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"--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() # expect with pytest.raises(Exception): self.synchronize_orders_twice(keeper)
def test_should_not_create_any_orders_but_not_terminate_if_eth_balance_before_minimum( self, deployment: Deployment, tmpdir: py.path.local): # given config_file = BandConfig.two_adjacent_bands_config(tmpdir) # and keeper = EtherDeltaMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} --config {config_file}" f" --tub-address {deployment.tub.address}" f" --etherdelta-address {deployment.etherdelta.address}" f" --etherdelta-socket https://127.0.0.1:99999/" f" --order-age 3600 --eth-reserve 200" f" --min-eth-balance 100.0" f" --min-eth-deposit 1 --min-sai-deposit 400"), web3=deployment.web3) keeper.lifecycle = Web3Lifecycle(web3=keeper.web3) keeper.etherdelta_api.publish_order = MagicMock() # 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() keeper.synchronize_orders( ) # ... first call is so it can made deposits keeper.synchronize_orders( ) # ... second call is so the actual orders can get placed # then assert len(self.orders(keeper)) == 0 assert not keeper.lifecycle.terminated_internally
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"--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_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_fail_to_register_two_startup_callbacks(self): # expect with pytest.raises(BaseException): with Web3Lifecycle(self.web3) as lifecycle: lifecycle.on_startup(lambda: 1) lifecycle.on_startup(lambda: 2)
def test_should_always_exit(self): with pytest.raises(SystemExit): with Web3Lifecycle(self.web3): pass
def main(self): with Web3Lifecycle(self.web3) as lifecycle: self.lifecycle = lifecycle lifecycle.on_startup(self.startup) lifecycle.on_block(self.process_block)
def test_should_take_over_order_from_adjacent_band_when_price_changes( self, deployment: Deployment, tmpdir: py.path.local): # given config_file = BandConfig.two_adjacent_bands_config(tmpdir) # and keeper = EtherDeltaMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} --config {config_file}" f" --tub-address {deployment.tub.address}" f" --etherdelta-address {deployment.etherdelta.address}" f" --etherdelta-socket https://127.0.0.1:99999/" f" --order-age 3600 --eth-reserve 10" f" --min-eth-deposit 1 --min-sai-deposit 400"), web3=deployment.web3) keeper.lifecycle = Web3Lifecycle(web3=keeper.web3) keeper.etherdelta_api.publish_order = MagicMock() # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # when keeper.approve() keeper.synchronize_orders( ) # ... first call is so it can made deposits keeper.synchronize_orders( ) # ... second call is so the actual orders can get placed # then assert len(self.orders(keeper)) == 2 # and assert self.orders_sorted( self.orders(keeper))[0].maker == deployment.our_address assert self.orders_sorted( self.orders(keeper))[0].pay_amount == Wad.from_number(7.5) assert self.orders_sorted( self.orders(keeper))[0].pay_token == EtherDelta.ETH_TOKEN assert self.orders_sorted( self.orders(keeper))[0].buy_amount == Wad.from_number(780) assert self.orders_sorted( self.orders(keeper))[0].buy_token == deployment.sai.address # and assert self.orders_sorted( self.orders(keeper))[1].maker == deployment.our_address assert self.orders_sorted( self.orders(keeper))[1].pay_amount == Wad.from_number(9.5) assert self.orders_sorted( self.orders(keeper))[1].pay_token == EtherDelta.ETH_TOKEN assert self.orders_sorted( self.orders(keeper))[1].buy_amount == Wad.from_number(1026) assert self.orders_sorted( self.orders(keeper))[1].buy_token == deployment.sai.address # when self.set_price(deployment, Wad.from_number(96)) # and keeper.synchronize_orders( ) # ... first call is so it can made deposits keeper.synchronize_orders( ) # ... second call is so the actual orders can get placed # then assert len(self.orders(keeper)) == 2 # and # ...new order in the <0.02,0.06> band gets created assert self.orders_sorted( self.orders(keeper))[0].maker == deployment.our_address assert self.orders_sorted( self.orders(keeper))[0].pay_amount == Wad.from_number(7.5) assert self.orders_sorted( self.orders(keeper))[0].pay_token == EtherDelta.ETH_TOKEN assert self.orders_sorted( self.orders(keeper))[0].buy_amount == Wad.from_number(748.8) assert self.orders_sorted( self.orders(keeper))[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( self.orders(keeper))[1].maker == deployment.our_address assert self.orders_sorted( self.orders(keeper))[1].pay_amount == Wad.from_number(7.5) assert self.orders_sorted( self.orders(keeper))[1].pay_token == EtherDelta.ETH_TOKEN assert self.orders_sorted( self.orders(keeper))[1].buy_amount == Wad.from_number(780) assert self.orders_sorted( self.orders(keeper))[1].buy_token == deployment.sai.address
