コード例 #1
0
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='oasis-market-maker-cancel')
        parser.add_argument("--endpoint-uri", type=str,
                            help="JSON-RPC uri (example: `http://localhost:8545`)")
        parser.add_argument("--rpc-host", default="localhost", type=str, help="[DEPRECATED] JSON-RPC host (default: `localhost')")
        parser.add_argument("--rpc-port", default=8545, type=int, help="[DEPRECATED] JSON-RPC port (default: `8545')")
        parser.add_argument("--rpc-timeout", help="JSON-RPC timeout (in seconds, default: 10)", default=10, type=int)
        parser.add_argument("--eth-from", help="Ethereum account from which to send transactions", required=True, type=str)
        parser.add_argument("--eth-key", type=str, nargs='*', help="Ethereum private key(s) to use")
        parser.add_argument("--oasis-address", help="Ethereum address of the OasisDEX contract", required=True, type=str)
        parser.add_argument("--gas-price", help="Gas price in Wei (default: node default)", default=0, type=int)
        self.arguments = parser.parse_args(args)

        if 'web3' in kwargs:
            self.web3 = kwargs['web3']
        elif self.arguments.endpoint_uri:
            self.web3: Web3 = web3_via_http(self.arguments.endpoint_uri, self.arguments.rpc_timeout)
        else:
            self.web3 = 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.otc = MatchingMarket(web3=self.web3, address=Address(self.arguments.oasis_address))

        logging.basicConfig(format='%(asctime)-15s %(levelname)-8s %(message)s', level=logging.INFO)
コード例 #2
0
ファイル: test_oasis.py プロジェクト: pcatana/keeper
 def test_fail_when_no_support_contract_under_that_address(self):
     # expect
     with pytest.raises(Exception):
         MatchingMarket(web3=self.web3,
                        address=self.otc.address,
                        support_address=Address(
                            '0xdeadadd1e5500000000000000000000000000000'))
コード例 #3
0
ファイル: oasis.py プロジェクト: bargst/proxer
 def __init__(self, web3):
     self.web3 = web3
     self.oasis = MatchingMarket(web3=web3, address=Address(oasis_addr))
     self.tokens = {}
     for token in tokens:
         self.tokens[token] = ERC20Token(web3, Address(tokens[token]))
     # Pop GNT because its not an ERC20 token
     self.tokens.pop('GNT')
コード例 #4
0
    def main(self):
        total = {}
        member_balances = {}

        for member in self.members:
            if member['type'] == 'oasis-market-maker-keeper':
                member_balances[member['id']] = {'address': '', 'balances': {}}
                member_balances[member['id']]['address'] = member['config'][
                    'marketMakerAddress']
                oasis = MatchingMarket(
                    self.web3, Address(member['config']['oasisAddress']))
                member_balances[member['id']]['balances'] = self.get_balance(
                    oasis, member)

                total = self.add_member_to_total(total,
                                                 member_balances[member['id']])

        print(f"--- MEMBERS ---: ")
        pprint(member_balances)
        print(f"--- TOTALS ---: ")
        pprint(total)
コード例 #5
0
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='oasis-market-maker-cancel')
        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(
            "--eth-from",
            help="Ethereum account from which to send transactions",
            required=True,
            type=str)
        parser.add_argument("--oasis-address",
                            help="Ethereum address of the OasisDEX contract",
                            required=True,
                            type=str)
        parser.add_argument("--gas-price",
                            help="Gas price in Wei (default: node default)",
                            default=0,
                            type=int)
        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}"))
        self.web3.eth.defaultAccount = self.arguments.eth_from
        self.our_address = Address(self.arguments.eth_from)
        self.otc = MatchingMarket(web3=self.web3,
                                  address=Address(
                                      self.arguments.oasis_address))

        logging.basicConfig(
            format='%(asctime)-15s %(levelname)-8s %(message)s',
            level=logging.INFO)
コード例 #6
0
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='oasis-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("--oasis-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the OasisDEX contract")

