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Support for Cream markets + tests (#104)

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* Support for Cream markets + test

* fixes for WETH/underlying_markets

* has_liquidations helper
This commit is contained in:
Taarush Vemulapalli 2021-10-16 13:13:39 -04:00 committed by GitHub
parent c6c45b4ab0
commit 90afc1b905
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GPG Key ID: 4AEE18F83AFDEB23
11 changed files with 259 additions and 37 deletions
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1
mev_inspect/abis/cream/CEther.json Normal file
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1
mev_inspect/abis/cream/CToken.json Normal file
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mev_inspect/abis/cream/Comptroller.json Normal file
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139
mev_inspect/classifiers/specs/compound.py
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@ -10,6 +10,17 @@ from mev_inspect.schemas.classifiers import (
COMPOUND_V2_CETH_SPEC = ClassifierSpec(
abi_name="CEther",
protocol=Protocol.compound_v2,
valid_contract_addresses=["0x4ddc2d193948926d02f9b1fe9e1daa0718270ed5"],
classifiers={
"liquidateBorrow(address,address)": LiquidationClassifier,
"seize(address,address,uint256)": SeizeClassifier,
},
)
CREAM_CETH_SPEC = ClassifierSpec(
abi_name="CEther",
protocol=Protocol.cream,
valid_contract_addresses=["0xD06527D5e56A3495252A528C4987003b712860eE"],
classifiers={
"liquidateBorrow(address,address)": LiquidationClassifier,
"seize(address,address,uint256)": SeizeClassifier,
@ -19,10 +30,136 @@ COMPOUND_V2_CETH_SPEC = ClassifierSpec(
COMPOUND_V2_CTOKEN_SPEC = ClassifierSpec(
abi_name="CToken",
protocol=Protocol.compound_v2,
valid_contract_addresses=[
"0x6c8c6b02e7b2be14d4fa6022dfd6d75921d90e4e",
"0x5d3a536e4d6dbd6114cc1ead35777bab948e3643",
"0x158079ee67fce2f58472a96584a73c7ab9ac95c1",
"0x39aa39c021dfbae8fac545936693ac917d5e7563",
"0xf650c3d88d12db855b8bf7d11be6c55a4e07dcc9",
"0xc11b1268c1a384e55c48c2391d8d480264a3a7f4",
"0xb3319f5d18bc0d84dd1b4825dcde5d5f7266d407",
"0xf5dce57282a584d2746faf1593d3121fcac444dc",
"0x35a18000230da775cac24873d00ff85bccded550",
"0x70e36f6bf80a52b3b46b3af8e106cc0ed743e8e4",
"0xccf4429db6322d5c611ee964527d42e5d685dd6a",
"0x12392f67bdf24fae0af363c24ac620a2f67dad86",
"0xface851a4921ce59e912d19329929ce6da6eb0c7",
"0x95b4ef2869ebd94beb4eee400a99824bf5dc325b",
"0x4b0181102a0112a2ef11abee5563bb4a3176c9d7",
"0xe65cdb6479bac1e22340e4e755fae7e509ecd06c",
"0x80a2ae356fc9ef4305676f7a3e2ed04e12c33946",
],
classifiers={
"liquidateBorrow(address,uint256,address)": LiquidationClassifier,
"seize(address,address,uint256)": SeizeClassifier,
},
)
COMPOUND_CLASSIFIER_SPECS = [COMPOUND_V2_CETH_SPEC, COMPOUND_V2_CTOKEN_SPEC]
CREAM_CTOKEN_SPEC = ClassifierSpec(
abi_name="CToken",
protocol=Protocol.cream,
valid_contract_addresses=[
"0xd06527d5e56a3495252a528c4987003b712860ee",
"0x51f48b638f82e8765f7a26373a2cb4ccb10c07af",
"0x44fbebd2f576670a6c33f6fc0b00aa8c5753b322",
"0xcbae0a83f4f9926997c8339545fb8ee32edc6b76",
"0xce4fe9b4b8ff61949dcfeb7e03bc9faca59d2eb3",
"0x19d1666f543d42ef17f66e376944a22aea1a8e46",
"0x9baf8a5236d44ac410c0186fe39178d5aad0bb87",
"0x797aab1ce7c01eb727ab980762ba88e7133d2157",
"0x892b14321a4fcba80669ae30bd0cd99a7ecf6ac0",
"0x697256caa3ccafd62bb6d3aa1c7c5671786a5fd9",
"0x8b86e0598616a8d4f1fdae8b59e55fb5bc33d0d6",
"0xc7fd8dcee4697ceef5a2fd4608a7bd6a94c77480",
"0x17107f40d70f4470d20cb3f138a052cae8ebd4be",
"0x1ff8cdb51219a8838b52e9cac09b71e591bc998e",
"0x3623387773010d9214b10c551d6e7fc375d31f58",
"0x4ee15f44c6f0d8d1136c83efd2e8e4ac768954c6",
"0x338286c0bc081891a4bda39c7667ae150bf5d206",
