def restore_tracking_states(self, saved_states: Dict[str, any]):
self.logger().info("Restoring existing orders and positions to inflight tracker.")
if saved_states.get("orders", False):
self._in_flight_orders.update({
key: UniswapV3InFlightPosition.from_json(value)
for key, value in saved_states["orders"].items()
})
if saved_states.get("positions", False):
self._in_flight_positions.update({
key: UniswapV3InFlightPosition.from_json(value)
for key, value in saved_states["positions"].items()
})
def test_range_position_removal(self):
"""
Test that positions are removed when profitability is reached.
"""
self.default_strategy._market_info.market._in_flight_positions[
"pos1"] = UniswapV3InFlightPosition(hb_id="pos1",
token_id=1,
trading_pair="ETH-USDT",
fee_tier="MEDIUM",
base_amount=Decimal("0"),
quote_amount=Decimal("100"),
lower_price=Decimal("90"),
upper_price=Decimal("95"))
self.default_strategy._market_info.market._in_flight_positions[
"pos1"].current_base_amount = Decimal("1")
self.default_strategy._market_info.market._in_flight_positions[
"pos1"].current_quote_amount = Decimal("0")
self.default_strategy._market_info.market._in_flight_positions[
"pos1"].unclaimed_base_amount = Decimal("1")
self.default_strategy._market_info.market._in_flight_positions[
"pos1"].unclaimed_quote_amount = Decimal("100")
self.default_strategy._market_info.market._in_flight_positions[
"pos1"].gas_price = Decimal("0")
self.assertEqual(
len(self.default_strategy._market_info.market._in_flight_positions
), 1)
self.default_strategy.range_position_remover()
self.assertEqual(
len(self.default_strategy._market_info.market._in_flight_positions
), 0)
def test_range_calculation(self):
"""
Test that the overall range of all positions cover are calculated correctly.
"""
self.default_strategy._market_info.market._in_flight_positions[
"pos1"] = UniswapV3InFlightPosition(hb_id="pos1",
token_id=1,
trading_pair="ETH-USDT",
fee_tier="MEDIUM",
base_amount=Decimal("0"),
quote_amount=Decimal("100"),
lower_price=Decimal("90"),
upper_price=Decimal("95"))
self.default_strategy._market_info.market._in_flight_positions[
"pos2"] = UniswapV3InFlightPosition(hb_id="pos2",
token_id=2,
trading_pair="ETH-USDT",
fee_tier="MEDIUM",
base_amount=Decimal("0"),
quote_amount=Decimal("100"),
lower_price=Decimal("95"),
upper_price=Decimal("100"))
self.default_strategy._market_info.market._in_flight_positions[
"pos3"] = UniswapV3InFlightPosition(hb_id="pos3",
token_id=3,
trading_pair="ETH-USDT",
fee_tier="MEDIUM",
base_amount=Decimal("0"),
quote_amount=Decimal("100"),
lower_price=Decimal("100"),
upper_price=Decimal("105"))
self.default_strategy._market_info.market._in_flight_positions[
"pos4"] = UniswapV3InFlightPosition(hb_id="pos4",
token_id=4,
trading_pair="ETH-USDT",
fee_tier="MEDIUM",
base_amount=Decimal("0"),
quote_amount=Decimal("100"),
lower_price=Decimal("105"),
upper_price=Decimal("110"))
self.assertEqual(
len(self.default_strategy._market_info.market._in_flight_positions
), 4)
lower_bound, upper_bound = self.default_strategy.total_position_range()
self.assertEqual(lower_bound, Decimal("90"))
self.assertEqual(upper_bound, Decimal("110"))
def add_position(self,
trading_pair: str,
fee_tier: str,
base_amount: Decimal,
quote_amount: Decimal,
lower_price: Decimal,
upper_price: Decimal,
token_id: int = 0):
self._in_flight_positions["pos1"] = UniswapV3InFlightPosition(
hb_id="pos1",
token_id=token_id,
trading_pair=trading_pair,
fee_tier=fee_tier,
base_amount=base_amount,
quote_amount=quote_amount,
lower_price=lower_price,
upper_price=upper_price)
def start_tracking_position(self, hb_id: str, trading_pair: str,
fee_tier: str, base_amount: Decimal,
quote_amount: Decimal, lower_price: Decimal,
upper_price: Decimal):
"""
Starts tracking a range position by simply adding it into _in_flight_positions dictionary.
"""
self._in_flight_positions[hb_id] = UniswapV3InFlightPosition(
hb_id=hb_id,
token_id=None,
trading_pair=trading_pair,
fee_tier=fee_tier,
base_amount=base_amount,
quote_amount=quote_amount,
lower_price=lower_price,
upper_price=upper_price,
)
def test_in_range_sell(self):
"""
Test in_range_sell function.
