def exit(self, sender, usr, wad):
require(wad <= Wad(2**255), "GemJoin/overflow")
self.vat.slip(self.ilk_id, sender, Wad(0) - wad)
require(
self.gem.transferFrom(self.ADDRESS, usr, float(wad)),
"GemJoin/failed-transfer",
)
def kick(self, tab, lot, usr, kpr, now):
require(tab > Rad(0), "Clipper/zero-tab")
require(lot > Wad(0), "Clipper/zero-lot")
require(bool(usr), "Clipper/zero-usr")
require(self.kicks < (1 << 31) - 1, "Clipper/overflow")
self.kicks += 1
sale_id = self.kicks
self.active.append(sale_id)
pip = self.spotter.ilks[self.ilk_id].pip
val = pip.peek(now)
self.sales[sale_id] = Sale(
len(self.active) - 1,
tab,
lot,
usr,
now,
Ray(val / Wad(self.spotter.par)) * self.buf,
sale_id,
)
if self.tip > Rad(0) or self.chip > Wad(0):
self.vat.suck(self.vow.ADDRESS, kpr,
self.tip + tab * Rad(self.chip))
def frob(self, i, u, v, w, dink, dart):
urn = self.urns[i].get(u, Urn(u, Wad(0), Wad(0)))
ilk = self.ilks[i]
urn.ink += dink
urn.art += dart
ilk.Art += dart
dtab = Rad(ilk.rate * dart)
tab = Rad(ilk.rate * urn.art)
self.debt += dtab
require(
dart <= Wad(0) or
(Rad(ilk.Art * ilk.rate) <= ilk.line and self.debt <= self.Line),
"Vat/ceiling-exceeded",
)
require(dart <= Wad(0) <= dink or tab <= Rad(urn.ink * ilk.spot),
"Vat/not-safe")
require(urn.art == Wad(0) or tab >= ilk.dust, "Vat/dust")
self.gem[i][v] -= dink
w_dai = self.dai.get(w, Rad(0))
w_dai += dtab
self.dai[w] = w_dai
self.urns[i][u] = urn
self.ilks[i] = ilk
def run_bidding_model(self, bid, ilk_id):
if bid.tic != 0:
return {"price": Wad(0)}
for keeper in self.other_keepers:
if self.vat.dai.get(keeper.ADDRESS, Rad(0)) >= bid.tab:
return {"price": Wad(0)}
return super().run_bidding_model(bid, ilk_id)
def close_vault(self, urn_id):
ilk_id = self.urns[urn_id]
dink = Wad(0) - self.vat.urns[ilk_id][urn_id]["ink"]
dart = Wad(0) - self.vat.urns[ilk_id][urn_id]["art"]
# Zero out the vault, freeing collateral
self.vat.frob(ilk_id, urn_id, self.ADDRESS, self.ADDRESS, dink, dart)
# Withdraw freed collateral
self.gem_joins[ilk_id].exit(self.ADDRESS, self.ADDRESS, Wad(0) - dink)
del self.urns[urn_id]
def __init__(self, vat, gem):
self.ADDRESS = "flopper"
self.vat = vat
self.gem = gem
self.bids = dict()
self.kicks = 0
self.pad = Wad.from_number(1.5)
self.beg = Wad.from_number(1.05)
self.ttl = 3 * 60 * 60
self.tau = 2 * 24 * 60 * 60
def get_slippage(self, pair_id, in_token, in_amt, t):
self.tick(t)
out_token = next(
filter(lambda x: x != in_token, self.pairs[pair_id].keys()))
in_reserve = Wad.from_number(float(self.pairs[pair_id][in_token]))
out_reserve = Wad.from_number(float(self.pairs[pair_id][out_token]))
initial_rate = out_reserve / in_reserve
k = in_reserve * out_reserve
new_in_reserve = in_reserve + in_amt
new_out_reserve = k / new_in_reserve
new_rate = new_out_reserve / new_in_reserve
return (
Rad(out_reserve - new_out_reserve),
(new_rate - initial_rate) / initial_rate,
)
def take(self, sale_id, amt, max_price, who, data, now, sender):
require(self.sales.get(sale_id), "Clipper/not-running-auction")
usr = self.sales[sale_id].usr
tic = self.sales[sale_id].tic
(done, price) = self.status(tic, self.sales[sale_id].top, now)
require(not done, "Clipper/needs-reset")
require(max_price >= price, "Clipper/too-expensive")
