Merge pull request #89 from flashbots/aTokens

Add received_token_address to liquidations

alembic/versions/205ce02374b3_add_received_collateral_address_to_liquidations.py

@@ -0,0 +1,27 @@
+"""Add received_collateral_address to liquidations
+
+Revision ID: 205ce02374b3
+Revises: c8363617aa07
+Create Date: 2021-10-04 19:52:40.017084
+
+"""
+import sqlalchemy as sa
+from alembic import op
+
+
+# revision identifiers, used by Alembic.
+revision = "205ce02374b3"
+down_revision = "c8363617aa07"
+branch_labels = None
+depends_on = None
+
+
+def upgrade():
+    op.add_column(
+        "liquidations",
+        sa.Column("received_token_address", sa.String(256), nullable=True),
+    )
+
+
+def downgrade():
+    op.drop_column("liquidations", "received_token_address")

mev_inspect/aave_liquidations.py

@@ -1,4 +1,4 @@
-from typing import List
+from typing import List, Tuple, Optional
 
 from mev_inspect.traces import (
     get_child_traces,
@@ -11,8 +11,10 @@ from mev_inspect.schemas.classified_traces import (
     Protocol,
 )
 
-from mev_inspect.schemas.liquidations import Liquidation
+
 from mev_inspect.transfers import get_transfer
+from mev_inspect.schemas.transfers import Transfer
+from mev_inspect.schemas.liquidations import Liquidation
 
 AAVE_CONTRACT_ADDRESSES: List[str] = [
     # AAVE Proxy
@@ -24,7 +26,10 @@ AAVE_CONTRACT_ADDRESSES: List[str] = [
     # AAVE V2 WETH
     "0x030ba81f1c18d280636f32af80b9aad02cf0854e",
     # AAVE AMM Market DAI
-    "0x79bE75FFC64DD58e66787E4Eae470c8a1FD08ba4",
+    "0x79be75ffc64dd58e66787e4eae470c8a1fd08ba4",
+    # AAVE i
+    "0x030ba81f1c18d280636f32af80b9aad02cf0854e",
+    "0xbcca60bb61934080951369a648fb03df4f96263c",
 ]
 
 
@@ -52,7 +57,10 @@ def get_aave_liquidations(
                 trace.transaction_hash, trace.trace_address, traces
             )
 
-            received_amount = _get_liquidator_payback(child_traces, liquidator)
+            (
+                received_token_address,
+                received_amount,
+            ) = _get_payback_token_and_amount(trace, child_traces, liquidator)
 
             liquidations.append(
                 Liquidation(
@@ -63,6 +71,7 @@ def get_aave_liquidations(
                     debt_purchase_amount=trace.inputs["_purchaseAmount"],
                     protocol=Protocol.aave,
                     received_amount=received_amount,
+                    received_token_address=received_token_address,
                     transaction_hash=trace.transaction_hash,
                     trace_address=trace.trace_address,
                     block_number=trace.block_number,
@@ -71,19 +80,25 @@ def get_aave_liquidations(
     return liquidations
 
 
-def _get_liquidator_payback(
-    child_traces: List[ClassifiedTrace], liquidator: str
-) -> int:
-    for child in child_traces:
-        if child.classification == Classification.transfer:
+def _get_payback_token_and_amount(
+    liquidation: DecodedCallTrace, child_traces: List[ClassifiedTrace], liquidator: str
+) -> Tuple[str, int]:
 
-            child_transfer = get_transfer(child)
+    """Look for and return liquidator payback from liquidation"""
+
+    for child in child_traces:
+
+        if child.classification == Classification.transfer and isinstance(
+            child, DecodedCallTrace
+        ):
+
+            child_transfer: Optional[Transfer] = get_transfer(child)
 
             if (
                 child_transfer is not None
                 and child_transfer.to_address == liquidator
                 and child.from_address in AAVE_CONTRACT_ADDRESSES
             ):
-                return child_transfer.amount
+                return child_transfer.token_address, child_transfer.amount
 
