Source code for tradeexecutor.cli.commands.perform_test_trade
"""perform-test-trade command"""
import datetime
import logging
from pathlib import Path
from typing import Optional
import re
import typer
from typer import Option
from .app import app
from ..bootstrap import prepare_executor_id, prepare_cache, create_web3_config, create_state_store, \
create_execution_and_sync_model, create_client
from ..log import setup_logging
from ..testtrade import make_test_trade
from ...ethereum.routing_state import OutOfBalance
from ...strategy.approval import UncheckedApprovalModel
from ...strategy.bootstrap import make_factory_from_strategy_mod
from ...strategy.description import StrategyExecutionDescription
from ...strategy.execution_context import ExecutionContext, ExecutionMode
from ...strategy.execution_model import AssetManagementMode
from ...strategy.run_state import RunState
from ...strategy.strategy_module import read_strategy_module, StrategyModuleInformation
from ...strategy.trading_strategy_universe import TradingStrategyUniverseModel
from ...strategy.universe_model import UniverseOptions
from ...utils.timer import timed_task
from tradeexecutor.cli.commands import shared_options
from tradingstrategy.chain import ChainId
from tradingstrategy.pair import DEXPair
[docs]@app.command()
def perform_test_trade(
id: str = shared_options.id,
name: Optional[str] = shared_options.name,
strategy_file: Path = shared_options.strategy_file,
trading_strategy_api_key: str = shared_options.trading_strategy_api_key,
state_file: Optional[Path] = shared_options.state_file,
cache_path: Optional[Path] = shared_options.cache_path,
log_level: str = shared_options.log_level,
json_rpc_binance: Optional[str] = shared_options.json_rpc_binance,
json_rpc_polygon: Optional[str] = shared_options.json_rpc_polygon,
json_rpc_avalanche: Optional[str] = shared_options.json_rpc_avalanche,
json_rpc_ethereum: Optional[str] = shared_options.json_rpc_ethereum,
json_rpc_arbitrum: Optional[str] = shared_options.json_rpc_arbitrum,
json_rpc_anvil: Optional[str] = shared_options.json_rpc_anvil,
private_key: str = shared_options.private_key,
asset_management_mode: AssetManagementMode = shared_options.asset_management_mode,
vault_address: Optional[str] = shared_options.vault_address,
vault_adapter_address: Optional[str] = shared_options.vault_adapter_address,
vault_payment_forwarder_address: Optional[str] = shared_options.vault_payment_forwarder,
min_gas_balance: Optional[float] = shared_options.min_gas_balance,
max_slippage: float = shared_options.max_slippage,
confirmation_block_count: int = shared_options.confirmation_block_count,
# Test EVM backend when running e2e tests
test_evm_uniswap_v2_router: Optional[str] = shared_options.test_evm_uniswap_v2_router,
test_evm_uniswap_v2_factory: Optional[str] = shared_options.test_evm_uniswap_v2_factory,
test_evm_uniswap_v2_init_code_hash: Optional[str] = shared_options.test_evm_uniswap_v2_init_code_hash,
unit_testing: bool = shared_options.unit_testing,
# for multipair strategies
pair: Optional[str] = shared_options.pair,
all_pairs: bool = shared_options.all_pairs,
buy_only: bool = Option(False, "--buy-only/--no-buy-only", help="Only perform the buy side of the test trade - leave position open."),
test_short: bool = Option(True, "--test-short/--no-test-short", help="Perform test short trades as well."),
test_credit_supply: bool = Option(True, "--test-credit-supply/--no-test-credit-supply", help="Perform test credit supply trades as well."),
):
"""Perform a small test swap.
Tests that the private wallet and the exchange can trade by making 1 USD trade using
the routing configuration from the strategy.
The trade will be recorded on the state as a position.
