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Break out shortest logic into a function

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This commit is contained in:
Luke Van Seters 2021-12-22 09:15:52 -05:00
parent 46f7786c4f
commit 46b768c147
1 changed files with 50 additions and 35 deletions
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85
mev_inspect/arbitrages.py
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@ -1,5 +1,5 @@
from itertools import groupby
from typing import List, Tuple
from typing import List, Optional, Tuple
from mev_inspect.schemas.arbitrages import Arbitrage
from mev_inspect.schemas.swaps import Swap
@ -45,37 +45,14 @@ def _get_arbitrages_from_swaps(swaps: List[Swap]) -> List[Arbitrage]:
if len(start_ends) == 0:
return []
used_swaps = []
used_swaps: List[Swap] = []
for (start, ends) in start_ends:
if start in used_swaps:
continue
route = _get_shortest_route_from_start(start, ends, swaps, used_swaps)
shortest_route = None
for end in ends:
if end in used_swaps:
continue
potential_intermediate_swaps = [
swap
for swap in swaps
if (swap is not start and swap is not end and swap not in used_swaps)
]
routes = _get_all_routes(
start,
end,
potential_intermediate_swaps,
)
for route in routes:
if shortest_route is None or len(route) < len(shortest_route):
shortest_route = route
if shortest_route is not None:
start_amount = shortest_route[0].token_in_amount
end_amount = shortest_route[-1].token_out_amount
if route is not None:
start_amount = route[0].token_in_amount
end_amount = route[-1].token_out_amount
profit_amount = end_amount - start_amount
error = None
for swap in route:
@ -83,11 +60,11 @@ def _get_arbitrages_from_swaps(swaps: List[Swap]) -> List[Arbitrage]:
error = swap.error
arb = Arbitrage(
swaps=shortest_route,
block_number=shortest_route[0].block_number,
transaction_hash=shortest_route[0].transaction_hash,
account_address=shortest_route[0].from_address,
profit_token_address=shortest_route[0].token_in_address,
swaps=route,
block_number=route[0].block_number,
transaction_hash=route[0].transaction_hash,
account_address=route[0].from_address,
profit_token_address=route[0].token_in_address,
start_amount=start_amount,
end_amount=end_amount,
profit_amount=profit_amount,
@ -95,7 +72,7 @@ def _get_arbitrages_from_swaps(swaps: List[Swap]) -> List[Arbitrage]:
)
all_arbitrages.append(arb)
used_swaps.extend(shortest_route)
used_swaps.extend(route)
if len(all_arbitrages) == 1:
return all_arbitrages
@ -107,6 +84,44 @@ def _get_arbitrages_from_swaps(swaps: List[Swap]) -> List[Arbitrage]:
]
def _get_shortest_route_from_start(
start_swap: Swap,
end_swaps: List[Swap],
all_swaps: List[Swap],
used_swaps: List[Swap],
) -> Optional[List[Swap]]:
if start_swap in used_swaps:
return None
shortest_route = None
for end_swap in end_swaps:
if end_swap in used_swaps:
continue
potential_intermediate_swaps = [
swap
for swap in all_swaps
if (
swap is not start_swap
and swap is not end_swap
and swap not in used_swaps
)
]
routes = _get_all_routes(
start_swap,
end_swap,
potential_intermediate_swaps,
)
for route in routes:
if shortest_route is None or len(route) < len(shortest_route):
shortest_route = route
return shortest_route
def _get_all_start_end_swaps(swaps: List[Swap]) -> List[Tuple[Swap, List[Swap]]]:
"""
Gets the set of all possible opening and closing swap pairs in an arbitrage via