def __init__(self, args: list, **kwargs): parser = argparse.ArgumentParser(prog='etherdelta-market-maker-keeper') self.add_arguments(parser=parser) parser.set_defaults(cancel_on_shutdown=False, withdraw_on_shutdown=False) self.arguments = parser.parse_args(args) setup_logging(self.arguments) provider = HTTPProvider( endpoint_uri=self.arguments.rpc_host, request_kwargs={'timeout': self.arguments.rpc_timeout}) self.web3: Web3 = kwargs['web3'] if 'web3' in kwargs else Web3( provider) self.web3.eth.defaultAccount = self.arguments.eth_from self.our_address = Address(self.arguments.eth_from) register_keys(self.web3, self.arguments.eth_key) self.tub = Tub(web3=self.web3, address=Address(self.arguments.tub_address)) self.sai = ERC20Token(web3=self.web3, address=self.tub.sai()) self.gem = ERC20Token(web3=self.web3, address=self.tub.gem()) self.bands_config = ReloadableConfig(self.arguments.config) self.eth_reserve = Wad.from_number(self.arguments.eth_reserve) self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance) self.min_eth_deposit = Wad.from_number(self.arguments.min_eth_deposit) self.min_sai_deposit = Wad.from_number(self.arguments.min_sai_deposit) self.gas_price = GasPriceFactory().create_gas_price(self.arguments) self.price_feed = PriceFeedFactory().create_price_feed( self.arguments, self.tub) self.spread_feed = create_spread_feed(self.arguments) self.control_feed = create_control_feed(self.arguments) self.order_history_reporter = create_order_history_reporter( self.arguments) if self.eth_reserve <= self.min_eth_balance: raise Exception( "--eth-reserve must be higher than --min-eth-balance") assert (self.arguments.order_expiry_threshold >= 0) assert (self.arguments.order_no_cancel_threshold >= self.arguments.order_expiry_threshold) self.history = History() self.etherdelta = EtherDelta(web3=self.web3, address=Address( self.arguments.etherdelta_address)) self.etherdelta_api = EtherDeltaApi( client_tool_directory="lib/pymaker/utils/etherdelta-client", client_tool_command="node main.js", api_server=self.arguments.etherdelta_socket, number_of_attempts=self.arguments.etherdelta_number_of_attempts, retry_interval=self.arguments.etherdelta_retry_interval, timeout=self.arguments.etherdelta_timeout) self.our_orders = list()
def __init__(self, args: list): parser = argparse.ArgumentParser(prog='etherdelta-market-maker-chart') parser.add_argument("--rpc-host", help="JSON-RPC host (default: `localhost')", default="localhost", type=str) parser.add_argument("--rpc-port", help="JSON-RPC port (default: `8545')", default=8545, type=int) parser.add_argument("--etherdelta-address", help="Ethereum address of the EtherDelta contract", required=True, type=str) parser.add_argument("--sai-address", help="Ethereum address of the SAI token", required=True, type=str) parser.add_argument("--eth-address", help="Ethereum address of the ETH token", required=True, type=str) parser.add_argument( "--market-maker-address", help="Ethereum account of the market maker to analyze", required=True, type=str) parser.add_argument("--past-blocks", help="Number of past blocks to analyze", required=True, type=int) parser.add_argument("-o", "--output", help="Name of the filename to save to chart to." " Will get displayed on-screen if empty", required=False, type=str) self.arguments = parser.parse_args(args) self.web3 = Web3( HTTPProvider( endpoint_uri= f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}", request_kwargs={'timeout': 120})) self.infura = Web3( HTTPProvider(endpoint_uri=f"https://mainnet.infura.io/", request_kwargs={'timeout': 120})) self.sai_address = Address(self.arguments.sai_address) self.eth_address = Address(self.arguments.eth_address) self.market_maker_address = Address( self.arguments.market_maker_address) self.etherdelta = EtherDelta(web3=self.web3, address=Address( self.arguments.etherdelta_address)) if self.arguments.output: import matplotlib matplotlib.use('Agg')
