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Compound backfilling/removed network calls (#125)

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* Removes `collateral_token_address` from both aave/comp for consistency
This commit is contained in:
Taarush Vemulapalli 2021-12-02 14:19:32 -05:00 committed by GitHub
parent 912239fc2e
commit 1fb65bacc1
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8 changed files with 37 additions and 69 deletions
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27
alembic/versions/b9fa1ecc9929_remove_liq_column.py Normal file
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@ -0,0 +1,27 @@
"""Remove collateral_token_address column
Revision ID: b9fa1ecc9929
Revises: 04b76ab1d2af
Create Date: 2021-12-01 23:32:40.574108
"""
import sqlalchemy as sa
from alembic import op
# revision identifiers, used by Alembic.
revision = "b9fa1ecc9929"
down_revision = "04b76ab1d2af"
branch_labels = None
depends_on = None
def upgrade():
op.drop_column("liquidations", "collateral_token_address")
def downgrade():
op.add_column(
"liquidations",
sa.Column("collateral_token_address", sa.String(256), nullable=False),
)

1
mev_inspect/aave_liquidations.py
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@ -66,7 +66,6 @@ def get_aave_liquidations(
liquidations.append(
Liquidation(
liquidated_user=trace.inputs["_user"],
collateral_token_address=trace.inputs["_collateral"],
debt_token_address=trace.inputs["_reserve"],
liquidator_user=liquidator,
debt_purchase_amount=trace.inputs["_purchaseAmount"],

48
mev_inspect/compound_liquidations.py
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@ -1,5 +1,4 @@
from typing import Dict, List, Optional
from web3 import Web3
from typing import List, Optional
from mev_inspect.traces import get_child_traces
from mev_inspect.schemas.traces import (
@ -9,44 +8,15 @@ from mev_inspect.schemas.traces import (
)
from mev_inspect.schemas.liquidations import Liquidation
from mev_inspect.abi import get_raw_abi
from mev_inspect.transfers import ETH_TOKEN_ADDRESS
V2_COMPTROLLER_ADDRESS = "0x3d9819210A31b4961b30EF54bE2aeD79B9c9Cd3B"
V2_C_ETHER = "0x4Ddc2D193948926D02f9B1fE9e1daa0718270ED5"
CREAM_COMPTROLLER_ADDRESS = "0x3d5BC3c8d13dcB8bF317092d84783c2697AE9258"
CREAM_CR_ETHER = "0xD06527D5e56A3495252A528C4987003b712860eE"
# helper, only queried once in the beginning (inspect_block)
def fetch_all_underlying_markets(w3: Web3, protocol: Protocol) -> Dict[str, str]:
if protocol == Protocol.compound_v2:
c_ether = V2_C_ETHER
address = V2_COMPTROLLER_ADDRESS
elif protocol == Protocol.cream:
c_ether = CREAM_CR_ETHER
address = CREAM_COMPTROLLER_ADDRESS
else:
raise ValueError(f"No Comptroller found for {protocol}")
token_mapping = {}
comptroller_abi = get_raw_abi("Comptroller", Protocol.compound_v2)
comptroller_instance = w3.eth.contract(address=address, abi=comptroller_abi)
markets = comptroller_instance.functions.getAllMarkets().call()
token_abi = get_raw_abi("CToken", Protocol.compound_v2)
for token in markets:
# make an exception for cETH (as it has no .underlying())
if token != c_ether:
token_instance = w3.eth.contract(address=token, abi=token_abi)
underlying_token = token_instance.functions.underlying().call()
token_mapping[
token.lower()
] = underlying_token.lower() # make k:v lowercase for consistancy
return token_mapping
def get_compound_liquidations(
traces: List[ClassifiedTrace],
collateral_by_c_token_address: Dict[str, str],
collateral_by_cr_token_address: Dict[str, str],
) -> List[Liquidation]:
"""Inspect list of classified traces and identify liquidation"""
@ -67,23 +37,13 @@ def get_compound_liquidations(
trace.transaction_hash, trace.trace_address, traces
)
seize_trace = _get_seize_call(child_traces)
underlying_markets = {}
if trace.protocol == Protocol.compound_v2:
underlying_markets = collateral_by_c_token_address
elif trace.protocol == Protocol.cream:
underlying_markets = collateral_by_cr_token_address
if (
seize_trace is not None
and seize_trace.inputs is not None
and len(underlying_markets) != 0
):
if seize_trace is not None and seize_trace.inputs is not None:
c_token_collateral = trace.inputs["cTokenCollateral"]
if trace.abi_name == "CEther":
liquidations.append(
Liquidation(
liquidated_user=trace.inputs["borrower"],
collateral_token_address=ETH_TOKEN_ADDRESS, # WETH since all cEther liquidations provide Ether
debt_token_address=c_token_collateral,
liquidator_user=seize_trace.inputs["liquidator"],
debt_purchase_amount=trace.value,
@ -97,13 +57,9 @@ def get_compound_liquidations(
elif (
trace.abi_name == "CToken"
): # cToken liquidations where liquidator pays back via token transfer
c_token_address = trace.to_address
liquidations.append(
Liquidation(
liquidated_user=trace.inputs["borrower"],
collateral_token_address=underlying_markets[
c_token_address
],
debt_token_address=c_token_collateral,
liquidator_user=seize_trace.inputs["liquidator"],
debt_purchase_amount=trace.inputs["repayAmount"],

