def test_should_support_config_files_with_variables(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.with_variables_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed eth_dai-tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # when keeper.approve() self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 1 # and assert self.orders_by_token(deployment, deployment.gem)[0].maker == deployment.our_address assert self.orders_by_token(deployment, deployment.gem)[0].pay_amount == Wad.from_number(5.0) assert self.orders_by_token(deployment, deployment.gem)[0].pay_token == deployment.gem.address assert self.orders_by_token(deployment, deployment.gem)[0].buy_amount == Wad.from_number(520) assert self.orders_by_token(deployment, deployment.gem)[0].buy_token == deployment.sai.address
def test_should_support_config_files_with_variables(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.with_variables_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # when keeper.approve() self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 1 # and assert self.orders_by_token(deployment, deployment.gem)[0].maker == deployment.our_address assert self.orders_by_token(deployment, deployment.gem)[0].pay_amount == Wad.from_number(5.0) assert self.orders_by_token(deployment, deployment.gem)[0].pay_token == deployment.gem.address assert self.orders_by_token(deployment, deployment.gem)[0].buy_amount == Wad.from_number(520) assert self.orders_by_token(deployment, deployment.gem)[0].buy_token == deployment.sai.address
def test_should_cancel_all_orders_but_not_terminate_if_market_gets_closed( self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # when keeper.approve() self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2 # when deployment.otc._contract.transact().stop() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 0 assert not keeper.lifecycle.terminated_internally
def test_should_cancel_all_orders_outside_bands(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Web3Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() self.synchronize_orders_twice(keeper) assert len(deployment.otc.get_orders()) == 2 # when deployment.otc.make(deployment.sai.address, Wad.from_number(5), deployment.gem.address, Wad.from_number(0.0538)).transact() #price=92.936802973977695 deployment.otc.make(deployment.sai.address, Wad.from_number(5), deployment.gem.address, Wad.from_number(0.0505)).transact() #price=99.0 deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(50.5)).transact() #price=101 deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(53.5)).transact() #price=107 assert len(deployment.otc.get_orders()) == 6 # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2
def test_should_cancel_orders_on_shutdown(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() self.synchronize_orders_twice(keeper) assert len(deployment.otc.get_orders()) == 2 # when keeper.shutdown() # then assert len(deployment.otc.get_orders()) == 0
def test_should_not_create_orders_if_bands_overlap(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.bands_overlapping_invalid_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() # when self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 0
def test_should_not_create_any_orders_but_not_terminate_if_eth_balance_before_minimum(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.two_adjacent_bands_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file} " f"--min-eth-balance 100.0"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and self.leave_only_some_eth(deployment, Wad.from_number(10.0)) # there is a 5.0 ETH block reward even in testrpc, # that's why `--min-eth-balance` is higher than 10 # when keeper.approve() self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 0 assert not keeper.lifecycle.terminated_internally
def test_should_cancel_all_orders_but_not_terminate_if_market_gets_closed(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # when keeper.approve() self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2 # when deployment.otc._contract.transact().stop() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 0 assert not keeper.lifecycle.terminated_internally
def test_should_use_specified_gas_price_for_all_transactions(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file} " f"--gas-price 70000000000"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and start_block_number = deployment.web3.eth.blockNumber # when keeper.approve() self.synchronize_orders_twice(keeper) keeper.shutdown() # then for block_number in range(start_block_number+1, deployment.web3.eth.blockNumber+1): for transaction in deployment.web3.eth.getBlock(block_number, full_transactions=True).transactions: assert transaction.gasPrice == 70000000000
