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Actually reading the docs and installing the pre-commit

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This commit is contained in:
elicb 2022-04-19 20:00:44 -07:00
parent 4f03d107ce
commit 2fdc21c9eb
9 changed files with 210 additions and 123 deletions
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9
alembic/versions/ceb5976b37dd_add_swap_jit_liquidity_join_table.py
View File

@ -5,13 +5,12 @@ Revises: 5c5375de15fd
Create Date: 2022-04-19 18:34:26.332094
"""
from alembic import op
import sqlalchemy as sa
from alembic import op
# revision identifiers, used by Alembic.
revision = 'ceb5976b37dd'
down_revision = '5c5375de15fd'
revision = "ceb5976b37dd"
down_revision = "5c5375de15fd"
branch_labels = None
depends_on = None
@ -30,7 +29,7 @@ def upgrade():
["swap_transaction_hash", "swap_trace_address"],
["swaps.transaction_hash", "swaps.trace_address"],
ondelete="CASCADE",
)
),
)

4
mev_inspect/classifiers/specs/uniswap.py
View File

@ -1,9 +1,9 @@
from typing import List, Optional
from mev_inspect.classifiers.helpers import create_swap_from_pool_transfers
from mev_inspect.schemas.classifiers import ClassifierSpec, SwapClassifier, Classifier
from mev_inspect.schemas.classifiers import Classifier, ClassifierSpec, SwapClassifier
from mev_inspect.schemas.swaps import Swap
from mev_inspect.schemas.traces import DecodedCallTrace, Protocol, Classification
from mev_inspect.schemas.traces import Classification, DecodedCallTrace, Protocol
from mev_inspect.schemas.transfers import Transfer
UNISWAP_V2_PAIR_ABI_NAME = "UniswapV2Pair"

23
mev_inspect/crud/jit_liquidity.py
View File

@ -1,8 +1,8 @@
from typing import List
from uuid import uuid4
from mev_inspect.schemas.jit_liquidity import JITLiquidity
from mev_inspect.models.jit_liquidity import JITLiquidityModel
from mev_inspect.schemas.jit_liquidity import JITLiquidity
from .shared import delete_by_block_range
@ -22,14 +22,14 @@ def delete_jit_liquidity_for_blocks(
def write_jit_liquidity(
db_session,
jit_liquidity_instances: List[JITLiquidity]
db_session, jit_liquidity_instances: List[JITLiquidity]
) -> None:
jit_liquidity_models = []
swap_jit_liquidity_ids = []
for jit_liquidity in jit_liquidity_instances:
jit_liquidity_id = str(uuid4())
jit_liquidity_models.append(JITLiquidityModel(
jit_liquidity_models.append(
JITLiquidityModel(
id=jit_liquidity_id,
block_number=jit_liquidity.block_number,
bot_address=jit_liquidity.bot_address,
@ -45,15 +45,18 @@ def write_jit_liquidity(
burn_token0_amoun=jit_liquidity.burn_token0_amount,
burn_token1_amount=jit_liquidity.burn_token1_amount,
token0_swap_volume=jit_liquidity.token0_swap_volume,
token1_swap_volume=jit_liquidity.token1_swap_volume
))
token1_swap_volume=jit_liquidity.token1_swap_volume,
)
)
for swap in jit_liquidity.swaps:
swap_jit_liquidity_ids.append({
swap_jit_liquidity_ids.append(
{
"jit_liquidity_id": jit_liquidity_id,
"swap_transaction_hash": swap.transaction_hash,
"swap_trace_address": swap.trace_address
})
"swap_trace_address": swap.trace_address,
}
)
if len(jit_liquidity_models) > 0:
db_session.bulk_save_objects(jit_liquidity_models)
@ -64,7 +67,7 @@ def write_jit_liquidity(
VALUES
(:jit_liquidity_id, :swap_transaction_hash, :swap_trace_address)
""",
params=swap_jit_liquidity_ids
params=swap_jit_liquidity_ids,
)
db_session.commit()

