diff --git a/.gitignore b/.gitignore index a776592..0a9f063 100644 --- a/.gitignore +++ b/.gitignore @@ -25,3 +25,6 @@ cache # pycharm .idea + +# generated csvs +*.csv \ No newline at end of file diff --git a/Dockerfile b/Dockerfile index 7c27962..7ae678e 100644 --- a/Dockerfile +++ b/Dockerfile @@ -18,7 +18,7 @@ WORKDIR /app/ USER flashbot RUN poetry config virtualenvs.create false \ - && poetry install + && rm poetry.lock ; poetry lock && poetry install COPY --chown=flashbot . /app diff --git a/cli.py b/cli.py index f60998e..5301fe2 100644 --- a/cli.py +++ b/cli.py @@ -6,6 +6,8 @@ from datetime import datetime import click import dramatiq +from profit_analysis.analysis import analyze_profit, get_profit_by +from profit_analysis.column_names import BLOCK_KEY from mev_inspect.concurrency import coro from mev_inspect.crud.prices import write_prices @@ -47,6 +49,27 @@ async def inspect_block_command(block_number: int, rpc: str): ) +@cli.command() +@click.argument("block_from", type=int) +@click.argument("block_to", type=int) +@click.argument("save_to_csv", type=bool) +@coro +async def analyze_profit_command( + block_from: int, block_to: int, save_to_csv: bool = False +): + inspect_db_session = get_inspect_session() + profit = analyze_profit(inspect_db_session, block_from, block_to, save_to_csv) + print(" -------------------------------------------------------------------") + print(" Profit By Block") + print(get_profit_by(profit, BLOCK_KEY, save_to_csv)) + print(" -------------------------------------------------------------------") + print(" Profit By Day") + print(get_profit_by(profit, "date", save_to_csv)) + print(" -------------------------------------------------------------------") + print(" Profit By Category") + print(get_profit_by(profit, "category", save_to_csv)) + + @cli.command() @click.argument("block_number", type=int) @click.option("--rpc", default=lambda: os.environ.get(RPC_URL_ENV, "")) diff --git a/launch_analysis.py b/launch_analysis.py new file mode 100644 index 0000000..d32676f --- /dev/null +++ b/launch_analysis.py @@ -0,0 +1,20 @@ +import sys + +from profit_analysis.analysis import analyze_profit, get_profit_by +from profit_analysis.column_names import BLOCK_KEY + +from mev_inspect.db import get_inspect_session + +block_from = int(sys.argv[1]) +block_to = int(sys.argv[2]) +inspect_db_session = get_inspect_session() +profit = analyze_profit(inspect_db_session, block_from, block_to, True) +print(" -------------------------------------------------------------------") +print(" Profit By Block") +print(get_profit_by(profit, BLOCK_KEY, True)) +print(" -------------------------------------------------------------------") +print(" Profit By Day") +print(get_profit_by(profit, "date", True)) +print(" -------------------------------------------------------------------") +print(" Profit By Category") +print(get_profit_by(profit, "category", True)) diff --git a/mev b/mev index 47ffb52..2d1e92d 100755 --- a/mev +++ b/mev @@ -68,6 +68,14 @@ case "$1" in kubectl exec -ti deploy/mev-inspect -- \ poetry run inspect-many-blocks $after_block_number $before_block_number ;; + analyze-profit) + after_block_number=$2 + before_block_number=$3 + save_to_csv=$4 + echo "Analyzing profit from block $after_block_number to $before_block_number" + kubectl exec -ti deploy/mev-inspect -- \ + poetry run analyze-profit $after_block_number $before_block_number $save_to_csv + ;; test) shift echo "Running tests" @@ -122,7 +130,7 @@ case "$1" in kubectl exec -ti deploy/mev-inspect -- $@ ;; *) - echo "Usage: "$1" {db|backfill|inspect|test}" + echo "Usage: "$1" {db|backfill|inspect|test|analyze-profit}" exit 1 esac diff --git a/mev_inspect/crud/read.py b/mev_inspect/crud/read.py new file mode 100644 index 0000000..48cfcd2 --- /dev/null +++ b/mev_inspect/crud/read.py @@ -0,0 +1,29 @@ +import pandas as pd + + +def read_from_db_all_into_dataframe(db_session, table, columns, where_clause): + """ + Reads all relevant rows from the DB as a df + :param db_session: + :param table: + :param columns: + :param where_clause: + :return: + """ + query = "SELECT " + columns + " FROM " + table + if where_clause != "": + query += " WHERE " + where_clause + result = db_session.execute(query) + return result + + +def read_profit_from_to(db_session, block_from, block_to): + where_clause = ( + "block_number>=" + str(block_from) + " AND " + "block_number<=" + str(block_to) + ) + profit = read_from_db_all_into_dataframe( + db_session, "total_profit_by_block", "*", where_clause + ) + profit = pd.DataFrame(profit.fetchall()) + profit = profit.drop(["id"], axis=1) + return profit diff --git a/poetry.lock b/poetry.lock index 60c7399..b8e845c 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,6 +1,6 @@ [[package]] name = "aiohttp" -version = "3.8.0" +version = "3.8.3" description = "Async http client/server framework (asyncio)" category = "main" optional = false @@ -20,66 +20,68 @@ speedups = ["aiodns", "brotli", "cchardet"] [[package]] name = "aiohttp-retry" -version = "2.4.6" +version = "2.8.3" description = "Simple retry client for aiohttp" category = "main" optional = false -python-versions = "*" +python-versions = ">=3.7" [package.dependencies] aiohttp = "*" [[package]] name = "aiosignal" -version = "1.2.0" +version = "1.3.1" description = "aiosignal: a list of registered asynchronous callbacks" category = "main" optional = false -python-versions = ">=3.6" +python-versions = ">=3.7" [package.dependencies] frozenlist = ">=1.1.0" [[package]] name = "alembic" -version = "1.6.5" +version = "1.9.1" description = "A database migration tool for SQLAlchemy." category = "dev" optional = false -python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,>=2.7" +python-versions = ">=3.7" [package.dependencies] Mako = "*" -python-dateutil = "*" -python-editor = ">=0.3" SQLAlchemy = ">=1.3.0" +[package.extras] +tz = ["python-dateutil"] + [[package]] name = "astroid" -version = "2.7.2" +version = "2.13.2" description = "An abstract syntax tree for Python with inference support." category = "dev" optional = false -python-versions = "~=3.6" +python-versions = ">=3.7.2" [package.dependencies] lazy-object-proxy = ">=1.4.0" -wrapt = ">=1.11,<1.13" +typing-extensions = ">=4.0.0" +wrapt = [ + {version = ">=1.11,<2", markers = "python_version < \"3.11\""}, + {version = ">=1.14,<2", markers = "python_version >= \"3.11\""}, +] [[package]] name = "async-timeout" -version = "4.0.0" +version = "4.0.2" description = "Timeout context manager for asyncio programs" category = "main" optional = false python-versions = ">=3.6" -[package.dependencies] -typing-extensions = ">=3.6.5" - [[package]] name = "atomicwrites" -version = "1.4.0" +version = "1.4.1" description = "Atomic file writes." category = "dev" optional = false @@ -87,44 +89,34 @@ python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" [[package]] name = "attrs" -version = "21.2.0" +version = "22.2.0" description = "Classes Without Boilerplate" category = "main" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" +python-versions = ">=3.6" [package.extras] -dev = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "six", "mypy", "pytest-mypy-plugins", "zope.interface", "furo", "sphinx", "sphinx-notfound-page", "pre-commit"] -docs = ["furo", "sphinx", "zope.interface", "sphinx-notfound-page"] -tests = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "six", "mypy", "pytest-mypy-plugins", "zope.interface"] -tests_no_zope = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "six", "mypy", "pytest-mypy-plugins"] - -[[package]] -name = "backports.entry-points-selectable" -version = "1.1.0" -description = "Compatibility shim providing selectable entry points for older implementations" -category = "dev" -optional = false -python-versions = ">=2.7" - -[package.extras] -docs = ["sphinx", "jaraco.packaging (>=8.2)", "rst.linker (>=1.9)"] -testing = ["pytest (>=4.6)", "pytest-flake8", "pytest-cov", "pytest-black (>=0.3.7)", "pytest-mypy", "pytest-checkdocs (>=2.4)", "pytest-enabler (>=1.0.1)"] +cov = ["attrs", "coverage-enable-subprocess", "coverage[toml] (>=5.3)"] +dev = ["attrs"] +docs = ["furo", "sphinx", "myst-parser", "zope.interface", "sphinx-notfound-page", "sphinxcontrib-towncrier", "towncrier"] +tests = ["attrs", "zope.interface"] +tests-no-zope = ["hypothesis", "pympler", "pytest (>=4.3.0)", "pytest-xdist", "cloudpickle", "mypy (>=0.971,<0.990)", "pytest-mypy-plugins"] +tests_no_zope = ["hypothesis", "pympler", "pytest (>=4.3.0)", "pytest-xdist", "cloudpickle", "mypy (>=0.971,<0.990)", "pytest-mypy-plugins"] [[package]] name = "base58" -version = "2.1.0" +version = "2.1.1" description = "Base58 and Base58Check implementation." category = "main" optional = false python-versions = ">=3.5" [package.extras] -tests = ["pytest (>=4.6)", "pytest-flake8", "pytest-cov", "PyHamcrest (>=2.0.2)", "coveralls", "pytest-benchmark"] +tests = ["mypy", "PyHamcrest (>=2.0.2)", "pytest (>=4.6)", "pytest-benchmark", "pytest-cov", "pytest-flake8"] [[package]] name = "bitarray" -version = "1.2.2" +version = "2.6.2" description = "efficient arrays of booleans -- C extension" category = "main" optional = false @@ -132,39 +124,39 @@ python-versions = "*" [[package]] name = "boto3" -version = "1.20.48" +version = "1.26.48" description = "The AWS SDK for Python" category = "main" optional = false -python-versions = ">= 3.6" +python-versions = ">= 3.7" [package.dependencies] -botocore = ">=1.23.48,<1.24.0" -jmespath = ">=0.7.1,<1.0.0" -s3transfer = ">=0.5.0,<0.6.0" +botocore = ">=1.29.48,<1.30.0" +jmespath = ">=0.7.1,<2.0.0" +s3transfer = ">=0.6.0,<0.7.0" [package.extras] crt = ["botocore[crt] (>=1.21.0,<2.0a0)"] [[package]] name = "botocore" -version = "1.23.48" +version = "1.29.48" description = "Low-level, data-driven core of boto 3." category = "main" optional = false -python-versions = ">= 3.6" +python-versions = ">= 3.7" [package.dependencies] -jmespath = ">=0.7.1,<1.0.0" +jmespath = ">=0.7.1,<2.0.0" python-dateutil = ">=2.1,<3.0.0" urllib3 = ">=1.25.4,<1.27" [package.extras] -crt = ["awscrt (==0.12.5)"] +crt = ["awscrt (==0.15.3)"] [[package]] name = "bottle" -version = "0.12.19" +version = "0.12.23" description = "Fast and simple WSGI-framework for small web-applications." category = "dev" optional = false @@ -172,11 +164,11 @@ python-versions = "*" [[package]] name = "certifi" -version = "2021.5.30" +version = "2022.12.7" description = "Python package for providing Mozilla's CA Bundle." category = "main" optional = false -python-versions = "*" +python-versions = ">=3.6" [[package]] name = "cfgv" @@ -188,33 +180,33 @@ python-versions = ">=3.6.1" [[package]] name = "charset-normalizer" -version = "2.0.4" +version = "2.1.1" description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet." category = "main" optional = false -python-versions = ">=3.5.0" +python-versions = ">=3.6.0" [package.extras] unicode_backport = ["unicodedata2"] [[package]] name = "click" -version = "8.0.1" +version = "8.1.3" description = "Composable command line interface toolkit" category = "main" optional = false -python-versions = ">=3.6" +python-versions = ">=3.7" [package.dependencies] colorama = {version = "*", markers = "platform_system == \"Windows\""} [[package]] name = "colorama" -version = "0.4.4" +version = "0.4.6" description = "Cross-platform colored terminal text." category = "main" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" +python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,!=3.6.*,>=2.7" [[package]] name = "coverage" @@ -240,11 +232,11 @@ bottle = "*" [[package]] name = "cytoolz" -version = "0.11.0" +version = "0.12.1" description = "Cython implementation of Toolz: High performance functional utilities" category = "main" optional = false -python-versions = "*" +python-versions = ">=3.6" [package.dependencies] toolz = ">=0.8.0" @@ -253,22 +245,19 @@ toolz = ">=0.8.0" cython = ["cython"] [[package]] -name = "deprecated" -version = "1.2.13" -description = "Python @deprecated decorator to deprecate old python classes, functions or methods." -category = "main" +name = "dill" +version = "0.3.6" +description = "serialize all of python" +category = "dev" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" - -[package.dependencies] -wrapt = ">=1.10,<2" +python-versions = ">=3.7" [package.extras] -dev = ["tox", "bump2version (<1)", "sphinx (<2)", "importlib-metadata (<3)", "importlib-resources (<4)", "configparser (<5)", "sphinxcontrib-websupport (<2)", "zipp (<2)", "PyTest (<5)", "PyTest-Cov (<2.6)", "pytest", "pytest-cov"] +graph = ["objgraph (>=1.7.2)"] [[package]] name = "distlib" -version = "0.3.2" +version = "0.3.6" description = "Distribution utilities" category = "dev" optional = false @@ -276,7 +265,7 @@ python-versions = "*" [[package]] name = "dramatiq" -version = "1.12.3" +version = "1.13.0" description = "Background Processing for Python 3." category = "main" optional = false @@ -287,8 +276,8 @@ prometheus-client = ">=0.2" redis = {version = ">=2.0,<5.0", optional = true, markers = "extra == \"redis\""} [package.extras] -all = ["gevent (>=1.1)", "redis (>=2.0,<5.0)", "watchdog", "pika (>=1.0,<2.0)", "watchdog-gevent", "pylibmc (>=1.5,<2.0)"] -dev = ["gevent (>=1.1)", "redis (>=2.0,<5.0)", "watchdog", "pika (>=1.0,<2.0)", "watchdog-gevent", "pylibmc (>=1.5,<2.0)", "alabaster", "sphinx (<1.8)", "sphinxcontrib-napoleon", "flake8", "flake8-bugbear", "flake8-quotes", "isort", "bumpversion", "hiredis", "twine", "wheel", "pytest", "pytest-benchmark", "pytest-cov", "tox"] +all = ["redis (>=2.0,<5.0)", "pylibmc (>=1.5,<2.0)", "watchdog", "watchdog-gevent", "pika (>=1.0,<2.0)", "gevent (>=1.1)"] +dev = ["redis (>=2.0,<5.0)", "pylibmc (>=1.5,<2.0)", "watchdog", "watchdog-gevent", "pika (>=1.0,<2.0)", "gevent (>=1.1)", "alabaster", "sphinx (<1.8)", "sphinxcontrib-napoleon", "flake8", "flake8-bugbear", "flake8-quotes", "isort", "bumpversion", "hiredis", "twine", "wheel", "pytest", "pytest-benchmark", "pytest-cov", "tox"] gevent = ["gevent (>=1.1)"] memcached = ["pylibmc (>=1.5,<2.0)"] rabbitmq = ["pika (>=1.0,<2.0)"] @@ -297,7 +286,7 @@ watch = ["watchdog", "watchdog-gevent"] [[package]] name = "eth-abi" -version = "2.1.1" +version = "2.2.0" description = "eth_abi: Python utilities for working with Ethereum ABI definitions, especially encoding and decoding" category = "main" optional = false @@ -309,46 +298,45 @@ eth-utils = ">=1.2.0,<2.0.0" parsimonious = ">=0.8.0,<0.9.0" [package.extras] -dev = ["bumpversion (>=0.5.3,<1)", "pytest-watch (>=4.1.0,<5)", "wheel", "twine", "ipython", "pytest (==4.4.1)", "pytest-pythonpath (>=0.7.1)", "pytest-xdist (==1.22.3)", "tox (>=2.9.1,<3)", "eth-hash", "hypothesis (>=3.6.1,<4)", "flake8 (==3.4.1)", "isort (>=4.2.15,<5)", "mypy (==0.701)", "pydocstyle (>=3.0.0,<4)", "Sphinx (>=1.6.5,<2)", "sphinx-rtd-theme (>=0.1.9)", "towncrier (>=19.2.0,<20)"] -doc = ["Sphinx (>=1.6.5,<2)", "sphinx-rtd-theme (>=0.1.9)", "towncrier (>=19.2.0,<20)"] -lint = ["flake8 (==3.4.1)", "isort (>=4.2.15,<5)", "mypy (==0.701)", "pydocstyle (>=3.0.0,<4)"] -test = ["pytest (==4.4.1)", "pytest-pythonpath (>=0.7.1)", "pytest-xdist (==1.22.3)", "tox (>=2.9.1,<3)", "eth-hash", "hypothesis (>=3.6.1,<4)"] -tools = ["hypothesis (>=3.6.1,<4)"] +dev = ["bumpversion (>=0.5.3,<1)", "pytest-watch (>=4.1.0,<5)", "wheel", "twine", "ipython", "pytest (==4.4.1)", "pytest-pythonpath (>=0.7.1)", "pytest-xdist (==1.22.3)", "tox (>=2.9.1,<3)", "eth-hash", "hypothesis (>=4.18.2,<5.0.0)", "flake8 (==4.0.1)", "isort (>=4.2.15,<5)", "mypy (==0.910)", "pydocstyle (>=3.0.0,<4)", "Sphinx (>=1.6.5,<2)", "jinja2 (>=3.0.0,<3.1.0)", "sphinx-rtd-theme (>=0.1.9)", "towncrier (>=21,<22)"] +doc = ["Sphinx (>=1.6.5,<2)", "jinja2 (>=3.0.0,<3.1.0)", "sphinx-rtd-theme (>=0.1.9)", "towncrier (>=21,<22)"] +lint = ["flake8 (==4.0.1)", "isort (>=4.2.15,<5)", "mypy (==0.910)", "pydocstyle (>=3.0.0,<4)"] +test = ["pytest (==4.4.1)", "pytest-pythonpath (>=0.7.1)", "pytest-xdist (==1.22.3)", "tox (>=2.9.1,<3)", "eth-hash", "hypothesis (>=4.18.2,<5.0.0)"] +tools = ["hypothesis (>=4.18.2,<5.0.0)"] [[package]] name = "eth-account" -version = "0.5.5" +version = "0.5.9" description = "eth-account: Sign Ethereum transactions and messages with local private keys" category = "main" optional = false python-versions = ">=3.6, <4" [package.dependencies] -bitarray = ">=1.2.1,<1.3.0" +bitarray = ">=1.2.1,<3" eth-abi = ">=2.0.0b7,<3" eth-keyfile = ">=0.5.0,<0.6.0" -eth-keys = ">=0.2.1,<0.3.2 || >0.3.2,<0.4.0" +eth-keys = ">=0.3.4,<0.4.0" eth-rlp = ">=0.1.2,<2" eth-utils = ">=1.3.0,<2" hexbytes = ">=0.1.0,<1" rlp = ">=1.0.0,<3" [package.extras] -dev = ["bumpversion (>=0.5.3,<1)", "pytest-watch (>=4.1.0,<5)", "wheel", "twine", "ipython", "hypothesis (>=4.18.0,<5)", "pytest (==5.4.1)", "pytest-xdist", "tox (==3.14.6)", "flake8 (==3.7.9)", "isort (>=4.2.15,<5)", "mypy (==0.770)", "pydocstyle (>=5.0.0,<6)", "Sphinx (>=1.6.5,<2)", "sphinx-rtd-theme (>=0.1.9,<1)", "towncrier (>=19.2.0,<20)"] -doc = ["Sphinx (>=1.6.5,<2)", "sphinx-rtd-theme (>=0.1.9,<1)", "towncrier (>=19.2.0,<20)"] -lint = ["flake8 (==3.7.9)", "isort (>=4.2.15,<5)", "mypy (==0.770)", "pydocstyle (>=5.0.0,<6)"] -test = ["hypothesis (>=4.18.0,<5)", "pytest (==5.4.1)", "pytest-xdist", "tox (==3.14.6)"] +dev = ["bumpversion (>=0.5.3,<1)", "pytest-watch (>=4.1.0,<5)", "wheel", "twine", "ipython", "hypothesis (>=4.18.0,<5)", "pytest (>=6.2.5,<7)", "pytest-xdist", "tox (==3.14.6)", "flake8 (==3.7.9)", "isort (>=4.2.15,<5)", "mypy (==0.910)", "pydocstyle (>=5.0.0,<6)", "Sphinx (>=1.6.5,<2)", "sphinx-rtd-theme (>=0.1.9,<1)", "towncrier (>=21.9.0)"] +doc = ["Sphinx (>=1.6.5,<2)", "sphinx-rtd-theme (>=0.1.9,<1)", "towncrier (>=21.9.0)"] +lint = ["flake8 (==3.7.9)", "isort (>=4.2.15,<5)", "mypy (==0.910)", "pydocstyle (>=5.0.0,<6)"] +test = ["hypothesis (>=4.18.0,<5)", "pytest (>=6.2.5,<7)", "pytest-xdist", "tox (==3.14.6)"] [[package]] name = "eth-hash" -version = "0.3.1" +version = "0.3.3" description = "eth-hash: The Ethereum hashing function, keccak256, sometimes (erroneously) called sha3" category = "main" optional = false python-versions = ">=3.5, <4" [package.dependencies] -eth-utils = ">=1,<2" pycryptodome = {version = ">=3.6.6,<4", optional = true, markers = "extra == \"pycryptodome\""} [package.extras] @@ -375,7 +363,7 @@ pycryptodome = ">=3.4.7,<4.0.0" [[package]] name = "eth-keys" -version = "0.3.3" +version = "0.3.4" description = "Common API for Ethereum key operations." category = "main" optional = false @@ -383,14 +371,14 @@ python-versions = "*" [package.dependencies] eth-typing = ">=2.2.1,<3.0.0" -eth-utils = ">=1.3.0,<2.0.0" +eth-utils = ">=1.8.2,<2.0.0" [package.extras] coincurve = ["coincurve (>=7.0.0,<13.0.0)"] -dev = ["tox (==2.7.0)", "bumpversion (==0.5.3)", "twine", "eth-utils (>=1.3.0,<2.0.0)", "eth-typing (>=2.2.1,<3.0.0)", "flake8 (==3.0.4)", "mypy (==0.701)", "asn1tools (>=0.146.2,<0.147)", "pyasn1 (>=0.4.5,<0.5)", "pytest (==3.2.2)", "hypothesis (>=4.56.1,<5.0.0)", "eth-hash", "eth-hash"] -eth-keys = ["eth-utils (>=1.3.0,<2.0.0)", "eth-typing (>=2.2.1,<3.0.0)"] -lint = ["flake8 (==3.0.4)", "mypy (==0.701)"] -test = ["asn1tools (>=0.146.2,<0.147)", "pyasn1 (>=0.4.5,<0.5)", "pytest (==3.2.2)", "hypothesis (>=4.56.1,<5.0.0)", "eth-hash", "eth-hash"] +dev = ["tox (==3.20.0)", "bumpversion (==0.5.3)", "twine", "eth-utils (>=1.8.2,<2.0.0)", "eth-typing (>=2.2.1,<3.0.0)", "flake8 (==3.0.4)", "mypy (==0.782)", "asn1tools (>=0.146.2,<0.147)", "factory-boy (>=3.0.1,<3.1)", "pyasn1 (>=0.4.5,<0.5)", "pytest (==5.4.1)", "hypothesis (>=5.10.3,<6.0.0)", "eth-hash", "eth-hash"] +eth-keys = ["eth-utils (>=1.8.2,<2.0.0)", "eth-typing (>=2.2.1,<3.0.0)"] +lint = ["flake8 (==3.0.4)", "mypy (==0.782)"] +test = ["asn1tools (>=0.146.2,<0.147)", "factory-boy (>=3.0.1,<3.1)", "pyasn1 (>=0.4.5,<0.5)", "pytest (==5.4.1)", "hypothesis (>=5.10.3,<6.0.0)", "eth-hash", "eth-hash"] [[package]] name = "eth-rlp" @@ -413,7 +401,7 @@ test = ["eth-hash", "pytest-xdist", "pytest (==5.4.1)", "tox (==3.14.6)"] [[package]] name = "eth-typing" -version = "2.2.2" +version = "2.3.0" description = "eth-typing: Common type annotations for ethereum python packages" category = "main" optional = false @@ -447,67 +435,72 @@ test = ["hypothesis (>=4.43.0,<5.0.0)", "pytest (==5.4.1)", "pytest-xdist", "tox [[package]] name = "filelock" -version = "3.0.12" +version = "3.9.0" description = "A platform independent file lock." category = "dev" optional = false -python-versions = "*" +python-versions = ">=3.7" + +[package.extras] +docs = ["furo (>=2022.12.7)", "sphinx-autodoc-typehints (>=1.19.5)", "sphinx (>=5.3)"] +testing = ["covdefaults (>=2.2.2)", "coverage (>=7.0.1)", "pytest-cov (>=4)", "pytest-timeout (>=2.1)", "pytest (>=7.2)"] [[package]] name = "frozenlist" -version = "1.2.0" +version = "1.3.3" description = "A list-like structure which implements collections.abc.MutableSequence" category = "main" optional = false -python-versions = ">=3.6" +python-versions = ">=3.7" [[package]] name = "gprof2dot" -version = "2021.2.21" +version = "2022.7.29" description = "Generate a dot graph from the output of several profilers." category = "dev" optional = false -python-versions = "*" +python-versions = ">=2.7" [[package]] name = "greenlet" -version = "1.1.1" +version = "2.0.1" description = "Lightweight in-process concurrent programming" category = "dev" optional = false python-versions = ">=2.7,!