Update token flow to accept the block. Move required blocks for tests to tests directory

This commit is contained in:
Luke Van Seters 2021-07-20 23:52:22 -04:00
parent 9442078a7a
commit de3c6bf849
5 changed files with 46401 additions and 99 deletions

View File

@ -1,7 +1,7 @@
import json from typing import List, Optional
from pathlib import Path
from mev_inspect.config import load_config from mev_inspect.config import load_config
from mev_inspect.schemas import Block, Trace, TraceType
config = load_config() config = load_config()
@ -12,30 +12,6 @@ weth_address = config["ADDRESSES"]["WETH"]
cache_directory = "./cache" cache_directory = "./cache"
def get_tx_traces(txHash, blockNo):
# block_calls = w3.parity.trace_block(10803840)
cache_file = "{cacheDirectory}/{blockNumber}-new.json".format(
cacheDirectory=cache_directory, blockNumber=blockNo
)
file_exists = Path(cache_file).is_file()
tx_traces = []
# if have the traces cached
if file_exists:
block_file = open(cache_file)
block_json = json.load(block_file)
for call in block_json["calls"]:
if call["transactionHash"] == txHash:
tx_traces.append(call)
block_file.close()
else:
# todo, fetch and cache traces that don't exist
# depending on the best way to call block.py from here
print("traces do not exist")
return tx_traces
def is_stablecoin_address(address): def is_stablecoin_address(address):
# to look for stablecoin inflow/outflows # to look for stablecoin inflow/outflows
stablecoin_addresses = [ stablecoin_addresses = [
@ -85,41 +61,34 @@ def is_known_router_address(address):
# we're interested in the to address to run token flow on it as well # we're interested in the to address to run token flow on it as well
def get_tx_to_address(txHash, blockNo): def get_tx_to_address(tx_hash, block) -> Optional[str]:
cache_file = "{cacheDirectory}/{blockNumber}-new.json".format( for receipt in block.receipts["result"]:
cacheDirectory=cache_directory, blockNumber=blockNo if receipt["transactionHash"] == tx_hash:
)
block_file = open(cache_file)
block_json = json.load(block_file)
for receipt in block_json["receipts"]["result"]:
if receipt["transactionHash"] == txHash:
block_file.close()
return receipt["to"] return receipt["to"]
return None
def get_tx_proxies(tx_traces, to_address):
def get_tx_proxies(tx_traces: List[Trace], to_address: Optional[str]):
proxies = [] proxies = []
for trace in tx_traces: for trace in tx_traces:
if ( if (
trace["type"] == "call" trace.type == TraceType.call
and trace["action"]["callType"] == "delegatecall" and trace.action["callType"] == "delegatecall"
and trace["action"]["from"] == to_address and trace.action["from"] == to_address
): ):
proxies.append(trace["action"]["to"]) proxies.append(trace.action["to"])
return proxies return proxies
def get_net_gas_used(txHash, blockNo): def get_net_gas_used(tx_hash, block):
cache_file = "{cacheDirectory}/{blockNumber}.json".format( for trace in block.traces:
cacheDirectory=cache_directory, blockNumber=blockNo if trace.transaction_hash == tx_hash:
) gas_used += int(trace.result["gasUsed"], 16)
block_file = open(cache_file)
block_json = json.load(block_file) return gas_used
gas_used = 0
for trace in block_json["calls"]:
if trace["transactionHash"] == txHash:
gas_used = gas_used + int(trace["result"]["gasUsed"], 16)
print(gas_used)
def get_ether_flows(tx_traces, addresses_to_check): def get_ether_flows(tx_traces, addresses_to_check):
@ -127,60 +96,56 @@ def get_ether_flows(tx_traces, addresses_to_check):
eth_outflow = 0 eth_outflow = 0
for trace in tx_traces: for trace in tx_traces:
if trace["type"] == "call": if trace.type == TraceType.call:
value = int( value = int(
trace["action"]["value"], 16 trace.action["value"], 16
) # converting from 0x prefix to decimal ) # converting from 0x prefix to decimal
# ETH_GET # ETH_GET
if ( if (
trace["action"]["callType"] != "delegatecall" trace.action["callType"] != "delegatecall"
and trace["action"]["from"] != weth_address and trace.action["from"] != weth_address
and value > 0 and value > 0
and trace["action"]["to"] in addresses_to_check and trace.action["to"] in addresses_to_check
