def test_should_not_create_any_orders_but_not_terminate_if_eth_balance_before_minimum(
self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file} "
f"--min-eth-balance 100.0"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
self.leave_only_some_eth(deployment, Wad.from_number(
10.0)) # there is a 5.0 ETH block reward even in testrpc,
# that's why `--min-eth-balance` is higher than 10
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 0
assert not keeper.lifecycle.terminated_internally
def test_should_take_over_order_from_adjacent_band_when_price_changes(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# and
assert self.orders_sorted(deployment.otc.get_orders())[0].maker == deployment.our_address
assert self.orders_sorted(deployment.otc.get_orders())[0].pay_amount == Wad.from_number(7.5)
assert self.orders_sorted(deployment.otc.get_orders())[0].pay_token == deployment.gem.address
assert self.orders_sorted(deployment.otc.get_orders())[0].buy_amount == Wad.from_number(780)
assert self.orders_sorted(deployment.otc.get_orders())[0].buy_token == deployment.sai.address
# and
assert self.orders_sorted(deployment.otc.get_orders())[1].maker == deployment.our_address
assert self.orders_sorted(deployment.otc.get_orders())[1].pay_amount == Wad.from_number(9.5)
assert self.orders_sorted(deployment.otc.get_orders())[1].pay_token == deployment.gem.address
assert self.orders_sorted(deployment.otc.get_orders())[1].buy_amount == Wad.from_number(1026)
assert self.orders_sorted(deployment.otc.get_orders())[1].buy_token == deployment.sai.address
# when
self.set_price(deployment, Wad.from_number(96))
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# and
# ...new order in the <0.02,0.06> band gets created
assert self.orders_sorted(deployment.otc.get_orders())[0].maker == deployment.our_address
assert self.orders_sorted(deployment.otc.get_orders())[0].pay_amount == Wad.from_number(7.5)
assert self.orders_sorted(deployment.otc.get_orders())[0].pay_token == deployment.gem.address
assert self.orders_sorted(deployment.otc.get_orders())[0].buy_amount == Wad.from_number(748.8)
assert self.orders_sorted(deployment.otc.get_orders())[0].buy_token == deployment.sai.address
# and
# ...the order from <0.02,0.06> ends up in the <0.06,0.10> band
assert self.orders_sorted(deployment.otc.get_orders())[1].maker == deployment.our_address
assert self.orders_sorted(deployment.otc.get_orders())[1].pay_amount == Wad.from_number(7.5)
assert self.orders_sorted(deployment.otc.get_orders())[1].pay_token == deployment.gem.address
assert self.orders_sorted(deployment.otc.get_orders())[1].buy_amount == Wad.from_number(780)
assert self.orders_sorted(deployment.otc.get_orders())[1].buy_token == deployment.sai.address
def test_should_not_create_any_orders_but_not_terminate_if_eth_balance_before_minimum(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file} "
f"--min-eth-balance 100.0"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
self.leave_only_some_eth(deployment, Wad.from_number(10.0)) # there is a 5.0 ETH block reward even in testrpc,
# that's why `--min-eth-balance` is higher than 10
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 0
assert not keeper.lifecycle.terminated_internally
def test_should_create_orders_in_multiple_bands(self,
deployment: Deployment,
tmpdir: py.path.local):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 10"
f" --min-eth-deposit 1 --min-sai-deposit 400"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
# then
assert len(self.orders(keeper)) == 2
# and
assert self.orders_sorted(
self.orders(keeper))[0].maker == deployment.our_address
assert self.orders_sorted(
self.orders(keeper))[0].pay_amount == Wad.from_number(7.5)
assert self.orders_sorted(
self.orders(keeper))[0].pay_token == EtherDelta.ETH_TOKEN
assert self.orders_sorted(
