示例#1
0
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='gateio-market-maker-keeper')

        parser.add_argument("--gateio-api-server", type=str, default="https://data.gate.io",
                            help="Address of the Gate.io API server (default: 'https://data.gate.io')")

        parser.add_argument("--gateio-api-key", type=str, required=True,
                            help="API key for the Gate.io API")

        parser.add_argument("--gateio-secret-key", type=str, required=True,
                            help="Secret key for the Gate.io API")

        parser.add_argument("--gateio-timeout", type=float, default=9.5,
                            help="Timeout for accessing the Gate.io API (in seconds, default: 9.5)")

        parser.add_argument("--pair", type=str, required=True,
                            help="Token pair on which the keeper should operate")

        parser.add_argument("--config", type=str, required=True,
                            help="Buy/sell bands configuration file")

        parser.add_argument("--price-feed", type=str,
                            help="Source of price feed")

        parser.add_argument("--price-feed-expiry", type=int, default=120,
                            help="Maximum age of the price feed (in seconds, default: 120)")

        parser.add_argument("--debug", dest='debug', action='store_true',
                            help="Enable debug output")

        self.arguments = parser.parse_args(args)

        logging.basicConfig(format='%(asctime)-15s %(levelname)-8s %(message)s',
                            level=(logging.DEBUG if self.arguments.debug else logging.INFO))
        logging.getLogger('urllib3.connectionpool').setLevel(logging.INFO)
        logging.getLogger('requests.packages.urllib3.connectionpool').setLevel(logging.INFO)

        self.bands_config = ReloadableConfig(self.arguments.config)
        self.price_feed = PriceFeedFactory().create_price_feed(self.arguments.price_feed, self.arguments.price_feed_expiry)

        self.gateio_api = GateIOApi(api_server=self.arguments.gateio_api_server,
                                    api_key=self.arguments.gateio_api_key,
                                    secret_key=self.arguments.gateio_secret_key,
                                    timeout=self.arguments.gateio_timeout)

        self._last_order_creation = 0
示例#2
0
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='oasis-market-maker-keeper')

        parser.add_argument("--rpc-host",
                            type=str,
                            default="localhost",
                            help="JSON-RPC host (default: `localhost')")

        parser.add_argument("--rpc-port",
                            type=int,
                            default=8545,
                            help="JSON-RPC port (default: `8545')")

        parser.add_argument("--rpc-timeout",
                            type=int,
                            default=10,
                            help="JSON-RPC timeout (in seconds, default: 10)")

        parser.add_argument(
            "--eth-from",
            type=str,
            required=True,
            help="Ethereum account from which to send transactions")

        parser.add_argument("--tub-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the Tub contract")

        parser.add_argument("--oasis-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the OasisDEX contract")

        parser.add_argument("--config",
                            type=str,
                            required=True,
                            help="Bands configuration file")

        parser.add_argument("--price-feed",
                            type=str,
                            required=True,
                            help="Source of price feed")

        parser.add_argument(
            "--price-feed-expiry",
            type=int,
            default=120,
            help="Maximum age of the price feed (in seconds, default: 120)")

        parser.add_argument(
            "--round-places",
            type=int,
            default=2,
            help="Number of decimal places to round order prices to (default=2)"
        )

        parser.add_argument(
            "--min-eth-balance",
            type=float,
            default=0,
            help="Minimum ETH balance below which keeper will cease operation")

        parser.add_argument("--gas-price",
                            type=int,
                            default=0,
                            help="Gas price (in Wei)")

        parser.add_argument(
            "--smart-gas-price",
            dest='smart_gas_price',
            action='store_true',
            help=
            "Use smart gas pricing strategy, based on the ethgasstation.info feed"
        )

        parser.add_argument("--debug",
                            dest='debug',
                            action='store_true',
                            help="Enable debug output")

        self.arguments = parser.parse_args(args)
        setup_logging(self.arguments)

        self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
            HTTPProvider(
                endpoint_uri=
                f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
                request_kwargs={"timeout": self.arguments.rpc_timeout}))
        self.web3.eth.defaultAccount = self.arguments.eth_from
        self.our_address = Address(self.arguments.eth_from)
        self.otc = MatchingMarket(web3=self.web3,
                                  address=Address(
                                      self.arguments.oasis_address))
        self.tub = Tub(web3=self.web3,
                       address=Address(self.arguments.tub_address))
        self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
        self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())

        self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
        self.bands_config = ReloadableConfig(self.arguments.config)
        self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
        self.price_feed = PriceFeedFactory().create_price_feed(
            self.arguments.price_feed, self.arguments.price_feed_expiry,
            self.tub)

