adjusted profit calculation
This commit is contained in:
Guilherme Peyrelongue Heise
parent
508847b8df
commit
771df11093
@ -10,13 +10,14 @@ from mev_inspect import block
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# External Libraries
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# External Libraries
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import json
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import json
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import pandas as pd
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from typing import Optional
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from typing import Optional
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from web3 import Web3
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from web3 import Web3
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from typing import List, Optional
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from typing import List, Optional
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# TODO: adjust profit to new model
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# TODO: adjust profit to new model
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# unit test
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# unit test
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# coinbase check / collateral source
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# coinbase check / collateral source
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#
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#
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#
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#
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# Block inspect
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# Block inspect
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@ -25,83 +26,110 @@ from typing import List, Optional
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#
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#
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#
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#
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all_traces = []
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liquidations = []
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result = []
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result = []
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# Protocol contract address must be in included, below is AaveLendingPoolCoreV1
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addrs = ['0x3dfd23A6c5E8BbcFc9581d2E864a68feb6a076d3']
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addrs = ['0x3dfd23A6c5E8BbcFc9581d2E864a68feb6a076d3']
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transfers = []
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from_doubles = []
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transfers_to = []
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transfers_from = []
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# Inspect list of classified traces and identify liquidation
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# Inspect list of classified traces and identify liquidation
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def liquidations(traces: List[ClassifiedTrace]):
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def find_liquidations(traces: List[ClassifiedTrace]):
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event = []
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tx = []
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# For each trace
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for k in range(len(traces)):
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trace = traces[k]
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# Check for liquidation and register trace and unique liquidator
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# For each trace
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if trace.classification == Classification.liquidate:
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for count, trace in enumerate(traces):
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all_traces.append(trace)
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# Check for liquidation and register trace and unique liquidator
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liquidator = trace.from_address
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if (
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if liquidator not in addrs: addrs.append(liquidator)
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trace.classification == Classification.liquidate and
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print(f"\nLiquidation found: \n\t{liquidator}")
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trace.transaction_hash not in tx
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print(f"\nHash: \n\t{trace.transaction_hash}\n")
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):
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# Found liquidation, now parse inputs for data
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liquidations.append(trace)
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for i in trace.inputs:
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addrs.append(trace.from_address)
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tx.append(trace.transaction_hash)
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print(f"\nLiquidation found: \n\t{trace.from_address}")
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print(f"\nHash: \n\t{trace.transaction_hash}\n")
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print(f"\nGas Used: {trace.gas_used}\n")
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if(i == '_purchaseAmount'):
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# Found liquidation, now parse inputs for data
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liquidation_amount = trace.inputs[i]
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for i in trace.inputs:
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elif (i == '_collateral'):
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collateral_type = trace.inputs[i]
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elif (i == '_reserve'):
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reserve = trace.inputs[i]
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elif(i == '_user'):
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liquidated_usr = trace.inputs[i]
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# Register liquidation
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if(i == '_purchaseAmount'):
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result.append(
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liquidation_amount = trace.inputs[i]
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Liquidation(collateral_type=collateral_type,
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elif (i == '_collateral'):
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collateral_amount=liquidation_amount,
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collateral_type = trace.inputs[i]
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collateral_source="",
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print(f"Collateral type: {collateral_type}")
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reserve=reserve,
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#This will be the address of the sent token
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strategy=StrategyType.liquidation,
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elif (i == '_reserve'):
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traces=all_traces,
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reserve = trace.inputs[i]
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protocols=[trace.protocol],)
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print(f"Reserve: {reserve}")
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)
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#This will be the address of the received token
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elif(i == '_user'):
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liquidated_usr = trace.inputs[i]
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# Register liquidation
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result.append(
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Liquidation(collateral_type=collateral_type,
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collateral_amount=liquidation_amount,
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collateral_source="",
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reserve=reserve,
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strategy=StrategyType.liquidation,
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traces=liquidations,
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protocols=[trace.protocol],)
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)
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# Check for transfer from a registered liquidator
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# Check for transfer from a registered liquidator
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elif (
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elif (
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trace.classification == Classification.transfer and
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trace.classification == Classification.transfer and
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'sender' in trace.inputs and
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'sender' in trace.inputs and
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trace.inputs['sender'] in addrs
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trace.inputs['sender'] in addrs and
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):