13
mev_inspect/inspect_block.py
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@ -9,6 +9,10 @@ from mev_inspect.block import create_from_block_number
from mev_inspect.classifiers.trace import TraceClassifier
from mev_inspect.crud.arbitrages import delete_arbitrages_for_blocks, write_arbitrages
from mev_inspect.crud.blocks import delete_blocks, write_blocks
from mev_inspect.crud.jit_liquidity import (
delete_jit_liquidity_for_blocks,
write_jit_liquidity,
)
from mev_inspect.crud.liquidations import (
delete_liquidations_for_blocks,
write_liquidations,
@ -34,6 +38,7 @@ from mev_inspect.crud.traces import (
write_classified_traces,
)
from mev_inspect.crud.transfers import delete_transfers_for_blocks, write_transfers
from mev_inspect.jit_liquidity import get_jit_liquidity
from mev_inspect.liquidations import get_liquidations
from mev_inspect.miner_payments import get_miner_payments
from mev_inspect.nft_trades import get_nft_trades
@ -41,6 +46,7 @@ from mev_inspect.punks import get_punk_bid_acceptances, get_punk_bids, get_punk_
from mev_inspect.sandwiches import get_sandwiches
from mev_inspect.schemas.arbitrages import Arbitrage
from mev_inspect.schemas.blocks import Block
from mev_inspect.schemas.jit_liquidity import JITLiquidity
from mev_inspect.schemas.liquidations import Liquidation
from mev_inspect.schemas.miner_payments import MinerPayment
from mev_inspect.schemas.nft_trades import NftTrade
@ -53,9 +59,6 @@ from mev_inspect.schemas.traces import ClassifiedTrace
from mev_inspect.schemas.transfers import Transfer
from mev_inspect.swaps import get_swaps
from mev_inspect.transfers import get_transfers
from mev_inspect.jit_liquidity import get_jit_liquidity
from mev_inspect.schemas.jit_liquidity import JITLiquidity
from mev_inspect.crud.jit_liquidity import delete_jit_liquidity_for_blocks, write_jit_liquidity
logger = logging.getLogger(__name__)
@ -154,7 +157,9 @@ async def inspect_many_blocks(
logger.info(f"Block: {block_number} -- Found {len(nft_trades)} nft trades")
jit_liquidity = get_jit_liquidity(classified_traces, swaps)
logger.info(f"Block: {block_number} -- Found {len(jit_liquidity)} jit liquidity instances")
logger.info(
f"Block: {block_number} -- Found {len(jit_liquidity)} jit liquidity instances"
)
miner_payments = get_miner_payments(
block.miner, block.base_fee_per_gas, classified_traces, block.receipts

