def synchronize_orders(self):
bands = Bands(self.bands_config)
order_book = self.bibox_order_book_manager.get_order_book()
target_price = self.price()
if target_price is None:
self.logger.warning("Cancelling all orders as no price feed available.")
self.cancel_orders(order_book.orders)
return
# Cancel orders
cancellable_orders = bands.cancellable_orders(our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Do not place new orders if order book state is not confirmed
if order_book.in_progress:
self.logger.debug("Order book is in progress, not placing new orders")
return
# Place new orders
self.create_orders(bands.new_orders(our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
our_buy_balance=self.our_balance(order_book.balances, self.token_buy()),
our_sell_balance=self.our_balance(order_book.balances, self.token_sell()),
target_price=target_price))
def synchronize_orders(self):
bands = Bands(self.bands_config, self.spread_feed, self.history)
order_book = self.order_book_manager.get_order_book()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(
our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.order_book_manager.cancel_orders(cancellable_orders)
return
# Do not place new orders if order book state is not confirmed
if order_book.orders_being_placed or order_book.orders_being_cancelled:
self.logger.debug(
"Order book is in progress, not placing new orders")
return
# Place new orders
self.place_orders(
bands.new_orders(
our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
our_buy_balance=self.our_available_balance(
order_book.balances, self.token_buy()),
our_sell_balance=self.our_available_balance(
order_book.balances, self.token_sell()),
target_price=target_price)[0])
def synchronize_orders(self):
"""Update our positions in the order book to reflect keeper parameters."""
if eth_balance(self.web3, self.our_address) < self.min_eth_balance:
self.logger.warning(
"Keeper ETH balance below minimum. Cancelling all orders.")
self.cancel_orders(self.our_orders())
return
bands = Bands(self.bands_config)
our_orders = self.our_orders()
target_price = self.price()
if target_price is None:
self.logger.warning(
"Cancelling all orders as no price feed available.")
self.cancel_orders(our_orders)
return
# Cancel orders
cancellable_orders = bands.cancellable_orders(
our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Place new orders
self.create_orders(
bands.new_orders(
our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
our_buy_balance=self.our_balance(self.token_buy()),
our_sell_balance=self.our_balance(self.token_sell()),
target_price=target_price))
def synchronize_orders(self):
# If market is closed, cancel all orders but do not terminate the keeper.
if self.otc.is_closed():
self.logger.warning("Market is closed. Cancelling all orders.")
self.cancel_all_orders()
return
# If keeper balance is below `--min-eth-balance`, cancel all orders but do not terminate
# the keeper, keep processing blocks as the moment the keeper gets a top-up it should
# resume activity straight away, without the need to restart it.
if eth_balance(self.web3, self.our_address) < self.min_eth_balance:
self.logger.warning(
"Keeper ETH balance below minimum. Cancelling all orders.")
self.cancel_all_orders()
return
bands = Bands(self.bands_config)
our_orders = self.our_orders()
target_price = self.price()
# If the is no target price feed, cancel all orders but do not terminate the keeper.
# The moment the price feed comes back, the keeper will resume placing orders.
if target_price is None:
self.logger.warning(
"No price feed available. Cancelling all orders.")
self.cancel_all_orders()
return
# If there are any orders to be cancelled, cancel them. It is deliberate that we wait with topping-up
# bands until the next block. This way we would create new orders based on the most recent price and
# order book state. We could theoretically retrieve both (`target_price` and `our_orders`) again here,
# but it just seems cleaner to do it in one place instead of in two.
cancellable_orders = bands.cancellable_orders(
our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# If there are any new orders to be created, create them.
new_orders = bands.new_orders(
our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
our_buy_balance=self.our_balance(self.token_buy()),
our_sell_balance=self.our_balance(self.token_sell()),
target_price=target_price)
if len(new_orders) > 0:
self.create_orders(new_orders)
# We do wait some time after the orders have been created. The reason for that is sometimes
# orders that have been just placed were not picked up by the next `our_orders()` call
# (one can presume the block hasn't been fully imported into the node yet), which made
# the keeper try to place same order(s) again. Of course the second transaction did fail, but it
# resulted in wasted gas and significant delay in keeper operation.
#
# There is no specific reason behind choosing to wait exactly 3s.
time.sleep(3)
def synchronize_orders(self):
"""Update our positions in the order book to reflect keeper parameters."""