def test_should_cancel_selected_sell_orders_to_bring_the_band_total_below_max_and_closest_to_it( self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() self.synchronize_orders_twice(keeper) assert len(deployment.otc.get_orders()) == 2 # when [7.5+2.0 = 9.5] deployment.otc.make(deployment.gem.address, Wad.from_number(2), deployment.sai.address, Wad.from_number(208)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 3 # when [9.5+0.5 = 10] deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(52)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 4 # when [10+0.1 = 10.1] --> above max! deployment.otc.make(deployment.gem.address, Wad.from_number(0.1), deployment.sai.address, Wad.from_number(10.4)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 4 assert reduce(Wad.__add__, map(lambda order: order.pay_amount, self.orders_by_token(deployment, deployment.gem)), Wad(0)) \ == Wad.from_number(10.0)
def test_should_not_create_any_orders_but_not_terminate_if_eth_balance_before_minimum( self, deployment: Deployment, tmpdir): # given config_file = BandConfig.two_adjacent_bands_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file} " f"--min-eth-balance 100.0"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and self.leave_only_some_eth(deployment, Wad.from_number( 10.0)) # there is a 5.0 ETH block reward even in testrpc, # that's why `--min-eth-balance` is higher than 10 # when keeper.approve() self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 0 assert not keeper.lifecycle.terminated_internally
def test_should_take_over_order_from_adjacent_band_when_price_changes(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.two_adjacent_bands_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Web3Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # when keeper.approve() self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2 # and assert self.orders_sorted(deployment.otc.get_orders())[0].maker == deployment.our_address assert self.orders_sorted(deployment.otc.get_orders())[0].pay_amount == Wad.from_number(7.5) assert self.orders_sorted(deployment.otc.get_orders())[0].pay_token == deployment.gem.address assert self.orders_sorted(deployment.otc.get_orders())[0].buy_amount == Wad.from_number(780) assert self.orders_sorted(deployment.otc.get_orders())[0].buy_token == deployment.sai.address # and assert self.orders_sorted(deployment.otc.get_orders())[1].maker == deployment.our_address assert self.orders_sorted(deployment.otc.get_orders())[1].pay_amount == Wad.from_number(9.5) assert self.orders_sorted(deployment.otc.get_orders())[1].pay_token == deployment.gem.address assert self.orders_sorted(deployment.otc.get_orders())[1].buy_amount == Wad.from_number(1026) assert self.orders_sorted(deployment.otc.get_orders())[1].buy_token == deployment.sai.address # when self.set_price(deployment, Wad.from_number(96)) # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2 # and # ...new order in the <0.02,0.06> band gets created assert self.orders_sorted(deployment.otc.get_orders())[0].maker == deployment.our_address assert self.orders_sorted(deployment.otc.get_orders())[0].pay_amount == Wad.from_number(7.5) assert self.orders_sorted(deployment.otc.get_orders())[0].pay_token == deployment.gem.address assert self.orders_sorted(deployment.otc.get_orders())[0].buy_amount == Wad.from_number(748.8) assert self.orders_sorted(deployment.otc.get_orders())[0].buy_token == deployment.sai.address # and # ...the order from <0.02,0.06> ends up in the <0.06,0.10> band assert self.orders_sorted(deployment.otc.get_orders())[1].maker == deployment.our_address assert self.orders_sorted(deployment.otc.get_orders())[1].pay_amount == Wad.from_number(7.5) assert self.orders_sorted(deployment.otc.get_orders())[1].pay_token == deployment.gem.address assert self.orders_sorted(deployment.otc.get_orders())[1].buy_amount == Wad.from_number(780) assert self.orders_sorted(deployment.otc.get_orders())[1].buy_token == deployment.sai.address
def test_should_cancel_the_only_sell_order_and_place_a_new_one_if_above_max(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Web3Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() # and # [one artificially created order above the max band threshold] deployment.otc.make(deployment.gem.address, Wad.from_number(20), deployment.sai.address, Wad.from_number(2080)).transact() # when self.synchronize_orders_twice(keeper) # then # [the artificial order gets cancelled, a new one gets created instead] assert len(deployment.otc.get_orders()) == 2 assert self.orders_by_token(deployment, deployment.gem)[0].maker == deployment.our_address assert self.orders_by_token(deployment, deployment.gem)[0].pay_amount == Wad.from_number(7.5) assert self.orders_by_token(deployment, deployment.gem)[0].pay_token == deployment.gem.address assert self.orders_by_token(deployment, deployment.gem)[0].buy_amount == Wad.from_number(780) assert self.orders_by_token(deployment, deployment.gem)[0].buy_token == deployment.sai.address