def __init__(self, args: list, **kwargs): parser = argparse.ArgumentParser(prog='etherdelta-market-maker-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("--tub-address", type=str, required=True, help="Ethereum address of the Tub contract") parser.add_argument("--etherdelta-address", type=str, required=True, help="Ethereum address of the EtherDelta contract") parser.add_argument( "--etherdelta-socket", type=str, required=True, help="Ethereum address of the EtherDelta API socket") parser.add_argument( "--etherdelta-number-of-attempts", type=int, default=3, help= "Number of attempts of running the tool to talk to the EtherDelta API socket" ) parser.add_argument( "--etherdelta-retry-interval", type=int, default=10, help= "Retry interval for sending orders over the EtherDelta API socket") parser.add_argument( "--etherdelta-timeout", type=int, default=120, help="Timeout for sending orders over the EtherDelta API socket") parser.add_argument("--config", type=str, required=True, help="Buy/sell bands configuration file") parser.add_argument( "--price-feed", type=str, help= "Source of price feed. Tub price feed will be used if not specified" ) parser.add_argument( "--price-feed-expiry", type=int, default=120, help="Maximum age of non-Tub price feed (in seconds, default: 120)" ) parser.add_argument("--order-age", type=int, required=True, help="Age of created orders (in blocks)") parser.add_argument( "--order-expiry-threshold", type=int, default=0, help= "Remaining order age (in blocks) at which order is considered already expired, which" " means the keeper will send a new replacement order slightly ahead" ) parser.add_argument( "--order-no-cancel-threshold", type=int, default=0, help= "Remaining order age (in blocks) below which keeper does not try to cancel orders," " assuming that they will probably expire before the cancel transaction gets mined" ) parser.add_argument( "--eth-reserve", type=float, required=True, help= "Amount of ETH which will never be deposited so the keeper can cover gas" ) parser.add_argument( "--min-eth-balance", type=float, default=0, help= "Minimum ETH balance below which keeper with either terminate or not start at all" ) parser.add_argument( "--min-eth-deposit", type=float, required=True, help= "Minimum amount of ETH that can be deposited in one transaction") parser.add_argument( "--min-sai-deposit", type=float, required=True, help= "Minimum amount of SAI that can be deposited in one transaction") parser.add_argument( '--cancel-on-shutdown', dest='cancel_on_shutdown', action='store_true', help= "Whether should cancel all open orders on EtherDelta on keeper shutdown" ) parser.add_argument( '--withdraw-on-shutdown', dest='withdraw_on_shutdown', action='store_true', help= "Whether should withdraw all tokens from EtherDelta on keeper shutdown" ) parser.add_argument("--gas-price", type=int, default=0, help="Gas price (in Wei)") parser.add_argument( "--gas-price-increase", type=int, help="Gas price increase (in Wei) if no confirmation within" " `--gas-price-increase-every` seconds") parser.add_argument( "--gas-price-increase-every", type=int, default=120, help="Gas price increase frequency (in seconds, default: 120)") parser.add_argument("--gas-price-max", type=int, help="Maximum gas price (in Wei)") parser.add_argument("--gas-price-file", type=str, help="Gas price configuration file") parser.add_argument( "--smart-gas-price", dest='smart_gas_price', action='store_true', help= "Use smart gas pricing strategy, based on the ethgasstation.info feed" ) parser.add_argument("--debug", dest='debug', action='store_true', help="Enable debug output") parser.set_defaults(cancel_on_shutdown=False, withdraw_on_shutdown=False) self.arguments = parser.parse_args(args) self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3( HTTPProvider( endpoint_uri= f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}", request_kwargs={"timeout": self.arguments.rpc_timeout})) self.web3.eth.defaultAccount = self.arguments.eth_from self.our_address = Address(self.arguments.eth_from) self.tub = Tub(web3=self.web3, address=Address(self.arguments.tub_address)) self.vox = Vox(web3=self.web3, address=self.tub.vox()) self.sai = ERC20Token(web3=self.web3, address=self.tub.sai()) self.gem = ERC20Token(web3=self.web3, address=self.tub.gem()) logging.basicConfig( format='%(asctime)-15s %(levelname)-8s %(message)s', level=(logging.DEBUG