lot = self.sales[sale_id].lot
tab = self.sales[sale_id].tab
lot_slice = min(lot, amt)
owe = Rad(price * lot_slice)
if owe > tab:
owe = tab
lot_slice = Wad(owe / Rad(price))
elif owe < tab and lot_slice < lot:
dust = self.vat.ilks[self.ilk_id].dust
if tab - owe < dust:
require(tab > dust, "Clipper/no-partial-purchase")
owe = tab - dust
lot_slice = Wad(owe / Rad(price))
tab = tab - owe
lot = lot - lot_slice
self.vat.flux(self.ilk_id, self.ADDRESS, who, lot_slice)
if len(data
) > 0 and who != self.vat.ADDRESS and who != self.dog.ADDRESS:
who.clipperCall(sender, owe, lot_slice, data)
self.vat.move(sender, self.vow.ADDRESS, owe)
self.dog.digs(self.ilk_id, owe)
if lot == Wad(0):
self._remove(sale_id)
elif tab == Rad(0):
self.vat.flux(self.ilk_id, self.ADDRESS, usr, lot)
self._remove(sale_id)
else:
self.sales[sale_id].tab = tab
self.sales[sale_id].lot = lot
return [owe, self.vat.urns]
def join(self, sender, usr, wad):
require(wad >= Wad(0), "GemJoin/overflow")
self.vat.slip(self.ilk_id, usr, wad)
require(
self.gem.transferFrom(sender, self.ADDRESS, float(wad)),
"GemJoin/failed-transfer",
)
def __init__(self, ilk_id):
self.id = ilk_id
self.Art = Wad(0)
self.rate = Ray(0)
self.spot = Ray(0)
self.line = Rad(0)
self.dust = Rad(0)
def open_max_vaults(self, actions):
for ilk_id in self.ilks:
vat_ilk = self.vat.ilks[ilk_id]
if self.ilks[ilk_id].balanceOf(
self.ADDRESS) > 0 and vat_ilk.spot > Ray(0):
dink = Wad.from_number(self.ilks[ilk_id].balanceOf(
self.ADDRESS))
dart = self.spot_paddings[ilk_id] * vat_ilk.spot * dink
if dart > Wad(vat_ilk.dust) and Rad(
dart * vat_ilk.rate) <= Rad(dink * vat_ilk.spot):
actions.append({
"key": "OPEN_VAULT",
"keeper": self,
"handler": self.open_vault,
"args": [ilk_id, dink, dart],
"kwargs": {},
})
def bite(self, ilk_id, urn, now):
# TODO: Remove `now` once better timekeeping solution is implemented
rate = self.vat.ilks[ilk_id].rate
spot = self.vat.ilks[ilk_id].spot
dust = self.vat.ilks[ilk_id].dust
ink = self.vat.urns[ilk_id][urn].ink
art = self.vat.urns[ilk_id][urn].art
require(spot > Ray(0) and Rad(ink * spot) < Rad(art * rate),
"Cat/not-unsafe")
milk = self.ilks[ilk_id]
room = self.box - self.litter
require(self.litter < self.box and room >= dust,
"Cat/liquidation-limit-hit")
dart = Wad.min(art,
Wad(Rad.min(milk.dunk, room)) / Wad(rate) / milk.chop)
dink = Wad.min(ink, ink * dart / art)
require(dart > Wad(0) and dink > Wad(0), "Cat/null-auction")
require(
dart <= Wad.from_number(2**255)
and dink <= Wad.from_number(2**255),
"Cat/overflow",
)
self.vat.grab(ilk_id, urn, self.ADDRESS, self.vow.ADDRESS,
Wad(0) - dink,
Wad(0) - dart)
self.vow.fess(Rad(dart * rate), now)
tab = Rad(dart * rate * milk.chop)
self.litter += tab
milk.flip.kick(urn, self.vow.ADDRESS, tab, dink, Rad(0), now)
def __init__(self, vat, cat, ilk_id):
""""""
self.ADDRESS = f"flipper-{ilk_id}"
self.vat = vat
self.cat = cat
self.ilk_id = ilk_id
self.beg = Wad(0)
self.bids = {}
self.kicks = 0
self.ttl = 0
self.tau = 0
def place_bid(self, bid_id, price, ilk_id, now):
if price > Wad(0):
flipper = self.flippers[ilk_id]
bid = flipper.bids[bid_id]
if bid.bid == bid.tab:
# Dent phase
our_lot = Wad(bid.bid / Rad(price))
if (our_lot * flipper.beg <= bid.lot and our_lot < bid.lot
and self.vat.dai.get(self.ADDRESS)