        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(
            "--round-places",
            type=int,
            default=2,
            help="Number of decimal places to round order prices to (default=2)"
        )

        parser.add_argument(
            "--min-eth-balance",
            type=float,
            default=0,
            help="Minimum ETH balance below which keeper will cease operation")

        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")

        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)
        self.otc = MatchingMarket(web3=self.web3,
                                  address=Address(
                                      self.arguments.oasis_address))
        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.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
        self.bands_config = ReloadableConfig(self.arguments.config)
        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.order_book_manager = OrderBookManager(refresh_frequency=3)
        self.order_book_manager.get_orders_with(lambda: self.our_orders())
        self.order_book_manager.start()
コード例 #7
0
    def __init__(self, args, **kwargs):
        """Pass in arguements assign necessary variables/objects and instantiate other Classes"""

        parser = argparse.ArgumentParser("simple-arbitrage-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 address from which to send transactions; checksummed (e.g. '0x12AebC')"
        )

        parser.add_argument(
            "--eth-key",
            type=str,
            nargs='*',
            required=True,
            help=
            "Ethereum private key(s) to use (e.g. 'key_file=/path/to/keystore.json,pass_file=/path/to/passphrase.txt')"
        )

        parser.add_argument(
            "--uniswap-entry-exchange",
            type=str,
            required=True,
            help=
            "Ethereum address of the Uniswap Exchange contract for the entry token market; checksummed (e.g. '0x12AebC')"
        )

        parser.add_argument(
            "--uniswap-arb-exchange",
            type=str,
            required=True,
            help=
            "Ethereum address of the Uniswap Exchange contract for the arb token market; checksummed (e.g. '0x12AebC')"
        )

        parser.add_argument(
            "--oasis-address",
            type=str,
            required=True,
            help=
            "Ethereum address of the OasisDEX contract; checksummed (e.g. '0x12AebC')"
        )

        parser.add_argument(
            "--oasis-api-endpoint",
            type=str,
            required=True,
            help=
            "Endpoint of of the Oasis V2 REST API (e.g. 'https://kovan-api.oasisdex.com' )"
        )

        parser.add_argument(
            "--relayer-per-page",
            type=int,
            default=100,
            help=
            "Number of orders to fetch per one page from the 0x Relayer API (default: 100)"
        )

        parser.add_argument(
            "--tx-manager",
            type=str,
            required=True,
            help=
            "Ethereum address of the TxManager contract to use for multi-step arbitrage; checksummed (e.g. '0x12AebC')"
        )

        parser.add_argument(
            "--gas-price",
            type=int,
            default=0,
            help=
            "Gas price in Wei (default: node default), (e.g. 1000000000 for 1 GWei)"
        )

        parser.add_argument(
            "--entry-token",
            type=str,
            required=True,
            help=
            "The token address that the bot starts and ends with in every transaction; checksummed (e.g. '0x12AebC')"
        )

        parser.add_argument(
            "--arb-token",
            type=str,
            required=True,
            help=
            "The token address that arbitraged between both exchanges; checksummed (e.g. '0x12AebC')"
        )

        parser.add_argument(
            "--arb-token-name",
            type=str,
            required=True,
            help=
            "The token name that arbitraged between both exchanges (e.g. 'SAI', 'WETH', 'REP')"
        )

        parser.add_argument(
            "--min-profit",
            type=int,
            required=True,
            help=
            "Ether amount of minimum profit (in base token) from one arbitrage operation (e.g. 1 for 1 Sai min profit)"
        )

        parser.add_argument(
            "--max-engagement",
            type=int,
            required=True,
            help=
            "Ether amount of maximum engagement (in base token) in one arbitrage operation (e.g. 100 for 100 Sai max engagement)"
        )

        parser.add_argument(
            "--max-errors",
            type=int,
            default=100,
            help=
            "Maximum number of allowed errors before the keeper terminates (default: 100)"
        )

        parser.add_argument("--debug",
                            dest='debug',
                            action='store_true',
                            help="Enable debug output")

        self.arguments = parser.parse_args(args)

        self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
            HTTPProvider(
                endpoint_uri=
                f"https://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
                request_kwargs={"timeout": self.arguments.rpc_timeout}))
        self.web3.eth.defaultAccount = self.arguments.eth_from
        register_keys(self.web3, self.arguments.eth_key)
        self.our_address = Address(self.arguments.eth_from)