if self.arguments.debug else logging.INFO)) logging.getLogger('urllib3.connectionpool').setLevel(logging.INFO) logging.getLogger('requests.packages.urllib3.connectionpool').setLevel( logging.INFO) self.bands_config = ReloadableConfig(self.arguments.config) self.eth_reserve = Wad.from_number(self.arguments.eth_reserve) self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance) self.min_eth_deposit = Wad.from_number(self.arguments.min_eth_deposit) self.min_sai_deposit = Wad.from_number(self.arguments.min_sai_deposit) self.gas_price = GasPriceFactory().create_gas_price(self.arguments) self.price_feed = PriceFeedFactory().create_price_feed( self.arguments.price_feed, self.arguments.price_feed_expiry, self.tub, self.vox) if self.eth_reserve <= self.min_eth_balance: raise Exception( "--eth-reserve must be higher than --min-eth-balance") assert (self.arguments.order_expiry_threshold >= 0) assert (self.arguments.order_no_cancel_threshold >= self.arguments.order_expiry_threshold) self.etherdelta = EtherDelta(web3=self.web3, address=Address( self.arguments.etherdelta_address)) self.etherdelta_api = EtherDeltaApi( client_tool_directory="lib/pymaker/utils/etherdelta-client", client_tool_command="node main.js", api_server=self.arguments.etherdelta_socket, number_of_attempts=self.arguments.etherdelta_number_of_attempts, retry_interval=self.arguments.etherdelta_retry_interval, timeout=self.arguments.etherdelta_timeout) self.our_orders = list()
def test_fail_when_no_contract_under_that_address(self): # expect with pytest.raises(Exception): EtherDelta( web3=self.web3, address=Address('0xdeadadd1e5500000000000000000000000000000'))
def __init__(self, args: list, **kwargs): parser = argparse.ArgumentParser(prog='etherdelta-market-maker-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("--tub-address", type=str, required=True, help="Ethereum address of the Tub contract") parser.add_argument("--etherdelta-address", type=str, required=True, help="Ethereum address of the EtherDelta contract") parser.add_argument( "--etherdelta-socket", type=str, required=True, help="Ethereum address of the EtherDelta API socket") parser.add_argument( "--etherdelta-number-of-attempts", type=int, default=3, help= "Number of attempts of running the tool to talk to the EtherDelta API socket" ) parser.add_argument( "--etherdelta-retry-interval", type=int, default=10, help= "Retry interval for sending orders over the EtherDelta API socket") parser.add_argument( "--etherdelta-timeout", type=int, default=120, help="Timeout for sending orders over the EtherDelta API socket") parser.add_argument("--config", type=str, required=True, help="Bands configuration file") parser.add_argument("--price-feed", type=str, required=True, help="Source of price feed") parser.add_argument( "--price-feed-expiry", type=int, default=120, help="Maximum age of the price feed (in seconds, default: 120)") parser.add_argument("--spread-feed", type=str, help="Source of spread feed") parser.add_argument( "--spread-feed-expiry", type=int, default=3600, help="Maximum age of the spread feed (in seconds, default: 3600)") parser.add_argument("--control-feed", type=str, help="Source of control feed") parser.add_argument( "--control-feed-expiry", type=int, default=86400, help="Maximum age of the control feed (in seconds, default: 86400)" ) parser.add_argument("--order-history", type=str, help="Endpoint to report active orders to") parser.add_argument( "--order-history-every", type=int, default=30, help= "Frequency of reporting active orders (in seconds, default: 30)") parser.add_argument("--order-age", type=int, required=True, help="Age of created orders (in blocks)") parser.add_argument( "--order-expiry-threshold", type=int, default=0, help= "Remaining order age (in blocks) at which order is considered already expired, which" " means the keeper will send a new replacement order slightly ahead" ) parser.add_argument( "--order-no-cancel-threshold", type=int, default=0, help= "Remaining order age (in blocks) below which keeper does not try to cancel orders," " assuming that they will probably expire before the cancel transaction gets