Merge pull request #86 from flashbots/liquidation-models

Add liquidation models

mev_inspect/aave_liquidations.py

@@ -63,10 +63,10 @@ def get_aave_liquidations(
                     protocol=Protocol.aave,
                     received_amount=received_amount,
                     transaction_hash=trace.transaction_hash,
+                    trace_address=trace.trace_address,
                     block_number=trace.block_number,
                 )
             )
-
     return liquidations
 
 

mev_inspect/crud/liquidations.py

@@ -0,0 +1,31 @@
+import json
+from typing import List
+
+from mev_inspect.models.liquidations import LiquidationModel
+from mev_inspect.schemas.liquidations import Liquidation
+
+
+def delete_liquidations_for_block(
+    db_session,
+    block_number: int,
+) -> None:
+    (
+        db_session.query(LiquidationModel)
+        .filter(LiquidationModel.block_number == block_number)
+        .delete()
+    )
+
+    db_session.commit()
+
+
+def write_liquidations(
+    db_session,
+    liquidations: List[Liquidation],
+) -> None:
+    models = [
+        LiquidationModel(**json.loads(liquidation.json()))
+        for liquidation in liquidations
+    ]
+
+    db_session.bulk_save_objects(models)
+    db_session.commit()

mev_inspect/inspect_block.py

@@ -17,8 +17,13 @@ from mev_inspect.crud.miner_payments import (
     delete_miner_payments_for_block,
     write_miner_payments,
 )
+
 from mev_inspect.crud.swaps import delete_swaps_for_block, write_swaps
 from mev_inspect.crud.transfers import delete_transfers_for_block, write_transfers
+from mev_inspect.crud.liquidations import (
+    delete_liquidations_for_block,
+    write_liquidations,
+)
 from mev_inspect.miner_payments import get_miner_payments
 from mev_inspect.swaps import get_swaps
 from mev_inspect.transfers import get_transfers
@@ -38,6 +43,7 @@ def inspect_block(
     should_write_swaps: bool = True,
     should_write_transfers: bool = True,
     should_write_arbitrages: bool = True,
+    should_write_liquidations: bool = True,
     should_write_miner_payments: bool = True,
 ):
     block = create_from_block_number(base_provider, w3, block_number, should_cache)
@@ -79,6 +85,10 @@ def inspect_block(
     liquidations = get_aave_liquidations(classified_traces)
     logger.info(f"Found {len(liquidations)} liquidations")
 
+    if should_write_liquidations:
+        delete_liquidations_for_block(db_session, block_number)
+        write_liquidations(db_session, liquidations)
+
     miner_payments = get_miner_payments(
         block.miner, block.base_fee_per_gas, classified_traces, block.receipts
     )

mev_inspect/models/liquidations.py

@@ -0,0 +1,18 @@
+from sqlalchemy import Column, Numeric, String, ARRAY, Integer
+
+from .base import Base
+
+
+class LiquidationModel(Base):
+    __tablename__ = "liquidations"
+
+    liquidated_user = Column(String, nullable=False)
+    liquidator_user = Column(String, nullable=False)
+    collateral_token_address = Column(String, nullable=False)
+    debt_token_address = Column(String, nullable=False)
+    debt_purchase_amount = Column(Numeric, nullable=False)
+    received_amount = Column(Numeric, nullable=False)
+    protocol = Column(String, nullable=True)
+    transaction_hash = Column(String, primary_key=True)
+    trace_address = Column(ARRAY(Integer), primary_key=True)
+    block_number = Column(Numeric, nullable=False)

mev_inspect/schemas/liquidations.py

@@ -1,3 +1,4 @@
+from typing import List
 from pydantic import BaseModel
 from mev_inspect.schemas.classified_traces import Protocol
 
@@ -11,4 +12,5 @@ class Liquidation(BaseModel):
     received_amount: int
     protocol: Protocol
     transaction_hash: str
+    trace_address: List[int]
     block_number: str

tests/liquidation_test.py

@@ -24,6 +24,7 @@ def test_single_weth_liquidation():
             received_amount=8182733924513576561,
             protocol=Protocol.aave,
             transaction_hash=transaction_hash,
+            trace_address=[1, 1, 6],
             block_number=block_number,
         )
     ]
@@ -53,6 +54,7 @@ def test_single_liquidation():
             received_amount=2657946947610159065393,
             protocol=Protocol.aave,
             transaction_hash=transaction_hash,
+            trace_address=[0, 7, 1, 0, 6],
             block_number=block_number,
         )
     ]
@@ -81,6 +83,7 @@ def test_multiple_liquidations_in_block():
         received_amount=10111753901939162887,
         protocol=Protocol.aave,
         transaction_hash=transaction1,
+        trace_address=[],
         block_number=block_number,
     )
 
@@ -93,6 +96,7 @@ def test_multiple_liquidations_in_block():
         received_amount=21996356316098208090,
         protocol=Protocol.aave,
         transaction_hash=transaction2,
+        trace_address=[],
         block_number=block_number,
     )
 
@@ -105,6 +109,7 @@ def test_multiple_liquidations_in_block():
         received_amount=121531358145247546,
         protocol=Protocol.aave,
         transaction_hash=transaction3,
+        trace_address=[],
         block_number=block_number,
     )