Merge branch 'main' into punk_accept_bids_database

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Robert Miller 2021-11-26 19:07:42 -05:00 committed by GitHub
commit 868094696a
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42 changed files with 1096 additions and 244 deletions

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@ -13,6 +13,10 @@ k8s_yaml(configmap_from_dict("mev-inspect-rpc", inputs = {
"url" : os.environ["RPC_URL"],
}))
k8s_yaml(configmap_from_dict("mev-inspect-listener-healthcheck", inputs = {
"url" : os.getenv("LISTENER_HEALTHCHECK_URL", default=""),
}))
k8s_yaml(secret_from_dict("mev-inspect-db-credentials", inputs = {
"username" : "postgres",
"password": "password",

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@ -0,0 +1,55 @@
"""Change miner payments and transfers primary keys to include block number
Revision ID: 04a3bb3740c3
Revises: a10d68643476
Create Date: 2021-11-02 22:42:01.702538
"""
from alembic import op
# revision identifiers, used by Alembic.
revision = "04a3bb3740c3"
down_revision = "a10d68643476"
branch_labels = None
depends_on = None
def upgrade():
# transfers
op.execute("ALTER TABLE transfers DROP CONSTRAINT transfers_pkey")
op.create_primary_key(
"transfers_pkey",
"transfers",
["block_number", "transaction_hash", "trace_address"],
)
op.drop_index("ix_transfers_block_number")
# miner_payments
op.execute("ALTER TABLE miner_payments DROP CONSTRAINT miner_payments_pkey")
op.create_primary_key(
"miner_payments_pkey",
"miner_payments",
["block_number", "transaction_hash"],
)
op.drop_index("ix_block_number")
def downgrade():
# transfers
op.execute("ALTER TABLE transfers DROP CONSTRAINT transfers_pkey")
op.create_index("ix_transfers_block_number", "transfers", ["block_number"])
op.create_primary_key(
"transfers_pkey",
"transfers",
["transaction_hash", "trace_address"],
)
# miner_payments
op.execute("ALTER TABLE miner_payments DROP CONSTRAINT miner_payments_pkey")
op.create_index("ix_block_number", "miner_payments", ["block_number"])
op.create_primary_key(
"miner_payments_pkey",
"miner_payments",
["transaction_hash"],
)

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@ -0,0 +1,36 @@
"""Change blocks.timestamp to timestamp
Revision ID: 04b76ab1d2af
Revises: 2c90b2b8a80b
Create Date: 2021-11-26 15:31:21.111693
"""
import sqlalchemy as sa
from alembic import op
# revision identifiers, used by Alembic.
revision = "04b76ab1d2af"
down_revision = "0cef835f7b36"
branch_labels = None
depends_on = None
def upgrade():
op.alter_column(
"blocks",
"block_timestamp",
type_=sa.TIMESTAMP,
nullable=False,
postgresql_using="TO_TIMESTAMP(block_timestamp)",
)
def downgrade():
op.alter_column(
"blocks",
"block_timestamp",
type_=sa.Numeric,
nullable=False,
postgresql_using="extract(epoch FROM block_timestamp)",
)

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@ -0,0 +1,27 @@
"""Rename pool_address to contract_address
Revision ID: 0cef835f7b36
Revises: 5427d62a2cc0
Create Date: 2021-11-19 15:36:15.152622
"""
from alembic import op
# revision identifiers, used by Alembic.
revision = "0cef835f7b36"
down_revision = "5427d62a2cc0"
branch_labels = None
depends_on = None
def upgrade():
op.alter_column(
"swaps", "pool_address", nullable=False, new_column_name="contract_address"
)
def downgrade():
op.alter_column(
"swaps", "contract_address", nullable=False, new_column_name="pool_address"
)

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@ -0,0 +1,29 @@
"""Add blocks table
Revision ID: 2c90b2b8a80b
Revises: 04a3bb3740c3
Create Date: 2021-11-17 18:29:13.065944
"""
import sqlalchemy as sa
from alembic import op
# revision identifiers, used by Alembic.
revision = "2c90b2b8a80b"
down_revision = "04a3bb3740c3"
branch_labels = None
depends_on = None
def upgrade():
op.create_table(
"blocks",
sa.Column("block_number", sa.Numeric, nullable=False),
sa.Column("block_timestamp", sa.Numeric, nullable=False),
sa.PrimaryKeyConstraint("block_number"),
)
def downgrade():
op.drop_table("blocks")

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@ -0,0 +1,46 @@
"""Cahnge swap primary key to include block number
Revision ID: 3417f49d97b3
Revises: 205ce02374b3
Create Date: 2021-11-02 20:50:32.854996
"""
from alembic import op
# revision identifiers, used by Alembic.
revision = "3417f49d97b3"
down_revision = "205ce02374b3"
branch_labels = None
depends_on = None
def upgrade():
op.execute("ALTER TABLE swaps DROP CONSTRAINT swaps_pkey CASCADE")
op.create_primary_key(
"swaps_pkey",
"swaps",
["block_number", "transaction_hash", "trace_address"],
)
op.create_index(
"arbitrage_swaps_swaps_idx",
"arbitrage_swaps",
["swap_transaction_hash", "swap_trace_address"],
)
def downgrade():
op.drop_index("arbitrage_swaps_swaps_idx")
op.execute("ALTER TABLE swaps DROP CONSTRAINT swaps_pkey CASCADE")
op.create_primary_key(
"swaps_pkey",
"swaps",
["transaction_hash", "trace_address"],
)
op.create_foreign_key(
"arbitrage_swaps_swaps_fkey",
"arbitrage_swaps",
"swaps",
["swap_transaction_hash", "swap_trace_address"],
["transaction_hash", "trace_address"],
)

