class TestFlopStrategy:
def setup_class(self):
self.mcd = mcd(web3())
self.strategy = FlopperStrategy(self.mcd.flopper)
self.mock_flopper = MockFlopper()
def test_price(self, mocker):
mocker.patch("pymaker.auctions.Flopper.bids",
return_value=self.mock_flopper.bids(1))
mocker.patch("pymaker.auctions.Flopper.dent",
return_value="tx goes here")
model_price = Wad.from_number(190.0)
(price, tx, bid) = self.strategy.bid(1, model_price)
assert price == model_price
assert bid == MockFlopper.bid
lot1 = MockFlopper.sump / model_price
Flopper.dent.assert_called_once_with(1, lot1, MockFlopper.bid)
# When bid price increases, lot should decrease
model_price = Wad.from_number(200.0)
(price, tx, bid) = self.strategy.bid(1, model_price)
lot2 = Flopper.dent.call_args[0][1]
assert lot2 < lot1
assert lot2 == MockFlopper.sump / model_price
class AuctionKeeper:
logger = logging.getLogger()
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='auction-keeper')
parser.add_argument("--rpc-host",
type=str,
default="localhost",
help="JSON-RPC host (default: `localhost')")
parser.add_argument("--rpc-port",
type=int,
default=8545,
help="JSON-RPC port (default: `8545')")
parser.add_argument("--rpc-timeout",
type=int,
default=10,
help="JSON-RPC timeout (in seconds, default: 10)")
parser.add_argument(
"--eth-from",
type=str,
required=True,
help="Ethereum account from which to send transactions")
parser.add_argument(
"--eth-key",
type=str,
nargs='*',
help=
"Ethereum private key(s) to use (e.g. 'key_file=aaa.json,pass_file=aaa.pass')"
)
parser.add_argument('--type',
type=str,
choices=['flip', 'flap', 'flop'],
help="Auction type in which to participate")
parser.add_argument(
'--ilk',
type=str,
help=
"Name of the collateral type for a flip keeper (e.g. 'ETH-B', 'ZRX-A'); "
"available collateral types can be found at the left side of the CDP Portal"
)
parser.add_argument(
'--bid-only',
dest='create_auctions',
action='store_false',
help="Do not take opportunities to create new auctions")
parser.add_argument(
'--max-auctions',
type=int,
default=100,
help="Maximum number of auctions to simultaneously interact with, "
"used to manage OS and hardware limitations")
parser.add_argument(
'--min-flip-lot',
type=float,
default=0,
help="Minimum lot size to create or bid upon a flip auction")
parser.add_argument(
"--vulcanize-endpoint",
type=str,
help=
"When specified, frob history will be queried from a VulcanizeDB lite node, "
"reducing load on the Ethereum node for flip auctions")
parser.add_argument(
'--from-block',
type=int,
help=
"Starting block from which to look at history (set to block where MCD was deployed)"
)
parser.add_argument(
'--vat-dai-target',
type=float,
help="Amount of Dai to keep in the Vat contract (e.g. 2000)")
parser.add_argument(
'--keep-dai-in-vat-on-exit',
dest='exit_dai_on_shutdown',
action='store_false',
help=
"Retain Dai in the Vat on exit, saving gas when restarting the keeper"
)
parser.add_argument('--keep-gem-in-vat-on-exit',
dest='exit_gem_on_shutdown',
action='store_false',
help="Retain collateral in the Vat on exit")
parser.add_argument(
"--model",
type=str,
required=True,
nargs='+',
help="Commandline to use in order to start the bidding model")
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
# Configure connection to the chain
if self.arguments.rpc_host.startswith("http"):
endpoint_uri = f"{self.arguments.rpc_host}:{self.arguments.rpc_port}"
else:
# Should probably default this to use TLS, but I don't want to break existing configs
endpoint_uri = f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}"
self.web3: Web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
HTTPProvider(
endpoint_uri=endpoint_uri,
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
register_keys(self.web3, self.arguments.eth_key)
