crowetic/mev-inspect-py
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Cut out early from arbitrages if we've already found a shorter path

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This commit is contained in:
Luke Van Seters 2022-01-03 15:59:56 -05:00
parent e462a16b8f
commit 4e9ff10988
1 changed files with 15 additions and 0 deletions
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15
mev_inspect/arbitrages.py
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@ -92,11 +92,21 @@ def _get_shortest_route(
start_swap: Swap, start_swap: Swap,
end_swaps: List[Swap], end_swaps: List[Swap],
all_swaps: List[Swap], all_swaps: List[Swap],
shortest_route_length: Optional[int] = None,
) -> Optional[List[Swap]]: ) -> Optional[List[Swap]]:
if len(end_swaps) == 0:
return None
if shortest_route_length is not None and shortest_route_length <= 2:
return None
for end_swap in end_swaps: for end_swap in end_swaps:
if start_swap.token_out_address == end_swap.token_in_address: if start_swap.token_out_address == end_swap.token_in_address:
return [start_swap, end_swap] return [start_swap, end_swap]
if shortest_route_length is not None and shortest_route_length == 3:
return None
other_swaps = [ other_swaps = [
swap for swap in all_swaps if (swap is not start_swap and swap not in end_swaps) swap for swap in all_swaps if (swap is not start_swap and swap not in end_swaps)
] ]
@ -105,6 +115,9 @@ def _get_shortest_route(
return None return None
shortest_remaining_route = None shortest_remaining_route = None
shortest_remaining_route_length = (
None if shortest_route_length is None else shortest_route_length - 1
)
for next_swap in other_swaps: for next_swap in other_swaps:
if start_swap.token_out_address == next_swap.token_in_address and ( if start_swap.token_out_address == next_swap.token_in_address and (
@ -116,6 +129,7 @@ def _get_shortest_route(
next_swap, next_swap,
end_swaps, end_swaps,
other_swaps, other_swaps,
shortest_route_length=shortest_remaining_route_length,
) )
if shortest_from_next is not None and ( if shortest_from_next is not None and (
@ -123,6 +137,7 @@ def _get_shortest_route(
or len(shortest_from_next) < len(shortest_remaining_route) or len(shortest_from_next) < len(shortest_remaining_route)
): ):
shortest_remaining_route = shortest_from_next shortest_remaining_route = shortest_from_next
shortest_remaining_route_length = len(shortest_from_next)
if shortest_remaining_route is None: if shortest_remaining_route is None:
return None return None