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@ -0,0 +1,47 @@
"""Change transfers trace address to ARRAY
Revision ID: 5427d62a2cc0
Revises: d540242ae368
Create Date: 2021-11-19 13:25:11.252774
"""
import sqlalchemy as sa
from alembic import op
# revision identifiers, used by Alembic.
revision = "5427d62a2cc0"
down_revision = "d540242ae368"
branch_labels = None
depends_on = None
def upgrade():
op.drop_constraint("transfers_pkey", "transfers")
op.alter_column(
"transfers",
"trace_address",
type_=sa.ARRAY(sa.Integer),
nullable=False,
postgresql_using="trace_address::int[]",
)
op.create_primary_key(
"transfers_pkey",
"transfers",
["block_number", "transaction_hash", "trace_address"],
)
def downgrade():
op.drop_constraint("transfers_pkey", "transfers")
op.alter_column(
"transfers",
"trace_address",
type_=sa.String(256),
nullable=False,
)
op.create_primary_key(
"transfers_pkey",
"transfers",
["block_number", "transaction_hash", "trace_address"],
)

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@ -0,0 +1,35 @@
"""Change classified traces primary key to include block number
Revision ID: a10d68643476
Revises: 3417f49d97b3
Create Date: 2021-11-02 22:03:26.312317
"""
from alembic import op
# revision identifiers, used by Alembic.
revision = "a10d68643476"
down_revision = "3417f49d97b3"
branch_labels = None
depends_on = None
def upgrade():
op.execute("ALTER TABLE classified_traces DROP CONSTRAINT classified_traces_pkey")
op.create_primary_key(
"classified_traces_pkey",
"classified_traces",
["block_number", "transaction_hash", "trace_address"],
)
op.drop_index("i_block_number")
def downgrade():
op.execute("ALTER TABLE classified_traces DROP CONSTRAINT classified_traces_pkey")
op.create_index("i_block_number", "classified_traces", ["block_number"])
op.create_primary_key(
"classified_traces_pkey",
"classified_traces",
["transaction_hash", "trace_address"],
)

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@ -0,0 +1,30 @@
"""Create usd_prices table
Revision ID: d540242ae368
Revises: 2c90b2b8a80b
Create Date: 2021-11-18 04:30:06.802857
"""
import sqlalchemy as sa
from alembic import op
# revision identifiers, used by Alembic.
revision = "d540242ae368"
down_revision = "2c90b2b8a80b"
branch_labels = None
depends_on = None
def upgrade():
op.create_table(
"prices",
sa.Column("timestamp", sa.TIMESTAMP),
sa.Column("usd_price", sa.Numeric, nullable=False),
sa.Column("token_address", sa.String(256), nullable=False),
sa.PrimaryKeyConstraint("token_address", "timestamp"),
)
def downgrade():
op.drop_table("prices")

45
cli.py
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@ -1,45 +1,32 @@
import asyncio
import logging
import os
import signal
from functools import wraps
import sys
import click
from mev_inspect.concurrency import coro
from mev_inspect.db import get_inspect_session, get_trace_session
from mev_inspect.inspector import MEVInspector
RPC_URL_ENV = "RPC_URL"
logging.basicConfig(stream=sys.stdout, level=logging.INFO)
@click.group()
def cli():
pass
def coro(f):
@wraps(f)
def wrapper(*args, **kwargs):
loop = asyncio.get_event_loop()
def cancel_task_callback():
for task in asyncio.all_tasks():
task.cancel()
for sig in (signal.SIGINT, signal.SIGTERM):
loop.add_signal_handler(sig, cancel_task_callback)
try:
loop.run_until_complete(f(*args, **kwargs))
finally:
loop.run_until_complete(loop.shutdown_asyncgens())
return wrapper
@cli.command()
@click.argument("block_number", type=int)
@click.option("--rpc", default=lambda: os.environ.get(RPC_URL_ENV, ""))
@coro
async def inspect_block_command(block_number: int, rpc: str):
inspector = MEVInspector(rpc=rpc)
inspect_db_session = get_inspect_session()
trace_db_session = get_trace_session()
inspector = MEVInspector(rpc, inspect_db_session, trace_db_session)
await inspector.inspect_single_block(block=block_number)
@ -48,7 +35,10 @@ async def inspect_block_command(block_number: int, rpc: str):
@click.option("--rpc", default=lambda: os.environ.get(RPC_URL_ENV, ""))
@coro
async def fetch_block_command(block_number: int, rpc: str):
inspector = MEVInspector(rpc=rpc)
inspect_db_session = get_inspect_session()
trace_db_session = get_trace_session()
inspector = MEVInspector(rpc, inspect_db_session, trace_db_session)
block = await inspector.create_from_block(block_number=block_number)
print(block.json())
@ -74,8 +64,13 @@ async def inspect_many_blocks_command(
max_concurrency: int,
request_timeout: int,
):
inspect_db_session = get_inspect_session()
trace_db_session = get_trace_session()
inspector = MEVInspector(
rpc=rpc,
rpc,
inspect_db_session,
trace_db_session,
max_concurrency=max_concurrency,
request_timeout=request_timeout,
)

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@ -78,6 +78,12 @@ spec:
configMapKeyRef:
name: mev-inspect-rpc
key: url
- name: LISTENER_HEALTHCHECK_URL
valueFrom:
configMapKeyRef:
name: mev-inspect-listener-healthcheck
key: url
optional: true
{{- with .Values.nodeSelector }}
nodeSelector:
{{- toYaml . | nindent 8 }}

