Add Swaps + parsing swaps from traces

This commit is contained in:
Luke Van Seters 2021-08-05 12:37:10 -04:00
parent 4c42407faf
commit 1061bc3db3
3 changed files with 208 additions and 0 deletions

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from typing import List, Optional
from pydantic import BaseModel
from mev_inspect.schemas.classified_traces import Protocol
class Swap(BaseModel):
abi_name: str
transaction_hash: str
trace_address: List[int]
protocol: Optional[Protocol]
pool_address: str
from_address: str
to_address: str
token_in_address: str
token_in_amount: int
token_out_address: str
token_out_amount: int

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mev_inspect/swaps.py Normal file
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from typing import List, Optional
from mev_inspect.schemas.classified_traces import (
ClassifiedTrace,
Classification,
)
from mev_inspect.schemas.swaps import Swap
from mev_inspect.schemas.transfers import Transfer
from mev_inspect.transfers import (
get_child_transfers,
filter_transfers,
remove_inner_transfers,
)
UNISWAP_V2_PAIR_ABI_NAME = "UniswapV2Pair"
UNISWAP_V3_POOL_ABI_NAME = "UniswapV3Pool"
def get_swaps(traces: List[ClassifiedTrace]) -> List[Swap]:
ordered_traces = list(sorted(traces, key=lambda t: t.trace_address))
swaps: List[Swap] = []
prior_transfers: List[Transfer] = []
for trace in ordered_traces:
if trace.classification == Classification.transfer:
prior_transfers.append(Transfer.from_trace(trace))
elif trace.classification == Classification.swap:
child_transfers = get_child_transfers(trace.trace_address, traces)
swap = _build_swap(
trace,
remove_inner_transfers(prior_transfers),
remove_inner_transfers(child_transfers),
)
if swap is not None:
swaps.append(swap)
return swaps
def _build_swap(
trace: ClassifiedTrace,
prior_transfers: List[Transfer],
child_transfers: List[Transfer],
) -> Optional[Swap]:
if trace.abi_name == UNISWAP_V2_PAIR_ABI_NAME:
return _parse_uniswap_v2_swap(trace, prior_transfers, child_transfers)
elif trace.abi_name == UNISWAP_V3_POOL_ABI_NAME:
return _parse_uniswap_v3_swap(trace, child_transfers)
return None
def _parse_uniswap_v3_swap(
trace: ClassifiedTrace,
child_transfers: List[Transfer],
) -> Optional[Swap]:
pool_address = trace.to_address
recipient_address = (
trace.inputs["recipient"]
if trace.inputs is not None and "recipient" in trace.inputs
else trace.from_address
)
transfers_to_pool = filter_transfers(child_transfers, to_address=pool_address)
transfers_from_pool_to_recipient = filter_transfers(
child_transfers, to_address=recipient_address, from_address=pool_address
)
if len(transfers_to_pool) == 0:
return None
if len(transfers_from_pool_to_recipient) != 1:
return None
transfer_in = transfers_to_pool[-1]
transfer_out = transfers_from_pool_to_recipient[0]
return Swap(
abi_name=UNISWAP_V3_POOL_ABI_NAME,
transaction_hash=trace.transaction_hash,
trace_address=trace.trace_address,
pool_address=pool_address,
from_address=transfer_in.from_address,
to_address=transfer_out.to_address,
token_in_address=transfer_in.token_address,
token_in_amount=transfer_in.amount,
token_out_address=transfer_out.token_address,
token_out_amount=transfer_out.amount,
)
def _parse_uniswap_v2_swap(
trace: ClassifiedTrace,
prior_transfers: List[Transfer],
child_transfers: List[Transfer],
) -> Optional[Swap]:
pool_address = trace.to_address
recipient_address = (
trace.inputs["to"]
if trace.inputs is not None and "to" in trace.inputs
else trace.from_address
)
transfers_to_pool = filter_transfers(prior_transfers, to_address=pool_address)
transfers_from_pool_to_recipient = filter_transfers(
child_transfers, to_address=recipient_address, from_address=pool_address
)
if len(transfers_to_pool) == 0:
return None
if len(transfers_from_pool_to_recipient) != 1:
return None
transfer_in = transfers_to_pool[-1]
transfer_out = transfers_from_pool_to_recipient[0]
return Swap(
abi_name=UNISWAP_V2_PAIR_ABI_NAME,
transaction_hash=trace.transaction_hash,
trace_address=trace.trace_address,
pool_address=pool_address,
from_address=transfer_in.from_address,
to_address=transfer_out.to_address,
token_in_address=transfer_in.token_address,
token_in_amount=transfer_in.amount,
token_out_address=transfer_out.token_address,
token_out_amount=transfer_out.amount,
)

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mev_inspect/transfers.py Normal file
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from typing import List, Optional
from mev_inspect.schemas.classified_traces import Classification, ClassifiedTrace
from mev_inspect.schemas.transfers import Transfer
from mev_inspect.traces import is_child_trace_address, get_child_traces
def get_child_transfers(
parent_trace_address: List[int],
traces: List[ClassifiedTrace],
) -> List[Transfer]:
child_transfers = []
for child_trace in get_child_traces(parent_trace_address, traces):
if child_trace.classification == Classification.transfer:
child_transfers.append(Transfer.from_trace(child_trace))
return child_transfers
def filter_transfers(
transfers: List[Transfer],
to_address: Optional[str] = None,
from_address: Optional[str] = None,
) -> List[Transfer]:
filtered_transfers = []
for transfer in transfers:
if to_address is not None and transfer.to_address != to_address:
continue
if from_address is not None and transfer.from_address != from_address:
continue
filtered_transfers.append(transfer)
return filtered_transfers
def remove_inner_transfers(transfers: List[Transfer]) -> List[Transfer]:
updated_transfers = []
transfer_trace_addresses: List[List[int]] = []
sorted_transfers = sorted(transfers, key=lambda t: t.trace_address)
for transfer in sorted_transfers:
if not any(
is_child_trace_address(transfer.trace_address, parent_address)
for parent_address in transfer_trace_addresses
):
updated_transfers.append(transfer)
transfer_trace_addresses.append(transfer.trace_address)
return updated_transfers