        self.order_book_manager = OrderBookManager(refresh_frequency=3)
        self.order_book_manager.get_orders_with(lambda: self.our_orders())
        self.order_book_manager.start()
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='etherdelta-market-maker-keeper')

        parser.add_argument("--rpc-host",
                            type=str,
                            default="localhost",
                            help="JSON-RPC host (default: `localhost')")

        parser.add_argument("--rpc-port",
                            type=int,
                            default=8545,
                            help="JSON-RPC port (default: `8545')")

        parser.add_argument("--rpc-timeout",
                            type=int,
                            default=10,
                            help="JSON-RPC timeout (in seconds, default: 10)")

        parser.add_argument(
            "--eth-from",
            type=str,
            required=True,
            help="Ethereum account from which to send transactions")

        parser.add_argument("--tub-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the Tub contract")

        parser.add_argument("--etherdelta-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the EtherDelta contract")

        parser.add_argument(
            "--etherdelta-socket",
            type=str,
            required=True,
            help="Ethereum address of the EtherDelta API socket")

        parser.add_argument(
            "--etherdelta-number-of-attempts",
            type=int,
            default=3,
            help=
            "Number of attempts of running the tool to talk to the EtherDelta API socket"
        )

        parser.add_argument(
            "--etherdelta-retry-interval",
            type=int,
            default=10,
            help=
            "Retry interval for sending orders over the EtherDelta API socket")

        parser.add_argument(
            "--etherdelta-timeout",
            type=int,
            default=120,
            help="Timeout for sending orders over the EtherDelta API socket")

        parser.add_argument("--config",
                            type=str,
                            required=True,
                            help="Buy/sell bands configuration file")

        parser.add_argument(
            "--price-feed",
            type=str,
            help=
            "Source of price feed. Tub price feed will be used if not specified"
        )

        parser.add_argument(
            "--price-feed-expiry",
            type=int,
            default=120,
            help="Maximum age of non-Tub price feed (in seconds, default: 120)"
        )

        parser.add_argument("--order-age",
                            type=int,
                            required=True,
                            help="Age of created orders (in blocks)")

        parser.add_argument(
            "--order-expiry-threshold",
            type=int,
            default=0,
            help=
            "Remaining order age (in blocks) at which order is considered already expired, which"
            " means the keeper will send a new replacement order slightly ahead"
        )

        parser.add_argument(
            "--order-no-cancel-threshold",
            type=int,
            default=0,
            help=
            "Remaining order age (in blocks) below which keeper does not try to cancel orders,"
            " assuming that they will probably expire before the cancel transaction gets mined"
        )

        parser.add_argument(
            "--eth-reserve",
            type=float,
            required=True,
            help=
            "Amount of ETH which will never be deposited so the keeper can cover gas"
        )

        parser.add_argument(
            "--min-eth-balance",
            type=float,
            default=0,
            help=
            "Minimum ETH balance below which keeper with either terminate or not start at all"
        )

        parser.add_argument(
            "--min-eth-deposit",
            type=float,
            required=True,
            help=
            "Minimum amount of ETH that can be deposited in one transaction")

        parser.add_argument(
            "--min-sai-deposit",
            type=float,
            required=True,
            help=
            "Minimum amount of SAI that can be deposited in one transaction")

        parser.add_argument(
            '--cancel-on-shutdown',
            dest='cancel_on_shutdown',
            action='store_true',
            help=
            "Whether should cancel all open orders on EtherDelta on keeper shutdown"
        )

        parser.add_argument(
            '--withdraw-on-shutdown',
            dest='withdraw_on_shutdown',
            action='store_true',
            help=
            "Whether should withdraw all tokens from EtherDelta on keeper shutdown"
        )

        parser.add_argument("--gas-price",
                            type=int,
                            default=0,
                            help="Gas price (in Wei)")

        parser.add_argument(
            "--gas-price-increase",
            type=int,
            help="Gas price increase (in Wei) if no confirmation within"
            " `--gas-price-increase-every` seconds")

        parser.add_argument(
            "--gas-price-increase-every",
            type=int,
            default=120,
            help="Gas price increase frequency (in seconds, default: 120)")

        parser.add_argument("--gas-price-max",
                            type=int,
                            help="Maximum gas price (in Wei)")

        parser.add_argument("--gas-price-file",
                            type=str,
                            help="Gas price configuration file")

        parser.add_argument(
            "--smart-gas-price",
            dest='smart_gas_price',
            action='store_true',
            help=
            "Use smart gas pricing strategy, based on the ethgasstation.info feed"
        )

        parser.add_argument("--debug",
                            dest='debug',
                            action='store_true',
                            help="Enable debug output")

        parser.set_defaults(cancel_on_shutdown=False,
                            withdraw_on_shutdown=False)

        self.arguments = parser.parse_args(args)