"0x10fdbd1e48ee2fd9336a482d746138ae19e649db",
"0x01da76dea59703578040012357b81ffe62015c2d",
"0xef58b2d5a1b8d3cde67b8ab054dc5c831e9bc025",
"0xe89a6d0509faf730bd707bf868d9a2a744a363c7",
"0xeff039c3c1d668f408d09dd7b63008622a77532c",
"0x22b243b96495c547598d9042b6f94b01c22b2e9e",
"0x8b3ff1ed4f36c2c2be675afb13cc3aa5d73685a5",
"0x2a537fa9ffaea8c1a41d3c2b68a9cb791529366d",
"0x7ea9c63e216d5565c3940a2b3d150e59c2907db3",
"0x3225e3c669b39c7c8b3e204a8614bb218c5e31bc",
"0xf55bbe0255f7f4e70f63837ff72a577fbddbe924",
"0x903560b1cce601794c584f58898da8a8b789fc5d",
"0x054b7ed3f45714d3091e82aad64a1588dc4096ed",
"0xd5103afcd0b3fa865997ef2984c66742c51b2a8b",
"0xfd609a03b393f1a1cfcacedabf068cad09a924e2",
"0xd692ac3245bb82319a31068d6b8412796ee85d2c",
"0x92b767185fb3b04f881e3ac8e5b0662a027a1d9f",
"0x10a3da2bb0fae4d591476fd97d6636fd172923a8",
"0x3c6c553a95910f9fc81c98784736bd628636d296",
"0x21011bc93d9e515b9511a817a1ed1d6d468f49fc",
"0x85759961b116f1d36fd697855c57a6ae40793d9b",
"0x7c3297cfb4c4bbd5f44b450c0872e0ada5203112",
"0x7aaa323d7e398be4128c7042d197a2545f0f1fea",
"0x011a014d5e8eb4771e575bb1000318d509230afa",
"0xe6c3120f38f56deb38b69b65cc7dcaf916373963",
"0x4fe11bc316b6d7a345493127fbe298b95adaad85",
"0xcd22c4110c12ac41acefa0091c432ef44efaafa0",
"0x228619cca194fbe3ebeb2f835ec1ea5080dafbb2",
"0x73f6cba38922960b7092175c0add22ab8d0e81fc",
"0x38f27c03d6609a86ff7716ad03038881320be4ad",
"0x5ecad8a75216cea7dff978525b2d523a251eea92",
"0x5c291bc83d15f71fb37805878161718ea4b6aee9",
"0x6ba0c66c48641e220cf78177c144323b3838d375",
"0xd532944df6dfd5dd629e8772f03d4fc861873abf",
"0x197070723ce0d3810a0e47f06e935c30a480d4fc",
"0xc25eae724f189ba9030b2556a1533e7c8a732e14",
"0x25555933a8246ab67cbf907ce3d1949884e82b55",
"0xc68251421edda00a10815e273fa4b1191fac651b",
"0x65883978ada0e707c3b2be2a6825b1c4bdf76a90",
"0x8b950f43fcac4931d408f1fcda55c6cb6cbf3096",
"0x59089279987dd76fc65bf94cb40e186b96e03cb3",
"0x2db6c82ce72c8d7d770ba1b5f5ed0b6e075066d6",
"0xb092b4601850e23903a42eacbc9d8a0eec26a4d5",
"0x081fe64df6dc6fc70043aedf3713a3ce6f190a21",
"0x1d0986fb43985c88ffa9ad959cc24e6a087c7e35",
"0xc36080892c64821fa8e396bc1bd8678fa3b82b17",
"0x8379baa817c5c5ab929b03ee8e3c48e45018ae41",
"0x299e254a8a165bbeb76d9d69305013329eea3a3b",
"0xf8445c529d363ce114148662387eba5e62016e20",
"0x28526bb33d7230e65e735db64296413731c5402e",
"0x45406ba53bb84cd32a58e7098a2d4d1b11b107f6",
"0x6d1b9e01af17dd08d6dec08e210dfd5984ff1c20",
"0x1f9b4756b008106c806c7e64322d7ed3b72cb284",
"0xab10586c918612ba440482db77549d26b7abf8f7",
"0xdfff11dfe6436e42a17b86e7f419ac8292990393",
"0xdbb5e3081def4b6cdd8864ac2aeda4cbf778fecf",
"0x71cefcd324b732d4e058afacba040d908c441847",
"0x1a122348b73b58ea39f822a89e6ec67950c2bbd0",
"0x523effc8bfefc2948211a05a905f761cba5e8e9e",
"0x4202d97e00b9189936edf37f8d01cff88bdd81d4",
"0x4baa77013ccd6705ab0522853cb0e9d453579dd4",
"0x98e329eb5aae2125af273102f3440de19094b77c",
"0x8c3b7a4320ba70f8239f83770c4015b5bc4e6f91",
"0xe585c76573d7593abf21537b607091f76c996e73",
"0x81e346729723c4d15d0fb1c5679b9f2926ff13c6",
"0x766175eac1a99c969ddd1ebdbe7e270d508d8fff",
"0xd7394428536f63d5659cc869ef69d10f9e66314b",
"0x1241b10e7ea55b22f5b2d007e8fecdf73dcff999",
"0x2a867fd776b83e1bd4e13c6611afd2f6af07ea6d",
"0x250fb308199fe8c5220509c1bf83d21d60b7f74a",
"0x4112a717edd051f77d834a6703a1ef5e3d73387f",
"0xf04ce2e71d32d789a259428ddcd02d3c9f97fb4e",
"0x89e42987c39f72e2ead95a8a5bc92114323d5828",
"0x58da9c9fc3eb30abbcbbab5ddabb1e6e2ef3d2ef",
],
classifiers={
"liquidateBorrow(address,uint256,address)": LiquidationClassifier,
"seize(address,address,uint256)": SeizeClassifier,
},
)
COMPOUND_CLASSIFIER_SPECS = [
COMPOUND_V2_CETH_SPEC,
COMPOUND_V2_CTOKEN_SPEC,
CREAM_CETH_SPEC,
CREAM_CTOKEN_SPEC,
]