        self.sai = ERC20Token(
            web3=self.web3,
            address=Address(
                '0x89d24a6b4ccb1b6faa2625fe562bdd9a23260359'))  # Mainnet Sai
        self.dai = ERC20Token(
            web3=self.web3,
            address=Address(
                '0x6b175474e89094c44da98b954eedeac495271d0f'))  # Mainnet Dai

        self.ksai = ERC20Token(
            web3=self.web3,
            address=Address(
                '0xC4375B7De8af5a38a93548eb8453a498222C4fF2'))  #Kovan Sai
        self.kdai = ERC20Token(
            web3=self.web3,
            address=Address(
                '0x4F96Fe3b7A6Cf9725f59d353F723c1bDb64CA6Aa'))  #Kovan Dai

        self.entry_token = ERC20Token(web3=self.web3,
                                      address=Address(
                                          self.arguments.entry_token))
        self.arb_token = ERC20Token(web3=self.web3,
                                    address=Address(self.arguments.arb_token))
        self.arb_token.name = self.arguments.arb_token_name \
            if self.arguments.arb_token_name != 'WETH' else 'ETH'


        self.uniswap_entry_exchange = UniswapWrapper(self.web3, self.entry_token.address, Address(self.arguments.uniswap_entry_exchange)) \
            if self.arguments.uniswap_entry_exchange is not None else None

        self.uniswap_arb_exchange = UniswapWrapper(self.web3, self.arb_token.address, Address(self.arguments.uniswap_arb_exchange)) \
            if self.arguments.uniswap_arb_exchange is not None else None

        self.oasis_api_endpoint = OasisAPI(api_server=self.arguments.oasis_api_endpoint,
                                           entry_token_name=self.token_name(self.entry_token.address),
                                           arb_token_name=self.arb_token.name) \
            if self.arguments.oasis_api_endpoint is not None else None

        self.oasis = MatchingMarket(web3=self.web3,
                                    address=Address(
                                        self.arguments.oasis_address))

        self.min_profit = Wad(int(self.arguments.min_profit * 10**18))
        self.max_engagement = Wad(int(self.arguments.max_engagement * 10**18))
        self.max_errors = self.arguments.max_errors
        self.errors = 0

        if self.arguments.tx_manager:
            self.tx_manager = TxManager(web3=self.web3,
                                        address=Address(
                                            self.arguments.tx_manager))
            if self.tx_manager.owner() != self.our_address:
                raise Exception(
                    f"The TxManager has to be owned by the address the keeper is operating from."
                )
        else:
            self.tx_manager = None

        logging.basicConfig(
            format='%(asctime)-15s %(levelname)-8s %(message)s',
            level=(logging.DEBUG if self.arguments.debug else logging.INFO))
コード例 #8
0
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='oasis-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=False,
                            help="Ethereum address of the Tub contract")

        parser.add_argument("--oasis-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the OasisDEX contract")

        parser.add_argument(
            "--oasis-support-address",
            type=str,
            required=False,
            help="Ethereum address of the OasisDEX support contract")

        parser.add_argument("--buy-token-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the buy token")

        parser.add_argument("--sell-token-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the sell token")

        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("--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(
            "--round-places",
            type=int,
            default=2,
            help="Number of decimal places to round order prices to (default=2)"
        )

        parser.add_argument(
            "--min-eth-balance",
            type=float,
            default=0,
            help="Minimum ETH balance below which keeper will cease operation")

        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(
            "--refresh-frequency",
            type=int,
            default=10,
            help="Order book refresh frequency (in seconds, default: 10)")

        parser.add_argument("--debug",
                            dest='debug',
                            action='store_true',
                            help="Enable debug output")

