Add LiquidationClassifiers

This commit is contained in:
Gui Heise 2022-01-17 22:01:06 -05:00
parent a9b8f149aa
commit d0ab255a5c
4 changed files with 234 additions and 21 deletions

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@ -1,13 +1,81 @@
from typing import List, Optional, Tuple
from mev_inspect.schemas.classifiers import (
Classifier,
ClassifierSpec,
DecodedCallTrace,
LiquidationClassifier,
TransferClassifier,
)
from mev_inspect.schemas.liquidations import Liquidation
from mev_inspect.schemas.traces import Protocol
from mev_inspect.schemas.transfers import Transfer
class AaveLiquidationClassifier(Classifier):
def parse_liquidation(
self, liquidation_trace: DecodedCallTrace, child_transfers: List[Transfer]
) -> Optional[Liquidation]:
liquidator = liquidation_trace.from_address
(debt_token_address, debt_purchase_amount) = self._get_debt_data(
liquidation_trace, child_transfers, liquidator
)
if debt_purchase_amount == 0:
return None
(received_token_address, received_amount) = self._get_received_data(
liquidation_trace, child_transfers, liquidator
)
if received_amount == 0:
return None
return Liquidation(
liquidated_user=liquidation_trace.inputs["_user"],
debt_token_address=debt_token_address,
liquidator_user=liquidator,
debt_purchase_amount=debt_purchase_amount,
protocol=Protocol.aave,
received_amount=received_amount,
received_token_address=received_token_address,
transaction_hash=liquidation_trace.transaction_hash,
trace_address=liquidation_trace.trace_address,
block_number=liquidation_trace.block_number,
error=liquidation_trace.error,
)
def _get_received_data(
self,
liquidation_trace: DecodedCallTrace,
child_transfers: List[Transfer],
liquidator: str,
) -> Tuple[str, int]:
"""Look for and return liquidator payback from liquidation"""
for transfer in child_transfers:
if transfer.to_address == liquidator:
return transfer.token_address, transfer.amount
return liquidation_trace.inputs["_collateral"], 0
def _get_debt_data(
self,
liquidation_trace: DecodedCallTrace,
child_transfers: List[Transfer],
liquidator: str,
) -> Tuple[str, int]:
"""Get transfer from liquidator to AAVE"""
for transfer in child_transfers:
if transfer.from_address == liquidator:
return transfer.token_address, transfer.amount
return liquidation_trace.inputs["_reserve"], 0
class AaveTransferClassifier(TransferClassifier):
@staticmethod
def get_transfer(trace: DecodedCallTrace) -> Transfer:
@ -26,7 +94,7 @@ AAVE_SPEC = ClassifierSpec(
abi_name="AaveLendingPool",
protocol=Protocol.aave,
classifiers={
"liquidationCall(address,address,address,uint256,bool)": LiquidationClassifier,
"liquidationCall(address,address,address,uint256,bool)": AaveLiquidationClassifier,
},
)
@ -35,8 +103,7 @@ ATOKENS_SPEC = ClassifierSpec(
protocol=Protocol.aave,
classifiers={
"transferOnLiquidation(address,address,uint256)": AaveTransferClassifier,
"transferFrom(address,address,uint256)": AaveTransferClassifier,
},
)
AAVE_CLASSIFIER_SPECS = [AAVE_SPEC, ATOKENS_SPEC]
AAVE_CLASSIFIER_SPECS: List[ClassifierSpec] = [AAVE_SPEC, ATOKENS_SPEC]