View File

@ -1,54 +1,74 @@
import asyncio
import logging
import os
import time
from web3 import Web3
import aiohttp
from mev_inspect.block import get_latest_block_number
from mev_inspect.concurrency import coro
from mev_inspect.crud.latest_block_update import (
find_latest_block_update,
update_latest_block,
)
from mev_inspect.classifiers.trace import TraceClassifier
from mev_inspect.db import get_inspect_session, get_trace_session
from mev_inspect.inspect_block import inspect_block
from mev_inspect.inspector import MEVInspector
from mev_inspect.provider import get_base_provider
from mev_inspect.signal_handler import GracefulKiller
logging.basicConfig(filename="listener.log", level=logging.INFO)
logging.basicConfig(filename="listener.log", filemode="a", level=logging.INFO)
logger = logging.getLogger(__name__)
# lag to make sure the blocks we see are settled
BLOCK_NUMBER_LAG = 5
def run():
@coro
async def run():
rpc = os.getenv("RPC_URL")
if rpc is None:
raise RuntimeError("Missing environment variable RPC_URL")
healthcheck_url = os.getenv("LISTENER_HEALTHCHECK_URL")
logger.info("Starting...")
killer = GracefulKiller()
inspect_db_session = get_inspect_session()
trace_db_session = get_trace_session()
trace_classifier = TraceClassifier()
inspector = MEVInspector(rpc, inspect_db_session, trace_db_session)
base_provider = get_base_provider(rpc)
w3 = Web3(base_provider)
latest_block_number = get_latest_block_number(w3)
while not killer.kill_now:
await inspect_next_block(
inspector,
inspect_db_session,
base_provider,
healthcheck_url,
)
logger.info("Stopping...")
async def inspect_next_block(
inspector: MEVInspector,
inspect_db_session,
base_provider,
healthcheck_url,
):
latest_block_number = await get_latest_block_number(base_provider)
last_written_block = find_latest_block_update(inspect_db_session)
logger.info(f"Latest block: {latest_block_number}")
logger.info(f"Last written block: {last_written_block}")
if (last_written_block is None) or (
last_written_block < (latest_block_number - BLOCK_NUMBER_LAG)
):
if last_written_block is None:
# maintain lag if no blocks written yet
last_written_block = latest_block_number - 1
if last_written_block < (latest_block_number - BLOCK_NUMBER_LAG):
block_number = (
latest_block_number
if last_written_block is None
@ -57,20 +77,19 @@ def run():
logger.info(f"Writing block: {block_number}")
inspect_block(
inspect_db_session,
base_provider,
w3,
trace_classifier,
block_number,
trace_db_session=trace_db_session,
)
await inspector.inspect_single_block(block=block_number)
update_latest_block(inspect_db_session, block_number)
else:
time.sleep(5)
latest_block_number = get_latest_block_number(w3)
logger.info("Stopping...")
if healthcheck_url:
await ping_healthcheck_url(healthcheck_url)
else:
await asyncio.sleep(5)
async def ping_healthcheck_url(url):
async with aiohttp.ClientSession() as session:
async with session.get(url):
pass
if __name__ == "__main__":

2
mev
View File

@ -1,4 +1,4 @@
#!/bin/sh
#!/usr/bin/env bash
set -e

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@ -86,7 +86,7 @@ def _get_all_start_end_swaps(swaps: List[Swap]) -> List[Tuple[Swap, Swap]]:
- not swap[start].from_address in all_pool_addresses
- not swap[end].to_address in all_pool_addresses
"""
pool_addrs = [swap.pool_address for swap in swaps]
pool_addrs = [swap.contract_address for swap in swaps]
valid_start_ends: List[Tuple[Swap, Swap]] = []
for potential_start_swap in swaps:
for potential_end_swap in swaps:
@ -116,8 +116,8 @@ def _get_all_routes(
routes: List[List[Swap]] = []
for potential_next_swap in other_swaps:
if start_swap.token_out_address == potential_next_swap.token_in_address and (
start_swap.pool_address == potential_next_swap.from_address
or start_swap.to_address == potential_next_swap.pool_address
start_swap.contract_address == potential_next_swap.from_address
or start_swap.to_address == potential_next_swap.contract_address
or start_swap.to_address == potential_next_swap.from_address
):
remaining_swaps = [

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@ -1,7 +1,5 @@
import asyncio
import logging
import sys
from pathlib import Path
from typing import List, Optional
from sqlalchemy import orm
@ -11,15 +9,19 @@ from mev_inspect.fees import fetch_base_fee_per_gas
from mev_inspect.schemas.blocks import Block
from mev_inspect.schemas.receipts import Receipt
from mev_inspect.schemas.traces import Trace, TraceType
from mev_inspect.utils import hex_to_int
cache_directory = "./cache"
logging.basicConfig(stream=sys.stdout, level=logging.INFO)
logger = logging.getLogger(__name__)
def get_latest_block_number(w3: Web3) -> int:
return int(w3.eth.get_block("latest")["number"])
async def get_latest_block_number(base_provider) -> int:
latest_block = await base_provider.make_request(
"eth_getBlockByNumber",
["latest", False],
)
return hex_to_int(latest_block["result"]["number"])
async def create_from_block_number(
@ -65,6 +67,7 @@ async def _fetch_block(w3, base_provider, block_number: int, retries: int = 0) -
return Block(
block_number=block_number,
block_timestamp=block_json["timestamp"],
miner=block_json["miner"],
base_fee_per_gas=base_fee_per_gas,
traces=traces,
@ -76,11 +79,17 @@ def _find_block(
trace_db_session: orm.Session,
block_number: int,
) -> Optional[Block]:
block_timestamp = _find_block_timestamp(trace_db_session, block_number)
traces = _find_traces(trace_db_session, block_number)
receipts = _find_receipts(trace_db_session, block_number)
base_fee_per_gas = _find_base_fee(trace_db_session, block_number)
if traces is None or receipts is None or base_fee_per_gas is None:
if (
block_timestamp is None
or traces is None
or receipts is None
or base_fee_per_gas is None
):
return None
miner_address = _get_miner_address_from_traces(traces)
@ -90,6 +99,7 @@ def _find_block(
return Block(
block_number=block_number,
block_timestamp=block_timestamp,
miner=miner_address,
base_fee_per_gas=base_fee_per_gas,
traces=traces,
@ -97,6 +107,22 @@ def _find_block(
)
def _find_block_timestamp(
trace_db_session: orm.Session,
block_number: int,
) -> Optional[int]:
result = trace_db_session.execute(
"SELECT block_timestamp FROM block_timestamps WHERE block_number = :block_number",
params={"block_number": block_number},
).one_or_none()
if result is None:
return None
else:
(block_timestamp,) = result
return block_timestamp
def _find_traces(
trace_db_session: orm.Session,
block_number: int,
@ -165,17 +191,3 @@ def get_transaction_hashes(calls: List[Trace]) -> List[str]:
result.append(call.transaction_hash)
return result
def cache_block(cache_path: Path, block: Block):
write_mode = "w" if cache_path.is_file() else "x"
cache_path.parent.mkdir(parents=True, exist_ok=True)
with open(cache_path, mode=write_mode) as cache_file:
cache_file.write(block.json())
def _get_cache_path(block_number: int) -> Path:
cache_directory_path = Path(cache_directory)
return cache_directory_path / f"{block_number}.json"