        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)
        self.otc = MatchingMarket(
            web3=self.web3,
            address=Address(self.arguments.oasis_address),
            support_address=Address(self.arguments.oasis_support_address)
            if self.arguments.oasis_support_address else None)

        tub = Tub(web3=self.web3, address=Address(self.arguments.tub_address)) \
            if self.arguments.tub_address is not None else None

        self.token_buy = ERC20Token(web3=self.web3,
                                    address=Address(
                                        self.arguments.buy_token_address))
        self.token_sell = ERC20Token(web3=self.web3,
                                     address=Address(
                                         self.arguments.sell_token_address))
        self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
        self.bands_config = ReloadableConfig(self.arguments.config)
        self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
        self.price_feed = PriceFeedFactory().create_price_feed(
            self.arguments, tub)
        self.spread_feed = create_spread_feed(self.arguments)
        self.order_history_reporter = create_order_history_reporter(
            self.arguments)

        self.history = History()
        self.order_book_manager = OrderBookManager(
            refresh_frequency=self.arguments.refresh_frequency)
        self.order_book_manager.get_orders_with(lambda: self.our_orders())
        self.order_book_manager.place_orders_with(self.place_order_function)
        self.order_book_manager.cancel_orders_with(self.cancel_order_function)
        self.order_book_manager.enable_history_reporting(
            self.order_history_reporter, self.our_buy_orders,
            self.our_sell_orders)
        self.order_book_manager.start()
コード例 #9
0
    def __init__(self, args, **kwargs):
        parser = argparse.ArgumentParser("arbitrage-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("--tap-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the Tap contract")

        parser.add_argument(
            "--exchange-address",
            type=str,
            help="Ethereum address of the 0x Exchange contract")

        parser.add_argument("--oasis-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the OasisDEX contract")

        parser.add_argument(
            "--oasis-support-address",
            type=str,
            required=False,
            help="Ethereum address of the OasisDEX support contract")

        parser.add_argument("--relayer-api-server",
                            type=str,
                            help="Address of the 0x Relayer API")

        parser.add_argument(
            "--relayer-per-page",
            type=int,
            default=100,
            help=
            "Number of orders to fetch per one page from the 0x Relayer API (default: 100)"
        )

        parser.add_argument(
            "--tx-manager",
            type=str,
            help=
            "Ethereum address of the TxManager contract to use for multi-step arbitrage"
        )

        parser.add_argument("--gas-price",
                            type=int,
                            default=0,
                            help="Gas price in Wei (default: node default)")

        parser.add_argument(
            "--base-token",
            type=str,
            required=True,
            help="The token all arbitrage sequences will start and end with")

        parser.add_argument(
            "--min-profit",
            type=float,
            required=True,
            help="Minimum profit (in base token) from one arbitrage operation")

        parser.add_argument(
            "--max-engagement",
            type=float,
            required=True,
            help="Maximum engagement (in base token) in one arbitrage operation"
        )

        parser.add_argument(
            "--max-errors",
            type=int,
            default=100,
            help=
            "Maximum number of allowed errors before the keeper terminates (default: 100)"
        )

        parser.add_argument("--debug",
                            dest='debug',
                            action='store_true',
                            help="Enable debug output")

        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
        register_keys(self.web3, self.arguments.eth_key)
        self.our_address = Address(self.arguments.eth_from)

        self.tub = Tub(web3=self.web3,
                       address=Address(self.arguments.tub_address))
        self.tap = Tap(web3=self.web3,
                       address=Address(self.arguments.tap_address))
        self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())
        self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
        self.skr = ERC20Token(web3=self.web3, address=self.tub.skr())

        self.zrx_exchange = ZrxExchange(web3=self.web3, address=Address(self.arguments.exchange_address)) \
            if self.arguments.exchange_address is not None else None
        self.zrx_relayer_api = ZrxRelayerApi(exchange=self.zrx_exchange, api_server=self.arguments.relayer_api_server) \
            if self.arguments.relayer_api_server is not None else None

        self.otc = MatchingMarket(
            web3=self.web3,
            address=Address(self.arguments.oasis_address),
            support_address=Address(self.arguments.oasis_support_address)
            if self.arguments.oasis_support_address is not None else None)

