def test_bite_and_flip(self, web3, mcd, gal_address, keeper_address):
# given
c = mcd.collaterals['ETH-A']
keeper = AuctionKeeper(args=args(f"--eth-from {keeper_address} "
f"--type flip "
f"--from-block 1 "
f"--ilk {c.ilk.name} "
f"--model ./bogus-model.sh"),
web3=mcd.web3)
keeper.approve()
unsafe_cdp = create_unsafe_cdp(mcd, c, Wad.from_number(1.2),
gal_address)
assert len(mcd.active_auctions()["flips"][c.ilk.name]) == 0
# Keeper won't bid with a 0 Dai balance
purchase_dai(Wad(20), keeper_address)
assert mcd.dai_adapter.join(
keeper_address, Wad(20)).transact(from_address=keeper_address)
# when
keeper.check_cdps()
wait_for_other_threads()
# then
print(mcd.cat.past_bites(10))
assert len(mcd.cat.past_bites(10)) > 0
urn = mcd.vat.urn(unsafe_cdp.ilk, unsafe_cdp.address)
assert urn.art == Wad(0) # unsafe cdp has been bitten
assert urn.ink == Wad(0) # unsafe cdp is now safe ...
assert c.flipper.kicks() == 1 # One auction started
def keeper(web3, c: Collateral, keeper_address: Address, d: DssDeployment):
keeper = AuctionKeeper(args=args(f"--eth-from {keeper_address} "
f"--flipper {c.flipper.address} "
f"--model ./bogus-model.sh"),
web3=web3)
keeper.approve()
return keeper
def other_keeper(web3, c: Collateral, other_address: Address, d: DssDeployment):
keeper = AuctionKeeper(args=args(f"--eth-from {other_address} "
f"--flipper {c.flipper.address} "
f"--cat {d.cat.address} "
f"--ilk {c.ilk.name} "
f"--model ./bogus-model.sh"), web3=web3)
keeper.approve()
return keeper
def create_keeper(mcd: DssDeployment, c: Collateral, address=None):
assert isinstance(mcd, DssDeployment)
assert isinstance(c, Collateral)
if address is None:
address = Address(mcd.web3.eth.accounts[1])
assert isinstance(address, Address)
keeper = AuctionKeeper(args=args(f"--eth-from {address} "
f"--type flip "
f"--network testnet "
f"--ilk {c.ilk.name} "
f"--model ./bogus-model.sh"),
web3=mcd.web3)
keeper.approve()
return keeper
def test_bite_and_flip(self, web3, mcd, gal_address, keeper_address):
# given
c = mcd.collaterals['ETH-A']
keeper = AuctionKeeper(args=args(f"--eth-from {keeper_address} "
f"--type flip "
f"--network testnet "
f"--ilk {c.ilk.name} "
f"--model ./bogus-model.sh"),
web3=mcd.web3)
keeper.approve()
unsafe_cdp = create_unsafe_cdp(mcd, c, Wad.from_number(1.2),
gal_address)
assert len(mcd.active_auctions()["flips"][c.ilk.name]) == 0
# when
keeper.check_cdps()
wait_for_other_threads()
# then
urn = mcd.vat.urn(unsafe_cdp.ilk, unsafe_cdp.address)
assert urn.art == Wad(0) # unsafe cdp has been bitten
assert urn.ink == Wad(0) # unsafe cdp is now safe ...
assert c.flipper.kicks() == 1 # One auction started
def test_liquidation_and_collateral_auction(
self, web3, geb, auction_income_recipient_address, keeper_address):
# given
c = geb.collaterals['ETH-A']
set_collateral_price(geb, c, Wad.from_number(500))
keeper = AuctionKeeper(args=args(
f"--eth-from {keeper_address} "
f"--type collateral "
f"--from-block 1 "
f"--collateral-type {c.collateral_type.name} "
f"--model ./bogus-model.sh"),
web3=geb.web3)
keeper.approve()
unsafe_safe = create_critical_safe(geb, c, Wad.from_number(1.2),
auction_income_recipient_address)
assert len(geb.active_auctions()["collateral_auctions"][
c.collateral_type.name]) == 0
# Keeper won't bid with a 0 system coin balance
purchase_system_coin(Wad.from_number(20), keeper_address)
assert geb.system_coin_adapter.join(
keeper_address,
Wad.from_number(20)).transact(from_address=keeper_address)
# when
keeper.check_safes()
wait_for_other_threads()
# then
assert len(geb.liquidation_engine.past_liquidations(10)) > 0
safe = geb.safe_engine.safe(unsafe_safe.collateral_type,
unsafe_safe.address)
assert safe.generated_debt == Wad(0) # unsafe safe has been liquidated
assert safe.locked_collateral == Wad(0) # unsafe safe is now safe ...
assert c.collateral_auction_house.auctions_started(
) == 1 # One auction started
class TestAuctionKeeperFlapper(TransactionIgnoringTest):
def setup_method(self):
self.web3 = web3()
self.our_address = our_address(self.web3)
self.keeper_address = keeper_address(self.web3)
self.other_address = other_address(self.web3)
self.gal_address = gal_address(self.web3)
self.mcd = mcd(self.web3)
self.flapper = self.mcd.flapper
self.flapper.approve(self.mcd.mkr.address, directly(from_address=self.other_address))
self.keeper = AuctionKeeper(args=args(f"--eth-from {self.keeper_address} "
f"--type flap "
f"--from-block 1 "
f"--model ./bogus-model.sh"), web3=self.web3)
self.keeper.approve()
mint_mkr(self.mcd.mkr, self.keeper_address, Wad.from_number(50000))
mint_mkr(self.mcd.mkr, self.other_address, Wad.from_number(50000))
assert isinstance(self.keeper.gas_price, DynamicGasPrice)
# Since no args were assigned, gas strategy should return a GeometricGasPrice starting at the node gas price
self.default_gas_price = get_node_gas_price(self.web3)
def test_should_detect_flap(self, web3, mcd, c, gal_address, keeper_address):
# given some MKR is available to the keeper and a count of flap auctions
mint_mkr(mcd.mkr, keeper_address, Wad.from_number(50000))
kicks = mcd.flapper.kicks()
# when surplus is generated
create_cdp_with_surplus(mcd, c, gal_address)
self.keeper.check_flap()
wait_for_other_threads()
# then ensure another flap auction was kicked off
kick = mcd.flapper.kicks()
assert kick == kicks + 1
# clean up by letting someone else bid and waiting until the auction ends
auction = self.flapper.bids(kick)
assert self.flapper.tend(kick, auction.lot, Wad.from_number(30)).transact(from_address=self.other_address)
time_travel_by(web3, mcd.flapper.ttl() + 1)
def test_should_start_a_new_model_and_provide_it_with_info_on_auction_kick(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once_with(Parameters(flipper=None,
flapper=self.flapper.address,
flopper=None,
id=kick))
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper is None
assert status.flapper == self.flapper.address
assert status.flopper is None
assert status.bid == Wad(0)
assert status.lot == self.mcd.vow.bump()
assert status.tab is None
assert status.beg == Wad.from_number(1.05)
assert status.guy == self.mcd.vow.address
assert status.era > 0
assert status.end < status.era + self.flapper.tau() + 1
assert status.tic == 0
assert status.price is None
def test_should_provide_model_with_updated_info_after_our_own_bid(self):
# given
kick = self.flapper.kicks()
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
simulate_model_output(model=model, price=Wad.from_number(9))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper is None
assert status.flapper == self.flapper.address
assert status.flopper is None
assert status.bid == Wad(self.flapper.bids(kick).lot / Rad.from_number(9))
assert status.lot == self.mcd.vow.bump()
assert status.tab is None
assert status.beg == Wad.from_number(1.05)
assert status.guy == self.keeper_address
assert status.era > 0
assert status.end > status.era
assert status.tic > status.era
assert round(status.price, 2) == round(Wad.from_number(9), 2)
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_provide_model_with_updated_info_after_somebody_else_bids(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
auction = self.flapper.bids(kick)
assert Wad.from_number(40) > auction.bid
assert self.flapper.tend(kick, auction.lot, Wad.from_number(40)).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
auction = self.flapper.bids(kick)
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper is None
assert status.flapper == self.flapper.address
assert status.flopper is None
assert status.bid == Wad.from_number(40)
assert status.lot == auction.lot
assert status.tab is None
assert status.beg == Wad.from_number(1.05)
assert status.guy == self.other_address
assert status.era > 0
assert status.end > status.era
assert status.tic > status.era
assert status.price == Wad(auction.lot / Rad(auction.bid))
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_tick_if_auction_expired_due_to_tau(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
time_travel_by(self.web3, self.flapper.tau() + 1)
# and
simulate_model_output(model=model, price=Wad.from_number(9.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
model.terminate.assert_not_called()
auction = self.flapper.bids(kick)
assert round(Wad(auction.lot) / auction.bid, 2) == round(Wad.from_number(9.0), 2)
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
model_factory.create_model.assert_called_once()
self.keeper.check_all_auctions()
model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_expired_due_to_ttl_and_somebody_else_won_it(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
auction = self.flapper.bids(kick)
assert self.flapper.tend(kick, auction.lot, Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_is_dealt(self, kick):
# given
kick = self.flapper.kicks()
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
auction = self.flapper.bids(kick)
assert self.flapper.tend(kick, auction.lot, Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
assert self.flapper.deal(kick).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_not_instantiate_model_if_auction_is_dealt(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# and
auction = self.flapper.bids(kick)
self.flapper.tend(kick, auction.lot, Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
self.flapper.deal(kick).transact(from_address=self.other_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_not_called()
def test_should_not_do_anything_if_no_output_from_model(self, kick):
# given
previous_block_number = self.web3.eth.blockNumber
# when
# [no output from model]
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.blockNumber == previous_block_number
def test_should_make_initial_bid(self):
# given
kick = self.flapper.kicks()
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flapper.bids(kick)
assert round(Wad(auction.lot) / auction.bid, 2) == round(Wad.from_number(10.0), 2)
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_bid_even_if_there_is_already_a_bidder(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# and
auction = self.flapper.bids(kick)
assert self.flapper.tend(kick, auction.lot, Wad.from_number(16)).transact(from_address=self.other_address)
assert self.flapper.bids(kick).bid == Wad.from_number(16)
# when
simulate_model_output(model=model, price=Wad.from_number(0.0000005))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flapper.bids(kick)
assert round(Wad(auction.lot) / auction.bid, 2) == round(Wad.from_number(0.0000005), 2)
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_overbid_itself_if_model_has_updated_the_price(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
first_bid = Wad.from_number(0.0000004)
simulate_model_output(model=model, price=first_bid)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot / Rad(first_bid))
# when
second_bid = Wad.from_number(0.0000003)
simulate_model_output(model=model, price=second_bid)
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot / Rad(second_bid))
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_increase_gas_price_of_pending_transactions_if_model_increases_gas_price(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
simulate_model_output(model=model, price=Wad.from_number(10.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model, price=Wad.from_number(10.0), gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot) / Wad.from_number(10.0)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_replace_pending_transactions_if_model_raises_bid_and_increases_gas_price(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
simulate_model_output(model=model, price=Wad.from_number(9.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model, price=Wad.from_number(8.0), gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert round(self.flapper.bids(kick).bid, 2) == round(Wad(lot / Rad.from_number(8.0)), 2)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_replace_pending_transactions_if_model_lowers_bid_and_increases_gas_price(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
simulate_model_output(model=model, price=Wad.from_number(10.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model, price=Wad.from_number(8.0), gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot) / Wad.from_number(8.0)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_not_bid_on_rounding_errors_with_small_amounts(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
price = Wad.from_number(9.0)-Wad(5)
simulate_model_output(model=model, price=price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot) / Wad(price)
# when
tx_count = self.web3.eth.getTransactionCount(self.keeper_address.address)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getTransactionCount(self.keeper_address.address) == tx_count
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_deal_when_we_won_the_auction(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(8.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flapper.bids(kick)
assert auction.bid > Wad(0)
assert round(Wad(auction.lot) / auction.bid, 2) == round(Wad.from_number(8.0), 2)
dai_before = self.mcd.vat.dai(self.keeper_address)
# when
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
dai_after = self.mcd.vat.dai(self.keeper_address)
# then
assert dai_before < dai_after
def test_should_not_deal_when_auction_finished_but_somebody_else_won(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# and
assert self.flapper.tend(kick, lot, Wad.from_number(16)).transact(from_address=self.other_address)
assert self.flapper.bids(kick).bid == Wad.from_number(16)
# when
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad.from_number(16)
def test_should_obey_gas_price_provided_by_the_model(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(10.0), gas_price=175000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 175000
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_use_default_gas_price_if_not_provided_by_the_model(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flapper.bids(kick)
assert auction.guy == self.keeper_address
assert auction.bid > Wad(0)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
print(f"tx gas price is {self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice}, web3.eth.gasPrice is {self.web3.eth.gasPrice}")
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_change_gas_strategy_when_model_output_changes(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
first_bid = Wad.from_number(0.0000009)
simulate_model_output(model=model, price=first_bid, gas_price=2000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 2000
# when
second_bid = Wad.from_number(0.0000006)
simulate_model_output(model=model, price=second_bid)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot / Rad(second_bid))
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
# when
third_bid = Wad.from_number(0.0000003)
new_gas_price = int(self.default_gas_price*1.25)
simulate_model_output(model=model, price=third_bid, gas_price=new_gas_price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot / Rad(third_bid))
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == new_gas_price
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
@classmethod
def teardown_class(cls):
cls.mcd = mcd(web3())
cls.liquidate_urn(web3(), cls.mcd, c(cls.mcd), gal_address(web3()), our_address(web3()))
cls.repay_vault(web3(), cls.mcd, c(cls.mcd), gal_address(web3()))
@classmethod
def liquidate_urn(cls, web3, mcd, c, gal_address, our_address):
# Ensure the CDP isn't safe
urn = mcd.vat.urn(c.ilk, gal_address)
dart = max_dart(mcd, c, gal_address) - Wad.from_number(1)
assert mcd.vat.frob(c.ilk, gal_address, Wad(0), dart).transact(from_address=gal_address)
set_collateral_price(mcd, c, Wad.from_number(66))
assert not is_cdp_safe(mcd.vat.ilk(c.ilk.name), urn)
# Determine how many bites will be required
dunk = Wad(mcd.cat.dunk(c.ilk))
urn = mcd.vat.urn(c.ilk, gal_address)
bites_required = math.ceil(urn.art / dunk)
print(f"art={urn.art} and dunk={dunk} so {bites_required} bites are required")
c.flipper.approve(mcd.vat.address, approval_function=hope_directly(from_address=our_address))
first_kick = c.flipper.kicks() + 1
# Bite and bid on each auction
for i in range(bites_required):
kick = bite(mcd, c, urn)
assert kick > 0
auction = c.flipper.bids(kick)
print(f"biting {i} of {bites_required} and bidding tab of {auction.tab}")
bid = Wad(auction.tab) + Wad(1)
reserve_dai(mcd, c, our_address, bid)
print(f"bidding tab of {auction.tab}")
assert c.flipper.tend(kick, auction.lot, auction.tab).transact(from_address=our_address)
time_travel_by(web3, c.flipper.ttl())
for kick in range(first_kick, c.flipper.kicks()):
assert c.flipper.deal(kick).transact()
set_collateral_price(mcd, c, Wad.from_number(200))
urn = mcd.vat.urn(c.ilk, gal_address)
@classmethod
def repay_vault(cls, web3, mcd, c, gal_address):
# Borrow dai from ETH-C to repay the ETH-B vault
urn = mcd.vat.urn(c.ilk, gal_address)
# Procure enough Dai to close the vault
dai_balance: Wad = mcd.dai.balance_of(gal_address)
vat_balance: Wad = Wad(mcd.vat.dai(gal_address))
if vat_balance < urn.art:
needed_in_vat = urn.art - vat_balance
if dai_balance < needed_in_vat:
print("Purchasing Dai to repay vault")
purchase_dai(needed_in_vat - dai_balance, gal_address)
print("Joining Dai to repay vault")
mcd.dai_adapter.join(needed_in_vat).transact(from_address=gal_address)
print(f"We have {mcd.vat.dai(gal_address)} Dai to pay off {urn.art} debt")
print("Closing vault")
mcd.vat.validate_frob(c.ilk, urn.address, Wad(0), urn.art*-1)
assert mcd.vat.frob(c.ilk, urn.address, Wad(0), urn.art*-1).transact(from_address=gal_address)
mcd.vat.validate_frob(c.ilk, urn.address, urn.ink * -1, Wad(0))
assert mcd.vat.frob(c.ilk, urn.address, urn.ink * -1, Wad(0)).transact(from_address=gal_address)
urn = mcd.vat.urn(c.ilk, gal_address)
assert urn.ink == Wad(0)
assert urn.art == Wad(0)
class TestAuctionKeeperCollateralFlashSwap(TransactionIgnoringTest):
def teardown_method(self, test_method):
pass
def setup_class(self):
""" I'm excluding initialization of a specific collateral perchance we use multiple collaterals
to improve test speeds. This prevents us from instantiating the keeper as a class member. """
self.web3 = get_web3()
self.geb = get_geb(self.web3)
self.keeper_address = get_keeper_address(self.web3)
self.collateral = self.geb.collaterals['ETH-B']
self.min_auction = self.collateral.collateral_auction_house.auctions_started(
) + 1
self.keeper = AuctionKeeper(args=args(
f"--eth-from {self.keeper_address.address} "
f"--type collateral "
f"--flash-swap "
f"--from-block {self.geb.starting_block_number} "
f"--min-auction {self.min_auction} "
f"--model ../models/collateral_model.sh "
f"--collateral-type {self.collateral.collateral_type.name}"),
web3=self.geb.web3)
self.keeper.approve()
#flash-swap should disable rebalance
assert self.keeper.rebalance_system_coin() == Wad(0)
assert isinstance(self.keeper.gas_price, DynamicGasPrice)
self.default_gas_price = self.keeper.gas_price.get_gas_price(0)
@staticmethod
def collateral_balance(address: Address, c: Collateral) -> Wad:
assert (isinstance(address, Address))
assert (isinstance(c, Collateral))
return Wad(c.collateral.balance_of(address))
@staticmethod
def buy_collateral(
collateral_auction_house: FixedDiscountCollateralAuctionHouse,
id: int, address: Address, bid_amount: Wad):
assert (isinstance(collateral_auction_house,
FixedDiscountCollateralAuctionHouse))
assert (isinstance(id, int))
assert (isinstance(bid_amount, Wad))
current_bid = collateral_auction_house.bids(id)
assert current_bid.auction_deadline > datetime.now().timestamp()
assert bid_amount <= Wad(current_bid.amount_to_raise)
assert collateral_auction_house.buy_collateral(
id, bid_amount).transact(from_address=address)
@staticmethod
def buy_collateral_with_system_coin(
geb: GfDeployment, c: Collateral,
collateral_auction_house: FixedDiscountCollateralAuctionHouse,
id: int, address: Address, bid_amount: Wad):
assert (isinstance(geb, GfDeployment))
assert (isinstance(c, Collateral))
assert (isinstance(collateral_auction_house,
FixedDiscountCollateralAuctionHouse))
assert (isinstance(id, int))
assert (isinstance(bid_amount, Wad))
collateral_auction_house.approve(
collateral_auction_house.safe_engine(),
approval_function=approve_safe_modification_directly(
from_address=address))
previous_bid = collateral_auction_house.bids(id)
c.approve(address)
reserve_system_coin(geb,
c,
address,
bid_amount,
extra_collateral=Wad.from_number(2))
TestAuctionKeeperCollateralFlashSwap.buy_collateral(
collateral_auction_house, id, address, bid_amount)
def simulate_model_bid(self,
geb: GfDeployment,
c: Collateral,
model: object,
gas_price: Optional[int] = None):
assert (isinstance(geb, GfDeployment))
assert (isinstance(c, Collateral))
assert (isinstance(gas_price, int)) or gas_price is None
collateral_auction_house = c.collateral_auction_house
initial_bid = collateral_auction_house.bids(model.id)
assert initial_bid.amount_to_sell > Wad(0)
our_bid = Wad.from_number(500) * initial_bid.amount_to_sell
reserve_system_coin(geb,
c,
self.keeper_address,
our_bid,
extra_collateral=Wad.from_number(2))
simulate_model_output(model=model,
price=Wad.from_number(500),
gas_price=gas_price)
def test_collateral_auction_house_address(self):
assert self.keeper.collateral_auction_house.address == self.collateral.collateral_auction_house.address
def test_flash_proxy_settle_auction(self, c: Collateral, web3, geb,
auction_id, other_address):
# given
collateral_auction_house = self.collateral.collateral_auction_house
if not isinstance(collateral_auction_house,
FixedDiscountCollateralAuctionHouse):
return
set_collateral_price(geb, c, Wad.from_number(100))
eth_before = self.web3.eth.getBalance(self.keeper_address.address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
assert self.web3.eth.getBalance(
self.keeper_address.address) > eth_before
current_status = collateral_auction_house.bids(auction_id)
assert current_status.raised_amount == Rad(0)
assert current_status.sold_amount == Wad(0)
assert current_status.amount_to_raise == Rad(0)
assert current_status.amount_to_sell == Wad(0)
assert current_status.auction_deadline == 0
assert current_status.raised_amount == Rad(0)
def test_flash_proxy_liquidate_and_settle_auction(self, c: Collateral,
web3, geb, auction_id,
other_address):
# given
collateral_auction_house = self.collateral.collateral_auction_house
if not isinstance(collateral_auction_house,
FixedDiscountCollateralAuctionHouse):
return
set_collateral_price(geb, c, Wad.from_number(100))
eth_before = self.web3.eth.getBalance(self.keeper_address.address)
auctions_started = collateral_auction_house.auctions_started()
# when
critical_safe = create_critical_safe(geb, c, bid_size, other_address)
self.keeper.check_safes()
wait_for_other_threads()
assert self.web3.eth.getBalance(
self.keeper_address.address) > eth_before
assert collateral_auction_house.auctions_started(
) == auctions_started + 1
auction_status = collateral_auction_house.bids(auctions_started + 1)
assert auction_status.raised_amount == Rad(0)
assert auction_status.sold_amount == Wad(0)
assert auction_status.amount_to_raise == Rad(0)
assert auction_status.amount_to_sell == Wad(0)
assert auction_status.auction_deadline == 0
assert auction_status.raised_amount == Rad(0)
class TestAuctionKeeperDebtAuction(TransactionIgnoringTest):
def setup_method(self):
self.web3 = get_web3()
self.our_address = get_our_address(self.web3)
self.keeper_address = get_keeper_address(self.web3)
self.other_address = get_other_address(self.web3)
self.auction_income_recipient_address = get_auction_income_recipient_address(
self.web3)
self.geb = get_geb(self.web3)
self.debt_auction_house = self.geb.debt_auction_house
self.debt_auction_house.approve(
self.geb.safe_engine.address,
approval_function=approve_safe_modification_directly(
from_address=self.keeper_address))
self.debt_auction_house.approve(
self.geb.safe_engine.address,
approval_function=approve_safe_modification_directly(
from_address=self.other_address))
self.keeper = AuctionKeeper(args=args(
f"--eth-from {self.keeper_address} "
f"--type debt "
f"--from-block 1 "
f"--model ./bogus-model.sh"),
web3=self.web3)
self.keeper.approve()
assert isinstance(self.keeper.gas_price, DynamicGasPrice)
self.default_gas_price = self.keeper.gas_price.get_gas_price(0)
reserve_system_coin(self.geb, self.geb.collaterals['ETH-C'],
self.keeper_address, Wad.from_number(200.00000))
reserve_system_coin(self.geb, self.geb.collaterals['ETH-C'],
self.other_address, Wad.from_number(200.00000))
self.debt_auction_bid_size = self.geb.accounting_engine.debt_auction_bid_size(
) # Rad
def decrease_sold_amount(self, id: int, address: Address,
amount_to_sell: Wad, bid_amount: Rad):
assert (isinstance(id, int))
assert (isinstance(amount_to_sell, Wad))
assert (isinstance(bid_amount, Rad))
assert self.debt_auction_house.contract_enabled() == 1
current_bid = self.debt_auction_house.bids(id)
assert current_bid.high_bidder != Address(
"0x0000000000000000000000000000000000000000")
assert current_bid.bid_expiry > datetime.now().timestamp(
) or current_bid.bid_expiry == 0
assert current_bid.auction_deadline > datetime.now().timestamp()
assert bid_amount == current_bid.bid_amount
assert Wad(0) < amount_to_sell < current_bid.amount_to_sell
assert self.debt_auction_house.bid_decrease(
) * amount_to_sell <= current_bid.amount_to_sell
assert self.debt_auction_house.decrease_sold_amount(
id, amount_to_sell, bid_amount).transact(from_address=address)
def amount_to_sell_implies_price(self, auction_id: int,
price: Wad) -> bool:
return round(
Rad(self.debt_auction_house.bids(auction_id).amount_to_sell),
2) == round(self.debt_auction_bid_size / Rad(price), 2)
def test_should_detect_debt_auction(self, web3, c, geb, other_address,
keeper_address):
# given a count of debt auctions
reserve_system_coin(geb, c, keeper_address, Wad.from_number(230))
auctions_started = geb.debt_auction_house.auctions_started()
# and an undercollateralized SAFE is liquidated
critical_safe = create_critical_safe(geb,
c,
Wad.from_number(1),
other_address,
draw_system_coin=False)
assert geb.liquidation_engine.liquidate_safe(
critical_safe.collateral_type, critical_safe).transact()
# when the auction ends without debt being covered
if isinstance(c.collateral_auction_house,
EnglishCollateralAuctionHouse):
time_travel_by(
web3,
c.collateral_auction_house.total_auction_length() + 1)
# then ensure testchain is in the appropriate state
total_surplus = geb.safe_engine.coin_balance(
geb.accounting_engine.address)
total_debt = geb.safe_engine.debt_balance(
geb.accounting_engine.address)
unqueued_unauctioned_debt = (
geb.safe_engine.debt_balance(geb.accounting_engine.address) -
geb.accounting_engine.total_queued_debt()
) - geb.accounting_engine.total_on_auction_debt()
debt_queue = geb.accounting_engine.total_queued_debt()
debt_auction_bid_size = geb.accounting_engine.debt_auction_bid_size()
wait = geb.accounting_engine.pop_debt_delay()
assert total_surplus < total_debt
assert unqueued_unauctioned_debt + debt_queue >= debt_auction_bid_size
assert wait == 0
# when
self.keeper.check_debt()
wait_for_other_threads()
# then ensure another debt auction was started
auction_id = geb.debt_auction_house.auctions_started()
assert auction_id == auctions_started + 1
# clean up by letting someone else bid and waiting until the auction ends
self.decrease_sold_amount(auction_id, self.other_address,
Wad.from_number(0.000012),
self.debt_auction_bid_size)
time_travel_by(web3, geb.debt_auction_house.bid_duration() + 1)
def test_should_start_a_new_model_and_provide_it_with_info_on_auction_start(
self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once_with(
Parameters(collateral_auction_house=None,
surplus_auction_house=None,
debt_auction_house=self.debt_auction_house.address,
staked_token_auction_house=None,
id=auction_id))
# and
status = model.send_status.call_args[0][0]
assert status.id == auction_id
assert status.collateral_auction_house is None
assert status.surplus_auction_house is None
assert status.debt_auction_house == self.debt_auction_house.address
assert status.bid_amount > Rad.from_number(0)
assert status.amount_to_sell == self.geb.accounting_engine.initial_debt_auction_minted_tokens(
)
assert status.amount_to_raise is None
assert status.bid_decrease > Wad.from_number(1)
assert status.high_bidder == self.geb.accounting_engine.address
assert status.block_time > 0
assert status.auction_deadline < status.block_time + self.debt_auction_house.total_auction_length(
) + 1
assert status.bid_expiry == 0
assert status.price == Wad(status.bid_amount *
self.geb.oracle_relayer.redemption_price() /
Rad(status.amount_to_sell))
def test_should_provide_model_with_updated_info_after_our_own_bid(self):
# given
auction_id = self.debt_auction_house.auctions_started()
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
price = Wad.from_number(250.0)
simulate_model_output(model=model, price=price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert model.send_status.call_count > 1
last_bid = self.debt_auction_house.bids(auction_id)
# and
status = model.send_status.call_args[0][0]
assert status.id == auction_id
assert status.collateral_auction_house is None
assert status.surplus_auction_house is None
assert status.debt_auction_house == self.debt_auction_house.address
assert status.bid_amount == last_bid.bid_amount
assert status.amount_to_sell == Wad(
last_bid.bid_amount * self.geb.oracle_relayer.redemption_price() /
Rad(price))
assert status.amount_to_raise is None
assert status.bid_decrease > Wad.from_number(1)
assert status.high_bidder == self.keeper_address
assert status.block_time > 0
assert status.auction_deadline > status.block_time
assert status.bid_expiry > status.block_time
assert status.price == price
# cleanup
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
assert self.debt_auction_house.settle_auction(auction_id).transact()
def test_should_provide_model_with_updated_info_after_somebody_else_bids(
self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
amount_to_sell = Wad.from_number(0.0000001)
assert self.debt_auction_house.decrease_sold_amount(
auction_id, amount_to_sell, self.debt_auction_bid_size).transact(
from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == auction_id
assert status.collateral_auction_house is None
assert status.surplus_auction_house is None
assert status.debt_auction_house == self.debt_auction_house.address
assert status.bid_amount == self.debt_auction_bid_size
assert status.amount_to_sell == amount_to_sell
assert status.amount_to_raise is None
assert status.bid_decrease > Wad.from_number(1)
assert status.high_bidder == self.other_address
assert status.block_time > 0
assert status.auction_deadline > status.block_time
assert status.bid_expiry > status.block_time
assert status.price == Wad(self.debt_auction_bid_size *
self.geb.oracle_relayer.redemption_price() /
Rad(amount_to_sell))
# cleanup
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
assert self.debt_auction_house.settle_auction(auction_id).transact()
def test_should_restart_auction_if_auction_expired_due_to_total_auction_length(
self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
time_travel_by(self.web3,
self.debt_auction_house.total_auction_length() + 1)
# and
simulate_model_output(model=model, price=Wad.from_number(555.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
model.terminate.assert_not_called()
auction = self.debt_auction_house.bids(auction_id)
assert round(
auction.bid_amount * self.geb.oracle_relayer.redemption_price() /
Rad(auction.amount_to_sell), 2) == round(Rad.from_number(555.0), 2)
# cleanup
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
model_factory.create_model.assert_called_once()
self.keeper.check_all_auctions()
model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_expired_due_to_bid_duration_and_somebody_else_won_it(
self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
self.decrease_sold_amount(auction_id, self.other_address,
Wad.from_number(0.000015),
self.debt_auction_bid_size)
# and
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
# cleanup
assert self.debt_auction_house.settle_auction(auction_id).transact()
def test_should_terminate_model_if_auction_is_settled(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
self.decrease_sold_amount(auction_id, self.other_address,
Wad.from_number(0.000016),
self.debt_auction_bid_size)
# and
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
# and
self.debt_auction_house.settle_auction(auction_id).transact(
from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_not_instantiate_model_if_auction_is_settled(
self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# and
self.decrease_sold_amount(auction_id, self.other_address,
Wad.from_number(0.000017),
self.debt_auction_bid_size)
# and
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
# and
assert self.debt_auction_house.settle_auction(auction_id).transact(
from_address=self.other_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_not_called()
def test_should_not_do_anything_if_no_output_from_model(self, auction_id):
# given
previous_block_number = self.web3.eth.blockNumber
# when
# [no output from model]
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.blockNumber == previous_block_number
def test_should_make_initial_bid(self):
# given
auction_id = self.debt_auction_house.auctions_started()
(model, model_factory) = models(self.keeper, auction_id)
prot_before = self.geb.prot.balance_of(self.keeper_address)
# when
simulate_model_output(model=model, price=Wad.from_number(575.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.debt_auction_house.bids(auction_id)
assert round(
auction.bid_amount * self.geb.oracle_relayer.redemption_price() /
Rad(auction.amount_to_sell), 2) == round(Rad.from_number(575.0), 2)
prot_after = self.geb.prot.balance_of(self.keeper_address)
assert prot_before == prot_after
# cleanup
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
assert self.debt_auction_house.settle_auction(auction_id).transact()
def test_should_bid_even_if_there_is_already_a_bidder(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
prot_before = self.geb.prot.balance_of(self.keeper_address)
# and
amount_to_sell = Wad.from_number(0.000016)
assert self.debt_auction_house.decrease_sold_amount(
auction_id, amount_to_sell, self.debt_auction_bid_size).transact(
from_address=self.other_address)
assert self.debt_auction_house.bids(
auction_id).amount_to_sell == amount_to_sell
# when
simulate_model_output(model=model, price=Wad.from_number(825.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.debt_auction_house.bids(auction_id)
assert auction.amount_to_sell != amount_to_sell
assert round(
auction.bid_amount * self.geb.oracle_relayer.redemption_price() /
Rad(auction.amount_to_sell), 2) == round(Rad.from_number(825.0), 2)
prot_after = self.geb.prot.balance_of(self.keeper_address)
assert prot_before == prot_after
# cleanup
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
assert self.debt_auction_house.settle_auction(auction_id).transact()
def test_should_overbid_itself_if_model_has_updated_the_price(
self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
simulate_model_output(model=model, price=Wad.from_number(100.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert round(
Rad(self.debt_auction_house.bids(auction_id).amount_to_sell),
2) == round(self.debt_auction_bid_size / Rad.from_number(100.0), 2)
# when
simulate_model_output(model=model, price=Wad.from_number(110.0))
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.amount_to_sell_implies_price(auction_id,
Wad.from_number(110.0))
# cleanup
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
assert self.debt_auction_house.settle_auction(auction_id).transact()
def test_should_increase_gas_price_of_pending_transactions_if_model_increases_gas_price(
self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
simulate_model_output(model=model,
price=Wad.from_number(120.0),
gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model,
price=Wad.from_number(120.0),
gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.amount_to_sell_implies_price(auction_id,
Wad.from_number(120.0))
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
assert self.debt_auction_house.settle_auction(auction_id).transact()
def test_should_replace_pending_transactions_if_model_raises_bid_and_increases_gas_price(
self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
simulate_model_output(model=model,
price=Wad.from_number(50.0),
gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
time.sleep(2)
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model,
price=Wad.from_number(60.0),
gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.amount_to_sell_implies_price(auction_id,
Wad.from_number(60.0))
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
assert self.debt_auction_house.settle_auction(auction_id).transact()
def test_should_replace_pending_transactions_if_model_lowers_bid_and_increases_gas_price(
self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
simulate_model_output(model=model,
price=Wad.from_number(80.0),
gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
# and
time.sleep(2)
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model,
price=Wad.from_number(70.0),
gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.amount_to_sell_implies_price(auction_id,
Wad.from_number(70.0))
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
assert self.debt_auction_house.settle_auction(auction_id).transact()
def test_should_not_bid_on_rounding_errors_with_small_amounts(
self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
simulate_model_output(model=model, price=Wad.from_number(1400.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.debt_auction_house.bids(auction_id).amount_to_sell == Wad(
self.debt_auction_bid_size *
self.geb.oracle_relayer.redemption_price() /
Rad.from_number(1400.0))
# when
tx_count = self.web3.eth.getTransactionCount(
self.keeper_address.address)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getTransactionCount(
self.keeper_address.address) == tx_count
def test_should_settle_when_we_won_the_auction(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
simulate_model_output(model=model, price=Wad.from_number(825.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.amount_to_sell_implies_price(auction_id,
Wad.from_number(825.0))
prot_before = self.geb.prot.balance_of(self.keeper_address)
# when
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
prot_after = self.geb.prot.balance_of(self.keeper_address)
assert prot_before < prot_after
def test_should_not_settle_when_auction_finished_but_somebody_else_won(
self, auction_id):
# given
prot_before = self.geb.prot.balance_of(self.keeper_address)
# and
self.decrease_sold_amount(auction_id, self.other_address,
Wad.from_number(0.000015),
self.debt_auction_bid_size)
assert self.debt_auction_house.bids(
auction_id).amount_to_sell == Wad.from_number(0.000015)
# when
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
prot_after = self.geb.prot.balance_of(self.keeper_address)
assert prot_before == prot_after
def test_should_obey_gas_price_provided_by_the_model(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
simulate_model_output(model=model,
price=Wad.from_number(800.0),
gas_price=175000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.debt_auction_house.bids(
auction_id).high_bidder == self.keeper_address
assert self.web3.eth.getBlock(
'latest',
full_transactions=True).transactions[0].gasPrice == 175000
# cleanup
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
assert self.debt_auction_house.settle_auction(auction_id).transact()
def test_should_use_default_gas_price_if_not_provided_by_the_model(
self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
simulate_model_output(model=model, price=Wad.from_number(850.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.debt_auction_house.bids(
auction_id).high_bidder == self.keeper_address
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
# cleanup
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
assert self.debt_auction_house.settle_auction(auction_id).transact()
def test_should_change_gas_strategy_when_model_output_changes(
self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
first_bid = Wad.from_number(90)
simulate_model_output(model=model, price=first_bid, gas_price=2000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 2000
# when
second_bid = Wad.from_number(100)
simulate_model_output(model=model, price=second_bid)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert round(
Rad(self.debt_auction_house.bids(auction_id).amount_to_sell),
2) == round(self.debt_auction_bid_size / Rad(second_bid), 2)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
# when
third_bid = Wad.from_number(110)
new_gas_price = int(self.default_gas_price * 1.25)
simulate_model_output(model=model,
price=third_bid,
gas_price=new_gas_price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert round(
Rad(self.debt_auction_house.bids(auction_id).amount_to_sell),
2) == round(self.debt_auction_bid_size / Rad(third_bid), 2)
assert self.web3.eth.getBlock(
'latest',
full_transactions=True).transactions[0].gasPrice == new_gas_price
# cleanup
time_travel_by(self.web3, self.debt_auction_house.bid_duration() + 1)
assert self.debt_auction_house.settle_auction(auction_id).transact()
@classmethod
def teardown_class(cls):
cls.cleanup_debt(get_web3(), get_geb(get_web3()),
get_other_address(get_web3()))
@classmethod
def cleanup_debt(cls, web3, geb, address):
# Cancel out debt
unqueued_unauctioned_debt = geb.accounting_engine.unqueued_unauctioned_debt(
)
total_on_auction_debt = geb.accounting_engine.total_on_auction_debt()
system_coin_needed = unqueued_unauctioned_debt + total_on_auction_debt
if system_coin_needed == Rad(0):
return
# Add Wad(1) when going from Rad to Wad
reserve_system_coin(geb, geb.collaterals['ETH-A'],
get_our_address(web3),
Wad(system_coin_needed) + Wad(1))
# transfer system coin to accounting engine
geb.safe_engine.transfer_internal_coins(
get_our_address(web3), geb.accounting_engine.address,
system_coin_needed).transact(from_address=get_our_address(web3))
system_coin_accounting_engine = geb.safe_engine.coin_balance(
geb.accounting_engine.address)
assert system_coin_accounting_engine >= system_coin_needed
assert geb.accounting_engine.settle_debt(
unqueued_unauctioned_debt).transact()
assert geb.accounting_engine.unqueued_unauctioned_debt() == Rad(0)
assert geb.accounting_engine.total_queued_debt() == Rad(0)
if geb.accounting_engine.total_on_auction_debt() > Rad(0):
geb.accounting_engine.cancel_auctioned_debt_with_surplus(
total_on_auction_debt).transact()
assert geb.accounting_engine.total_on_auction_debt() == Rad(0)
assert geb.safe_engine.debt_balance(
geb.accounting_engine.address) == Rad(0)
class TestAuctionKeeperFlipper(TransactionIgnoringTest):
def setup_method(self):
self.web3 = Web3(HTTPProvider("http://localhost:8555"))
self.web3.eth.defaultAccount = self.web3.eth.accounts[0]
self.keeper_address = Address(self.web3.eth.defaultAccount)
self.gal_address = Address(self.web3.eth.accounts[1])
self.other_address = Address(self.web3.eth.accounts[2])
# GemMock version of DSToken with push(bytes32, uint function) an hope(address)
gem_abi = Contract._load_abi(__name__,
'../lib/pymaker/tests/abi/GemMock.abi')
gem_bin = Contract._load_bin(__name__,
'../lib/pymaker/tests/abi/GemMock.bin')
self.gem_addr = Contract._deploy(self.web3, gem_abi, gem_bin, [b'ABC'])
self.gem = DSToken(web3=self.web3, address=self.gem_addr)
self.dai_addr = Contract._deploy(self.web3, gem_abi, gem_bin, [b'DAI'])
self.dai = DSToken(web3=self.web3, address=self.dai_addr)
self.flipper = Flipper.deploy(self.web3, self.dai.address,
self.gem.address)
# Set allowance to allow flipper to move dai and gem
self.dai.approve(self.flipper.address).transact()
self.dai.approve(
self.flipper.address).transact(from_address=self.gal_address)
self.dai.approve(
self.flipper.address).transact(from_address=self.other_address)
self.gem.approve(
self.flipper.address).transact(from_address=self.gal_address)
self.gem.approve(
self.flipper.address).transact(from_address=self.other_address)
self.keeper = AuctionKeeper(args=args(
f"--eth-from {self.keeper_address} "
f"--flipper {self.flipper.address} "
f"--model ./bogus-model.sh"),
web3=self.web3)
self.keeper.approve()
# So that `keeper_address` and `other_address` can bid in auctions,
# they both need to have DAI in their accounts.
self.dai.mint(Wad.from_number(20000000)).transact()
self.dai.transfer(self.other_address,
Wad.from_number(10000000)).transact()
# So that `gal_address` can kick auction he need to have GEM in his accounts
self.gem.mint(Wad.from_number(1000000)).transact()
self.gem.transfer(self.gal_address,
Wad.from_number(1000000)).transact()
self.model = MagicMock()
self.model.get_stance = MagicMock(return_value=None)
self.model_factory = self.keeper.auctions.model_factory
self.model_factory.create_model = MagicMock(return_value=self.model)
def gem_balance(self, address: Address) -> Wad:
assert (isinstance(address, Address))
return Wad(self.gem.balance_of(address))
def simulate_model_output(self,
price: Wad,
gas_price: Optional[int] = None):
self.model.get_stance = MagicMock(
return_value=Stance(price=price, gas_price=gas_price))
def models(self, keeper):
model = MagicMock()
model.get_stance = MagicMock(return_value=None)
model_factory = keeper.auctions.model_factory
model_factory.create_model = MagicMock(return_value=model)
return (model, model_factory)
def test_should_start_a_new_model_and_provide_it_with_info_on_auction_kick(
self, bid_id, d, keeper, c):
# given
(model, model_factory) = self.models(keeper)
# when
keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once_with(
Parameters(flipper=c.flipper.address,
flapper=None,
flopper=None,
id=bid_id))
# and
assert model.send_status.call_args[0][0].id == bid_id
assert model.send_status.call_args[0][0].flipper == c.flipper.address
assert model.send_status.call_args[0][0].flapper is None
assert model.send_status.call_args[0][0].flopper is None
assert model.send_status.call_args[0][0].bid == Wad.from_number(0)
assert model.send_status.call_args[0][0].lot == Wad(684931506849315068)
assert model.send_status.call_args[0][0].tab == Wad.from_number(100)
assert model.send_status.call_args[0][0].beg == Ray.from_number(1.05)
assert model.send_status.call_args[0][0].guy == d.cat.address
assert model.send_status.call_args[0][0].era > 0
assert model.send_status.call_args[
0][0].end < model.send_status.call_args[0][0].era + c.flipper.tau(
) + 1
assert model.send_status.call_args[0][0].tic == 0
assert model.send_status.call_args[0][0].price == Wad(0)
def test_should_provide_model_with_updated_info_after_our_own_bid(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.model.send_status.call_count == 1
# when
self.simulate_model_output(price=Wad.from_number(15.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.model.send_status.call_count > 1
# and
assert self.model.send_status.call_args[0][0].id == 1
assert self.model.send_status.call_args[0][
0].flipper == self.flipper.address
assert self.model.send_status.call_args[0][0].flapper is None
assert self.model.send_status.call_args[0][0].flopper is None
assert self.model.send_status.call_args[0][0].bid == Wad.from_number(
1500)
assert self.model.send_status.call_args[0][0].lot == Wad.from_number(
100)
assert self.model.send_status.call_args[0][0].tab == Wad.from_number(
5000)
assert self.model.send_status.call_args[0][0].beg == Ray.from_number(
1.05)
assert self.model.send_status.call_args[0][
0].guy == self.keeper_address
assert self.model.send_status.call_args[0][0].era > 0
assert self.model.send_status.call_args[0][
0].end > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][
0].tic > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][0].price == Wad.from_number(
15.0)
def test_should_provide_model_with_updated_info_after_somebody_else_bids(
self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.model.send_status.call_count == 1
# when
self.flipper.tend(
1, Wad.from_number(100),
Wad.from_number(1700)).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.model.send_status.call_count > 1
# and
assert self.model.send_status.call_args[0][0].id == 1
assert self.model.send_status.call_args[0][
0].flipper == self.flipper.address
assert self.model.send_status.call_args[0][0].flapper is None
assert self.model.send_status.call_args[0][0].flopper is None
assert self.model.send_status.call_args[0][0].bid == Wad.from_number(
1700)
assert self.model.send_status.call_args[0][0].lot == Wad.from_number(
100)
assert self.model.send_status.call_args[0][0].tab == Wad.from_number(
5000)
assert self.model.send_status.call_args[0][0].beg == Ray.from_number(
1.05)
assert self.model.send_status.call_args[0][0].guy == self.other_address
assert self.model.send_status.call_args[0][0].era > 0
assert self.model.send_status.call_args[0][
0].end > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][
0].tic > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][0].price == Wad.from_number(
17.0)
def test_should_terminate_model_if_auction_expired_due_to_tau(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_not_called()
# when
time_travel_by(self.web3, self.flipper.tau() + 5)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_expired_due_to_ttl_and_somebody_else_won_it(
self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_not_called()
# when
self.flipper.tend(
1, Wad.from_number(100),
Wad.from_number(1600)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flipper.ttl() + 5)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_is_dealt(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_not_called()
# when
self.flipper.tend(
1, Wad.from_number(100),
Wad.from_number(1600)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flipper.ttl() + 5)
# and
self.flipper.deal(1).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_called_once()
def test_should_not_instantiate_model_if_auction_is_dealt(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# and
self.flipper.tend(
1, Wad.from_number(100),
Wad.from_number(1600)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flipper.ttl() + 5)
# and
self.flipper.deal(1).transact(from_address=self.other_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_not_called()
def test_should_not_do_anything_if_no_output_from_model(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
previous_block_number = self.web3.eth.blockNumber
# when
# [no output from model]
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.blockNumber == previous_block_number
def test_should_make_initial_bid(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(16.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flipper.bids(1)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(16.0), 2)
def test_should_bid_even_if_there_is_already_a_bidder(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# and
self.flipper.tend(
1, Wad.from_number(100),
Wad.from_number(1600)).transact(from_address=self.other_address)
assert self.flipper.bids(1).bid == Wad.from_number(1600)
# when
self.simulate_model_output(price=Wad.from_number(19.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flipper.bids(1)
assert self.flipper.bids(1).bid == Wad.from_number(1900)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(19.0), 2)
def test_should_sequentially_tend_and_dent_if_price_takes_us_to_the_dent_phrase(
self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(80.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flipper.bids(1)
assert self.flipper.bids(1).bid == Wad.from_number(5000)
assert self.flipper.bids(1).lot == Wad.from_number(100)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(50.0), 2)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flipper.bids(1)
assert self.flipper.bids(1).bid == Wad.from_number(5000)
assert self.flipper.bids(1).lot == Wad.from_number(62.5)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(80.0), 2)
def test_should_use_most_up_to_date_price_for_dent_even_if_it_gets_updated_during_tend(
self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(80.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flipper.bids(1)
assert self.flipper.bids(1).bid == Wad.from_number(5000)
assert self.flipper.bids(1).lot == Wad.from_number(100)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(50.0), 2)
# when
self.simulate_model_output(price=Wad.from_number(100.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flipper.bids(1)
assert self.flipper.bids(1).bid == Wad.from_number(5000)
assert self.flipper.bids(1).lot == Wad.from_number(50.0)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(100.0), 2)
def test_should_only_tend_if_bid_is_only_slightly_above_tab(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(50.1))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flipper.bids(1)
assert self.flipper.bids(1).bid == Wad.from_number(5000)
assert self.flipper.bids(1).lot == Wad.from_number(100)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(50.0), 2)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flipper.bids(1)
assert self.flipper.bids(1).bid == Wad.from_number(5000)
assert self.flipper.bids(1).lot == Wad.from_number(100)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(50.0), 2)
def test_should_tend_up_to_exactly_tab_if_bid_is_only_slightly_below_tab(
self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(49.99))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flipper.bids(1)
assert self.flipper.bids(1).bid == Wad.from_number(4999)
assert self.flipper.bids(1).lot == Wad.from_number(100)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(49.99), 2)
# when
self.simulate_model_output(price=Wad.from_number(50.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flipper.bids(1)
assert self.flipper.bids(1).bid == Wad.from_number(5000)
assert self.flipper.bids(1).lot == Wad.from_number(100)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(50.0), 2)
def test_should_overbid_itself_if_model_has_updated_the_price(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(15.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flipper.bids(1).bid == Wad.from_number(1500.0)
# when
self.simulate_model_output(price=Wad.from_number(20.0))
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flipper.bids(1).bid == Wad.from_number(2000.0)
def test_should_increase_gas_price_of_pending_transactions_if_model_increases_gas_price(
self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(20.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
# and
time.sleep(5)
# and
self.end_ignoring_transactions()
# and
self.simulate_model_output(price=Wad.from_number(20.0), gas_price=15)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flipper.bids(1).bid == Wad.from_number(2000.0)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
def test_should_replace_pending_transactions_if_model_raises_bid_and_increases_gas_price(
self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(15.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
# and
time.sleep(5)
# and
self.end_ignoring_transactions()
# and
self.simulate_model_output(price=Wad.from_number(20.0), gas_price=15)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flipper.bids(1).bid == Wad.from_number(2000.0)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
def test_should_replace_pending_transactions_if_model_lowers_bid_and_increases_gas_price(
self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(20.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
# and
time.sleep(5)
# and
self.end_ignoring_transactions()
# and
self.simulate_model_output(price=Wad.from_number(15.0), gas_price=15)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flipper.bids(1).bid == Wad.from_number(1500.0)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
def test_should_not_tend_on_rounding_errors_with_small_amounts(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad(5000), Wad(2), Wad(4)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(3.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flipper.bids(1).bid == Wad(6)
# when
tx_count = self.web3.eth.getTransactionCount(
self.keeper_address.address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.getTransactionCount(
self.keeper_address.address) == tx_count
def test_should_not_dent_on_rounding_errors_with_small_amounts(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad(5000), Wad(10), Wad(5000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(1000.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flipper.bids(1).lot == Wad(5)
# when
tx_count = self.web3.eth.getTransactionCount(
self.keeper_address.address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.getTransactionCount(
self.keeper_address.address) == tx_count
def test_should_deal_when_we_won_the_auction(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(15.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flipper.bids(1)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(15.0), 2)
assert self.gem_balance(self.keeper_address) == Wad(0)
# when
time_travel_by(self.web3, self.flipper.ttl() + 5)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.gem_balance(self.keeper_address) > Wad(0)
def test_should_not_deal_when_auction_finished_but_somebody_else_won(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# and
self.flipper.tend(
1, Wad.from_number(100),
Wad.from_number(1500)).transact(from_address=self.other_address)
assert self.flipper.bids(1).bid == Wad.from_number(1500)
# when
time_travel_by(self.web3, self.flipper.ttl() + 5)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.gem_balance(self.other_address) == Wad(0)
def test_should_obey_gas_price_provided_by_the_model(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(15.0),
gas_price=175000)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock(
'latest',
full_transactions=True).transactions[0].gasPrice == 175000
def test_should_use_default_gas_price_if_not_provided_by_the_model(self):
# given
self.flipper.kick(self.gal_address, self.gal_address, Wad.from_number(5000), Wad.from_number(100),
Wad.from_number(1000)) \
.transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(15.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock(
'latest', full_transactions=True
).transactions[0].gasPrice == self.web3.eth.gasPrice
class TestAuctionKeeperFlapper(TransactionIgnoringTest):
def setup_method(self):
self.web3 = web3()
self.our_address = our_address(self.web3)
self.keeper_address = keeper_address(self.web3)
self.other_address = other_address(self.web3)
self.gal_address = gal_address(self.web3)
self.mcd = mcd(self.web3)
self.flapper = self.mcd.flapper
self.flapper.approve(self.mcd.mkr.address, directly(from_address=self.other_address))
self.keeper = AuctionKeeper(args=args(f"--eth-from {self.keeper_address} "
f"--type flap "
f"--from-block 1 "
f"--model ./bogus-model.sh"), web3=self.web3)
self.keeper.approve()
mint_mkr(self.mcd.mkr, self.keeper_address, Wad.from_number(50000))
mint_mkr(self.mcd.mkr, self.other_address, Wad.from_number(50000))
assert isinstance(self.keeper.gas_price, DynamicGasPrice)
# Since no args were assigned, gas strategy should return a GeometricGasPrice starting at the node gas price
self.default_gas_price = get_node_gas_price(self.web3)
def test_should_detect_flap(self, web3, mcd, c, gal_address, keeper_address):
# given some MKR is available to the keeper and a count of flap auctions
mint_mkr(mcd.mkr, keeper_address, Wad.from_number(50000))
kicks = mcd.flapper.kicks()
# when surplus is generated
create_cdp_with_surplus(mcd, c, gal_address)
self.keeper.check_flap()
wait_for_other_threads()
# then ensure another flap auction was kicked off
kick = mcd.flapper.kicks()
assert kick == kicks + 1
# clean up by letting someone else bid and waiting until the auction ends
auction = self.flapper.bids(kick)
assert self.flapper.tend(kick, auction.lot, Wad.from_number(30)).transact(from_address=self.other_address)
time_travel_by(web3, mcd.flapper.ttl() + 1)
def test_should_start_a_new_model_and_provide_it_with_info_on_auction_kick(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once_with(Parameters(auction_contract=self.keeper.mcd.flapper, id=kick))
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper is None
assert status.flapper == self.flapper.address
assert status.flopper is None
assert status.bid == Wad(0)
assert status.lot == self.mcd.vow.bump()
assert status.tab is None
assert status.beg == Wad.from_number(1.05)
assert status.guy == self.mcd.vow.address
assert status.era > 0
assert status.end < status.era + self.flapper.tau() + 1
assert status.tic == 0
assert status.price is None
def test_should_provide_model_with_updated_info_after_our_own_bid(self):
# given
kick = self.flapper.kicks()
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
simulate_model_output(model=model, price=Wad.from_number(9))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper is None
assert status.flapper == self.flapper.address
assert status.flopper is None
assert status.bid == Wad(self.flapper.bids(kick).lot / Rad.from_number(9))
assert status.lot == self.mcd.vow.bump()
assert status.tab is None
assert status.beg == Wad.from_number(1.05)
assert status.guy == self.keeper_address
assert status.era > 0
assert status.end > status.era
assert status.tic > status.era
assert round(status.price, 2) == round(Wad.from_number(9), 2)
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_provide_model_with_updated_info_after_somebody_else_bids(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
auction = self.flapper.bids(kick)
assert Wad.from_number(40) > auction.bid
assert self.flapper.tend(kick, auction.lot, Wad.from_number(40)).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
auction = self.flapper.bids(kick)
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper is None
assert status.flapper == self.flapper.address
assert status.flopper is None
assert status.bid == Wad.from_number(40)
assert status.lot == auction.lot
assert status.tab is None
assert status.beg == Wad.from_number(1.05)
assert status.guy == self.other_address
assert status.era > 0
assert status.end > status.era
assert status.tic > status.era
assert status.price == Wad(auction.lot / Rad(auction.bid))
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_tick_if_auction_expired_due_to_tau(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
time_travel_by(self.web3, self.flapper.tau() + 1)
# and
simulate_model_output(model=model, price=Wad.from_number(9.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
model.terminate.assert_not_called()
auction = self.flapper.bids(kick)
assert round(Wad(auction.lot) / auction.bid, 2) == round(Wad.from_number(9.0), 2)
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
model_factory.create_model.assert_called_once()
self.keeper.check_all_auctions()
model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_expired_due_to_ttl_and_somebody_else_won_it(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
auction = self.flapper.bids(kick)
assert self.flapper.tend(kick, auction.lot, Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_is_dealt(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
auction = self.flapper.bids(kick)
assert self.flapper.tend(kick, auction.lot, Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
assert self.flapper.deal(kick).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_not_instantiate_model_if_auction_is_dealt(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# and
auction = self.flapper.bids(kick)
self.flapper.tend(kick, auction.lot, Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
self.flapper.deal(kick).transact(from_address=self.other_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_not_called()
def test_should_not_do_anything_if_no_output_from_model(self, kick):
# given
assert kick
previous_block_number = self.web3.eth.blockNumber
# when
# [no output from model]
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.blockNumber == previous_block_number
def test_should_make_initial_bid(self):
# given
kick = self.flapper.kicks()
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flapper.bids(kick)
assert round(Wad(auction.lot) / auction.bid, 2) == round(Wad.from_number(10.0), 2)
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_bid_even_if_there_is_already_a_bidder(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# and
auction = self.flapper.bids(kick)
assert self.flapper.tend(kick, auction.lot, Wad.from_number(16)).transact(from_address=self.other_address)
assert self.flapper.bids(kick).bid == Wad.from_number(16)
# when
simulate_model_output(model=model, price=Wad.from_number(0.0000005))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flapper.bids(kick)
assert round(Wad(auction.lot) / auction.bid, 2) == round(Wad.from_number(0.0000005), 2)
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_outbid_a_zero_bid(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# and
auction = self.flapper.bids(kick)
assert self.flapper.tend(kick, auction.lot, Wad(1)).transact(from_address=self.other_address)
assert self.flapper.bids(kick).bid == Wad(1)
# when
simulate_model_output(model=model, price=Wad.from_number(0.0000006))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flapper.bids(kick)
assert round(Wad(auction.lot) / auction.bid, 2) == round(Wad.from_number(0.0000006), 2)
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_overbid_itself_if_model_has_updated_the_price(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
first_bid = Wad.from_number(0.0000004)
simulate_model_output(model=model, price=first_bid)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot / Rad(first_bid))
# when
second_bid = Wad.from_number(0.0000003)
simulate_model_output(model=model, price=second_bid)
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot / Rad(second_bid))
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_increase_gas_price_of_pending_transactions_if_model_increases_gas_price(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
simulate_model_output(model=model, price=Wad.from_number(10.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model, price=Wad.from_number(10.0), gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot) / Wad.from_number(10.0)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_replace_pending_transactions_if_model_raises_bid_and_increases_gas_price(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
simulate_model_output(model=model, price=Wad.from_number(9.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model, price=Wad.from_number(8.0), gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert round(self.flapper.bids(kick).bid, 2) == round(Wad(lot / Rad.from_number(8.0)), 2)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_replace_pending_transactions_if_model_lowers_bid_and_increases_gas_price(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
simulate_model_output(model=model, price=Wad.from_number(10.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model, price=Wad.from_number(8.0), gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot) / Wad.from_number(8.0)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_not_bid_on_rounding_errors_with_small_amounts(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
price = Wad.from_number(9.0)-Wad(5)
simulate_model_output(model=model, price=price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot) / Wad(price)
# when
tx_count = self.web3.eth.getTransactionCount(self.keeper_address.address)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getTransactionCount(self.keeper_address.address) == tx_count
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_deal_when_we_won_the_auction(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(8.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flapper.bids(kick)
assert auction.bid > Wad(0)
assert round(Wad(auction.lot) / auction.bid, 2) == round(Wad.from_number(8.0), 2)
dai_before = self.mcd.vat.dai(self.keeper_address)
# when
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
dai_after = self.mcd.vat.dai(self.keeper_address)
# then
assert dai_before < dai_after
def test_should_not_deal_when_auction_finished_but_somebody_else_won(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# and
assert self.flapper.tend(kick, lot, Wad.from_number(16)).transact(from_address=self.other_address)
assert self.flapper.bids(kick).bid == Wad.from_number(16)
# when
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad.from_number(16)
def test_should_obey_gas_price_provided_by_the_model(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(10.0), gas_price=175000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 175000
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_use_default_gas_price_if_not_provided_by_the_model(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flapper.bids(kick)
assert auction.guy == self.keeper_address
assert auction.bid > Wad(0)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
print(f"tx gas price is {self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice}, "
f"web3.eth.gasPrice is {self.web3.eth.gasPrice}")
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_change_gas_strategy_when_model_output_changes(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
first_bid = Wad.from_number(0.0000009)
simulate_model_output(model=model, price=first_bid, gas_price=2000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 2000
# when
second_bid = Wad.from_number(0.0000006)
simulate_model_output(model=model, price=second_bid)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot / Rad(second_bid))
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
# when
third_bid = Wad.from_number(0.0000003)
new_gas_price = int(self.default_gas_price*1.25)
simulate_model_output(model=model, price=third_bid, gas_price=new_gas_price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot / Rad(third_bid))
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == new_gas_price
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
@classmethod
def teardown_class(cls):
cls.mcd = mcd(web3())
if not repay_urn(cls.mcd, c(cls.mcd), gal_address(web3())):
liquidate_urn(cls.mcd, c(cls.mcd), gal_address(web3()), keeper_address(web3()))
kill_other_threads()
class TestAuctionKeeperBite(TransactionIgnoringTest):
def setup_class(self):
""" I'm excluding initialization of a specific collateral perchance we use multiple collaterals
to improve test speeds. This prevents us from instantiating the keeper as a class member. """
self.web3 = web3()
self.mcd = mcd(self.web3)
self.c = self.mcd.collaterals['ETH-C']
self.keeper_address = keeper_address(self.web3)
self.keeper = AuctionKeeper(args=args(f"--eth-from {self.keeper_address.address} "
f"--type flip "
f"--from-block 1 "
f"--ilk {self.c.ilk.name} "
f"--model ./bogus-model.sh"), web3=self.mcd.web3)
self.keeper.approve()
# Keeper won't bid with a 0 Dai balance
purchase_dai(Wad.from_number(20), self.keeper_address)
assert self.mcd.dai_adapter.join(self.keeper_address, Wad.from_number(20)).transact(
from_address=self.keeper_address)
def test_bite_and_flip(self, mcd, gal_address):
# given 21 Dai / (200 price * 1.2 mat) == 0.0875 vault size
unsafe_cdp = create_unsafe_cdp(mcd, self.c, Wad.from_number(0.0875), gal_address, draw_dai=False)
assert len(mcd.active_auctions()["flips"][self.c.ilk.name]) == 0
# when
self.keeper.check_vaults()
wait_for_other_threads()
# then
print(mcd.cat.past_bites(10))
assert len(mcd.cat.past_bites(10)) > 0
urn = mcd.vat.urn(unsafe_cdp.ilk, unsafe_cdp.address)
assert urn.art == Wad(0) # unsafe cdp has been bitten
assert urn.ink == Wad(0) # unsafe cdp is now safe ...
assert self.c.flipper.kicks() == 1 # One auction started
def test_should_not_bite_dusty_urns(self, mcd, gal_address):
# given a lot smaller than the dust limit
urn = mcd.vat.urn(self.c.ilk, gal_address)
assert urn.art < Wad(self.c.ilk.dust)
kicks_before = self.c.flipper.kicks()
# when a small unsafe urn is created
assert not mcd.cat.can_bite(self.c.ilk, urn)
# then ensure the keeper does not bite it
self.keeper.check_vaults()
wait_for_other_threads()
kicks_after = self.c.flipper.kicks()
assert kicks_before == kicks_after
@classmethod
def teardown_class(cls):
w3 = web3()
cls.eliminate_queued_debt(w3, mcd(w3), keeper_address(w3))
@classmethod
def eliminate_queued_debt(cls, web3, mcd, keeper_address):
if mcd.vat.sin(mcd.vow.address) == Rad(0):
return
# given the existence of queued debt
c = mcd.collaterals['ETH-C']
kick = c.flipper.kicks()
last_bite = mcd.cat.past_bites(10)[0]
# when a bid covers the CDP debt
auction = c.flipper.bids(kick)
reserve_dai(mcd, c, keeper_address, Wad(auction.tab) + Wad(1))
c.flipper.approve(c.flipper.vat(), approval_function=hope_directly(from_address=keeper_address))
c.approve(keeper_address)
assert c.flipper.tend(kick, auction.lot, auction.tab).transact(from_address=keeper_address)
time_travel_by(web3, c.flipper.ttl() + 1)
assert c.flipper.deal(kick).transact()
# when a bid covers the vow debt
assert mcd.vow.sin_of(last_bite.era(web3)) > Rad(0)
assert mcd.vow.flog(last_bite.era(web3)).transact(from_address=keeper_address)
assert mcd.vow.heal(mcd.vat.sin(mcd.vow.address)).transact()
# then ensure queued debt has been auctioned off
assert mcd.vat.sin(mcd.vow.address) == Rad(0)
class TestAuctionKeeperFlipper(TransactionIgnoringTest):
def setup_class(self):
""" I'm excluding initialization of a specific collateral perchance we use multiple collaterals
to improve test speeds. This prevents us from instantiating the keeper as a class member. """
self.web3 = web3()
self.mcd = mcd(self.web3)
self.keeper_address = keeper_address(self.web3)
self.collateral = self.mcd.collaterals['ETH-B']
self.keeper = AuctionKeeper(args=args(
f"--eth-from {self.keeper_address.address} "
f"--type flip "
f"--from-block 1 "
f"--ilk {self.collateral.ilk.name} "
f"--model ./bogus-model.sh"),
web3=self.mcd.web3)
self.keeper.approve()
assert isinstance(self.keeper.gas_price, DynamicGasPrice)
self.default_gas_price = self.keeper.gas_price.get_gas_price(0)
@staticmethod
def gem_balance(address: Address, c: Collateral) -> Wad:
assert (isinstance(address, Address))
assert (isinstance(c, Collateral))
return Wad(c.gem.balance_of(address))
def simulate_model_bid(self,
mcd: DssDeployment,
c: Collateral,
model: object,
price: Wad,
gas_price: Optional[int] = None):
assert (isinstance(mcd, DssDeployment))
assert (isinstance(c, Collateral))
assert (isinstance(price, Wad))
assert (isinstance(gas_price, int)) or gas_price is None
assert price > Wad(0)
flipper = c.flipper
initial_bid = flipper.bids(model.id)
assert initial_bid.lot > Wad(0)
our_bid = price * initial_bid.lot
reserve_dai(mcd,
c,
self.keeper_address,
our_bid,
extra_collateral=Wad.from_number(2))
simulate_model_output(model=model, price=price, gas_price=gas_price)
@staticmethod
def tend(flipper: Flipper, id: int, address: Address, lot: Wad, bid: Rad):
assert (isinstance(flipper, Flipper))
assert (isinstance(id, int))
assert (isinstance(lot, Wad))
assert (isinstance(bid, Rad))
current_bid = flipper.bids(id)
assert current_bid.guy != Address(
"0x0000000000000000000000000000000000000000")
assert current_bid.tic > datetime.now().timestamp(
) or current_bid.tic == 0
assert current_bid.end > datetime.now().timestamp()
assert lot == current_bid.lot
assert bid <= current_bid.tab
assert bid > current_bid.bid
assert (bid >= Rad(flipper.beg()) * current_bid.bid) or (
bid == current_bid.tab)
assert flipper.tend(id, lot, bid).transact(from_address=address)
@staticmethod
def dent(flipper: Flipper, id: int, address: Address, lot: Wad, bid: Rad):
assert (isinstance(flipper, Flipper))
assert (isinstance(id, int))
assert (isinstance(lot, Wad))
assert (isinstance(bid, Rad))
current_bid = flipper.bids(id)
assert current_bid.guy != Address(
"0x0000000000000000000000000000000000000000")
assert current_bid.tic > datetime.now().timestamp(
) or current_bid.tic == 0
assert current_bid.end > datetime.now().timestamp()
assert bid == current_bid.bid
assert bid == current_bid.tab
assert lot < current_bid.lot
assert flipper.beg() * lot <= current_bid.lot
assert flipper.dent(id, lot, bid).transact(from_address=address)
@staticmethod
def tend_with_dai(mcd: DssDeployment, c: Collateral, flipper: Flipper,
id: int, address: Address, bid: Rad):
assert (isinstance(mcd, DssDeployment))
assert (isinstance(c, Collateral))
assert (isinstance(flipper, Flipper))
assert (isinstance(id, int))
assert (isinstance(bid, Rad))
flipper.approve(flipper.vat(),
approval_function=hope_directly(from_address=address))
previous_bid = flipper.bids(id)
c.approve(address)
reserve_dai(mcd,
c,
address,
Wad(bid),
extra_collateral=Wad.from_number(2))
TestAuctionKeeperFlipper.tend(flipper, id, address, previous_bid.lot,
bid)
def test_flipper_address(self):
""" Sanity check ensures the keeper fixture is looking at the correct collateral """
assert self.keeper.flipper.address == self.collateral.flipper.address
def test_should_start_a_new_model_and_provide_it_with_info_on_auction_kick(
self, kick, other_address):
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
initial_bid = self.collateral.flipper.bids(kick)
# then
model_factory.create_model.assert_called_once_with(
Parameters(flipper=flipper.address,
flapper=None,
flopper=None,
id=kick))
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper == flipper.address
assert status.flapper is None
assert status.flopper is None
assert status.bid == Rad.from_number(0)
assert status.lot == initial_bid.lot
assert status.tab == initial_bid.tab
assert status.beg > Wad.from_number(1)
assert status.guy == self.mcd.cat.address
assert status.era > 0
assert status.end < status.era + flipper.tau() + 1
assert status.tic == 0
assert status.price == Wad(0)
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
self.keeper.check_all_auctions()
TestAuctionKeeperFlipper.tend_with_dai(self.mcd, self.collateral,
flipper, kick, other_address,
Rad.from_number(80))
flipper.deal(kick).transact(from_address=other_address)
def test_should_provide_model_with_updated_info_after_our_own_bid(
self, kick):
# given
flipper = self.collateral.flipper
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
previous_bid = flipper.bids(model.id)
# then
assert model.send_status.call_count == 1
# when
initial_bid = flipper.bids(kick)
our_price = Wad.from_number(30)
our_bid = our_price * initial_bid.lot
reserve_dai(self.mcd, self.collateral, self.keeper_address, our_bid)
simulate_model_output(model=model, price=our_price)
self.keeper.check_for_bids()
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper == flipper.address
assert status.flapper is None
assert status.flopper is None
assert status.bid == Rad(our_price * status.lot)
assert status.lot == previous_bid.lot
assert status.tab == previous_bid.tab
assert status.beg > Wad.from_number(1)
assert status.guy == self.keeper_address
assert status.era > 0
assert status.end > status.era
assert status.tic > status.era
assert status.price == our_price
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
assert flipper.deal(kick).transact()
def test_should_provide_model_with_updated_info_after_somebody_else_bids(
self, kick, other_address):
# given
flipper = self.collateral.flipper
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
flipper.approve(
flipper.vat(),
approval_function=hope_directly(from_address=other_address))
previous_bid = flipper.bids(kick)
new_bid_amount = Rad.from_number(80)
self.tend_with_dai(self.mcd, self.collateral, flipper, model.id,
other_address, new_bid_amount)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper == flipper.address
assert status.flapper is None
assert status.flopper is None
assert status.bid == new_bid_amount
assert status.lot == previous_bid.lot
assert status.tab == previous_bid.tab
assert status.beg > Wad.from_number(1)
assert status.guy == other_address
assert status.era > 0
assert status.end > status.era
assert status.tic > status.era
assert status.price == (Wad(new_bid_amount) / previous_bid.lot)
def test_should_tick_if_auction_expired_due_to_tau(self, kick):
# given
flipper = self.collateral.flipper
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
time_travel_by(self.web3, flipper.tau() + 1)
# and
self.simulate_model_bid(self.mcd, self.collateral, model,
Wad.from_number(15.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
model.terminate.assert_not_called()
auction = flipper.bids(kick)
assert round(auction.bid / Rad(auction.lot),
2) == round(Rad.from_number(15.0), 2)
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
self.keeper.check_all_auctions()
model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_expired_due_to_ttl_and_somebody_else_won_it(
self, kick, other_address):
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
flipper.approve(
flipper.vat(),
approval_function=hope_directly(from_address=other_address))
new_bid_amount = Rad.from_number(85)
self.tend_with_dai(self.mcd, self.collateral, flipper, kick,
other_address, new_bid_amount)
# and
time_travel_by(self.web3, flipper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
# cleanup
assert flipper.deal(kick).transact()
def test_should_terminate_model_if_auction_is_dealt(
self, kick, other_address):
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
self.tend_with_dai(self.mcd, self.collateral, flipper, kick,
other_address, Rad.from_number(90))
# and
time_travel_by(self.web3, flipper.ttl() + 1)
# and
flipper.deal(kick).transact(from_address=other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_not_instantiate_model_if_auction_is_dealt(
self, kick, other_address):
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
# and
self.tend_with_dai(self.mcd, self.collateral, flipper, kick,
other_address, Rad.from_number(90))
# and
time_travel_by(self.web3, flipper.ttl() + 1)
# and
flipper.deal(kick).transact(from_address=other_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_not_called()
def test_should_not_do_anything_if_no_output_from_model(self):
# given
previous_block_number = self.web3.eth.blockNumber
# when
# [no output from model]
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.blockNumber == previous_block_number
def test_should_make_initial_bid(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
# when
self.simulate_model_bid(self.mcd, self.collateral, model,
Wad.from_number(16.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = flipper.bids(kick)
assert round(auction.bid / Rad(auction.lot),
2) == round(Rad.from_number(16.0), 2)
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
assert flipper.deal(kick).transact()
def test_should_bid_even_if_there_is_already_a_bidder(
self, kick, other_address):
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
# and
self.tend_with_dai(self.mcd, self.collateral, flipper, kick,
other_address, Rad.from_number(21))
assert flipper.bids(kick).bid == Rad.from_number(21)
# when
self.simulate_model_bid(self.mcd, self.collateral, model,
Wad.from_number(23))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = flipper.bids(kick)
assert round(auction.bid / Rad(auction.lot),
2) == round(Rad.from_number(23), 2)
def test_should_sequentially_tend_and_dent_if_price_takes_us_to_the_dent_phrase(
self, kick, keeper_address):
# given
flipper = self.collateral.flipper
(model, model_factory) = models(self.keeper, kick)
# when
our_bid_price = Wad.from_number(150)
assert our_bid_price * flipper.bids(kick).lot > Wad(
flipper.bids(1).tab)
self.simulate_model_bid(self.mcd, self.collateral, model,
our_bid_price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = flipper.bids(kick)
assert auction.bid == auction.tab
assert auction.lot == tend_lot
# when
reserve_dai(self.mcd, self.collateral, keeper_address,
Wad(auction.tab))
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = flipper.bids(kick)
assert auction.bid == auction.tab
assert auction.lot < tend_lot
assert round(auction.bid / Rad(auction.lot),
2) == round(Rad(our_bid_price), 2)
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
assert flipper.deal(kick).transact()
def test_should_use_most_up_to_date_price_for_dent_even_if_it_gets_updated_during_tend(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
# when
first_bid_price = Wad.from_number(140)
self.simulate_model_bid(self.mcd, self.collateral, model,
first_bid_price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = flipper.bids(kick)
assert auction.bid == auction.tab
assert auction.lot == tend_lot
# when
second_bid_price = Wad.from_number(150)
self.simulate_model_bid(self.mcd, self.collateral, model,
second_bid_price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
auction = flipper.bids(kick)
assert auction.bid == auction.tab
assert auction.lot == Wad(auction.bid / Rad(second_bid_price))
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
assert flipper.deal(kick).transact()
def test_should_only_tend_if_bid_is_only_slightly_above_tab(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
# when
auction = flipper.bids(kick)
bid_price = Wad(auction.tab) + Wad.from_number(0.1)
self.simulate_model_bid(self.mcd, self.collateral, model, bid_price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = flipper.bids(kick)
assert auction.bid == auction.tab
assert auction.lot == tend_lot
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = flipper.bids(kick)
assert auction.bid == auction.tab
assert auction.lot == tend_lot
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
assert flipper.deal(kick).transact()
def test_should_tend_up_to_exactly_tab_if_bid_is_only_slightly_below_tab(
self, kick):
"""I assume the point of this test is that the bid increment should be ignored when `tend`ing the `tab`
to transition the auction into _dent_ phase."""
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
# when
auction = flipper.bids(kick)
assert auction.bid == Rad(0)
bid_price = Wad(auction.tab / Rad(tend_lot)) - Wad.from_number(0.01)
self.simulate_model_bid(self.mcd, self.collateral, model, bid_price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = flipper.bids(kick)
assert auction.bid < auction.tab
assert round(auction.bid, 2) == round(Rad(bid_price * tend_lot), 2)
assert auction.lot == tend_lot
# when
price_to_reach_tab = Wad(auction.tab / Rad(tend_lot)) + Wad(1)
self.simulate_model_bid(self.mcd, self.collateral, model,
price_to_reach_tab)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = flipper.bids(kick)
assert auction.bid == auction.tab
assert auction.lot == tend_lot
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
assert flipper.deal(kick).transact()
def test_should_overbid_itself_if_model_has_updated_the_price(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
# when
first_bid = Wad.from_number(15.0)
self.simulate_model_bid(self.mcd, self.collateral, model, first_bid)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert flipper.bids(kick).bid == Rad(first_bid * tend_lot)
# when
second_bid = Wad.from_number(20.0)
self.simulate_model_bid(self.mcd, self.collateral, model, second_bid)
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert flipper.bids(kick).bid == Rad(second_bid * tend_lot)
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
assert flipper.deal(kick).transact()
def test_should_increase_gas_price_of_pending_transactions_if_model_increases_gas_price(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
# when
bid_price = Wad.from_number(20.0)
reserve_dai(self.mcd, self.collateral, self.keeper_address,
bid_price * tend_lot * 2)
simulate_model_output(model=model, price=bid_price, gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model, price=bid_price, gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert flipper.bids(kick).bid == Rad(bid_price * tend_lot)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
assert flipper.deal(kick).transact()
def test_should_replace_pending_transactions_if_model_raises_bid_and_increases_gas_price(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
# when
reserve_dai(self.mcd, self.collateral, self.keeper_address,
Wad.from_number(35.0) * tend_lot * 2)
simulate_model_output(model=model,
price=Wad.from_number(15.0),
gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model,
price=Wad.from_number(20.0),
gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert flipper.bids(kick).bid == Rad(Wad.from_number(20.0) * tend_lot)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
assert flipper.deal(kick).transact()
def test_should_replace_pending_transactions_if_model_lowers_bid_and_increases_gas_price(
self, kick):
""" Assuming we want all bids to be submitted as soon as output from the model is parsed,
this test seems impractical. In real applications, the model would be unable to submit a lower bid. """
# given
(model, model_factory) = models(self.keeper, kick)
flipper = self.collateral.flipper
assert self.mcd.web3 == self.web3
# when
bid_price = Wad.from_number(20.0)
reserve_dai(self.mcd, self.collateral, self.keeper_address,
bid_price * tend_lot)
simulate_model_output(model=model,
price=Wad.from_number(20.0),
gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model,
price=Wad.from_number(15.0),
gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert flipper.bids(kick).bid == Rad(Wad.from_number(15.0) * tend_lot)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
assert flipper.deal(kick).transact()
def test_should_deal_when_we_won_the_auction(self, kick):
# given
flipper = self.collateral.flipper
# when
collateral_before = self.collateral.gem.balance_of(self.keeper_address)
# when
time_travel_by(self.web3, flipper.ttl() + 1)
lot_won = flipper.bids(kick).lot
assert lot_won > Wad(0)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
assert self.collateral.adapter.exit(
self.keeper_address,
lot_won).transact(from_address=self.keeper_address)
# then
collateral_after = self.collateral.gem.balance_of(self.keeper_address)
assert collateral_before < collateral_after
def test_should_not_deal_when_auction_finished_but_somebody_else_won(
self, kick, other_address):
# given
flipper = self.collateral.flipper
# and
bid = Rad.from_number(66)
self.tend_with_dai(self.mcd, self.collateral, flipper, kick,
other_address, bid)
assert flipper.bids(kick).bid == bid
# when
time_travel_by(self.web3, flipper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then ensure the bid hasn't been deleted
assert flipper.bids(kick).bid == bid
# cleanup
assert flipper.deal(kick).transact()
assert flipper.bids(kick).bid == Rad(0)
def test_should_obey_gas_price_provided_by_the_model(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.simulate_model_bid(self.mcd,
self.collateral,
model,
price=Wad.from_number(15.0),
gas_price=175000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.collateral.flipper.bids(kick).bid == Rad(
Wad.from_number(15.0) * tend_lot)
assert self.web3.eth.getBlock(
'latest',
full_transactions=True).transactions[0].gasPrice == 175000
def test_should_use_default_gas_price_if_not_provided_by_the_model(
self, kick):
# given
flipper = self.collateral.flipper
(model, model_factory) = models(self.keeper, kick)
# when
self.simulate_model_bid(self.mcd,
self.collateral,
model,
price=Wad.from_number(16.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert flipper.bids(kick).bid == Rad(Wad.from_number(16.0) * tend_lot)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
assert flipper.deal(kick).transact()
def test_should_change_gas_strategy_when_model_output_changes(self, kick):
# given
flipper = self.collateral.flipper
(model, model_factory) = models(self.keeper, kick)
# when
first_bid = Wad.from_number(3)
self.simulate_model_bid(self.mcd,
self.collateral,
model=model,
price=first_bid,
gas_price=2000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 2000
# when
second_bid = Wad.from_number(6)
self.simulate_model_bid(self.mcd,
self.collateral,
model=model,
price=second_bid)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert flipper.bids(kick).bid == Rad(second_bid * tend_lot)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
# when
third_bid = Wad.from_number(9)
new_gas_price = int(self.default_gas_price * 1.25)
self.simulate_model_bid(self.mcd,
self.collateral,
model=model,
price=third_bid,
gas_price=new_gas_price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert flipper.bids(kick).bid == Rad(third_bid * tend_lot)
assert self.web3.eth.getBlock(
'latest',
full_transactions=True).transactions[0].gasPrice == new_gas_price
# cleanup
time_travel_by(self.web3, flipper.ttl() + 1)
assert flipper.deal(kick).transact()
@classmethod
def teardown_class(cls):
flog_and_heal(web3(),
mcd(web3()),
past_blocks=1200,
require_heal=False)
class TestAuctionKeeperFlapper(TransactionIgnoringTest):
def setup_method(self):
self.web3 = Web3(HTTPProvider("http://localhost:8555"))
self.web3.eth.defaultAccount = self.web3.eth.accounts[0]
self.keeper_address = Address(self.web3.eth.defaultAccount)
self.gal_address = Address(self.web3.eth.accounts[1])
self.other_address = Address(self.web3.eth.accounts[2])
self.dai = DSToken.deploy(self.web3, 'DAI')
self.mkr = DSToken.deploy(self.web3, 'MKR')
self.flapper = Flapper.deploy(self.web3, self.dai.address,
self.mkr.address)
self.keeper = AuctionKeeper(args=args(
f"--eth-from {self.keeper_address} "
f"--flapper {self.flapper.address} "
f"--model ./bogus-model.sh"),
web3=self.web3)
self.keeper.approve()
# So that `gal_address` can kick auctions, it must have some DAI in its account
# and also Flapper must be approved to access it
self.dai.mint(Wad.from_number(5000000)).transact()
self.dai.transfer(self.gal_address,
Wad.from_number(5000000)).transact()
self.dai.approve(
self.flapper.address).transact(from_address=self.gal_address)
# So that `keeper_address` and `other_address` can bid in auctions,
# they both need to have MKR in their accounts.
self.mkr.mint(Wad.from_number(10000000)).transact()
self.mkr.transfer(self.other_address,
Wad.from_number(5000000)).transact()
self.model = MagicMock()
self.model.get_stance = MagicMock(return_value=None)
self.model_factory = self.keeper.auctions.model_factory
self.model_factory.create_model = MagicMock(return_value=self.model)
def simulate_model_output(self,
price: Wad,
gas_price: Optional[int] = None):
self.model.get_stance = MagicMock(
return_value=Stance(price=price, gas_price=gas_price))
def test_should_start_a_new_model_and_provide_it_with_info_on_auction_kick(
self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once_with(
Parameters(flipper=None,
flapper=self.flapper.address,
flopper=None,
id=1))
# and
assert self.model.send_status.call_args[0][0].id == 1
assert self.model.send_status.call_args[0][0].flipper is None
assert self.model.send_status.call_args[0][
0].flapper == self.flapper.address
assert self.model.send_status.call_args[0][0].flopper is None
assert self.model.send_status.call_args[0][0].bid == Wad.from_number(
10)
assert self.model.send_status.call_args[0][0].lot == Wad.from_number(
200)
assert self.model.send_status.call_args[0][0].tab is None
assert self.model.send_status.call_args[0][0].beg == Ray.from_number(
1.05)
assert self.model.send_status.call_args[0][0].guy == self.gal_address
assert self.model.send_status.call_args[0][0].era > 0
assert self.model.send_status.call_args[0][
0].end > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][0].tic == 0
assert self.model.send_status.call_args[0][0].price == Wad.from_number(
20.0)
def test_should_provide_model_with_updated_info_after_our_own_bid(self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.model.send_status.call_count == 1
# when
self.simulate_model_output(price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.model.send_status.call_count > 1
# and
assert self.model.send_status.call_args[0][0].id == 1
assert self.model.send_status.call_args[0][0].flipper is None
assert self.model.send_status.call_args[0][
0].flapper == self.flapper.address
assert self.model.send_status.call_args[0][0].flopper is None
assert self.model.send_status.call_args[0][0].bid == Wad.from_number(
20)
assert self.model.send_status.call_args[0][0].lot == Wad.from_number(
200)
assert self.model.send_status.call_args[0][0].tab is None
assert self.model.send_status.call_args[0][0].beg == Ray.from_number(
1.05)
assert self.model.send_status.call_args[0][
0].guy == self.keeper_address
assert self.model.send_status.call_args[0][0].era > 0
assert self.model.send_status.call_args[0][
0].end > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][
0].tic > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][0].price == Wad.from_number(
10.0)
def test_should_provide_model_with_updated_info_after_somebody_else_bids(
self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.model.send_status.call_count == 1
# when
self.flapper.approve(directly(from_address=self.other_address))
self.flapper.tend(
1, Wad.from_number(200),
Wad.from_number(40)).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.model.send_status.call_count > 1
# and
assert self.model.send_status.call_args[0][0].id == 1
assert self.model.send_status.call_args[0][0].flipper is None
assert self.model.send_status.call_args[0][
0].flapper == self.flapper.address
assert self.model.send_status.call_args[0][0].flopper is None
assert self.model.send_status.call_args[0][0].bid == Wad.from_number(
40)
assert self.model.send_status.call_args[0][0].lot == Wad.from_number(
200)
assert self.model.send_status.call_args[0][0].tab is None
assert self.model.send_status.call_args[0][0].beg == Ray.from_number(
1.05)
assert self.model.send_status.call_args[0][0].guy == self.other_address
assert self.model.send_status.call_args[0][0].era > 0
assert self.model.send_status.call_args[0][
0].end > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][
0].tic > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][0].price == Wad.from_number(
5.0)
def test_should_terminate_model_if_auction_expired_due_to_tau(self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_not_called()
# when
time_travel_by(self.web3, self.flapper.tau() + 5)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_expired_due_to_ttl_and_somebody_else_won_it(
self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_not_called()
# when
self.flapper.approve(directly(from_address=self.other_address))
self.flapper.tend(
1, Wad.from_number(200),
Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flapper.ttl() + 5)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_is_dealt(self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_not_called()
# when
self.flapper.approve(directly(from_address=self.other_address))
self.flapper.tend(
1, Wad.from_number(200),
Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flapper.ttl() + 5)
# and
self.flapper.deal(1).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_called_once()
def test_should_not_instantiate_model_if_auction_is_dealt(self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# and
self.flapper.approve(directly(from_address=self.other_address))
self.flapper.tend(
1, Wad.from_number(200),
Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flapper.ttl() + 5)
# and
self.flapper.deal(1).transact(from_address=self.other_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_not_called()
def test_should_not_do_anything_if_no_output_from_model(self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
previous_block_number = self.web3.eth.blockNumber
# when
# [no output from model]
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.blockNumber == previous_block_number
def test_should_make_initial_bid(self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flapper.bids(1)
assert round(auction.lot / auction.bid,
2) == round(Wad.from_number(10.0), 2)
assert self.dai.balance_of(self.keeper_address) == Wad(0)
def test_should_bid_even_if_there_is_already_a_bidder(self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# and
self.flapper.approve(directly(from_address=self.other_address))
self.flapper.tend(
1, Wad.from_number(200),
Wad.from_number(16)).transact(from_address=self.other_address)
assert self.flapper.bids(1).bid == Wad.from_number(16)
# when
self.simulate_model_output(price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flapper.bids(1)
assert round(auction.lot / auction.bid,
2) == round(Wad.from_number(10.0), 2)
assert self.dai.balance_of(self.keeper_address) == Wad(0)
def test_should_overbid_itself_if_model_has_updated_the_price(self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flapper.bids(1).bid == Wad.from_number(20.0)
# when
self.simulate_model_output(price=Wad.from_number(5.0))
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flapper.bids(1).bid == Wad.from_number(40.0)
def test_should_increase_gas_price_of_pending_transactions_if_model_increases_gas_price(
self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(10.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
# and
time.sleep(5)
# and
self.end_ignoring_transactions()
# and
self.simulate_model_output(price=Wad.from_number(10.0), gas_price=15)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flapper.bids(1).bid == Wad.from_number(20.0)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
def test_should_replace_pending_transactions_if_model_raises_bid_and_increases_gas_price(
self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(10.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
# and
time.sleep(5)
# and
self.end_ignoring_transactions()
# and
self.simulate_model_output(price=Wad.from_number(5.0), gas_price=15)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flapper.bids(1).bid == Wad.from_number(40.0)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
def test_should_replace_pending_transactions_if_model_lowers_bid_and_increases_gas_price(
self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(10.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
# and
time.sleep(5)
# and
self.end_ignoring_transactions()
# and
self.simulate_model_output(price=Wad.from_number(8.0), gas_price=15)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flapper.bids(1).bid == Wad.from_number(25.0)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
def test_should_not_bid_on_rounding_errors_with_small_amounts(self):
# given
self.flapper.kick(self.gal_address, Wad(20),
Wad(1)).transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(9.95))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flapper.bids(1).bid == Wad(2)
# when
tx_count = self.web3.eth.getTransactionCount(
self.keeper_address.address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.getTransactionCount(
self.keeper_address.address) == tx_count
def test_should_deal_when_we_won_the_auction(self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flapper.bids(1)
assert round(auction.lot / auction.bid,
2) == round(Wad.from_number(10.0), 2)
assert self.dai.balance_of(self.keeper_address) == Wad(0)
# when
time_travel_by(self.web3, self.flapper.ttl() + 5)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.dai.balance_of(self.keeper_address) > Wad(0)
def test_should_not_deal_when_auction_finished_but_somebody_else_won(self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# and
self.flapper.approve(directly(from_address=self.other_address))
self.flapper.tend(
1, Wad.from_number(200),
Wad.from_number(16)).transact(from_address=self.other_address)
assert self.flapper.bids(1).bid == Wad.from_number(16)
# when
time_travel_by(self.web3, self.flapper.ttl() + 5)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.dai.balance_of(self.other_address) == Wad(0)
def test_should_obey_gas_price_provided_by_the_model(self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(10.0),
gas_price=175000)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock(
'latest',
full_transactions=True).transactions[0].gasPrice == 175000
def test_should_use_default_gas_price_if_not_provided_by_the_model(self):
# given
self.flapper.kick(
self.gal_address, Wad.from_number(200),
Wad.from_number(10)).transact(from_address=self.gal_address)
# when
self.simulate_model_output(price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock(
'latest', full_transactions=True
).transactions[0].gasPrice == self.web3.eth.gasPrice
class TestAuctionKeeperFlapper(TransactionIgnoringTest):
def setup_method(self):
self.web3 = web3()
self.our_address = our_address(self.web3)
self.keeper_address = keeper_address(self.web3)
self.other_address = other_address(self.web3)
self.gal_address = gal_address(self.web3)
self.mcd = mcd(self.web3)
self.flapper = self.mcd.flapper
self.flapper.approve(self.mcd.mkr.address,
directly(from_address=self.other_address))
self.keeper = AuctionKeeper(args=args(
f"--eth-from {self.keeper_address} "
f"--type flap "
f"--network testnet "
f"--model ./bogus-model.sh"),
web3=self.web3)
self.keeper.approve()
mint_mkr(self.mcd.mkr, self.keeper_address, Wad.from_number(50000))
mint_mkr(self.mcd.mkr, self.other_address, Wad.from_number(50000))
def test_should_detect_flap(self, web3, mcd, c, gal_address,
keeper_address):
# given some MKR is available to the keeper and a count of flap auctions
mint_mkr(mcd.mkr, keeper_address, Wad.from_number(50000))
kicks = mcd.flapper.kicks()
# when surplus is generated
create_cdp_with_surplus(mcd, c, gal_address)
self.keeper.check_flap()
wait_for_other_threads()
# then ensure another flap auction was kicked off
assert mcd.flapper.kicks() == kicks + 1
# clean up by letting the auction expire
time_travel_by(web3, mcd.flapper.tau() + 1)
def test_should_start_a_new_model_and_provide_it_with_info_on_auction_kick(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once_with(
Parameters(flipper=None,
flapper=self.flapper.address,
flopper=None,
id=kick))
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper is None
assert status.flapper == self.flapper.address
assert status.flopper is None
assert status.bid == Wad(0)
assert status.lot == self.mcd.vow.bump()
assert status.tab is None
assert status.beg == Ray.from_number(1.05)
assert status.guy == self.mcd.vow.address
assert status.era > 0
assert status.end < status.era + self.flapper.tau() + 1
assert status.tic == 0
assert status.price is None
def test_should_provide_model_with_updated_info_after_our_own_bid(self):
# given
kick = self.flapper.kicks()
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
simulate_model_output(model=model, price=Wad.from_number(9))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper is None
assert status.flapper == self.flapper.address
assert status.flopper is None
assert status.bid == Wad(
self.flapper.bids(kick).lot / Rad.from_number(9))
assert status.lot == self.mcd.vow.bump()
assert status.tab is None
assert status.beg == Ray.from_number(1.05)
assert status.guy == self.keeper_address
assert status.era > 0
assert status.end > status.era
assert status.tic > status.era
assert round(status.price, 2) == round(Wad.from_number(9), 2)
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_provide_model_with_updated_info_after_somebody_else_bids(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
auction = self.flapper.bids(kick)
assert Wad.from_number(40) > auction.bid
assert self.flapper.tend(
kick, auction.lot,
Wad.from_number(40)).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
auction = self.flapper.bids(kick)
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper is None
assert status.flapper == self.flapper.address
assert status.flopper is None
assert status.bid == Wad.from_number(40)
assert status.lot == auction.lot
assert status.tab is None
assert status.beg == Ray.from_number(1.05)
assert status.guy == self.other_address
assert status.era > 0
assert status.end > status.era
assert status.tic > status.era
assert status.price == Wad(auction.lot / Rad(auction.bid))
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_terminate_model_if_auction_expired_due_to_tau(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
time_travel_by(self.web3, self.flapper.tau() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_expired_due_to_ttl_and_somebody_else_won_it(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
auction = self.flapper.bids(kick)
assert self.flapper.tend(
kick, auction.lot,
Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_is_dealt(self, kick):
# given
kick = self.flapper.kicks()
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
auction = self.flapper.bids(kick)
assert self.flapper.tend(
kick, auction.lot,
Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
assert self.flapper.deal(kick).transact(
from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_not_instantiate_model_if_auction_is_dealt(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# and
auction = self.flapper.bids(kick)
self.flapper.tend(
kick, auction.lot,
Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
self.flapper.deal(kick).transact(from_address=self.other_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_not_called()
def test_should_not_do_anything_if_no_output_from_model(self, kick):
# given
previous_block_number = self.web3.eth.blockNumber
# when
# [no output from model]
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.blockNumber == previous_block_number
def test_should_make_initial_bid(self):
# given
kick = self.flapper.kicks()
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flapper.bids(kick)
assert round(Wad(auction.lot) / auction.bid,
2) == round(Wad.from_number(10.0), 2)
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_bid_even_if_there_is_already_a_bidder(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# and
auction = self.flapper.bids(kick)
assert self.flapper.tend(
kick, auction.lot,
Wad.from_number(16)).transact(from_address=self.other_address)
assert self.flapper.bids(kick).bid == Wad.from_number(16)
# when
simulate_model_output(model=model, price=Wad.from_number(0.0000005))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flapper.bids(kick)
assert round(Wad(auction.lot) / auction.bid,
2) == round(Wad.from_number(0.0000005), 2)
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_overbid_itself_if_model_has_updated_the_price(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
first_bid = Wad.from_number(0.0000004)
simulate_model_output(model=model, price=first_bid)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot / Rad(first_bid))
# when
second_bid = Wad.from_number(0.0000003)
simulate_model_output(model=model, price=second_bid)
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot / Rad(second_bid))
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_increase_gas_price_of_pending_transactions_if_model_increases_gas_price(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
simulate_model_output(model=model,
price=Wad.from_number(10.0),
gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model,
price=Wad.from_number(10.0),
gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot) / Wad.from_number(10.0)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_replace_pending_transactions_if_model_raises_bid_and_increases_gas_price(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
simulate_model_output(model=model,
price=Wad.from_number(9.0),
gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
time.sleep(2)
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model,
price=Wad.from_number(8.0),
gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert round(self.flapper.bids(kick).bid,
2) == round(Wad(lot / Rad.from_number(8.0)), 2)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
@pytest.mark.skip(
"complexities replacing the transaction need to be sorted")
def test_should_replace_pending_transactions_if_model_lowers_bid_and_increases_gas_price(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
simulate_model_output(model=model,
price=Wad.from_number(10.0),
gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model,
price=Wad.from_number(8.0),
gas_price=15)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot) / Wad.from_number(8.0)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_not_bid_on_rounding_errors_with_small_amounts(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# when
price = Wad.from_number(9.0) - Wad(5)
simulate_model_output(model=model, price=price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad(lot) / Wad(price)
# when
tx_count = self.web3.eth.getTransactionCount(
self.keeper_address.address)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getTransactionCount(
self.keeper_address.address) == tx_count
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
def test_should_deal_when_we_won_the_auction(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(8.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flapper.bids(kick)
assert auction.bid > Wad(0)
assert round(Wad(auction.lot) / auction.bid,
2) == round(Wad.from_number(8.0), 2)
dai_before = self.mcd.vat.dai(self.keeper_address)
# when
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
dai_after = self.mcd.vat.dai(self.keeper_address)
# then
assert dai_before < dai_after
def test_should_not_deal_when_auction_finished_but_somebody_else_won(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
lot = self.flapper.bids(kick).lot
# and
assert self.flapper.tend(
kick, lot,
Wad.from_number(16)).transact(from_address=self.other_address)
assert self.flapper.bids(kick).bid == Wad.from_number(16)
# when
time_travel_by(self.web3, self.flapper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flapper.bids(kick).bid == Wad.from_number(16)
def test_should_obey_gas_price_provided_by_the_model(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model,
price=Wad.from_number(10.0),
gas_price=175000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock(
'latest',
full_transactions=True).transactions[0].gasPrice == 175000
def test_should_use_default_gas_price_if_not_provided_by_the_model(self):
# given
kick = self.flapper.kicks()
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.web3.eth.gasPrice
# cleanup
time_travel_by(self.web3, self.flapper.ttl() + 1)
assert self.flapper.deal(kick).transact()
@classmethod
def teardown_class(cls):
cls.mcd = mcd(web3())
cls.liquidate_urn(web3(), cls.mcd, c(cls.mcd), gal_address(web3()),
our_address(web3()))
@classmethod
def liquidate_urn(cls, web3, mcd, c, gal_address, our_address):
# Ensure the CDP isn't safe
urn = mcd.vat.urn(c.ilk, gal_address)
dart = max_dart(mcd, c, gal_address) - Wad.from_number(1)
assert mcd.vat.frob(c.ilk, gal_address, Wad(0),
dart).transact(from_address=gal_address)
set_collateral_price(mcd, c, Wad.from_number(66))
assert not is_cdp_safe(mcd.vat.ilk(c.ilk.name), urn)
# Bite and kick off the auction
kick = bite(mcd, c, urn)
assert kick > 0
# Bid on and win the auction
auction = c.flipper.bids(kick)
bid = Wad(auction.tab) + Wad(1)
reserve_dai(mcd, c, our_address, bid)
c.flipper.approve(
mcd.vat.address,
approval_function=hope_directly(from_address=our_address))
assert c.flipper.tend(kick, auction.lot,
auction.tab).transact(from_address=our_address)
time_travel_by(web3, c.flipper.ttl() + 1)
assert c.flipper.deal(kick).transact()
set_collateral_price(mcd, c, Wad.from_number(200))
urn = mcd.vat.urn(c.ilk, gal_address)
assert urn.ink == Wad(0)
assert urn.art == Wad(0)
class TestAuctionKeeperFlopper(TransactionIgnoringTest):
def setup_method(self):
self.web3 = web3()
self.our_address = our_address(self.web3)
self.keeper_address = keeper_address(self.web3)
self.other_address = other_address(self.web3)
self.gal_address = gal_address(self.web3)
self.mcd = mcd(self.web3)
self.flopper = self.mcd.flopper
self.flopper.approve(
self.mcd.vat.address,
approval_function=hope_directly(from_address=self.keeper_address))
self.flopper.approve(
self.mcd.vat.address,
approval_function=hope_directly(from_address=self.other_address))
self.keeper = AuctionKeeper(args=args(
f"--eth-from {self.keeper_address} "
f"--type flop "
f"--from-block 1 "
f"--model ./bogus-model.sh"),
web3=self.web3)
self.keeper.approve()
assert isinstance(self.keeper.gas_price, DynamicGasPrice)
self.default_gas_price = self.keeper.gas_price.get_gas_price(0)
reserve_dai(self.mcd, self.mcd.collaterals['ETH-C'],
self.keeper_address, Wad.from_number(200.00000))
reserve_dai(self.mcd, self.mcd.collaterals['ETH-C'],
self.other_address, Wad.from_number(200.00000))
self.sump = self.mcd.vow.sump() # Rad
def dent(self, id: int, address: Address, lot: Wad, bid: Rad):
assert (isinstance(id, int))
assert (isinstance(lot, Wad))
assert (isinstance(bid, Rad))
assert self.flopper.live() == 1
current_bid = self.flopper.bids(id)
assert current_bid.guy != Address(
"0x0000000000000000000000000000000000000000")
assert current_bid.tic > datetime.now().timestamp(
) or current_bid.tic == 0
assert current_bid.end > datetime.now().timestamp()
assert bid == current_bid.bid
assert Wad(0) < lot < current_bid.lot
assert self.flopper.beg() * lot <= current_bid.lot
assert self.flopper.dent(id, lot, bid).transact(from_address=address)
def lot_implies_price(self, kick: int, price: Wad) -> bool:
return round(Rad(self.flopper.bids(kick).lot),
2) == round(self.sump / Rad(price), 2)
def test_should_detect_flop(self, web3, c, mcd, other_address,
keeper_address):
# given a count of flop auctions
reserve_dai(mcd, c, keeper_address, Wad.from_number(230))
kicks = mcd.flopper.kicks()
# and an undercollateralized CDP is bitten
unsafe_cdp = create_unsafe_cdp(mcd,
c,
Wad.from_number(1),
other_address,
draw_dai=False)
assert mcd.cat.bite(unsafe_cdp.ilk, unsafe_cdp).transact()
# when the auction ends without debt being covered
time_travel_by(web3, c.flipper.tau() + 1)
# then ensure testchain is in the appropriate state
joy = mcd.vat.dai(mcd.vow.address)
awe = mcd.vat.sin(mcd.vow.address)
woe = (mcd.vat.sin(mcd.vow.address) - mcd.vow.sin()) - mcd.vow.ash()
sin = mcd.vow.sin()
sump = mcd.vow.sump()
wait = mcd.vow.wait()
assert joy < awe
assert woe + sin >= sump
assert wait == 0
# when
self.keeper.check_flop()
wait_for_other_threads()
# then ensure another flop auction was kicked off
assert mcd.flopper.kicks() == kicks + 1
# clean up by letting the auction expire
time_travel_by(web3, mcd.flopper.tau() + 1)
def test_should_start_a_new_model_and_provide_it_with_info_on_auction_kick(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once_with(
Parameters(flipper=None,
flapper=None,
flopper=self.flopper.address,
id=kick))
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper is None
assert status.flapper is None
assert status.flopper == self.flopper.address
assert status.bid > Rad.from_number(0)
assert status.lot == self.mcd.vow.dump()
assert status.tab is None
assert status.beg > Wad.from_number(1)
assert status.guy == self.mcd.vow.address
assert status.era > 0
assert status.end < status.era + self.flopper.tau() + 1
assert status.tic == 0
assert status.price == Wad(status.bid / Rad(status.lot))
def test_should_provide_model_with_updated_info_after_our_own_bid(self):
# given
kick = self.flopper.kicks()
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
price = Wad.from_number(50.0)
simulate_model_output(model=model, price=price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count > 1
last_bid = self.flopper.bids(kick)
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper is None
assert status.flapper is None
assert status.flopper == self.flopper.address
assert status.bid == last_bid.bid
assert status.lot == Wad(last_bid.bid / Rad(price))
assert status.tab is None
assert status.beg > Wad.from_number(1)
assert status.guy == self.keeper_address
assert status.era > 0
assert status.end > status.era
assert status.tic > status.era
assert status.price == price
# cleanup
time_travel_by(self.web3, self.flopper.ttl() + 1)
assert self.flopper.deal(kick).transact()
def test_should_provide_model_with_updated_info_after_somebody_else_bids(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
lot = Wad.from_number(0.0000001)
assert self.flopper.dent(
kick, lot, self.sump).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == kick
assert status.flipper is None
assert status.flapper is None
assert status.flopper == self.flopper.address
assert status.bid == self.sump
assert status.lot == lot
assert status.tab is None
assert status.beg > Wad.from_number(1)
assert status.guy == self.other_address
assert status.era > 0
assert status.end > status.era
assert status.tic > status.era
assert status.price == Wad(self.sump / Rad(lot))
# cleanup
time_travel_by(self.web3, self.flopper.ttl() + 1)
assert self.flopper.deal(kick).transact()
def test_should_terminate_model_if_auction_expired_due_to_tau(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
time_travel_by(self.web3, self.flopper.tau() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_expired_due_to_ttl_and_somebody_else_won_it(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
self.dent(kick, self.other_address, Wad.from_number(0.000015),
self.sump)
# and
time_travel_by(self.web3, self.flopper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
# cleanup
assert self.flopper.deal(kick).transact()
def test_should_terminate_model_if_auction_is_dealt(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
self.dent(kick, self.other_address, Wad.from_number(0.000016),
self.sump)
# and
time_travel_by(self.web3, self.flopper.ttl() + 1)
# and
self.flopper.deal(kick).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_not_instantiate_model_if_auction_is_dealt(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# and
self.dent(kick, self.other_address, Wad.from_number(0.000017),
self.sump)
# and
time_travel_by(self.web3, self.flopper.ttl() + 1)
# and
assert self.flopper.deal(kick).transact(
from_address=self.other_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_not_called()
def test_should_not_do_anything_if_no_output_from_model(self, kick):
# given
previous_block_number = self.web3.eth.blockNumber
# when
# [no output from model]
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.blockNumber == previous_block_number
def test_should_make_initial_bid(self):
# given
kick = self.flopper.kicks()
(model, model_factory) = models(self.keeper, kick)
mkr_before = self.mcd.mkr.balance_of(self.keeper_address)
# when
simulate_model_output(model=model, price=Wad.from_number(575.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flopper.bids(kick)
assert round(auction.bid / Rad(auction.lot),
2) == round(Rad.from_number(575.0), 2)
mkr_after = self.mcd.mkr.balance_of(self.keeper_address)
assert mkr_before == mkr_after
# cleanup
time_travel_by(self.web3, self.flopper.ttl() + 1)
assert self.flopper.deal(kick).transact()
def test_should_bid_even_if_there_is_already_a_bidder(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
mkr_before = self.mcd.mkr.balance_of(self.keeper_address)
# and
lot = Wad.from_number(0.000016)
assert self.flopper.dent(
kick, lot, self.sump).transact(from_address=self.other_address)
assert self.flopper.bids(kick).lot == lot
# when
simulate_model_output(model=model, price=Wad.from_number(825.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.flopper.bids(kick)
assert auction.lot != lot
assert round(auction.bid / Rad(auction.lot),
2) == round(Rad.from_number(825.0), 2)
mkr_after = self.mcd.mkr.balance_of(self.keeper_address)
assert mkr_before == mkr_after
# cleanup
time_travel_by(self.web3, self.flopper.ttl() + 1)
assert self.flopper.deal(kick).transact()
def test_should_overbid_itself_if_model_has_updated_the_price(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(100.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert round(Rad(self.flopper.bids(kick).lot),
2) == round(self.sump / Rad.from_number(100.0), 2)
# when
simulate_model_output(model=model, price=Wad.from_number(110.0))
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.lot_implies_price(kick, Wad.from_number(110.0))
# cleanup
time_travel_by(self.web3, self.flopper.ttl() + 1)
assert self.flopper.deal(kick).transact()
def test_should_increase_gas_price_of_pending_transactions_if_model_increases_gas_price(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model,
price=Wad.from_number(120.0),
gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model,
price=Wad.from_number(120.0),
gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.lot_implies_price(kick, Wad.from_number(120.0))
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.flopper.ttl() + 1)
assert self.flopper.deal(kick).transact()
def test_should_replace_pending_transactions_if_model_raises_bid_and_increases_gas_price(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model,
price=Wad.from_number(50.0),
gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
time.sleep(2)
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model,
price=Wad.from_number(60.0),
gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.lot_implies_price(kick, Wad.from_number(60.0))
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.flopper.ttl() + 1)
assert self.flopper.deal(kick).transact()
def test_should_replace_pending_transactions_if_model_lowers_bid_and_increases_gas_price(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model,
price=Wad.from_number(80.0),
gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
# and
time.sleep(2)
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model,
price=Wad.from_number(70.0),
gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.lot_implies_price(kick, Wad.from_number(70.0))
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.flopper.ttl() + 1)
assert self.flopper.deal(kick).transact()
def test_should_not_bid_on_rounding_errors_with_small_amounts(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(1400.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flopper.bids(kick).lot == Wad(self.sump /
Rad.from_number(1400.0))
# when
tx_count = self.web3.eth.getTransactionCount(
self.keeper_address.address)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getTransactionCount(
self.keeper_address.address) == tx_count
def test_should_deal_when_we_won_the_auction(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(825.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.lot_implies_price(kick, Wad.from_number(825.0))
mkr_before = self.mcd.mkr.balance_of(self.keeper_address)
# when
time_travel_by(self.web3, self.flopper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
mkr_after = self.mcd.mkr.balance_of(self.keeper_address)
assert mkr_before < mkr_after
def test_should_not_deal_when_auction_finished_but_somebody_else_won(
self, kick):
# given
mkr_before = self.mcd.mkr.balance_of(self.keeper_address)
# and
self.dent(kick, self.other_address, Wad.from_number(0.000015),
self.sump)
assert self.flopper.bids(kick).lot == Wad.from_number(0.000015)
# when
time_travel_by(self.web3, self.flopper.ttl() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
mkr_after = self.mcd.mkr.balance_of(self.keeper_address)
assert mkr_before == mkr_after
def test_should_obey_gas_price_provided_by_the_model(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model,
price=Wad.from_number(800.0),
gas_price=175000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flopper.bids(kick).guy == self.keeper_address
assert self.web3.eth.getBlock(
'latest',
full_transactions=True).transactions[0].gasPrice == 175000
# cleanup
time_travel_by(self.web3, self.flopper.ttl() + 1)
assert self.flopper.deal(kick).transact()
def test_should_use_default_gas_price_if_not_provided_by_the_model(
self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
simulate_model_output(model=model, price=Wad.from_number(850.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.flopper.bids(kick).guy == self.keeper_address
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
# cleanup
time_travel_by(self.web3, self.flopper.ttl() + 1)
assert self.flopper.deal(kick).transact()
def test_should_change_gas_strategy_when_model_output_changes(self, kick):
# given
(model, model_factory) = models(self.keeper, kick)
# when
first_bid = Wad.from_number(90)
simulate_model_output(model=model, price=first_bid, gas_price=2000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 2000
# when
second_bid = Wad.from_number(100)
simulate_model_output(model=model, price=second_bid)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert round(Rad(self.flopper.bids(kick).lot),
2) == round(self.sump / Rad(second_bid), 2)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
# when
third_bid = Wad.from_number(110)
new_gas_price = int(self.default_gas_price * 1.25)
simulate_model_output(model=model,
price=third_bid,
gas_price=new_gas_price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert round(Rad(self.flopper.bids(kick).lot),
2) == round(self.sump / Rad(third_bid), 2)
assert self.web3.eth.getBlock(
'latest',
full_transactions=True).transactions[0].gasPrice == new_gas_price
# cleanup
time_travel_by(self.web3, self.flopper.ttl() + 1)
assert self.flopper.deal(kick).transact()
@classmethod
def teardown_class(cls):
cls.cleanup_debt(web3(), mcd(web3()), other_address(web3()))
@classmethod
def cleanup_debt(cls, web3, mcd, address):
# Cancel out surplus and debt
dai_vow = mcd.vat.dai(mcd.vow.address)
assert dai_vow <= mcd.vow.woe()
assert mcd.vow.heal(dai_vow).transact()
class TestAuctionKeeperFixedDiscountCollateralAuctionHouse(TransactionIgnoringTest):
def teardown_method(self, test_method):
pass
def setup_class(self):
""" I'm excluding initialization of a specific collateral perchance we use multiple collaterals
to improve test speeds. This prevents us from instantiating the keeper as a class member. """
self.web3 = get_web3()
self.geb = get_geb(self.web3)
self.keeper_address = get_keeper_address(self.web3)
self.collateral = self.geb.collaterals['ETH-B']
self.min_auction = self.collateral.collateral_auction_house.auctions_started() + 1
self.keeper = AuctionKeeper(args=args(f"--eth-from {self.keeper_address.address} "
f"--type collateral "
f"--from-block 200 "
f"--min-auction {self.min_auction} "
f"--model ../models/collateral_model.sh "
f"--collateral-type {self.collateral.collateral_type.name}"), web3=self.geb.web3)
self.keeper.approve()
assert isinstance(self.keeper.gas_price, DynamicGasPrice)
self.default_gas_price = self.keeper.gas_price.get_gas_price(0)
@staticmethod
def collateral_balance(address: Address, c: Collateral) -> Wad:
assert (isinstance(address, Address))
assert (isinstance(c, Collateral))
return Wad(c.collateral.balance_of(address))
@staticmethod
def buy_collateral(collateral_auction_house: FixedDiscountCollateralAuctionHouse, id: int, address: Address,
bid_amount: Wad):
assert (isinstance(collateral_auction_house, FixedDiscountCollateralAuctionHouse))
assert (isinstance(id, int))
assert (isinstance(bid_amount, Wad))
current_bid = collateral_auction_house.bids(id)
assert current_bid.auction_deadline > datetime.now().timestamp()
assert bid_amount <= Wad(current_bid.amount_to_raise)
assert collateral_auction_house.buy_collateral(id, bid_amount).transact(from_address=address)
@staticmethod
def buy_collateral_with_system_coin(geb: GfDeployment, c: Collateral, collateral_auction_house: FixedDiscountCollateralAuctionHouse,
id: int, address: Address, bid_amount: Wad):
assert (isinstance(geb, GfDeployment))
assert (isinstance(c, Collateral))
assert (isinstance(collateral_auction_house, FixedDiscountCollateralAuctionHouse))
assert (isinstance(id, int))
assert (isinstance(bid_amount, Wad))
collateral_auction_house.approve(collateral_auction_house.safe_engine(),
approval_function=approve_safe_modification_directly(from_address=address))
previous_bid = collateral_auction_house.bids(id)
c.approve(address)
reserve_system_coin(geb, c, address, bid_amount, extra_collateral=Wad.from_number(2))
TestAuctionKeeperFixedDiscountCollateralAuctionHouse.buy_collateral(collateral_auction_house, id, address, bid_amount)
def simulate_model_bid(self, geb: GfDeployment, c: Collateral, model: object,
gas_price: Optional[int] = None):
assert (isinstance(geb, GfDeployment))
assert (isinstance(c, Collateral))
assert (isinstance(gas_price, int)) or gas_price is None
collateral_auction_house = c.collateral_auction_house
initial_bid = collateral_auction_house.bids(model.id)
assert initial_bid.amount_to_sell > Wad(0)
our_bid = Wad.from_number(500) * initial_bid.amount_to_sell
reserve_system_coin(geb, c, self.keeper_address, our_bid, extra_collateral=Wad.from_number(2))
simulate_model_output(model=model, price=Wad.from_number(500), gas_price=gas_price)
def test_collateral_auction_house_address(self):
""" Sanity check ensures the keeper fixture is looking at the correct collateral """
assert self.keeper.collateral_auction_house.address == self.collateral.collateral_auction_house.address
def test_should_start_a_new_model_and_provide_it_with_info_on_auction_start(self, auction_id, other_address):
# given
collateral_auction_house = self.collateral.collateral_auction_house
if not isinstance(collateral_auction_house, FixedDiscountCollateralAuctionHouse):
return
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
initial_bid = self.collateral.collateral_auction_house.bids(auction_id)
# then
model_factory.create_model.assert_called_once_with(Parameters(collateral_auction_house=collateral_auction_house.address,
surplus_auction_house=None,
debt_auction_house=None,
id=auction_id))
# and
status = model.send_status.call_args[0][0]
assert status.id == auction_id
assert status.collateral_auction_house == collateral_auction_house.address
assert status.surplus_auction_house is None
assert status.debt_auction_house is None
assert status.amount_to_sell == initial_bid.amount_to_sell
assert status.amount_to_raise == initial_bid.amount_to_raise
assert status.block_time > 0
assert status.auction_deadline < status.block_time + collateral_auction_house.total_auction_length() + 1
# cleanup
TestAuctionKeeperFixedDiscountCollateralAuctionHouse.buy_collateral_with_system_coin(self.geb, self.collateral, collateral_auction_house, auction_id, other_address, Wad.from_number(30))
def test_should_provide_model_with_updated_info_after_our_partial_bid(self, auction_id):
# given
collateral_auction_house = self.collateral.collateral_auction_house
if not isinstance(collateral_auction_house, FixedDiscountCollateralAuctionHouse):
return
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
initial_status = collateral_auction_house.bids(model.id)
# then
assert model.send_status.call_count == 1
# when bidding less than the full amount
our_balance = Wad(initial_status.amount_to_raise) / Wad.from_number(2)
reserve_system_coin(self.geb, self.collateral, self.keeper_address, our_balance)
assert initial_status.amount_to_raise != Rad(0)
assert self.geb.safe_engine.coin_balance(self.keeper_address) > Rad(0)
# Make our balance lte half of the auction size
half_amount_to_raise = initial_status.amount_to_raise / Rad.from_number(2)
if self.geb.safe_engine.coin_balance(self.keeper_address) >= half_amount_to_raise:
burn_amount = self.geb.safe_engine.coin_balance(self.keeper_address) - half_amount_to_raise
assert burn_amount < self.geb.safe_engine.coin_balance(self.keeper_address)
self.geb.safe_engine.transfer_internal_coins(self.keeper_address, Address("0x0000000000000000000000000000000000000000"), burn_amount).transact()
assert self.geb.safe_engine.coin_balance(self.keeper_address) <= half_amount_to_raise
assert self.geb.safe_engine.coin_balance(self.keeper_address) > Rad(0)
simulate_model_output(model=model, price=None)
self.keeper.check_for_bids()
# and checking auction status and sending auction status to model
self.keeper.check_all_auctions()
wait_for_other_threads()
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count > 1
# ensure our bid was processed
current_status = collateral_auction_house.bids(model.id)
assert current_status.amount_to_raise == initial_status.amount_to_raise
assert current_status.amount_to_sell == initial_status.amount_to_sell
assert current_status.auction_deadline == initial_status.auction_deadline
assert current_status.raised_amount == Rad(our_balance)
# and the last status sent to our model reflects our bid
status = model.send_status.call_args[0][0]
assert status.id == auction_id
assert status.collateral_auction_house == collateral_auction_house.address
assert status.surplus_auction_house is None
assert status.debt_auction_house is None
assert status.amount_to_sell == initial_status.amount_to_sell
assert status.amount_to_raise == initial_status.amount_to_raise
assert status.raised_amount == Rad(our_balance)
assert status.auction_deadline == initial_status.auction_deadline
# and auction is still active
final_status = collateral_auction_house.bids(model.id)
assert final_status.amount_to_raise == initial_status.amount_to_raise
assert final_status.amount_to_sell == initial_status.amount_to_sell
assert final_status.auction_deadline == initial_status.auction_deadline
assert final_status.raised_amount == Rad(our_balance)
#cleanup
our_balance = Wad(initial_status.amount_to_raise) + Wad(1)
reserve_system_coin(self.geb, self.collateral, self.keeper_address, our_balance)
assert self.geb.safe_engine.coin_balance(self.keeper_address) >= initial_status.amount_to_raise
simulate_model_output(model=model, price=None)
self.keeper.check_for_bids()
self.keeper.check_all_auctions()
wait_for_other_threads()
# ensure auction has been deleted
current_status = collateral_auction_house.bids(model.id)
assert current_status.raised_amount == Rad(0)
assert current_status.sold_amount == Wad(0)
assert current_status.amount_to_raise == Rad(0)
assert current_status.amount_to_sell == Wad(0)
assert current_status.auction_deadline == 0
assert current_status.raised_amount == Rad(0)
def test_auction_deleted_after_our_full_bid(self, auction_id):
# given
collateral_auction_house = self.collateral.collateral_auction_house
if not isinstance(collateral_auction_house, FixedDiscountCollateralAuctionHouse):
return
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
initial_status = collateral_auction_house.bids(model.id)
# then
assert model.send_status.call_count == 1
# when bidding the full amount
our_bid = Wad(initial_status.amount_to_raise) + Wad(1)
reserve_system_coin(self.geb, self.collateral, self.keeper_address, our_bid, Wad.from_number(2))
assert self.geb.safe_engine.coin_balance(self.keeper_address) >= initial_status.amount_to_raise
simulate_model_output(model=model, price=None)
self.keeper.check_for_bids()
# and checking auction status and sending auction status to model
self.keeper.check_all_auctions()
wait_for_other_threads()
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# ensure our bid was processed and auction has been deleted
current_status = collateral_auction_house.bids(model.id)
assert current_status.raised_amount == Rad(0)
assert current_status.sold_amount == Wad(0)
assert current_status.amount_to_raise == Rad(0)
assert current_status.amount_to_sell == Wad(0)
assert current_status.auction_deadline == 0
assert current_status.raised_amount == Rad(0)
def test_should_provide_model_with_updated_info_after_somebody_else_partial_bids(self, auction_id, other_address):
# given
collateral_auction_house = self.collateral.collateral_auction_house
if not isinstance(collateral_auction_house, FixedDiscountCollateralAuctionHouse):
return
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
collateral_auction_house.approve(collateral_auction_house.safe_engine(),
approval_function=approve_safe_modification_directly(from_address=other_address))
previous_bid = collateral_auction_house.bids(auction_id)
new_bid_amount = Wad.from_number(30)
self.buy_collateral_with_system_coin(self.geb, self.collateral, collateral_auction_house, model.id, other_address, new_bid_amount)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == auction_id
assert status.collateral_auction_house == collateral_auction_house.address
assert status.surplus_auction_house is None
assert status.debt_auction_house is None
assert status.raised_amount == Rad(new_bid_amount)
assert status.amount_to_sell == previous_bid.amount_to_sell
assert status.amount_to_raise == previous_bid.amount_to_raise
assert status.block_time > 0
assert status.auction_deadline > status.block_time
def test_should_not_do_anything_if_no_output_from_model(self):
# given
collateral_auction_house = self.collateral.collateral_auction_house
if not isinstance(collateral_auction_house, FixedDiscountCollateralAuctionHouse):
return
previous_block_number = self.web3.eth.blockNumber
# when
# [no output from model]
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.blockNumber == previous_block_number
@pytest.mark.skip("failing after adding rebalance_system_coin() in check_bids")
def test_should_increase_gas_price_of_pending_transactions_if_model_increases_gas_price(self, auction_id):
# given
collateral_auction_house = self.collateral.collateral_auction_house
if not isinstance(collateral_auction_house, FixedDiscountCollateralAuctionHouse):
return
(model, model_factory) = models(self.keeper, auction_id)
# when
bid_price = Wad.from_number(20.0)
reserve_system_coin(self.geb, self.collateral, self.keeper_address, bid_price * bid_size * 2, Wad.from_number(2))
self.keeper.rebalance_system_coin()
simulate_model_output(model=model, price=bid_price, gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model, price=bid_price, gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
#assert collateral_auction_house.bids(auction_id).raised_amount == Rad(bid_price * bid_size)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 15
def test_should_obey_gas_price_provided_by_the_model(self, auction_id):
# given
collateral_auction_house = self.collateral.collateral_auction_house
if not isinstance(collateral_auction_house, FixedDiscountCollateralAuctionHouse):
return
(model, model_factory) = models(self.keeper, auction_id)
# when
self.simulate_model_bid(self.geb, self.collateral, model, gas_price=175000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 175000
def test_should_use_default_gas_price_if_not_provided_by_the_model(self, auction_id):
# given
collateral_auction_house = self.collateral.collateral_auction_house
if not isinstance(collateral_auction_house, FixedDiscountCollateralAuctionHouse):
return
(model, model_factory) = models(self.keeper, auction_id)
# when
self.simulate_model_bid(self.geb, self.collateral, model)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
@classmethod
def teardown_class(cls):
pop_debt_and_settle_debt(get_web3(), get_geb(get_web3()), past_blocks=1200, require_settle_debt=True)
cls.cleanup_debt(get_web3(), get_geb(get_web3()), get_other_address(get_web3()))
@classmethod
def cleanup_debt(cls, web3, geb, address):
# Cancel out debt
unqueued_unauctioned_debt = geb.accounting_engine.unqueued_unauctioned_debt()
total_on_auction_debt = geb.accounting_engine.total_on_auction_debt()
system_coin_needed = unqueued_unauctioned_debt + total_on_auction_debt
#system_coin_needed = geb.safe_engine.debt_balance(geb.accounting_engine.address)
if system_coin_needed == Rad(0):
return
# Need to add Wad(1) when going from Rad to Wad
reserve_system_coin(geb, geb.collaterals['ETH-A'], get_our_address(web3), Wad(system_coin_needed) + Wad(1))
assert geb.safe_engine.coin_balance(get_our_address(web3)) >= system_coin_needed
# transfer system coin to accounting engine
geb.safe_engine.transfer_internal_coins(get_our_address(web3), geb.accounting_engine.address, system_coin_needed).transact(from_address=get_our_address(web3))
system_coin_accounting_engine = geb.safe_engine.coin_balance(geb.accounting_engine.address)
assert system_coin_accounting_engine >= system_coin_needed
assert geb.accounting_engine.settle_debt(unqueued_unauctioned_debt).transact()
assert geb.accounting_engine.unqueued_unauctioned_debt() == Rad(0)
assert geb.accounting_engine.total_queued_debt() == Rad(0)
if geb.accounting_engine.total_on_auction_debt() > Rad(0):
geb.accounting_engine.cancel_auctioned_debt_with_surplus(total_on_auction_debt).transact()
assert geb.accounting_engine.total_on_auction_debt() == Rad(0)
assert geb.safe_engine.debt_balance(geb.accounting_engine.address) == Rad(0)
class TestAuctionKeeperFlopper(TransactionIgnoringTest):
def setup_method(self):
self.web3 = Web3(HTTPProvider("http://localhost:8555"))
self.web3.eth.defaultAccount = self.web3.eth.accounts[0]
self.keeper_address = Address(self.web3.eth.defaultAccount)
self.gal_address = Address(self.web3.eth.accounts[1])
self.other_address = Address(self.web3.eth.accounts[2])
# GemMock version of DSToken with push(bytes32, uint function) an hope(address)
gem_abi = Contract._load_abi(__name__,
'../lib/pymaker/tests/abi/GemMock.abi')
gem_bin = Contract._load_bin(__name__,
'../lib/pymaker/tests/abi/GemMock.bin')
self.dai_addr = Contract._deploy(self.web3, gem_abi, gem_bin, [b'DAI'])
self.dai = DSToken(web3=self.web3, address=self.dai_addr)
self.dai.mint(Wad.from_number(10000000)).transact()
self.dai.transfer(self.other_address,
Wad.from_number(1000000)).transact()
self.mkr = DSToken.deploy(self.web3, 'MKR')
self.flopper = Flopper.deploy(self.web3, self.dai.address,
self.mkr.address)
# so the Flopper can mint MKR
dad = DSGuard.deploy(self.web3)
dad.permit(self.flopper.address, self.mkr.address,
DSGuard.ANY).transact()
self.mkr.set_authority(dad.address).transact()
self.keeper = AuctionKeeper(args=args(
f"--eth-from {self.keeper_address} "
f"--flopper {self.flopper.address} "
f"--model ./bogus-model.sh"),
web3=self.web3)
self.keeper.approve()
self.model = MagicMock()
self.model.get_stance = MagicMock(return_value=None)
self.model_factory = self.keeper.auctions.model_factory
self.model_factory.create_model = MagicMock(return_value=self.model)
def simulate_model_output(self,
price: Wad,
gas_price: Optional[int] = None):
self.model.get_stance = MagicMock(
return_value=Stance(price=price, gas_price=gas_price))
def test_should_start_a_new_model_and_provide_it_with_info_on_auction_kick(
self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once_with(
Parameters(flipper=None,
flapper=None,
flopper=self.flopper.address,
id=1))
# and
assert self.model.send_status.call_args[0][0].id == 1
assert self.model.send_status.call_args[0][0].flipper is None
assert self.model.send_status.call_args[0][0].flapper is None
assert self.model.send_status.call_args[0][
0].flopper == self.flopper.address
assert self.model.send_status.call_args[0][0].bid == Wad.from_number(
10)
assert self.model.send_status.call_args[0][0].lot == Wad.from_number(2)
assert self.model.send_status.call_args[0][0].tab is None
assert self.model.send_status.call_args[0][0].beg == Ray.from_number(
1.05)
assert self.model.send_status.call_args[0][0].guy == self.gal_address
assert self.model.send_status.call_args[0][0].era > 0
assert self.model.send_status.call_args[0][
0].end > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][0].tic == 0
assert self.model.send_status.call_args[0][0].price == Wad.from_number(
5.0)
def test_should_provide_model_with_updated_info_after_our_own_bid(self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.model.send_status.call_count == 1
# when
self.simulate_model_output(price=Wad.from_number(50.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.model.send_status.call_count > 1
# and
assert self.model.send_status.call_args[0][0].id == 1
assert self.model.send_status.call_args[0][0].flipper is None
assert self.model.send_status.call_args[0][0].flapper is None
assert self.model.send_status.call_args[0][
0].flopper == self.flopper.address
assert self.model.send_status.call_args[0][0].bid == Wad.from_number(
10)
assert self.model.send_status.call_args[0][0].lot == Wad.from_number(
0.2)
assert self.model.send_status.call_args[0][0].tab is None
assert self.model.send_status.call_args[0][0].beg == Ray.from_number(
1.05)
assert self.model.send_status.call_args[0][
0].guy == self.keeper_address
assert self.model.send_status.call_args[0][0].era > 0
assert self.model.send_status.call_args[0][
0].end > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][
0].tic > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][0].price == Wad.from_number(
50.0)
def test_should_provide_model_with_updated_info_after_somebody_else_bids(
self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.model.send_status.call_count == 1
# when
self.flopper.approve(directly(from_address=self.other_address))
self.flopper.dent(
1, Wad.from_number(1),
Wad.from_number(10)).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.model.send_status.call_count > 1
# and
assert self.model.send_status.call_args[0][0].id == 1
assert self.model.send_status.call_args[0][0].flipper is None
assert self.model.send_status.call_args[0][0].flapper is None
assert self.model.send_status.call_args[0][
0].flopper == self.flopper.address
assert self.model.send_status.call_args[0][0].bid == Wad.from_number(
10)
assert self.model.send_status.call_args[0][0].lot == Wad.from_number(1)
assert self.model.send_status.call_args[0][0].tab is None
assert self.model.send_status.call_args[0][0].beg == Ray.from_number(
1.05)
assert self.model.send_status.call_args[0][0].guy == self.other_address
assert self.model.send_status.call_args[0][0].era > 0
assert self.model.send_status.call_args[0][
0].end > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][
0].tic > self.model.send_status.call_args[0][0].era + 3600
assert self.model.send_status.call_args[0][0].price == Wad.from_number(
10.0)
def test_should_terminate_model_if_auction_expired_due_to_tau(self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_not_called()
# when
time_travel_by(self.web3, self.flopper.tau() + 5)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_expired_due_to_ttl_and_somebody_else_won_it(
self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_not_called()
# when
self.flopper.approve(directly(from_address=self.other_address))
self.flopper.dent(
1, Wad.from_number(1.5),
Wad.from_number(10)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flopper.ttl() + 5)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_is_dealt(self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_not_called()
# when
self.flopper.approve(directly(from_address=self.other_address))
self.flopper.dent(
1, Wad.from_number(1.5),
Wad.from_number(10)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flopper.ttl() + 5)
# and
self.flopper.deal(1).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_called_once()
self.model.terminate.assert_called_once()
def test_should_not_instantiate_model_if_auction_is_dealt(self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# and
self.flopper.approve(directly(from_address=self.other_address))
self.flopper.dent(
1, Wad.from_number(1.5),
Wad.from_number(10)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.flopper.ttl() + 5)
# and
self.flopper.deal(1).transact(from_address=self.other_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
self.model_factory.create_model.assert_not_called()
def test_should_not_do_anything_if_no_output_from_model(self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
previous_block_number = self.web3.eth.blockNumber
# when
# [no output from model]
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.blockNumber == previous_block_number
def test_should_make_initial_bid(self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.simulate_model_output(price=Wad.from_number(825.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flopper.bids(1)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(825.0), 2)
assert self.mkr.balance_of(self.keeper_address) == Wad(0)
def test_should_bid_even_if_there_is_already_a_bidder(self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# and
self.flopper.approve(directly(from_address=self.other_address))
self.flopper.dent(
1, Wad.from_number(1.5),
Wad.from_number(10)).transact(from_address=self.other_address)
assert self.flopper.bids(1).lot == Wad.from_number(1.5)
# when
self.simulate_model_output(price=Wad.from_number(825.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flopper.bids(1)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(825.0), 2)
assert self.mkr.balance_of(self.keeper_address) == Wad(0)
def test_should_overbid_itself_if_model_has_updated_the_price(self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.simulate_model_output(price=Wad.from_number(100.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flopper.bids(1).lot == Wad.from_number(0.1)
# when
self.simulate_model_output(price=Wad.from_number(200.0))
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flopper.bids(1).lot == Wad.from_number(0.05)
def test_should_increase_gas_price_of_pending_transactions_if_model_increases_gas_price(
self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.simulate_model_output(price=Wad.from_number(100.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
# and
time.sleep(5)
# and
self.end_ignoring_transactions()
# and
self.simulate_model_output(price=Wad.from_number(100.0), gas_price=15)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flopper.bids(1).lot == Wad.from_number(0.1)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
def test_should_replace_pending_transactions_if_model_raises_bid_and_increases_gas_price(
self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.simulate_model_output(price=Wad.from_number(100.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
# and
time.sleep(5)
# and
self.end_ignoring_transactions()
# and
self.simulate_model_output(price=Wad.from_number(200.0), gas_price=15)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flopper.bids(1).lot == Wad.from_number(0.05)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
def test_should_replace_pending_transactions_if_model_lowers_bid_and_increases_gas_price(