): ):
eth_inflow = eth_inflow + value eth_inflow = eth_inflow + value
# ETH_GIVE # ETH_GIVE
if ( if (
trace["action"]["callType"] != "delegatecall" trace.action["callType"] != "delegatecall"
and trace["action"]["to"] != weth_address and trace.action["to"] != weth_address
and value > 0 and value > 0
and trace["action"]["from"] in addresses_to_check and trace.action["from"] in addresses_to_check
): ):
eth_outflow = eth_outflow + value eth_outflow = eth_outflow + value
if trace["action"]["to"] == weth_address: if trace.action["to"] == weth_address:
# WETH_GET1 & WETH_GET2 (to account for both 'transfer' and 'transferFrom' methods) # WETH_GET1 & WETH_GET2 (to account for both 'transfer' and 'transferFrom' methods)
# WETH_GIVE1 & WETH_GIVE2 # WETH_GIVE1 & WETH_GIVE2
# transfer(address to,uint256 value) with args # transfer(address to,uint256 value) with args
if len(trace["action"]["input"]) == 138: if len(trace.action["input"]) == 138:
if trace["action"]["input"][2:10] == "a9059cbb": if trace.action["input"][2:10] == "a9059cbb":
transfer_to = "0x" + trace["action"]["input"][34:74] transfer_to = "0x" + trace.action["input"][34:74]
transfer_value = int( transfer_value = int("0x" + trace.action["input"][74:138], 16)
"0x" + trace["action"]["input"][74:138], 16
)
if transfer_to in addresses_to_check: if transfer_to in addresses_to_check:
eth_inflow = eth_inflow + transfer_value eth_inflow = eth_inflow + transfer_value
elif trace["action"]["from"] in addresses_to_check: elif trace.action["from"] in addresses_to_check:
eth_outflow = eth_outflow + transfer_value eth_outflow = eth_outflow + transfer_value
# transferFrom(address from,address to,uint256 value ) # transferFrom(address from,address to,uint256 value )
if len(trace["action"]["input"]) == 202: if len(trace.action["input"]) == 202:
if trace["action"]["input"][2:10] == "23b872dd": if trace.action["input"][2:10] == "23b872dd":
transfer_from = "0x" + trace["action"]["input"][34:74] transfer_from = "0x" + trace.action["input"][34:74]
transfer_to = "0x" + trace["action"]["input"][98:138] transfer_to = "0x" + trace.action["input"][98:138]
transfer_value = int( transfer_value = int("0x" + trace.action["input"][138:202], 16)
"0x" + trace["action"]["input"][138:202], 16
)
if transfer_to in addresses_to_check: if transfer_to in addresses_to_check:
eth_inflow = eth_inflow + transfer_value eth_inflow = eth_inflow + transfer_value
elif transfer_from in addresses_to_check: elif transfer_from in addresses_to_check:
eth_outflow = eth_outflow + transfer_value eth_outflow = eth_outflow + transfer_value
if trace["type"] == "suicide": if trace.type == TraceType.suicide:
if trace["action"]["refundAddress"] in addresses_to_check: if trace.action["refundAddress"] in addresses_to_check:
refund_value = int("0x" + trace["action"]["balance"], 16) refund_value = int("0x" + trace.action["balance"], 16)
eth_inflow = eth_inflow + refund_value eth_inflow = eth_inflow + refund_value
return [eth_inflow, eth_outflow] return [eth_inflow, eth_outflow]
@ -190,30 +155,28 @@ def get_dollar_flows(tx_traces, addresses_to_check):
dollar_inflow = 0 dollar_inflow = 0
dollar_outflow = 0 dollar_outflow = 0
for trace in tx_traces: for trace in tx_traces:
if trace["type"] == "call" and is_stablecoin_address(trace["action"]["to"]): if trace.type == TraceType.call and is_stablecoin_address(trace.action["to"]):
_ = int( _ = int(trace.action["value"], 16) # converting from 0x prefix to decimal
trace["action"]["value"], 16
) # converting from 0x prefix to decimal
# USD_GET1 & USD_GET2 (to account for both 'transfer' and 'transferFrom' methods) # USD_GET1 & USD_GET2 (to account for both 'transfer' and 'transferFrom' methods)
# USD_GIVE1 & USD_GIVE2 # USD_GIVE1 & USD_GIVE2
# transfer(address to,uint256 value) with args # transfer(address to,uint256 value) with args
if len(trace["action"]["input"]) == 138: if len(trace.action["input"]) == 138:
if trace["action"]["input"][2:10] == "a9059cbb": if trace.action["input"][2:10] == "a9059cbb":
transfer_to = "0x" + trace["action"]["input"][34:74] transfer_to = "0x" + trace.action["input"][34:74]