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trace.transaction_hash not in from_doubles
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):
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liquidator = next(addrs[i] for i in range(len(addrs)) if trace.inputs['sender'] == addrs[i])
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liquidator = next(addrs[i] for i in range(len(addrs)) if trace.inputs['sender'] == addrs[i])
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transfers.append(trace)
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transfers_from.append(["from", liquidator, trace.transaction_hash, trace.inputs['amount']])
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from_doubles.append(trace.transaction_hash)
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print(f"""
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print(f"""
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\nTransfer from liquidator {liquidator}:
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\nTransfer from liquidator {liquidator}:
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\n\tAmount in received token: {trace.inputs['amount']} to
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\n\tAmount sent: {trace.inputs['amount']} to
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\n\t{trace.inputs['recipient']}
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\n\t{trace.inputs['recipient']}
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\n\tTransaction: {trace.transaction_hash}\n
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\n\tTransaction: {trace.transaction_hash}\n
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""")
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""")
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# Check for transfer to a registered liquidator
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# Check for transfer to a registered liquidator
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elif (
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elif (
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trace.classification == Classification.transfer and
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trace.classification == Classification.transfer and
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trace.inputs['recipient'] in addrs
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trace.inputs['recipient'] in addrs
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):
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):
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liquidator = next(addrs[i] for i in range(len(addrs)) if trace.inputs['recipient'] == addrs[i])
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liquidator = next(addrs[i] for i in range(len(addrs)) if trace.inputs['recipient'] == addrs[i])
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transfers.append(trace)
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transfers_to.append(["to", liquidator, trace.transaction_hash, trace.inputs['amount']])
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print(f"""
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print(f"""
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\nTransfer to liquidator {liquidator}:
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\nTransfer to liquidator {liquidator}:
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\n\tAmount in received token: {trace.inputs['amount']} from
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\n\tAmount in received token: {trace.inputs['amount']} from
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\n\t{trace.from_address}
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\n\t{trace.from_address}
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\n\tTransaction: {trace.transaction_hash}\n
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\n\tTransaction: {trace.transaction_hash}\n
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""")
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""")
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return result
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for count, trace in enumerate(liquidations):
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tx = trace.transaction_hash
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#convert token to ETH
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#profit = transfers[count][2] - transfers[count+1][2]
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profits = []
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for count, trace in enumerate(transfers_to):
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profits.append({"liquidator" : transfers_to[count][1],
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"transaction" : transfers_to[count][2],
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"profit" : transfers_to[count][3] - transfers_from[count][3]})
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print(profits)
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print(liquidations)
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return result
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rpc = 'http://162.55.96.141:8546/'
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rpc = 'http://162.55.96.141:8546/'
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@ -110,4 +138,4 @@ base_provider = Web3.HTTPProvider(rpc)
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block_data = block.create_from_block_number(block_number, base_provider)
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block_data = block.create_from_block_number(block_number, base_provider)
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trace_clasifier = TraceClassifier(CLASSIFIER_SPECS)
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trace_clasifier = TraceClassifier(CLASSIFIER_SPECS)
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classified_traces = trace_clasifier.classify(block_data.traces)
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classified_traces = trace_clasifier.classify(block_data.traces)
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fin = liquidations(classified_traces)
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fin = find_liquidations(classified_traces)
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@ -1,61 +0,0 @@
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import json
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from typing import Optional
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from web3 import Web3
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from typing import List, Optional
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from mev_inspect import utils
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from mev_inspect.config import load_config
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from mev_inspect.schemas.blocks import NestedTrace, TraceType
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from mev_inspect.schemas.classifications import Classification
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from mev_inspect.schemas.strategy import Strategy, Liquidation
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from .base import StrategyInspector
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class LiquidationInspector(StrategyInspector):
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def __init__(self):
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self.result = []
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# Inspect list of classified traces and identify liquidation
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def inspect(self, traces):
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event = []
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# For each trace
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for i in range(1, len(traces)):
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trace = traces[i]
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# Liquidation condition
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if trace.classification == Classification.liquidate:
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# Collateral data from the liquidation.
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# The inputs will differ by DEX, this is AAVE
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for i in trace.inputs:
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if( i["name"] == '_purchaseAmount'):
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value = trace.inputs[i]
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elif (i["name"] == '_collateral'):
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collateral_type = trace.inputs[i]
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elif (i["name"] == '_reserve'):
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collateral_source = trace.inputs[i]
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# Define the address of the liquidator
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liquidator = trace.from_address
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# Find a transfer before liquidation with a to_address corresponding to the liquidator
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for trace in traces[:i]:
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if (trace.classification == Classification.transfer & trace.to_address == liquidator):
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profit =
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#Calculate profit
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# Tag liquidation
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event.append(Strategy(strategy=StategyType.liquidation,
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traces=[trace],
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protocols=[trace.protocol]))
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return result
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