Merge pull request #143 from flashbots/0x-v2

Add support for 0x orderbook

mev_inspect/classifiers/specs/zero_ex.py

@@ -1,10 +1,59 @@
+from typing import Optional, List, Tuple
+from mev_inspect.schemas.transfers import Transfer
+from mev_inspect.schemas.swaps import Swap
 from mev_inspect.schemas.traces import (
+    DecodedCallTrace,
     Protocol,
 )
 from mev_inspect.schemas.classifiers import (
     ClassifierSpec,
+    SwapClassifier,
 )
 
+ANY_TAKER_ADDRESS = "0x0000000000000000000000000000000000000000"
+
+RFQ_SIGNATURES = [
+    "fillRfqOrder((address,address,uint128,uint128,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)",
+    "_fillRfqOrder((address,address,uint128,uint128,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128,address,bool,address)",
+]
+LIMIT_SIGNATURES = [
+    "fillOrKillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)",
+    "fillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)",
+    "_fillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128,address,address)",
+]
+
+
+class ZeroExSwapClassifier(SwapClassifier):
+    @staticmethod
+    def parse_swap(
+        trace: DecodedCallTrace,
+        prior_transfers: List[Transfer],
+        child_transfers: List[Transfer],
+    ) -> Optional[Swap]:
+
+        token_in_address, token_in_amount = _get_0x_token_in_data(
+            trace, child_transfers
+        )
+
+        token_out_address, token_out_amount = _get_0x_token_out_data(trace)
+
+        return Swap(
+            abi_name=trace.abi_name,
+            transaction_hash=trace.transaction_hash,
+            block_number=trace.block_number,
+            trace_address=trace.trace_address,
+            contract_address=trace.to_address,
+            protocol=Protocol.zero_ex,
+            from_address=trace.from_address,
+            to_address=trace.to_address,
+            token_in_address=token_in_address,
+            token_in_amount=token_in_amount,
+            token_out_address=token_out_address,
+            token_out_amount=token_out_amount,
+            error=trace.error,
+        )
+
+
 ZEROX_CONTRACT_SPECS = [
     ClassifierSpec(
         abi_name="exchangeProxy",
@@ -121,6 +170,14 @@ ZEROX_GENERIC_SPECS = [
     ClassifierSpec(
         abi_name="INativeOrdersFeature",
         protocol=Protocol.zero_ex,
+        valid_contract_addresses=["0xdef1c0ded9bec7f1a1670819833240f027b25eff"],
+        classifiers={
+            "fillOrKillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)": ZeroExSwapClassifier,
+            "fillRfqOrder((address,address,uint128,uint128,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)": ZeroExSwapClassifier,
+            "fillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)": ZeroExSwapClassifier,
+            "_fillRfqOrder((address,address,uint128,uint128,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128,address,bool,address)": ZeroExSwapClassifier,
+            "_fillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128,address,address)": ZeroExSwapClassifier,
+        },
     ),
     ClassifierSpec(
         abi_name="IOtcOrdersFeature",
@@ -165,3 +222,57 @@ ZEROX_GENERIC_SPECS = [
 ]
 
 ZEROX_CLASSIFIER_SPECS = ZEROX_CONTRACT_SPECS + ZEROX_GENERIC_SPECS
+
+
+def _get_taker_token_in_amount(
+    taker_address: str, token_in_address: str, child_transfers: List[Transfer]
+) -> int:
+
+    if len(child_transfers) != 2:
+        raise ValueError(
+            f"A settled order should consist of 2 child transfers, not {len(child_transfers)}."
+        )
+
+    if taker_address == ANY_TAKER_ADDRESS:
+        for transfer in child_transfers:
+            if transfer.token_address == token_in_address:
+                return transfer.amount
+    else:
+        for transfer in child_transfers:
+            if transfer.to_address == taker_address:
+                return transfer.amount
+    return 0
+
+
+def _get_0x_token_in_data(
+    trace: DecodedCallTrace, child_transfers: List[Transfer]
+) -> Tuple[str, int]:
+
+    order: List = trace.inputs["order"]
+    token_in_address = order[0]
+
+    if trace.function_signature in RFQ_SIGNATURES:
+        taker_address = order[5]
+
+    elif trace.function_signature in LIMIT_SIGNATURES:
+        taker_address = order[6]
+
+    else:
+        raise RuntimeError(
+            f"0x orderbook function {trace.function_signature} is not supported"
+        )
+
+    token_in_amount = _get_taker_token_in_amount(
+        taker_address, token_in_address, child_transfers
+    )
+
+    return token_in_address, token_in_amount
+
+
+def _get_0x_token_out_data(trace: DecodedCallTrace) -> Tuple[str, int]:
+
+    order: List = trace.inputs["order"]
+    token_out_address = order[1]
+    token_out_amount = trace.inputs["takerTokenFillAmount"]
+
+    return token_out_address, token_out_amount