if eth_balance(self.web3, self.our_address) < self.min_eth_balance:
self.logger.warning("Keeper ETH balance below minimum. Cancelling all orders.")
self.cancel_orders(self.our_orders())
return
bands = Bands(self.bands_config)
our_orders = self.our_orders()
target_price = self.price()
if target_price is None:
self.logger.warning("Cancelling all orders as no price feed available.")
self.cancel_orders(our_orders)
return
# Cancel orders
cancellable_orders = bands.cancellable_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# In case of RadarRelay, balances returned by `our_total_balance` still contain amounts "locked"
# by currently open orders, so we need to explicitly subtract these amounts.
our_buy_balance = self.our_total_balance(self.token_buy()) - Bands.total_amount(self.our_buy_orders(our_orders))
our_sell_balance = self.our_total_balance(self.token_sell()) - Bands.total_amount(self.our_sell_orders(our_orders))
# Place new orders
self.create_orders(bands.new_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
our_buy_balance=our_buy_balance,
our_sell_balance=our_sell_balance,
target_price=target_price)[0])
def synchronize_orders(self):
bands = Bands(self.bands_config)
our_balances = self.our_balances()
our_orders = self.our_orders()
target_price = self.price_feed.get_price()
if target_price is None:
self.logger.warning("Cancelling all orders as no price feed available.")
self.cancel_orders(our_orders)
return
# Cancel orders
cancellable_orders = bands.cancellable_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Place new orders
new_orders = bands.new_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
our_buy_balance=self.our_balance(our_balances, self.token_buy()),
our_sell_balance=self.our_balance(our_balances, self.token_sell()),
target_price=target_price)
if len(new_orders) > 0:
if self.can_create_orders():
self.create_orders(new_orders)
self.register_order_creation()
else:
self.logger.info("Too little time elapsed from last order creation, waiting...")
def synchronize_orders(self):
if eth_balance(self.web3, self.our_address) < self.min_eth_balance:
self.logger.warning("Keeper ETH balance below minimum. Cancelling all orders.")
self.cancel_orders(self.our_orders())
return
bands = Bands(self.bands_config, self.spread_feed, self.history)
our_orders = self.our_orders()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Balances returned by `our_total_balance` still contain amounts "locked"
# by currently open orders, so we need to explicitly subtract these amounts.
our_buy_balance = self.our_total_balance(self.token_buy) - Bands.total_amount(self.our_buy_orders(our_orders))
our_sell_balance = self.our_total_balance(self.token_sell) - Bands.total_amount(self.our_sell_orders(our_orders))
# Place new orders
self.place_orders(bands.new_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
our_buy_balance=our_buy_balance,
our_sell_balance=our_sell_balance,
target_price=target_price)[0])
def synchronize_orders(self):
bands = Bands(self.bands_config, self.spread_feed, self.history)
our_balances = self.our_balances()
our_orders = self.our_orders()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Place new orders
new_orders = bands.new_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
our_buy_balance=self.our_available_balance(our_balances, self.token_buy()),
our_sell_balance=self.our_available_balance(our_balances, self.token_sell()),
target_price=target_price)[0]
if len(new_orders) > 0:
if self.can_create_orders():
self.place_orders(new_orders)
self.register_order_creation()
else:
self.logger.info("Too little time elapsed from last order creation, waiting...")
def synchronize_orders(self):
bands = Bands(self.bands_config)
our_balances = self.our_balances()
our_orders = self.our_orders()
target_price = self.price_feed.get_price()
if target_price is None:
self.logger.warning(
"Cancelling all orders as no price feed available.")
