Non-native operational buffer to prevent op_underfunded errors (#64), f…

…ixes #63

cmd/terminate.go

@@ -49,6 +49,7 @@ func init() {
 			utils.ParseNetwork(configFile.HorizonURL),
 			multithreading.MakeThreadTracker(),
 			-1, // not needed here
+			-1, // not needed here
 			false,
 		)
 		terminator := terminator.MakeTerminator(client, sdex, *configFile.TradingAccount, configFile.TickIntervalSeconds, configFile.AllowInactiveMinutes)

cmd/trade.go

@@ -59,15 +59,34 @@ func init() {
 	stratConfigPath := tradeCmd.Flags().StringP("stratConf", "f", "", "strategy config file path")
 	// long-only flags
 	operationalBuffer := tradeCmd.Flags().Float64("operationalBuffer", 20, "buffer of native XLM to maintain beyond minimum account balance requirement")
+	operationalBufferNonNativePct := tradeCmd.Flags().Float64("operationalBufferNonNativePct", 0.001, "buffer of non-native assets to maintain as a percentage (0.001 = 0.1%)")
 	simMode := tradeCmd.Flags().Bool("sim", false, "simulate the bot's actions without placing any trades")
 	logPrefix := tradeCmd.Flags().StringP("log", "l", "", "log to a file (and stdout) with this prefix for the filename")
 	fixedIterations := tradeCmd.Flags().Uint64("iter", 0, "only run the bot for the first N iterations (defaults value 0 runs unboundedly)")
 
 	requiredFlag("botConf")
 	requiredFlag("strategy")
 	hiddenFlag("operationalBuffer")
+	hiddenFlag("operationalBufferNonNativePct")
 	tradeCmd.Flags().SortFlags = false
 
+	validateCliParams := func() {
+		if *operationalBuffer < 0 {
+			panic(fmt.Sprintf("invalid operationalBuffer argument, must be non-negative: %f", *operationalBuffer))
+		}
+
+		if *operationalBufferNonNativePct < 0 || *operationalBufferNonNativePct > 1 {
+			panic(fmt.Sprintf("invalid operationalBufferNonNativePct argument, must be between 0 and 1 inclusive: %f", *operationalBufferNonNativePct))
+		}
+
+		if *fixedIterations == 0 {
+			fixedIterations = nil
+			log.Printf("will run unbounded iterations\n")
+		} else {
+			log.Printf("will run only %d update iterations\n", *fixedIterations)
+		}
+	}
+
 	tradeCmd.Run = func(ccmd *cobra.Command, args []string) {
 		var botConfig trader.BotConfig
 		e := config.Read(*botConfigPath, &botConfig)
@@ -99,12 +118,8 @@ func init() {
 		}
 		log.Println(startupMessage)
 
-		if *fixedIterations == 0 {
-			fixedIterations = nil
-			log.Printf("will run unbounded iterations\n")
-		} else {
-			log.Printf("will run only %d update iterations\n", *fixedIterations)
-		}
+		// now that we've got the basic messages logged, validate the cli params
+		validateCliParams()
 
 		// only log botConfig file here so it can be included in the log file
 		utils.LogConfig(botConfig)
@@ -131,6 +146,7 @@ func init() {
 			utils.ParseNetwork(botConfig.HorizonURL),
 			threadTracker,
 			*operationalBuffer,
+			*operationalBufferNonNativePct,
 			*simMode,
 		)
 

plugins/sdex.go

@@ -19,15 +19,16 @@ const maxLumenTrust = math.MaxFloat64
 
 // SDEX helps with building and submitting transactions to the Stellar network
 type SDEX struct {
-	API               *horizon.Client
-	SourceAccount     string
-	TradingAccount    string
-	SourceSeed        string
-	TradingSeed       string
-	Network           build.Network
-	threadTracker     *multithreading.ThreadTracker
-	operationalBuffer float64
-	simMode           bool
+	API                           *horizon.Client
+	SourceAccount                 string
+	TradingAccount                string
+	SourceSeed                    string
+	TradingSeed                   string
+	Network                       build.Network
+	threadTracker                 *multithreading.ThreadTracker
+	operationalBuffer             float64
+	operationalBufferNonNativePct float64
+	simMode                       bool
 
 	// uninitialized
 	seqNum       uint64
@@ -63,18 +64,20 @@ func MakeSDEX(
 	network build.Network,
 	threadTracker *multithreading.ThreadTracker,
 	operationalBuffer float64,
+	operationalBufferNonNativePct float64,
 	simMode bool,
 ) *SDEX {
 	sdex := &SDEX{
-		API:               api,
-		SourceSeed:        sourceSeed,
-		TradingSeed:       tradingSeed,
-		SourceAccount:     sourceAccount,
-		TradingAccount:    tradingAccount,
-		Network:           network,
-		threadTracker:     threadTracker,
-		operationalBuffer: operationalBuffer,
-		simMode:           simMode,
+		API:                           api,
+		SourceSeed:                    sourceSeed,
+		TradingSeed:                   tradingSeed,
+		SourceAccount:                 sourceAccount,
+		TradingAccount:                tradingAccount,
+		Network:                       network,
+		threadTracker:                 threadTracker,
+		operationalBuffer:             operationalBuffer,
+		operationalBufferNonNativePct: operationalBufferNonNativePct,
+		simMode: simMode,
 	}
 
 	log.Printf("Using network passphrase: %s\n", sdex.Network.Passphrase)
@@ -179,7 +182,7 @@ func (sdex *SDEX) assetBalance(asset horizon.Asset) (float64, float64, float64,
 	return b, t, r, e
 }
 
-// assetBalance returns asset balance, asset trust limit, reserve balance (zero for non-XLM), error
+// assetBalance returns asset balance, asset trust limit, reserve balance, error
 func (sdex *SDEX) _assetBalance(asset horizon.Asset) (float64, float64, float64, error) {
 	account, err := sdex.API.LoadAccount(sdex.TradingAccount)
 	if err != nil {
@@ -200,7 +203,7 @@ func (sdex *SDEX) _assetBalance(asset horizon.Asset) (float64, float64, float64,
 			if e != nil {
 				return -1, -1, -1, fmt.Errorf("error: cannot parse trust limit: %s", e)
 			}
-			return b, t, 0, nil
+			return b, t, b * sdex.operationalBufferNonNativePct, nil
 		}
 	}
 	return -1, -1, -1, errors.New("could not find a balance for the asset passed in")