def test_wallet_reload_sequence(self, private_key, env):
wallet = Wallet(private_key=private_key, env=env)
wallet.initialise_wallet()
account_sequence = wallet.sequence
wallet.increment_account_sequence()
wallet.reload_account_sequence()
assert wallet.sequence == account_sequence
class Binance():
def __init__(self):
self.env = BinanceEnvironment.get_testnet_env()
self.client = HttpApiClient(env=self.env)
with open('secret/bnb_key.txt', 'r') as f:
key = f.readline()
self.wallet = Wallet(key, env=self.env)
self.address = self.wallet.address
driver_logger.info(f'bnb address: {self.address}')
def thor_swap(self, i_symbol, amount, to_address, memo):
transfer_msg = TransferMsg(
wallet=self.wallet,
symbol=i_symbol,
amount=amount,
to_address=to_address,
memo=memo
)
res = self.client.broadcast_msg(transfer_msg, sync=True)
tx_hash = res[0]['hash']
driver_logger.debug(f'boardcasted hash {tx_hash}')
self.wallet.reload_account_sequence()
return tx_hash
class BinanceApi:
def __init__(self, key, test=False):
self.BUSD = 'BUSD-BD1'
self.BNB = 'BNB'
self.pairs = []
self.bnb_pairs = {}
self.busd_pairs = {}
self.api_instance = binance_client.DefaultApi()
if test:
self.env = BinanceEnvironment.get_testnet_env()
self.RUNE = 'RUNE-67C'
self.api_instance.api_client.configuration.host = self.env.api_url + '/api'
else:
self.env = BinanceEnvironment(api_url='https://dex-european.binance.org',
wss_url='wss://dex.binance.org/api/',
hrp='bnb')
self.RUNE = 'RUNE-B1A'
binance_logger.info(f'Binance connected to node: {self.env.api_url}')
self.client = HttpApiClient(env=self.env)
self.wallet = Wallet(private_key=key, env=self.env)
self.wallet.reload_account_sequence()
self.account_info()
def parse_market(self):
offset = 0
try:
logging.info("parsing market pairs")
while True:
pairs = self.api_instance.get_pairs(limit=500, offset=offset)
for pair in pairs:
self.pairs.append(pair)
if pair["quote_asset_symbol"] == self.BNB:
self.bnb_pairs[pair["base_asset_symbol"]] = pair["lot_size"]
elif pair["quote_asset_symbol"] == self.BUSD:
self.busd_pairs[pair["base_asset_symbol"]] = pair["lot_size"]
offset += 500
time.sleep(1)
except ApiException as e:
if e.reason == "Bad Request":
logging.info("parsing finished, %s market pairs" % len(self.pairs))
logging.debug("bnb pairs: %s" % self.bnb_pairs)
logging.debug("busd pairs: %s" % self.busd_pairs)
else:
logging.info("Exception when calling DefaultApi->getPairs: %s\n" % e)
def depth(self, symbol, bnb=True):
if bnb:
pair = symbol + '_' + self.BNB
else:
pair = symbol + '_' + self.BUSD
try:
depth = self.api_instance.get_depth(symbol=pair, limit=5)
binance_logger.debug(f'{pair} market depth bids:{depth.bids[0]} asks:{depth.asks[0]}')
return depth
except ApiException as e:
if e.reason == 'Gateway Time-out':
logging.info("cloudfront error")
time.sleep(5)
logging.info("recalling get_depth()")
return self.depth(symbol=pair, bnb=bnb)
binance_logger.debug(f'Exception when calling get_depth() {e}')
def account_info(self):
try:
account_info = self.api_instance.get_account(self.wallet.address)
binance_logger.info(f'account info: {account_info}')
return account_info
except ApiException as e:
binance_logger.debug(f'Exception when calling get_account() {e}')
