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Add test for three step arb

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This commit is contained in:
Luke Van Seters 2021-08-09 18:20:10 -04:00
parent d2bf2340a1
commit 3ece6d1829
1 changed files with 76 additions and 1 deletions
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77
tests/test_arbitrages.py
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@ -46,7 +46,7 @@ def test_two_pool_arbitrage(get_transaction_hashes, get_addresses):
from_address=first_pool_address,
to_address=account_address,
token_in_address=second_token_address,
token_in_amount=first_token_in_amount,
token_in_amount=second_token_amount,
token_out_address=first_token_address,
token_out_amount=first_token_out_amount,
),
@ -83,3 +83,78 @@ def test_two_pool_arbitrage(get_transaction_hashes, get_addresses):
assert arbitrage.start_amount == first_token_in_amount
assert arbitrage.end_amount == first_token_out_amount
assert arbitrage.profit_amount == first_token_out_amount - first_token_in_amount
def test_three_pool_arbitrage(get_transaction_hashes, get_addresses):
block_number = 123
[transaction_hash] = get_transaction_hashes(1)
[
account_address,
first_pool_address,
second_pool_address,
third_pool_address,
first_token_address,
second_token_address,
third_token_address,
] = get_addresses(7)
first_token_in_amount = 10
first_token_out_amount = 10
second_token_amount = 15
third_token_amount = 40
swaps = [
Swap(
abi_name=UNISWAP_V2_PAIR_ABI_NAME,
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[0],
pool_address=first_pool_address,
from_address=account_address,
to_address=second_pool_address,
token_in_address=first_token_address,
token_in_amount=first_token_in_amount,
token_out_address=second_token_address,
token_out_amount=second_token_amount,
),
Swap(
abi_name=UNISWAP_V3_POOL_ABI_NAME,
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[1],
pool_address=second_pool_address,
from_address=first_pool_address,
to_address=third_pool_address,
token_in_address=second_token_address,
token_in_amount=second_token_amount,
token_out_address=third_token_address,
token_out_amount=third_token_amount,
),
Swap(
abi_name=UNISWAP_V3_POOL_ABI_NAME,
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[2],
pool_address=third_pool_address,
from_address=second_pool_address,
to_address=account_address,
token_in_address=third_token_address,
token_in_amount=third_token_amount,
token_out_address=first_token_address,
token_out_amount=first_token_out_amount,
),
]
arbitrages = get_arbitrages(swaps)
assert len(arbitrages) == 1
arbitrage = arbitrages[0]
assert arbitrage.swaps == swaps
assert arbitrage.account_address == account_address
assert arbitrage.profit_token_address == first_token_address
assert arbitrage.start_amount == first_token_in_amount
assert arbitrage.end_amount == first_token_out_amount
assert arbitrage.profit_amount == first_token_out_amount - first_token_in_amount