tests/test_0x.py

@@ -0,0 +1,129 @@
+from mev_inspect.schemas.swaps import Swap
+from mev_inspect.swaps import get_swaps
+from mev_inspect.schemas.traces import Protocol
+from mev_inspect.classifiers.trace import TraceClassifier
+from tests.utils import load_test_block
+
+
+def test_fillLimitOrder_swap():
+
+    transaction_hash = (
+        "0xa043976d736ec8dc930c0556dffd0a86a4bfc80bf98fb7995c791fb4dc488b5d"
+    )
+    block_number = 13666312
+
+    swap = Swap(
+        abi_name="INativeOrdersFeature",
+        transaction_hash=transaction_hash,
+        block_number=block_number,
+        trace_address=[0, 2, 0, 1],
+        contract_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        from_address="0x00000000000e1d0dabf7b7c7b68866fc940d0db8",
+        to_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        token_in_address="0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
+        token_in_amount=35000000000000000000,
+        token_out_address="0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
+        token_out_amount=143949683150,
+        protocol=Protocol.zero_ex,
+        error=None,
+    )
+
+    block = load_test_block(block_number)
+    trace_classifier = TraceClassifier()
+    classified_traces = trace_classifier.classify(block.traces)
+    result = get_swaps(classified_traces)
+
+    assert result.count(swap) == 1
+
+
+def test__fillLimitOrder_swap():
+
+    transaction_hash = (
+        "0x9255addffa2dbeb9560c5e20e78a78c949488d2054c70b2155c39f9e28394cbf"
+    )
+    block_number = 13666184
+
+    swap = Swap(
+        abi_name="INativeOrdersFeature",
+        transaction_hash=transaction_hash,
+        block_number=block_number,
+        trace_address=[0, 1],
+        contract_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        from_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        to_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        token_in_address="0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
+        token_in_amount=30000000,
+        token_out_address="0x9ff79c75ae2bcbe0ec63c0375a3ec90ff75bbe0f",
+        token_out_amount=100000001,
+        protocol=Protocol.zero_ex,
+        error=None,
+    )
+
+    block = load_test_block(block_number)
+    trace_classifier = TraceClassifier()
+    classified_traces = trace_classifier.classify(block.traces)
+    result = get_swaps(classified_traces)
+
+    assert result.count(swap) == 1
+
+
+def test_RfqLimitOrder_swap():
+
+    transaction_hash = (
+        "0x1c948eb7c59ddbe6b916cf68f5df86eb44a7c9e728221fcd8ab750f137fd2a0f"
+    )
+    block_number = 13666326
+
+    swap = Swap(
+        abi_name="INativeOrdersFeature",
+        transaction_hash=transaction_hash,
+        block_number=block_number,
+        trace_address=[0, 1, 13, 0, 1],
+        contract_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        from_address="0xdef171fe48cf0115b1d80b88dc8eab59176fee57",
+        to_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        token_in_address="0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
+        token_in_amount=288948250430,
+        token_out_address="0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
+        token_out_amount=70500000000000000000,
+        protocol=Protocol.zero_ex,
+        error=None,
+    )
+
+    block = load_test_block(block_number)
+    trace_classifier = TraceClassifier()
+    classified_traces = trace_classifier.classify(block.traces)
+    result = get_swaps(classified_traces)
+
+    assert result.count(swap) == 1
+
+
+def test__RfqLimitOrder_swap():
+
+    transaction_hash = (
+        "0x4f66832e654f8a4d773d9769571155df3722401343247376d6bb56626db29b90"
+    )
+    block_number = 13666363
+
+    swap = Swap(
+        abi_name="INativeOrdersFeature",
+        transaction_hash=transaction_hash,
+        block_number=block_number,
+        trace_address=[1, 0, 1, 0, 1],
+        contract_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        from_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        to_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        token_in_address="0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
+        token_in_amount=979486121594935552,
+        token_out_address="0x95ad61b0a150d79219dcf64e1e6cc01f0b64c4ce",
+        token_out_amount=92404351093861841165644172,
+        protocol=Protocol.zero_ex,
+        error=None,
+    )
+
+    block = load_test_block(block_number)
+    trace_classifier = TraceClassifier()
+    classified_traces = trace_classifier.classify(block.traces)
+    result = get_swaps(classified_traces)
+
+    assert result.count(swap) == 1