self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.simulate_model_output(price=Wad.from_number(100.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
# and
time.sleep(5)
# and
self.end_ignoring_transactions()
# and
self.simulate_model_output(price=Wad.from_number(50.0), gas_price=15)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flopper.bids(1).lot == Wad.from_number(0.2)
assert self.web3.eth.getBlock(
'latest', full_transactions=True).transactions[0].gasPrice == 15
def test_should_not_bid_on_rounding_errors_with_small_amounts(self):
# given
self.flopper.kick(self.gal_address, Wad(10), Wad(10000)).transact()
# when
self.simulate_model_output(price=Wad.from_number(1400.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.flopper.bids(1).lot == Wad(7)
# when
tx_count = self.web3.eth.getTransactionCount(
self.keeper_address.address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.getTransactionCount(
self.keeper_address.address) == tx_count
def test_should_deal_when_we_won_the_auction(self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.simulate_model_output(price=Wad.from_number(825.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
auction = self.flopper.bids(1)
assert round(auction.bid / auction.lot,
2) == round(Wad.from_number(825.0), 2)
assert self.mkr.balance_of(self.keeper_address) == Wad(0)
# when
time_travel_by(self.web3, self.flopper.ttl() + 5)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.mkr.balance_of(self.keeper_address) > Wad(0)
def test_should_not_deal_when_auction_finished_but_somebody_else_won(self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# and
self.flopper.approve(directly(from_address=self.other_address))
self.flopper.dent(
1, Wad.from_number(1.5),
Wad.from_number(10)).transact(from_address=self.other_address)
assert self.flopper.bids(1).lot == Wad.from_number(1.5)
# when
time_travel_by(self.web3, self.flopper.ttl() + 5)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.mkr.balance_of(self.other_address) == Wad(0)
def test_should_obey_gas_price_provided_by_the_model(self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.simulate_model_output(price=Wad.from_number(825.0),
gas_price=175000)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock(
'latest',
full_transactions=True).transactions[0].gasPrice == 175000
def test_should_use_default_gas_price_if_not_provided_by_the_model(self):
# given
self.flopper.kick(self.gal_address, Wad.from_number(2),
Wad.from_number(10)).transact()
# when
self.simulate_model_output(price=Wad.from_number(825.0))
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock(
'latest', full_transactions=True
).transactions[0].gasPrice == self.web3.eth.gasPrice
class TestAuctionKeeperSurplus(TransactionIgnoringTest):
def setup_method(self):
self.web3 = get_web3()
self.our_address = get_our_address(self.web3)
self.keeper_address = get_keeper_address(self.web3)
self.other_address = get_other_address(self.web3)
self.auction_income_recipient_address = get_auction_income_recipient_address(self.web3)
self.geb = get_geb(self.web3)
self.surplus_auction_house = self.geb.surplus_auction_house
self.surplus_auction_house.approve(self.geb.prot.address, directly(from_address=self.other_address))
#self.min_auction = self.geb.surplus_auction_house.auctions_started() + 1
self.keeper = AuctionKeeper(args=args(f"--eth-from {self.keeper_address} "
f"--type surplus "
f"--from-block 1 "
f"--bid-delay 0 "
#f"--min-auction {self.min_auction} "
f"--model ./bogus-model.sh"), web3=self.web3)
self.keeper.approve()
mint_prot(self.geb.prot, self.keeper_address, Wad.from_number(50000))
mint_prot(self.geb.prot, self.other_address, Wad.from_number(50000))
assert isinstance(self.keeper.gas_price, DynamicGasPrice)
# Since no args were assigned, gas strategy should return a GeometricGasPrice starting at the node gas price
self.default_gas_price = get_node_gas_price(self.web3)
def test_should_detect_surplus_auction(self, web3, geb, c, auction_income_recipient_address, keeper_address):
print(self.keeper)
# given some PROT is available to the keeper and a count of surplus auctions
mint_prot(geb.prot, keeper_address, Wad.from_number(50000))
auctions_started = geb.surplus_auction_house.auctions_started()
# when surplus is generated
create_safe_with_surplus(geb, c, auction_income_recipient_address)
self.keeper.check_surplus()
for thread in threading.enumerate():
print(thread)
wait_for_other_threads()
# then ensure another surplus auction was started
auction_id = geb.surplus_auction_house.auctions_started()
assert auction_id == auctions_started + 1
# clean up by letting someone else bid and waiting until the auction ends
auction = self.surplus_auction_house.bids(auction_id)
assert self.surplus_auction_house.increase_bid_size(auction_id, auction.amount_to_sell, Wad.from_number(30)).transact(from_address=self.other_address)
time_travel_by(web3, geb.surplus_auction_house.bid_duration() + 1)
def test_should_start_a_new_model_and_provide_it_with_info_on_auction_start(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once_with(Parameters(collateral_auction_house=None,
surplus_auction_house=self.surplus_auction_house.address,
debt_auction_house=None,
staked_token_auction_house=None,
id=auction_id))
# and
status = model.send_status.call_args[0][0]
assert status.id == auction_id
assert status.collateral_auction_house is None
assert status.surplus_auction_house == self.surplus_auction_house.address
assert status.debt_auction_house is None
assert status.bid_amount == Wad(0)
assert status.amount_to_sell == self.geb.accounting_engine.surplus_auction_amount_to_sell()
assert status.amount_to_raise is None
assert status.bid_increase == self.geb.surplus_auction_house.bid_increase()
assert status.high_bidder == self.geb.accounting_engine.address
assert status.block_time > 0
assert status.auction_deadline < status.block_time + self.surplus_auction_house.total_auction_length() + 1
assert status.bid_expiry == 0
assert status.price is None
def test_should_provide_model_with_updated_info_after_our_own_bid(self):
# given
auction_id = self.surplus_auction_house.auctions_started()
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
simulate_model_output(model=model, price=Wad.from_number(9))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == auction_id
assert status.collateral_auction_house is None
assert status.surplus_auction_house == self.surplus_auction_house.address
assert status.debt_auction_house is None
assert status.bid_amount == Wad(self.surplus_auction_house.bids(auction_id).amount_to_sell * self.geb.oracle_relayer.redemption_price() / Rad.from_number(9))
assert status.amount_to_sell == self.geb.accounting_engine.surplus_auction_amount_to_sell()
assert status.amount_to_raise is None
assert status.bid_increase == self.geb.surplus_auction_house.bid_increase()
assert status.high_bidder == self.keeper_address
assert status.block_time > 0
assert status.auction_deadline > status.block_time
assert status.bid_expiry > status.block_time
assert round(status.price, 2) == round(Wad.from_number(9), 2)
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
def test_should_provide_model_with_updated_info_after_somebody_else_bids(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert model.send_status.call_count == 1
# when
auction = self.surplus_auction_house.bids(auction_id)
assert Wad.from_number(40) > auction.bid_amount
assert self.surplus_auction_house.increase_bid_size(auction_id, auction.amount_to_sell, Wad.from_number(40)).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
auction = self.surplus_auction_house.bids(auction_id)
# then
assert model.send_status.call_count > 1
# and
status = model.send_status.call_args[0][0]
assert status.id == auction_id
assert status.collateral_auction_house is None
assert status.surplus_auction_house == self.surplus_auction_house.address
assert status.debt_auction_house is None
assert status.bid_amount == Wad.from_number(40)
assert status.amount_to_sell == auction.amount_to_sell
assert status.amount_to_raise is None
assert status.bid_increase == self.geb.surplus_auction_house.bid_increase()
assert status.high_bidder == self.other_address
assert status.block_time > 0
assert status.auction_deadline > status.block_time
assert status.bid_expiry > status.block_time
assert status.price == Wad(auction.amount_to_sell * self.geb.oracle_relayer.redemption_price() / Rad(auction.bid_amount))
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
def test_should_restart_auction_if_auction_expired_due_to_total_auction_length(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
time_travel_by(self.web3, self.surplus_auction_house.total_auction_length() + 1)
# and
simulate_model_output(model=model, price=Wad.from_number(9.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
model.terminate.assert_not_called()
auction = self.surplus_auction_house.bids(auction_id)
assert round(Wad(auction.amount_to_sell * self.geb.oracle_relayer.redemption_price() ) / auction.bid_amount, 2) == round(Wad.from_number(9.0), 2)
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
model_factory.create_model.assert_called_once()
self.keeper.check_all_auctions()
model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_expired_due_to_bid_duration_and_somebody_else_won_it(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
auction = self.surplus_auction_house.bids(auction_id)
assert self.surplus_auction_house.increase_bid_size(auction_id, auction.amount_to_sell, Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_terminate_model_if_auction_is_settled(self, auction_id):
# given
auction_id = self.surplus_auction_house.auctions_started()
(model, model_factory) = models(self.keeper, auction_id)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_not_called()
# when
auction = self.surplus_auction_house.bids(auction_id)
assert self.surplus_auction_house.increase_bid_size(auction_id, auction.amount_to_sell, Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
# and
assert self.surplus_auction_house.settle_auction(auction_id).transact(from_address=self.other_address)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_called_once()
model.terminate.assert_called_once()
def test_should_not_instantiate_model_if_auction_is_settled(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# and
auction = self.surplus_auction_house.bids(auction_id)
self.surplus_auction_house.increase_bid_size(auction_id, auction.amount_to_sell, Wad.from_number(40)).transact(from_address=self.other_address)
# and
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
# and
self.surplus_auction_house.settle_auction(auction_id).transact(from_address=self.other_address)
# when
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
model_factory.create_model.assert_not_called()
def test_should_not_do_anything_if_no_output_from_model(self, auction_id):
# given
previous_block_number = self.web3.eth.blockNumber
# when
# [no output from model]
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.web3.eth.blockNumber == previous_block_number
def test_should_make_initial_bid(self):
# given
auction_id = self.surplus_auction_house.auctions_started()
(model, model_factory) = models(self.keeper, auction_id)
# when
simulate_model_output(model=model, price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.surplus_auction_house.bids(auction_id)
assert round(Wad(auction.amount_to_sell * self.geb.oracle_relayer.redemption_price() ) / auction.bid_amount, 2) == round(Wad.from_number(10.0), 2)
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
def test_should_bid_even_if_there_is_already_a_bidder(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# and
auction = self.surplus_auction_house.bids(auction_id)
assert self.surplus_auction_house.increase_bid_size(auction_id, auction.amount_to_sell, Wad.from_number(16)).transact(from_address=self.other_address)
assert self.surplus_auction_house.bids(auction_id).bid_amount == Wad.from_number(16)
# when
simulate_model_output(model=model, price=Wad.from_number(0.0000005))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.surplus_auction_house.bids(auction_id)
assert round(Wad(auction.amount_to_sell) / auction.bid_amount, 2) == round(Wad.from_number(0.0000005), 2)
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
def test_should_outbid_a_zero_bid(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# and
auction = self.surplus_auction_house.bids(auction_id)
assert self.surplus_auction_house.increase_bid_size(auction_id, auction.amount_to_sell, Wad(1)).transact(from_address=self.other_address)
assert self.surplus_auction_house.bids(auction_id).bid_amount == Wad(1)
# when
simulate_model_output(model=model, price=Wad.from_number(0.0000006))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.surplus_auction_house.bids(auction_id)
assert round(Wad(auction.amount_to_sell) / auction.bid_amount, 2) == round(Wad.from_number(0.0000006), 2)
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
def test_should_overbid_itself_if_model_has_updated_the_price(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
amount_to_sell = self.surplus_auction_house.bids(auction_id).amount_to_sell
# when
first_bid = Wad.from_number(0.0000004)
simulate_model_output(model=model, price=first_bid)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.surplus_auction_house.bids(auction_id).bid_amount == Wad(amount_to_sell * self.geb.oracle_relayer.redemption_price() / Rad(first_bid))
# when
second_bid = Wad.from_number(0.0000003)
simulate_model_output(model=model, price=second_bid)
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.surplus_auction_house.bids(auction_id).bid_amount == Wad(amount_to_sell * self.geb.oracle_relayer.redemption_price() / Rad(second_bid))
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
def test_should_increase_gas_price_of_pending_transactions_if_model_increases_gas_price(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
amount_to_sell = self.surplus_auction_house.bids(auction_id).amount_to_sell
# when
simulate_model_output(model=model, price=Wad.from_number(10.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model, price=Wad.from_number(10.0), gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.surplus_auction_house.bids(auction_id).bid_amount == Wad(amount_to_sell * self.geb.oracle_relayer.redemption_price()) / Wad.from_number(10.0)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
def test_should_replace_pending_transactions_if_model_raises_bid_and_increases_gas_price(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
amount_to_sell = self.surplus_auction_house.bids(auction_id).amount_to_sell
# when
simulate_model_output(model=model, price=Wad.from_number(9.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model, price=Wad.from_number(8.0), gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert round(self.surplus_auction_house.bids(auction_id).bid_amount, 2) == round(Wad(amount_to_sell / Rad.from_number(8.0)), 2)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
def test_should_replace_pending_transactions_if_model_lowers_bid_and_increases_gas_price(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
amount_to_sell = self.surplus_auction_house.bids(auction_id).amount_to_sell
# when
simulate_model_output(model=model, price=Wad.from_number(10.0), gas_price=10)
# and
self.start_ignoring_transactions()
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
# and
self.end_ignoring_transactions()
# and
simulate_model_output(model=model, price=Wad.from_number(8.0), gas_price=15)
# and
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.surplus_auction_house.bids(auction_id).bid_amount == Wad(amount_to_sell * self.geb.oracle_relayer.redemption_price()) / Wad.from_number(8.0)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 15
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
def test_should_not_bid_on_rounding_errors_with_small_amounts(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
amount_to_sell = self.surplus_auction_house.bids(auction_id).amount_to_sell
# when
price = Wad.from_number(9.0)-Wad(5)
simulate_model_output(model=model, price=price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.surplus_auction_house.bids(auction_id).bid_amount == Wad(amount_to_sell * self.geb.oracle_relayer.redemption_price() ) / Wad(price)
# when
tx_count = self.web3.eth.getTransactionCount(self.keeper_address.address)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getTransactionCount(self.keeper_address.address) == tx_count
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
def test_should_settle_when_we_won_the_auction(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
simulate_model_output(model=model, price=Wad.from_number(8.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.surplus_auction_house.bids(auction_id)
assert auction.bid_amount > Wad(0)
assert round(Wad(auction.amount_to_sell * self.geb.oracle_relayer.redemption_price() ) / auction.bid_amount, 2) == round(Wad.from_number(8.0), 2)
system_coin_before = self.geb.safe_engine.coin_balance(self.keeper_address)
# when
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
system_coin_after = self.geb.safe_engine.coin_balance(self.keeper_address)
# then
assert system_coin_before < system_coin_after
def test_should_not_settle_when_auction_finished_but_somebody_else_won(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
amount_to_sell = self.surplus_auction_house.bids(auction_id).amount_to_sell
# and
assert self.surplus_auction_house.increase_bid_size(auction_id, amount_to_sell, Wad.from_number(16)).transact(from_address=self.other_address)
assert self.surplus_auction_house.bids(auction_id).bid_amount == Wad.from_number(16)
# when
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
# and
self.keeper.check_all_auctions()
wait_for_other_threads()
# then
assert self.surplus_auction_house.bids(auction_id).bid_amount == Wad.from_number(16)
def test_should_obey_gas_price_provided_by_the_model(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
simulate_model_output(model=model, price=Wad.from_number(10.0), gas_price=175000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 175000
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
def test_should_use_default_gas_price_if_not_provided_by_the_model(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
# when
simulate_model_output(model=model, price=Wad.from_number(10.0))
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
auction = self.surplus_auction_house.bids(auction_id)
assert auction.high_bidder == self.keeper_address
assert auction.bid_amount > Wad(0)
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
print(f"tx gas price is {self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice}, web3.eth.gasPrice is {self.web3.eth.gasPrice}")
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
def test_should_change_gas_strategy_when_model_output_changes(self, auction_id):
# given
(model, model_factory) = models(self.keeper, auction_id)
amount_to_sell = self.surplus_auction_house.bids(auction_id).amount_to_sell
# when
first_bid = Wad.from_number(0.0000009)
simulate_model_output(model=model, price=first_bid, gas_price=2000)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == 2000
# when
second_bid = Wad.from_number(0.0000006)
simulate_model_output(model=model, price=second_bid)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.surplus_auction_house.bids(auction_id).bid_amount == Wad(amount_to_sell * self.geb.oracle_relayer.redemption_price() / Rad(second_bid))
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == \
self.default_gas_price
# when
third_bid = Wad.from_number(0.0000003)
new_gas_price = int(self.default_gas_price*1.25)
simulate_model_output(model=model, price=third_bid, gas_price=new_gas_price)
# and
self.keeper.check_all_auctions()
self.keeper.check_for_bids()
wait_for_other_threads()
# then
assert self.surplus_auction_house.bids(auction_id).bid_amount == Wad(amount_to_sell * self.geb.oracle_relayer.redemption_price() / Rad(third_bid))
assert self.web3.eth.getBlock('latest', full_transactions=True).transactions[0].gasPrice == new_gas_price
# cleanup
time_travel_by(self.web3, self.surplus_auction_house.bid_duration() + 1)
assert self.surplus_auction_house.settle_auction(auction_id).transact()
@classmethod
def teardown_class(cls):
cls.geb = get_geb(get_web3())
#cls.liquidate_safe(web3(), cls.geb, c(cls.geb), auction_income_recipient_address(web3()), our_address(web3()))
@classmethod
def liquidate_safe(cls, web3, geb, c, auction_income_recipient_address, our_address):
safe = geb.safe_engine.safe(c.collateral_type, auction_income_recipient_address)
delta_debt = max_delta_debt(geb, c, auction_income_recipient_address) - Wad.from_number(1)
assert geb.safe_engine.modify_safe_collateralization(c.collateral_type, auction_income_recipient_address, Wad(0), delta_debt).transact(from_address=auction_income_recipient_address)
safe = geb.safe_engine.safe(c.collateral_type, auction_income_recipient_address)
set_collateral_price(geb, c, Wad.from_number(10))
# Ensure the SAFE isn't safe
assert not is_safe_safe(geb.safe_engine.collateral_type(c.collateral_type.name), safe)
# Determine how many liquidations will be required
liquidation_quantity = Wad(geb.liquidation_engine.liquidation_quantity(c.collateral_type))
liquidations_required = math.ceil(safe.generated_debt / liquidation_quantity)
print(f"locked_collateral={safe.locked_collateral} generated_debt={safe.generated_debt} so {liquidations_required} liquidations are required")
c.collateral_auction_house.approve(geb.safe_engine.address, approval_function=approve_safe_modification_directly(from_address=our_address))
# First auction that will be started
first_auction_id = c.collateral_auction_house.auctions_started() + 1
# liquidate and bid on each auction
for _ in range(liquidations_required):
auction_id = liquidate(geb, c, safe)
assert auction_id > 0
auction = c.collateral_auction_house.bids(auction_id)
bid_amount = Wad(auction.amount_to_raise) + Wad(1)
reserve_system_coin(geb, c, our_address, bid_amount)
assert c.collateral_auction_house.increase_bid_size(auction_id, auction.amount_to_sell, auction.amount_to_raise).transact(from_address=our_address)
time_travel_by(web3, c.collateral_auction_house.total_auction_length()+1)
for auction_id in range(first_auction_id, c.collateral_auction_house.auctions_started()+1):
assert c.collateral_auction_house.settle_auction(auction_id).transact()
set_collateral_price(geb, c, Wad.from_number(200))
safe = geb.safe_engine.safe(c.collateral_type, auction_income_recipient_address)