        self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
            HTTPProvider(
                endpoint_uri=
                f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
                request_kwargs={"timeout": self.arguments.rpc_timeout}))
        self.web3.eth.defaultAccount = self.arguments.eth_from
        self.our_address = Address(self.arguments.eth_from)
        self.tub = Tub(web3=self.web3,
                       address=Address(self.arguments.tub_address))
        self.vox = Vox(web3=self.web3, address=self.tub.vox())
        self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
        self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())

        logging.basicConfig(
            format='%(asctime)-15s %(levelname)-8s %(message)s',
            level=(logging.DEBUG if self.arguments.debug else logging.INFO))
        logging.getLogger('urllib3.connectionpool').setLevel(logging.INFO)
        logging.getLogger('requests.packages.urllib3.connectionpool').setLevel(
            logging.INFO)

        self.bands_config = ReloadableConfig(self.arguments.config)
        self.eth_reserve = Wad.from_number(self.arguments.eth_reserve)
        self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
        self.min_eth_deposit = Wad.from_number(self.arguments.min_eth_deposit)
        self.min_sai_deposit = Wad.from_number(self.arguments.min_sai_deposit)
        self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
        self.price_feed = PriceFeedFactory().create_price_feed(
            self.arguments.price_feed, self.arguments.price_feed_expiry,
            self.tub, self.vox)

        if self.eth_reserve <= self.min_eth_balance:
            raise Exception(
                "--eth-reserve must be higher than --min-eth-balance")

        assert (self.arguments.order_expiry_threshold >= 0)
        assert (self.arguments.order_no_cancel_threshold >=
                self.arguments.order_expiry_threshold)

        self.etherdelta = EtherDelta(web3=self.web3,
                                     address=Address(
                                         self.arguments.etherdelta_address))
        self.etherdelta_api = EtherDeltaApi(
            client_tool_directory="lib/pymaker/utils/etherdelta-client",
            client_tool_command="node main.js",
            api_server=self.arguments.etherdelta_socket,
            number_of_attempts=self.arguments.etherdelta_number_of_attempts,
            retry_interval=self.arguments.etherdelta_retry_interval,
            timeout=self.arguments.etherdelta_timeout)

        self.our_orders = list()
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='paradex-market-maker-keeper')

        parser.add_argument("--rpc-host",
                            type=str,
                            default="localhost",
                            help="JSON-RPC host (default: `localhost')")

        parser.add_argument("--rpc-port",
                            type=int,
                            default=8545,
                            help="JSON-RPC port (default: `8545')")

        parser.add_argument("--rpc-timeout",
                            type=int,
                            default=10,
                            help="JSON-RPC timeout (in seconds, default: 10)")

        parser.add_argument(
            "--eth-from",
            type=str,
            required=True,
            help="Ethereum account from which to send transactions")

        parser.add_argument(
            "--eth-key-file",
            type=str,
            required=True,
            help="File with the private key file for the Ethereum account")

        parser.add_argument(
            "--eth-password-file",
            type=str,
            required=True,
            help="File with the private key password for the Ethereum account")

        parser.add_argument(
            "--exchange-address",
            type=str,
            required=True,
            help="Ethereum address of the 0x Exchange contract")

        parser.add_argument(
            "--paradex-api-server",
            type=str,
            default='https://api.paradex.io/consumer',
            help=
            "Address of the Paradex API (default: 'https://api.paradex.io/consumer')"
        )

        parser.add_argument("--paradex-api-key",
                            type=str,
                            required=True,
                            help="API key for the Paradex API")

        parser.add_argument(
            "--paradex-api-timeout",
            type=float,
            default=9.5,
            help=
            "Timeout for accessing the Paradex API (in seconds, default: 9.5)")

        parser.add_argument(
            "--pair",
            type=str,
            required=True,
            help="Token pair (sell/buy) on which the keeper will operate")

        parser.add_argument("--buy-token-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the buy token")

        parser.add_argument("--sell-token-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the sell token")

        parser.add_argument("--config",
                            type=str,
                            required=True,
                            help="Bands configuration file")

        parser.add_argument("--price-feed",
                            type=str,
                            required=True,
                            help="Source of price feed")

        parser.add_argument(
            "--price-feed-expiry",
            type=int,
            default=120,
            help="Maximum age of the price feed (in seconds, default: 120)")

        parser.add_argument(
            "--order-expiry",
            type=int,
            required=True,
            help="Expiration time of created orders (in seconds)")

        parser.add_argument(
            "--min-eth-balance",
            type=float,
            default=0,
            help="Minimum ETH balance below which keeper will cease operation")

        parser.add_argument("--gas-price",
                            type=int,
                            default=0,
                            help="Gas price (in Wei)")