4
mev_inspect/liquidations.py
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@ -1,6 +1,7 @@
from typing import List
from mev_inspect.aave_liquidations import get_aave_liquidations
from mev_inspect.compound_liquidations import get_compound_liquidations
from mev_inspect.schemas.traces import (
ClassifiedTrace,
Classification,
@ -20,4 +21,5 @@ def get_liquidations(
classified_traces: List[ClassifiedTrace],
) -> List[Liquidation]:
aave_liquidations = get_aave_liquidations(classified_traces)
return aave_liquidations
comp_liquidations = get_compound_liquidations(classified_traces)
return aave_liquidations + comp_liquidations

1
mev_inspect/models/liquidations.py
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@ -8,7 +8,6 @@ class LiquidationModel(Base):
liquidated_user = Column(String, nullable=False)
liquidator_user = Column(String, nullable=False)
collateral_token_address = Column(String, nullable=False)
debt_token_address = Column(String, nullable=False)
debt_purchase_amount = Column(Numeric, nullable=False)
received_amount = Column(Numeric, nullable=False)

1
mev_inspect/schemas/liquidations.py
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@ -6,7 +6,6 @@ from mev_inspect.schemas.traces import Protocol
class Liquidation(BaseModel):
liquidated_user: str
liquidator_user: str
collateral_token_address: str
debt_token_address: str
debt_purchase_amount: int
received_amount: int

8
tests/liquidation_test.py
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@ -19,7 +19,6 @@ def test_single_weth_liquidation():
Liquidation(
liquidated_user="0xd16404ca0a74a15e66d8ad7c925592fb02422ffe",
liquidator_user="0x19256c009781bc2d1545db745af6dfd30c7e9cfa",
collateral_token_address="0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
debt_token_address="0xdac17f958d2ee523a2206206994597c13d831ec7",
debt_purchase_amount=26503300291,
received_amount=8182733924513576561,
@ -50,7 +49,6 @@ def test_single_liquidation():
Liquidation(
liquidated_user="0x8d8d912fe4db5917da92d14fea05225b803c359c",
liquidator_user="0xf2d9e54f0e317b8ac94825b2543908e7552fe9c7",
collateral_token_address="0x80fb784b7ed66730e8b1dbd9820afd29931aab03",
debt_token_address="0xdac17f958d2ee523a2206206994597c13d831ec7",
debt_purchase_amount=1069206535,
received_amount=2657946947610159065393,
@ -81,7 +79,6 @@ def test_single_liquidation_with_atoken_payback():
Liquidation(
liquidated_user="0x3d2b6eacd1bca51af57ed8b3ff9ef0bd8ee8c56d",
liquidator_user="0x887668f2dc9612280243f2a6ef834cecf456654e",
collateral_token_address="0x514910771af9ca656af840dff83e8264ecf986ca",
debt_token_address="0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
debt_purchase_amount=767615458043667978,
received_amount=113993647930952952550,
@ -111,7 +108,6 @@ def test_multiple_liquidations_in_block():
liquidation1 = Liquidation(
liquidated_user="0x6c6541ae8a7c6a6f968124a5ff2feac8f0c7875b",
liquidator_user="0x7185e240d8e9e2d692cbc68d30eecf965e9a7feb",
collateral_token_address="0x514910771af9ca656af840dff83e8264ecf986ca",
debt_token_address="0x4fabb145d64652a948d72533023f6e7a623c7c53",
debt_purchase_amount=457700000000000000000,
received_amount=10111753901939162887,
@ -125,7 +121,6 @@ def test_multiple_liquidations_in_block():
liquidation2 = Liquidation(
liquidated_user="0x6c6541ae8a7c6a6f968124a5ff2feac8f0c7875b",
liquidator_user="0x7185e240d8e9e2d692cbc68d30eecf965e9a7feb",
collateral_token_address="0x514910771af9ca656af840dff83e8264ecf986ca",
debt_token_address="0x0000000000085d4780b73119b644ae5ecd22b376",
debt_purchase_amount=497030000000000000000,
received_amount=21996356316098208090,
@ -139,7 +134,6 @@ def test_multiple_liquidations_in_block():
liquidation3 = Liquidation(
liquidated_user="0xda874f844389df33c0fad140df4970fe1b366726",
liquidator_user="0x7185e240d8e9e2d692cbc68d30eecf965e9a7feb",
collateral_token_address="0x9f8f72aa9304c8b593d555f12ef6589cc3a579a2",
debt_token_address="0x57ab1ec28d129707052df4df418d58a2d46d5f51",
debt_purchase_amount=447810000000000000000,
received_amount=121531358145247546,
@ -169,7 +163,6 @@ def test_liquidations_with_eth_transfer():
liquidation1 = Liquidation(
liquidated_user="0xad346c7762f74c78da86d2941c6eb546e316fbd0",
liquidator_user="0x27239549dd40e1d60f5b80b0c4196923745b1fd2",
collateral_token_address=ETH_TOKEN_ADDRESS,
debt_token_address="0x514910771af9ca656af840dff83e8264ecf986ca",
debt_purchase_amount=1809152000000000000,
received_amount=15636807387264000,
@ -183,7 +176,6 @@ def test_liquidations_with_eth_transfer():
liquidation2 = Liquidation(
liquidated_user="0xad346c7762f74c78da86d2941c6eb546e316fbd0",
liquidator_user="0x27239549dd40e1d60f5b80b0c4196923745b1fd2",
collateral_token_address=ETH_TOKEN_ADDRESS,
debt_token_address="0x514910771af9ca656af840dff83e8264ecf986ca",
debt_purchase_amount=1809152000000000000,
received_amount=8995273139160873,

