Source code for tradeexecutor.ethereum.one_delta.one_delta_execution

"""Execution model where trade happens on 1delta, utilizing Aave v3 and Uniswap v3."""

import datetime
from decimal import Decimal
import logging

from web3 import Web3
from eth_defi.uniswap_v2.analysis import TradeSuccess, TradeFail
from eth_defi.uniswap_v3.deployment import UniswapV3Deployment

from tradeexecutor.ethereum.tx import TransactionBuilder
from tradeexecutor.ethereum.execution import EthereumExecution

logger = logging.getLogger(__name__)

[docs]class OneDeltaExecution(EthereumExecution): """Run order execution on 1delta."""
[docs] def __init__( self, tx_builder: TransactionBuilder, min_balance_threshold=Decimal("0.5"), confirmation_block_count=6, confirmation_timeout=datetime.timedelta(minutes=5), max_slippage: float = 0.01, stop_on_execution_failure=True, swap_gas_fee_limit=2_000_000, mainnet_fork=False, ): """ :param tx_builder: Hot wallet instance used for this execution :param min_balance_threshold: Abort execution if our hot wallet gas fee balance drops below this :param confirmation_block_count: How many blocks to wait for the receipt confirmations to mitigate unstable chain tip issues :param confirmation_timeout: How long we wait transactions to clear :param stop_on_execution_failure: Raise an exception if any of the trades fail top execute :param max_slippage: Max slippage tolerance per trade. 0.01 is 1%. """ assert isinstance(tx_builder, TransactionBuilder), f"Got: {tx_builder}" super().__init__( tx_builder, min_balance_threshold, confirmation_block_count, confirmation_timeout, max_slippage, stop_on_execution_failure, mainnet_fork=mainnet_fork, )