def test_token_to_wei(self):
assert utils.token_to_wei(11, consts.MARKET_WETH) == \
11 * (10 ** 18)
assert utils.token_to_wei(22, consts.MARKET_DAI) == \
22 * (10 ** 18)
assert utils.token_to_wei(33, consts.MARKET_USDC) == \
33 * (10 ** 6)
def place_order(self, pair: str, is_sell: bool, price: float, amount: float) -> str:
assert (isinstance(pair, str))
assert (isinstance(is_sell, bool))
assert (isinstance(price, float))
assert (isinstance(amount, float))
side = 'SELL' if is_sell else 'BUY'
self.logger.info(f"Placing order ({side}, amount {amount} of {pair},"
f" price {price})...")
tick_size = abs(Decimal(self.market_info[pair]['minimumTickSize']).as_tuple().exponent)
# As market_id is used for amount, use baseCurrency instead of quoteCurrency
market_id = self.market_info[pair]['baseCurrency']['soloMarketId']
# Convert tokens with different decimals to standard wei units
decimal_exponent = (18 - int(self.market_info[pair]['quoteCurrency']['decimals'])) * -1
unformatted_price = price
unformatted_amount = amount
price = round(Decimal(unformatted_price * (10 ** decimal_exponent)), tick_size)
amount = utils.token_to_wei(amount, market_id)
created_order = self.client.place_order(
market=pair, # structured as <MAJOR>-<Minor>
side=side,
price=price,
amount=amount,
fillOrKill=False,
postOnly=False
)['order']
order_id = created_order['id']
self.logger.info(
f"Placed {side} order #{order_id} with amount {unformatted_amount}, at price {unformatted_price}")
return order_id
def withdraw_funds(self, token: str, amount: float) -> TxReceipt:
assert (isinstance(token, str))
assert (isinstance(amount, float))
market_id = self._get_market_id(token)
tx_hash = self.client.eth.solo.withdraw(market=market_id,
wei=utils.token_to_wei(
amount, market_id))
receipt = self.client.eth.get_receipt(tx_hash)
logging.info(f"Withdrew {amount} of {token} from DYDX")
return receipt
def deposit_funds(self, token, amount: float):
assert (isinstance(amount, float))
market_id = consts.MARKET_ETH
# determine if 6 or 18 decimals are needed for wei conversion
if token == 'USDC':
market_id = consts.MARKET_USDC
tx_hash = self.client.eth.deposit(market=market_id,
wei=utils.token_to_wei(
amount, market_id))
receipt = self.client.eth.get_receipt(tx_hash)
return receipt
def deposit_funds(self, token: str, amount: float) -> TxReceipt:
assert (isinstance(token, str))
assert (isinstance(amount, float))
market_id = self._get_market_id(token)
try:
deposit_tx_hash = self.client.eth.solo.deposit(
market=market_id, wei=utils.token_to_wei(amount, market_id))
receipt = self.client.eth.get_receipt(deposit_tx_hash)
logging.info(f"Deposited {amount} of {token} into DYDX")
return receipt
except (Timeout, TypeError):
raise RuntimeError(
'Unable to deposit funds. Try calling set_allowances() prior to deposit.'
)