110
mev_inspect/jit_liquidity.py
View File

@ -1,11 +1,16 @@
from typing import List, Union, Tuple, Optional
from typing import List, Tuple, Union
from mev_inspect.schemas.jit_liquidity import JITLiquidity
from mev_inspect.schemas.swaps import Swap
from mev_inspect.schemas.traces import (
Classification,
ClassifiedTrace,
DecodedCallTrace,
Protocol,
)
from mev_inspect.schemas.transfers import Transfer
from mev_inspect.transfers import get_net_transfers
from mev_inspect.traces import is_child_trace_address
from mev_inspect.schemas.traces import ClassifiedTrace, DecodedCallTrace, Classification, Protocol
from mev_inspect.transfers import get_net_transfers
LIQUIDITY_MINT_ROUTERS = [
"0xC36442b4a4522E871399CD717aBDD847Ab11FE88".lower(), # Uniswap V3 NFT Position Manager
@ -13,8 +18,7 @@ LIQUIDITY_MINT_ROUTERS = [
def get_jit_liquidity(
classified_traces: List[ClassifiedTrace],
swaps: List[Swap]
classified_traces: List[ClassifiedTrace], swaps: List[Swap]
) -> List[JITLiquidity]:
jit_liquidity_instances: List[JITLiquidity] = []
@ -23,7 +27,10 @@ def get_jit_liquidity(
if not isinstance(trace, DecodedCallTrace):
continue
if trace.classification == Classification.liquidity_mint and trace.protocol == Protocol.uniswap_v3:
if (
trace.classification == Classification.liquidity_mint
and trace.protocol == Protocol.uniswap_v3
):
i = index + 1
while i < len(classified_traces):
forward_search_trace = classified_traces[i]
@ -46,27 +53,46 @@ def _parse_jit_liquidity_instance(
classified_traces: List[ClassifiedTrace],
swaps: List[Swap],
) -> Union[JITLiquidity, None]:
valid_swaps = list(filter(
lambda t: mint_trace.transaction_position < t.transaction_position < burn_trace.transaction_position,
swaps
))
net_transfers = get_net_transfers(list(filter(
lambda t: t.transaction_hash in [mint_trace.transaction_hash, burn_trace.transaction_hash],
classified_traces)))
valid_swaps = list(
filter(
lambda t: mint_trace.transaction_position
< t.transaction_position
< burn_trace.transaction_position,
swaps,
)
)
net_transfers = get_net_transfers(
list(
filter(
lambda t: t.transaction_hash
in [mint_trace.transaction_hash, burn_trace.transaction_hash],
classified_traces,
)
)
)
jit_swaps: List[Swap] = []
token0_swap_volume, token1_swap_volume = 0, 0
mint_transfers: List[Transfer] = list(filter(
lambda t: t.transaction_hash == mint_trace.transaction_hash and t.to_address == mint_trace.to_address,
net_transfers))
burn_transfers: List[Transfer] = list(filter(
lambda t: t.transaction_hash == burn_trace.transaction_hash and t.from_address == burn_trace.to_address,
net_transfers))
mint_transfers: List[Transfer] = list(
filter(
lambda t: t.transaction_hash == mint_trace.transaction_hash
and t.to_address == mint_trace.to_address,
net_transfers,
)
)
burn_transfers: List[Transfer] = list(
filter(
lambda t: t.transaction_hash == burn_trace.transaction_hash
and t.from_address == burn_trace.to_address,
net_transfers,
)
)
if len(mint_transfers) == 2 and len(burn_transfers) == 2:
token0_address, token1_address = _get_token_order(mint_transfers[0].token_address,
mint_transfers[1].token_address)
token0_address, token1_address = _get_token_order(
mint_transfers[0].token_address, mint_transfers[1].token_address
)
else:
# This is a failing/skipping case, super weird
return None
@ -75,8 +101,12 @@ def _parse_jit_liquidity_instance(
for swap in valid_swaps:
if swap.contract_address == mint_trace.to_address:
jit_swaps.append(swap)
token0_swap_volume += swap.token_in_amount if swap.token_in_address == token0_address else 0
token1_swap_volume += 0 if swap.token_in_address == token0_address else swap.token_in_amount
token0_swap_volume += (
swap.token_in_amount if swap.token_in_address == token0_address else 0
)
token1_swap_volume += (
0 if swap.token_in_address == token0_address else swap.token_in_amount
)
token_order = mint_transfers[0].token_address == token0_address
@ -91,10 +121,18 @@ def _parse_jit_liquidity_instance(
swaps=jit_swaps,
token0_address=token0_address,
token1_address=token1_address,
mint_token0_amount=mint_transfers[0].amount if token_order else mint_transfers[1].amount,
mint_token1_amount=mint_transfers[1].amount if token_order else mint_transfers[0].amount,
burn_token0_amount=burn_transfers[0].amount if token_order else burn_transfers[1].amount,
burn_token1_amount=burn_transfers[1].amount if token_order else burn_transfers[0].amount,
mint_token0_amount=mint_transfers[0].amount
if token_order
else mint_transfers[1].amount,
mint_token1_amount=mint_transfers[1].amount
if token_order
else mint_transfers[0].amount,
burn_token0_amount=burn_transfers[0].amount
if token_order
else burn_transfers[1].amount,
burn_token1_amount=burn_transfers[1].amount
if token_order
else burn_transfers[0].amount,
token0_swap_volume=token0_swap_volume,
token1_swap_volume=token1_swap_volume,
)
@ -106,17 +144,21 @@ def _get_token_order(token_a: str, token_b: str) -> Tuple[str, str]:
def _get_bot_address( # Janky and a half...
mint_trace: ClassifiedTrace,
classified_traces: List[ClassifiedTrace]
mint_trace: ClassifiedTrace, classified_traces: List[ClassifiedTrace]
) -> Union[str, None]:
if mint_trace.from_address in LIQUIDITY_MINT_ROUTERS:
bot_trace = list(filter(
lambda t: t.to_address == mint_trace.from_address and t.transaction_hash == mint_trace.transaction_hash,
classified_traces
))
bot_trace = list(
filter(
lambda t: t.to_address == mint_trace.from_address
and t.transaction_hash == mint_trace.transaction_hash,
classified_traces,
)
)
if len(bot_trace) == 1:
return _get_bot_address(bot_trace[0], classified_traces)
elif is_child_trace_address(bot_trace[1].trace_address, bot_trace[0].trace_address):
elif is_child_trace_address(
bot_trace[1].trace_address, bot_trace[0].trace_address
):
return _get_bot_address(bot_trace[0], classified_traces)
else:
return None