self.cancel_orders(our_orders)
return
# Cancel orders
cancellable_orders = bands.cancellable_orders(
our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Place new orders
self.create_orders(
bands.new_orders(
our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
our_buy_balance=self.our_balance(our_balances,
self.token_buy()),
our_sell_balance=self.our_balance(our_balances,
self.token_sell()),
target_price=target_price))
def synchronize_orders(self):
# If keeper balance is below `--min-eth-balance`, cancel all orders but do not terminate
# the keeper, keep processing blocks as the moment the keeper gets a top-up it should
# resume activity straight away, without the need to restart it.
#
# The exception is when we can withdraw some ETH from EtherDelta. Then we do it and carry on.
if eth_balance(self.web3, self.our_address) < self.min_eth_balance:
if self.etherdelta.balance_of(self.our_address) > self.eth_reserve:
self.logger.warning(f"Keeper ETH balance below minimum, withdrawing {self.eth_reserve}.")
self.etherdelta.withdraw(self.eth_reserve).transact()
else:
self.logger.warning(f"Keeper ETH balance below minimum, cannot withdraw. Cancelling all orders.")
self.cancel_all_orders()
return
bands = Bands(self.bands_config, self.spread_feed, self.history)
block_number = self.web3.eth.blockNumber
target_price = self.price_feed.get_price()
# Remove expired orders from the local order list
self.remove_expired_orders(block_number)
# Cancel orders
cancellable_orders = bands.cancellable_orders(self.our_buy_orders(), self.our_sell_orders(), target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders, block_number)
return
# In case of EtherDelta, balances returned by `our_total_balance` still contain amounts "locked"
# by currently open orders, so we need to explicitly subtract these amounts.
our_buy_balance = self.our_total_balance(self.token_buy()) - Bands.total_amount(self.our_buy_orders())
our_sell_balance = self.our_total_balance(self.token_sell()) - Bands.total_amount(self.our_sell_orders())
# Evaluate if we need to create new orders, and how much do we need to deposit
new_orders, missing_buy_amount, missing_sell_amount = bands.new_orders(our_buy_orders=self.our_buy_orders(),
our_sell_orders=self.our_sell_orders(),
our_buy_balance=our_buy_balance,
our_sell_balance=our_sell_balance,
target_price=target_price)
# If deposited amount too low for placing buy orders, try to deposit.
# If deposited amount too low for placing sell orders, try to deposit.
made_deposit = False
if missing_buy_amount > Wad(0):
if self.deposit_for_buy_order():
made_deposit = True
if missing_sell_amount > Wad(0):
if self.deposit_for_sell_order():
made_deposit = True
# If we managed to deposit something, do not do anything so we can reevaluate new orders to be created.
# Otherwise, create new orders.
if not made_deposit:
self.place_orders(new_orders)
def synchronize_orders(self):
# If keeper balance is below `--min-eth-balance`, cancel all orders but do not terminate
# the keeper, keep processing blocks as the moment the keeper gets a top-up it should
# resume activity straight away, without the need to restart it.
if eth_balance(self.web3, self.our_address) < self.min_eth_balance:
self.logger.warning(f"Keeper ETH balance below minimum, cancelling all orders.")
self.cancel_all_orders()
return
bands = Bands(self.bands_config, self.spread_feed, self.history)
our_balances = self.our_balances()
our_orders = self.our_orders()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# If we detect that our total balance reported by the API is not equal to the
# total balance reported by the Ethereum contract, it probably means that some
# deposits are still pending being credited to our account. In this case
# we also do not create any new orders, but at the same time existing orders
# can still be cancelled.
if not self.balances_match(our_balances):
self.logger.info("Balances do not match, probably deposits are in progress, waiting.")
return
# Evaluate if we need to create new orders, and how much do we need to deposit
new_orders, missing_buy_amount, missing_sell_amount = bands.new_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
our_buy_balance=self.our_available_balance(our_balances, self.token_buy()),
our_sell_balance=self.our_available_balance(our_balances, self.token_sell()),
target_price=target_price)
# If deposited amount too low for placing buy orders, try to deposit.
# If deposited amount too low for placing sell orders, try to deposit.
made_deposit = False
if missing_buy_amount > Wad(0):
if self.deposit_for_buy_order(missing_buy_amount):
made_deposit = True
if missing_sell_amount > Wad(0):
if missing_sell_amount > Wad(0):
if self.deposit_for_sell_order(missing_sell_amount):
made_deposit = True
# If we managed to deposit something, do not do anything so we can reevaluate new orders to be placed.
# Otherwise, place new orders.
if not made_deposit:
self.place_orders(new_orders)
def synchronize_orders(self):
# If market is closed, cancel all orders but do not terminate the keeper.
if self.otc.is_closed():
self.logger.warning("Market is closed. Cancelling all orders.")