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*" [package.extras] -docs = ["sphinx"] +docs = ["sphinx", "docutils (<0.18)"] +test = ["objgraph", "psutil", "faulthandler"] [[package]] name = "hexbytes" -version = "0.2.2" +version = "0.2.3" description = "hexbytes: Python `bytes` subclass that decodes hex, with a readable console output" category = "main" optional = false python-versions = ">=3.6, <4" [package.extras] -dev = ["Sphinx (>=1.6.5,<2)", "bumpversion (>=0.5.3,<1)", "eth-utils (>=1.0.1,<2)", "flake8 (==3.7.9)", "hypothesis (>=3.44.24,<4)", "ipython", "isort (>=4.2.15,<5)", "mypy (==0.770)", "pydocstyle (>=5.0.0,<6)", "pytest-watch (>=4.1.0,<5)", "pytest-xdist", "pytest (==5.4.1)", "sphinx-rtd-theme (>=0.1.9,<1)", "towncrier (>=19.2.0,<20)", "tox (==3.14.6)", "twine", "wheel"] -doc = ["Sphinx (>=1.6.5,<2)", "sphinx-rtd-theme (>=0.1.9,<1)", "towncrier (>=19.2.0,<20)"] -lint = ["flake8 (==3.7.9)", "isort (>=4.2.15,<5)", "mypy (==0.770)", "pydocstyle (>=5.0.0,<6)"] -test = ["eth-utils (>=1.0.1,<2)", "hypothesis (>=3.44.24,<4)", "pytest-xdist", "pytest (==5.4.1)", "tox (==3.14.6)"] +dev = ["bumpversion (>=0.5.3,<1)", "pytest-watch (>=4.1.0,<5)", "wheel", "twine", "ipython", "pytest (>=7,<8)", "pytest-xdist", "tox (>=3.25.1,<4)", "hypothesis (>=3.44.24,<=6.31.6)", "eth-utils (>=1.0.1,<2)", "flake8 (==3.7.9)", "isort (>=4.2.15,<5)", "mypy (==0.971)", "pydocstyle (>=5.0.0,<6)", "black (>=22,<23)", "Sphinx (>=1.6.5,<2)", "sphinx-rtd-theme (>=0.1.9,<1)", "towncrier (>=21,<22)", "jinja2 (>=3.0.0,<3.1.0)"] +doc = ["Sphinx (>=1.6.5,<2)", "sphinx-rtd-theme (>=0.1.9,<1)", "towncrier (>=21,<22)", "jinja2 (>=3.0.0,<3.1.0)"] +lint = ["flake8 (==3.7.9)", "isort (>=4.2.15,<5)", "mypy (==0.971)", "pydocstyle (>=5.0.0,<6)", "black (>=22,<23)"] +test = ["pytest (>=7,<8)", "pytest-xdist", "tox (>=3.25.1,<4)", "hypothesis (>=3.44.24,<=6.31.6)", "eth-utils (>=1.0.1,<2)"] [[package]] name = "identify" -version = "2.2.13" +version = "2.5.12" description = "File identification library for Python" category = "dev" optional = false -python-versions = ">=3.6.1" +python-versions = ">=3.7" [package.extras] -license = ["editdistance-s"] +license = ["ukkonen"] [[package]] name = "idna" -version = "3.2" +version = "3.4" description = "Internationalized Domain Names in Applications (IDNA)" category = "main" optional = false @@ -515,19 +508,19 @@ python-versions = ">=3.5" [[package]] name = "iniconfig" -version = "1.1.1" -description = "iniconfig: brain-dead simple config-ini parsing" +version = "2.0.0" +description = "brain-dead simple config-ini parsing" category = "dev" optional = false -python-versions = "*" +python-versions = ">=3.7" [[package]] name = "ipfshttpclient" -version = "0.7.0" +version = "0.8.0a2" description = "Python IPFS HTTP CLIENT library" category = "main" optional = false -python-versions = ">=3.5.4,!=3.6.0,!=3.6.1,!=3.7.0,!=3.7.1" +python-versions = ">=3.6.2,!=3.7.0,!=3.7.1" [package.dependencies] multiaddr = ">=0.0.7" @@ -535,66 +528,68 @@ requests = ">=2.11" [[package]] name = "isort" -version = "5.9.3" +version = "5.11.4" description = "A Python utility / library to sort Python imports." category = "dev" optional = false -python-versions = ">=3.6.1,<4.0" +python-versions = ">=3.7.0" [package.extras] -pipfile_deprecated_finder = ["pipreqs", "requirementslib"] -requirements_deprecated_finder = ["pipreqs", "pip-api"] colors = ["colorama (>=0.4.3,<0.5.0)"] +requirements-deprecated-finder = ["pip-api", "pipreqs"] +pipfile-deprecated-finder = ["pipreqs", "requirementslib"] plugins = ["setuptools"] [[package]] name = "jmespath" -version = "0.10.0" +version = "1.0.1" description = "JSON Matching Expressions" category = "main" optional = false -python-versions = ">=2.6, !=3.0.*, !=3.1.*, !=3.2.*" +python-versions = ">=3.7" [[package]] name = "jsonschema" -version = "3.2.0" +version = "4.17.3" description = "An implementation of JSON Schema validation for Python" category = "main" optional = false -python-versions = "*" +python-versions = ">=3.7" [package.dependencies] attrs = ">=17.4.0" -pyrsistent = ">=0.14.0" -six = ">=1.11.0" +pyrsistent = ">=0.14.0,<0.17.0 || >0.17.0,<0.17.1 || >0.17.1,<0.17.2 || >0.17.2" [package.extras] -format = ["idna", "jsonpointer (>1.13)", "rfc3987", "strict-rfc3339", "webcolors"] -format_nongpl = ["idna", "jsonpointer (>1.13)", "webcolors", "rfc3986-validator (>0.1.0)", "rfc3339-validator"] +format = ["fqdn", "idna", "isoduration", "jsonpointer (>1.13)", "rfc3339-validator", "rfc3987", "uri-template", "webcolors (>=1.11)"] +format-nongpl = ["fqdn", "idna", "isoduration", "jsonpointer (>1.13)", "rfc3339-validator", "rfc3986-validator (>0.1.0)", "uri-template", "webcolors (>=1.11)"] [[package]] name = "lazy-object-proxy" -version = "1.6.0" +version = "1.9.0" description = "A fast and thorough lazy object proxy." category = "dev" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*, !=3.5.*" +python-versions = ">=3.7" [[package]] name = "lru-dict" -version = "1.1.7" +version = "1.1.8" description = "An Dict like LRU container." category = "main" optional = false python-versions = "*" +[package.extras] +test = ["pytest"] + [[package]] name = "mako" -version = "1.1.5" -description = "A super-fast templating language that borrows the best ideas from the existing templating languages." +version = "1.2.4" +description = "A super-fast templating language that borrows the best ideas from the existing templating languages." category = "dev" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" +python-versions = ">=3.7" [package.dependencies] MarkupSafe = ">=0.9.2" @@ -602,22 +597,23 @@ MarkupSafe = ">=0.9.2" [package.extras] babel = ["babel"] lingua = ["lingua"] +testing = ["pytest"] [[package]] name = "markupsafe" -version = "2.0.1" +version = "2.1.1" description = "Safely add untrusted strings to HTML/XML markup." category = "dev" optional = false -python-versions = ">=3.6" +python-versions = ">=3.7" [[package]] name = "mccabe" -version = "0.6.1" +version = "0.7.0" description = "McCabe checker, plugin for flake8" category = "dev" optional = false -python-versions = "*" +python-versions = ">=3.6" [[package]] name = "multiaddr" @@ -635,11 +631,11 @@ varint = "*" [[package]] name = "multidict" -version = "5.1.0" +version = "6.0.4" description = "multidict implementation" category = "main" optional = false -python-versions = ">=3.6" +python-versions = ">=3.7" [[package]] name = "mypy" @@ -676,22 +672,47 @@ python-versions = "*" [[package]] name = "nodeenv" -version = "1.6.0" +version = "1.7.0" description = "Node.js virtual environment builder" category = "dev" optional = false -python-versions = "*" +python-versions = ">=2.7,!