self.our_address = Address(self.arguments.eth_from)
# Check configuration for retrieving urns/bites
if self.arguments.type == 'flip' and self.arguments.create_auctions \
and self.arguments.from_block is None and self.arguments.vulcanize_endpoint is None:
raise RuntimeError(
"Either --from-block or --vulcanize-endpoint must be specified to kick off "
"flip auctions")
if self.arguments.type == 'flip' and not self.arguments.ilk:
raise RuntimeError(
"--ilk must be supplied when configuring a flip keeper")
if self.arguments.type == 'flop' and self.arguments.create_auctions \
and self.arguments.from_block is None:
raise RuntimeError(
"--from-block must be specified to kick off flop auctions")
# Configure core and token contracts
mcd = DssDeployment.from_node(web3=self.web3)
self.vat = mcd.vat
self.cat = mcd.cat
self.vow = mcd.vow
self.mkr = mcd.mkr
self.dai_join = mcd.dai_adapter
if self.arguments.type == 'flip':
self.collateral = mcd.collaterals[self.arguments.ilk]
self.ilk = self.collateral.ilk
self.gem_join = self.collateral.adapter
else:
self.collateral = None
self.ilk = None
self.gem_join = None
# Configure auction contracts
self.flipper = self.collateral.flipper if self.arguments.type == 'flip' else None
self.flapper = mcd.flapper if self.arguments.type == 'flap' else None
self.flopper = mcd.flopper if self.arguments.type == 'flop' else None
self.urn_history = None
if self.flipper:
self.min_flip_lot = Wad.from_number(self.arguments.min_flip_lot)
self.strategy = FlipperStrategy(self.flipper, self.min_flip_lot)
self.urn_history = UrnHistory(self.web3, mcd, self.ilk,
self.arguments.from_block,
self.arguments.vulcanize_endpoint)
elif self.flapper:
self.strategy = FlapperStrategy(self.flapper, self.mkr.address)
elif self.flopper:
self.strategy = FlopperStrategy(self.flopper)
else:
raise RuntimeError("Please specify auction type")
# Create the collection used to manage auctions relevant to this keeper
self.auctions = Auctions(
flipper=self.flipper.address if self.flipper else None,
flapper=self.flapper.address if self.flapper else None,
flopper=self.flopper.address if self.flopper else None,
model_factory=ModelFactory(' '.join(self.arguments.model)))
self.auctions_lock = threading.Lock()
self.dead_auctions = set()
self.vat_dai_target = Wad.from_number(self.arguments.vat_dai_target) if \
self.arguments.vat_dai_target is not None else None
logging.basicConfig(
format='%(asctime)-15s %(levelname)-8s %(message)s',
level=(logging.DEBUG if self.arguments.debug else logging.INFO))
# reduce logspew
logging.getLogger('urllib3').setLevel(logging.INFO)
logging.getLogger("web3").setLevel(logging.INFO)
logging.getLogger("asyncio").setLevel(logging.INFO)
logging.getLogger("requests").setLevel(logging.INFO)
def main(self):
def seq_func(check_func: callable):
assert callable(check_func)
if self.arguments.create_auctions:
try:
check_func()
except (RequestException, ConnectionError, ValueError,
AttributeError):
logging.exception(
"Error checking for opportunities to start an auction")
try:
self.check_all_auctions()
except (RequestException, ConnectionError, ValueError,
AttributeError):
logging.exception("Error checking auction states")
with Lifecycle(self.web3) as lifecycle:
lifecycle.on_startup(self.startup)
lifecycle.on_shutdown(self.shutdown)
if self.flipper and self.cat:
lifecycle.on_block(
functools.partial(seq_func, check_func=self.check_cdps))
elif self.flapper and self.vow:
lifecycle.on_block(
functools.partial(seq_func, check_func=self.check_flap))
elif self.flopper and self.vow:
lifecycle.on_block(
functools.partial(seq_func, check_func=self.check_flop))
else: # unusual corner case
lifecycle.on_block(self.check_all_auctions)
lifecycle.every(2, self.check_for_bids)
def startup(self):
self.approve()