def test_should_cancel_all_orders_outside_bands(self, deployment: Deployment, tmpdir: py.path.local): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = EtherDeltaMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} --config {config_file}" f" --tub-address {deployment.tub.address}" f" --etherdelta-address {deployment.etherdelta.address}" f" --etherdelta-socket https://127.0.0.1:99999/" f" --order-age 3600 --eth-reserve 10" f" --min-eth-deposit 1 --min-sai-deposit 400"), web3=deployment.web3) keeper.lifecycle = Web3Lifecycle(web3=keeper.web3) keeper.etherdelta_api.publish_order = MagicMock() # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() keeper.synchronize_orders( ) # ... first call is so it can made deposits keeper.synchronize_orders( ) # ... second call is so the actual orders can get placed assert len(self.orders(keeper)) == 2 # when keeper.our_orders.append( deployment.etherdelta.create_order( deployment.sai.address, Wad.from_number(5), EtherDelta.ETH_TOKEN, Wad.from_number(0.0538), 1000000)) #price=92.936802973977695 keeper.our_orders.append( deployment.etherdelta.create_order(deployment.sai.address, Wad.from_number(5), EtherDelta.ETH_TOKEN, Wad.from_number(0.0505), 1000000)) #price=99.0 keeper.our_orders.append( deployment.etherdelta.create_order(EtherDelta.ETH_TOKEN, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(50.5), 1000000)) #price=101 keeper.our_orders.append( deployment.etherdelta.create_order(EtherDelta.ETH_TOKEN, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(53.5), 1000000)) #price=107 assert len(self.orders(keeper)) == 6 # and keeper.synchronize_orders( ) # ... first call is so it can made deposits keeper.synchronize_orders( ) # ... second call is so the actual orders can get placed # then assert len(self.orders(keeper)) == 2
def test_should_deposit_and_create_orders_on_startup( self, deployment: Deployment, tmpdir: py.path.local): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = EtherDeltaMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} --config {config_file}" f" --tub-address {deployment.tub.address}" f" --etherdelta-address {deployment.etherdelta.address}" f" --etherdelta-socket https://127.0.0.1:99999/" f" --order-age 3600 --eth-reserve 10" f" --min-eth-deposit 1 --min-sai-deposit 400"), web3=deployment.web3) keeper.lifecycle = Web3Lifecycle(web3=keeper.web3) keeper.etherdelta_api.publish_order = MagicMock() # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # when keeper.approve() keeper.synchronize_orders( ) # ... first call is so it can made deposits keeper.synchronize_orders( ) # ... second call is so the actual orders can get placed # then assert deployment.etherdelta.balance_of( deployment.our_address) > Wad(0) assert deployment.etherdelta.balance_of_token( deployment.sai.address, deployment.our_address) > Wad(0) # and assert len(self.orders(keeper)) == 2 assert keeper.etherdelta_api.publish_order.call_count == 2 # and assert self.orders_by_token( keeper, deployment.sai.address)[0].maker == deployment.our_address assert self.orders_by_token( keeper, deployment.sai.address)[0].pay_amount == Wad.from_number(75) assert self.orders_by_token( keeper, deployment.sai.address)[0].pay_token == deployment.sai.address assert self.orders_by_token( keeper, deployment.sai.address)[0].buy_amount == Wad.from_number(0.78125) assert self.orders_by_token( keeper, deployment.sai.address)[0].buy_token == EtherDelta.ETH_TOKEN # and assert self.orders_by_token( keeper, EtherDelta.ETH_TOKEN)[0].maker == deployment.our_address assert self.orders_by_token( keeper, EtherDelta.ETH_TOKEN)[0].pay_amount == Wad.from_number(7.5) assert self.orders_by_token( keeper, EtherDelta.ETH_TOKEN)[0].pay_token == EtherDelta.ETH_TOKEN assert self.orders_by_token( keeper, EtherDelta.ETH_TOKEN)[0].buy_amount == Wad.from_number(780) assert self.orders_by_token( keeper, EtherDelta.ETH_TOKEN)[0].buy_token == deployment.sai.address
