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Adjust sandwiches profit calculation

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This commit is contained in:
Gui Heise 2022-07-22 13:45:27 -04:00
parent 3c9fe3dca9
commit c8da3e34ae
1 changed files with 19 additions and 14 deletions
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33
mev_inspect/sandwiches.py
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@ -42,32 +42,37 @@ def _get_sandwich_starting_with_swap(
]: ]:
return None return None
for other_swap in rest_swaps: for back_swap in rest_swaps:
if other_swap.transaction_hash == front_swap.transaction_hash: if back_swap.transaction_hash == front_swap.transaction_hash:
continue continue
if other_swap.contract_address == front_swap.contract_address: if back_swap.contract_address == front_swap.contract_address:
if ( if (
other_swap.token_in_address == front_swap.token_in_address back_swap.token_in_address == front_swap.token_in_address
and other_swap.token_out_address == front_swap.token_out_address and back_swap.token_out_address == front_swap.token_out_address
and other_swap.from_address != sandwicher_address and back_swap.from_address != sandwicher_address
): ):
sandwiched_swaps.append(other_swap) sandwiched_swaps.append(back_swap)
elif ( elif (
other_swap.token_out_address == front_swap.token_in_address back_swap.token_out_address == front_swap.token_in_address
and other_swap.token_in_address == front_swap.token_out_address and back_swap.token_in_address == front_swap.token_out_address
and other_swap.from_address == sandwicher_address and back_swap.from_address == sandwicher_address
): ):
if len(sandwiched_swaps) > 0: if len(sandwiched_swaps) > 0:
if back_swap.token_in_amount == 0 and back_swap.error is None:
raise ValueError("Backrun cannot swap 0 tokens")
exchange_rate = front_swap.token_out_amount / back_swap.token_in_amount
profit_amount = exchange_rate * back_swap.token_out_amount - front_swap.token_in_amount
return Sandwich( return Sandwich(
block_number=front_swap.block_number, block_number=front_swap.block_number,
sandwicher_address=sandwicher_address, sandwicher_address=sandwicher_address,
frontrun_swap=front_swap, frontrun_swap=front_swap,
backrun_swap=other_swap, backrun_swap=back_swap,
sandwiched_swaps=sandwiched_swaps, sandwiched_swaps=sandwiched_swaps,
profit_token_address=front_swap.token_in_address, profit_token_address=front_swap.token_in_address,
profit_amount=other_swap.token_out_amount profit_amount=profit_amount,
- front_swap.token_in_amount, )
)
return None return None