67
mev_inspect/compound_liquidations.py
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@ -9,34 +9,44 @@ from mev_inspect.schemas.classified_traces import (
)
from mev_inspect.schemas.liquidations import Liquidation
from mev_inspect.classifiers.specs import WETH_ADDRESS
from mev_inspect.abi import get_raw_abi
from mev_inspect.transfers import ETH_TOKEN_ADDRESS
V2_COMPTROLLER_ADDRESS = "0x3d9819210A31b4961b30EF54bE2aeD79B9c9Cd3B"
V2_C_ETHER = "0x4Ddc2D193948926D02f9B1fE9e1daa0718270ED5"
CREAM_COMPTROLLER_ADDRESS = "0x3d5BC3c8d13dcB8bF317092d84783c2697AE9258"
CREAM_CR_ETHER = "0xD06527D5e56A3495252A528C4987003b712860eE"
# helper, only queried once in the beginning (inspect_block)
def fetch_all_comp_markets(w3: Web3) -> Dict[str, str]:
c_token_mapping = {}
comp_v2_comptroller_abi = get_raw_abi("Comptroller", Protocol.compound_v2)
comptroller_instance = w3.eth.contract(
address=V2_COMPTROLLER_ADDRESS, abi=comp_v2_comptroller_abi
)
def fetch_all_underlying_markets(w3: Web3, protocol: Protocol) -> Dict[str, str]:
if protocol == Protocol.compound_v2:
c_ether = V2_C_ETHER
address = V2_COMPTROLLER_ADDRESS
elif protocol == Protocol.cream:
c_ether = CREAM_CR_ETHER
address = CREAM_COMPTROLLER_ADDRESS
else:
raise ValueError(f"No Comptroller found for {protocol}")
token_mapping = {}
comptroller_abi = get_raw_abi("Comptroller", Protocol.compound_v2)
comptroller_instance = w3.eth.contract(address=address, abi=comptroller_abi)
markets = comptroller_instance.functions.getAllMarkets().call()
comp_v2_ctoken_abi = get_raw_abi("CToken", Protocol.compound_v2)
for c_token in markets:
token_abi = get_raw_abi("CToken", Protocol.compound_v2)
for token in markets:
# make an exception for cETH (as it has no .underlying())
if c_token != V2_C_ETHER:
ctoken_instance = w3.eth.contract(address=c_token, abi=comp_v2_ctoken_abi)
underlying_token = ctoken_instance.functions.underlying().call()
c_token_mapping[
c_token.lower()
if token != c_ether:
token_instance = w3.eth.contract(address=token, abi=token_abi)
underlying_token = token_instance.functions.underlying().call()
token_mapping[
token.lower()
] = underlying_token.lower() # make k:v lowercase for consistancy
return c_token_mapping
return token_mapping
def get_compound_liquidations(
traces: List[ClassifiedTrace], collateral_by_c_token_address: Dict[str, str]
traces: List[ClassifiedTrace],
collateral_by_c_token_address: Dict[str, str],
collateral_by_cr_token_address: Dict[str, str],
) -> List[Liquidation]:
"""Inspect list of classified traces and identify liquidation"""
@ -45,7 +55,10 @@ def get_compound_liquidations(
for trace in traces:
if (
trace.classification == Classification.liquidate
and trace.protocol == Protocol.compound_v2
and (
trace.protocol == Protocol.compound_v2
or trace.protocol == Protocol.cream
)
and trace.inputs is not None
and trace.to_address is not None
):
@ -54,17 +67,27 @@ def get_compound_liquidations(
trace.transaction_hash, trace.trace_address, traces
)
seize_trace = _get_seize_call(child_traces)
if seize_trace is not None and seize_trace.inputs is not None:
underlying_markets = {}
if trace.protocol == Protocol.compound_v2:
underlying_markets = collateral_by_c_token_address
elif trace.protocol == Protocol.cream:
underlying_markets = collateral_by_cr_token_address
if (
seize_trace is not None
and seize_trace.inputs is not None
and len(underlying_markets) != 0
):
c_token_collateral = trace.inputs["cTokenCollateral"]
if trace.abi_name == "CEther":
liquidations.append(
Liquidation(
liquidated_user=trace.inputs["borrower"],
collateral_token_address=WETH_ADDRESS, # WETH since all cEther liquidations provide Ether
collateral_token_address=ETH_TOKEN_ADDRESS, # WETH since all cEther liquidations provide Ether
debt_token_address=c_token_collateral,
liquidator_user=seize_trace.inputs["liquidator"],
debt_purchase_amount=trace.value,
protocol=Protocol.compound_v2,
protocol=trace.protocol,
received_amount=seize_trace.inputs["seizeTokens"],
transaction_hash=trace.transaction_hash,
trace_address=trace.trace_address,
@ -78,13 +101,13 @@ def get_compound_liquidations(
liquidations.append(
Liquidation(
liquidated_user=trace.inputs["borrower"],
collateral_token_address=collateral_by_c_token_address[
collateral_token_address=underlying_markets[
c_token_address
],
debt_token_address=c_token_collateral,
liquidator_user=seize_trace.inputs["liquidator"],
debt_purchase_amount=trace.inputs["repayAmount"],
protocol=Protocol.compound_v2,
protocol=trace.protocol,
received_amount=seize_trace.inputs["seizeTokens"],
transaction_hash=trace.transaction_hash,
trace_address=trace.trace_address,