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,!=3.6.*" + +[[package]] +name = "numpy" +version = "1.24.1" +description = "Fundamental package for array computing in Python" +category = "main" +optional = false +python-versions = ">=3.8" [[package]] name = "packaging" -version = "21.0" +version = "23.0" description = "Core utilities for Python packages" category = "dev" optional = false -python-versions = ">=3.6" +python-versions = ">=3.7" + +[[package]] +name = "pandas" +version = "1.5.2" +description = "Powerful data structures for data analysis, time series, and statistics" +category = "main" +optional = false +python-versions = ">=3.8" [package.dependencies] -pyparsing = ">=2.0.2" +numpy = [ + {version = ">=1.20.3", markers = "python_version < \"3.10\""}, + {version = ">=1.21.0", markers = "python_version >= \"3.10\""}, + {version = ">=1.23.2", markers = "python_version >= \"3.11\""}, +] +python-dateutil = ">=2.8.1" +pytz = ">=2020.1" + +[package.extras] +test = ["hypothesis (>=5.5.3)", "pytest (>=6.0)", "pytest-xdist (>=1.31)"] [[package]] name = "parsimonious" @@ -706,68 +727,65 @@ six = ">=1.9.0" [[package]] name = "platformdirs" -version = "2.2.0" -description = "A small Python module for determining appropriate platform-specific dirs, e.g. a \"user data dir\"." +version = "2.6.2" +description = "A small Python package for determining appropriate platform-specific dirs, e.g. a \"user data dir\"." +category = "dev" +optional = false +python-versions = ">=3.7" + +[package.extras] +docs = ["furo (>=2022.12.7)", "proselint (>=0.13)", "sphinx-autodoc-typehints (>=1.19.5)", "sphinx (>=5.3)"] +test = ["appdirs (==1.4.4)", "covdefaults (>=2.2.2)", "pytest-cov (>=4)", "pytest-mock (>=3.10)", "pytest (>=7.2)"] + +[[package]] +name = "pluggy" +version = "1.0.0" +description = "plugin and hook calling mechanisms for python" category = "dev" optional = false python-versions = ">=3.6" -[package.extras] -docs = ["Sphinx (>=4)", "furo (>=2021.7.5b38)", "proselint (>=0.10.2)", "sphinx-autodoc-typehints (>=1.12)"] -test = ["appdirs (==1.4.4)", "pytest (>=6)", "pytest-cov (>=2.7)", "pytest-mock (>=3.6)"] - -[[package]] -name = "pluggy" -version = "0.13.1" -description = "plugin and hook calling mechanisms for python" -category = "dev" -optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" - [package.extras] dev = ["pre-commit", "tox"] +testing = ["pytest", "pytest-benchmark"] [[package]] name = "pre-commit" -version = "2.14.0" +version = "2.21.0" description = "A framework for managing and maintaining multi-language pre-commit hooks." category = "dev" optional = false -python-versions = ">=3.6.1" +python-versions = ">=3.7" [package.dependencies] cfgv = ">=2.0.0" identify = ">=1.0.0" nodeenv = ">=0.11.1" pyyaml = ">=5.1" -toml = "*" -virtualenv = ">=20.0.8" +virtualenv = ">=20.10.0" [[package]] name = "prometheus-client" -version = "0.12.0" +version = "0.15.0" description = "Python client for the Prometheus monitoring system." category = "main" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" +python-versions = ">=3.6" [package.extras] twisted = ["twisted"] [[package]] name = "protobuf" -version = "3.17.3" +version = "3.19.5" description = "Protocol Buffers" category = "main" optional = false -python-versions = "*" - -[package.dependencies] -six = ">=1.9" +python-versions = ">=3.5" [[package]] name = "psycopg2" -version = "2.9.1" +version = "2.9.5" description = "psycopg2 - Python-PostgreSQL Database Adapter" category = "main" optional = false @@ -775,15 +793,15 @@ python-versions = ">=3.6" [[package]] name = "py" -version = "1.10.0" +version = "1.11.0" description = "library with cross-python path, ini-parsing, io, code, log facilities" category = "dev" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" +python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" [[package]] name = "pycoingecko" -version = "2.2.0" +version = "2.3.0" description = "Python wrapper around the CoinGecko API" category = "main" optional = false @@ -794,7 +812,7 @@ requests = "*" [[package]] name = "pycryptodome" -version = "3.10.1" +version = "3.16.0" description = "Cryptographic library for Python" category = "main" optional = false @@ -802,14 +820,14 @@ python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" [[package]] name = "pydantic" -version = "1.8.2" -description = "Data validation and settings management using python 3.6 type hinting" +version = "1.10.4" +description = "Data validation and settings management using python type hints" category = "main" optional = false -python-versions = ">=3.6.1" +python-versions = ">=3.7" [package.dependencies] -typing-extensions = ">=3.7.4.3" +typing-extensions = ">=4.2.0" [package.extras] dotenv = ["python-dotenv (>=0.10.4)"] @@ -817,39 +835,41 @@ email = ["email-validator (>=1.0.3)"] [[package]] name = "pylint" -version = "2.10.2" +version = "2.15.10" description = "python code static checker" category = "dev" optional = false -python-versions = "~=3.6" +python-versions = ">=3.7.2" [package.dependencies] -astroid = ">=2.7.2,<2.8" -colorama = {version = "*", markers = "sys_platform == \"win32\""} +astroid = ">=2.12.13,<=2.14.0-dev0" +colorama = {version = ">=0.4.5", markers = "sys_platform == \"win32\""} +dill = [ + {version = ">=0.2", markers = "python_version < \"3.11\""}, + {version = ">=0.3.6", markers = "python_version >= \"3.11\""}, +] isort = ">=4.2.5,<6" -mccabe = ">=0.6,<0.7" +mccabe = ">=0.6,<0.8" platformdirs = ">=2.2.0" -toml = ">=0.7.1" +tomli = {version = ">=1.1.0", markers = "python_version < \"3.11\""} +tomlkit = ">=0.10.1" +typing-extensions = {version = ">=3.10.0", markers = "python_version < \"3.10\""} -[[package]] -name = "pyparsing" -version = "2.4.7" -description = "Python parsing module" -category = "dev" -optional = false -python-versions = ">=2.6, !=3.0.*, !=3.1.*, !=3.2.