16
tests/test_compound.py
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@ -2,7 +2,6 @@ from mev_inspect.compound_liquidations import get_compound_liquidations
from mev_inspect.schemas.liquidations import Liquidation
from mev_inspect.schemas.traces import Protocol
from mev_inspect.classifiers.trace import TraceClassifier
from mev_inspect.transfers import ETH_TOKEN_ADDRESS
from tests.utils import load_test_block, load_comp_markets, load_cream_markets
comp_markets = load_comp_markets()
@ -19,7 +18,6 @@ def test_c_ether_liquidations():
Liquidation(
liquidated_user="0xb5535a3681cf8d5431b8acfd779e2f79677ecce9",
liquidator_user="0xe0090ec6895c087a393f0e45f1f85098a6c33bef",
collateral_token_address=ETH_TOKEN_ADDRESS,
debt_token_address="0x39aa39c021dfbae8fac545936693ac917d5e7563",
debt_purchase_amount=268066492249420078,
received_amount=4747650169097,
@ -32,7 +30,7 @@ def test_c_ether_liquidations():
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_compound_liquidations(classified_traces, comp_markets, cream_markets)
result = get_compound_liquidations(classified_traces)
assert result == liquidations
block_number = 13207907
@ -44,7 +42,6 @@ def test_c_ether_liquidations():
Liquidation(
liquidated_user="0x45df6f00166c3fb77dc16b9e47ff57bc6694e898",
liquidator_user="0xe0090ec6895c087a393f0e45f1f85098a6c33bef",
collateral_token_address=ETH_TOKEN_ADDRESS,
debt_token_address="0x35a18000230da775cac24873d00ff85bccded550",
debt_purchase_amount=414547860568297082,
received_amount=321973320649,
@ -58,7 +55,7 @@ def test_c_ether_liquidations():
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_compound_liquidations(classified_traces, comp_markets, cream_markets)
result = get_compound_liquidations(classified_traces)
assert result == liquidations
block_number = 13298725
@ -70,7 +67,6 @@ def test_c_ether_liquidations():
Liquidation(
liquidated_user="0xacbcf5d2970eef25f02a27e9d9cd31027b058b9b",
liquidator_user="0xe0090ec6895c087a393f0e45f1f85098a6c33bef",
collateral_token_address=ETH_TOKEN_ADDRESS,
debt_token_address="0x35a18000230da775cac24873d00ff85bccded550",
debt_purchase_amount=1106497772527562662,
received_amount=910895850496,
@ -83,7 +79,7 @@ def test_c_ether_liquidations():
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_compound_liquidations(classified_traces, comp_markets, cream_markets)
result = get_compound_liquidations(classified_traces)
assert result == liquidations
@ -97,7 +93,6 @@ def test_c_token_liquidation():
Liquidation(
liquidated_user="0xacdd5528c1c92b57045041b5278efa06cdade4d8",
liquidator_user="0xe0090ec6895c087a393f0e45f1f85098a6c33bef",
collateral_token_address="0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
debt_token_address="0x70e36f6bf80a52b3b46b3af8e106cc0ed743e8e4",
debt_purchase_amount=1207055531,
received_amount=21459623305,
@ -110,7 +105,7 @@ def test_c_token_liquidation():
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_compound_liquidations(classified_traces, comp_markets, cream_markets)
result = get_compound_liquidations(classified_traces)
assert result == liquidations
@ -124,7 +119,6 @@ def test_cream_token_liquidation():
Liquidation(
liquidated_user="0x46bf9479dc569bc796b7050344845f6564d45fba",
liquidator_user="0xa2863cad9c318669660eb4eca8b3154b90fb4357",
collateral_token_address="0x514910771af9ca656af840dff83e8264ecf986ca",
debt_token_address="0x44fbebd2f576670a6c33f6fc0b00aa8c5753b322",
debt_purchase_amount=14857434973806369550,
received_amount=1547215810826,
@ -137,5 +131,5 @@ def test_cream_token_liquidation():
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_compound_liquidations(classified_traces, comp_markets, cream_markets)
result = get_compound_liquidations(classified_traces)
assert result == liquidations