def test_should_cancel_selected_sell_orders_to_bring_the_band_total_below_max_and_closest_to_it( self, deployment: Deployment, tmpdir: py.path.local): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = EtherDeltaMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} --config {config_file}" f" --tub-address {deployment.tub.address}" f" --etherdelta-address {deployment.etherdelta.address}" f" --etherdelta-socket https://127.0.0.1:99999/" f" --order-age 3600 --eth-reserve 10" f" --min-eth-deposit 1 --min-sai-deposit 400"), web3=deployment.web3) keeper.lifecycle = Web3Lifecycle(web3=keeper.web3) keeper.etherdelta_api.publish_order = MagicMock() # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() keeper.synchronize_orders( ) # ... first call is so it can made deposits keeper.synchronize_orders( ) # ... second call is so the actual orders can get placed assert len(self.orders(keeper)) == 2 # when [7.5+2.0 = 9.5] keeper.our_orders.append( deployment.etherdelta.create_order(EtherDelta.ETH_TOKEN, Wad.from_number(2), deployment.sai.address, Wad.from_number(208), 1000000)) # and keeper.synchronize_orders( ) # ... first call is so it can made deposits keeper.synchronize_orders( ) # ... second call is so the actual orders can get placed # then assert len(self.orders(keeper)) == 3 # when [9.5+0.5 = 10] keeper.our_orders.append( deployment.etherdelta.create_order(EtherDelta.ETH_TOKEN, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(52), 1000000)) # and keeper.synchronize_orders( ) # ... first call is so it can made deposits keeper.synchronize_orders( ) # ... second call is so the actual orders can get placed # then assert len(self.orders(keeper)) == 4 # when [10+0.1 = 10.1] --> above max! keeper.our_orders.append( deployment.etherdelta.create_order(EtherDelta.ETH_TOKEN, Wad.from_number(0.1), deployment.sai.address, Wad.from_number(10.4), 1000000)) # and keeper.synchronize_orders( ) # ... first call is so it can made deposits keeper.synchronize_orders( ) # ... second call is so the actual orders can get placed # then assert len(self.orders(keeper)) == 4 assert reduce(Wad.__add__, map(lambda order: order.pay_amount, self.orders_by_token(keeper, EtherDelta.ETH_TOKEN)), Wad(0)) \ == Wad.from_number(10.0)
def test_should_place_extra_order_only_if_order_brought_below_min( self, deployment: Deployment, tmpdir: py.path.local): # given config_file = BandConfig.sample_config(tmpdir) # and keeper = EtherDeltaMarketMakerKeeper(args=args( f"--eth-from {deployment.our_address} --config {config_file}" f" --tub-address {deployment.tub.address}" f" --etherdelta-address {deployment.etherdelta.address}" f" --etherdelta-socket https://127.0.0.1:99999/" f" --order-age 3600 --eth-reserve 10" f" --min-eth-deposit 1 --min-sai-deposit 400"), web3=deployment.web3) keeper.lifecycle = Web3Lifecycle(web3=keeper.web3) keeper.etherdelta_api.publish_order = MagicMock() # and self.mint_tokens(deployment) self.set_price(deployment, Wad.from_number(100)) # and keeper.approve() keeper.synchronize_orders( ) # ... first call is so it can made deposits keeper.synchronize_orders( ) # ... second call is so the actual orders can get placed assert len(self.orders(keeper)) == 2 sai_order = self.orders_by_token(keeper, deployment.sai.address)[0] # when print(sai_order.sell_to_buy_price) print(sai_order.buy_to_sell_price) deployment.etherdelta.trade(sai_order, Wad.from_number(20) / Wad.from_number(96)).transact() # and keeper.synchronize_orders() # then assert len(self.orders(keeper)) == 2 # when deployment.etherdelta.trade(sai_order, Wad.from_number(5) / Wad.from_number(96)).transact() # and keeper.synchronize_orders() # then assert len(self.orders(keeper)) == 2 # when deployment.etherdelta.trade(sai_order, Wad.from_number(1) / Wad.from_number(96)).transact() # and keeper.synchronize_orders() # then assert len(self.orders(keeper)) == 3 assert self.orders(keeper)[2].pay_amount == Wad.from_number(26) assert self.orders(keeper)[2].pay_token == deployment.sai.address assert self.orders(keeper)[2].buy_amount == Wad(270833333000000000) assert self.orders(keeper)[2].buy_token == EtherDelta.ETH_TOKEN