self.orders(keeper))[0].buy_amount == Wad.from_number(780)
assert self.orders_sorted(
self.orders(keeper))[0].buy_token == deployment.sai.address
# and
assert self.orders_sorted(
self.orders(keeper))[1].maker == deployment.our_address
assert self.orders_sorted(
self.orders(keeper))[1].pay_amount == Wad.from_number(9.5)
assert self.orders_sorted(
self.orders(keeper))[1].pay_token == EtherDelta.ETH_TOKEN
assert self.orders_sorted(
self.orders(keeper))[1].buy_amount == Wad.from_number(1026)
assert self.orders_sorted(
self.orders(keeper))[1].buy_token == deployment.sai.address
def test_should_create_orders_in_multiple_bands(self,
deployment: Deployment,
tmpdir):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# and
assert self.orders_sorted(
deployment.otc.get_orders())[0].maker == deployment.our_address
assert self.orders_sorted(
deployment.otc.get_orders())[0].pay_amount == Wad.from_number(7.5)
assert self.orders_sorted(
deployment.otc.get_orders())[0].pay_token == deployment.gem.address
assert self.orders_sorted(
deployment.otc.get_orders())[0].buy_amount == Wad.from_number(780)
assert self.orders_sorted(
deployment.otc.get_orders())[0].buy_token == deployment.sai.address
# and
assert self.orders_sorted(
deployment.otc.get_orders())[1].maker == deployment.our_address
assert self.orders_sorted(
deployment.otc.get_orders())[1].pay_amount == Wad.from_number(9.5)
assert self.orders_sorted(
deployment.otc.get_orders())[1].pay_token == deployment.gem.address
assert self.orders_sorted(
deployment.otc.get_orders())[1].buy_amount == Wad.from_number(1026)
assert self.orders_sorted(
deployment.otc.get_orders())[1].buy_token == deployment.sai.address
def test_should_refuse_to_start_if_eth_reserve_lower_than_min_eth_balance(
self, deployment: Deployment, tmpdir: py.path.local):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# expect
with pytest.raises(
Exception,
match="--eth-reserve must be higher than --min-eth-balance"):
EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 99.9"
f" --min-eth-balance 100.0"
f" --min-eth-deposit 1 --min-sai-deposit 400"),
web3=deployment.web3)
def test_should_cancel_all_orders_but_not_terminate_if_eth_balance_before_minimum(
self, deployment: Deployment, tmpdir: py.path.local):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 200"
f" --min-eth-balance 100.0"
f" --min-eth-deposit 1 --min-sai-deposit 400"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
# then
assert len(self.orders(keeper)) == 2
# when
self.leave_only_some_eth(deployment, Wad.from_number(
10.0)) # there is a 5.0 ETH block reward even in testrpc,
# that's why `--min-eth-balance` is higher than 10
# and
keeper.synchronize_orders()
# then
assert len(self.orders(keeper)) == 0
assert not keeper.lifecycle.terminated_internally
def test_should_create_orders_in_multiple_bands(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# and
assert self.orders_sorted(deployment.otc.get_orders())[0].maker == deployment.our_address
assert self.orders_sorted(deployment.otc.get_orders())[0].pay_amount == Wad.from_number(7.5)
assert self.orders_sorted(deployment.otc.get_orders())[0].pay_token == deployment.gem.address
assert self.orders_sorted(deployment.otc.get_orders())[0].buy_amount == Wad.from_number(780)
assert self.orders_sorted(deployment.otc.get_orders())[0].buy_token == deployment.sai.address
# and
assert self.orders_sorted(deployment.otc.get_orders())[1].maker == deployment.our_address
assert self.orders_sorted(deployment.otc.get_orders())[1].pay_amount == Wad.from_number(9.5)
assert self.orders_sorted(deployment.otc.get_orders())[1].pay_token == deployment.gem.address
assert self.orders_sorted(deployment.otc.get_orders())[1].buy_amount == Wad.from_number(1026)
assert self.orders_sorted(deployment.otc.get_orders())[1].buy_token == deployment.sai.address