        parser.add_argument(
            "--smart-gas-price",
            dest='smart_gas_price',
            action='store_true',
            help=
            "Use smart gas pricing strategy, based on the ethgasstation.info feed"
        )

        parser.add_argument("--debug",
                            dest='debug',
                            action='store_true',
                            help="Enable debug output")

        self.arguments = parser.parse_args(args)
        setup_logging(self.arguments)

        self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
            HTTPProvider(
                endpoint_uri=
                f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
                request_kwargs={"timeout": self.arguments.rpc_timeout}))
        self.web3.eth.defaultAccount = self.arguments.eth_from
        self.our_address = Address(self.arguments.eth_from)

        self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
        self.bands_config = ReloadableConfig(self.arguments.config)
        self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
        self.price_feed = PriceFeedFactory().create_price_feed(
            self.arguments.price_feed, self.arguments.price_feed_expiry)

        self.zrx_exchange = ZrxExchange(web3=self.web3,
                                        address=Address(
                                            self.arguments.exchange_address))
        self.paradex_api = ParadexApi(
            self.zrx_exchange, self.arguments.paradex_api_server,
            self.arguments.paradex_api_key, self.arguments.paradex_api_timeout,
            self.arguments.eth_key_file,
            self.read_password(self.arguments.eth_password_file))
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='idex-market-maker-keeper')

        parser.add_argument("--rpc-host", type=str, default="localhost",
                            help="JSON-RPC host (default: `localhost')")

        parser.add_argument("--rpc-port", type=int, default=8545,
                            help="JSON-RPC port (default: `8545')")

        parser.add_argument("--rpc-timeout", type=int, default=10,
                            help="JSON-RPC timeout (in seconds, default: 10)")

        parser.add_argument("--eth-from", type=str, required=True,
                            help="Ethereum account from which to send transactions")

        parser.add_argument("--tub-address", type=str, required=True,
                            help="Ethereum address of the Tub contract")

        parser.add_argument("--idex-address", type=str, required=True,
                            help="Ethereum address of the IDEX contract")

        parser.add_argument("--idex-api-server", type=str, default='https://api.idex.market',
                            help="Address of the IDEX API server (default: 'https://api.idex.market')")

        parser.add_argument("--idex-timeout", type=float, default=9.5,
                            help="Timeout for accessing the IDEX API (in seconds, default: 9.5)")

        parser.add_argument("--config", type=str, required=True,
                            help="Bands configuration file")

        parser.add_argument("--price-feed", type=str, required=True,
                            help="Source of price feed")

        parser.add_argument("--price-feed-expiry", type=int, default=120,
                            help="Maximum age of the price feed (in seconds, default: 120)")

        parser.add_argument("--eth-reserve", type=float, required=True,
                            help="Amount of ETH which will never be deposited so the keeper can cover gas")

        parser.add_argument("--min-eth-balance", type=float, default=0,
                            help="Minimum ETH balance below which keeper will cease operation")

        parser.add_argument("--min-eth-deposit", type=float, required=True,
                            help="Minimum amount of ETH that can be deposited in one transaction")

        parser.add_argument("--min-sai-deposit", type=float, required=True,
                            help="Minimum amount of SAI that can be deposited in one transaction")

        parser.add_argument("--gas-price", type=int, default=0,
                            help="Gas price (in Wei)")

        parser.add_argument("--smart-gas-price", dest='smart_gas_price', action='store_true',
                            help="Use smart gas pricing strategy, based on the ethgasstation.info feed")

        parser.add_argument("--debug", dest='debug', action='store_true',
                            help="Enable debug output")

        parser.set_defaults(cancel_on_shutdown=False, withdraw_on_shutdown=False)

        self.arguments = parser.parse_args(args)
        setup_logging(self.arguments)

        self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(HTTPProvider(endpoint_uri=f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
                                                                              request_kwargs={"timeout": self.arguments.rpc_timeout}))
        self.web3.eth.defaultAccount = self.arguments.eth_from
        self.our_address = Address(self.arguments.eth_from)
        self.tub = Tub(web3=self.web3, address=Address(self.arguments.tub_address))
        self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
        self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())

        self.bands_config = ReloadableConfig(self.arguments.config)
        self.eth_reserve = Wad.from_number(self.arguments.eth_reserve)
        self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
        self.min_eth_deposit = Wad.from_number(self.arguments.min_eth_deposit)
        self.min_sai_deposit = Wad.from_number(self.arguments.min_sai_deposit)
        self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
        self.price_feed = PriceFeedFactory().create_price_feed(self.arguments.price_feed,
                                                               self.arguments.price_feed_expiry, self.tub)

        if self.eth_reserve <= self.min_eth_balance:
            raise Exception("--eth-reserve must be higher than --min-eth-balance")