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@ -1,16 +1,100 @@
from typing import List, Optional, Tuple
from mev_inspect.schemas.classifiers import (
Classification,
ClassifiedTrace,
Classifier,
ClassifierSpec,
LiquidationClassifier,
DecodedCallTrace,
SeizeClassifier,
)
from mev_inspect.schemas.liquidations import Liquidation
from mev_inspect.schemas.traces import Protocol
from mev_inspect.schemas.transfers import Transfer
class CompoundLiquidationClassifier(Classifier):
def parse_liquidation(
self,
liquidation_trace: DecodedCallTrace,
child_traces: List[ClassifiedTrace],
child_transfers: List[Transfer],
) -> Optional[Liquidation]:
seize_trace = self._get_seize_call(child_traces)
if seize_trace is not None and seize_trace.inputs is not None:
liquidator = seize_trace.inputs["liquidator"]
(debt_token_address, debt_purchase_amount) = self._get_debt_data(
liquidator, child_transfers
)
if debt_purchase_amount == 0:
return None
(received_token_address, received_amount) = self._get_received_data(
liquidator, child_transfers
)
if received_amount == 0:
return None
return Liquidation(
liquidated_user=liquidation_trace.inputs["borrower"],
debt_token_address=debt_token_address,
liquidator_user=liquidator,
debt_purchase_amount=debt_purchase_amount,
protocol=liquidation_trace.protocol,
received_amount=received_amount,
received_token_address=received_token_address,
transaction_hash=liquidation_trace.transaction_hash,
trace_address=liquidation_trace.trace_address,
block_number=liquidation_trace.block_number,
error=liquidation_trace.error,
)
return None
def _get_seize_call(
self, traces: List[ClassifiedTrace]
) -> Optional[ClassifiedTrace]:
"""Find the call to `seize` in the child traces (successful liquidation)"""
for trace in traces:
if trace.classification == Classification.seize:
return trace
return None
def _get_received_data(
self, liquidator: str, child_transfers: List[Transfer]
) -> Tuple[str, int]:
"""Look for and return payment for liquidation"""
for transfer in child_transfers:
if transfer.to_address == liquidator:
return transfer.token_address, transfer.amount
return liquidator, 0
def _get_debt_data(
self, liquidator: str, child_transfers: List[Transfer]
) -> Tuple[str, int]:
"""Get transfer from liquidator to compound"""
for transfer in child_transfers:
if transfer.from_address == liquidator:
return transfer.token_address, transfer.amount
return liquidator, 0
COMPOUND_V2_CETH_SPEC = ClassifierSpec(
abi_name="CEther",
protocol=Protocol.compound_v2,
valid_contract_addresses=["0x4ddc2d193948926d02f9b1fe9e1daa0718270ed5"],
classifiers={
"liquidateBorrow(address,address)": LiquidationClassifier,
"liquidateBorrow(address,address)": CompoundLiquidationClassifier,
"seize(address,address,uint256)": SeizeClassifier,
},
)
@ -20,7 +104,7 @@ CREAM_CETH_SPEC = ClassifierSpec(
protocol=Protocol.cream,
valid_contract_addresses=["0xD06527D5e56A3495252A528C4987003b712860eE"],
classifiers={
"liquidateBorrow(address,address)": LiquidationClassifier,
"liquidateBorrow(address,address)": CompoundLiquidationClassifier,
"seize(address,address,uint256)": SeizeClassifier,
},
)
@ -48,7 +132,7 @@ COMPOUND_V2_CTOKEN_SPEC = ClassifierSpec(
"0x80a2ae356fc9ef4305676f7a3e2ed04e12c33946",
],
classifiers={
"liquidateBorrow(address,uint256,address)": LiquidationClassifier,
"liquidateBorrow(address,uint256,address)": CompoundLiquidationClassifier,
"seize(address,address,uint256)": SeizeClassifier,
},
)
@ -150,12 +234,12 @@ CREAM_CTOKEN_SPEC = ClassifierSpec(
"0x58da9c9fc3eb30abbcbbab5ddabb1e6e2ef3d2ef",
],
classifiers={
"liquidateBorrow(address,uint256,address)": LiquidationClassifier,
"liquidateBorrow(address,uint256,address)": CompoundLiquidationClassifier,
"seize(address,address,uint256)": SeizeClassifier,
},
)
COMPOUND_CLASSIFIER_SPECS = [
COMPOUND_CLASSIFIER_SPECS: List[ClassifierSpec] = [
COMPOUND_V2_CETH_SPEC,
COMPOUND_V2_CTOKEN_SPEC,
CREAM_CETH_SPEC,