*" +[package.extras] +spelling = ["pyenchant (>=3.2,<4.0)"] +testutils = ["gitpython (>3)"] [[package]] name = "pyrsistent" -version = "0.18.0" +version = "0.19.3" description = "Persistent/Functional/Immutable data structures" category = "main" optional = false -python-versions = ">=3.6" +python-versions = ">=3.7" [[package]] name = "pytest" -version = "6.2.4" +version = "6.2.5" description = "pytest: simple powerful testing with Python" category = "dev" optional = false @@ -861,7 +881,7 @@ attrs = ">=19.2.0" colorama = {version = "*", markers = "sys_platform == \"win32\""} iniconfig = "*" packaging = "*" -pluggy = ">=0.12,<1.0.0a1" +pluggy = ">=0.12,<2.0" py = ">=1.8.2" toml = "*" @@ -902,7 +922,7 @@ tests = ["pytest-virtualenv"] [[package]] name = "pytest-sugar" -version = "0.9.4" +version = "0.9.6" description = "pytest-sugar is a plugin for pytest that changes the default look and feel of pytest (e.g. progressbar, show tests that fail instantly)." category = "dev" optional = false @@ -925,16 +945,16 @@ python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,>=2.7" six = ">=1.5" [[package]] -name = "python-editor" -version = "1.0.4" -description = "Programmatically open an editor, capture the result." -category = "dev" +name = "pytz" +version = "2022.7" +description = "World timezone definitions, modern and historical" +category = "main" optional = false python-versions = "*" [[package]] name = "pywin32" -version = "301" +version = "305" description = "Python for Window Extensions" category = "main" optional = false @@ -942,29 +962,30 @@ python-versions = "*" [[package]] name = "pyyaml" -version = "5.4.1" +version = "6.0" description = "YAML parser and emitter for Python" category = "dev" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*, !=3.5.*" +python-versions = ">=3.6" [[package]] name = "redis" -version = "4.0.2" +version = "4.4.2" description = "Python client for Redis database and key-value store" category = "main" optional = false -python-versions = ">=3.6" +python-versions = ">=3.7" [package.dependencies] -deprecated = "*" +async-timeout = ">=4.0.2" [package.extras] hiredis = ["hiredis (>=1.0.0)"] +ocsp = ["cryptography (>=36.0.1)", "pyopenssl (==20.0.1)", "requests (>=2.26.0)"] [[package]] name = "regex" -version = "2021.10.8" +version = "2021.11.10" description = "Alternative regular expression module, to replace re." category = "dev" optional = false @@ -972,21 +993,21 @@ python-versions = "*" [[package]] name = "requests" -version = "2.26.0" +version = "2.28.1" description = "Python HTTP for Humans." category = "main" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*, !=3.5.*" +python-versions = ">=3.7, <4" [package.dependencies] certifi = ">=2017.4.17" -charset-normalizer = {version = ">=2.0.0,<2.1.0", markers = "python_version >= \"3\""} -idna = {version = ">=2.5,<4", markers = "python_version >= \"3\""} +charset-normalizer = ">=2,<3" +idna = ">=2.5,<4" urllib3 = ">=1.21.1,<1.27" [package.extras] -socks = ["PySocks (>=1.5.6,!=1.5.7)", "win-inet-pton"] -use_chardet_on_py3 = ["chardet (>=3.0.2,<5)"] +socks = ["PySocks (>=1.5.6,!=1.5.7)"] +use_chardet_on_py3 = ["chardet (>=3.0.2,<6)"] [[package]] name = "rlp" @@ -1008,11 +1029,11 @@ test = ["hypothesis (==5.19.0)", "pytest (==5.4.3)", "tox (>=2.9.1,<3)"] [[package]] name = "s3transfer" -version = "0.5.1" +version = "0.6.0" description = "An Amazon S3 Transfer Manager" category = "main" optional = false -python-versions = ">= 3.6" +python-versions 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+wrapt = [] +yarl = [] diff --git a/profit_analysis/__init__.py b/profit_analysis/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/profit_analysis/analysis.py b/profit_analysis/analysis.py new file mode 100644 index 0000000..05f5fc6 --- /dev/null +++ b/profit_analysis/analysis.py @@ -0,0 +1,262 @@ +import datetime +import os + +import pandas as pd +import web3 +from profit_analysis.block_utils import add_block_timestamp +from profit_analysis.coingecko import ( + add_cg_ids, + get_address_to_coingecko_ids_mapping, + get_coingecko_historical_prices, +) +from profit_analysis.column_names import ( + AMOUNT_DEBT_KEY, + AMOUNT_RECEIVED_KEY, + CG_ID_DEBT_KEY, + CG_ID_RECEIVED_KEY, + DECIMAL_DEBT_KEY, + PRICE_DEBT_KEY, + PRICE_KEY, + PRICE_RECEIVED_KEY, + TIMESTAMP_KEY, + TOKEN_DEBT_KEY, + TOKEN_RECEIVED_KEY, +) +from profit_analysis.constants import DATA_PATH +from profit_analysis.token_utils import get_decimals + +from mev_inspect.crud.read import read_profit_from_to + +""" +Steps: +1. given blockfrom and block to, read the profit +""" + +WETH_TOKEN_ADDRESS = "0x7ceB23fD6bC0adD59E62ac25578270cFf1b9f619" +PD_DATETIME_FORMAT = "datetime64[ns]" + + +def analyze_profit(inspect_db_session, block_from, block_to, save_to_csv=False): + profit = read_profit_from_to(inspect_db_session, block_from, block_to) + w3 = create_web3() + profit = add_block_timestamp(w3, profit) + profit = add_cg_ids(profit) + profit = get_usd_profit(profit, save_to_csv) + print(profit) + return profit + + +def get_usd_profit(profit, save_to_csv=False): + """ + For each token involved in mev transactions, will get its price at the time of the transaction and + compute the profit of each mev transaction. + + :param profit: pd.DataFrame, with columns = ['block_number', 'timestamp', 'transaction_hash', + 'token_debt', 'amount_debt', 'cg_id_debt', + 'token_received', 'amount_received', 'cg_id_received'] + :param save_to_csv: bool, whether to save the analysed profits to csv or not + :return: pd.DataFrame, with columns = ['block_number', 'timestamp', 'date', 'transaction_hash', + 'amount_received', 'token_received', 'price_received', + 'amount_debt', 'token_debt', 'price_debt', + 'profit_usd' ] + """ + tokens = profit[CG_ID_RECEIVED_KEY].unique() + mapping = get_address_to_coingecko_ids_mapping() + profit_with_price_tokens = pd.DataFrame() + failures = {} + for token in tokens: + print("Processing", token) + try: + + profit_by_received_token = pd.DataFrame( + profit.loc[profit[CG_ID_RECEIVED_KEY] == token] + ) + profit_by_received_token[TIMESTAMP_KEY] = pd.to_datetime( + profit_by_received_token[TIMESTAMP_KEY], format="%Y-%m-%d %H:%M:%S" + ) + + dates = pd.to_datetime(profit_by_received_token[TIMESTAMP_KEY].unique()) + # @TODO: What is an optimal value here? + # looks like sometimes there is no price for hours??? + offset_minutes = 30 + date_min = int( + (dates.min() - datetime.timedelta(minutes=offset_minutes)).timestamp() + ) + date_max = int( + (dates.max() + datetime.timedelta(minutes=offset_minutes)).timestamp() + ) + + # get received token prices + token_prices = get_coingecko_historical_prices(date_min, date_max, token) + token_prices = token_prices.rename(columns={PRICE_KEY: PRICE_RECEIVED_KEY}) + token_prices[TOKEN_RECEIVED_KEY] = token + + # get received token decimals + decimals = get_decimals( + profit_by_received_token[TOKEN_RECEIVED_KEY].values[0] + ) + + # get debt tokens prices + debt_tokens_prices = pd.DataFrame() + for cg_id_debt in ( + profit_by_received_token[CG_ID_DEBT_KEY].astype(str).unique().tolist() + ): + if cg_id_debt != "nan": + debt_token_prices = get_coingecko_historical_prices( + date_min, date_max, cg_id_debt + ) + debt_token_prices[CG_ID_DEBT_KEY] = cg_id_debt + debt_token = mapping.loc[ + mapping[CG_ID_DEBT_KEY] == cg_id_debt, TOKEN_DEBT_KEY + ].values[0] + debt_token_prices[TOKEN_DEBT_KEY] = debt_token + debt_tokens_prices = pd.concat( + [debt_tokens_prices, debt_token_prices] + ) + debt_tokens_prices = debt_tokens_prices.rename( + columns={PRICE_KEY: PRICE_DEBT_KEY} + ) + + # get debt tokens decimals + debt_tokens_decimals = pd.DataFrame( + columns=[TOKEN_DEBT_KEY, DECIMAL_DEBT_KEY] + ) + for debt_token in ( + profit_by_received_token[TOKEN_DEBT_KEY].astype(str).unique().tolist() + ): + if debt_token != "": + debt_token_decimals = get_decimals(debt_token) + debt_tokens_decimals = pd.concat( + [ + debt_tokens_decimals, + pd.DataFrame( + [[debt_token, debt_token_decimals]], + columns=[TOKEN_DEBT_KEY, DECIMAL_DEBT_KEY], + ), + ] + ) + profit_by_received_token = profit_by_received_token.merge( + debt_tokens_decimals, on=TOKEN_DEBT_KEY, how="outer" + ) + profit_by_received_token.loc[ + pd.isna(profit_by_received_token[AMOUNT_DEBT_KEY]), AMOUNT_DEBT_KEY + ] = 0 + + # apply decimals + profit_by_received_token[AMOUNT_RECEIVED_KEY] = pd.to_numeric( + profit_by_received_token[AMOUNT_RECEIVED_KEY] + ).div(10**decimals) + profit_by_received_token[AMOUNT_DEBT_KEY] = pd.to_numeric( + profit_by_received_token[AMOUNT_DEBT_KEY] + ) + + # set up timestamps for merge + token_prices[TIMESTAMP_KEY] = pd.to_datetime(token_prices[TIMESTAMP_KEY]) + + # merge received token prices + profit_with_price_token = pd.merge_asof( + profit_by_received_token.astype({TIMESTAMP_KEY: PD_DATETIME_FORMAT}) + .sort_values(TIMESTAMP_KEY) + .convert_dtypes(), + token_prices[[TIMESTAMP_KEY, PRICE_RECEIVED_KEY]] + .astype({TIMESTAMP_KEY: PD_DATETIME_FORMAT}) + .sort_values(TIMESTAMP_KEY) + .convert_dtypes(), + direction="nearest", + on=TIMESTAMP_KEY, + ) + + if len(debt_tokens_prices) > 0: + debt_tokens_prices[TIMESTAMP_KEY] = pd.to_datetime( + debt_tokens_prices[TIMESTAMP_KEY] + ) + # merge debt token prices + profit_with_price_token = pd.merge_asof( + profit_with_price_token.astype({TIMESTAMP_KEY: PD_DATETIME_FORMAT}) + .sort_values(TIMESTAMP_KEY) + .convert_dtypes(), + debt_tokens_prices[[TIMESTAMP_KEY, PRICE_DEBT_KEY]] + .astype({TIMESTAMP_KEY: PD_DATETIME_FORMAT}) + .sort_values(TIMESTAMP_KEY) + .convert_dtypes(), + direction="nearest", + on=TIMESTAMP_KEY, + by=TOKEN_DEBT_KEY, + ) + category = "liquidation" + else: + category = "arbitrage" + profit_with_price_token[PRICE_DEBT_KEY] = 0 + + profit_with_price_token["category"] = category + profit_with_price_tokens = pd.concat( + [profit_with_price_tokens, profit_with_price_token] + ) + except Exception as e: + # @TODO: save into list to add later + print(" Failed for token=", token) + print(e) + failures[token] = e + print("Finished processing all tokens") + profit_with_price_tokens[PRICE_DEBT_KEY] = profit_with_price_tokens[ + PRICE_DEBT_KEY + ].fillna(value=0) + profit_with_price_tokens[AMOUNT_DEBT_KEY] = profit_with_price_tokens[ + AMOUNT_DEBT_KEY + ].fillna(value=0) + profit_with_price_tokens["profit_usd"] = ( + profit_with_price_tokens[AMOUNT_RECEIVED_KEY] + * profit_with_price_tokens[PRICE_RECEIVED_KEY] + - profit_with_price_tokens[AMOUNT_DEBT_KEY] + * profit_with_price_tokens[PRICE_DEBT_KEY] + ) + profit_with_price_tokens = profit_with_price_tokens.reset_index(drop=True) + profit_with_price_tokens["date"] = profit_with_price_tokens[ + TIMESTAMP_KEY + ].dt.normalize() + if save_to_csv: + profit.to_csv(DATA_PATH + "usd_profit.csv", index=False) + pd.DataFrame(failures.items(), columns=["token", "error"]).to_csv( + DATA_PATH + "analyze_profit_failures.csv", index=False + ) + return profit_with_price_tokens[ + [ + "block_number", + "timestamp", + "date", + "transaction_hash", + "amount_received", + "token_received", + "price_received", + "amount_debt", + "token_debt", + "price_debt", + "profit_usd", + "category", + ] + ] + + +def get_profit_by(profit_with_price_tokens, col, save_to_csv=False): + profit_by_block = ( + profit_with_price_tokens.groupby([col]) + .agg({"profit_usd": ["sum", "mean", "median", "count"]}) + .reset_index() + ) + profit_by_block.columns = profit_by_block.columns.droplevel(0) + profit_by_block.rename(columns={"": col}, inplace=True) + if save_to_csv: + file_name = DATA_PATH + "profit_by_" + col + ".csv" + print(file_name) + profit_by_block.to_csv(file_name, index=False) + return profit_by_block + + +def create_web3(): + web3_rpc_url = os.environ.get("RPC_URL") + w3_provider = web3.Web3(web3.Web3.HTTPProvider(web3_rpc_url)) + w3_provider.middleware_onion.inject(web3.middleware.geth_poa_middleware, layer=0) + if w3_provider.isConnected(): + return w3_provider + else: + raise Exception("Failed to connect") diff --git a/profit_analysis/block_utils.py b/profit_analysis/block_utils.py new file mode 100644 index 0000000..0d3378d --- /dev/null +++ b/profit_analysis/block_utils.py @@ -0,0 +1,21 @@ +import datetime + +import pandas as pd +from profit_analysis.column_names import BLOCK_KEY, TIMESTAMP_KEY + + +def add_block_timestamp(w3, profit_by_block): + block_timestamp = pd.DataFrame( + profit_by_block[BLOCK_KEY].unique(), columns=[BLOCK_KEY] + ) + block_timestamp[TIMESTAMP_KEY] = block_timestamp[BLOCK_KEY].apply( + lambda x: get_block_timestamp(w3, x) + ) + return profit_by_block.merge(block_timestamp, on=BLOCK_KEY) + + +def get_block_timestamp(w3, block): + block_info = w3.eth.get_block(int(block)) + ts = block_info[TIMESTAMP_KEY] + dt = datetime.datetime.fromtimestamp(ts) + return dt diff --git a/profit_analysis/coingecko.py b/profit_analysis/coingecko.py new file mode 100644 index 0000000..f6c3cb6 --- /dev/null +++ b/profit_analysis/coingecko.py @@ -0,0 +1,71 @@ +import pandas as pd +import pycoingecko as pg +from profit_analysis.column_names import ( + CG_ID_DEBT_KEY, + CG_ID_KEY, + CG_ID_RECEIVED_KEY, + PRICE_KEY, + TIMESTAMP_KEY, + TOKEN_DEBT_KEY, + TOKEN_KEY, + TOKEN_RECEIVED_KEY, +) +from profit_analysis.constants import DATA_PATH + +TRAILING_ZEROS = "000000000000000000000000" + + +def get_address_to_coingecko_ids_mapping(): + token_cg_ids = pd.read_csv(DATA_PATH + "address_to_coingecko_ids.csv") + token_cg_ids[TOKEN_DEBT_KEY] = token_cg_ids[TOKEN_KEY].astype(str) + token_cg_ids[CG_ID_RECEIVED_KEY] = token_cg_ids[CG_ID_KEY] + token_cg_ids[CG_ID_DEBT_KEY] = token_cg_ids[CG_ID_KEY] + token_cg_ids[TOKEN_RECEIVED_KEY] = token_cg_ids[TOKEN_KEY].astype(str) + return token_cg_ids + + +def add_cg_ids(profit_by_block): + token_cg_ids = get_address_to_coingecko_ids_mapping() + token_cg_ids[TOKEN_DEBT_KEY] = token_cg_ids[TOKEN_DEBT_KEY].str.lower() + token_cg_ids[TOKEN_RECEIVED_KEY] = token_cg_ids[TOKEN_RECEIVED_KEY].str.lower() + profit_by_block[TOKEN_RECEIVED_KEY] = ( + profit_by_block[TOKEN_RECEIVED_KEY] + .map(lambda x: x.replace(TRAILING_ZEROS, "")) + .str.lower() + ) + profit_by_block[TOKEN_DEBT_KEY] = ( + profit_by_block[TOKEN_DEBT_KEY] + .map(lambda