self.rebalance_dai()
if self.flapper:
self.logger.info(
f"MKR balance is {self.mkr.balance_of(self.our_address)}")
if not self.arguments.create_auctions:
logging.info("Keeper will not create new auctions")
def approve(self):
self.strategy.approve()
time.sleep(2)
if self.dai_join:
self.dai_join.approve(hope_directly(), self.vat.address)
time.sleep(2)
self.dai_join.dai().approve(self.dai_join.address).transact()
def shutdown(self):
with self.auctions_lock:
del self.auctions
self.exit_dai_on_shutdown()
self.exit_collateral_on_shutdown()
def exit_dai_on_shutdown(self):
if not self.arguments.exit_dai_on_shutdown or not self.dai_join:
return
vat_balance = Wad(self.vat.dai(self.our_address))
if vat_balance > Wad(0):
self.logger.info(
f"Exiting {str(vat_balance)} Dai from the Vat before shutdown")
assert self.dai_join.exit(self.our_address, vat_balance).transact()
def exit_collateral_on_shutdown(self):
if not self.arguments.exit_gem_on_shutdown or not self.gem_join:
return
vat_balance = self.vat.gem(self.ilk, self.our_address)
if vat_balance > Wad(0):
self.logger.info(
f"Exiting {str(vat_balance)} {self.ilk.name} from the Vat before shutdown"
)
assert self.gem_join.exit(self.our_address, vat_balance).transact()
def check_cdps(self):
started = datetime.now()
ilk = self.vat.ilk(self.ilk.name)
rate = ilk.rate
dai_to_bid = self.vat.dai(self.our_address)
# Look for unsafe CDPs and bite them
urns = self.urn_history.get_urns()
for urn in urns.values():
safe = urn.ink * ilk.spot >= urn.art * rate
if not safe:
if dai_to_bid == Rad(0):
self.logger.warning(
f"Skipping opportunity to bite urn {urn.address} "
"because there is no Dai to bid")
break
if urn.ink < self.min_flip_lot:
self.logger.info(
f"Ignoring urn {urn.address.address} with ink={urn.ink} < "
f"min_lot={self.min_flip_lot}")
continue
self._run_future(self.cat.bite(ilk, urn).transact_async())
self.logger.debug(
f"Checked {len(urns)} urns in {(datetime.now()-started).seconds} seconds"
)
# Cat.bite implicitly kicks off the flip auction; no further action needed.
def check_flap(self):
# Check if Vow has a surplus of Dai compared to bad debt
joy = self.vat.dai(self.vow.address)
awe = self.vat.sin(self.vow.address)
# Check if Vow has Dai in excess
if joy > awe:
bump = self.vow.bump()
hump = self.vow.hump()
# Check if Vow has enough Dai surplus to start an auction and that we have enough mkr balance
if (joy - awe) >= (bump + hump):
if self.mkr.balance_of(self.our_address) == Wad(0):
self.logger.warning(
"Skipping opportunity to heal/flap because there is no MKR to bid"
)
return
woe = self.vow.woe()
# Heal the system to bring Woe to 0
if woe > Rad(0):
self.vow.heal(woe).transact()
self.vow.flap().transact()
def check_flop(self):
# Check if Vow has a surplus of bad debt compared to Dai
joy = self.vat.dai(self.vow.address)
awe = self.vat.sin(self.vow.address)
# Check if Vow has bad debt in excess
excess_debt = joy < awe
if not excess_debt:
return
woe = self.vow.woe()
sin = self.vow.sin()
sump = self.vow.sump()
wait = self.vow.wait()
# Check if Vow has enough bad debt to start an auction and that we have enough dai balance
if woe + sin >= sump:
# We need to bring Joy to 0 and Woe to at least sump
if self.vat.dai(self.our_address) == Rad(0):
self.logger.warning(
"Skipping opportunity to kiss/flog/heal/flop because there is no Dai to bid"
)
return
# first use kiss() as it settled bad debt already in auctions and doesn't decrease woe
ash = self.vow.ash()
goodnight = min(ash, joy)
if goodnight > Rad(0):
self.vow.kiss(goodnight).transact()
# Convert enough sin in woe to have woe >= sump + joy
if woe < (sump + joy) and self.cat is not None:
past_blocks = self.web3.eth.blockNumber - self.arguments.from_block
for bite_event in self.cat.past_bites(
past_blocks): # TODO: cache ?
