def _convert_balance_to_wad(self, balance: dict, decimals: int) -> dict:
wei_balance = float(balance['wei'])
pending_balance = float(balance['pendingWei'])
## DyDx can have negative balances from native margin trading
is_negative = False
if wei_balance < 0:
is_negative = True
converted_balance = from_wei(abs(int(wei_balance)), 'ether')
converted_pending_balance = from_wei(abs(int(pending_balance)),
'ether')
if decimals == 6:
converted_balance = from_wei(abs(int(wei_balance)), 'mwei')
converted_pending_balance = from_wei(abs(int(pending_balance)),
'mwei')
# reconvert Wad to negative value if balance is negative
if is_negative == True:
converted_balance = converted_balance * -1
# Handle the edge case where orders are filled but balance change is still pending
if converted_balance > 0:
balance['wad'] = Wad.from_number(
converted_balance) - Wad.from_number(converted_pending_balance)
else:
balance['wad'] = Wad.from_number(
converted_balance) + Wad.from_number(converted_pending_balance)
return balance
def from_trade(pair, trade):
return BinanceUsTrade(trade_id=str(trade['id']),
timestamp=trade['time'],
pair=pair,
is_sell=not trade['isBuyerMaker'],
price=Wad.from_number(trade['price']),
amount=Wad.from_number(trade['qty']))
def test_local_accounts_register_key():
# given
# [that address is not recognized by ganache, this way we can be sure it's the local account being used for signing]
web3 = Web3(HTTPProvider("http://localhost:8555"))
web3.eth.defaultAccount = Address(
'0x13314e21cd6d343ceb857073f3f6d9368919d1ef').address
# and
keyfile_path = pkg_resources.resource_filename(
__name__, "accounts/4_0x13314e21cd6d343ceb857073f3f6d9368919d1ef.json")
passfile_path = pkg_resources.resource_filename(__name__, "accounts/pass")
register_key(web3, f"key_file={keyfile_path},pass_file={passfile_path}")
# and
# [as ganache does not know this address, we need to send some ETH to it first]
eth_transfer(web3, Address(web3.eth.defaultAccount), Wad.from_number(100)) \
.transact(from_address=Address(web3.eth.accounts[0]))
# when
# [we deploy some test contract and mint some tokens]
token = DSToken.deploy(web3, 'XYZ', 'XYZ')
token.mint(Wad.from_number(150000)).transact()
# then
# [these operations were successful]
assert token.balance_of(Address(
web3.eth.defaultAccount)) == Wad.from_number(150000)
def test_convert(self):
# two
chain_amount = Wad(20000)
assert self.token.normalize_amount(chain_amount) == Wad.from_number(2)
# three
normalized_amount = Wad.from_number(3)
assert self.token.unnormalize_amount(normalized_amount) == Wad(30000)
def from_all_list(pair, trade):
return Trade(trade_id=trade['trade_id'],
timestamp=int(
dateutil.parser.parse(trade['time']).timestamp()),
pair=pair,
is_sell=True if trade['side'] == 'sell' else False,
price=Wad.from_number(trade['price']),
amount=Wad.from_number(trade['size']))
def create(item):
return BinanceUsOrder(
order_id=str(item['orderId']),
pair=item['symbol'],
is_sell=True if item['side'] == 'SELL' else False,
price=Wad.from_number(item['price']),
amount=Wad.from_number(item['origQty']),
timestamp=item['time'])
def test_get_orders(self, mocker):
instrument_id = "WETH-DAI"
mocker.patch("dydx.client.Client.get_my_orders", side_effect=DydxMockServer.handle_get_orders)
response = self.dydx.get_orders(instrument_id)
assert (len(response) > 0)
for order in response:
assert(isinstance(order.is_sell, bool))
assert(Wad(order.price) > Wad(0))
TestDydx.check_orders(response)
def test_get_orders(self, mocker):
pair = "ETH-KRW"
mocker.patch("requests.request", side_effect=self.binaceUsMockServer.handle_request)
response = self.binance_us.get_orders(pair)
assert (len(response) > 0)
for order in response:
assert (isinstance(order.is_sell, bool))
assert (Wad(order.price) > Wad(0))
TestBinanceUs.check_orders(response)
def test_order_placement_and_cancellation(self, mocker):
pair = "ETH-KRW"
side = "ask"
mocker.patch("requests.request", side_effect=self.binaceUsMockServer.handle_request)
order_id = self.binance_us.place_order(pair, True, Wad.from_number(241700), Wad.from_number(10))