-    return 0
+    return liquidation.inputs["_collateral"], 0

mev_inspect/abis/aave/aTokens.json

@@ -0,0 +1,615 @@
+[
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "owner",
+        "type": "address"
+      },
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "spender",
+        "type": "address"
+      },
+      {
+        "indexed": false,
+        "internalType": "uint256",
+        "name": "value",
+        "type": "uint256"
+      }
+    ],
+    "name": "Approval",
+    "type": "event"
+  },
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "from",
+        "type": "address"
+      },
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "to",
+        "type": "address"
+      },
+      {
+        "indexed": false,
+        "internalType": "uint256",
+        "name": "value",
+        "type": "uint256"
+      },
+      {
+        "indexed": false,
+        "internalType": "uint256",
+        "name": "index",
+        "type": "uint256"
+      }
+    ],
+    "name": "BalanceTransfer",
+    "type": "event"
+  },
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "from",
+        "type": "address"
+      },
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "target",
+        "type": "address"
+      },
+      {
+        "indexed": false,
+        "internalType": "uint256",
+        "name": "value",
+        "type": "uint256"
+      },
+      {
+        "indexed": false,
+        "internalType": "uint256",
+        "name": "index",
+        "type": "uint256"
+      }
+    ],
+    "name": "Burn",
+    "type": "event"
+  },
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "underlyingAsset",
+        "type": "address"
+      },
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "pool",
+        "type": "address"
+      },
+      {
+        "indexed": false,
+        "internalType": "address",
+        "name": "treasury",
+        "type": "address"
+      },
+      {
+        "indexed": false,
+        "internalType": "address",
+        "name": "incentivesController",
+        "type": "address"
+      },
+      {
+        "indexed": false,
+        "internalType": "uint8",
+        "name": "aTokenDecimals",
+        "type": "uint8"
+      },
+      {
+        "indexed": false,
+        "internalType": "string",
+        "name": "aTokenName",
+        "type": "string"
+      },
+      {
+        "indexed": false,
+        "internalType": "string",
+        "name": "aTokenSymbol",
+        "type": "string"
+      },
+      {
+        "indexed": false,
+        "internalType": "bytes",
+        "name": "params",
+        "type": "bytes"
+      }
+    ],
+    "name": "Initialized",
+    "type": "event"
+  },
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "from",
+        "type": "address"
+      },
+      {
+        "indexed": false,
+        "internalType": "uint256",
+        "name": "value",
+        "type": "uint256"
+      },
+      {
+        "indexed": false,
+        "internalType": "uint256",
+        "name": "index",
+        "type": "uint256"
+      }
+    ],
+    "name": "Mint",
+    "type": "event"
+  },
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "from",
+        "type": "address"
+      },
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "to",
+        "type": "address"
+      },
+      {
+        "indexed": false,
+        "internalType": "uint256",
+        "name": "value",
+        "type": "uint256"
+      }
+    ],
+    "name": "Transfer",
+    "type": "event"
+  },
+  {
+    "inputs": [
+      
+    ],
+    "name": "UNDERLYING_ASSET_ADDRESS",
+    "outputs": [
+      {
+        "internalType": "address",
+        "name": "",
+        "type": "address"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "owner",
+        "type": "address"
+      },
+      {
+        "internalType": "address",
+        "name": "spender",
+        "type": "address"
+      }
+    ],
+    "name": "allowance",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "spender",
+        "type": "address"
+      },
+      {
+        "internalType": "uint256",
+        "name": "amount",
+        "type": "uint256"
+      }
+    ],
+    "name": "approve",
+    "outputs": [
+      {
+        "internalType": "bool",
+        "name": "",
+        "type": "bool"
+      }
+    ],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "account",
+        "type": "address"
+      }
+    ],
+    "name": "balanceOf",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "user",
+        "type": "address"
+      },
+      {
+        "internalType": "address",
+        "name": "receiverOfUnderlying",
+        "type": "address"
+      },
+      {
+        "internalType": "uint256",
+        "name": "amount",
+        "type": "uint256"
+      },
+      {
+        "internalType": "uint256",
+        "name": "index",
+        "type": "uint256"
+      }
+    ],
+    "name": "burn",
+    "outputs": [
+      
+    ],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      
+    ],
+    "name": "getIncentivesController",
+    "outputs": [
+      {
+        "internalType": "contract IAaveIncentivesController",
+        "name": "",
+        "type": "address"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "user",
+        "type": "address"
+      }
+    ],
+    "name": "getScaledUserBalanceAndSupply",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "",
+        "type": "uint256"
+      },
+      {
+        "internalType": "uint256",
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "user",
+        "type": "address"
+      },
+      {
+        "internalType": "uint256",
+        "name": "amount",
+        "type": "uint256"
+      }
+    ],
+    "name": "handleRepayment",
+    "outputs": [
+      
+    ],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "contract ILendingPool",
+        "name": "pool",
+        "type": "address"
+      },
+      {
+        "internalType": "address",
+        "name": "treasury",
+        "type": "address"
+      },
+      {
+        "internalType": "address",
+        "name": "underlyingAsset",
+        "type": "address"
+      },
+      {
+        "internalType": "contract IAaveIncentivesController",
+        "name": "incentivesController",
+        "type": "address"
+      },
+      {
+        "internalType": "uint8",
+        "name": "aTokenDecimals",
+        "type": "uint8"
+      },
+      {
+        "internalType": "string",
+        "name": "aTokenName",
+        "type": "string"
+      },
+      {
+        "internalType": "string",
+        "name": "aTokenSymbol",
+        "type": "string"
+      },
+      {
+        "internalType": "bytes",
+        "name": "params",
+        "type": "bytes"
+      }
+    ],
+    "name": "initialize",
+    "outputs": [
+      
+    ],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "user",
+        "type": "address"
+      },
+      {
+        "internalType": "uint256",
+        "name": "amount",
+        "type": "uint256"
+      },
+      {
+        "internalType": "uint256",
+        "name": "index",
+        "type": "uint256"
+      }
+    ],
+    "name": "mint",
+    "outputs": [
+      {
+        "internalType": "bool",
+        "name": "",
+        "type": "bool"
+      }
+    ],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "uint256",
+        "name": "amount",
+        "type": "uint256"
+      },
+      {
+        "internalType": "uint256",
+        "name": "index",
+        "type": "uint256"
+      }
+    ],
+    "name": "mintToTreasury",
+    "outputs": [
+      
+    ],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "user",
+        "type": "address"
+      }
+    ],
+    "name": "scaledBalanceOf",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      
+    ],
+    "name": "scaledTotalSupply",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      
+    ],
+    "name": "totalSupply",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "recipient",
+        "type": "address"
+      },
+      {
+        "internalType": "uint256",
+        "name": "amount",
+        "type": "uint256"
+      }
+    ],
+    "name": "transfer",
+    "outputs": [
+      {
+        "internalType": "bool",
+        "name": "",
+        "type": "bool"
+      }
+    ],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "sender",
+        "type": "address"
+      },
+      {
+        "internalType": "address",
+        "name": "recipient",
+        "type": "address"
+      },
+      {
+        "internalType": "uint256",
+        "name": "amount",
+        "type": "uint256"
+      }
+    ],
+    "name": "transferFrom",
+    "outputs": [
+      {
+        "internalType": "bool",
+        "name": "",
+        "type": "bool"
+      }
+    ],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "from",
+        "type": "address"
+      },
+      {
+        "internalType": "address",
+        "name": "to",
+        "type": "address"
+      },
+      {
+        "internalType": "uint256",
+        "name": "value",
+        "type": "uint256"
+      }
+    ],
+    "name": "transferOnLiquidation",
+    "outputs": [
+      
+    ],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "user",
+        "type": "address"
+      },
+      {
+        "internalType": "uint256",
+        "name": "amount",
+        "type": "uint256"
+      }
+    ],
+    "name": "transferUnderlyingTo",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  }
+]