x: x.replace(TRAILING_ZEROS, "")) + .str.lower() + ) + profit_by_block = profit_by_block.merge( + token_cg_ids[[TOKEN_DEBT_KEY, CG_ID_DEBT_KEY]], on=TOKEN_DEBT_KEY, how="left" + ) + profit_by_block = profit_by_block.merge( + token_cg_ids[[TOKEN_RECEIVED_KEY, CG_ID_RECEIVED_KEY]], how="left" + ) + return profit_by_block[ + [ + "block_number", + "timestamp", + "transaction_hash", + "token_debt", + "amount_debt", + "cg_id_debt", + "token_received", + "amount_received", + "cg_id_received", + ] + ] + + +def get_coingecko_historical_prices(start, end, token): + cg = pg.CoinGeckoAPI() + token_prices = cg.get_coin_market_chart_range_by_id( + id=token, vs_currency="usd", from_timestamp=start, to_timestamp=end + )["prices"] + token_prices = pd.DataFrame(token_prices, columns=[TIMESTAMP_KEY, PRICE_KEY]) + token_prices[TIMESTAMP_KEY] = pd.to_datetime( + pd.to_numeric(token_prices[TIMESTAMP_KEY]), unit="ms" + ) + return token_prices[[TIMESTAMP_KEY, PRICE_KEY]] diff --git a/profit_analysis/column_names.py b/profit_analysis/column_names.py new file mode 100644 index 0000000..4977c92 --- /dev/null +++ b/profit_analysis/column_names.py @@ -0,0 +1,14 @@ +TOKEN_KEY = "token" +TIMESTAMP_KEY = "timestamp" +BLOCK_KEY = "block_number" +TOKEN_RECEIVED_KEY = "token_received" +TOKEN_DEBT_KEY = "token_debt" +CG_ID_KEY = "cg_id" +CG_ID_DEBT_KEY = "cg_id_debt" +CG_ID_RECEIVED_KEY = "cg_id_received" +AMOUNT_RECEIVED_KEY = "amount_received" +AMOUNT_DEBT_KEY = "amount_debt" +PRICE_DEBT_KEY = "price_debt" +PRICE_RECEIVED_KEY = "price_received" +PRICE_KEY = "price" +DECIMAL_DEBT_KEY = "decimal_debt" diff --git a/profit_analysis/constants.py b/profit_analysis/constants.py new file mode 100644 index 0000000..59ef01f --- /dev/null +++ b/profit_analysis/constants.py @@ -0,0 +1 @@ +DATA_PATH = "resources/" diff --git a/profit_analysis/token_utils.py b/profit_analysis/token_utils.py new file mode 100644 index 0000000..d9661f0 --- /dev/null +++ b/profit_analysis/token_utils.py @@ -0,0 +1,15 @@ +import pandas as pd +from profit_analysis.column_names import TOKEN_KEY +from profit_analysis.constants import DATA_PATH + + +def get_decimals(token_address): + decimals_mapping = pd.read_csv(DATA_PATH + "address_to_decimals.csv") + decimals_mapping[TOKEN_KEY] = decimals_mapping[TOKEN_KEY].str.lower() + decimals = decimals_mapping.loc[ + decimals_mapping[TOKEN_KEY] == token_address.lower(), "decimals" + ].values + if len(decimals) > 0: + return decimals[0] + else: + raise Exception("No Decimals for token=", token_address) diff --git a/pyproject.toml b/pyproject.toml index a63a0f6..f80b197 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -16,6 +16,7 @@ dramatiq = {extras = ["redis"], version = "^1.12.1"} pycoingecko = "^2.2.0" boto3 = "^1.20.48" aiohttp-retry = "^2.4.6" +pandas = "^1.5.2" [tool.poetry.dev-dependencies] pre-commit = "^2.13.0" @@ -46,6 +47,7 @@ fetch-range = 'cli:fetch_range' s3-export = 'cli:s3_export' enqueue-s3-export = 'cli:enqueue_s3_export' enqueue-many-s3-exports = 'cli:enqueue_many_s3_exports' +analyze-profit = 'cli:analyze_profit_command' [tool.black] exclude = ''' diff --git a/resources/address_to_coingecko_ids.csv b/resources/address_to_coingecko_ids.csv new file mode 100644 index 0000000..cfcfd66 --- /dev/null +++ b/resources/address_to_coingecko_ids.csv @@ -0,0 +1,23 @@ +token,cg_id +0x7ceB23fD6bC0adD59E62ac25578270cFf1b9f619,weth +0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee,ethereum +0x2260fac5e5542a773aa44fbcfedf7c193bc2c599,wrapped-bitcoin +0x514910771af9ca656af840dff83e8264ecf986ca,chainlink +0x0bc529c00c6401aef6d220be8c6ea1667f6ad93e,yearn-finance +0xD6DF932A45C0f255f85145f286eA0b292B21C90B,aave +0x1f9840a85d5af5bf1d1762f925bdaddc4201f984,uniswap +0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174,usd-coin +0x6b175474e89094c44da98b954eedeac495271d0f,dai +0x408e41876cccdc0f92210600ef50372656052a38,republic-protocol +0x39aa39c021dfbae8fac545936693ac917d5e7563,compound-usd-coin +0x5d3a536e4d6dbd6114cc1ead35777bab948e3643,cdai +0x4ddc2d193948926d02f9b1fe9e1daa0718270ed5,compound-ether +0xc11b1268c1a384e55c48c2391d8d480264a3a7f4,compound-wrapped-btc +0x0d500B1d8E8eF31E21C99d1Db9A6444d3ADf1270,matic-network +0x430EF9263E76DAE63c84292C3409D61c598E9682,vulcan-forged +0xc2132D05D31c914a87C6611C10748AEb04B58e8F,tether +0x22a31bD4cB694433B6de19e0aCC2899E553e9481,mmfinance +0xE6469Ba6D2fD6130788E0eA9C0a0515900563b59,terrausd-wormhole +0x6f8a06447Ff6FcF75d803135a7de15CE88C1d4ec,shiba-inu +0x831753DD7087CaC61aB5644b308642cc1c33Dc13,quick +0x723b17718289a91af252d616de2c77944962d122,gaia-everworld \ No newline at end of file diff --git a/resources/address_to_decimals.csv b/resources/address_to_decimals.csv new file mode 100644 index 0000000..d3ccf53 --- /dev/null +++ b/resources/address_to_decimals.csv @@ -0,0 +1,18 @@ +token,decimals +0x7ceB23fD6bC0adD59E62ac25578270cFf1b9f619,18 +0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee,18 +0x2260fac5e5542a773aa44fbcfedf7c193bc2c599,18 +0x514910771af9ca656af840dff83e8264ecf986ca,18 +0x0bc529c00c6401aef6d220be8c6ea1667f6ad93e,18 +0xD6DF932A45C0f255f85145f286eA0b292B21C90B,18 +0x1f9840a85d5af5bf1d1762f925bdaddc4201f984,18 +0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174,6 +0x39aa39c021dfbae8fac545936693ac917d5e7563,8 +0x0d500B1d8E8eF31E21C99d1Db9A6444d3ADf1270,18 +0x430EF9263E76DAE63c84292C3409D61c598E9682,18 +0xc2132D05D31c914a87C6611C10748AEb04B58e8F,6 +0x22a31bD4cB694433B6de19e0aCC2899E553e9481,18 +0xE6469Ba6D2fD6130788E0eA9C0a0515900563b59,6 +0x6f8a06447Ff6FcF75d803135a7de15CE88C1d4ec,18 +0x831753DD7087CaC61aB5644b308642cc1c33Dc13,18 +0x723b17718289a91af252d616de2c77944962d122,18 \ No newline at end of file diff --git a/scripts/launch_analysis.sh b/scripts/launch_analysis.sh new file mode 100644 index 0000000..62c5b85 --- /dev/null +++ b/scripts/launch_analysis.sh @@ -0,0 +1,27 @@ +#!/bin/bash +# This is a script to analyze MEV profits +# Input the pool Id of mev-inspect (can be found on your TILT interface) +# TODO: How to extract the mev-inspect pool id to copy the csv files? +mevInspectPoolId="mev-inspect-759f8dc6f7-2nnzl" +# Input the starting and ending blocks you want to run the profit analysis for +blockFrom=$((34500000)) +blockTo=$((34800000)) +window=$((100)) +reps=$(((${blockTo}-${blockFrom})/${window})) +echo "${reps}" +for i in $(seq 0 1 $reps) +do + from=$(($blockFrom + $i*$window)) + to=$(($blockFrom + ($i+1)*$window)) + echo "--" + echo "rep= $i/$reps" + echo "from= $from" + echo "to= $to" + ./mev inspect-many $from $to +done +./mev analyze-profit $blockFrom $blockTo True +declare -a file_names=("profit_by_date.csv" "profit_by_block_number.csv" "profit_by_category.csv") +for fname in "${file_names[@]}" +do + kubectl cp $mevInspectPoolId:resources/$fname $fname; +done \ No newline at end of file