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@ -0,0 +1,86 @@
from typing import Optional, List, Sequence
from mev_inspect.schemas.swaps import Swap
from mev_inspect.schemas.transfers import Transfer, ETH_TOKEN_ADDRESS
from mev_inspect.schemas.traces import DecodedCallTrace, ClassifiedTrace
def create_swap_from_transfers(
trace: DecodedCallTrace,
recipient_address: str,
prior_transfers: List[Transfer],
child_transfers: List[Transfer],
) -> Optional[Swap]:
pool_address = trace.to_address
transfers_to_pool = []
if trace.value is not None and trace.value > 0:
transfers_to_pool = [_build_eth_transfer(trace)]
if len(transfers_to_pool) == 0:
transfers_to_pool = _filter_transfers(prior_transfers, to_address=pool_address)
if len(transfers_to_pool) == 0:
transfers_to_pool = _filter_transfers(child_transfers, to_address=pool_address)
if len(transfers_to_pool) == 0:
return None
transfers_from_pool_to_recipient = _filter_transfers(
child_transfers, to_address=recipient_address, from_address=pool_address
)
if len(transfers_from_pool_to_recipient) != 1:
return None
transfer_in = transfers_to_pool[-1]
transfer_out = transfers_from_pool_to_recipient[0]
return Swap(
abi_name=trace.abi_name,
transaction_hash=trace.transaction_hash,
block_number=trace.block_number,
trace_address=trace.trace_address,
contract_address=pool_address,
protocol=trace.protocol,
from_address=transfer_in.from_address,
to_address=transfer_out.to_address,
token_in_address=transfer_in.token_address,
token_in_amount=transfer_in.amount,
token_out_address=transfer_out.token_address,
token_out_amount=transfer_out.amount,
error=trace.error,
)
def _build_eth_transfer(trace: ClassifiedTrace) -> Transfer:
return Transfer(
block_number=trace.block_number,
transaction_hash=trace.transaction_hash,
trace_address=trace.trace_address,
amount=trace.value,
to_address=trace.to_address,
from_address=trace.from_address,
token_address=ETH_TOKEN_ADDRESS,
)
def _filter_transfers(
transfers: Sequence[Transfer],
to_address: Optional[str] = None,
from_address: Optional[str] = None,
) -> List[Transfer]:
filtered_transfers = []
for transfer in transfers:
if to_address is not None and transfer.to_address != to_address:
continue
if from_address is not None and transfer.from_address != from_address:
continue
filtered_transfers.append(transfer)
return filtered_transfers

View File

@ -1,3 +1,6 @@
from typing import Optional, List
from mev_inspect.schemas.transfers import Transfer
from mev_inspect.schemas.swaps import Swap
from mev_inspect.schemas.traces import (
DecodedCallTrace,
Protocol,
@ -6,15 +9,25 @@ from mev_inspect.schemas.classifiers import (
ClassifierSpec,
SwapClassifier,
)
from mev_inspect.classifiers.helpers import create_swap_from_transfers
BALANCER_V1_POOL_ABI_NAME = "BPool"
class BalancerSwapClassifier(SwapClassifier):
@staticmethod
def get_swap_recipient(trace: DecodedCallTrace) -> str:
return trace.from_address
def parse_swap(
trace: DecodedCallTrace,
prior_transfers: List[Transfer],
child_transfers: List[Transfer],
) -> Optional[Swap]:
recipient_address = trace.from_address
swap = create_swap_from_transfers(
trace, recipient_address, prior_transfers, child_transfers
)
return swap
BALANCER_V1_SPECS = [

View File

@ -1,18 +1,32 @@
from typing import Optional, List
from mev_inspect.schemas.transfers import Transfer
from mev_inspect.schemas.swaps import Swap
from mev_inspect.schemas.traces import (
Protocol,
DecodedCallTrace,
)
from mev_inspect.schemas.classifiers import (
ClassifierSpec,
DecodedCallTrace,
SwapClassifier,
)
from mev_inspect.classifiers.helpers import create_swap_from_transfers
class CurveSwapClassifier(SwapClassifier):
@staticmethod
def get_swap_recipient(trace: DecodedCallTrace) -> str:
return trace.from_address
def parse_swap(
trace: DecodedCallTrace,
prior_transfers: List[Transfer],
child_transfers: List[Transfer],
) -> Optional[Swap]:
recipient_address = trace.from_address
swap = create_swap_from_transfers(
trace, recipient_address, prior_transfers, child_transfers
)
return swap
CURVE_BASE_POOLS = [

View File

@ -1,3 +1,6 @@
from typing import Optional, List
from mev_inspect.schemas.transfers import Transfer
from mev_inspect.schemas.swaps import Swap
from mev_inspect.schemas.traces import (
DecodedCallTrace,
Protocol,
@ -6,6 +9,7 @@ from mev_inspect.schemas.classifiers import (
ClassifierSpec,
SwapClassifier,
)
from mev_inspect.classifiers.helpers import create_swap_from_transfers
UNISWAP_V2_PAIR_ABI_NAME = "UniswapV2Pair"
@ -14,20 +18,34 @@ UNISWAP_V3_POOL_ABI_NAME = "UniswapV3Pool"
class UniswapV3SwapClassifier(SwapClassifier):
@staticmethod
def get_swap_recipient(trace: DecodedCallTrace) -> str:
if trace.inputs is not None and "recipient" in trace.inputs:
return trace.inputs["recipient"]
else:
return trace.from_address
def parse_swap(
trace: DecodedCallTrace,
prior_transfers: List[Transfer],
child_transfers: List[Transfer],
) -> Optional[Swap]:
recipient_address = trace.inputs.get("recipient", trace.from_address)
swap = create_swap_from_transfers(
trace, recipient_address, prior_transfers, child_transfers
)
return swap
class UniswapV2SwapClassifier(SwapClassifier):
@staticmethod
def get_swap_recipient(trace: DecodedCallTrace) -> str:
if trace.inputs is not None and "to" in trace.inputs:
return trace.inputs["to"]
else:
return trace.from_address
def parse_swap(
trace: DecodedCallTrace,
prior_transfers: List[Transfer],
child_transfers: List[Transfer],
) -> Optional[Swap]:
recipient_address = trace.inputs.get("to", trace.from_address)
swap = create_swap_from_transfers(
trace, recipient_address, prior_transfers, child_transfers
)
return swap
UNISWAP_V3_CONTRACT_SPECS = [
@ -127,7 +145,7 @@ UNISWAPPY_V2_PAIR_SPEC = ClassifierSpec(
},
)
UNISWAP_CLASSIFIER_SPECS = [
UNISWAP_CLASSIFIER_SPECS: List = [
*UNISWAP_V3_CONTRACT_SPECS,
*UNISWAPPY_V2_CONTRACT_SPECS,
*UNISWAP_V3_GENERAL_SPECS,

