async def record_trade(event_name, event):
logger = logging.getLogger("contract_events")
insert_statement = """INSERT INTO trades
(
"block_number", "transaction_hash", "log_index",
"token_give", "amount_give", "token_get", "amount_get",
"addr_give", "addr_get", "date"
)
VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10)
ON CONFLICT ON CONSTRAINT index_trades_on_event_identifier DO NOTHING;"""
insert_args = (event["blockNumber"]
if isinstance(event["blockNumber"], int) else Web3.toInt(
hexstr=event["blockNumber"]),
Web3.toBytes(hexstr=event["transactionHash"]),
event["logIndex"] if isinstance(event["logIndex"], int) else
Web3.toInt(hexstr=event["logIndex"]),
Web3.toBytes(hexstr=event["args"]["tokenGive"]),
event["args"]["amountGive"],
Web3.toBytes(hexstr=event["args"]["tokenGet"]),
event["args"]["amountGet"],
Web3.toBytes(hexstr=event["args"]["give"]),
Web3.toBytes(hexstr=event["args"]["get"]),
datetime.fromtimestamp(block_timestamp(
App().web3, event["blockNumber"]),
tz=None))
async with App().db.acquire_connection() as connection:
await connection.execute(insert_statement, *insert_args)
logger.debug(
"recorded trade txid=%s, logidx=%i",
event["transactionHash"], event["logIndex"] if isinstance(
event["logIndex"], int) else Web3.toInt(hexstr=event["logIndex"]))
async def record_transfer(transfer_direction, event):
insert_statement = """
INSERT INTO transfers
(
"block_number", "transaction_hash", "log_index",
"direction", "token", "user", "amount", "balance_after", "date"
)
VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)
ON CONFLICT ON CONSTRAINT index_transfers_on_event_identifier DO NOTHING;"""
insert_args = (event["blockNumber"]
if isinstance(event["blockNumber"], int) else Web3.toInt(
hexstr=event["blockNumber"]),
Web3.toBytes(hexstr=event["transactionHash"]),
event["logIndex"] if isinstance(event["logIndex"], int) else
Web3.toInt(hexstr=event["logIndex"]), transfer_direction,
Web3.toBytes(hexstr=event["args"]["token"]),
Web3.toBytes(hexstr=event["args"]["user"]),
event["args"]["amount"], event["args"]["balance"],
datetime.fromtimestamp(block_timestamp(
App().web3, event["blockNumber"]),
tz=None))
async with App().db.acquire_connection() as connection:
await connection.execute(insert_statement, *insert_args)
async def main(token_addr):
async with App().db.acquire_connection() as conn:
orders = await conn.fetch(SELECT_ORDERS_STMT,
Web3.toBytes(hexstr=token_addr))
for order in orders:
side = "buy" if order["token_give"] == ZERO_ADDR_BYTES else "sell"
order_maker = order["user"]
signature = make_order_hash(
dict(tokenGet=Web3.toHex(order["token_get"]),
amountGet=order["amount_get"],
tokenGive=Web3.toHex(order["token_give"]),
amountGive=order["amount_give"],
expires=order["expires"],
nonce=order["nonce"]))
updated_at = datetime.fromtimestamp(block_timestamp(
App().web3, "latest"),
tz=None)
amount_fill = contract.call().orderFills(
order_maker, Web3.toBytes(hexstr=signature))
amount_available = contract.call(v).availableVolume(
Web3.toHex(order["token_get"]), Web3.toInt(order["amount_get"]),
Web3.toHex(order["token_give"]), Web3.toInt(order["amount_give"]),
Web3.toInt(order["expires"]), Web3.toInt(order["nonce"]),
Web3.toHex(order["user"]), order["v"], order["r"], order["s"])
print(
"side={}, signature={}, amount={}, fill={}, available={}; amounts match={}"
.format(side, signature, order["amount_get"], amount_fill,
Decimal(amount_available),
amount_fill + amount_available == order["amount_get"]))
update_args = (amount_fill, updated_at, Web3.toBytes(hexstr=signature))
async def record_order(order):
order_maker = order["user"]
signature = make_order_hash(order)
insert_args = (OrderSource.OFFCHAIN.name, Web3.toBytes(hexstr=signature),
Web3.toBytes(hexstr=order["tokenGive"]),
Decimal(order["amountGive"]),
Web3.toBytes(hexstr=order["tokenGet"]),
Decimal(order["amountGet"]), int(order["expires"]),
int(order["nonce"]), Web3.toBytes(hexstr=order["user"]),
OrderState.OPEN.name, int(order["v"]),
Web3.toBytes(hexstr=order["r"]),
Web3.toBytes(hexstr=order["s"]), datetime.utcnow())
async with App().db.acquire_connection() as connection:
insert_retval = await connection.execute(INSERT_ORDER_STMT,
*insert_args)
_, _, did_insert = parse_insert_status(insert_retval)
if did_insert:
logger.info("recorded order signature=%s, user=%s, expires=%i",
signature, order["user"], int(order["expires"]))
updated_at = datetime.fromtimestamp(block_timestamp(
App().web3, "latest"),
tz=None)
amount_fill = contract.call().orderFills(
order_maker, Web3.toBytes(hexstr=signature))
update_args = (amount_fill, updated_at, Web3.toBytes(hexstr=signature))
async with App().db.acquire_connection() as conn:
await conn.execute(UPDATE_ORDER_FILL_STMT, *update_args)
logger.info("update order signature=%s fill=%i", signature,
amount_fill)
else:
logger.debug("duplicate order signature=%s", signature)
def log_latency(event):
block_ts = block_timestamp(App().web3, coerce_to_int(event["blockNumber"]))
latency = time() - block_ts
if latency < ACCEPTABLE_LATENCY:
logger.debug("Received event with %is latency", latency)
elif latency < 2 * ACCEPTABLE_LATENCY:
logger.info("Received event with %is latency", latency)
elif latency < 8 * ACCEPTABLE_LATENCY:
logger.warn("Received event with %is latency", latency)
else:
logger.critical("Received event with %is latency", latency)