Merge 458ad7f7f5a1169f9f6ec45271444d742b1e8d71 into ce8179f07e4fb8740b43570aa2c5826447c2af26

mev_inspect/sandwiches.py

@@ -42,32 +42,57 @@ def _get_sandwich_starting_with_swap(
     ]:
         return None
 
-    for other_swap in rest_swaps:
-        if other_swap.transaction_hash == front_swap.transaction_hash:
+    for back_swap in rest_swaps:
+        if back_swap.transaction_hash == front_swap.transaction_hash:
             continue
 
-        if other_swap.contract_address == front_swap.contract_address:
+        if back_swap.contract_address == front_swap.contract_address:
             if (
-                other_swap.token_in_address == front_swap.token_in_address
-                and other_swap.token_out_address == front_swap.token_out_address
-                and other_swap.from_address != sandwicher_address
+                back_swap.token_in_address == front_swap.token_in_address
+                and back_swap.token_out_address == front_swap.token_out_address
+                and back_swap.from_address != sandwicher_address
             ):
-                sandwiched_swaps.append(other_swap)
+                sandwiched_swaps.append(back_swap)
             elif (
-                other_swap.token_out_address == front_swap.token_in_address
-                and other_swap.token_in_address == front_swap.token_out_address
-                and other_swap.from_address == sandwicher_address
+                back_swap.token_out_address == front_swap.token_in_address
+                and back_swap.token_in_address == front_swap.token_out_address
+                and back_swap.from_address == sandwicher_address
             ):
                 if len(sandwiched_swaps) > 0:
+                    profit_amount: float
+                    if back_swap.token_in_amount == 0 and back_swap.error is None:
+                        raise ValueError("Backrun cannot swap 0 tokens")
+                    if back_swap.token_in_amount == front_swap.token_out_amount:
+                        profit_amount = (
+                            back_swap.token_out_amount - front_swap.token_in_amount
+                        )
+
+                    if back_swap.token_in_amount > front_swap.token_out_amount:
+                        exchange_rate = (
+                            front_swap.token_out_amount / back_swap.token_in_amount
+                        )
+                        profit_amount = (
+                            exchange_rate * back_swap.token_out_amount
+                            - front_swap.token_in_amount
+                        )
+
+                    if back_swap.token_in_amount < front_swap.token_out_amount:
+                        exchange_rate = (
+                            back_swap.token_in_amount / front_swap.token_out_amount
+                        )
+                        profit_amount = (
+                            back_swap.token_out_amount
+                            - exchange_rate * front_swap.token_in_amount
+                        )
+
                     return Sandwich(
                         block_number=front_swap.block_number,
                         sandwicher_address=sandwicher_address,
                         frontrun_swap=front_swap,
-                        backrun_swap=other_swap,
+                        backrun_swap=back_swap,
                         sandwiched_swaps=sandwiched_swaps,
                         profit_token_address=front_swap.token_in_address,
-                        profit_amount=other_swap.token_out_amount
-                        - front_swap.token_in_amount,
+                        profit_amount=profit_amount,
                     )
 
     return None

tests/test_heavy_sandwiches.py

@@ -0,0 +1,42 @@
+from typing import List
+
+from mev_inspect.classifiers.trace import TraceClassifier
+from mev_inspect.sandwiches import get_sandwiches
+from mev_inspect.schemas.sandwiches import Sandwich
+from mev_inspect.schemas.swaps import Swap
+from mev_inspect.swaps import get_swaps
+from tests.utils import load_test_block
+
+
+def test_back_heavy_sandwich_profits(trace_classifier: TraceClassifier):
+    block_number = 13699765
+    expected_sandwicher = "0x51399b32cd0186bb32230e24167489f3b2f47870"
+    expected_token_address = "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2"
+    expected_profit_amount = -435805264121298944
+
+    block = load_test_block(block_number)
+    classified_traces = trace_classifier.classify(block.traces)
+    swaps: List[Swap] = get_swaps(classified_traces)
+    result: List[Sandwich] = get_sandwiches(swaps)
+
+    for observed_sandwich in result:
+        if observed_sandwich.sandwicher_address == expected_sandwicher:
+            assert expected_token_address == observed_sandwich.profit_token_address
+            assert expected_profit_amount == observed_sandwich.profit_amount
+
+
+def test_front_heavy_sandwich_profits(trace_classifier: TraceClassifier):
+    block_number = 14659109
+    expected_sandwicher = "0x01ff6318440f7d5553a82294d78262d5f5084eff"
+    expected_token_address = "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2"
+    expected_profit_amount = -180511102573164864
+
+    block = load_test_block(block_number)
+    classified_traces = trace_classifier.classify(block.traces)
+    swaps: List[Swap] = get_swaps(classified_traces)
+    result: List[Sandwich] = get_sandwiches(swaps)
+
+    for observed_sandwich in result:
+        if observed_sandwich.sandwicher_address == expected_sandwicher:
+            assert expected_token_address == observed_sandwich.profit_token_address
+            assert expected_profit_amount == observed_sandwich.profit_amount