Initial commit

.gitignore

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+.idea
+*.iml
+
+__pycache__
+.cache
+.coverage
+
+.DS_Store

.gitmodules

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+[submodule "lib/pymaker"]
+	path = lib/pymaker
+	url = https://github.com/makerdao/pymaker.git

.python-version

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+3.6.2

.travis.yml

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+language: python
+
+os:
+  - linux
+
+python:
+  - 3.6
+
+cache: pip
+
+before_cache:
+  - rm -f $HOME/.cache/pip/log/debug.log
+
+install:
+  - pip install virtualenv --upgrade
+  - pip install -r requirements.txt
+  - pip install -r requirements-dev.txt
+
+script:
+  - ./test.sh
+
+after_success:
+  - codecov
+
+notifications:
+  email: false

README.md

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+# auction-keeper
+
+[![Build Status](https://travis-ci.org/makerdao/auction-keeper.svg?branch=master)](https://travis-ci.org/makerdao/auction-keeper)
+[![codecov](https://codecov.io/gh/makerdao/auction-keeper/branch/master/graph/badge.svg)](https://codecov.io/gh/makerdao/auction-keeper)
+
+The _DAI Stablecoin System_ incentivizes external agents, called _keepers_,
+to automate certain operations around the Ethereum blockchain.
+
+`auction-keeper` is TODO.
+
+<https://chat.makerdao.com/channel/keeper>
+
+
+## Installation
+
+This project uses *Python 3.6.2*.
+
+In order to clone the project and install required third-party packages please execute:
+```
+git clone https://github.com/makerdao/auction-keeper.git
+cd auction-keeper
+git submodule update --init --recursive
+pip3 install -r requirements.txt
+```
+
+For some known macOS issues see the [pymaker](https://github.com/makerdao/pymaker) README.
+
+
+## Usage
+
+TODO
+
+
+## License
+
+See [COPYING](https://github.com/makerdao/auction-keeper/blob/master/COPYING) file.

auction_keeper/main.py

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+# This file is part of Maker Keeper Framework.
+#
+# Copyright (C) 2018 reverendus
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+#
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+import argparse
+import logging
+import sys
+
+from web3 import Web3, HTTPProvider
+
+from pymaker import Address, Wad
+from pymaker.auctions import Flopper
+from pymaker.gas import FixedGasPrice, DefaultGasPrice
+from pymaker.lifecycle import Lifecycle
+
+
+class AuctionKeeper:
+    def __init__(self, args: list, **kwargs):
+        parser = argparse.ArgumentParser(prog='auction-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("--flopper", type=str, required=True,
+                            help="Ethereum address of the Flopper contract")
+
+        parser.add_argument("--price", type=float, required=True,
+                            help="Our price")
+
+        parser.add_argument("--spread", type=float, required=True,
+                            help="Our spread")
+
+        parser.add_argument("--gas-price", type=int, default=0,
+                            help="Gas price (in Wei)")
+
+        parser.add_argument("--debug", dest='debug', action='store_true',
+                            help="Enable debug output")
+
+        self.arguments = parser.parse_args(args)
+
+        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)
+
+        self.flopper = Flopper(web3=self.web3, address=Address(self.arguments.flopper))
+        self.price = Wad.from_number(self.arguments.price)
+        self.spread = Wad.from_number(self.arguments.spread)
+
+        logging.basicConfig(format='%(asctime)-15s %(levelname)-8s %(message)s',
+                            level=(logging.DEBUG if self.arguments.debug else logging.INFO))
+
+    def main(self):
+        with Lifecycle(self.web3) as lifecycle:
+            lifecycle.on_block(self.check_all_auctions)
+
+    def check_all_auctions(self):
+        for auction_id in range(1, self.flopper.kicks()+1):
+            self.check_auction(auction_id)
+
+    def check_auction(self, auction_id: int):
+        assert(isinstance(auction_id, int))
+
+        auction = self.flopper.bids(auction_id)
+        auction_price = auction.bid / auction.lot
+        auction_price_min_increment = auction_price * self.flopper.beg()
+
+        our_price = self.price * (Wad.from_number(1) - self.spread)
+        if our_price >= auction_price_min_increment:
+            our_lot = auction.bid / our_price
+
+            self.flopper.dent(auction_id, our_lot, auction.bid).transact(gas_price=self.gas_price())
+
+    def gas_price(self):
+        if self.arguments.gas_price:
+            return FixedGasPrice(self.arguments.gas_price)
+        else:
+            return DefaultGasPrice()
+
+
+if __name__ == '__main__':
+    AuctionKeeper(sys.argv[1:]).main()