3
mev_inspect/models/jit_liquidity.py
View File

@ -20,6 +20,3 @@ class JITLiquidityModel(Base):
burn_token1_amount = Column(Numeric)
token0_swap_volume = Column(Numeric)
token1_swap_volume = Column(Numeric)

8
mev_inspect/schemas/jit_liquidity.py
View File

@ -1,14 +1,13 @@
from typing import List
from typing import List, Union
from pydantic import BaseModel
from .swaps import Swap
class JITLiquidity(BaseModel):
block_number: int
bot_address: str
bot_address: Union[str, None]
pool_address: str
mint_transaction_hash: str
mint_trace: List[int]
@ -23,6 +22,3 @@ class JITLiquidity(BaseModel):
burn_token1_amount: int
token0_swap_volume: int
token1_swap_volume: int

41
mev_inspect/transfers.py
View File

@ -3,7 +3,7 @@ from typing import Dict, List, Optional, Sequence
from mev_inspect.classifiers.specs import get_classifier
from mev_inspect.schemas.classifiers import TransferClassifier
from mev_inspect.schemas.prices import ETH_TOKEN_ADDRESS
from mev_inspect.schemas.traces import ClassifiedTrace, DecodedCallTrace, Classification
from mev_inspect.schemas.traces import Classification, ClassifiedTrace, DecodedCallTrace
from mev_inspect.schemas.transfers import Transfer
from mev_inspect.traces import get_child_traces, is_child_trace_address
@ -150,37 +150,58 @@ def get_net_transfers(
continue
if trace.classification == Classification.transfer:
if trace.from_address in [t.token_address for t in return_transfers]: # Proxy Case
if trace.from_address in [
t.token_address for t in return_transfers
]: # Proxy Case
continue
if trace.function_signature == "transfer(address,uint256)":
net_search_info = [trace.inputs["recipient"], trace.to_address, trace.from_address]
net_search_info = [
trace.inputs["recipient"],
trace.to_address,
trace.from_address,
]
else: # trace.function_signature == "transferFrom(address,address,uint256)"
net_search_info = [trace.inputs["recipient"], trace.to_address, trace.inputs["sender"]]
net_search_info = [
trace.inputs["recipient"],
trace.to_address,
trace.inputs["sender"],
]
if sorted(net_search_info) in found_transfers:
for index, transfer in enumerate(return_transfers):
if transfer.token_address != net_search_info[1] or transfer.transaction_hash != trace.transaction_hash:
if (
transfer.token_address != net_search_info[1]
or transfer.transaction_hash != trace.transaction_hash
):
continue
if transfer.from_address == net_search_info[2] and transfer.to_address == net_search_info[0]:
if (
transfer.from_address == net_search_info[2]
and transfer.to_address == net_search_info[0]
):
return_transfers[index].amount += trace.inputs["amount"]
return_transfers[index].trace_address = [-1]
if transfer.from_address == net_search_info[0] and transfer.to_address == net_search_info[2]:
if (
transfer.from_address == net_search_info[0]
and transfer.to_address == net_search_info[2]
):
return_transfers[index].amount -= trace.inputs["amount"]
return_transfers[index].trace_address = [-1]
else:
return_transfers.append(Transfer(
return_transfers.append(
Transfer(
block_number=trace.block_number,
transaction_hash=trace.transaction_hash,
trace_address=trace.trace_address,
from_address=net_search_info[2], # Janky... improve
to_address=net_search_info[0],
amount=trace.inputs["amount"],
token_address=net_search_info[1]
))
token_address=net_search_info[1],
)
)
found_transfers.append(sorted(net_search_info))
i = 0