mev_inspect/classifiers/specs/aave.py

@@ -1,10 +1,28 @@
 from mev_inspect.schemas.classified_traces import (
     Protocol,
 )
+
 from mev_inspect.schemas.classifiers import (
     ClassifierSpec,
+    DecodedCallTrace,
+    TransferClassifier,
     LiquidationClassifier,
 )
+from mev_inspect.schemas.transfers import Transfer
+
+
+class AaveTransferClassifier(TransferClassifier):
+    @staticmethod
+    def get_transfer(trace: DecodedCallTrace) -> Transfer:
+        return Transfer(
+            block_number=trace.block_number,
+            transaction_hash=trace.transaction_hash,
+            trace_address=trace.trace_address,
+            amount=trace.inputs["value"],
+            to_address=trace.inputs["to"],
+            from_address=trace.inputs["from"],
+            token_address=trace.to_address,
+        )
 
 
 AAVE_SPEC = ClassifierSpec(
@@ -15,4 +33,13 @@ AAVE_SPEC = ClassifierSpec(
     },
 )
 
-AAVE_CLASSIFIER_SPECS = [AAVE_SPEC]
+ATOKENS_SPEC = ClassifierSpec(
+    abi_name="aTokens",
+    protocol=Protocol.aave,
+    classifiers={
+        "transferOnLiquidation(address,address,uint256)": AaveTransferClassifier,
+        "transferFrom(address,address,uint256)": AaveTransferClassifier,
+    },
+)
+
+AAVE_CLASSIFIER_SPECS = [AAVE_SPEC, ATOKENS_SPEC]

mev_inspect/models/liquidations.py

@@ -12,6 +12,7 @@ class LiquidationModel(Base):
     debt_token_address = Column(String, nullable=False)
     debt_purchase_amount = Column(Numeric, nullable=False)
     received_amount = Column(Numeric, nullable=False)
+    received_token_address = Column(String, nullable=False)
     protocol = Column(String, nullable=True)
     transaction_hash = Column(String, primary_key=True)
     trace_address = Column(ARRAY(Integer), primary_key=True)

mev_inspect/schemas/liquidations.py

@@ -1,4 +1,4 @@
-from typing import List
+from typing import List, Optional
 from pydantic import BaseModel
 from mev_inspect.schemas.classified_traces import Protocol
 
