def __init__(self): super().__init__() self.offchain = self.arguments.offchain self.order_age = self.arguments.order_age self.max_eth_amount = Wad.from_number(self.arguments.max_eth_amount) self.min_eth_amount = Wad.from_number(self.arguments.min_eth_amount) self.max_sai_amount = Wad.from_number(self.arguments.max_sai_amount) self.min_sai_amount = Wad.from_number(self.arguments.min_sai_amount) self.eth_reserve = Wad.from_number(self.arguments.eth_reserve) self.min_margin = self.arguments.min_margin self.avg_margin = self.arguments.avg_margin self.max_margin = self.arguments.max_margin self.etherdelta_address = Address( self.config.get_config()["etherDelta"]["contract"]) self.etherdelta_api_server = self.config.get_config()["etherDelta"]["apiServer"][1] \ if "apiServer" in self.config.get_config()["etherDelta"] \ else None self.etherdelta = EtherDelta(web3=self.web3, address=self.etherdelta_address, api_server=self.etherdelta_api_server) if self.offchain and not self.etherdelta.supports_offchain_orders(): raise Exception( "Off-chain EtherDelta orders not supported on this chain")
def test_should_identify_multi_step_opportunities(self, token1, token2, token3, token4): # given conversion1 = Conversion(token1, token2, Ray.from_number(1.02), Wad.from_number(10000), 'met1') conversion2 = Conversion(token2, token3, Ray.from_number(1.03), Wad.from_number(10000), 'met2') conversion3 = Conversion(token3, token4, Ray.from_number(1.05), Wad.from_number(10000), 'met3') conversion4 = Conversion(token4, token1, Ray.from_number(1.07), Wad.from_number(10000), 'met4') conversions = [conversion1, conversion2, conversion3, conversion4] base_token = token1 # when opportunities = OpportunityFinder(conversions).find_opportunities( base_token, Wad.from_number(100)) # then assert len(opportunities) == 1 assert len(opportunities[0].steps) == 4 assert opportunities[0].steps[0].method == "met1" assert opportunities[0].steps[1].method == "met2" assert opportunities[0].steps[2].method == "met3" assert opportunities[0].steps[3].method == "met4"
def test_round_inequality(self): # should hold for all x, ndigits x = Wad.from_number(7654.321) ndigits = 1 round_difference = x - round(x, ndigits) round_distance = Wad(abs(round_difference.value)) assert round_distance <= Wad.from_number(0.5 * 10**(-ndigits))
def test_tag(self, sai: SaiDeployment): # when DSValue(web3=sai.web3, address=sai.tub.pip()).poke_with_int( Wad.from_number(250.45).value).transact() # then assert sai.tub.tag() == Wad.from_number(250.45)
def test_multiply_by_ray(self): assert Wad.from_number(2) * Ray.from_number(3) == Wad.from_number(6) assert Wad.from_number(2) * Ray(3) == Wad(0) assert Wad(2) * Ray(499999999999999999999999999) == Wad(0) assert Wad(2) * Ray(500000000000000000000000000) == Wad(1) assert Wad(2) * Ray(999999999999999999999999999) == Wad(1) assert Wad(2) * Ray(1000000000000000000000000000) == Wad(2)
def test_divide(self): assert Wad.from_number(4) / Wad.from_number(2) == Wad.from_number(2) assert Wad(4) / Wad.from_number(2) == Wad(2) assert Wad(3) / Wad.from_number(2) == Wad(1) assert Wad(39) / Wad.from_number(20) == Wad(1) assert Wad(40) / Wad.from_number(20) == Wad(2) assert Wad.from_number(0.2) / Wad.from_number(0.1) == Wad.from_number( 2)
def test_cork_and_hat(self, sai: SaiDeployment): # given assert sai.tub.hat() == Wad(0) # when sai.tub.cork(Wad.from_number(150000)).transact() # then assert sai.tub.hat() == Wad.from_number(150000)
def test_jump_and_gap(self, sai: SaiDeployment): # given assert sai.tap.gap() == Wad.from_number(1) # when sai.tap.jump(Wad.from_number(1.05)).transact() # then assert sai.tap.gap() == Wad.from_number(1.05)
def test_should_format_two_different_tokens(token1, token2, some_address): # given transfer1 = Transfer(token1, some_address, some_address, Wad.from_number(105)) transfer2 = Transfer(token2, some_address, some_address, Wad.from_number(17)) # expect assert TransferFormatter().format([transfer1, transfer2]) \ == "105.000000000000000000 TK1 and 17.000000000000000000 TK2"
def test_nicely_convert_to_string_with_amounts(token1, token2): # given conversion = Conversion(token1, token2, Ray.from_number(1.01), Wad.from_number(1000), 'met()') conversion.source_amount = Wad.from_number(50) conversion.target_amount = Wad.from_number(50.5) # expect assert str(conversion) == "[50.000000000000000000 TK1 -> 50.500000000000000000 TK2 @1.010000000000000000000000000" \ " by met() (max=1000.000000000000000000 TK1)]"