60
tests/test_jit_liquidity.py
View File

@ -1,10 +1,9 @@
from mev_inspect.classifiers.trace import TraceClassifier
from mev_inspect.jit_liquidity import get_jit_liquidity
from mev_inspect.schemas.jit_liquidity import JITLiquidity
from mev_inspect.schemas.swaps import Swap
from mev_inspect.schemas.traces import Protocol
from mev_inspect.swaps import get_swaps
from mev_inspect.jit_liquidity import get_jit_liquidity
from mev_inspect.classifiers.trace import TraceClassifier
from .utils import load_test_block
@ -32,7 +31,7 @@ def test_single_sandwich_jit_liquidity(trace_classifier: TraceClassifier):
token_in_amount=1896817745609,
token_out_address="0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2".lower(),
token_out_amount=408818202022592862626,
protocol=Protocol.uniswap_v3
protocol=Protocol.uniswap_v3,
)
expected_jit_liquidity = [
JITLiquidity(
@ -58,20 +57,45 @@ def test_single_sandwich_jit_liquidity(trace_classifier: TraceClassifier):
# Might be super janky but this could be done with assert jit_liquidity_instances == expected_jit_liquidity
assert len(jit_liquidity_instances) == 1
assert len(jit_liquidity_instances[0].swaps) == 1
assert jit_liquidity_instances[0].burn_transaction_hash == expected_jit_liquidity[0].burn_transaction_hash
assert jit_liquidity_instances[0].mint_transaction_hash == expected_jit_liquidity[0].mint_transaction_hash
assert jit_liquidity_instances[0].burn_token0_amount == expected_jit_liquidity[0].burn_token0_amount
assert jit_liquidity_instances[0].burn_token1_amount == expected_jit_liquidity[0].burn_token1_amount
assert jit_liquidity_instances[0].mint_token0_amount == expected_jit_liquidity[0].mint_token0_amount
assert jit_liquidity_instances[0].mint_token1_amount == expected_jit_liquidity[0].mint_token1_amount
assert jit_liquidity_instances[0].bot_address == expected_jit_liquidity[0].bot_address
assert jit_liquidity_instances[0].token0_swap_volume == expected_jit_liquidity[0].token0_swap_volume
assert jit_liquidity_instances[0].token1_swap_volume == expected_jit_liquidity[0].token1_swap_volume
assert (
jit_liquidity_instances[0].burn_transaction_hash
== expected_jit_liquidity[0].burn_transaction_hash
)
assert (
jit_liquidity_instances[0].mint_transaction_hash
== expected_jit_liquidity[0].mint_transaction_hash
)
assert (
jit_liquidity_instances[0].burn_token0_amount
== expected_jit_liquidity[0].burn_token0_amount
)
assert (
jit_liquidity_instances[0].burn_token1_amount
== expected_jit_liquidity[0].burn_token1_amount
)
assert (
jit_liquidity_instances[0].mint_token0_amount
== expected_jit_liquidity[0].mint_token0_amount
)
assert (
jit_liquidity_instances[0].mint_token1_amount
== expected_jit_liquidity[0].mint_token1_amount
)
assert (
jit_liquidity_instances[0].bot_address == expected_jit_liquidity[0].bot_address
)
assert (
jit_liquidity_instances[0].token0_swap_volume
== expected_jit_liquidity[0].token0_swap_volume
)
assert (
jit_liquidity_instances[0].token1_swap_volume
== expected_jit_liquidity[0].token1_swap_volume
)
# Swap Checks
assert jit_liquidity_instances[0].swaps[0].transaction_hash == jit_swap.transaction_hash
assert (
jit_liquidity_instances[0].swaps[0].transaction_hash
== jit_swap.transaction_hash
)
assert jit_liquidity_instances[0].swaps[0].trace_address == jit_swap.trace_address