def test_should_use_specified_gas_price_for_all_transactions( self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--price-feed tub " f"--config {config_file} " f"--gas-price 70000000000"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and start_block_number = deployment.web3.eth.blockNumber # when keeper.approve() self.synchronize_orders_twice(keeper) keeper.shutdown() # then for block_number in range(start_block_number + 1, deployment.web3.eth.blockNumber + 1): for transaction in deployment.web3.eth.getBlock( block_number, full_transactions=True).transactions: assert transaction.gasPrice == 70000000000
def test_should_fail_to_operate_if_bands_overlap(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.bands_overlapping_invalid_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() # expect with pytest.raises(Exception): self.synchronize_orders_twice(keeper)
def test_should_reload_config_file_if_changed(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.with_variables_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # when keeper.approve() self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 1 # when second_config_file = BandConfig.sample_config(tmpdir) shutil.copyfile(second_config_file, config_file) # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2
def test_should_cancel_orders_on_shutdown(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed eth_dai-tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() self.synchronize_orders_twice(keeper) assert len(deployment.otc.get_orders()) == 2 # when keeper.shutdown() # then assert len(deployment.otc.get_orders()) == 0
def test_should_place_extra_order_only_if_order_brought_below_min(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed eth_dai-tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() self.synchronize_orders_twice(keeper) assert len(deployment.otc.get_orders()) == 2 sai_order_id = self.orders_by_token(deployment, deployment.sai)[0].order_id # when deployment.otc.take(sai_order_id, Wad.from_number(20)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2 # when deployment.otc.take(sai_order_id, Wad.from_number(5)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2 # when deployment.otc.take(sai_order_id, Wad.from_number(1)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 3 assert deployment.otc.get_orders()[2].pay_amount == Wad.from_number(26) assert deployment.otc.get_orders()[2].pay_token == deployment.sai.address assert deployment.otc.get_orders()[2].buy_amount == Wad(270833333333333333) assert deployment.otc.get_orders()[2].buy_token == deployment.gem.address
def test_should_place_extra_order_only_if_order_brought_below_min(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() self.synchronize_orders_twice(keeper) assert len(deployment.otc.get_orders()) == 2 sai_order_id = self.orders_by_token(deployment, deployment.sai)[0].order_id # when deployment.otc.take(sai_order_id, Wad.from_number(20)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2 # when deployment.otc.take(sai_order_id, Wad.from_number(5)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2 # when deployment.otc.take(sai_order_id, Wad.from_number(1)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 3 assert deployment.otc.get_orders()[2].pay_amount == Wad.from_number(26) assert deployment.otc.get_orders()[2].pay_token == deployment.sai.address assert deployment.otc.get_orders()[2].buy_amount == Wad(270833333333333333) assert deployment.otc.get_orders()[2].buy_token == deployment.gem.address
def test_should_cancel_selected_buy_orders_to_bring_the_band_total_below_max_and_closest_to_it( self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() self.synchronize_orders_twice(keeper) assert len(deployment.otc.get_orders()) == 2 # when [75+17 = 92] deployment.otc.make(deployment.sai.address, Wad.from_number(17), deployment.gem.address, Wad.from_number(0.1770805)).transact() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 3 # when [92+2 = 94] deployment.otc.make(deployment.sai.address, Wad.from_number(2), deployment.gem.address, Wad.from_number(0.020833)).transact() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 4 # when [94+7 = 101] --> above max! deployment.otc.make(deployment.sai.address, Wad.from_number(7), deployment.gem.address, Wad.from_number(0.072912)).transact() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 4 assert reduce(Wad.__add__, map(lambda order: order.pay_amount, self.orders_by_token(deployment, deployment.sai)), Wad(0)) \ == Wad.from_number(99)
