def init_zrx(self):
self.zrx_exchange = ZrxExchangeV2(web3=self.web3,
address=Address(
self.arguments.exchange_address))
self.zrx_relayer_api = ZrxRelayerApiV2(
exchange=self.zrx_exchange,
api_server=self.arguments.relayer_api_server)
self.zrx_api = ZrxApiV2(zrx_exchange=self.zrx_exchange,
zrx_api=self.zrx_relayer_api)
self.pair = Pair(
sell_token_address=Address(self.arguments.sell_token_address),
sell_token_decimals=self.arguments.sell_token_decimals,
buy_token_address=Address(self.arguments.buy_token_address),
buy_token_decimals=self.arguments.buy_token_decimals)
# Kovan conf
SRAV2_URL = 'https://kovan-staging.ercdex.com/api'
EXCHANGE_ADDR = Address('0x35dd2932454449b14cee11a94d3674a936d5d7b2')
DAI_ADDR = Address('0xc4375b7de8af5a38a93548eb8453a498222c4ff2')
WETH_ADDR = Address('0xd0a1e359811322d97991e03f863a0c30c2cf029c')
logging.basicConfig(format='%(asctime)-15s %(levelname)-8s %(message)s',
level=logging.INFO)
web3 = Web3(
HTTPProvider("http://localhost:8545", request_kwargs={"timeout": 600}))
web3.eth.defaultAccount = web3.eth.accounts[0]
exchange = ZrxExchangeV2(web3=web3, address=EXCHANGE_ADDR)
api = ZrxRelayerApiV2(exchange=exchange, api_server=SRAV2_URL)
ercdex = ErcdexApi(zrx_exchange=exchange, zrx_api=api)
pair = Pair(WETH_ADDR, 18, DAI_ADDR, 18)
print(ercdex.get_balances(pair))
order = ercdex.place_order(pair,
is_sell=True,
price=Wad.from_number(250),
amount=Wad.from_number(0.1),
expiration=int(time.time()) + 60 * 35)
time.sleep(10)
my_orders = ercdex.get_orders(
pair, api.get_orders_by_maker(Address(web3.eth.defaultAccount)))
for order in my_orders:
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='mpx-market-maker-keeper')
self.add_arguments(parser=parser)
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
provider = HTTPProvider(
endpoint_uri=self.arguments.rpc_host,
request_kwargs={'timeout': self.arguments.rpc_timeout})
self.web3: Web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
provider)
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
register_keys(self.web3, self.arguments.eth_key)
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.bands_config = ReloadableConfig(self.arguments.config)
self.price_max_decimals = None
self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
self.price_feed = PriceFeedFactory().create_price_feed(self.arguments)
self.spread_feed = create_spread_feed(self.arguments)
self.control_feed = create_control_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(
self.arguments)
self.history = History()
self.zrx_exchange = ZrxExchangeV2(web3=self.web3,
address=Address(
self.arguments.exchange_address))
self.mpx_api = MpxApi(api_server=self.arguments.mpx_api_server,
zrx_exchange=self.zrx_exchange,
fee_recipient=Address(
self.arguments.fee_address),
timeout=self.arguments.mpx_api_timeout,
our_address=self.arguments.eth_from)
self.zrx_relayer_api = ZrxRelayerApiV2(
exchange=self.zrx_exchange,
api_server=self.arguments.mpx_api_server)
self.zrx_api = ZrxApiV2(zrx_exchange=self.zrx_exchange,
zrx_api=self.zrx_relayer_api)
markets = self.mpx_api.get_markets()['data']
market = next(
filter(
lambda item: item['attributes']['pair-name'] == self.arguments.