29
mev_inspect/liquidations.py
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@ -4,16 +4,37 @@ from web3 import Web3
from mev_inspect.aave_liquidations import get_aave_liquidations
from mev_inspect.compound_liquidations import (
get_compound_liquidations,
fetch_all_comp_markets,
fetch_all_underlying_markets,
)
from mev_inspect.schemas.classified_traces import (
ClassifiedTrace,
Classification,
Protocol,
)
from mev_inspect.schemas.classified_traces import ClassifiedTrace
from mev_inspect.schemas.liquidations import Liquidation
def has_liquidations(classified_traces: List[ClassifiedTrace]) -> bool:
liquidations_exist = False
for classified_trace in classified_traces:
if classified_trace.classification == Classification.liquidate:
liquidations_exist = True
return liquidations_exist
def get_liquidations(
classified_traces: List[ClassifiedTrace], w3: Web3
) -> List[Liquidation]:
# to avoid contract calls to fetch comp/cream markets
# unless there is a liquidation
if has_liquidations(classified_traces):
aave_liquidations = get_aave_liquidations(classified_traces)
comp_markets = fetch_all_comp_markets(w3)
compound_liquidations = get_compound_liquidations(classified_traces, comp_markets)
comp_markets = fetch_all_underlying_markets(w3, Protocol.compound_v2)
cream_markets = fetch_all_underlying_markets(w3, Protocol.cream)
compound_liquidations = get_compound_liquidations(
classified_traces, comp_markets, cream_markets
)
return aave_liquidations + compound_liquidations
return []

1
mev_inspect/schemas/classified_traces.py
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@ -22,6 +22,7 @@ class Protocol(Enum):
zero_ex = "0x"
balancer_v1 = "balancer_v1"
compound_v2 = "compound_v2"
cream = "cream"
class ClassifiedTrace(Trace):