        self.history = History()
        self.idex = IDEX(self.web3, Address(self.arguments.idex_address))
        self.idex_api = IDEXApi(self.idex, self.arguments.idex_api_server, self.arguments.idex_timeout)
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='okex-market-maker-keeper')

        parser.add_argument(
            "--okex-api-server",
            type=str,
            default="https://www.okex.com",
            help=
            "Address of the OKEX API server (default: 'https://www.okex.com')")

        parser.add_argument("--okex-api-key",
                            type=str,
                            required=True,
                            help="API key for the OKEX API")

        parser.add_argument("--okex-secret-key",
                            type=str,
                            required=True,
                            help="Secret key for the OKEX API")

        parser.add_argument(
            "--okex-timeout",
            type=float,
            default=9.5,
            help="Timeout for accessing the OKEX API (in seconds, default: 9.5)"
        )

        parser.add_argument(
            "--pair",
            type=str,
            required=True,
            help="Token pair (sell/buy) on which the keeper will operate")

        parser.add_argument("--config",
                            type=str,
                            required=True,
                            help="Bands configuration file")

        parser.add_argument("--price-feed",
                            type=str,
                            required=True,
                            help="Source of price feed")

        parser.add_argument(
            "--price-feed-expiry",
            type=int,
            default=120,
            help="Maximum age of the price feed (in seconds, default: 120)")

        parser.add_argument("--debug",
                            dest='debug',
                            action='store_true',
                            help="Enable debug output")

        self.arguments = parser.parse_args(args)
        setup_logging(self.arguments)

        self.bands_config = ReloadableConfig(self.arguments.config)
        self.price_feed = PriceFeedFactory().create_price_feed(
            self.arguments.price_feed, self.arguments.price_feed_expiry)

        self.okex_api = OKEXApi(api_server=self.arguments.okex_api_server,
                                api_key=self.arguments.okex_api_key,
                                secret_key=self.arguments.okex_secret_key,
                                timeout=self.arguments.okex_timeout)
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='radarrelay-market-maker-keeper')

        parser.add_argument("--rpc-host",
                            type=str,
                            default="localhost",
                            help="JSON-RPC host (default: `localhost')")

        parser.add_argument("--rpc-port",
                            type=int,
                            default=8545,
                            help="JSON-RPC port (default: `8545')")

        parser.add_argument("--rpc-timeout",
                            type=int,
                            default=10,
                            help="JSON-RPC timeout (in seconds, default: 10)")

        parser.add_argument(
            "--eth-from",
            type=str,
            required=True,
            help="Ethereum account from which to send transactions")

        parser.add_argument("--tub-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the Tub contract")

        parser.add_argument(
            "--exchange-address",
            type=str,
            required=True,
            help="Ethereum address of the 0x Exchange contract")

        parser.add_argument("--weth-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the WETH token")

        parser.add_argument("--relayer-api-server",
                            type=str,
                            required=True,
                            help="Address of the 0x Relayer API")

        parser.add_argument("--config",
                            type=str,
                            required=True,
                            help="Buy/sell bands configuration file")

        parser.add_argument(
            "--price-feed",
            type=str,
            help=
            "Source of price feed. Tub price feed will be used if not specified"
        )

        parser.add_argument(
            "--price-feed-expiry",
            type=int,
            default=120,
            help="Maximum age of non-Tub price feed (in seconds, default: 120)"
        )

        parser.add_argument(
            "--order-expiry",
            type=int,
            required=True,
            help="Expiration time of created orders (in seconds)")

        parser.add_argument(
            "--order-expiry-threshold",
            type=int,
            default=0,
            help=
            "Order expiration time at which order is considered already expired (in seconds)"
        )

        parser.add_argument(
            "--min-eth-balance",
            type=float,
            default=0,
            help=
            "Minimum ETH balance below which keeper with either terminate or not start at all"
        )

        parser.add_argument(
            '--cancel-on-shutdown',
            dest='cancel_on_shutdown',
            action='store_true',
            help=
            "Whether should cancel all open orders on RadarRelay on keeper shutdown"
        )

        parser.add_argument("--gas-price",
                            type=int,
                            default=0,
                            help="Gas price (in Wei)")

        parser.add_argument(
            "--gas-price-increase",
            type=int,
            help="Gas price increase (in Wei) if no confirmation within"
            " `--gas-price-increase-every` seconds")

        parser.add_argument(
            "--gas-price-increase-every",
            type=int,
            default=120,
            help="Gas price increase frequency (in seconds, default: 120)")

        parser.add_argument("--gas-price-max",
                            type=int,
                            help="Maximum gas price (in Wei)")

        parser.add_argument("--gas-price-file",
                            type=str,
                            help="Gas price configuration file")

