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Fix race condition in SO #697

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merged 1 commit into from
Nov 21, 2019
Merged

Fix race condition in SO #697

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33 changes: 20 additions & 13 deletions dexbot/strategies/staggered_orders.py
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Original file line number Diff line number Diff line change
Expand Up @@ -710,7 +710,7 @@ def allocate_asset(self, asset, asset_balance):
own_precision = 0
opposite_precision = 0
opposite_symbol = ''
increase_finished = False
increase_status = None

if asset == 'base':
order_type = 'buy'
Expand Down Expand Up @@ -869,16 +869,16 @@ def allocate_asset(self, asset, asset_balance):
# Lower/upper bound has been reached and now will start allocating rest of the balance.
self['bootstrapping'] = False
self.log.debug('Increasing sizes of {} orders'.format(order_type))
increase_finished = self.increase_order_sizes(asset, asset_balance, own_orders)
increase_status = self.increase_order_sizes(asset, asset_balance, own_orders)
else:
# Range bound is not reached, we need to add additional orders at the extremes
self['bootstrapping'] = False
self.log.debug('Placing further order than current furthest {} order'.format(order_type))
self.place_further_order(asset, furthest_own_order, allow_partial=True)
else:
increase_finished = True
increase_status = 'done'

if (increase_finished and not self.check_partial_fill(closest_own_order)
if (increase_status == 'done' and not self.check_partial_fill(closest_own_order)
and not self.check_partial_fill(closest_opposite_order, fill_threshold=0)):
""" Replace partially filled closest orders only when allocation of excess funds was finished. This
would prevent an abuse case when we are operating inactive market. An attacker can massively dump
Expand All @@ -895,8 +895,8 @@ def allocate_asset(self, asset, asset_balance):
# Refresh balances to make "reserved" funds available
self.refresh_balances(use_cached_orders=True)
self.replace_partially_filled_order(closest_own_order)
elif (increase_finished and not self.check_partial_fill(closest_opposite_order, fill_threshold=(
1 - self.partial_fill_threshold)) and self.bitshares.txbuffer.is_empty()):
elif (increase_status == 'done' and not self.check_partial_fill(closest_opposite_order, fill_threshold=(
1 - self.partial_fill_threshold))):
# Dust order on opposite side, cancel dust order and place closer order
# Require empty txbuffer to avoid rare condition when order may be already canceled from
# replace_partially_filled_order() call.
Expand Down Expand Up @@ -1310,9 +1310,11 @@ def increase_order_sizes(self, asset, asset_balance, orders):
:param str asset: 'base' or 'quote', depending if checking sell or buy
:param Amount asset_balance: Balance of the account
:param list orders: List of buy or sell orders
:return: True = all available funds were allocated
False = not all funds were allocated, can increase more orders next time
:rtype: bool
:return: status of funds allocation
done = all funds were allocated
done_with_ops = all funds were allocated, operations are pending in txbuffer
in_progress = not all funds were allocated, can increase more orders next time
:rtype: str
"""

# Create temp order list (copy.deepcopy() doesn't work here)
Expand All @@ -1337,6 +1339,7 @@ def increase_order_sizes(self, asset, asset_balance, orders):
opposite_symbol = ''
precision = 0
opposite_precision = 0
ops_num = 0

if asset == 'quote':
order_type = 'sell'
Expand Down Expand Up @@ -1396,11 +1399,15 @@ def increase_order_sizes(self, asset, asset_balance, orders):
self.place_market_buy_order(order['quote']['amount'], price)

# Limit number of operations to send at once
if len(self.bitshares.txbuffer.ops) > 10:
return False
ops_num = len(self.bitshares.txbuffer.ops)
if ops_num > 10:
return 'in_progress'

# All funds were used
return True
if ops_num < 10:
return 'done_with_ops'
else:
# All funds were used
return 'done'

def check_partial_fill(self, order, fill_threshold=None):
""" Checks whether order was partially filled it needs to be replaced
Expand Down