bin/auction-keeper

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+#!/bin/sh
+dir="$(dirname "$0")"/..
+export PYTHONPATH=$PYTHONPATH:$dir:$dir/lib/pymaker
+exec python3 -m auction_keeper.main $@

requirements-dev.txt

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+codecov
+pytest
+pytest-asyncio
+pytest-cov
+pytest-mock
+pytest-timeout
+asynctest

requirements.txt

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+web3 == 3.16.4
+eth-abi == 0.5.0
+eth-utils == 0.7.1
+eth-testrpc == 1.3.0
+rlp == 0.6.0
+requests == 2.18.4
+pytz == 2017.3

test.sh

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+#!/bin/sh
+
+PYTHONPATH=$PYTHONPATH:./lib/pymaker py.test --cov=auction_keeper --cov-report=term --cov-append tests/

tests/helper.py

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+# This file is part of Maker Keeper Framework.
+#
+# Copyright (C) 2018 reverendus
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+#
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+import sys
+from contextlib import contextmanager
+from io import StringIO
+
+
+def args(arguments: str) -> list:
+    return arguments.split()
+
+
+@contextmanager
+def captured_output():
+    new_out, new_err = StringIO(), StringIO()
+    old_out, old_err = sys.stdout, sys.stderr
+    try:
+        sys.stdout, sys.stderr = new_out, new_err
+        yield sys.stdout, sys.stderr
+    finally:
+        sys.stdout, sys.stderr = old_out, old_err

tests/test_flop.py

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+# This file is part of Maker Keeper Framework.
+#
+# Copyright (C) 2018 reverendus
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+#
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+from web3 import Web3, EthereumTesterProvider
+
+from auction_keeper.main import AuctionKeeper
+from pymaker import Address
+from pymaker.approval import directly
+from pymaker.auctions import Flopper
+from pymaker.numeric import Wad
+from pymaker.token import DSToken
+from tests.helper import args
+
+
+class TestAuctionKeeperFlopper:
+    def setup_method(self):
+        self.web3 = Web3(EthereumTesterProvider())
+        self.web3.eth.defaultAccount = self.web3.eth.accounts[0]
+        self.our_address = Address(self.web3.eth.defaultAccount)
+        self.dai = DSToken.deploy(self.web3, 'DAI')
+        self.dai.mint(Wad.from_number(10000000)).transact()
+        self.mkr = DSToken.deploy(self.web3, 'MKR')
+        self.flopper = Flopper.deploy(self.web3, self.dai.address, self.mkr.address)
+
+    def test_should_make_initial_bid(self):
+        # given
+        keeper = AuctionKeeper(args=args(f"--eth-from {self.web3.eth.defaultAccount} "
+                                         f"--flopper {self.flopper.address} "
+                                         f"--price 850.0 "
+                                         f"--spread 0.03"), web3=self.web3)
+
+        # and
+        self.flopper.approve(directly())
+        self.flopper.kick(Address(self.web3.eth.accounts[1]), Wad.from_number(2), Wad.from_number(10)).transact()
+
+        # when
+        keeper.check_all_auctions()
+        # then
+        assert self.flopper.bids(self.flopper.kicks()).lot < Wad.from_number(2)