        parser.add_argument(
            "--smart-gas-price",
            dest='smart_gas_price',
            action='store_true',
            help=
            "Use smart gas pricing strategy, based on the ethgasstation.info feed"
        )

        parser.add_argument("--debug",
                            dest='debug',
                            action='store_true',
                            help="Enable debug output")

        self.arguments = parser.parse_args(args)

        self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
            HTTPProvider(
                endpoint_uri=
                f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
                request_kwargs={"timeout": self.arguments.rpc_timeout}))
        self.web3.eth.defaultAccount = self.arguments.eth_from
        self.our_address = Address(self.arguments.eth_from)
        self.tub = Tub(web3=self.web3,
                       address=Address(self.arguments.tub_address))
        self.vox = Vox(web3=self.web3, address=self.tub.vox())
        self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
        self.ether_token = ERC20Token(web3=self.web3,
                                      address=Address(
                                          self.arguments.weth_address))

        logging.basicConfig(
            format='%(asctime)-15s %(levelname)-8s %(message)s',
            level=(logging.DEBUG if self.arguments.debug else logging.INFO))
        logging.getLogger('urllib3.connectionpool').setLevel(logging.INFO)
        logging.getLogger('requests.packages.urllib3.connectionpool').setLevel(
            logging.INFO)

        self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
        self.bands_config = ReloadableConfig(self.arguments.config)
        self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
        self.price_feed = PriceFeedFactory().create_price_feed(
            self.arguments.price_feed, self.arguments.price_feed_expiry,
            self.tub, self.vox)

        self.radar_relay = ZrxExchange(web3=self.web3,
                                       address=Address(
                                           self.arguments.exchange_address))
        self.radar_relay_api = ZrxRelayerApi(
            exchange=self.radar_relay,
            api_server=self.arguments.relayer_api_server)
示例#8
0
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='0x-market-maker-keeper')

        parser.add_argument("--rpc-host", type=str, default="localhost",
                            help="JSON-RPC host (default: `localhost')")

        parser.add_argument("--rpc-port", type=int, default=8545,
                            help="JSON-RPC port (default: `8545')")

        parser.add_argument("--rpc-timeout", type=int, default=10,
                            help="JSON-RPC timeout (in seconds, default: 10)")

        parser.add_argument("--eth-from", type=str, required=True,
                            help="Ethereum account from which to send transactions")

        parser.add_argument("--exchange-address", type=str, required=True,
                            help="Ethereum address of the 0x Exchange contract")

        parser.add_argument("--relayer-api-server", type=str, required=True,
                            help="Address of the 0x Relayer API")

        parser.add_argument("--relayer-per-page", type=int, default=100,
                            help="Number of orders to fetch per one page from the 0x Relayer API (default: 100)")

        parser.add_argument("--buy-token-address", type=str, required=True,
                            help="Ethereum address of the buy token")

        parser.add_argument("--sell-token-address", type=str, required=True,
                            help="Ethereum address of the sell token")

        parser.add_argument("--config", type=str, required=True,
                            help="Bands configuration file")

        parser.add_argument("--price-feed", type=str, required=True,
                            help="Source of price feed")

        parser.add_argument("--price-feed-expiry", type=int, default=120,
                            help="Maximum age of the price feed (in seconds, default: 120)")

        parser.add_argument("--order-expiry", type=int, required=True,
                            help="Expiration time of created orders (in seconds)")

        parser.add_argument("--order-expiry-threshold", type=int, default=0,
                            help="How long before order expiration it is considered already expired (in seconds)")

        parser.add_argument("--min-eth-balance", type=float, default=0,
                            help="Minimum ETH balance below which keeper will cease operation")

        parser.add_argument('--cancel-on-shutdown', dest='cancel_on_shutdown', action='store_true',
                            help="Whether should cancel all open orders on keeper shutdown")

        parser.add_argument("--gas-price", type=int, default=0,
                            help="Gas price (in Wei)")

        parser.add_argument("--smart-gas-price", dest='smart_gas_price', action='store_true',
                            help="Use smart gas pricing strategy, based on the ethgasstation.info feed")

        parser.add_argument("--debug", dest='debug', action='store_true',
                            help="Enable debug output")

        self.arguments = parser.parse_args(args)
        setup_logging(self.arguments)

        self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(HTTPProvider(endpoint_uri=f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
                                                                              request_kwargs={"timeout": self.arguments.rpc_timeout}))
        self.web3.eth.defaultAccount = self.arguments.eth_from
        self.our_address = Address(self.arguments.eth_from)

        self.token_buy = ERC20Token(web3=self.web3, address=Address(self.arguments.buy_token_address))
        self.token_sell = ERC20Token(web3=self.web3, address=Address(self.arguments.sell_token_address))
        self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
        self.bands_config = ReloadableConfig(self.arguments.config)
        self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
        self.price_feed = PriceFeedFactory().create_price_feed(self.arguments.price_feed,
                                                               self.arguments.price_feed_expiry)