era = bite_event.era(self.web3)
now = self.web3.eth.getBlock('latest')['timestamp']
sin = self.vow.sin_of(era)
# If the bite hasn't already been flogged and has aged past the `wait`
if sin > Rad(0) and era + wait <= now:
self.vow.flog(era).transact()
# flog() sin until woe is above sump + joy
joy = self.vat.dai(self.vow.address)
if self.vow.woe() - joy >= sump:
break
# use heal() for reconciling the remaining joy
joy = self.vat.dai(self.vow.address)
if Rad(0) < joy <= self.vow.woe():
self.vow.heal(joy).transact()
# heal() changes joy and woe (the balance of surplus and debt)
joy = self.vat.dai(self.vow.address)
woe = self.vow.woe()
if sump <= woe and joy == Rad(0):
self.vow.flop().transact()
def check_all_auctions(self):
started = datetime.now()
for id in range(1, self.strategy.kicks() + 1):
with self.auctions_lock:
if not self.check_auction(id):
continue
# Prevent growing the auctions collection beyond the configured size
if len(self.auctions.auctions) < self.arguments.max_auctions:
self.feed_model(id)
else:
logging.warning(
f"Processing {len(self.auctions.auctions)} auctions; "
f"ignoring auction {id} and beyond")
break
self.logger.debug(
f"Checked {self.strategy.kicks()} auctions in {(datetime.now() - started).seconds} seconds"
)
def check_for_bids(self):
with self.auctions_lock:
for id, auction in self.auctions.auctions.items():
self.handle_bid(id=id, auction=auction)
# TODO if we will introduce multithreading here, proper locking should be introduced as well
# locking should not happen on `auction.lock`, but on auction.id here. as sometimes we will
# intend to lock on auction id but not create `Auction` object for it (as the auction is already finished
# for example).
def check_auction(self, id: int) -> bool:
assert isinstance(id, int)
if id in self.dead_auctions:
return False
# Read auction information
input = self.strategy.get_input(id)
auction_missing = (input.end == 0)
auction_finished = (input.tic < input.era
and input.tic != 0) or (input.end < input.era)
if auction_missing:
# Try to remove the auction so the model terminates and we stop tracking it.
# If auction has already been removed, nothing happens.
self.auctions.remove_auction(id)
self.dead_auctions.add(id)
return False
# Check if the auction is finished.
# If it is finished and we are the winner, `deal` the auction.
# If it is finished and we aren't the winner, there is no point in carrying on with this auction.
elif auction_finished:
if input.guy == self.our_address:
# Always using default gas price for `deal`
self._run_future(
self.strategy.deal(id).transact_async(
gas_price=DefaultGasPrice()))
# Upon winning a flip or flop auction, we may need to replenish Dai to the Vat.
# Upon winning a flap auction, we may want to withdraw won Dai from the Vat.
self.rebalance_dai()
else:
# Try to remove the auction so the model terminates and we stop tracking it.
# If auction has already been removed, nothing happens.
self.auctions.remove_auction(id)
return False
else:
return True
def feed_model(self, id: int):
assert isinstance(id, int)
auction = self.auctions.get_auction(id)
input = self.strategy.get_input(id)
# Feed the model with current state
auction.feed_model(input)
def handle_bid(self, id: int, auction: Auction):
assert isinstance(id, int)
assert isinstance(auction, Auction)
output = auction.model_output()
if output is not None:
bid_price, bid_transact, cost = self.strategy.bid(id, output.price)
# If we can't afford the bid, log a warning/error and back out.
# By continuing, we'll burn through gas fees while the keeper pointlessly retries the bid.
if cost is not None:
if not self.check_bid_cost(cost):
return
if bid_price is not None and bid_transact is not None:
# if no transaction in progress, send a new one
transaction_in_progress = auction.transaction_in_progress()
if transaction_in_progress is None:
self.logger.info(
f"Sending new bid @{output.price} (gas_price={output.gas_price})"
)
auction.price = bid_price
auction.gas_price = UpdatableGasPrice(output.gas_price)
auction.register_transaction(bid_transact)
self._run_future(
bid_transact.transact_async(
gas_price=auction.gas_price))
# if transaction in progress and gas price went up...
elif output.gas_price and output.gas_price > auction.gas_price.gas_price:
# ...replace the entire bid if the price has changed...
if bid_price != auction.price:
self.logger.info(
f"Overriding pending bid with new bid @{output.price} (gas_price={output.gas_price})"
)
auction.price = bid_price
auction.gas_price = UpdatableGasPrice(output.gas_price)
auction.register_transaction(bid_transact)
self._run_future(
bid_transact.transact_async(
replace=transaction_in_progress,
gas_price=auction.gas_price))
# ...or just replace gas_price if price stays the same
else:
self.logger.info(
f"Overriding pending bid with new gas_price ({output.gas_price})"
)
auction.gas_price.update_gas_price(output.gas_price)
def check_bid_cost(self, cost: Rad) -> bool:
assert isinstance(cost, Rad)
# If this is an auction where we bid with Dai...
if self.flipper or self.flopper:
vat_dai = self.vat.dai(self.our_address)
if cost > vat_dai:
self.logger.debug(
f"Bid cost {str(cost)} exceeds vat balance of {vat_dai}; "
"bid will not be submitted")
return False
# If this is an auction where we bid with MKR...
elif self.flapper:
mkr_balance = self.mkr.balance_of(self.our_address)
if cost > Rad(mkr_balance):
self.logger.debug(
f"Bid cost {str(cost)} exceeds MKR balance of {mkr_balance}; "
"bid will not be submitted")
return False
return True
def rebalance_dai(self):
if self.vat_dai_target is None or not self.dai_join or (
not self.flipper and not self.flopper):
return
dai = self.dai_join.dai()
token_balance = dai.balance_of(self.our_address) # Wad
difference = Wad(self.vat.dai(
self.our_address)) - self.vat_dai_target # Wad
if difference < Wad(0):
# Join tokens to the vat
if token_balance >= difference * -1:
self.logger.info(
f"Joining {str(difference * -1)} Dai to the Vat")
assert self.dai_join.join(self.our_address,
difference * -1).transact()
elif token_balance > Wad(0):
self.logger.warning(
f"Insufficient balance to maintain Dai target; joining {str(token_balance)} "
"Dai to the Vat")
assert self.dai_join.join(self.our_address,
token_balance).transact()
else:
self.logger.warning(
"No Dai is available to join to Vat; cannot maintain Dai target"
)
elif difference > Wad(0):
# Exit dai from the vat
self.logger.info(f"Exiting {str(difference)} Dai from the Vat")
assert self.dai_join.exit(self.our_address, difference).transact()
self.logger.info(
f"Dai token balance: {str(dai.balance_of(self.our_address))}, "
f"Vat balance: {self.vat.dai(self.our_address)}")
@staticmethod
def _run_future(future):
def worker():
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
try:
asyncio.get_event_loop().run_until_complete(future)
finally:
loop.close()
thread = threading.Thread(target=worker, daemon=True)
thread.start()
class AuctionKeeper:
logger = logging.getLogger()
dead_after = 10 # Assume block reorgs cannot resurrect an auction id after this many blocks
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='auction-keeper')
parser.add_argument(
"--rpc-host",
type=str,
default="http://*****:*****@{output.price} for auction {id}")
auction.price = bid_price
auction.gas_price = new_gas_strategy if new_gas_strategy else auction.gas_price
auction.register_transaction(bid_transact)
# ...submit a new transaction and wait the delay period (if so configured)
self._run_future(
bid_transact.transact_async(gas_price=auction.gas_price))
if self.arguments.bid_delay:
logging.debug(f"Waiting {self.arguments.bid_delay}s")
time.sleep(self.arguments.bid_delay)
# if transaction in progress and the bid price changed...
elif auction.price and bid_price != auction.price:
self.logger.info(
f"Attempting to override pending bid with new bid @{output.price} for auction {id}"
)
auction.price = bid_price
if new_gas_strategy: # gas strategy changed
auction.gas_price = new_gas_strategy
elif fixed_gas_price_changed: # gas price updated
assert isinstance(auction.gas_price, UpdatableGasPrice)
auction.gas_price.update_gas_price(output.gas_price)
auction.register_transaction(bid_transact)
# ...ask pymaker to replace the transaction
self._run_future(
bid_transact.transact_async(
replace=transaction_in_progress,
gas_price=auction.gas_price))
# if model has been providing a gas price, and only that changed...
elif fixed_gas_price_changed:
assert isinstance(auction.gas_price, UpdatableGasPrice)
self.logger.info(
f"Overriding pending bid with new gas_price ({output.gas_price}) for auction {id}"
)
auction.gas_price.update_gas_price(output.gas_price)
# if transaction in progress, bid price unchanged, but gas strategy changed...
elif new_gas_strategy:
self.logger.info(
f"Changing gas strategy for pending bid @{output.price} for auction {id}"
)
auction.price = bid_price
auction.gas_price = new_gas_strategy
auction.register_transaction(bid_transact)
# ...ask pymaker to replace the transaction
self._run_future(
bid_transact.transact_async(
replace=transaction_in_progress,
gas_price=auction.gas_price))
def check_bid_cost(self,
id: int,
cost: Rad,
reservoir: Reservoir,
already_rebalanced=False) -> bool:
assert isinstance(id, int)
assert isinstance(cost, Rad)
# If this is an auction where we bid with Dai...
if self.auction_type in ['clip', 'flip', 'flop']:
if not reservoir.check_bid_cost(id, cost):
if not already_rebalanced:
# Try to synchronously join Dai the Vat
if self.is_joining_dai:
self.logger.info(
f"Bid cost {str(cost)} exceeds reservoir level of {reservoir.level}; "
"waiting for Dai to rebalance")
return False
else:
rebalanced = self.rebalance_dai()
if rebalanced and rebalanced > Wad(0):
reservoir.refill(Rad(rebalanced))
return self.check_bid_cost(id,
cost,
reservoir,
already_rebalanced=True)
self.logger.info(
f"Bid cost {str(cost)} exceeds reservoir level of {reservoir.level}; "
"bid will not be submitted")
return False
# If this is an auction where we bid with MKR...
elif self.auction_type == 'flap':
mkr_balance = self.mkr.balance_of(self.our_address)
if cost > Rad(mkr_balance):
self.logger.debug(
f"Bid cost {str(cost)} exceeds reservoir level of {reservoir.level}; "
"bid will not be submitted")
return False
return True
def rebalance_dai(self) -> Optional[Wad]:
# Returns amount joined (positive) or exited (negative) as a result of rebalancing towards vat_dai_target
if self.arguments.vat_dai_target is None:
return None
logging.info(
f"Checking if internal Dai balance needs to be rebalanced")
dai = self.dai_join.dai()
token_balance = dai.balance_of(self.our_address) # Wad
# Prevent spending gas on small rebalances
dust = Wad(self.mcd.vat.ilk(
self.ilk.name).dust) if self.ilk else Wad.from_number(20)
dai_to_join = Wad(0)
dai_to_exit = Wad(0)
try:
if self.arguments.vat_dai_target.upper() == "ALL":
dai_to_join = token_balance
else:
dai_target = Wad.from_number(
float(self.arguments.vat_dai_target))
if dai_target < dust:
self.logger.warning(
f"Dust cutoff of {dust} exceeds Dai target {dai_target}; "
"please adjust configuration accordingly")
vat_balance = Wad(self.vat.dai(self.our_address))
if vat_balance < dai_target:
dai_to_join = dai_target - vat_balance
elif vat_balance > dai_target:
dai_to_exit = vat_balance - dai_target
except ValueError:
raise ValueError("Unsupported --vat-dai-target")
if dai_to_join >= dust:
# Join tokens to the vat
if token_balance >= dai_to_join:
self.logger.info(f"Joining {str(dai_to_join)} Dai to the Vat")
return self.join_dai(dai_to_join)
elif token_balance > Wad(0):
self.logger.warning(
f"Insufficient balance to maintain Dai target; joining {str(token_balance)} "
"Dai to the Vat")
return self.join_dai(token_balance)
else:
self.logger.warning(
"Insufficient Dai is available to join to Vat; cannot maintain Dai target"
)
return Wad(0)
elif dai_to_exit > dust:
# Exit dai from the vat
self.logger.info(f"Exiting {str(dai_to_exit)} Dai from the Vat")
assert self.dai_join.exit(
self.our_address,
dai_to_exit).transact(gas_price=self.gas_price)
return dai_to_exit * -1
self.logger.info(
f"Dai token balance: {str(dai.balance_of(self.our_address))}, "
f"Vat balance: {self.vat.dai(self.our_address)}")
def join_dai(self, amount: Wad):
assert isinstance(amount, Wad)
assert not self.is_joining_dai
try:
self.is_joining_dai = True
assert self.dai_join.join(
self.our_address, amount).transact(gas_price=self.gas_price)
finally:
self.is_joining_dai = False
return amount
def exit_gem(self):
if not self.collateral:
return
token = Token(
self.collateral.ilk.name.split('-')[0],
self.collateral.gem.address, self.collateral.adapter.dec())
vat_balance = self.vat.gem(self.ilk, self.our_address)
if vat_balance > token.min_amount:
self.logger.info(
f"Exiting {str(vat_balance)} {self.ilk.name} from the Vat")
assert self.gem_join.exit(
self.our_address,
token.unnormalize_amount(vat_balance)).transact(
gas_price=self.gas_price)
@staticmethod
def _run_future(future):
def worker():
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
try:
asyncio.get_event_loop().run_until_complete(future)
finally:
loop.close()
thread = threading.Thread(target=worker, daemon=True)
thread.start()
class AuctionKeeper:
logger = logging.getLogger()
dead_after = 10 # Assume block reorgs cannot resurrect an auction id after this many blocks
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='auction-keeper')
parser.add_argument(
"--rpc-host",
type=str,
default="http://*****:*****@ {bid_price} {cost}")
if cost is not None:
if not self.check_bid_cost(cost):
return
if bid_price is not None and bid_transact is not None:
# Ensure this auction has a gas strategy assigned
(new_gas_strategy,
fixed_gas_price_changed) = auction.determine_gas_strategy_for_bid(
output, self.gas_price)
# if no transaction in progress, send a new one
transaction_in_progress = auction.transaction_in_progress()
logging.info(f"should be bidding")
# if transaction has not been submitted...
if transaction_in_progress is None:
self.logger.info(
f"Sending new bid @{managed_price} (gas_price={output.gas_price})"
)
auction.price = bid_price
auction.gas_price = new_gas_strategy if new_gas_strategy else auction.gas_price
auction.register_transaction(bid_transact)
# ...submit a new transaction and wait the delay period (if so configured)
self._run_future(
bid_transact.transact_async(gas_price=auction.gas_price))
if self.arguments.bid_delay:
logging.debug(f"Waiting {self.arguments.bid_delay}s")
time.sleep(self.arguments.bid_delay)
