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order completion fixes

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This commit is contained in:
Tim
2024-03-28 22:44:40 -04:00
parent f8893e0058
commit f67e59916a
6 changed files with 30 additions and 22 deletions
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1
.gitignore vendored
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@@ -9,3 +9,4 @@ __pycache__
.vscode
ohlc/
/metadata.json
orders.log

3
src/dexorder/__init__.py
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@@ -1,3 +1,4 @@
import logging
# noinspection PyPackageRequirements
from contextvars import ContextVar
from datetime import datetime, timezone
@@ -6,6 +7,8 @@ from typing import Callable, Any
from web3 import AsyncWeb3
order_log = logging.getLogger('dexorder.order')
dec = Decimal
def now():
return datetime.now(timezone.utc)

5
src/dexorder/bin/mirror.py
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@@ -83,6 +83,11 @@ async def get_pool_info( pool ):
t0, t1 = await asyncio.gather(p.token0(), p.token1())
amount0, amount1, (price,*_), fee = \
await asyncio.gather(ERC20(t0).balanceOf(pool), ERC20(t1).balanceOf(pool), p.slot0(), p.fee())
token0 = await get_token(t0)
token1 = await get_token(t1)
log.debug(f'pool has {amount0/10**token0["decimals"]} {token0["name"]} and {amount1/10**token1["decimals"]} {token1["name"]}')
return [pool, t0, t1, fee, price, amount0, amount1]
async def write_metadata( pools, mirror_pools ):

8
src/dexorder/event_handler.py
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@@ -85,9 +85,10 @@ def handle_swap_filled(event: EventData):
return
try:
triggers = OrderTriggers.instances[order.key]
triggers.fill(tranche_index, amount_in, amount_out)
except KeyError:
log.warning(f'No order triggers for fill of {TrancheKey(order.key.vault, order.key.order_index, tranche_index)}')
else:
triggers.fill(tranche_index, amount_in, amount_out)
async def handle_order_canceled(event: EventData):
# event DexorderCanceled (uint64 orderIndex);
@@ -212,7 +213,8 @@ async def process_active_tranches():
if await has_funds(tk):
log.info(f'execution request for {tk}')
execution_requests[tk] = ExecutionRequest(height, proof)
else: log.debug(f'underfunded tranche {tk}')
else:
log.debug(f'underfunded tranche {tk}')
async def has_funds(tk: TrancheKey):
@@ -227,7 +229,7 @@ async def has_funds(tk: TrancheKey):
token_balance = balances[token_addr] = await ERC20(token_addr).balanceOf(tk.vault)
log.debug(f'queried token balance {token_addr}.balanceOf({tk.vault}) = {token_balance}')
await adjust_balance(tk.vault, token_addr, token_balance)
# log.debug(f'minimum {minimum} balances {balances}')
# log.debug(f'minimum {minimum} balances {token_addr} {balances}')
return token_balance > minimum

6
src/dexorder/order/orderstate.py
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@@ -3,7 +3,7 @@ import logging
from dataclasses import dataclass
from typing import overload
from dexorder import DELETE, db
from dexorder import DELETE, db, order_log
from dexorder.base.chain import current_chain
from dexorder.base.order import OrderKey, TrancheKey
from dexorder.base.orderlib import SwapOrderStatus, SwapOrderState
@@ -88,6 +88,7 @@ class Order:
# Start with a filled value of 0 even if the chain says otherwise, because we will process the fill events later and add them in
tranche_filled = [Filled(0,0) for _ in range(len(status.trancheFilledIn))]
Order.order_filled[key] = OrderFilled(Filled(0,0), tranche_filled)
order_log.debug(f'order created {key}')
return order
@overload
@@ -154,12 +155,14 @@ class Order:
def add_fill(self, tranche_index: int, filled_in: int, filled_out: int):
order_log.debug(f'tranche fill {self.key}|{tranche_index} in:{filled_in} out:{filled_out}')
old = Order.order_filled[self.key]
new = copy.deepcopy(old)
new.filled.filled_in += filled_in
new.filled.filled_out += filled_out
new.tranche_filled[tranche_index].filled_in += filled_in
new.tranche_filled[tranche_index].filled_out += filled_out
order_log.debug(f'post-fill order: {new}')
Order.order_filled[self.key] = new
@@ -181,6 +184,7 @@ class Order:
status.trancheFilledOut[i] += of.tranche_filled[i].filled_out
Order.order_statuses[self.key] = status # set the status in order to save it
Order.order_statuses.unload(self.key) # but then unload from memory after root promotion
order_log.debug(f'order completed {status}')
@staticmethod
def pub_order_status(_s, k, v):