# tracking = list(filter(lambda coin: coin['symbol'] == self.pairs[token], api_response.balances))
# pnl = (float(tracking[0]['free']) - float(self.balances[token])) / float(self.balances[token])
# self.balances[token] = float(tracking[0]['free'])
def get_balance(self):
try:
account_info = self.api_instance.get_account(self.wallet.address)
balance_info = account_info.balances
binance_logger.info(f'balance info: {balance_info}')
binance_logger.info(f'sequence number: {account_info.sequence}')
return balance_info
except ApiException as e:
binance_logger.debug(f'Exception when calling get_account() {e}')
def binance_check_hash(self, hash):
while True:
try:
api_response = self.api_instance.get_closed_orders(self.wallet.address)
order = list(filter(lambda order: order.transaction_hash == hash, api_response.order))
if order:
binance_logger.debug(f'order detail {order[0]}')
binance_logger.info(f'order status {order[0].status}')
return order[0]
time.sleep(0.5)
except ApiException as e:
binance_logger.debug(f'Exception when calling get_closed_orders() {e}')
def dex_buy(self, symbol, quantity, price=None, bnb=True):
self.wallet.reload_account_sequence()
if price is None:
depth = self.depth(symbol, bnb=bnb)
price = float(depth.asks[0][0])
if bnb:
pair = symbol + '_' + self.BNB
else:
pair = symbol + '_' + self.BUSD
buy_msg = NewOrderMsg(
wallet=self.wallet,
symbol=pair,
time_in_force=TimeInForce.IMMEDIATE_OR_CANCEL,
order_type=OrderType.LIMIT,
side=OrderSide.BUY,
price=price,
quantity=quantity
)
res = self.client.broadcast_msg(buy_msg, sync=True)
binance_logger.info(f'buy response: {res}')
hash = res[0]['hash']
time.sleep(0.1)
return self.binance_check_hash(hash)
def dex_sell(self, symbol, quantity, price=None, bnb=True):
self.wallet.reload_account_sequence()
if price is None:
depth = self.depth(symbol, bnb=bnb)
price = float(depth.bids[0][0])
if bnb:
pair = symbol + '_' + self.BNB
else:
pair = symbol + '_' + self.BUSD
sell_msg = NewOrderMsg(
wallet=self.wallet,
symbol=pair,
time_in_force=TimeInForce.IMMEDIATE_OR_CANCEL,
order_type=OrderType.LIMIT,
side=OrderSide.SELL,
price=price,
quantity=quantity
)
res = self.client.broadcast_msg(sell_msg, sync=True)
binance_logger.info(f'sell response: {res}')
hash = res[0]['hash']
time.sleep(0.1)
return self.binance_check_hash(hash)
def thor_swap(self, chain, i_symbol, o_symbol, amount, to_address, dest_address=None, limit=None):
if limit:
memo = 'SWAP:' + chain + '.' + o_symbol + '::' + str(int(limit * 10**8))
else:
memo = 'SWAP:' + chain + '.' + o_symbol
transfer_msg = TransferMsg(
wallet=self.wallet,
symbol=i_symbol,
amount=amount,
to_address=to_address,
memo=memo
)
res = self.client.broadcast_msg(transfer_msg, sync=True)
binance_logger.info(f'swap response: {res}')
hash = res[0]['hash']
return hash
def thor_smart_swap(self, chain, i_symbol, o_symbol, amount, to_address, dest_address=None, limit=None, slice=3):
hashes = []
piece = float(amount/slice)
binance_logger.info(f'smart swap with {slice} slices of {piece} {i_symbol}')
if limit:
piece_limit = float(limit/slice)
for part in range(slice):
hash = self.thor_swap(chain=chain, i_symbol=i_symbol, o_symbol=o_symbol, amount=piece, to_address=to_address, limit=piece_limit)
hashes.append(hash)
else:
for part in range(slice):