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@ -1,9 +1,12 @@
from typing import List
from typing import List, Optional
from mev_inspect.aave_liquidations import get_aave_liquidations
from mev_inspect.compound_liquidations import get_compound_liquidations
from mev_inspect.classifiers.specs import get_classifier
from mev_inspect.schemas.classifiers import LiquidationClassifier
from mev_inspect.schemas.liquidations import Liquidation
from mev_inspect.schemas.traces import Classification, ClassifiedTrace
from mev_inspect.schemas.traces import Classification, ClassifiedTrace, DecodedCallTrace
from mev_inspect.schemas.transfers import Transfer
from mev_inspect.traces import get_child_traces, is_child_trace_address
from mev_inspect.transfers import get_child_transfers
def has_liquidations(classified_traces: List[ClassifiedTrace]) -> bool:
@ -14,9 +17,58 @@ def has_liquidations(classified_traces: List[ClassifiedTrace]) -> bool:
return liquidations_exist
def get_liquidations(
classified_traces: List[ClassifiedTrace],
) -> List[Liquidation]:
aave_liquidations = get_aave_liquidations(classified_traces)
comp_liquidations = get_compound_liquidations(classified_traces)
return aave_liquidations + comp_liquidations
def get_liquidations(classified_traces: List[ClassifiedTrace]) -> List[Liquidation]:
liquidations: List[Liquidation] = []
parent_liquidations: List[DecodedCallTrace] = []
for trace in classified_traces:
if not isinstance(trace, DecodedCallTrace):
continue
if _is_child_liquidation(trace, parent_liquidations):
continue
if trace.classification == Classification.liquidate:
parent_liquidations.append(trace)
child_traces = get_child_traces(
trace.transaction_hash, trace.trace_address, classified_traces
)
child_transfers = get_child_transfers(
trace.transaction_hash, trace.trace_address, child_traces
)
liquidation = _parse_liquidation(trace, child_traces, child_transfers)
if liquidation is not None:
liquidations.append(liquidation)
return liquidations
def _parse_liquidation(
trace: DecodedCallTrace,
child_traces: List[ClassifiedTrace],
child_transfers: List[Transfer],
) -> Optional[Liquidation]:
classifier = get_classifier(trace)
if classifier is not None and issubclass(classifier, LiquidationClassifier):
return classifier.parse_liquidation(trace, child_transfers, child_traces)
return None
def _is_child_liquidation(
trace: DecodedCallTrace, parent_liquidations: List[DecodedCallTrace]
) -> bool:
for parent in parent_liquidations:
if (
trace.transaction_hash == parent.transaction_hash
and is_child_trace_address(trace.trace_address, parent.trace_address)
):
return True
return False

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@ -3,9 +3,10 @@ from typing import Dict, List, Optional, Type
from pydantic import BaseModel
from .liquidations import Liquidation
from .nft_trades import NftTrade
from .swaps import Swap
from .traces import Classification, DecodedCallTrace, Protocol
from .traces import Classification, ClassifiedTrace, DecodedCallTrace, Protocol
from .transfers import Transfer
@ -47,6 +48,15 @@ class LiquidationClassifier(Classifier):
def get_classification() -> Classification:
return Classification.liquidate
@staticmethod
@abstractmethod
def parse_liquidation(
trace: ClassifiedTrace,
child_transfers: List[Transfer],
child_traces: List[ClassifiedTrace] = [],
) -> Optional[Liquidation]:
raise NotImplementedError()
class SeizeClassifier(Classifier):
@staticmethod