@@ -10,6 +10,7 @@ class Liquidation(BaseModel):
     debt_token_address: str
     debt_purchase_amount: int
     received_amount: int
+    received_token_address: Optional[str]
     protocol: Protocol
     transaction_hash: str
     trace_address: List[int]

tests/liquidation_test.py

@@ -22,6 +22,7 @@ def test_single_weth_liquidation():
             debt_token_address="0xdac17f958d2ee523a2206206994597c13d831ec7",
             debt_purchase_amount=26503300291,
             received_amount=8182733924513576561,
+            received_token_address="0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
             protocol=Protocol.aave,
             transaction_hash=transaction_hash,
             trace_address=[1, 1, 6],
@@ -52,6 +53,7 @@ def test_single_liquidation():
             debt_token_address="0xdac17f958d2ee523a2206206994597c13d831ec7",
             debt_purchase_amount=1069206535,
             received_amount=2657946947610159065393,
+            received_token_address="0x80fb784b7ed66730e8b1dbd9820afd29931aab03",
             protocol=Protocol.aave,
             transaction_hash=transaction_hash,
             trace_address=[0, 7, 1, 0, 6],
@@ -67,6 +69,37 @@ def test_single_liquidation():
     _assert_equal_list_of_liquidations(result, liquidations)
 
 
+def test_single_liquidation_with_atoken_payback():
+
+    transaction_hash = (
+        "0xde551a73e813f1a1e5c843ac2c6a0e40d71618f4040bb7d0cd7cf7b2b6cf4633"
+    )
+    block_number = 13376024
+
+    liquidations = [
+        Liquidation(
+            liquidated_user="0x3d2b6eacd1bca51af57ed8b3ff9ef0bd8ee8c56d",
+            liquidator_user="0x887668f2dc9612280243f2a6ef834cecf456654e",
+            collateral_token_address="0x514910771af9ca656af840dff83e8264ecf986ca",
+            debt_token_address="0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
+            debt_purchase_amount=767615458043667978,
+            received_amount=113993647930952952550,
+            received_token_address="0xa06bc25b5805d5f8d82847d191cb4af5a3e873e0",
+            protocol=Protocol.aave,
+            transaction_hash=transaction_hash,
+            trace_address=[2],
+            block_number=block_number,
+        )
+    ]
+
+    block = load_test_block(block_number)
+    trace_classifier = TraceClassifier()
+    classified_traces = trace_classifier.classify(block.traces)
+    result = get_aave_liquidations(classified_traces)
+
+    _assert_equal_list_of_liquidations(result, liquidations)
+
+
 def test_multiple_liquidations_in_block():
 
     transaction1 = "0xedd062c3a728db4b114f2e83cac281d19a9f753e36afa8a35cdbdf1e1dd5d017"
@@ -81,6 +114,7 @@ def test_multiple_liquidations_in_block():
         debt_token_address="0x4fabb145d64652a948d72533023f6e7a623c7c53",
         debt_purchase_amount=457700000000000000000,
         received_amount=10111753901939162887,
+        received_token_address="0x514910771af9ca656af840dff83e8264ecf986ca",
         protocol=Protocol.aave,
         transaction_hash=transaction1,
         trace_address=[],
@@ -94,6 +128,7 @@ def test_multiple_liquidations_in_block():
         debt_token_address="0x0000000000085d4780b73119b644ae5ecd22b376",
         debt_purchase_amount=497030000000000000000,
         received_amount=21996356316098208090,
+        received_token_address="0x514910771af9ca656af840dff83e8264ecf986ca",
         protocol=Protocol.aave,
         transaction_hash=transaction2,
         trace_address=[],
@@ -107,6 +142,7 @@ def test_multiple_liquidations_in_block():
         debt_token_address="0x57ab1ec28d129707052df4df418d58a2d46d5f51",
         debt_purchase_amount=447810000000000000000,
         received_amount=121531358145247546,
+        received_token_address="0x9f8f72aa9304c8b593d555f12ef6589cc3a579a2",
         protocol=Protocol.aave,
         transaction_hash=transaction3,
         trace_address=[],