adjusted profit calculation

liquidation_inspector.py

@@ -10,6 +10,7 @@ from mev_inspect import block
 
 # External Libraries
 import json
+import pandas as pd
 from typing import Optional
 from web3 import Web3
 from typing import List, Optional
@@ -25,25 +26,33 @@ from typing import List, Optional
 #
 #
 
-all_traces = []
+liquidations = []
 result = []
+
+# Protocol contract address must be in included, below is AaveLendingPoolCoreV1
 addrs = ['0x3dfd23A6c5E8BbcFc9581d2E864a68feb6a076d3']
-transfers = []
+from_doubles = []
+transfers_to = []
+transfers_from = []
 # Inspect list of classified traces and identify liquidation
-def liquidations(traces: List[ClassifiedTrace]):
+def find_liquidations(traces: List[ClassifiedTrace]):
-	event = []
+    tx = []
+
     # For each trace
-	for k in range(len(traces)):
+    for count, trace in enumerate(traces):
-		trace = traces[k]
 
         # Check for liquidation and register trace and unique liquidator
-		if trace.classification == Classification.liquidate:
+        if (
+            trace.classification == Classification.liquidate and
+            trace.transaction_hash not in tx
+            ):
 
-			all_traces.append(trace)
+            liquidations.append(trace)
-			liquidator = trace.from_address
+            addrs.append(trace.from_address)
-			if liquidator not in addrs: addrs.append(liquidator)
+            tx.append(trace.transaction_hash)
-			print(f"\nLiquidation found: \n\t{liquidator}")
+            print(f"\nLiquidation found: \n\t{trace.from_address}")
             print(f"\nHash: \n\t{trace.transaction_hash}\n")
+            print(f"\nGas Used: {trace.gas_used}\n")
 
             # Found liquidation, now parse inputs for data
             for i in trace.inputs:
@@ -52,11 +61,14 @@ def liquidations(traces: List[ClassifiedTrace]):
                     liquidation_amount = trace.inputs[i]
                 elif (i == '_collateral'):
                     collateral_type = trace.inputs[i]
+                    print(f"Collateral type: {collateral_type}")
+                    #This will be the address of the sent token
                 elif (i == '_reserve'):
                     reserve = trace.inputs[i]
+                    print(f"Reserve: {reserve}")
+                    #This will be the address of the received token
                 elif(i == '_user'):
                     liquidated_usr = trace.inputs[i]
-
             # Register liquidation
             result.append(
                             Liquidation(collateral_type=collateral_type,
@@ -64,7 +76,7 @@ def liquidations(traces: List[ClassifiedTrace]):
                                             collateral_source="",
                                             reserve=reserve,
                                             strategy=StrategyType.liquidation,
-											traces=all_traces,
+                                            traces=liquidations,
                                             protocols=[trace.protocol],)
                           )
 
@@ -72,15 +84,17 @@ def liquidations(traces: List[ClassifiedTrace]):
         elif (
               trace.classification  ==  Classification.transfer and
               'sender' in trace.inputs and
-			  trace.inputs['sender'] in addrs
+              trace.inputs['sender'] in addrs and
+              trace.transaction_hash not in from_doubles
              ):
 
             liquidator = next(addrs[i] for i in range(len(addrs)) if trace.inputs['sender'] == addrs[i])
-			transfers.append(trace)
+            transfers_from.append(["from", liquidator, trace.transaction_hash, trace.inputs['amount']])
+            from_doubles.append(trace.transaction_hash)
 
             print(f"""
                   \nTransfer from liquidator {liquidator}:
-				  \n\tAmount in received token: {trace.inputs['amount']} to
+                  \n\tAmount sent: {trace.inputs['amount']} to
                   \n\t{trace.inputs['recipient']}
                   \n\tTransaction: {trace.transaction_hash}\n
                   """)
@@ -92,7 +106,7 @@ def liquidations(traces: List[ClassifiedTrace]):
              ):
 
             liquidator = next(addrs[i] for i in range(len(addrs)) if trace.inputs['recipient'] == addrs[i])
-			transfers.append(trace)
+            transfers_to.append(["to", liquidator, trace.transaction_hash, trace.inputs['amount']])
 
             print(f"""
                   \nTransfer to liquidator {liquidator}:
@@ -101,6 +115,20 @@ def liquidations(traces: List[ClassifiedTrace]):
                   \n\tTransaction: {trace.transaction_hash}\n
                   """)
 
+    for count, trace in enumerate(liquidations):
+        tx = trace.transaction_hash
+        #convert token to ETH
+        #profit = transfers[count][2] - transfers[count+1][2]
+
+
+    profits = []
+    for count, trace in enumerate(transfers_to):
+        profits.append({"liquidator" : transfers_to[count][1],
+                        "transaction" : transfers_to[count][2],
+                        "profit" : transfers_to[count][3] - transfers_from[count][3]})
+
+    print(profits)
+    print(liquidations)
     return result
 
 
@@ -110,4 +138,4 @@ base_provider = Web3.HTTPProvider(rpc)
 block_data = block.create_from_block_number(block_number, base_provider)
 trace_clasifier = TraceClassifier(CLASSIFIER_SPECS)
 classified_traces = trace_clasifier.classify(block_data.traces)
-fin = liquidations(classified_traces)
+fin = find_liquidations(classified_traces)

mev_inspect/strat/liquidation_inspector.py

@@ -1,61 +0,0 @@
-import json
-from typing import Optional
-
-from web3 import Web3
-
-from typing import List, Optional
-
-from mev_inspect import utils
-from mev_inspect.config import load_config
-from mev_inspect.schemas.blocks import NestedTrace, TraceType
-from mev_inspect.schemas.classifications import Classification
-from mev_inspect.schemas.strategy import Strategy, Liquidation
-
-from .base import StrategyInspector
-
-class LiquidationInspector(StrategyInspector):
-
-	def __init__(self):
-		self.result = []
-
-	# Inspect list of classified traces and identify liquidation
-	def inspect(self, traces):
-
-		event = []
-
-		# For each trace
-		for i in range(1, len(traces)):
-			trace = traces[i]
-
-			# Liquidation condition
-			if trace.classification == Classification.liquidate:
-
-				# Collateral data from the liquidation.
-				# The inputs will differ by DEX, this is AAVE
-
-				for i in trace.inputs:
-					if( i["name"] == '_purchaseAmount'):
-						value = trace.inputs[i]
-					elif (i["name"] == '_collateral'):
-						collateral_type = trace.inputs[i]
-					elif (i["name"] == '_reserve'):
-						collateral_source = trace.inputs[i]
-
-
-				# Define the address of the liquidator
-				liquidator = trace.from_address
-
-				# Find a transfer before liquidation with a to_address corresponding to the liquidator
-				for trace in traces[:i]:
-					if (trace.classification == Classification.transfer & trace.to_address == liquidator):
-						profit =
-						#Calculate profit
-
-
-				# Tag liquidation
-				event.append(Strategy(strategy=StategyType.liquidation,
-									  traces=[trace],
-									  protocols=[trace.protocol]))
-
-
-		return result