def test_s2s_and_bid_and_ask(self, sai: SaiDeployment): # when DSValue(web3=sai.web3, address=sai.tub.pip()).poke_with_int( Wad.from_number(500).value).transact() sai.tap.jump(Wad.from_number(1.05)).transact() # then assert sai.tap.bid() == Wad.from_number(475) assert sai.tap.s2s() == Wad.from_number(500) assert sai.tap.ask() == Wad.from_number(525)
def test_should_format_net_balances(token1, our_address, some_address): # given transfer1 = Transfer(token1, our_address, some_address, Wad.from_number(15)) transfer2 = Transfer(token1, some_address, our_address, Wad.from_number(17)) # expect assert TransferFormatter().format_net([transfer1, transfer2], our_address) \ == "2.000000000000000000 TK1"
def bustable_amount_in_sai(self, tap: Tap): #TODO we always try to bust 10 SAI less than what the Tub reports #in order to discount the growth of `joy()` that might've have happened since the last drip #of course this is not the right solution and it won't even work properly if the last #drip happened enough time ago bustable_woe = tap.woe() - tap.joy() - Wad.from_number(10) # we deduct 0.000001 in order to avoid rounding errors bustable_fog = tap.fog() * tap.ask() - Wad.from_number(0.000001) return Wad.max(bustable_woe, bustable_fog, Wad.from_number(0))
def test_should_format_net_balances_excluding_transfers_between_us( token1, our_address, some_address): # given transfer1 = Transfer(token1, some_address, our_address, Wad.from_number(4)) transfer2 = Transfer(token1, our_address, some_address, Wad.from_number(1.5)) transfer3 = Transfer(token1, our_address, our_address, Wad.from_number(50)) # expect assert TransferFormatter().format_net([transfer1, transfer2, transfer3], our_address) \ == "2.500000000000000000 TK1"
def test_should_calculate_total_rate(self, token1, token2): # given step1 = Conversion(token1, token2, Ray.from_number(1.01), Wad.from_number(1000), 'met1') step2 = Conversion(token2, token1, Ray.from_number(1.02), Wad.from_number(1000), 'met2') # when sequence = Sequence([step1, step2]) # then assert sequence.total_rate() == Ray.from_number(1.0302)
def test_should_format_net_balances_if_multiple_transfers( token1, our_address, some_address): # given transfer1 = Transfer(token1, our_address, some_address, Wad.from_number(15)) transfer2 = Transfer(token1, some_address, our_address, Wad.from_number(17)) transfer3 = Transfer(token1, some_address, our_address, Wad.from_number(3.5)) # expect assert TransferFormatter().format_net([transfer1, transfer2, transfer3], our_address) \ == "5.500000000000000000 TK1"
def __init__(self, lpc: Lpc): self.lpc = lpc rate = Ray(self.lpc.par() / (self.lpc.tag() * self.lpc.gap())) #TODO we always leave 0.000001 in the liquidity pool, in case of some rounding errors max_entry_ref = Wad.max( (ERC20Token(web3=lpc.web3, address=lpc.alt()).balance_of( lpc.address) / Wad(rate)) - Wad.from_number(0.000001), Wad.from_number(0)) super().__init__(source_token=self.lpc.ref(), target_token=self.lpc.alt(), rate=rate, max_source_amount=max_entry_ref, method="lpc.take(alt)")
def test_joy_and_boom(self, sai: SaiDeployment): # given sai.tub.join(Wad.from_number(10)).transact() sai.tub.cork(Wad.from_number(100000)).transact() sai.tub.crop(Ray(1000100000000000000000000000)).transact() DSValue(web3=sai.web3, address=sai.tub.pip()).poke_with_int( Wad.from_number(250).value).transact() # and sai.tub.open().transact() sai.tub.lock(1, Wad.from_number(4)).transact() sai.tub.draw(1, Wad.from_number(1000)).transact() # when sai.tub.drip().transact() sai.tub.warp(3600).transact() sai.tub.drip().transact() # then assert sai.skr.balance_of(sai.our_address) == Wad.from_number(6) assert sai.tap.joy() == Wad(433303616582911495481) # when sai.tap.boom(Wad.from_number(1)).transact() # then assert sai.skr.balance_of(sai.our_address) == Wad.from_number(5) assert sai.tap.joy() == Wad(183303616582911495481)
def test_should_not_include_zeros_in_net_balances(token1, token2, our_address, some_address): # given transfer1 = Transfer(token1, our_address, some_address, Wad.from_number(15)) transfer2 = Transfer(token1, some_address, our_address, Wad.from_number(17)) transfer3 = Transfer(token2, our_address, some_address, Wad.from_number(22.5)) transfer4 = Transfer(token2, some_address, our_address, Wad.from_number(22.5)) # expect assert TransferFormatter().format_net([transfer1, transfer2, transfer3, transfer4], our_address) \ == "2.000000000000000000 TK1"