pair, markets))
self.pair = MpxPair(self.arguments.pair, self.token_buy.address,
int(market['attributes']['base-token-decimals']),
self.token_sell.address,
int(market['attributes']['quote-token-decimals']))
self.order_book_manager = OrderBookManager(
refresh_frequency=self.arguments.refresh_frequency)
self.order_book_manager.get_orders_with(lambda: self.get_orders())
self.order_book_manager.get_balances_with(lambda: self.get_balances())
self.order_book_manager.cancel_orders_with(self.cancel_order_function)
self.order_book_manager.place_orders_with(self.place_order_function)
self.order_book_manager.enable_history_reporting(
self.order_history_reporter, self.our_buy_orders,
self.our_sell_orders)
self.order_book_manager.start()
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='mpx-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",
type=str,
nargs='*',
help=
"Ethereum private key(s) to use (e.g. 'key_file=aaa.json,pass_file=aaa.pass')"
)
parser.add_argument(
"--mpx-api-server",
type=str,
default='https://api.mpexchange.io',
help=
"Address of the MPX API server (default: 'https://api.mpexchange.io')"
)
parser.add_argument(
"--mpx-api-timeout",
type=float,
default=9.5,
help="Timeout for accessing the MPX API (in seconds, default: 9.5)"
)
parser.add_argument(
"--exchange-address",
type=str,
required=True,
help="Ethereum address of the Mpx Exchange contract")
parser.add_argument("--fee-address",
type=str,
required=True,
help="Ethereum address of the Mpx Fee contract")
parser.add_argument(
"--pair",
type=str,
required=True,
help="Token pair (sell/buy) on which the keeper will operate")
parser.add_argument("--sell-token-address",
type=str,
required=True,
help="Ethereum address of the Sell Token")
parser.add_argument("--buy-token-address",
type=str,
required=True,
help="Ethereum address of the Buy Token")
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("--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("--spread-feed",
type=str,
help="Source of spread feed")
parser.add_argument(
"--spread-feed-expiry",
type=int,
default=3600,
help="Maximum age of the spread feed (in seconds, default: 3600)")
parser.add_argument("--control-feed",
type=str,
help="Source of control feed")
parser.add_argument(
"--control-feed-expiry",
type=int,
default=86400,
help="Maximum age of the control feed (in seconds, default: 86400)"
)
parser.add_argument("--order-history",
type=str,
help="Endpoint to report active orders to")
parser.add_argument(
"--order-history-every",
type=int,
default=30,
help=
"Frequency of reporting active orders (in seconds, default: 30)")
parser.add_argument(
"--refresh-frequency",
type=int,
default=3,
help="Order book refresh frequency (in seconds, default: 3)")
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)
register_keys(self.web3, self.arguments.eth_key)
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.bands_config = ReloadableConfig(self.arguments.config)
self.price_max_decimals = None
self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
self.price_feed = PriceFeedFactory().create_price_feed(self.arguments)
self.spread_feed = create_spread_feed(self.arguments)
self.control_feed = create_control_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(
self.arguments)
self.history = History()
self.zrx_exchange = ZrxExchangeV2(web3=self.web3,
address=Address(
self.arguments.exchange_address))
self.mpx_api = MpxApi(api_server=self.arguments.mpx_api_server,
zrx_exchange=self.zrx_exchange,
fee_recipient=Address(
self.arguments.fee_address),
timeout=self.arguments.mpx_api_timeout,
our_address=self.arguments.eth_from)
self.zrx_relayer_api = ZrxRelayerApiV2(
exchange=self.zrx_exchange,
api_server=self.arguments.mpx_api_server)
self.zrx_api = ZrxApiV2(zrx_exchange=self.zrx_exchange,
zrx_api=self.zrx_relayer_api)
markets = self.mpx_api.get_markets()['data']
market = next(
filter(
lambda item: item['attributes']['pair-name'] == self.arguments.
pair, markets))
self.pair = MpxPair(self.arguments.pair, self.token_buy.address,
int(market['attributes']['base-token-decimals']),
self.token_sell.address,
int(market['attributes']['quote-token-decimals']))
self.order_book_manager = OrderBookManager(
refresh_frequency=self.arguments.refresh_frequency)
self.order_book_manager.get_orders_with(lambda: self.get_orders())
self.order_book_manager.get_balances_with(lambda: self.get_balances())
self.order_book_manager.cancel_orders_with(self.cancel_order_function)
self.order_book_manager.place_orders_with(self.place_order_function)
self.order_book_manager.enable_history_reporting(
self.order_history_reporter, self.our_buy_orders,
self.our_sell_orders)
self.order_book_manager.start()