View File

@ -1,10 +1,58 @@
from typing import Optional, List, Tuple
from mev_inspect.schemas.transfers import Transfer
from mev_inspect.schemas.swaps import Swap
from mev_inspect.schemas.traces import (
DecodedCallTrace,
Protocol,
)
from mev_inspect.schemas.classifiers import (
ClassifierSpec,
SwapClassifier,
)
ANY_TAKER_ADDRESS = "0x0000000000000000000000000000000000000000"
RFQ_SIGNATURES = [
"fillRfqOrder((address,address,uint128,uint128,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)",
"_fillRfqOrder((address,address,uint128,uint128,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128,address,bool,address)",
]
LIMIT_SIGNATURES = [
"fillOrKillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)",
"fillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)",
"_fillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128,address,address)",
]
class ZeroExSwapClassifier(SwapClassifier):
@staticmethod
def parse_swap(
trace: DecodedCallTrace,
prior_transfers: List[Transfer],
child_transfers: List[Transfer],
) -> Optional[Swap]:
token_in_address, token_in_amount = _get_0x_token_in_data(
trace, child_transfers
)
token_out_address, token_out_amount = _get_0x_token_out_data(trace)
return Swap(
abi_name=trace.abi_name,
transaction_hash=trace.transaction_hash,
block_number=trace.block_number,
trace_address=trace.trace_address,
contract_address=trace.to_address,
protocol=Protocol.zero_ex,
from_address=trace.from_address,
to_address=trace.to_address,
token_in_address=token_in_address,
token_in_amount=token_in_amount,
token_out_address=token_out_address,
token_out_amount=token_out_amount,
error=trace.error,
)
ZEROX_CONTRACT_SPECS = [
ClassifierSpec(
@ -122,6 +170,14 @@ ZEROX_GENERIC_SPECS = [
ClassifierSpec(
abi_name="INativeOrdersFeature",
protocol=Protocol.zero_ex,
valid_contract_addresses=["0xdef1c0ded9bec7f1a1670819833240f027b25eff"],
classifiers={
"fillOrKillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)": ZeroExSwapClassifier,
"fillRfqOrder((address,address,uint128,uint128,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)": ZeroExSwapClassifier,
"fillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)": ZeroExSwapClassifier,
"_fillRfqOrder((address,address,uint128,uint128,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128,address,bool,address)": ZeroExSwapClassifier,
"_fillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128,address,address)": ZeroExSwapClassifier,
},
),
ClassifierSpec(
abi_name="IOtcOrdersFeature",
@ -166,3 +222,57 @@ ZEROX_GENERIC_SPECS = [
]
ZEROX_CLASSIFIER_SPECS = ZEROX_CONTRACT_SPECS + ZEROX_GENERIC_SPECS
def _get_taker_token_in_amount(
taker_address: str, token_in_address: str, child_transfers: List[Transfer]
) -> int:
if len(child_transfers) != 2:
raise ValueError(
f"A settled order should consist of 2 child transfers, not {len(child_transfers)}."
)
if taker_address == ANY_TAKER_ADDRESS:
for transfer in child_transfers:
if transfer.token_address == token_in_address:
return transfer.amount
else:
for transfer in child_transfers:
if transfer.to_address == taker_address:
return transfer.amount
return 0
def _get_0x_token_in_data(
trace: DecodedCallTrace, child_transfers: List[Transfer]
) -> Tuple[str, int]:
order: List = trace.inputs["order"]
token_in_address = order[0]
if trace.function_signature in RFQ_SIGNATURES:
taker_address = order[5]
elif trace.function_signature in LIMIT_SIGNATURES:
taker_address = order[6]
else:
raise RuntimeError(
f"0x orderbook function {trace.function_signature} is not supported"
)
token_in_amount = _get_taker_token_in_amount(
taker_address, token_in_address, child_transfers
)
return token_in_address, token_in_amount
def _get_0x_token_out_data(trace: DecodedCallTrace) -> Tuple[str, int]:
order: List = trace.inputs["order"]
token_out_address = order[1]
token_out_amount = trace.inputs["takerTokenFillAmount"]
return token_out_address, token_out_amount

View File

@ -0,0 +1,22 @@
import asyncio
import signal
from functools import wraps
def coro(f):
@wraps(f)
def wrapper(*args, **kwargs):
loop = asyncio.get_event_loop()
def cancel_task_callback():
for task in asyncio.all_tasks():
task.cancel()
for sig in (signal.SIGINT, signal.SIGTERM):
loop.add_signal_handler(sig, cancel_task_callback)
try:
loop.run_until_complete(f(*args, **kwargs))
finally:
loop.run_until_complete(loop.shutdown_asyncgens())
return wrapper

View File

@ -0,0 +1,26 @@
from mev_inspect.schemas.blocks import Block
def delete_block(
db_session,
block_number: int,
) -> None:
db_session.execute(
"DELETE FROM blocks WHERE block_number = :block_number",
params={"block_number": block_number},
)
db_session.commit()
def write_block(
db_session,
block: Block,
) -> None:
db_session.execute(
"INSERT INTO blocks (block_number, block_timestamp) VALUES (:block_number, :block_timestamp)",
params={
"block_number": block.block_number,
"block_timestamp": block.block_timestamp,
},
)
db_session.commit()