def test_should_cancel_selected_sell_orders_to_bring_the_band_total_below_max_and_closest_to_it(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() self.synchronize_orders_twice(keeper) assert len(deployment.otc.get_orders()) == 2 # when [7.5+2.0 = 9.5] deployment.otc.make(deployment.gem.address, Wad.from_number(2), deployment.sai.address, Wad.from_number(208)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 3 # when [9.5+0.5 = 10] deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(52)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 4 # when [10+0.1 = 10.1] --> above max! deployment.otc.make(deployment.gem.address, Wad.from_number(0.1), deployment.sai.address, Wad.from_number(10.4)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 4 assert reduce(Wad.__add__, map(lambda order: order.pay_amount, self.orders_by_token(deployment, deployment.gem)), Wad(0)) \ == Wad.from_number(10.0)
def test_should_create_orders_on_startup(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # when keeper.approve() self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2 # and assert self.orders_by_token( deployment, deployment.sai)[0].maker == deployment.our_address assert self.orders_by_token( deployment, deployment.sai)[0].pay_amount == Wad.from_number(75) assert self.orders_by_token( deployment, deployment.sai)[0].pay_token == deployment.sai.address assert self.orders_by_token( deployment, deployment.sai)[0].buy_amount == Wad.from_number(0.78125) assert self.orders_by_token( deployment, deployment.sai)[0].buy_token == deployment.gem.address # and assert self.orders_by_token( deployment, deployment.gem)[0].maker == deployment.our_address assert self.orders_by_token( deployment, deployment.gem)[0].pay_amount == Wad.from_number(7.5) assert self.orders_by_token( deployment, deployment.gem)[0].pay_token == deployment.gem.address assert self.orders_by_token( deployment, deployment.gem)[0].buy_amount == Wad.from_number(780) assert self.orders_by_token( deployment, deployment.gem)[0].buy_token == deployment.sai.address
def test_should_create_orders_in_multiple_bands(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.two_adjacent_bands_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # when keeper.approve() self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2 # and assert self.orders_sorted( deployment.otc.get_orders())[0].maker == deployment.our_address assert self.orders_sorted( deployment.otc.get_orders())[0].pay_amount == Wad.from_number(7.5) assert self.orders_sorted( deployment.otc.get_orders())[0].pay_token == deployment.gem.address assert self.orders_sorted( deployment.otc.get_orders())[0].buy_amount == Wad.from_number(780) assert self.orders_sorted( deployment.otc.get_orders())[0].buy_token == deployment.sai.address # and assert self.orders_sorted( deployment.otc.get_orders())[1].maker == deployment.our_address assert self.orders_sorted( deployment.otc.get_orders())[1].pay_amount == Wad.from_number(9.5) assert self.orders_sorted( deployment.otc.get_orders())[1].pay_token == deployment.gem.address assert self.orders_sorted( deployment.otc.get_orders())[1].buy_amount == Wad.from_number(1026) assert self.orders_sorted( deployment.otc.get_orders())[1].buy_token == deployment.sai.address
def test_should_cancel_all_orders_but_not_terminate_if_config_file_becomes_invalid( self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # when keeper.approve() self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2 # when second_config_file = BandConfig.bands_overlapping_invalid_config( tmpdir) shutil.copyfile(second_config_file, config_file) # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 0 assert not keeper.lifecycle.terminated_internally
def test_should_create_orders_in_multiple_bands(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.two_adjacent_bands_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # when keeper.approve() self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2 # and assert self.orders_sorted(deployment.otc.get_orders())[0].maker == deployment.our_address assert self.orders_sorted(deployment.otc.get_orders())[0].pay_amount == Wad.from_number(7.5) assert self.orders_sorted(deployment.otc.get_orders())[0].pay_token == deployment.gem.address assert self.orders_sorted(deployment.otc.get_orders())[0].buy_amount == Wad.from_number(780) assert self.orders_sorted(deployment.otc.get_orders())[0].buy_token == deployment.sai.address # and assert self.orders_sorted(deployment.otc.get_orders())[1].maker == deployment.our_address assert self.orders_sorted(deployment.otc.get_orders())[1].pay_amount == Wad.from_number(9.5) assert self.orders_sorted(deployment.otc.get_orders())[1].pay_token == deployment.gem.address assert self.orders_sorted(deployment.otc.get_orders())[1].buy_amount == Wad.from_number(1026) assert self.orders_sorted(deployment.otc.get_orders())[1].buy_token == deployment.sai.address