def test_should_format_net_balances_for_more_than_one_token( token1, token2, our_address, some_address): # given transfer1 = Transfer(token1, our_address, some_address, Wad.from_number(15)) transfer2 = Transfer(token1, some_address, our_address, Wad.from_number(17)) transfer3 = Transfer(token2, our_address, some_address, Wad.from_number(2.5)) transfer4 = Transfer(token2, some_address, our_address, Wad.from_number(100)) # expect assert TransferFormatter().format_net([transfer1, transfer2, transfer3, transfer4], our_address) \ == "2.000000000000000000 TK1 and 97.500000000000000000 TK2"
def test_should_recognize_if_there_are_no_opportunities( self, token1, token2, token3): # given conversion1 = Conversion(token1, token2, Ray.from_number(1.02), Wad.from_number(10000), 'met1') conversion2 = Conversion(token2, token3, Ray.from_number(1.03), Wad.from_number(10000), 'met2') conversions = [conversion1, conversion2] base_token = token1 # when opportunities = OpportunityFinder(conversions).find_opportunities( base_token, Wad.from_number(100)) # then assert len(opportunities) == 0
def test_jar_bid_and_ask(self, sai: SaiDeployment): # when sai.tub.jar_jump(Wad.from_number(1.05)).transact() # then assert sai.tub.jar_bid() == Ray.from_number(0.95) assert sai.tub.jar_ask() == Ray.from_number(1.05)
def test_support_iterators(token1, some_address): # given transfer = Transfer(token1, some_address, some_address, Wad.from_number(11.5)) # expect assert TransferFormatter().format(iter([transfer ])) == "11.500000000000000000 TK1"
def test_should_format_single_transfer(token1, some_address): # given transfer = Transfer(token1, some_address, some_address, Wad.from_number(105)) # expect assert TransferFormatter().format([transfer ]) == "105.000000000000000000 TK1"
def test_should_identify_opportunity(self, token1, token2): # given conversion1 = Conversion(token1, token2, Ray.from_number(1.02), Wad.from_number(10000), 'met1') conversion2 = Conversion(token2, token1, Ray.from_number(1.03), Wad.from_number(10000), 'met2') conversions = [conversion1, conversion2] base_token = token1 # when opportunities = OpportunityFinder(conversions).find_opportunities( base_token, Wad.from_number(100)) # then assert len(opportunities) == 1 assert len(opportunities[0].steps) == 2 assert opportunities[0].steps[0].method == "met1" assert opportunities[0].steps[1].method == "met2"
def test_nicely_convert_to_string_without_amounts(token1, token2): # given conversion = Conversion(token1, token2, Ray.from_number(1.01), Wad.from_number(1000), 'met()') # expect assert str( conversion ) == "[TK1 -> TK2 @1.010000000000000000000000000 by met() (max=1000.000000000000000000 TK1)]"
def __init__(self, tub: Tub): self.tub = tub super().__init__( source_token=self.tub.gem(), target_token=self.tub.skr(), rate=(Ray.from_number(1) / tub.jar_ask()), max_source_amount=Wad.from_number( 1000000), #1 mio ETH = infinity ;) method="tub.join()")
def __init__(self, tub: Tub): self.tub = tub super().__init__( source_token=self.tub.skr(), target_token=self.tub.gem(), rate=tub.jar_bid(), max_source_amount=Wad.from_number( 1000000), #1 mio SKR = infinity ;) method="tub.exit()")
def test_should_calculate_tx_costs(self, token1): # expect the tx_costs to be non negative and to increase with the number of steps steps = [] prev_tx_costs = Wad.from_number(0) for i in range(10): steps.append(Conversion(token1, token1, Ray(0), Wad(0), 'met')) opportunity = Sequence(steps) tx_costs = opportunity.tx_costs() assert (tx_costs > prev_tx_costs) prev_tx_costs = tx_costs
def test_should_identify_all_opportunities_regardless_whether_they_are_profitable( self, token1, token2): # given conversion1 = Conversion(token1, token2, Ray.from_number(1.1), Wad.from_number(10000), 'met1') conversion2 = Conversion(token2, token1, Ray.from_number(0.6), Wad.from_number(10000), 'met2') conversions = [conversion1, conversion2] base_token = token1 # when opportunities = OpportunityFinder(conversions).find_opportunities( base_token, Wad.from_number(100)) # then assert len(opportunities) == 1 assert len(opportunities[0].steps) == 2 assert opportunities[0].steps[0].method == "met1" assert opportunities[0].steps[1].method == "met2"