29
src/dexorder/order/triggers.py
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@@ -8,7 +8,7 @@ from dexorder.blockstate import BlockSet, BlockDict
from dexorder.base.orderlib import SwapOrderState, PriceProof, DISTANT_FUTURE, DISTANT_PAST
from dexorder.util import defaultdictk
from .orderstate import Order
from .. import dec
from .. import dec, order_log
from ..base.chain import current_clock
from ..base.order import OrderKey, TrancheKey, ExecutionRequest
from ..pools import ensure_pool_price, pool_prices, get_pool
@@ -73,7 +73,7 @@ class TrancheTrigger:
assert order.key.vault == tranche_key.vault and order.key.order_index == tranche_key.order_index
self.order = order
self.tk = tranche_key
self._status = TrancheStatus.Early
self.status = TrancheStatus.Early
tranche = order.order.tranches[self.tk.tranche_index]
tranche_amount = tranche.fraction_of(order.amount)
@@ -97,28 +97,18 @@ class TrancheTrigger:
# compute status and set relevant triggers
if tranche_remaining == 0 or tranche_remaining < self.order.min_fill_amount: # min_fill_amount could be 0 (disabled) so we also check for the 0 case separately
self._status = TrancheStatus.Filled
self.status = TrancheStatus.Filled
return
timestamp = current_clock.get().timestamp
self._status = \
self.status = \
TrancheStatus.Pricing if self.time_constraint is None else \
TrancheStatus.Early if timestamp < self.time_constraint[0] else \
TrancheStatus.Expired if timestamp > self.time_constraint[1] else \
TrancheStatus.Pricing
self.enable_time_trigger()
if self._status == TrancheStatus.Pricing:
if self.status == TrancheStatus.Pricing:
self.enable_price_trigger()
@property
def status(self):
return self._status
@status.setter
def status(self, value):
self._status = value
if value in (TrancheStatus.Filled, TrancheStatus.Expired):
OrderTriggers.instances[self.order.key].check_complete()
def enable_time_trigger(self):
if self.time_constraint:
log.debug(f'enable_time_trigger')
@@ -134,11 +124,11 @@ class TrancheTrigger:
log.debug(f'price trigger ignored because trigger status is {self.status}')
return
if now >= self.time_constraint[1]:
log.debug(f'tranche expired {self.tk}')
order_log.debug(f'tranche expired {self.tk}')
self.status = TrancheStatus.Expired
self.disable()
elif self.status == TrancheStatus.Early and now >= self.time_constraint[0]:
log.debug(f'tranche time enabled {self.tk}')
order_log.debug(f'tranche time enabled {self.tk}')
self.status = TrancheStatus.Pricing
self.enable_price_trigger()
@@ -180,9 +170,11 @@ class TrancheTrigger:
remaining = self.order.tranche_remaining(self.tk.tranche_index)
filled = remaining == 0 or remaining < self.order.min_fill_amount
if filled:
log.debug(f'tranche filled {self.tk}')
order_log.debug(f'tranche filled {self.tk}')
self.status = TrancheStatus.Filled
self.disable()
else:
order_log.debug(f'tranche part-filled {self.tk} in:{_amount_in} out:{_amount_out} remaining:{remaining}')
return filled
def disable(self):
@@ -216,6 +208,7 @@ class OrderTriggers:
for t in self.triggers:
t.disable()
del OrderTriggers.instances[self.order.key]
log.debug(f'disabled OrderTriggers for {self.order.key}')
@property
def closed(self):