def test_should_cancel_the_only_sell_order_and_place_a_new_one_if_above_max(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() # and # [one artificially created order above the max band threshold] deployment.otc.make(deployment.gem.address, Wad.from_number(20), deployment.sai.address, Wad.from_number(2080)).transact() # and keeper.order_book_manager.wait_for_order_book_refresh() # when self.synchronize_orders_twice(keeper) # then # [the artificial order gets cancelled, a new one gets created instead] assert len(deployment.otc.get_orders()) == 2 assert self.orders_by_token(deployment, deployment.gem)[0].maker == deployment.our_address assert self.orders_by_token(deployment, deployment.gem)[0].pay_amount == Wad.from_number(7.5) assert self.orders_by_token(deployment, deployment.gem)[0].pay_token == deployment.gem.address assert self.orders_by_token(deployment, deployment.gem)[0].buy_amount == Wad.from_number(780) assert self.orders_by_token(deployment, deployment.gem)[0].buy_token == deployment.sai.address
def test_should_cancel_all_orders_outside_bands(self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() self.synchronize_orders_twice(keeper) assert len(deployment.otc.get_orders()) == 2 # when deployment.otc.make(deployment.sai.address, Wad.from_number(5), deployment.gem.address, Wad.from_number(0.0538)).transact() #price=92.936802973977695 deployment.otc.make(deployment.sai.address, Wad.from_number(5), deployment.gem.address, Wad.from_number(0.0505)).transact() #price=99.0 deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(50.5)).transact() #price=101 deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(53.5)).transact() #price=107 assert len(deployment.otc.get_orders()) == 6 # and keeper.order_book_manager.wait_for_order_book_refresh() # and self.synchronize_orders_twice(keeper) # then assert len(deployment.otc.get_orders()) == 2
def test_should_send_replacement_orders_the_moment_old_ones_get_cancelled( self, deployment: Deployment, tmpdir): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = OasisMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} " f"--tub-address {deployment.tub.address} " f"--oasis-address {deployment.otc.address} " f"--buy-token-address {deployment.sai.address} " f"--sell-token-address {deployment.gem.address} " f"--price-feed tub " f"--config {config_file}"), web3=deployment.web3) keeper.lifecycle = Lifecycle(web3=keeper.web3) # and self.mint_tokens(deployment) # and keeper.approve() # when self.set_price(deployment, Wad.from_number(100)) self.synchronize_orders_once(keeper) # then assert len(deployment.otc.get_orders()) == 2 # and assert self.orders_by_token( deployment, deployment.sai)[0].maker == deployment.our_address assert self.orders_by_token( deployment, deployment.sai)[0].pay_amount == Wad.from_number(75) assert self.orders_by_token( deployment, deployment.sai)[0].pay_token == deployment.sai.address assert self.orders_by_token( deployment, deployment.sai)[0].buy_amount == Wad.from_number(0.78125) assert self.orders_by_token( deployment, deployment.sai)[0].buy_token == deployment.gem.address # and assert self.orders_by_token( deployment, deployment.gem)[0].maker == deployment.our_address assert self.orders_by_token( deployment, deployment.gem)[0].pay_amount == Wad.from_number(7.5) assert self.orders_by_token( deployment, deployment.gem)[0].pay_token == deployment.gem.address assert self.orders_by_token( deployment, deployment.gem)[0].buy_amount == Wad.from_number(780) assert self.orders_by_token( deployment, deployment.gem)[0].buy_token == deployment.sai.address # when self.set_price(deployment, Wad.from_number(200)) block_number_before = deployment.web3.eth.blockNumber self.synchronize_orders_once(keeper) block_number_after = deployment.web3.eth.blockNumber # then assert len(deployment.otc.get_orders()) == 2 # and assert block_number_after - block_number_before == 4 # and assert self.orders_by_token( deployment, deployment.sai)[0].maker == deployment.our_address assert self.orders_by_token( deployment, deployment.sai)[0].pay_amount == Wad.from_number(75) assert self.orders_by_token( deployment, deployment.sai)[0].pay_token == deployment.sai.address assert self.orders_by_token( deployment, deployment.sai)[0].buy_amount == Wad.from_number(0.78125 / 2) assert self.orders_by_token( deployment, deployment.sai)[0].buy_token == deployment.gem.address # and assert self.orders_by_token( deployment, deployment.gem)[0].maker == deployment.our_address assert self.orders_by_token( deployment, deployment.gem)[0].pay_amount == Wad.from_number(7.5) assert self.orders_by_token( deployment, deployment.gem)[0].pay_token == deployment.gem.address assert self.orders_by_token( deployment, deployment.gem)[0].buy_amount == Wad.from_number(780 * 2) assert self.orders_by_token( deployment, deployment.gem)[0].buy_token == deployment.sai.address