mined" ) parser.add_argument( "--eth-reserve", type=float, required=True, help= "Amount of ETH which will never be deposited so the keeper can cover gas" ) parser.add_argument( "--min-eth-balance", type=float, default=0, help="Minimum ETH balance below which keeper will cease operation") parser.add_argument( "--min-eth-deposit", type=float, required=True, help= "Minimum amount of ETH that can be deposited in one transaction") parser.add_argument( "--min-sai-deposit", type=float, required=True, help= "Minimum amount of SAI that can be deposited in one transaction") parser.add_argument( '--cancel-on-shutdown', dest='cancel_on_shutdown', action='store_true', help= "Whether should cancel all open orders on EtherDelta on keeper shutdown" ) parser.add_argument( '--withdraw-on-shutdown', dest='withdraw_on_shutdown', action='store_true', help= "Whether should withdraw all tokens from EtherDelta on keeper shutdown" ) parser.add_argument("--gas-price", type=int, default=0, help="Gas price (in Wei)") parser.add_argument( "--smart-gas-price", dest='smart_gas_price', action='store_true', help= "Use smart gas pricing strategy, based on the ethgasstation.info feed" ) parser.add_argument("--debug", dest='debug', action='store_true', help="Enable debug output") parser.set_defaults(cancel_on_shutdown=False, withdraw_on_shutdown=False) self.arguments = parser.parse_args(args) setup_logging(self.arguments) self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3( HTTPProvider( endpoint_uri= f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}", request_kwargs={"timeout": self.arguments.rpc_timeout})) self.web3.eth.defaultAccount = self.arguments.eth_from self.our_address = Address(self.arguments.eth_from) register_keys(self.web3, self.arguments.eth_key) self.tub = Tub(web3=self.web3, address=Address(self.arguments.tub_address)) self.sai = ERC20Token(web3=self.web3, address=self.tub.sai()) self.gem = ERC20Token(web3=self.web3, address=self.tub.gem()) self.bands_config = ReloadableConfig(self.arguments.config) self.eth_reserve = Wad.from_number(self.arguments.eth_reserve) self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance) self.min_eth_deposit = Wad.from_number(self.arguments.min_eth_deposit) self.min_sai_deposit = Wad.from_number(self.arguments.min_sai_deposit) self.gas_price = GasPriceFactory().create_gas_price(self.arguments) self.price_feed = PriceFeedFactory().create_price_feed( self.arguments, self.tub) self.spread_feed = create_spread_feed(self.arguments) self.control_feed = create_control_feed(self.arguments) self.order_history_reporter = create_order_history_reporter( self.arguments) if self.eth_reserve <= self.min_eth_balance: raise Exception( "--eth-reserve must be higher than --min-eth-balance") assert (self.arguments.order_expiry_threshold >= 0) assert (self.arguments.order_no_cancel_threshold >= self.arguments.order_expiry_threshold) self.history = History() self.etherdelta = EtherDelta(web3=self.web3, address=Address( self.arguments.etherdelta_address)) self.etherdelta_api = EtherDeltaApi( client_tool_directory="lib/pymaker/utils/etherdelta-client", client_tool_command="node main.js", api_server=self.arguments.etherdelta_socket, number_of_attempts=self.arguments.etherdelta_number_of_attempts, retry_interval=self.arguments.etherdelta_retry_interval, timeout=self.arguments.etherdelta_timeout) self.our_orders = list()
def __init__(self, args: list): parser = argparse.ArgumentParser(prog='etherdelta-market-maker-trades') parser.add_argument("--rpc-host", help="JSON-RPC host (default: `localhost')", default="localhost", type=str) parser.add_argument("--rpc-port", help="JSON-RPC port (default: `8545')", default=8545, type=int) parser.add_argument("--rpc-timeout", help="JSON-RPC timeout (in seconds, default: 60)", type=int, default=60) parser.add_argument("--etherdelta-address", help="Ethereum address of the EtherDelta contract", required=True, type=str) parser.add_argument("--sai-address", help="Ethereum address of the SAI token", required=True, type=str) parser.add_argument("--eth-address", help="Ethereum address of the ETH token", required=True, type=str) parser.add_argument( "--market-maker-address", help="Ethereum