self.cancel_all_orders()
return
# If keeper balance is below `--min-eth-balance`, cancel all orders but do not terminate
# the keeper, keep processing blocks as the moment the keeper gets a top-up it should
# resume activity straight away, without the need to restart it.
if eth_balance(self.web3, self.our_address) < self.min_eth_balance:
self.logger.warning(
"Keeper ETH balance below minimum. Cancelling all orders.")
self.cancel_all_orders()
return
bands = Bands(self.bands_config)
order_book = self.order_book_manager.get_order_book()
target_price = self.price()
# If the is no target price feed, cancel all orders but do not terminate the keeper.
# The moment the price feed comes back, the keeper will resume placing orders.
if target_price is None:
self.logger.warning(
"No price feed available. Cancelling all orders.")
self.cancel_all_orders()
return
# If there are any orders to be cancelled, cancel them. It is deliberate that we wait with topping-up
# bands until the next block. This way we would create new orders based on the most recent price and
# order book state. We could theoretically retrieve both (`target_price` and `our_orders`) again here,
# but it just seems cleaner to do it in one place instead of in two.
cancellable_orders = bands.cancellable_orders(
our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Do not place new orders if order book state is not confirmed
if order_book.orders_being_placed or order_book.orders_being_cancelled:
self.logger.debug(
"Order book is in progress, not placing new orders")
return
# Place new orders
self.create_orders(
bands.new_orders(
our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
our_buy_balance=self.our_available_balance(self.token_buy()),
our_sell_balance=self.our_available_balance(self.token_sell()),
target_price=target_price)[0])
def synchronize_orders(self):
if eth_balance(self.web3, self.our_address) < self.min_eth_balance:
self.logger.warning(
"Keeper ETH balance below minimum. Cancelling all orders.")
self.order_book_manager.cancel_all_orders()
return
bands = Bands(self.bands_config, self.spread_feed, self.history)
order_book = self.order_book_manager.get_order_book()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(
our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.order_book_manager.cancel_orders(cancellable_orders)
return
# Do not place new orders if order book state is not confirmed
if order_book.orders_being_placed or order_book.orders_being_cancelled:
self.logger.debug(
"Order book is in progress, not placing new orders")
return
# In case of Paradex, balances returned by `our_total_balance` still contain amounts "locked"
# by currently open orders, so we need to explicitly subtract these amounts.
our_buy_balance = self.our_total_balance(
self.token_buy) - Bands.total_amount(
self.our_buy_orders(order_book.orders))
our_sell_balance = self.our_total_balance(
self.token_sell) - Bands.total_amount(
self.our_sell_orders(order_book.orders))
# Place new orders
self.place_orders(
bands.new_orders(
our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
our_buy_balance=our_buy_balance,
our_sell_balance=our_sell_balance,
target_price=target_price)[0])
def synchronize_orders(self):
# If market is closed, cancel all orders but do not terminate the keeper.
if self.otc.is_closed():
self.logger.warning("Market is closed. Cancelling all orders.")
self.cancel_all_orders()
return
# If keeper balance is below `--min-eth-balance`, cancel all orders but do not terminate
# the keeper, keep processing blocks as the moment the keeper gets a top-up it should
# resume activity straight away, without the need to restart it.
if eth_balance(self.web3, self.our_address) < self.min_eth_balance:
self.logger.warning("Keeper ETH balance below minimum. Cancelling all orders.")
self.cancel_all_orders()
return
bands = Bands(self.bands_config, self.spread_feed, self.history)
order_book = self.order_book_manager.get_order_book()
target_price = self.price_feed.get_price()
# If there are any orders to be cancelled, cancel them. It is deliberate that we wait with topping-up
# bands until the next block. This way we would create new orders based on the most recent price and
# order book state. We could theoretically retrieve both (`target_price` and `our_orders`) again here,
# but it just seems cleaner to do it in one place instead of in two.
cancellable_orders = bands.cancellable_orders(our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Do not place new orders if order book state is not confirmed
if order_book.orders_being_placed or order_book.orders_being_cancelled:
self.logger.debug("Order book is in progress, not placing new orders")
return
# Place new orders
self.place_orders(bands.new_orders(our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
our_buy_balance=self.our_available_balance(self.token_buy),
our_sell_balance=self.our_available_balance(self.token_sell),
target_price=target_price)[0])
def synchronize_orders(self):
bands = Bands(self.bands_config, self.spread_feed, self.history)
our_balances = self.our_balances()
our_orders = self.our_orders()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Place new orders
self.place_orders(bands.new_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
our_buy_balance=self.our_available_balance(our_balances, self.token_buy()),
our_sell_balance=self.our_available_balance(our_balances, self.token_sell()),
target_price=target_price)[0])
def synchronize_orders(self):
if eth_balance(self.web3, self.our_address) < self.min_eth_balance:
self.logger.warning(
"Keeper ETH balance below minimum. Cancelling all orders.")
self.cancel_orders(self.our_orders())
return
bands = Bands(self.bands_config, self.spread_feed, self.history)
our_orders = self.our_orders()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(
our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Balances returned by `our_total_balance` still contain amounts "locked"
# by currently open orders, so we need to explicitly subtract these amounts.
our_buy_balance = self.our_total_balance(
self.token_buy) - Bands.total_amount(
self.our_buy_orders(our_orders))
our_sell_balance = self.our_total_balance(
self.token_sell) - Bands.total_amount(
self.our_sell_orders(our_orders))
# Place new orders
self.place_orders(
bands.new_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
our_buy_balance=our_buy_balance,
our_sell_balance=our_sell_balance,
target_price=target_price)[0])
def synchronize_orders(self):
bands = Bands(self.bands_config, self.spread_feed, self.history)
our_balances = self.our_balances()
our_orders = self.our_orders()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(
our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Place new orders
self.place_orders(
bands.new_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
our_buy_balance=self.our_available_balance(
our_balances, self.token_buy()),
our_sell_balance=self.our_available_balance(
our_balances, self.token_sell()),
target_price=target_price)[0])
def synchronize_orders(self):
bands = Bands(self.bands_config, self.spread_feed, self.history)
order_book = self.order_book_manager.get_order_book()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Do not place new orders if order book state is not confirmed
if order_book.orders_being_placed or order_book.orders_being_cancelled:
self.logger.debug("Order book is in progress, not placing new orders")
return
# Place new orders
self.place_orders(bands.new_orders(our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
our_buy_balance=self.our_available_balance(order_book.balances, self.token_buy()),
our_sell_balance=self.our_available_balance(order_book.balances, self.token_sell()),
target_price=target_price)[0])
def synchronize_orders(self):
# If keeper balance is below `--min-eth-balance`, cancel all orders but do not terminate
# the keeper, keep processing blocks as the moment the keeper gets a top-up it should
# resume activity straight away, without the need to restart it.
if eth_balance(self.web3, self.our_address) < self.min_eth_balance:
self.logger.warning(f"Keeper ETH balance below minimum, cancelling all orders.")
self.cancel_all_orders()
return
bands = Bands(self.bands_config, self.history)
our_balances = self.our_balances()
our_orders = self.our_orders()
target_price = self.price_feed.get_price()
# If the is no target price feed, cancel all orders but do not terminate the keeper.
# The moment the price feed comes back, the keeper will resume placing orders.
if target_price is None:
self.logger.warning("Cancelling all orders as no price feed available.")