        self.base_token = ERC20Token(web3=self.web3,
                                     address=Address(
                                         self.arguments.base_token))
        self.min_profit = Wad.from_number(self.arguments.min_profit)
        self.max_engagement = Wad.from_number(self.arguments.max_engagement)
        self.max_errors = self.arguments.max_errors
        self.errors = 0

        if self.arguments.tx_manager:
            self.tx_manager = TxManager(web3=self.web3,
                                        address=Address(
                                            self.arguments.tx_manager))
            if self.tx_manager.owner() != self.our_address:
                raise Exception(
                    f"The TxManager has to be owned by the address the keeper is operating from."
                )
        else:
            self.tx_manager = None

        logging.basicConfig(
            format='%(asctime)-15s %(levelname)-8s %(message)s',
            level=(logging.DEBUG if self.arguments.debug else logging.INFO))
コード例 #10
0
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='oasis-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("--oasis-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the OasisDEX contract")

        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(
            "--round-places",
            type=int,
            default=2,
            help="Number of decimal places to round order prices to (default=2)"
        )

        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("--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")

        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.otc = MatchingMarket(web3=self.web3,
                                  address=Address(
                                      self.arguments.oasis_address))
        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.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
        self.bands_config = ReloadableConfig(self.arguments.config)
        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)
コード例 #11
0
    def __init__(self, args, **kwargs):
        parser = argparse.ArgumentParser("arbitrage-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("--tap-address", type=str, required=True,
                            help="Ethereum address of the Tap contract")

        parser.add_argument("--oasis-address", type=str, required=True,
                            help="Ethereum address of the OasisDEX contract")

        parser.add_argument("--tx-manager", type=str,
                            help="Ethereum address of the TxManager contract to use for multi-step arbitrage")

        parser.add_argument("--gas-price", type=int, default=0,
                            help="Gas price in Wei (default: node default)")

        parser.add_argument("--base-token", type=str, required=True,
                            help="The token all arbitrage sequences will start and end with")

        parser.add_argument("--min-profit", type=float, required=True,
                            help="Minimum profit (in base token) from one arbitrage operation")

        parser.add_argument("--max-engagement", type=float, required=True,
                            help="Maximum engagement (in base token) in one arbitrage operation")

        parser.add_argument("--max-errors", type=int, default=100,
                            help="Maximum number of allowed errors before the keeper terminates (default: 100)")

        parser.add_argument("--debug", dest='debug', action='store_true',
                            help="Enable debug output")

        parser.add_argument("--ipcpath", type=str, required=True,
                            help="Local IPC Path")

        parser.add_argument("--eth-from-password", type=str, required=True,
                            help="Eth account password")

        self.arguments = parser.parse_args(args)

        self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(IPCProvider(ipc_path=self.arguments.ipcpath))

        self.web3.eth.defaultAccount = self.arguments.eth_from

        if !self.web3.personal.unlockAccount(self.web3.eth.defaultAccount, self.arguments.eth_from_password):
            raise Exception(f"Incorrect account password")

        self.our_address = Address(self.arguments.eth_from)
        self.otc = MatchingMarket(web3=self.web3, address=Address(self.arguments.oasis_address))
        self.tub = Tub(web3=self.web3, address=Address(self.arguments.tub_address))
        self.tap = Tap(web3=self.web3, address=Address(self.arguments.tap_address))
        self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())
        self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
        self.skr = ERC20Token(web3=self.web3, address=self.tub.skr())

        self.base_token = ERC20Token(web3=self.web3, address=Address(self.arguments.base_token))
        self.min_profit = Wad.from_number(self.arguments.min_profit)
        self.max_engagement = Wad.from_number(self.arguments.max_engagement)
        self.max_errors = self.arguments.max_errors
        self.errors = 0

        if self.arguments.tx_manager:
            self.tx_manager = TxManager(web3=self.web3, address=Address(self.arguments.tx_manager))
            if self.tx_manager.owner() != self.our_address:
                raise Exception(f"The TxManager has to be owned by the address the keeper is operating from.")
        else:
            self.tx_manager = None

        logging.basicConfig(format='%(asctime)-15s %(levelname)-8s %(message)s',
                            level=(logging.DEBUG if self.arguments.debug else logging.INFO))