        self.history = History()
        self.zrx_exchange = ZrxExchange(web3=self.web3, address=Address(self.arguments.exchange_address))
        self.zrx_relayer_api = ZrxRelayerApi(exchange=self.zrx_exchange, api_server=self.arguments.relayer_api_server)
        self.placed_orders = []
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='oasis-market-maker-keeper')

        parser.add_argument("--rpc-host",
                            type=str,
                            default="localhost",
                            help="JSON-RPC host (default: `localhost')")

        parser.add_argument("--rpc-port",
                            type=int,
                            default=8545,
                            help="JSON-RPC port (default: `8545')")

        parser.add_argument("--rpc-timeout",
                            type=int,
                            default=10,
                            help="JSON-RPC timeout (in seconds, default: 10)")

        parser.add_argument(
            "--eth-from",
            type=str,
            required=True,
            help="Ethereum account from which to send transactions")

        parser.add_argument("--tub-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the Tub contract")

        parser.add_argument("--oasis-address",
                            type=str,
                            required=True,
                            help="Ethereum address of the OasisDEX contract")

        parser.add_argument("--config",
                            type=str,
                            required=True,
                            help="Buy/sell bands configuration file")

        parser.add_argument(
            "--price-feed",
            type=str,
            help=
            "Source of price feed. Tub price feed will be used if not specified"
        )

        parser.add_argument(
            "--price-feed-expiry",
            type=int,
            default=120,
            help="Maximum age of non-Tub price feed (in seconds, default: 120)"
        )

        parser.add_argument(
            "--round-places",
            type=int,
            default=2,
            help="Number of decimal places to round order prices to (default=2)"
        )

        parser.add_argument(
            "--min-eth-balance",
            type=float,
            default=0,
            help=
            "Minimum ETH balance below which keeper with either terminate or not start at all"
        )

        parser.add_argument("--gas-price",
                            type=int,
                            default=0,
                            help="Gas price (in Wei)")

        parser.add_argument(
            "--gas-price-increase",
            type=int,
            help="Gas price increase (in Wei) if no confirmation within"
            " `--gas-price-increase-every` seconds")

        parser.add_argument(
            "--gas-price-increase-every",
            type=int,
            default=120,
            help="Gas price increase frequency (in seconds, default: 120)")

        parser.add_argument("--gas-price-max",
                            type=int,
                            help="Maximum gas price (in Wei)")

        parser.add_argument("--gas-price-file",
                            type=str,
                            help="Gas price configuration file")

        parser.add_argument(
            "--smart-gas-price",
            dest='smart_gas_price',
            action='store_true',
            help=
            "Use smart gas pricing strategy, based on the ethgasstation.info feed"
        )

        parser.add_argument("--debug",
                            dest='debug',
                            action='store_true',
                            help="Enable debug output")

        self.arguments = parser.parse_args(args)

        self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
            HTTPProvider(
                endpoint_uri=
                f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
                request_kwargs={"timeout": self.arguments.rpc_timeout}))
        self.web3.eth.defaultAccount = self.arguments.eth_from
        self.our_address = Address(self.arguments.eth_from)
        self.otc = MatchingMarket(web3=self.web3,
                                  address=Address(
                                      self.arguments.oasis_address))
        self.tub = Tub(web3=self.web3,
                       address=Address(self.arguments.tub_address))
        self.vox = Vox(web3=self.web3, address=self.tub.vox())
        self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
        self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())

        logging.basicConfig(
            format='%(asctime)-15s %(levelname)-8s %(message)s',
            level=(logging.DEBUG if self.arguments.debug else logging.INFO))
        logging.getLogger('urllib3.connectionpool').setLevel(logging.INFO)
        logging.getLogger('requests.packages.urllib3.connectionpool').setLevel(
            logging.INFO)

        self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
        self.bands_config = ReloadableConfig(self.arguments.config)
        self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
        self.price_feed = PriceFeedFactory().create_price_feed(
            self.arguments.price_feed, self.arguments.price_feed_expiry,
            self.tub, self.vox)
示例#10
0
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='bibox-market-maker-keeper')

        parser.add_argument(
            "--bibox-api-server",
            type=str,
            default="https://api.bibox.com",
            help=
            "Address of the Bibox API server (default: 'https://api.bibox.com')"
        )

        parser.add_argument("--bibox-api-key",
                            type=str,
                            required=True,
                            help="API key for the Bibox API")

        parser.add_argument("--bibox-secret",
                            type=str,
                            required=True,
                            help="Secret for the Bibox API")

