feat: Example of event trading framework using client. #34

adamamsmith · 2023-06-08T07:30:42Z

Demonstrate how to build an event based system around the client in rubi-py.

The most important components of this are:

the BaseEventTradingFramework which is the main loop of and just listens to and directs messages off the queue
the EventQueue's which ensure concurrent handling of events
and the ThreadedTransactionManager which allows placement of transactions in a concurrent manner

Still needs a lot of cleanup atm.

…ork around the client

…e additional functionality.

…n shutdown.

…by the node.

adamamsmith · 2023-06-29T09:24:29Z

Note that this changes a few things in the rubi client @denverbaumgartner @ishandhanani:

A bug on place_market_order with worse_execution_price. The price wasn't multipleid by the order size which means most market orders failed
An issue in _start_default_event_poller where the node deleted the filter and the poller continually errored but didn't do anything about it or notify the framework. Now the poller will recreate the filter.
Some tinkering with the gas values of various methods on market.py
Finally the client no longer throws and exception if a transaction fails but rather returns the transaction result. This allows better handling of failures where a trading framework can see the failure and then respond instead of crashing (up for more convo on this though)

Otherwise everything else is just additions!

…saction fails as a temp measure.

denverbaumgartner · 2023-06-30T19:05:06Z

bots/example_bots/helpers/grid.py

+        starting_quote_asset_amount: Decimal,
+        starting_base_asset_average_price: Optional[Decimal],
+        # Grid
+        fair_price: Decimal,


discussed offline with @adamamsmith - the ability to update fair_price, with the necessary actions to happen when updated, will make this a very modular order management system that can be utilized in a variety ways!

bots/pyproject.toml

denverbaumgartner · 2023-06-30T19:21:21Z

rubi/network_config/optimism_goerli/network.yaml

@@ -15,3 +15,4 @@ token_addresses:
 WETH: "0x4200000000000000000000000000000000000006"
 OP: "0xCeE7148028Ff1B08163343794E85883174a61393"
 USDC: "0xe432f229521eE954f80C83257485405E3d848d17"
+ USDT: "0xd70734ba8101ec28b38ab15e30dc9b60e3c6f433"


confirmed, USDT address supported by the app. can't wait till we have a token list, will be a programmatic way to approach token validation. can even be a part of the CI pipeline

rubi/rubi/client.py

rubi/rubi/contracts/contract_types/transaction_reciept.py

denverbaumgartner · 2023-06-30T19:51:36Z

rubi/rubi/contracts/erc20.py

+        :return: the max approval amount of a uint256 token in Decimal representation
+        :rtype: Decimal
+        """
+        max_uint256 = "0xffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff"


this totally works, was wondering if there is a reason we didn't do something like:
return self.to_decimal(number=2**256 - 1)

denverbaumgartner · 2023-06-30T19:52:50Z

rubi/rubi/contracts/market.py

@@ -418,7 +418,7 @@ def batch_requote(
        buy_amts: List[int],
        buy_gems: List[ChecksumAddress],
        nonce: Optional[int] = None,
-        gas: int = 3500000,
+        gas: int = 800000,


just a cc to: #6

denverbaumgartner

this is a really solid framework to build off of, had a good conversation offline with @adamamsmith about this and possible next steps. will turn some of the major points into tickets

add: bot examples to demonstrate how to build an event trading framew…

3c02e38

…ork around the client

adamamsmith added documentation Improvements or additions to documentation enhancement New feature or request labels Jun 8, 2023

adamamsmith requested a review from denverbaumgartner June 8, 2023 07:30

adamamsmith self-assigned this Jun 8, 2023

adamamsmith changed the title ~~Example of event trading framework using client.~~ WIP: Example of event trading framework using client. Jun 8, 2023

adamamsmith marked this pull request as draft June 8, 2023 07:31

move timing and fix spelling.

29035d2

adamamsmith mentioned this pull request Jun 8, 2023

example: custom callback in event poller #33

Merged

adamamsmith added 19 commits June 8, 2023 13:06

restructure: make the directory structure more intuitive.

ed9e128

restructure: because my debugger is throwing a hissyfit. Also add som…

eabba4f

…e additional functionality.

restructure: because my debugger is throwing a hissyfit. Also add som…

a7ca6da

…e additional functionality.

fix: add grid min tick size.

afbb619

Merge remote-tracking branch 'origin/master' into bot-examples

0d6d430

little fixes.

a9e3807

Merge remote-tracking branch 'origin/master' into bot-examples

a76c327

fix: refine grid strat a bit.

085d61d

tweak: grid.

1b70ca3

Merge remote-tracking branch 'origin/master' into bot-examples

9601cd0

some small fixes and tweaks, including cancelling all active orders o…

45780a1

…n shutdown.

fix: some more small tweaks.

1bd08c6

add: documentation and remove unneeded code.

e35b9bf

add: bot config file to parameterize grid bot.

5628a94

fix: little fixes when running on mainnet.

ee72342

fix: some final tweaks to how things operate. LFG 🚀

bd727d1

Merge remote-tracking branch 'origin/master' into bot-examples

d420c8f

fix: some more tweaks including readding filters if they are deleted …

d7908e5

…by the node.

feat: the final readme touches and little fixes.

33abf9b

adamamsmith changed the title ~~WIP: Example of event trading framework using client.~~ feat: Example of event trading framework using client. Jun 29, 2023

adamamsmith requested a review from bghughes June 29, 2023 09:10

adamamsmith requested a review from ishandhanani June 29, 2023 09:10

adamamsmith marked this pull request as ready for review June 29, 2023 09:11

adamamsmith added 3 commits June 29, 2023 11:44

bump: version.

fcc5cc6

add: dockerfile and .dockerignore and make the bot shutdown if a tran…

1c5d3ee

…saction fails as a temp measure.

Merge remote-tracking branch 'origin/master' into bot-examples

db9ca79

denverbaumgartner reviewed Jun 30, 2023

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denverbaumgartner merged commit 26619d2 into master Jun 30, 2023

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feat: Example of event trading framework using client. #34

feat: Example of event trading framework using client. #34

adamamsmith commented Jun 8, 2023 •

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adamamsmith commented Jun 29, 2023 •

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denverbaumgartner Jun 30, 2023

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denverbaumgartner Jun 30, 2023

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feat: Example of event trading framework using client. #34

feat: Example of event trading framework using client. #34

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adamamsmith commented Jun 8, 2023 •

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adamamsmith commented Jun 29, 2023 •

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