1
tests/blocks/12674514.json Normal file
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tests/cream_markets.json Normal file
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44
tests/test_compound.py
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@ -2,9 +2,10 @@ from mev_inspect.compound_liquidations import get_compound_liquidations
from mev_inspect.schemas.liquidations import Liquidation
from mev_inspect.schemas.classified_traces import Protocol
from mev_inspect.classifiers.trace import TraceClassifier
from tests.utils import load_test_block, load_comp_markets
from tests.utils import load_test_block, load_comp_markets, load_cream_markets
comp_markets = load_comp_markets()
cream_markets = load_cream_markets()
def test_c_ether_liquidations():
@ -17,7 +18,7 @@ def test_c_ether_liquidations():
Liquidation(
liquidated_user="0xb5535a3681cf8d5431b8acfd779e2f79677ecce9",
liquidator_user="0xe0090ec6895c087a393f0e45f1f85098a6c33bef",
collateral_token_address="0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2",
collateral_token_address="0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE",
debt_token_address="0x39aa39c021dfbae8fac545936693ac917d5e7563",
debt_purchase_amount=268066492249420078,
received_amount=4747650169097,
@ -30,7 +31,7 @@ def test_c_ether_liquidations():
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_compound_liquidations(classified_traces, comp_markets)
result = get_compound_liquidations(classified_traces, comp_markets, cream_markets)
assert result == liquidations
block_number = 13207907
@ -42,7 +43,7 @@ def test_c_ether_liquidations():
Liquidation(
liquidated_user="0x45df6f00166c3fb77dc16b9e47ff57bc6694e898",
liquidator_user="0xe0090ec6895c087a393f0e45f1f85098a6c33bef",
collateral_token_address="0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2",
collateral_token_address="0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE",
debt_token_address="0x35a18000230da775cac24873d00ff85bccded550",
debt_purchase_amount=414547860568297082,
received_amount=321973320649,
@ -56,7 +57,7 @@ def test_c_ether_liquidations():
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_compound_liquidations(classified_traces, comp_markets)
result = get_compound_liquidations(classified_traces, comp_markets, cream_markets)
assert result == liquidations
block_number = 13298725
@ -68,7 +69,7 @@ def test_c_ether_liquidations():
Liquidation(
liquidated_user="0xacbcf5d2970eef25f02a27e9d9cd31027b058b9b",
liquidator_user="0xe0090ec6895c087a393f0e45f1f85098a6c33bef",
collateral_token_address="0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2",
collateral_token_address="0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE",
debt_token_address="0x35a18000230da775cac24873d00ff85bccded550",
debt_purchase_amount=1106497772527562662,
received_amount=910895850496,
@ -81,7 +82,7 @@ def test_c_ether_liquidations():
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_compound_liquidations(classified_traces, comp_markets)
result = get_compound_liquidations(classified_traces, comp_markets, cream_markets)
assert result == liquidations
@ -108,5 +109,32 @@ def test_c_token_liquidation():
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_compound_liquidations(classified_traces, comp_markets)
result = get_compound_liquidations(classified_traces, comp_markets, cream_markets)
assert result == liquidations
def test_cream_token_liquidation():
block_number = 12674514
transaction_hash = (
"0x0809bdbbddcf566e5392682a9bd9d0006a92a4dc441163c791b1136f982994b1"
)
liquidations = [
Liquidation(
liquidated_user="0x46bf9479dc569bc796b7050344845f6564d45fba",
liquidator_user="0xa2863cad9c318669660eb4eca8b3154b90fb4357",
collateral_token_address="0x514910771af9ca656af840dff83e8264ecf986ca",
debt_token_address="0x44fbebd2f576670a6c33f6fc0b00aa8c5753b322",
debt_purchase_amount=14857434973806369550,
received_amount=1547215810826,
protocol=Protocol.cream,
transaction_hash=transaction_hash,
trace_address=[],
block_number=block_number,
)
]
block = load_test_block(block_number)
trace_classifier = TraceClassifier()
classified_traces = trace_classifier.classify(block.traces)
result = get_compound_liquidations(classified_traces, comp_markets, cream_markets)
assert result == liquidations

7
tests/utils.py
View File

@ -22,3 +22,10 @@ def load_comp_markets() -> Dict[str, str]:
with open(comp_markets_path, "r") as markets_file:
markets = json.load(markets_file)
return markets
def load_cream_markets() -> Dict[str, str]:
cream_markets_path = f"{THIS_FILE_DIRECTORY}/cream_markets.json"
with open(cream_markets_path, "r") as markets_file:
markets = json.load(markets_file)
return markets