hash = self.thor_swap(chain=chain, i_symbol=i_symbol, o_symbol=o_symbol, amount=piece, to_address=to_address)
hashes.append(hash)
return hashes
def thor_stake(self, chain, symbol, amount, runeamount, to_address):
memo = 'STAKE:' + chain + '.' + symbol
multi_transfer_msg = MultiTransferMsg(
wallet=self.wallet,
transfers=[
Transfer(symbol=self.RUNE, amount=runeamount),
Transfer(symbol=symbol, amount=amount),
],
to_address=to_address,
memo=memo
)
res = self.client.broadcast_msg(multi_transfer_msg, sync=True)
binance_logger.info(f'stake response: {res}')
hash = res[0]['hash']
return hash
def thor_withdraw(self, chain, symbol, percent, to_address):
if chain == 'BNB':
payload = 0.00000001
payload_token = 'BNB'
else:
payload = 0
percent_str = str(int(percent * 10**2))
memo = "WITHDRAW:" + chain + '.' + symbol + ':' + percent_str
transfer_msg = TransferMsg(
wallet=self.wallet,
symbol=payload_token,
amount=payload,
to_address=to_address,
memo=memo
)
res = self.client.broadcast_msg(transfer_msg, sync=True)
binance_logger.info(f'withdraw response: {res}')
hash = res[0]['hash']
return hash
class Monitor(object):
def __init__(self):
self.env = BinanceEnvironment(
api_url='https://dex-asiapacific.binance.org',
wss_url='wss://dex.binance.org/api/',
hrp='bnb')
with open('bnb_real_key.txt', 'r') as f:
key = f.readline()
# for testing
# self.env = BinanceEnvironment.get_testnet_env()
# with open('bnb_key.txt', 'r') as f:
# key = f.readline()
f.close()
self.client = HttpApiClient(env=self.env)
self.wallet = Wallet(key, env=self.env)
self.address = self.wallet.address
self.ftx = ccxt.ftx({
'apiKey':
'6p37l5AXOzIgFzfeSzkcuPhuaYcw3GcpJrU83ROy',
'secret':
'3SphoJJ6Gl_w5pPPkGmQpKbVGN9oPiUgxqs4ob_H'
})
#self.assets = ['USD', 'USDT']
self.assets = ['USD']
self.BNB_BUSD = 'BNB.BUSD-BD1'
self.pool = THORChain()
def get_bnb_balance(self, asset=None):
balance = self.client.get_account(self.address)['balances']
if asset:
return next(
filter(lambda symbol: symbol['symbol'] == asset,
balance))['free']
return balance
def thor_swap(self, i_symbol, amount, to_address, memo):
self.wallet.reload_account_sequence()
transfer_msg = TransferMsg(wallet=self.wallet,
symbol=i_symbol,
amount=amount,
to_address=to_address,
memo=memo)
res = self.client.broadcast_msg(transfer_msg, sync=True)
tx_hash = res[0]['hash']
arb_logger.debug(f'broadcasting {tx_hash}')
return tx_hash
def round_down(self, number, precision):
return decimal_to_precision(number_to_string(number), TRUNCATE,
precision)
def book_oracle_asks(self, book, level, max_output, omega=0.8):
""" return array of available volume and corresponding unit price """
book_output_volume = []
book_output_price = []
cap = False
# Book[0-level][0] = Price; Book[0-level][1] = Volume
for i in range(0, level):
if cap:
break
book_output_price.append(book[i][0])
out_volume = book[i][1] * omega
if i > 0:
out_volume += book_output_volume[i - 1]
if out_volume >= max_output:
book_output_volume.append(max_output)
cap = True
else:
book_output_volume.append(out_volume)
return book_output_price, book_output_volume
def ftx_price_feed_buy(self, asset, level=7, max_rune=700):
"""Buy Rune on Ftx, sell Rune on Bepswap"""
ftx_balance = self.get_ftx_balance()
if ftx_balance['USD'] < 720:
arb_logger.info(f'need recharge')
self.deposit_ftx()