and self.vat.dai[self.ADDRESS] >= bid.bid):
return {
"key": "DENT",
"keeper": self,
"handler": flipper.dent,
"args": [bid_id, self.ADDRESS, our_lot, bid.bid, now],
"kwargs": {},
}
else:
# Tend phase
our_bid = Rad.min(Rad(bid.lot) * price, bid.tab)
if ((our_bid >= bid.bid * flipper.beg or our_bid == bid.tab)
and our_bid > bid.bid
and self.vat.dai.get(self.ADDRESS)
and self.vat.dai[self.ADDRESS] >=
(our_bid if self.ADDRESS != bid.guy else our_bid -
bid.bid)):
return {
"key": "TEND",
"keeper": self,
"handler": flipper.tend,
"args": [bid_id, self.ADDRESS, bid.lot, our_bid, now],
"kwargs": {},
}
return None
def redo(self, sale_id, kpr, now):
usr = self.sales[sale_id].usr
tic = self.sales[sale_id].tic
top = self.sales[sale_id].top
require(bool(usr), "Clipper/not-running-auction")
(done, _) = self.status(tic, top, now)
require(done, "Clipper/cannot-reset")
tab = self.sales[sale_id].tab
lot = self.sales[sale_id].lot
self.sales[sale_id].tic = now
pip = self.spotter.ilks[self.ilk_id].pip
val = pip.peek(now)
price = Ray(val / Wad(self.spotter.par))
self.sales[sale_id].top = price * self.buf
if self.tip > Rad(0) or self.chip > Wad(0):
dust = self.vat.ilks[self.ilk_id].dust
if tab >= dust and Rad(lot * price) >= dust:
self.vat.suck(self.vow.ADDRESS, kpr,
self.tip + tab * Rad(self.chip))
def grab(self, i, u, v, w, dink, dart):
urn = self.urns[i][u]
ilk = self.ilks[i]
urn.ink += dink
urn.art += dart
ilk.Art += dart
dtab = Rad(ilk.rate * dart)
if not self.gem[i].get(v):
self.gem[i][v] = Wad(0)
self.gem[i][v] -= dink
if not self.sin.get(w):
self.sin[w] = Rad(0)
self.sin[w] -= dtab
self.vice -= dtab
def __init__(self, vat, flapper, flopper):
self.ADDRESS = "vow"
self.vat = vat
self.flapper = flapper
self.flopper = flopper
self.sin = {}
self.Sin = Rad(0)
self.Ash = Rad(0)
self.wait = 0
self.dump = Wad(0)
self.sump = Rad(0)
self.bump = Rad(0)
self.hump = Rad(0)
def run_bidding_model(self, bid, ilk_id):
curr_price = Wad(bid.bid) / bid.lot
if (bid.guy == self.ADDRESS or bid.lot == Wad(0) or curr_price > Wad(
self.vat.ilks[ilk_id].spot * self.spotter.ilks[ilk_id].mat)):
return {"price": Wad(0)}
if bid.bid == Rad(0):
return {
"price": Wad.from_number(0.05) * Wad(bid.tab / Rad(bid.lot))
}
return {
"price":
curr_price * (self.flippers[ilk_id].beg +
Wad.from_number(random.uniform(0, 0.15)))
}
def __init__(self, vat, spotter, dog, ilk_id):
self.ADDRESS = f"clipper-{ilk_id}"
self.vat = vat
self.spotter = spotter
self.dog = dog
self.ilk_id = ilk_id
self.buf = Ray.from_number(1)
self.vow = None
self.calc = None
self.tail = 0
self.cusp = Ray(0)
self.kicks = 0
self.active = []
self.sales = {}
self.locked = 0
self.stopped = 0
self.chip = Wad(0)
self.tip = Rad(0)
def bark(self, ilk_id, urn_id, kpr, now):
ink = self.vat.urns[ilk_id][urn_id].ink
art = self.vat.urns[ilk_id][urn_id].art
milk = self.ilks[ilk_id]
rate = self.vat.ilks[ilk_id].rate
spot = self.vat.ilks[ilk_id].spot
dust = self.vat.ilks[ilk_id].dust
require(spot > Ray(0) and spot * ink < rate * art, "Dog/not-unsafe")
room = min(self.Hole - self.Dirt, milk.hole - milk.dirt)
require(room > Rad(0) and room >= dust, "Dog/liquidation-limit-hit")
dart = min(art, Wad(room / Rad(rate)) / milk.chop)
if Rad(rate * (art - dart)) < dust:
# Q: What if art > room?
# Resetting dart = art here can push past liq limit
dart = art
dink = ink * dart / art
require(dink > Wad(0), "Dog/null-auction")
require(
dart <= Wad.from_number(2**255)
and dink <= Wad.from_number(2**255),
"Dog/overflow",
)
self.vat.grab(
ilk_id,
urn_id,
milk.clip.ADDRESS,
self.vow.ADDRESS,
Wad(0) - dink,
Wad(0) - dart,
)
due = Rad(rate * dart)
self.vow.fess(due, now)
tab = due * Rad(milk.chop)
self.Dirt += tab
self.ilks[ilk_id].dirt = milk.dirt + tab
milk.clip.kick(tab, dink, urn_id, kpr, now)
return [tab]
def poke(self, ilk_id, now):
val = self.ilks[ilk_id].pip.peek(now)
spot = Ray(val / Wad(self.par) / self.ilks[ilk_id].mat)
self.vat.file_ilk(ilk_id, "spot", spot)
def peek(self, now):
with open(self.price_feed_file) as price_feed_json:
return Wad.from_number(
# TODO: Constantize the "price_close" field here
json.load(price_feed_json)[now]["price_close"])
def track_stat(state, action, _results):
if action["key"] == "T_START":
state["stats"]["gas_price_gwei"] = float(
state["gas_oracle"].peek(state["t"]) * Wad.from_number(10 ** -9)
)
def slip(self, ilk_id, usr, wad):
usr_gem = self.gem[ilk_id].get(usr, Wad(0))
usr_gem += wad
self.gem[ilk_id][usr] = usr_gem
def __init__(self, ilk_id):
self.id = ilk_id
self.chop = Wad(0)
self.dunk = Rad(0)
# "09-05-2020",
]:
timeframe_params = deepcopy(parameters)
timeframe_params["Spotter"]["WETH"]["pip"] = PipLike(
f"feeds/eth/{timeframe}.json")
timeframe_params["GasOracle"][
"price_feed_file"] = f"feeds/gas/{timeframe}.json"
timeframe_params["Uniswap"]["pairs"][
"0xa478c2975ab1ea89e8196811f51a7b7ade33eb11"][
"path"] = f"feeds/eth_dai_liquidity/{timeframe}.json"
swept_params = sweep(
{
# "Clipper.WETH.chip": [Wad.from_number(0.001), Wad.from_number(0.01), Wad.from_number(0.1)],
# "Clipper.WETH.tip": [Rad.from_number(100), Rad.from_number(500), Rad.from_number(1000)],
"Clipper.WETH.chip": [Wad.from_number(0.001)],
"Clipper.WETH.tip": [Rad.from_number(1000)],
},
timeframe_params,
)
DutchAuctionsSims = [
DutchAuctionsExperiment(
contracts,
keepers,
sort_actions,
ilk_ids,
Token,
stat_trackers,
params,
) for params in swept_params
def flux(self, ilk_id, src, dst, wad):
self.gem[ilk_id][src] -= wad
dst_gem = self.gem[ilk_id].get(dst, Wad(0))
dst_gem += wad
self.gem[ilk_id][dst] = dst_gem
def peek(self, now):
with open(self.price_feed_file) as price_feed_json:
# TODO: Constantize the "avgGasDay" field here
# TODO: Format gas feed file to get rid of "data"
return Wad.from_number(
json.load(price_feed_json)["data"][now]["avgGasDay"])
}
sort_actions = lambda _: random.random()
ilk_ids = ["WETH"]
stat_trackers = [
ilk_price("WETH"),
num_new_bites(),
num_bids_placed(),
keeper_gem_balances(),
num_active_bids(),
auction_debt(),
]
parameters = {
"Cat": {
"box": Rad(15000000000000000000000000000000000000000000000000000),
"WETH": {
"chop": Wad(1130000000000000000),
"dunk": Rad(50000000000000000000000000000000000000000000000000),
},
},
"Flipper": {
"WETH": {
"beg": Wad(1050000000000000000),
"ttl": 18,
"tau": 288,
}
},
"Keepers": {
"NaiveVaultKeeper": {
"amount":
500,
"get_params":
num_sales_taken(),
auction_debt(),
ilk_price("WETH"),
gas_price_gwei(),
avg_time_to_liquidation("WETH"),
]
parameters = {
"Abacus": {
"tau": 72
},
"Clipper": {
"WETH": {
"buf": Ray.from_number(1.05),
"tail": 72,
"cusp": Ray.from_number(0.5),
"chip": Wad.from_number(0.08),
"tip": Rad.from_number(1000),
}
},
"Dog": {
"Hole": Rad(15000000000000000000000000000000000000000000000000000),
"WETH": {
"chop": Wad.from_number(1.13),
"hole": Rad(15000000000000000000000000000000000000000000000000000),
},
},
"Keepers": {
"NaiveVaultKeeper": {
"amount":
50,
"get_params":