self.cancel_all_orders()
return
# Cancel orders
cancellable_orders = bands.cancellable_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# If we detect that our total balance reported by the API is not equal to the
# total balance reported by the Ethereum contract, it probably means that some
# deposits are still pending being credited to our account. In this case
# we also do not create any new orders, but at the same time existing orders
# can still be cancelled.
if not self.balances_match(our_balances):
self.logger.info("Balances do not match, probably deposits are in progress, waiting.")
return
# Evaluate if we need to create new orders, and how much do we need to deposit
new_orders, missing_buy_amount, missing_sell_amount = bands.new_orders(our_buy_orders=self.our_buy_orders(our_orders),
our_sell_orders=self.our_sell_orders(our_orders),
our_buy_balance=self.our_available_balance(our_balances, self.token_buy()),
our_sell_balance=self.our_available_balance(our_balances, self.token_sell()),
target_price=target_price)
# If deposited amount too low for placing buy orders, try to deposit.
# If deposited amount too low for placing sell orders, try to deposit.
made_deposit = False
if missing_buy_amount > Wad(0):
if self.deposit_for_buy_order(missing_buy_amount):
made_deposit = True
if missing_sell_amount > Wad(0):
if missing_sell_amount > Wad(0):
if self.deposit_for_sell_order(missing_sell_amount):
made_deposit = True
# If we managed to deposit something, do not do anything so we can reevaluate new orders to be placed.
# Otherwise, place new orders.
if not made_deposit:
self.place_orders(new_orders)
def synchronize_orders(self):
# If keeper balance is below `--min-eth-balance`, cancel all orders but do not terminate
# the keeper, keep processing blocks as the moment the keeper gets a top-up it should
# resume activity straight away, without the need to restart it.
#
# The exception is when we can withdraw some ETH from EtherDelta. Then we do it and carry on.
if eth_balance(self.web3, self.our_address) < self.min_eth_balance:
if self.etherdelta.balance_of(self.our_address) > self.eth_reserve:
self.logger.warning(
f"Keeper ETH balance below minimum, withdrawing {self.eth_reserve}."
)
self.etherdelta.withdraw(self.eth_reserve).transact()
else:
self.logger.warning(
f"Keeper ETH balance below minimum, cannot withdraw. Cancelling all orders."
)
self.cancel_all_orders()
return
bands = Bands(self.bands_config, self.history)
block_number = self.web3.eth.blockNumber
target_price = self.price_feed.get_price()
# If the is no target price feed, cancel all orders but do not terminate the keeper.
# The moment the price feed comes back, the keeper will resume placing orders.
if target_price is None:
self.logger.warning(
"Cancelling all orders as no price feed available.")
self.cancel_all_orders()
return
# Remove expired orders from the local order list
self.remove_expired_orders(block_number)
# Cancel orders
cancellable_orders = bands.cancellable_orders(self.our_buy_orders(),
self.our_sell_orders(),
target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders, block_number)
return
# In case of EtherDelta, balances returned by `our_total_balance` still contain amounts "locked"
# by currently open orders, so we need to explicitly subtract these amounts.
our_buy_balance = self.our_total_balance(
self.token_buy()) - Bands.total_amount(self.our_buy_orders())
our_sell_balance = self.our_total_balance(
self.token_sell()) - Bands.total_amount(self.our_sell_orders())
# Evaluate if we need to create new orders, and how much do we need to deposit
new_orders, missing_buy_amount, missing_sell_amount = bands.new_orders(
our_buy_orders=self.our_buy_orders(),
our_sell_orders=self.our_sell_orders(),
our_buy_balance=our_buy_balance,
our_sell_balance=our_sell_balance,
target_price=target_price)
# If deposited amount too low for placing buy orders, try to deposit.
# If deposited amount too low for placing sell orders, try to deposit.
made_deposit = False
if missing_buy_amount > Wad(0):
if self.deposit_for_buy_order():
made_deposit = True
if missing_sell_amount > Wad(0):
if self.deposit_for_sell_order():
made_deposit = True
# If we managed to deposit something, do not do anything so we can reevaluate new orders to be created.
# Otherwise, create new orders.
if not made_deposit:
self.place_orders(new_orders)
