trigger fixes

src/dexorder/blocks.py

@@ -22,6 +22,11 @@ from dexorder.util import hexbytes
 log = logging.getLogger(__name__)
 
 
+def blocktime():
+    """ timestamp of the most recent block seen in real-time, NOT the current block being worked on """
+    return latest_block[current_chain.get().id].timestamp
+
+
 async def get_block_timestamp(block_id: Union[bytes,int]) -> int:
     block = await get_block(block_id)
     if block is None:

src/dexorder/configuration/schema.py

@@ -48,6 +48,9 @@ class Config:
     slash_delay_mul: float = 2  # double the delay each time
     slash_delay_max: int = 15 * 60
 
+    # Tranches are paused for this long after they trigger a slippage control
+    slippage_control_delay: float = 10 # matches the 10-second TWAP used by our uniswap router
+
     walker_name: str = 'default'
     walker_flush_interval: float = 300
     walker_stop: Optional[int] = None  # block number of the last block the walker should process

src/dexorder/event_handler.py

@@ -137,7 +137,7 @@ async def handle_transfer(transfer: EventData):
         vault = None
     if vault is not None:
         await adjust_balance(vault, token_address, amount)
-        await update_balance_triggers(vault, token_address, amount)
+        await update_balance_triggers(vault, token_address)
     # This wuold double-count fill fees. Instead, we book the transfer when sending money to the account as part of a refill.
     # if is_tracked_address(to_address):
     #     # noinspection PyTypeChecker

src/dexorder/order/triggers.py

@@ -2,8 +2,9 @@ import asyncio
 import logging
 from abc import abstractmethod
 from collections import defaultdict
+from datetime import timedelta
 from enum import Enum, auto
-from typing import Optional, Sequence
+from typing import Optional, Sequence, Union
 
 import numpy as np
 from sortedcontainers import SortedList
@@ -99,7 +100,8 @@ def start_trigger_updates():
     PriceLineTrigger.clear_data()
 
 
-async def update_balance_triggers(vault: str, token: str, balance: int):
+async def update_balance_triggers(vault: str, token: str):
+    balance = vault_balances.get(vault, {}).get(token)
     updates = [bt.update(balance) for bt in BalanceTrigger.by_vault_token.get((vault, token), [])]
     await asyncio.gather(*updates)
 
@@ -226,20 +228,20 @@ async def has_funds(tk: TrancheKey):
 
 
 async def input_amount_is_sufficient(order, token_balance):
-    log.debug(f'input is sufficient? {order.min_fill_amount}')
+    # log.debug(f'input is sufficient? {order.min_fill_amount}')
     if order.amount_is_input:
-        log.debug(f'amount is input: {token_balance} >= {order.min_fill_amount}')
+        # log.debug(f'amount is input: {token_balance} >= {order.min_fill_amount}')
         return token_balance >= order.min_fill_amount
     # amount is an output amount, so we need to know the price
     price = pool_prices.get(order.pool_address)
-    log.debug(f'amount is output amount. price={price}')
+    # log.debug(f'amount is output amount. price={price}')
     if price is None:
         return token_balance > 0  # we don't know the price so we allow any nonzero amount to be sufficient
     pool = await get_pool(order.pool_address)
     price *= dec(10) ** -pool['decimals']
     inverted = order.order.tokenIn != pool['base']
     minimum = dec(order.min_fill_amount)*price if inverted else dec(order.min_fill_amount)/price
-    log.debug(f'order minimum amount is {order.min_fill_amount} '+ ("input" if order.amount_is_input else f"output @ {price} = {minimum} ")+f'< {token_balance} balance')
+    # log.debug(f'order minimum amount is {order.min_fill_amount} '+ ("input" if order.amount_is_input else f"output @ {price} = {minimum} ")+f'< {token_balance} balance')
     return token_balance >= minimum
 
 
@@ -261,7 +263,7 @@ class BalanceTrigger (Trigger):
 
     async def update(self, balance):
         self.value = await input_amount_is_sufficient(self.order, balance)
-        log.debug(f'update balance {balance} was sufficient? {self.value} {self.order.key}')
+        # log.debug(f'update balance {balance} was sufficient? {self.value} {self.order.key}')
 
     def remove(self):
         try:
@@ -316,8 +318,8 @@ class TimeTrigger (Trigger):
         if time == self._time:
             return
         self._time = time
-        self.remove()
-        self.update_active(time_now)
+        in_future = time_now >= time
+        self.value = in_future is self.is_start
 
     def update_active(self, time_now: int = None, time: int = None):
         if time_now is None:
@@ -599,7 +601,8 @@ class TrancheTrigger:
         else:
             order_log.debug(f'tranche part-filled {self.tk} in:{_amount_in} out:{_amount_out} remaining:{remaining}')
             if self.market_order:
-                self.expire()
+                order_log.debug(f'tranche {self.tk} delayed {config.slippage_control_delay} seconds due to slippage control')
+                self.deactivate(config.slippage_control_delay)
         self.slash_count = 0  # reset slash count
 
     def touch(self):
@@ -631,15 +634,24 @@ class TrancheTrigger:
             self.kill()
         else:
             delay = round(config.slash_delay_base * config.slash_delay_mul ** (self.slash_count-1))
-            self.deactivate(timestamp()+delay)
+            self.deactivate(delay)
 
-    def deactivate(self, until):
+    def deactivate(self, interval: Union[timedelta, int, float]):
+        # todo this timestamp should be consistent with the trigger time which is blockchain
+        now = current_clock.get().timestamp
+        self.deactivate_until(now + (interval.total_seconds() if isinstance(interval, timedelta) else interval))
+
+    def deactivate_until(self, until):
         # Temporarily deactivate the tranche due to a rate limit.  Use disable() to permanently halt the trigger.
         log.debug(f'deactivating tranche {self.tk} until {from_timestamp(until)}')
         if self.activation_trigger is None:
             self.activation_trigger = TimeTrigger.create(True, self.tk, until)
         else:
             self.activation_trigger.time = until
+        try:
+            del active_tranches[self.tk]
+        except KeyError:
+            pass
 
     def disable(self):
         # permanently stop this trigger and deconstruct