View File

@ -11,6 +11,7 @@ from mev_inspect.crud.arbitrages import (
delete_arbitrages_for_block,
write_arbitrages,
)
from mev_inspect.crud.punks import (
delete_punk_snipes_for_block,
write_punk_snipes,
@ -18,6 +19,11 @@ from mev_inspect.crud.punks import (
write_punk_bids,
delete_punk_bid_acceptances_for_block,
write_punk_bid_acceptances,
from mev_inspect.crud.blocks import (
delete_block,
write_block,
)
from mev_inspect.crud.traces import (
delete_classified_traces_for_block,
@ -48,7 +54,7 @@ async def inspect_block(
inspect_db_session: orm.Session,
base_provider,
w3: Web3,
trace_clasifier: TraceClassifier,
trace_classifier: TraceClassifier,
block_number: int,
trace_db_session: Optional[orm.Session],
should_write_classified_traces: bool = True,
@ -62,12 +68,15 @@ async def inspect_block(
logger.info(f"Block: {block_number} -- Total traces: {len(block.traces)}")
delete_block(inspect_db_session, block_number)
write_block(inspect_db_session, block)
total_transactions = len(
set(t.transaction_hash for t in block.traces if t.transaction_hash is not None)
)
logger.info(f"Block: {block_number} -- Total transactions: {total_transactions}")
classified_traces = trace_clasifier.classify(block.traces)
classified_traces = trace_classifier.classify(block.traces)
logger.info(
f"Block: {block_number} -- Returned {len(classified_traces)} classified traces"
)

View File

@ -1,19 +1,18 @@
import asyncio
import logging
import sys
import traceback
from asyncio import CancelledError
from typing import Optional
from sqlalchemy import orm
from web3 import Web3
from web3.eth import AsyncEth
from mev_inspect.block import create_from_block_number
from mev_inspect.classifiers.trace import TraceClassifier
from mev_inspect.db import get_inspect_session, get_trace_session
from mev_inspect.inspect_block import inspect_block
from mev_inspect.provider import get_base_provider
logging.basicConfig(stream=sys.stdout, level=logging.INFO)
logger = logging.getLogger(__name__)
@ -21,11 +20,13 @@ class MEVInspector:
def __init__(
self,
rpc: str,
inspect_db_session: orm.Session,
trace_db_session: Optional[orm.Session],
max_concurrency: int = 1,
request_timeout: int = 300,
):
self.inspect_db_session = get_inspect_session()
self.trace_db_session = get_trace_session()
self.inspect_db_session = inspect_db_session
self.trace_db_session = trace_db_session
self.base_provider = get_base_provider(rpc, request_timeout=request_timeout)
self.w3 = Web3(self.base_provider, modules={"eth": (AsyncEth,)}, middlewares=[])
self.trace_classifier = TraceClassifier()

View File

@ -11,7 +11,7 @@ class SwapModel(Base):
block_number = Column(Numeric, nullable=False)
trace_address = Column(ARRAY(Integer), nullable=False)
protocol = Column(String, nullable=True)
pool_address = Column(String, nullable=False)
contract_address = Column(String, nullable=False)
from_address = Column(String, nullable=False)
to_address = Column(String, nullable=False)
token_in_address = Column(String, nullable=False)

View File

@ -1,7 +1,6 @@
import asyncio
import logging
import random
import sys
from typing import (
Any,
Callable,
@ -39,7 +38,6 @@ aiohttp_exceptions = (
ClientResponseError,
)
logging.basicConfig(stream=sys.stdout, level=logging.INFO)
logger = logging.getLogger(__name__)

View File

@ -38,6 +38,7 @@ class CallAction(Web3Model):
class Block(Web3Model):
block_number: int
block_timestamp: int
miner: str
base_fee_per_gas: int
traces: List[Trace]

View File

@ -5,6 +5,7 @@ from pydantic import BaseModel
from .traces import Classification, DecodedCallTrace, Protocol
from .transfers import Transfer
from .swaps import Swap
class Classifier(ABC):
@ -32,7 +33,11 @@ class SwapClassifier(Classifier):
@staticmethod
@abstractmethod
def get_swap_recipient(trace: DecodedCallTrace) -> str:
def parse_swap(
trace: DecodedCallTrace,
prior_transfers: List[Transfer],
child_transfers: List[Transfer],
) -> Optional[Swap]:
raise NotImplementedError()

View File

@ -10,7 +10,7 @@ class Swap(BaseModel):
transaction_hash: str
block_number: int
trace_address: List[int]
pool_address: str
contract_address: str
from_address: str
to_address: str
token_in_address: str

View File

@ -11,10 +11,8 @@ from mev_inspect.schemas.swaps import Swap
from mev_inspect.schemas.transfers import Transfer
from mev_inspect.traces import get_traces_by_transaction_hash
from mev_inspect.transfers import (
build_eth_transfer,
get_child_transfers,
get_transfer,
filter_transfers,
remove_child_transfers_of_transfers,
)
@ -67,56 +65,8 @@ def _parse_swap(
prior_transfers: List[Transfer],
child_transfers: List[Transfer],
) -> Optional[Swap]:
pool_address = trace.to_address
recipient_address = _get_recipient_address(trace)
if recipient_address is None:
return None
transfers_to_pool = []
if trace.value is not None and trace.value > 0:
transfers_to_pool = [build_eth_transfer(trace)]
if len(transfers_to_pool) == 0:
transfers_to_pool = filter_transfers(prior_transfers, to_address=pool_address)
if len(transfers_to_pool) == 0:
transfers_to_pool = filter_transfers(child_transfers, to_address=pool_address)
if len(transfers_to_pool) == 0:
return None
transfers_from_pool_to_recipient = filter_transfers(
child_transfers, to_address=recipient_address, from_address=pool_address
)
if len(transfers_from_pool_to_recipient) != 1:
return None
transfer_in = transfers_to_pool[-1]
transfer_out = transfers_from_pool_to_recipient[0]
return Swap(
abi_name=trace.abi_name,
transaction_hash=trace.transaction_hash,
block_number=trace.block_number,
trace_address=trace.trace_address,
pool_address=pool_address,
protocol=trace.protocol,
from_address=transfer_in.from_address,
to_address=transfer_out.to_address,
token_in_address=transfer_in.token_address,
token_in_amount=transfer_in.amount,
token_out_address=transfer_out.token_address,
token_out_amount=transfer_out.amount,
error=trace.error,
)
def _get_recipient_address(trace: DecodedCallTrace) -> Optional[str]:
classifier = get_classifier(trace)
if classifier is not None and issubclass(classifier, SwapClassifier):
return classifier.get_swap_recipient(trace)
return classifier.parse_swap(trace, prior_transfers, child_transfers)
return None