while True:
time.sleep(1)
ftx_balance = self.get_ftx_balance()
if ftx_balance['USD'] > 720:
arb_logger.info(f'recharge finished')
break
while True:
try:
book = self.ftx.fetch_order_book(f'RUNE/{asset}', level)
break
except RequestTimeout as e:
arb_logger.debug(
'Request timeout calling self.ftx.fetch_order_book: {e}')
arb_logger.debug(f'route 2: fetching asset {asset} \n {book}')
# Route 2: clearing ask side
oracle = self.book_oracle_asks(book['asks'], level, max_rune)
fee = 1.0007
oracle_out_price = oracle[0]
oracle_out_volume = oracle[1]
for i in range(0, len(oracle_out_volume)):
out_price = oracle_out_price[i]
out_volume_order = self.round_down(oracle_out_volume[i], 1)
in_volume = out_price * float(out_volume_order)
out_volume_real = oracle_out_volume[i] / fee
# book: asset -> rune
arb_logger.debug(
f'book: {in_volume} {asset} := {out_volume_real} RUNE '
f'RUNE market ask price := {out_price}')
# pool: rune -> asset
route = self.pool.get_swap_memo(self.BNB_BUSD,
'sell',
amount=out_volume_real,
limit=in_volume)
expected = route[0]
optimal_slice = route[1]
optimal_expected = route[2]
pool_address = route[3]
memo = route[4]
arb_logger.debug(
f'pool: {out_volume_real} RUNE := {expected} {asset}')
arb_logger.debug(f'{memo}')
diff = expected - in_volume
if diff > 1.3:
arb_logger.error(f'profit: {diff}')
ftx_order = self.ftx.create_order(symbol=f'RUNE/{asset}',
side='buy',
amount=out_volume_order,
price=out_price,
type='limit')
tx_hash = self.thor_swap(self.pool.rune,
float(out_volume_real), pool_address,
memo)
self.pool.get_tx_in(tx_hash=tx_hash)
database.insert_tx({
'thorchain': tx_hash,
'ftx': ftx_order['id']
})
break
else:
arb_logger.warning(f'profit: {diff}')
time.sleep(0.2)
def get_ftx_balance(self):
try:
return self.ftx.fetch_balance()['total']
except Exception as e:
print(e)
def get_ftx_deposit(self, coin='RUNE'):
try:
return self.ftx.fetch_deposit_address(coin)
except Exception as e:
print(e)
def deposit_ftx(self):
info = self.get_ftx_deposit()
address = info['address']
memo = info['tag']
balance = self.get_bnb_balance(asset='BUSD-BD1')
print(f'sending {balance} to {address} with memo {memo}')
self.thor_swap('BUSD-BD1', float(balance) - 1, address, memo)
def profit_report(self):
database.add_timestamp()
txs = database.get_unaccounted_txs()
rune_gain = 0
usd_gain = 0
for tx in txs:
thor_order = self.pool.get_tx_out(tx_hash=tx['thorchain'])
thor_rune_in = int(thor_order._in.coins[0]['amount']) / 10**8
thor_usd_out = int(thor_order.out[0].coins[0]['amount']) / 10**8
ftx_order = self.ftx.fetch_order(tx['ftx'])
ftx_usd_in = ftx_order['cost']
ftx_rune_out = ftx_order['filled']
ftx_remaining = ftx_order['remaining']
if ftx_remaining != 0:
database.add_profit_txs(tx['_id'], 0, 0, 'ftx fail')
elif thor_order.out[0].coins[0]['asset'] == 'BNB.RUNE-B1A':
database.add_profit_txs(tx['_id'], -1 * ftx_usd_in,
ftx_rune_out - 1, 'thor fail')
else:
temp_rune_gain = ftx_rune_out - thor_rune_in
temp_usd_gain = thor_usd_out - ftx_usd_in
database.add_profit_txs(tx['_id'], temp_usd_gain,
temp_rune_gain, 'success')
rune_gain += temp_rune_gain
usd_gain += temp_usd_gain
print(f'rune_gain: {rune_gain}')
print(f'usd_gain: {usd_gain}')
def fail_report(self):
txs = database.get_failed_txs()
for tx in txs:
print(tx)
