Balancer base code, part 1

fastlane_bot/testing.py

@@ -67,7 +67,7 @@ class VersionRequirementNotMetError(RuntimeError): pass
 
 def _split_version_str(vstr):
     """splits version mumber string into tuple (int, int, int, ...)"""
-    m = _re.match("^([0-9\.]*)", vstr.strip())
+    m = _re.match(r"^([0-9\.]*)", vstr.strip())
     if m is None:
         raise ValueError("Invalid version number string", vstr)
     vlst = tuple(int(x) for x in m.group(0).split("."))

fastlane_bot/tests/nbtest/test_003_Serialization.py

@@ -31,23 +31,30 @@
 def notest_optimizer_pickling():
 # ------------------------------------------------------------
 
-    N=5
-    curves = [
-        CPC.from_xy(x=1, y=2000, pair="ETH/USDC"),
-        CPC.from_xy(x=1, y=2200, pair="ETH/USDC"),
-        CPC.from_xy(x=1, y=2400, pair="ETH/USDC"),
-    ]
-    # note: the below is a bit icky as the same curve objects are added multiple times
-    CC = CPCContainer(curves*N)
-    O = CPCArbOptimizer(CC)
-    O.CC.asdf()
+    pass
 
-    O.pickle("delme")
-    O.pickle("delme", addts=False)
+    # +
+    # N=5
+    # curves = [
+    #     CPC.from_xy(x=1, y=2000, pair="ETH/USDC"),
+    #     CPC.from_xy(x=1, y=2200, pair="ETH/USDC"),
+    #     CPC.from_xy(x=1, y=2400, pair="ETH/USDC"),
+    # ]
+
+    # CC = CPCContainer(curves*N)
+    # O = CPCArbOptimizer(CC)
+    # O.CC.asdf()
 
-    # !ls *.pickle
+    # +
+    # O.pickle("delme")
+    # O.pickle("delme", addts=False)
 
-    O.unpickle("delme")
+    # +
+
+
+    # +
+    # O.unpickle("delme")
+    # -
 
 
 # ------------------------------------------------------------
@@ -92,6 +99,7 @@ def test_creating_curves():
         'x': 100,
         'x_act': 100,
         'y_act': 100,
+        'alpha': 0.5,
         'pair': 'TKNB/TKNQ',
         'cid': "1",
         'fee': 0,
@@ -278,7 +286,7 @@ def test_serializing_curves():
 
     df = CC.asdf()
     assert len(df) == 3
-    assert tuple(df.reset_index().columns) == ('cid', 'k', 'x', 'x_act', 'y_act', 
+    assert tuple(df.reset_index().columns) == ('cid', 'k', 'x', 'x_act', 'y_act', 'alpha',
                                                'pair', 'fee', 'descr', 'constr', 'params')
     assert tuple(df["k"]) == (2000, 8040, 1970)
     assert CPCContainer.from_df(df) == CC
@@ -395,4 +403,6 @@ def notest_saving_curves():
 
 
 
+
+
 

fastlane_bot/tests/nbtest/test_037_Exchanges.py

@@ -39,6 +39,7 @@
 mocked_contract.functions.token0.return_value.call.return_value = 'token0'
 mocked_contract.functions.token1.return_value.call.return_value = 'token1'
 mocked_contract.functions.fee.return_value.call.return_value = 3000
+mocked_contract.functions.tradingFeePPM.return_value.call.return_value = 2000
 
 
 # ------------------------------------------------------------
@@ -107,7 +108,7 @@ def test_test_carbon_v1_exchange_update():
 
     carbon_v1_exchange = CarbonV1()
     assert (carbon_v1_exchange.get_abi() == CARBON_CONTROLLER_ABI)
-    assert (carbon_v1_exchange.get_fee('', mocked_contract) == ('0.002', 0.002))
+    assert (carbon_v1_exchange.get_fee('', mocked_contract) == ('2000', 0.002))
     assert (carbon_v1_exchange.get_tkn0('', mocked_contract, setup_data['carbon_v1_event_update']) == setup_data['carbon_v1_event_update']['args']['token0'])
 
 
@@ -121,7 +122,7 @@ def test_test_carbon_v1_exchange_create():
 
     carbon_v1_exchange = CarbonV1()
     assert (carbon_v1_exchange.get_abi() == CARBON_CONTROLLER_ABI)
-    assert (carbon_v1_exchange.get_fee('', mocked_contract) == ('0.002', 0.002))
+    assert (carbon_v1_exchange.get_fee('', mocked_contract) == ('2000', 0.002))
     assert (carbon_v1_exchange.get_tkn0('', mocked_contract, setup_data['carbon_v1_event_create']) == setup_data['carbon_v1_event_create']['args']['token0'])
 