# if transaction in progress and the bid price changed...
elif bid_price != auction.price:
self.logger.info(
f"Attempting to override pending bid with new bid @{managed_price} for auction {id}"
)
auction.price = bid_price
if new_gas_strategy: # gas strategy changed
auction.gas_price = new_gas_strategy
elif fixed_gas_price_changed: # gas price updated
assert isinstance(auction.gas_price, UpdatableGasPrice)
auction.gas_price.update_gas_price(output.gas_price)
auction.register_transaction(bid_transact)
# ...ask pymaker to replace the transaction
self._run_future(
bid_transact.transact_async(
replace=transaction_in_progress,
gas_price=auction.gas_price))
# if model has been providing a gas price, and only that changed...
elif fixed_gas_price_changed:
assert isinstance(auction.gas_price, UpdatableGasPrice)
self.logger.info(
f"Overriding pending bid with new gas_price ({output.gas_price}) for auction {id}"
)
auction.gas_price.update_gas_price(output.gas_price)
# if transaction in progress, bid price unchanged, but gas strategy changed...
elif new_gas_strategy:
self.logger.info(
f"Changing gas strategy for pending bid @{managed_price} for auction {id}"
)
auction.price = bid_price
auction.gas_price = new_gas_strategy
auction.register_transaction(bid_transact)
# ...ask pymaker to replace the transaction
self._run_future(
bid_transact.transact_async(
replace=transaction_in_progress,
gas_price=auction.gas_price))
def check_bid_cost(self, cost: Rad) -> bool:
assert isinstance(cost, Rad)
# If this is an auction where we bid with Dai...
if self.flipper or self.flopper:
vat_dai = self.vat.dai(self.our_address)
if cost > vat_dai:
self.logger.info(
f"Bid cost {str(cost)} exceeds vat balance of {vat_dai}; "
"bid will not be submitted")
return False
# If this is an auction where we bid with MKR...
elif self.flapper:
mkr_balance = self.mkr.balance_of(self.our_address)
if cost > Rad(mkr_balance):
self.logger.debug(
f"Bid cost {str(cost)} exceeds MKR balance of {mkr_balance}; "
"bid will not be submitted")
return False
return True
def rebalance_dai(self):
logging.info(
f"Checking if internal Dai balance needs to be rebalanced")
if self.vat_dai_target is None or not self.dai_join or (
not self.flipper and not self.flopper):
return
dai = self.dai_join.dai()
token_balance = dai.balance_of(self.our_address) # Wad
difference = Wad(self.vat.dai(
self.our_address)) - self.vat_dai_target # Wad
if difference < Wad(0):
# Join tokens to the vat
if token_balance >= difference * -1:
self.logger.info(
f"Joining {str(difference * -1)} Dai to the Vat")
assert self.dai_join.join(
self.our_address,
difference * -1).transact(gas_price=self.gas_price)
elif token_balance > Wad(0):
self.logger.warning(
f"Insufficient balance to maintain Dai target; joining {str(token_balance)} "
"Dai to the Vat")
assert self.dai_join.join(
self.our_address,
token_balance).transact(gas_price=self.gas_price)
else:
self.logger.warning(
"No Dai is available to join to Vat; cannot maintain Dai target"
)
elif difference > Wad(0):
# Exit dai from the vat
self.logger.info(f"Exiting {str(difference)} Dai from the Vat")
assert self.dai_join.exit(
self.our_address,
difference).transact(gas_price=self.gas_price)
self.logger.info(
f"Dai token balance: {str(dai.balance_of(self.our_address))}, "
f"Vat balance: {self.vat.dai(self.our_address)}")
@staticmethod
def _run_future(future):
def worker():
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
try:
asyncio.get_event_loop().run_until_complete(future)
finally:
loop.close()
thread = threading.Thread(target=worker, daemon=True)
thread.start()