        parser.add_argument(
            "--bibox-timeout",
            type=float,
            default=9.5,
            help=
            "Timeout for accessing the Bibox API (in seconds, default: 9.5)")

        parser.add_argument(
            "--pair",
            type=str,
            required=True,
            help="Token pair (sell/buy) on which the keeper will operate")

        parser.add_argument("--config",
                            type=str,
                            required=True,
                            help="Bands configuration file")

        parser.add_argument("--price-feed",
                            type=str,
                            required=True,
                            help="Source of price feed")

        parser.add_argument(
            "--price-feed-expiry",
            type=int,
            default=120,
            help="Maximum age of the price feed (in seconds, default: 120)")

        parser.add_argument("--debug",
                            dest='debug',
                            action='store_true',
                            help="Enable debug output")

        self.arguments = parser.parse_args(args)
        setup_logging(self.arguments)

        self.history = History()
        self.bibox_api = BiboxApi(api_server=self.arguments.bibox_api_server,
                                  api_key=self.arguments.bibox_api_key,
                                  secret=self.arguments.bibox_secret,
                                  timeout=self.arguments.bibox_timeout)

        self.bands_config = ReloadableConfig(self.arguments.config)
        self.price_feed = PriceFeedFactory().create_price_feed(
            self.arguments.price_feed, self.arguments.price_feed_expiry, None)

        self.order_book_manager = OrderBookManager(refresh_frequency=3)
        self.order_book_manager.get_orders_with(
            lambda: self.bibox_api.get_orders(pair=self.pair(), retry=True))
        self.order_book_manager.get_balances_with(
            lambda: self.bibox_api.coin_list(retry=True))
        self.order_book_manager.start()
示例#11
0
    def __init__(self, args: list, **kwargs):
        parser = argparse.ArgumentParser(prog='bibox-market-maker-keeper')

        parser.add_argument("--rpc-host", type=str, default="localhost",
                            help="JSON-RPC host (default: `localhost')")

        parser.add_argument("--rpc-port", type=int, default=8545,
                            help="JSON-RPC port (default: `8545')")

        parser.add_argument("--rpc-timeout", type=int, default=10,
                            help="JSON-RPC timeout (in seconds, default: 10)")

        parser.add_argument("--tub-address", type=str, required=True,
                            help="Ethereum address of the Tub contract")

        parser.add_argument("--bibox-api-server", type=str, default="https://api.bibox.com",
                            help="Address of the Bibox API server (default: 'https://api.bibox.com')")

        parser.add_argument("--bibox-api-key", type=str, required=True,
                            help="API key for the Bibox API")

        parser.add_argument("--bibox-secret", type=str, required=True,
                            help="Secret for the Bibox API")

        parser.add_argument("--bibox-timeout", type=float, default=9.5,
                            help="Timeout for accessing the Bibox API (in seconds, default: 9.5)")

        parser.add_argument("--pair", type=str, required=True,
                            help="Token pair on which the keeper should operate")

        parser.add_argument("--config", type=str, required=True,
                            help="Buy/sell bands configuration file")

        parser.add_argument("--price-feed", type=str,
                            help="Source of price feed. Tub price feed will be used if not specified")

        parser.add_argument("--price-feed-expiry", type=int, default=120,
                            help="Maximum age of non-Tub price feed (in seconds, default: 120)")

        parser.add_argument("--debug", dest='debug', action='store_true',
                            help="Enable debug output")

        self.arguments = parser.parse_args(args)

        self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(HTTPProvider(endpoint_uri=f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
                                                                              request_kwargs={"timeout": self.arguments.rpc_timeout}))
        self.tub = None  #Tub(web3=self.web3, address=Address(self.arguments.tub_address))
        self.vox = None  #Vox(web3=self.web3, address=self.tub.vox())

        logging.basicConfig(format='%(asctime)-15s %(levelname)-8s %(message)s',
                            level=(logging.DEBUG if self.arguments.debug else logging.INFO))
        logging.getLogger('urllib3.connectionpool').setLevel(logging.INFO)
        logging.getLogger('requests.packages.urllib3.connectionpool').setLevel(logging.INFO)

        self.bibox_api = BiboxApi(api_server=self.arguments.bibox_api_server,
                                  api_key=self.arguments.bibox_api_key,
                                  secret=self.arguments.bibox_secret,
                                  timeout=self.arguments.bibox_timeout)

        self.bands_config = ReloadableConfig(self.arguments.config)
        self.price_feed = PriceFeedFactory().create_price_feed(self.arguments.price_feed,
                                                               self.arguments.price_feed_expiry, self.tub, self.vox)

        self.bibox_order_book_manager = BiboxOrderBookManager(bibox_api=self.bibox_api,
                                                              pair=self.pair(),
                                                              refresh_frequency=3)