"""
self.default_strategy.tick(1)
self.assertFalse(self.default_strategy.in_range_sell())
self.default_strategy._market_info.market._in_flight_positions[
"pos1"] = UniswapV3InFlightPosition(hb_id="pos1",
token_id=1,
trading_pair="ETH-USDT",
fee_tier="MEDIUM",
base_amount=Decimal("0"),
quote_amount=Decimal("100"),
lower_price=Decimal("98"),
upper_price=Decimal("101"))
self.assertTrue(self.default_strategy.in_range_sell())
self.default_strategy._market_info.market._in_flight_positions = {}
def test_profitability_calculation(self):
"""
Test profitability calculation function works correctly
"""
pos = UniswapV3InFlightPosition(hb_id="pos1",
token_id=1,
trading_pair="HBOT-USDT",
fee_tier="MEDIUM",
base_amount=Decimal("0"),
quote_amount=Decimal("100"),
lower_price=Decimal("100"),
upper_price=Decimal("101"))
pos.current_base_amount = Decimal("1")
pos.current_quote_amount = Decimal("0")
pos.unclaimed_base_amount = Decimal("1")
pos.unclaimed_quote_amount = Decimal("10")
pos.gas_price = Decimal("5")
result = self.default_strategy.calculate_profitability(pos)
self.assertEqual(result["profitability"],
(Decimal("110") - result["tx_fee"]) / Decimal("100"))
async def update_lp_order(self, update_result: Dict[str, any], tracked_pos: UniswapV3InFlightPosition):
"""
Unlike swap orders, lp orders only stop tracking when a remove position is detected.
"""
if update_result.get("confirmed", False):
if update_result["receipt"].get("status", 0) == 1:
transaction_results = await self._api_request("post",
"eth/uniswap/v3/result",
{"logs": json.dumps(update_result["receipt"]["logs"]),
"pair": tracked_pos.trading_pair})
for result in transaction_results["info"]:
if result["name"] == "IncreaseLiquidity" and tracked_pos.last_status == UniswapV3PositionStatus.PENDING_CREATE:
token_id, amount0, amount1 = self.parse_liquidity_events(result["events"],
transaction_results["baseDecimal"],
transaction_results["quoteDecimal"])
tracked_pos.token_id = token_id
tracked_pos.base_amount = amount0
tracked_pos.quote_amount = amount1
tracked_pos.last_status = UniswapV3PositionStatus.OPEN
self.logger().info(f"Liquidity added for tokenID - {token_id}.")
self.trigger_event(MarketEvent.RangePositionUpdated,
RangePositionUpdatedEvent(self.current_timestamp,
tracked_pos.hb_id,
tracked_pos.last_tx_hash,
tracked_pos.token_id,
tracked_pos.base_amount,
tracked_pos.quote_amount,
tracked_pos.last_status.name
))
self.trigger_event(MarketEvent.RangePositionCreated,
RangePositionCreatedEvent(self.current_timestamp,
tracked_pos.hb_id,
tracked_pos.last_tx_hash,
tracked_pos.token_id,
tracked_pos.trading_pair,
tracked_pos.fee_tier,
tracked_pos.lower_price,
tracked_pos.upper_price,
tracked_pos.base_amount,
tracked_pos.quote_amount,
tracked_pos.last_status.name,
tracked_pos.gas_price
))
elif result["name"] == "DecreaseLiquidity" and tracked_pos.last_status == UniswapV3PositionStatus.PENDING_REMOVE:
token_id, amount0, amount1 = self.parse_liquidity_events(result["events"],
transaction_results["baseDecimal"],
transaction_results["quoteDecimal"])
tracked_pos.token_id = token_id
tracked_pos.last_status = UniswapV3PositionStatus.REMOVED
self.logger().info(f"Liquidity decreased for tokenID - {token_id}.")
self.trigger_event(MarketEvent.RangePositionUpdated,
RangePositionUpdatedEvent(self.current_timestamp,
tracked_pos.hb_id,
tracked_pos.last_tx_hash,
tracked_pos.token_id,
tracked_pos.base_amount,
tracked_pos.quote_amount,
tracked_pos.last_status.name
))
self.trigger_event(MarketEvent.RangePositionRemoved,
RangePositionRemovedEvent(self.current_timestamp, tracked_pos.hb_id,
tracked_pos.token_id))
self.stop_tracking_position(tracked_pos.hb_id)
elif result["name"] == "Collect":
pass
# not sure how to handle this at the moment
# token_id, amount0, amount1 = self.parse_liquidity_events(result["events"])
# tracked_order.update_exchange_order_id(token_id)
# self.logger().info(f"Liquidity removed for tokenID - {token_id}.")
else:
self.logger().info(
f"Error updating range position, token_id: {tracked_pos.token_id}, hb_id: {tracked_pos.hb_id}"
)
self.trigger_event(MarketEvent.RangePositionFailure,
RangePositionFailureEvent(self.current_timestamp, tracked_pos.hb_id))
self.stop_tracking_position(tracked_pos.hb_id)
tracked_pos.last_status = UniswapV3PositionStatus.FAILED