"""
if pair:
assert not all_pairs, "Cannot specify both --pair and --all-pairs"
pair = parse_pair_data(pair)
id = prepare_executor_id(id, strategy_file)
logger = setup_logging(log_level=log_level)
mod: StrategyModuleInformation = read_strategy_module(strategy_file)
cache_path = prepare_cache(id, cache_path)
execution_context = ExecutionContext(
mode=ExecutionMode.preflight_check,
timed_task_context_manager=timed_task,
engine_version=mod.trading_strategy_engine_version,
)
web3config = create_web3_config(
json_rpc_binance=json_rpc_binance,
json_rpc_polygon=json_rpc_polygon,
json_rpc_avalanche=json_rpc_avalanche,
json_rpc_ethereum=json_rpc_ethereum,
json_rpc_anvil=json_rpc_anvil,
json_rpc_arbitrum=json_rpc_arbitrum,
unit_testing=unit_testing,
)
if not web3config.has_any_connection():
raise RuntimeError("Vault deploy requires that you pass JSON-RPC connection to one of the networks")
web3config.choose_single_chain()
execution_model, sync_model, valuation_model_factory, pricing_model_factory = create_execution_and_sync_model(
asset_management_mode=asset_management_mode,
private_key=private_key,
web3config=web3config,
confirmation_timeout=datetime.timedelta(seconds=60),
confirmation_block_count=confirmation_block_count,
min_gas_balance=min_gas_balance,
max_slippage=max_slippage,
vault_address=vault_address,
vault_adapter_address=vault_adapter_address,
vault_payment_forwarder_address=vault_payment_forwarder_address,
routing_hint=mod.trade_routing,
)
client, routing_model = create_client(
mod=mod,
web3config=web3config,
trading_strategy_api_key=trading_strategy_api_key,
cache_path=cache_path,
test_evm_uniswap_v2_factory=test_evm_uniswap_v2_factory,
test_evm_uniswap_v2_router=test_evm_uniswap_v2_router,
test_evm_uniswap_v2_init_code_hash=test_evm_uniswap_v2_init_code_hash,
clear_caches=False,
)
assert client is not None, "You need to give details for TradingStrategy.ai client"
if not state_file:
state_file = f"state/{id}.json"
store = create_state_store(Path(state_file))
if store.is_pristine():
assert name, "Strategy state file has not been createad. You must pass strategy name to create."
state = store.create(name)
else:
state = store.load()
# Set up the strategy engine
factory = make_factory_from_strategy_mod(mod)
run_description: StrategyExecutionDescription = factory(
execution_model=execution_model,
execution_context=execution_context,
timed_task_context_manager=execution_context.timed_task_context_manager,
sync_model=sync_model,
valuation_model_factory=valuation_model_factory,
pricing_model_factory=pricing_model_factory,
approval_model=UncheckedApprovalModel(),
client=client,
routing_model=routing_model,
run_state=RunState(),
)
universe_options = mod.get_universe_options()
# We construct the trading universe to know what's our reserve asset
universe_model: TradingStrategyUniverseModel = run_description.universe_model
ts = datetime.datetime.utcnow()
universe = universe_model.construct_universe(
ts,
ExecutionMode.preflight_check,
universe_options
)
runner = run_description.runner
routing_state, pricing_model, valuation_method = runner.setup_routing(universe)
try:
if all_pairs:
for pair in universe.data_universe.pairs.iterate_pairs():
_p = construct_identifier_from_pair(pair)
p = parse_pair_data(_p)
make_test_trade(
web3config.get_default(),
execution_model,
pricing_model,
sync_model,
state,
universe,
runner.routing_model,
routing_state,
pair=p,
buy_only=buy_only,
test_short=test_short,
test_credit_supply=test_credit_supply,
)
else:
make_test_trade(
web3config.get_default(),
execution_model,
pricing_model,
sync_model,
state,
universe,
runner.routing_model,
routing_state,
pair=pair,
buy_only=buy_only,
test_short=test_short,
test_credit_supply=test_credit_supply,
)
except OutOfBalance as e:
raise RuntimeError(f"Failed to a test trade, as we run out of balance. Make sure vault has enough stablecoins deposited for the test trades.") from e
# Store the test trade data in the strategy history
store.sync(state)
logger.info("All ok")
[docs]def parse_pair_data(s: str):
"""Extract pair data from string.
:param s:
String in the format of: [(chain_id, exchange_slug, base_token, quote_token, fee)])],
where rate is optional.
:raises ValueError:
If the string is not in the correct format.
:return:
Tuple of (chain_id, exchange_slug, base_token, quote_token, fee)"""
try:
# Extract the tuple
tuple_str = re.search(r'\((.*?)\)', s)[1]
# Split elements and remove leading/trailing whitespaces
elements = [e.strip() for e in tuple_str.split(',')]
if len(elements) not in {4, 5}:
raise ValueError()
# Process elements
chain_id = getattr(ChainId, elements[0].split('.')[-1])
exchange_slug = elements[1].strip('"')
base_token = elements[2].strip('"')
quote_token = elements[3].strip('"')
fee = float(elements[4]) if len(elements) > 4 else None
except:
raise ValueError(f'Invalid pair data: {s}. Tuple must be in the format of: (chain_id, exchange_slug, base_token, quote_token, fee), where fee is optional')
return (chain_id, exchange_slug, base_token, quote_token, fee)
[docs]def construct_identifier_from_pair(pair: DEXPair) -> str:
"""Construct pair identifier from pair data.
:param pair:
Pair data as DEXPair.
:return:
Pair identifier string."""
assert isinstance(pair, DEXPair), 'Pair must be of type DEXPair'
return f'({pair.chain_id.name}, "{pair.exchange_slug}", "{pair.base_token_symbol}", "{pair.quote_token_symbol}", {pair.fee/10_000})'