242
poetry.lock generated
View File

@ -1,21 +1,33 @@
[[package]]
name = "aiohttp"
version = "3.7.4.post0"
version = "3.8.0"
description = "Async http client/server framework (asyncio)"
category = "main"
optional = false
python-versions = ">=3.6"
[package.dependencies]
async-timeout = ">=3.0,<4.0"
aiosignal = ">=1.1.2"
async-timeout = ">=4.0.0a3,<5.0"
attrs = ">=17.3.0"
chardet = ">=2.0,<5.0"
charset-normalizer = ">=2.0,<3.0"
frozenlist = ">=1.1.1"
multidict = ">=4.5,<7.0"
typing-extensions = ">=3.6.5"
yarl = ">=1.0,<2.0"
[package.extras]
speedups = ["aiodns", "brotlipy", "cchardet"]
speedups = ["aiodns", "brotli", "cchardet"]
[[package]]
name = "aiosignal"
version = "1.2.0"
description = "aiosignal: a list of registered asynchronous callbacks"
category = "main"
optional = false
python-versions = ">=3.6"
[package.dependencies]
frozenlist = ">=1.1.0"
[[package]]
name = "alembic"
@ -45,11 +57,14 @@ wrapt = ">=1.11,<1.13"
[[package]]
name = "async-timeout"
version = "3.0.1"
version = "4.0.0"
description = "Timeout context manager for asyncio programs"
category = "main"
optional = false
python-versions = ">=3.5.3"
python-versions = ">=3.6"
[package.dependencies]
typing-extensions = ">=3.6.5"
[[package]]
name = "atomicwrites"
@ -128,14 +143,6 @@ category = "dev"
optional = false
python-versions = ">=3.6.1"
[[package]]
name = "chardet"
version = "4.0.0"
description = "Universal encoding detector for Python 2 and 3"
category = "main"
optional = false
python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*"
[[package]]
name = "charset-normalizer"
version = "2.0.4"
@ -368,6 +375,14 @@ category = "dev"
optional = false
python-versions = "*"
[[package]]
name = "frozenlist"
version = "1.2.0"
description = "A list-like structure which implements collections.abc.MutableSequence"
category = "main"
optional = false
python-versions = ">=3.6"
[[package]]
name = "greenlet"
version = "1.1.1"
@ -1017,47 +1032,86 @@ multidict = ">=4.0"
[metadata]
lock-version = "1.1"
python-versions = "^3.9"
content-hash = "baade6f62f3adaff192b2c85b4f602f4990b9b99d6fcce904aeb5087b6fa1921"
content-hash = "03aa2d5981665ade1b81682c1e797a06b56c5fb68d61ae69fd2f1e95bd32cfb6"
[metadata.files]
aiohttp = [
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greenlet = [
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View File

@ -11,6 +11,7 @@ pydantic = "^1.8.2"
hexbytes = "^0.2.1"
click = "^8.0.1"
psycopg2 = "^2.9.1"
aiohttp = "^3.8.0"
[tool.poetry.dev-dependencies]
pre-commit = "^2.13.0"

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@ -44,7 +44,7 @@ def make_swap_trace(
transaction_hash: str,
trace_address: List[int],
from_address: str,
pool_address: str,
contract_address: str,
abi_name: str,
function_signature: str,
protocol: Optional[Protocol],
@ -60,7 +60,7 @@ def make_swap_trace(
subtraces=0,
classification=Classification.swap,
from_address=from_address,
to_address=pool_address,
to_address=contract_address,
function_name="swap",
function_signature=function_signature,
inputs={recipient_input_key: recipient_address},

129
tests/test_0x.py Normal file
View File

@ -0,0 +1,129 @@
from mev_inspect.schemas.swaps import Swap
from mev_inspect.swaps import get_swaps
from mev_inspect.schemas.traces import Protocol
from mev_inspect.classifiers.trace import TraceClassifier
from tests.utils import load_test_block
def test_fillLimitOrder_swap():
transaction_hash = (
"0xa043976d736ec8dc930c0556dffd0a86a4bfc80bf98fb7995c791fb4dc488b5d"
)
block_number = 13666312
swap = Swap(
abi_name="INativeOrdersFeature",
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[0, 2, 0, 1],
contract_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
from_address="0x00000000000e1d0dabf7b7c7b68866fc940d0db8",
to_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
token_in_address="0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
token_in_amount=35000000000000000000,
token_out_address="0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
token_out_amount=143949683150,
protocol=Protocol.zero_ex,
error=None,
)
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_swaps(classified_traces)
assert result.count(swap) == 1
def test__fillLimitOrder_swap():
transaction_hash = (
"0x9255addffa2dbeb9560c5e20e78a78c949488d2054c70b2155c39f9e28394cbf"
)
block_number = 13666184
swap = Swap(
abi_name="INativeOrdersFeature",
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[0, 1],
contract_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
from_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
to_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
token_in_address="0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
token_in_amount=30000000,
token_out_address="0x9ff79c75ae2bcbe0ec63c0375a3ec90ff75bbe0f",
token_out_amount=100000001,
protocol=Protocol.zero_ex,
error=None,
)
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_swaps(classified_traces)
assert result.count(swap) == 1
def test_RfqLimitOrder_swap():
transaction_hash = (
"0x1c948eb7c59ddbe6b916cf68f5df86eb44a7c9e728221fcd8ab750f137fd2a0f"
)
block_number = 13666326
swap = Swap(
abi_name="INativeOrdersFeature",
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[0, 1, 13, 0, 1],
contract_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
from_address="0xdef171fe48cf0115b1d80b88dc8eab59176fee57",
to_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
token_in_address="0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
token_in_amount=288948250430,
token_out_address="0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
token_out_amount=70500000000000000000,
protocol=Protocol.zero_ex,
error=None,
)
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_swaps(classified_traces)
assert result.count(swap) == 1
def test__RfqLimitOrder_swap():
transaction_hash = (
"0x4f66832e654f8a4d773d9769571155df3722401343247376d6bb56626db29b90"
)
block_number = 13666363
swap = Swap(
abi_name="INativeOrdersFeature",
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[1, 0, 1, 0, 1],
contract_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
from_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
to_address="0xdef1c0ded9bec7f1a1670819833240f027b25eff",
token_in_address="0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
token_in_amount=979486121594935552,
token_out_address="0x95ad61b0a150d79219dcf64e1e6cc01f0b64c4ce",
token_out_amount=92404351093861841165644172,
protocol=Protocol.zero_ex,
error=None,
)
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_swaps(classified_traces)
assert result.count(swap) == 1