assert (isinstance(order_id, str))
assert (order_id is not None)
cancel_result = self.binance_us.cancel_order(order_id, pair)
assert (cancel_result == True)
def get_balances(self, pair: Pair):
assert(isinstance(pair, Pair))
token_buy = ERC20Token(web3=self.zrx_exchange.web3, address=Address(pair.buy_token_address))
token_sell = ERC20Token(web3=self.zrx_exchange.web3, address=Address(pair.sell_token_address))
our_address = Address(self.zrx_exchange.web3.eth.defaultAccount)
return token_sell.balance_of(our_address) * Wad.from_number(10 ** (18 - pair.sell_token_decimals)), \
token_buy.balance_of(our_address) * Wad.from_number(10 ** (18 - pair.buy_token_decimals))
def test_direct_approval_should_not_approve_if_already_approved():
# given
global web3, our_address, second_address, token
token.approve(second_address, Wad(2**248 + 17)).transact()
# when
directly()(token, second_address, "some-name")
# then
assert token.allowance_of(our_address, second_address) == Wad(2**248 + 17)
def get_exchange_rate(self) -> Wad:
token_a_reserve = self.get_exchange_balance(self.token_a,
self.pair_address)
token_b_reserve = self.get_exchange_balance(self.token_b,
self.pair_address)
if token_a_reserve == Wad.from_number(
0) or token_b_reserve == Wad.from_number(0):
return Wad.from_number(0)
else:
return token_b_reserve / token_a_reserve
def _blockchain_to_wad(pair: Pair, amount: Wad, token_address: Address):
assert(isinstance(pair, Pair))
assert(isinstance(amount, Wad))
assert(isinstance(token_address, Address))
assert(token_address in [pair.buy_token_address, pair.sell_token_address])
if token_address == pair.buy_token_address:
return amount * Wad.from_number(10 ** (18 - pair.buy_token_decimals))
elif token_address == pair.sell_token_address:
return amount * Wad.from_number(10 ** (18 - pair.sell_token_decimals))
def add_liquidity(self, amount: Wad) -> Transact:
assert (isinstance(amount, Wad))
min_liquidity = Wad.from_number(0.5) * amount
max_token = amount * self.get_exchange_rate() * Wad.from_number(
1.00000001)
return Transact(
self, self.web3, self.abi, self.exchange, self._contract,
'addLiquidity',
[min_liquidity.value, max_token.value,
self._deadline()], {'value': amount.value})
def test_order(self):
price = Wad.from_number(4.8765)
amount = Wad.from_number(0.222)
order = Order(
order_id="153153",
timestamp=int(time.time()),
pair="ETH-KRW",
is_sell=False,
price=price,
amount=amount
)
assert (order.price == order.sell_to_buy_price)
assert (order.price == order.buy_to_sell_price)
def test_via_tx_manager_approval_should_not_approve_if_already_approved():
# given
global web3, our_address, second_address, token
tx = TxManager.deploy(web3)
tx.execute([],
[token.approve(second_address, Wad(2**248 + 19)).invocation()
]).transact()
# when
via_tx_manager(tx)(token, second_address, "some-name")
# then
assert token.allowance_of(tx.address, second_address) == Wad(2**248 + 19)
def from_message(trade, pair: str, market_info: dict) -> Trade:
decimal_exponent = 18 - int(market_info['quoteCurrency']['decimals'])
price = Wad.from_number(float(trade['price']) * 10**decimal_exponent)
return Trade(trade_id=trade['uuid'],
timestamp=int(
dateutil.parser.parse(
trade['createdAt']).timestamp()),
pair=trade["market"],
is_sell=True if trade['side'] == 'SELL' else False,
price=price,
amount=Wad.from_number(
from_wei(abs(int(float(trade['amount']))), 'ether')))
def from_message(item: list, pair: str, market_info: dict) -> Order:
decimal_exponent = 18 - int(market_info['quoteCurrency']['decimals'])
price = Wad.from_number(float(item['price']) * 10**decimal_exponent)
return Order(order_id=item['id'],
timestamp=int(
dateutil.parser.parse(item['createdAt']).timestamp()),
pair=pair,
is_sell=True if item['side'] == 'SELL' else False,
price=price,
amount=Wad.from_number(
from_wei(abs(int(float(item['baseAmount']))),
'ether')))
def get_amounts_out(self, amount_in: Wad,
tokens: List[Token]) -> List[Wad]:
""" Calculate maximum output amount of a given input.
Desired amount_in must be less than available liquidity or call will fail.
Args:
amounts_in: Desired amount of tokens out.
tokens: List of tokens used to form a path for swap and normalize amounts for token decimals
Returns:
A list of uint256 reserve amounts required.
"""
assert (isinstance(amount_in, Wad))
assert (isinstance(tokens, List))
token_addresses = list(map(lambda token: token.address.address,
tokens))
amounts = self._router_contract.functions.getAmountsOut(
amount_in.value, token_addresses).call()
wad_amounts = list(
map(lambda amount: Wad.from_number(Web3.fromWei(amount, 'ether')),
amounts))
for index, token in enumerate(tokens):
wad_amounts[index] = token.normalize_amount(wad_amounts[index])
return wad_amounts
def get_our_exchange_balance(self, token: Token,
pair_address: Address) -> Wad:
assert (isinstance(token, Token))
assert (isinstance(pair_address, Address))
if self.is_new_pool:
return Wad.from_number(0)
current_liquidity = self.get_current_liquidity()
if current_liquidity == Wad.from_number(0):
return Wad.from_number(0)
total_liquidity = self.get_total_liquidity()
exchange_balance = self.get_exchange_balance(token, pair_address)
return current_liquidity * exchange_balance / total_liquidity
def main(self):
self.startup()
pending_txes = get_pending_transactions(web3)
pprint(
list(
map(lambda t: f"{t.name()} with gas {t.current_gas}",
pending_txes)))
if len(pending_txes) > 0:
while len(pending_txes) > 0:
pending_txes[0].cancel(gas_price=increasing_gas)
# After the synchronous cancel, wait to see if subsequent transactions get mined
time.sleep(15)
pending_txes = get_pending_transactions(web3)
else:
logging.info(
f"No pending transactions were found; submitting {stuck_txes_to_submit}"
)
for i in range(1, stuck_txes_to_submit + 1):
self._run_future(
weth.deposit(Wad(i)).transact_async(
gas_price=FixedGasPrice(int(0.4 * i * GWEI))))
time.sleep(2)
self.shutdown()
def get_orders(self, pair: Pair, zrx_orders: list) -> List[Order]:
assert (isinstance(pair, Pair))
assert (isinstance(zrx_orders, list))
result = []
for zrx_order in zrx_orders:
is_sell = zrx_order.buy_token == pair.buy_token_address and zrx_order.pay_token == pair.sell_token_address
is_buy = zrx_order.buy_token == pair.sell_token_address and zrx_order.pay_token == pair.buy_token_address
if is_sell or is_buy:
amount = zrx_order.remaining_sell_amount if is_sell else zrx_order.remaining_buy_amount
price = zrx_order.buy_to_sell_price if is_sell else zrx_order.sell_to_buy_price
result.append(
Order(order_id=zrx_order.order_id,
is_sell=is_sell,
price=price /
Wad.from_number(10**(pair.buy_token_decimals -
pair.sell_token_decimals)),
amount=self._blockchain_to_wad(
pair, amount, pair.sell_token_address),
zrx_order=zrx_order))
return result
def check_sync_transaction_still_works(self):
balance_before = self.geb.safe_engine.token_collateral(
self.collateral_type, self.keeper_address)
amount = Wad.from_number(0.01)
assert self.collateral.adapter.join(self.keeper_address,
amount).transact()
balance_after = self.geb.safe_engine.token_collateral(
self.collateral_type, self.keeper_address)
assert balance_before + amount == balance_after
def test_direct_approval():
# given
global web3, our_address, second_address, token
# when
directly()(token, second_address, "some-name")
# then
assert token.allowance_of(our_address, second_address) == Wad(2**256 - 1)
def test_via_tx_manager_approval():
# given
global web3, our_address, second_address, token
tx = TxManager.deploy(web3)
# when
via_tx_manager(tx)(token, second_address, "some-name")
# then
assert token.allowance_of(tx.address, second_address) == Wad(2**256 - 1)
def check_async_transaction_still_works(self):
balance_before = self.geb.safe_engine.token_collateral(
self.collateral_type, self.keeper_address)
amount = Wad.from_number(0.01)
AuctionKeeper._run_future(
self.collateral.adapter.exit(self.keeper_address,
amount).transact_async())
wait_for_other_threads()
balance_after = self.geb.safe_engine.token_collateral(
self.collateral_type, self.keeper_address)
assert balance_before - amount == balance_after
def test_replace_async_transaction(self):
balance_before = self.geb.safe_engine.token_collateral(
self.collateral_type, self.keeper_address)
self.start_ignoring_transactions()
amount1 = Wad.from_number(0.11)
tx1 = self.collateral.adapter.join(self.keeper_address, amount1)
AuctionKeeper._run_future(tx1.transact_async(gas_price=self.gas))
self.end_ignoring_transactions()
amount2 = Wad.from_number(0.14)
tx2 = self.collateral.adapter.join(self.keeper_address, amount2)
AuctionKeeper._run_future(tx2.transact_async(replace=tx1))
# Wait for async tx threads to exit normally (should consider doing this after every async test)
wait_for_other_threads()
balance_after = self.geb.safe_engine.token_collateral(
self.collateral_type, self.keeper_address)
assert balance_before + amount2 == balance_after
self.check_sync_transaction_still_works()
self.check_async_transaction_still_works()
def test_direct_approval_should_obey_from_address():
# given
global web3, our_address, second_address, third_address, token
# and
# [there is already approval from the `defaultAccount`]
# [so that we make sure we check for the existing approval properly]
directly()(token, second_address, "some-name")
# when
directly(from_address=third_address)(token, second_address, "some-name")
# then
assert token.allowance_of(third_address, second_address) == Wad(2**256 - 1)
def test_min_amount(self):
assert self.token.min_amount == Wad.from_number(0.0001)
assert float(self.token.min_amount) == 0.0001
assert self.token.unnormalize_amount(self.token.min_amount) == Wad(1)
assert Wad.from_number(0.0004) > self.token.min_amount
assert Wad.from_number(0.00005) < self.token.min_amount
assert self.token.unnormalize_amount(
Wad.from_number(0.0006)) > self.token.unnormalize_amount(
self.token.min_amount)
assert self.token.unnormalize_amount(
Wad.from_number(0.00007)) < self.token.unnormalize_amount(
self.token.min_amount)
assert self.token.unnormalize_amount(
Wad.from_number(0.00008)) == Wad(0)
def test_ignore_sync_transaction(self):
balance_before = self.geb.safe_engine.token_collateral(
self.collateral_type, self.keeper_address)
self.start_ignoring_sync_transactions()
assert self.collateral.adapter.join(self.keeper_address,
Wad.from_number(0.2)).transact()
self.end_ignoring_sync_transactions()
balance_after = self.geb.safe_engine.token_collateral(
self.collateral_type, self.keeper_address)
assert balance_before == balance_after
self.check_sync_transaction_still_works()
self.check_async_transaction_still_works()