 

fastlane_bot/tests/nbtest/test_038_TestBancorV3Mode.py

@@ -196,17 +196,7 @@ def init_bot(mgr: Manager) -> CarbonBot:
     assert pool.cid in pool_cids, f"[test_bancor_v3] Validation missing pool.cid {pool.cid} in {pool_cids}"
 optimal_arb = finder.get_optimal_arb_trade_amts(pool_cids, 'BNT-FF1C')
 assert type(optimal_arb) == float, f"[test_bancor_v3] Optimal arb calculation type is {type(optimal_arb)} not float"
-assert iseq(optimal_arb, 5003.2368760578265), f"[test_bancor_v3] Optimal arb calculation type is {optimal_arb}, expected 5003.2368760578265"
-
-
-
-
-
-
-
-
-
-
+assert iseq(optimal_arb, 4051.1611717583105), f"[test_bancor_v3] Optimal arb calculation type is {optimal_arb}, expected 4051.1611717583105"
 
 # ------------------------------------------------------------
 # Test      038
@@ -282,7 +272,7 @@ def test_test_get_fee_safe():
             )
     ext_fee = finder.get_fee_safe(first_check_pools[1].fee)
     assert type(ext_fee) == float, f"[test_bancor_v3] Testing external pool, fee type is {type(ext_fee)} not float"
-    assert iseq(ext_fee, 0.003), f"[test_bancor_v3] Testing external pool, fee amt is {ext_fee} not 0.003"
+    assert iseq(ext_fee, 0.0005), f"[test_bancor_v3] Testing external pool, fee amt is {ext_fee} not 0.0005"
 
 
 # ------------------------------------------------------------

fastlane_bot/tests/nbtest/test_048_RespectFlashloanTokensClickParam.py

@@ -0,0 +1,100 @@
+# ------------------------------------------------------------
+# Auto generated test file `test_048_RespectFlashloanTokensClickParam.py`
+# ------------------------------------------------------------
+# source file   = NBTest_048_RespectFlashloanTokensClickParam.py
+# test id       = 048
+# test comment  = RespectFlashloanTokensClickParam
+# ------------------------------------------------------------
+
+
+
+"""
+This module contains the tests which ensure that the flashloan tokens click parameters are respected.
+"""
+from fastlane_bot import Bot
+from fastlane_bot.tools.cpc import ConstantProductCurve as CPC
+from fastlane_bot.events.exchanges import UniswapV2, UniswapV3, SushiswapV2, CarbonV1, BancorV3
+import subprocess, os, sys
+import pytest
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(CPC))
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(Bot))
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(UniswapV2))
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(UniswapV3))
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(SushiswapV2))
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(CarbonV1))
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(BancorV3))
+from fastlane_bot.testing import *
+plt.rcParams['figure.figsize'] = [12,6]
+from fastlane_bot import __VERSION__
+require("3.0", __VERSION__)
+
+
+
+
+def find_main_py():
+    # Start at the directory of the current script
+    cwd = os.path.abspath(os.path.join(os.getcwd()))
+
+    print(f"Searching for main.py in {cwd}")
+    while True:
+        # Check if main.py exists in the current directory
+        if "main.py" in os.listdir(cwd):
+            return cwd  # Found the directory containing main.py
+        else:
+            # If not, go up one directory
+            new_cwd = os.path.dirname(cwd)
+
+            # If we're already at the root directory, stop searching
+            if new_cwd == cwd:
+                raise FileNotFoundError("Could not find main.py in any parent directory")
+
+            cwd = new_cwd
+
+
+def run_command(arb_mode, expected_log_line):
+
+    # Find the correct path to main.py
+    main_script_path = find_main_py()
+    print(f"Found main.py in {main_script_path}")
+    main_script_path = main_script_path + "/main.py"
+
+    # Run the command
+    cmd = [
+        "python",
+        main_script_path,
+        f"--arb_mode={arb_mode}",
+        "--default_min_profit_bnt=60",
+        "--limit_bancor3_flashloan_tokens=False",
+        "--use_cached_events=True",
+        "--logging_path=fastlane_bot/data/",
+        "--timeout=1",
+        "--loglevel=DEBUG",
+        "--flashloan_tokens=BNT-FF1C,ETH-EEeE,ETH2X-FLI-USD",
+    ]
+    subprocess.Popen(cmd)
+
+    # Wait for the expected log line to appear
+    found = False
+    result = subprocess.run(cmd, text=True, capture_output=True, check=True, timeout=7)
+
+    # Check if the expected log line is in the output
+    if expected_log_line in result.stderr or expected_log_line in result.stdout:
+        found = True
+
+    if not found:
+        pytest.fail("Expected log line was not found within 1 minute")  # If we reach this point, the test has failed
+
+
+
+
+# ------------------------------------------------------------
+# Test      048
+# File      test_048_RespectFlashloanTokensClickParam.py
+# Segment   Test flashloan_tokens is Respected
+# ------------------------------------------------------------
+def test_test_flashloan_tokens_is_respected():
+# ------------------------------------------------------------
+
+    expected_log_line = "Flashloan tokens are set as: ['BNT-FF1C', 'ETH-EEeE', 'ETH2X_FLI-USD']"
+    arb_mode = "multi"
+    run_command(arb_mode=arb_mode, expected_log_line=expected_log_line)