View File

@ -8,8 +8,8 @@ from .utils import load_test_block
def test_arbitrage_real_block():
block = load_test_block(12914944)
trace_clasifier = TraceClassifier()
classified_traces = trace_clasifier.classify(block.traces)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
swaps = get_swaps(classified_traces)
assert len(swaps) == 51

View File

@ -32,7 +32,7 @@ def test_two_pool_arbitrage(get_transaction_hashes, get_addresses):
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[0],
pool_address=first_pool_address,
contract_address=first_pool_address,
from_address=account_address,
to_address=second_pool_address,
token_in_address=first_token_address,
@ -45,7 +45,7 @@ def test_two_pool_arbitrage(get_transaction_hashes, get_addresses):
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[1],
pool_address=second_pool_address,
contract_address=second_pool_address,
from_address=first_pool_address,
to_address=account_address,
token_in_address=second_token_address,
@ -60,7 +60,7 @@ def test_two_pool_arbitrage(get_transaction_hashes, get_addresses):
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[2, 0],
pool_address=unrelated_pool_address,
contract_address=unrelated_pool_address,
from_address=account_address,
to_address=account_address,
token_in_address=second_token_address,
@ -113,7 +113,7 @@ def test_three_pool_arbitrage(get_transaction_hashes, get_addresses):
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[0],
pool_address=first_pool_address,
contract_address=first_pool_address,
from_address=account_address,
to_address=second_pool_address,
token_in_address=first_token_address,
@ -126,7 +126,7 @@ def test_three_pool_arbitrage(get_transaction_hashes, get_addresses):
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[1],
pool_address=second_pool_address,
contract_address=second_pool_address,
from_address=first_pool_address,
to_address=third_pool_address,
token_in_address=second_token_address,
@ -139,7 +139,7 @@ def test_three_pool_arbitrage(get_transaction_hashes, get_addresses):
transaction_hash=transaction_hash,
block_number=block_number,
trace_address=[2],
pool_address=third_pool_address,
contract_address=third_pool_address,
from_address=second_pool_address,
to_address=account_address,
token_in_address=third_token_address,
@ -220,7 +220,7 @@ def create_generic_swap(
transaction_hash="0xfake",
block_number=0,
trace_address=trace_address,
pool_address="0xfake",
contract_address="0xfake",
from_address="0xfake",
to_address="0xfake",
token_in_address=tok_a,

View File

@ -63,7 +63,7 @@ def test_swaps(
first_transaction_hash,
trace_address=[1],
from_address=alice_address,
pool_address=first_pool_address,
contract_address=first_pool_address,
abi_name=UNISWAP_V2_PAIR_ABI_NAME,
protocol=None,
function_signature="swap(uint256,uint256,address,bytes)",
@ -84,7 +84,7 @@ def test_swaps(
second_transaction_hash,
trace_address=[],
from_address=bob_address,
pool_address=second_pool_address,
contract_address=second_pool_address,
abi_name=UNISWAP_V3_POOL_ABI_NAME,
protocol=None,
function_signature="swap(address,bool,int256,uint160,bytes)",
@ -132,7 +132,7 @@ def test_swaps(
third_transaction_hash,
trace_address=[6],
from_address=bob_address,
pool_address=third_pool_address,
contract_address=third_pool_address,
abi_name=BALANCER_V1_POOL_ABI_NAME,
protocol=Protocol.balancer_v1,
function_signature="swapExactAmountIn(address,uint256,address,uint256,uint256)",
@ -160,7 +160,7 @@ def test_swaps(
assert uni_v2_swap.block_number == block_number
assert uni_v2_swap.trace_address == [1]
assert uni_v2_swap.protocol is None
assert uni_v2_swap.pool_address == first_pool_address
assert uni_v2_swap.contract_address == first_pool_address
assert uni_v2_swap.from_address == alice_address
assert uni_v2_swap.to_address == bob_address
assert uni_v2_swap.token_in_address == first_token_in_address
@ -173,7 +173,7 @@ def test_swaps(
assert uni_v3_swap.block_number == block_number
assert uni_v3_swap.trace_address == []
assert uni_v3_swap.protocol is None
assert uni_v3_swap.pool_address == second_pool_address
assert uni_v3_swap.contract_address == second_pool_address
assert uni_v3_swap.from_address == bob_address
assert uni_v3_swap.to_address == carl_address
assert uni_v3_swap.token_in_address == second_token_in_address
@ -186,7 +186,7 @@ def test_swaps(
assert bal_v1_swap.block_number == block_number
assert bal_v1_swap.trace_address == [6]
assert bal_v1_swap.protocol == Protocol.balancer_v1
assert bal_v1_swap.pool_address == third_pool_address
assert bal_v1_swap.contract_address == third_pool_address
assert bal_v1_swap.from_address == bob_address
assert bal_v1_swap.to_address == bob_address
assert bal_v1_swap.token_in_address == third_token_in_address

View File

@ -14,7 +14,7 @@ def load_test_block(block_number: int) -> Block:
with open(block_path, "r") as block_file:
block_json = json.load(block_file)
return Block(**block_json)
return Block(**block_json, block_timestamp=0)
def load_comp_markets() -> Dict[str, str]: