def test_should_reload_config_file_if_changed(self, deployment: Deployment,
tmpdir):
# given
config_file = BandConfig.with_variables_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 = 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()) == 1
# when
second_config_file = BandConfig.sample_config(tmpdir)
shutil.copyfile(second_config_file, config_file)
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
def test_should_cancel_all_orders_but_not_terminate_if_market_gets_closed(
self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_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"--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
# when
deployment.otc._contract.transact().stop()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 0
assert not keeper.lifecycle.terminated_internally
def test_should_cancel_orders_on_shutdown(self, deployment: Deployment,
tmpdir):
# given
config_file = BandConfig.sample_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 = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
# when
keeper.shutdown()
# then
assert len(deployment.otc.get_orders()) == 0
def test_should_cancel_all_orders_but_not_terminate_if_market_gets_closed(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_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
# when
deployment.otc._contract.transact().stop()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 0
assert not keeper.lifecycle.terminated_internally
def test_should_cancel_orders_on_shutdown(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_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))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
# when
keeper.shutdown()
# then
assert len(deployment.otc.get_orders()) == 0
def test_should_use_specified_gas_price_for_all_transactions(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_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"--gas-price 70000000000"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
start_block_number = deployment.web3.eth.blockNumber
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
keeper.shutdown()
# then
for block_number in range(start_block_number+1, deployment.web3.eth.blockNumber+1):
for transaction in deployment.web3.eth.getBlock(block_number, full_transactions=True).transactions:
assert transaction.gasPrice == 70000000000
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_not_create_orders_if_bands_overlap(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.bands_overlapping_invalid_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))
# and
keeper.approve()
# when
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 0
def test_should_support_config_files_with_variables(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.with_variables_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()) == 1
# and
assert self.orders_by_token(deployment, deployment.gem)[0].maker == deployment.our_address
assert self.orders_by_token(deployment, deployment.gem)[0].pay_amount == Wad.from_number(5.0)
assert self.orders_by_token(deployment, deployment.gem)[0].pay_token == deployment.gem.address
assert self.orders_by_token(deployment, deployment.gem)[0].buy_amount == Wad.from_number(520)
assert self.orders_by_token(deployment, deployment.gem)[0].buy_token == deployment.sai.address
def test_should_place_extra_order_only_if_order_brought_below_min(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_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))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
sai_order_id = self.orders_by_token(deployment, deployment.sai)[0].order_id
# when
deployment.otc.take(sai_order_id, Wad.from_number(20)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# when
deployment.otc.take(sai_order_id, Wad.from_number(5)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# when
deployment.otc.take(sai_order_id, Wad.from_number(1)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 3
assert deployment.otc.get_orders()[2].pay_amount == Wad.from_number(26)
assert deployment.otc.get_orders()[2].pay_token == deployment.sai.address
assert deployment.otc.get_orders()[2].buy_amount == Wad(270833333333333333)
assert deployment.otc.get_orders()[2].buy_token == deployment.gem.address
def test_should_cancel_selected_sell_orders_to_bring_the_band_total_below_max_and_closest_to_it(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_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))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
# when [7.5+2.0 = 9.5]
deployment.otc.make(deployment.gem.address, Wad.from_number(2), deployment.sai.address, Wad.from_number(208)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 3
# when [9.5+0.5 = 10]
deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(52)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 4
# when [10+0.1 = 10.1] --> above max!
deployment.otc.make(deployment.gem.address, Wad.from_number(0.1), deployment.sai.address, Wad.from_number(10.4)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 4
assert reduce(Wad.__add__, map(lambda order: order.pay_amount, self.orders_by_token(deployment, deployment.gem)), Wad(0)) \
== Wad.from_number(10.0)
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_cancel_the_only_sell_order_and_place_a_new_one_if_above_max(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_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))
# and
keeper.approve()
# and
# [one artificially created order above the max band threshold]
deployment.otc.make(deployment.gem.address, Wad.from_number(20), deployment.sai.address, Wad.from_number(2080)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# when
self.synchronize_orders_twice(keeper)
# then
# [the artificial order gets cancelled, a new one gets created instead]
assert len(deployment.otc.get_orders()) == 2
assert self.orders_by_token(deployment, deployment.gem)[0].maker == deployment.our_address
assert self.orders_by_token(deployment, deployment.gem)[0].pay_amount == Wad.from_number(7.5)
assert self.orders_by_token(deployment, deployment.gem)[0].pay_token == deployment.gem.address
assert self.orders_by_token(deployment, deployment.gem)[0].buy_amount == Wad.from_number(780)
assert self.orders_by_token(deployment, deployment.gem)[0].buy_token == deployment.sai.address
def test_should_cancel_all_orders_outside_bands(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_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))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
# when
deployment.otc.make(deployment.sai.address, Wad.from_number(5), deployment.gem.address, Wad.from_number(0.0538)).transact() #price=92.936802973977695
deployment.otc.make(deployment.sai.address, Wad.from_number(5), deployment.gem.address, Wad.from_number(0.0505)).transact() #price=99.0
deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(50.5)).transact() #price=101
deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(53.5)).transact() #price=107
assert len(deployment.otc.get_orders()) == 6
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