account of the market maker to analyze", required=True, type=str) parser.add_argument("--past-blocks", help="Number of past blocks to analyze", required=True, type=int) parser.add_argument("-o", "--output", help="File to save the table or the JSON to", required=False, type=str) parser_mode = parser.add_mutually_exclusive_group(required=True) parser_mode.add_argument('--text', help="List trades as a text table", dest='text', action='store_true') parser_mode.add_argument('--json', help="List trades as a JSON document", dest='json', action='store_true') self.arguments = parser.parse_args(args) self.web3 = Web3( HTTPProvider( endpoint_uri= f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}", request_kwargs={'timeout': self.arguments.rpc_timeout})) self.infura = Web3( HTTPProvider(endpoint_uri=f"https://mainnet.infura.io/", request_kwargs={'timeout': 120})) self.sai_address = Address(self.arguments.sai_address) self.eth_address = Address(self.arguments.eth_address) self.market_maker_address = Address( self.arguments.market_maker_address) self.etherdelta = EtherDelta(web3=self.web3, address=Address( self.arguments.etherdelta_address)) logging.basicConfig( format='%(asctime)-15s %(levelname)-8s %(message)s', level=logging.INFO) logging.getLogger("filelock").setLevel(logging.WARNING)
def __init__(self, args: list): parser = argparse.ArgumentParser(prog='etherdelta-market-maker-pnl') parser.add_argument("--rpc-host", help="JSON-RPC host (default: `localhost')", default="localhost", type=str) parser.add_argument("--rpc-port", help="JSON-RPC port (default: `8545')", default=8545, type=int) parser.add_argument("--rpc-timeout", help="JSON-RPC timeout (in seconds, default: 60)", type=int, default=60) parser.add_argument("--etherdelta-address", help="Ethereum address of the EtherDelta contract", required=True, type=str) parser.add_argument("--sai-address", help="Ethereum address of the SAI token", required=True, type=str) parser.add_argument("--eth-address", help="Ethereum address of the ETH token", required=True, type=str) parser.add_argument( "--market-maker-address", help="Ethereum account of the market maker to analyze", required=True, type=str) parser.add_argument( "--gdax-price", help= "GDAX product (ETH-USD, BTC-USD) to use as the price history source", type=str) parser.add_argument( "--price-feed", help="Price endpoint to use as the price history source", type=str) parser.add_argument("--price-history-file", help="File to use as the price history source", type=str) parser.add_argument("--vwap-minutes", help="Rolling VWAP window size (default: 240)", type=int, default=240) parser.add_argument("--buy-token", help="Name of the buy token", required=True, type=str) parser.add_argument("--sell-token", help="Name of the sell token", required=True, type=str) parser.add_argument("--past-blocks", help="Number of past blocks to analyze", required=True, type=int) parser.add_argument("-o", "--output", help="File to save the chart or the table to", required=False, type=str) parser_mode = parser.add_mutually_exclusive_group(required=True) parser_mode.add_argument('--text', help="Show PnL as a text table", dest='text', action='store_true') parser_mode.add_argument('--chart', help="Show PnL on a cumulative graph", dest='chart', action='store_true') self.arguments = parser.parse_args(args) self.web3 = Web3( HTTPProvider( endpoint_uri= f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}", request_kwargs={'timeout': self.arguments.rpc_timeout})) self.infura = Web3( HTTPProvider(endpoint_uri=f"https://mainnet.infura.io/", request_kwargs={'timeout': 120})) self.sai_address = Address(self.arguments.sai_address) self.eth_address = Address(self.arguments.eth_address) self.market_maker_address = Address( self.arguments.market_maker_address) self.etherdelta = EtherDelta(web3=self.web3, address=Address( self.arguments.etherdelta_address)) if self.arguments.chart and self.arguments.output: import matplotlib matplotlib.use('Agg') logging.basicConfig( format='%(asctime)-15s %(levelname)-8s %(message)s', level=logging.INFO) logging.getLogger("filelock").setLevel(logging.WARNING)