transfer_value = int("0x" + trace["action"]["input"][74:138], 16) transfer_value = int("0x" + trace.action["input"][74:138], 16)
if transfer_to in addresses_to_check: if transfer_to in addresses_to_check:
dollar_inflow = dollar_inflow + transfer_value dollar_inflow = dollar_inflow + transfer_value
elif trace["action"]["from"] in addresses_to_check: elif trace.action["from"] in addresses_to_check:
dollar_outflow = dollar_outflow + transfer_value dollar_outflow = dollar_outflow + transfer_value
# transferFrom(address from,address to,uint256 value ) # transferFrom(address from,address to,uint256 value )
if len(trace["action"]["input"]) == 202: if len(trace.action["input"]) == 202:
if trace["action"]["input"][2:10] == "23b872dd": if trace.action["input"][2:10] == "23b872dd":
transfer_from = "0x" + trace["action"]["input"][34:74] transfer_from = "0x" + trace.action["input"][34:74]
transfer_to = "0x" + trace["action"]["input"][98:138] transfer_to = "0x" + trace.action["input"][98:138]
transfer_value = int("0x" + trace["action"]["input"][138:202], 16) transfer_value = int("0x" + trace.action["input"][138:202], 16)
if transfer_to in addresses_to_check: if transfer_to in addresses_to_check:
dollar_inflow = dollar_inflow + transfer_value dollar_inflow = dollar_inflow + transfer_value
elif transfer_from in addresses_to_check: elif transfer_from in addresses_to_check:
@ -221,13 +184,18 @@ def get_dollar_flows(tx_traces, addresses_to_check):
return [dollar_inflow, dollar_outflow] return [dollar_inflow, dollar_outflow]
def run_tokenflow(txHash, blockNo): def run_tokenflow(tx_hash: str, block: Block):
tx_traces = get_tx_traces(txHash, blockNo) tx_traces = block.get_filtered_traces(tx_hash)
to_address = get_tx_to_address(txHash, blockNo) to_address = get_tx_to_address(tx_hash, block)
if to_address is None:
raise ValueError("No to address found")
addresses_to_check = [] addresses_to_check = []
# check for proxies, add them to addresses to check # check for proxies, add them to addresses to check
proxies = get_tx_proxies(tx_traces, to_address) proxies = get_tx_proxies(tx_traces, to_address)
for proxy in proxies: for proxy in proxies:
addresses_to_check.append(proxy.lower()) addresses_to_check.append(proxy.lower())
@ -247,8 +215,8 @@ def run_tokenflow(txHash, blockNo):
# note: not the gas set by user, only gas consumed upon execution # note: not the gas set by user, only gas consumed upon execution
# def get_gas_used_by_tx(txHash): # def get_gas_used_by_tx(tx_hash):
# # tx_receipt = w3.eth.getTransactionReceipt(txHash) # # tx_receipt = w3.eth.getTransactionReceipt(tx_hash)
# return tx_receipt["gasUsed"] # return tx_receipt["gasUsed"]

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@ -1,30 +1,49 @@
import json
import os
import unittest import unittest
from mev_inspect import tokenflow from mev_inspect import tokenflow
from mev_inspect.schemas.blocks import Block
THIS_FILE_DIRECTORY = os.path.dirname(__file__)
TEST_BLOCKS_DIRECTORY = os.path.join(THIS_FILE_DIRECTORY, "blocks")
class TestTokenFlow(unittest.TestCase): class TestTokenFlow(unittest.TestCase):
def test_simple_arb(self): def test_simple_arb(self):
tx_hash = "0x4121ce805d33e952b2e6103a5024f70c118432fd0370128d6d7845f9b2987922" tx_hash = "0x4121ce805d33e952b2e6103a5024f70c118432fd0370128d6d7845f9b2987922"
block_no = 11930296 block_no = 11930296
res = tokenflow.run_tokenflow(tx_hash, block_no)
block = load_test_block(block_no)
res = tokenflow.run_tokenflow(tx_hash, block)
self.assertEqual(res["ether_flows"], [3547869861992962562, 3499859860420296704]) self.assertEqual(res["ether_flows"], [3547869861992962562, 3499859860420296704])
self.assertEqual(res["dollar_flows"], [0, 0]) self.assertEqual(res["dollar_flows"], [0, 0])
def test_arb_with_stable_flow(self): def test_arb_with_stable_flow(self):
tx_hash = "0x496836e0bd1520388e36c79d587a31d4b3306e4f25352164178ca0667c7f9c29" tx_hash = "0x496836e0bd1520388e36c79d587a31d4b3306e4f25352164178ca0667c7f9c29"
block_no = 11935012 block_no = 11935012
res = tokenflow.run_tokenflow(tx_hash, block_no)
block = load_test_block(block_no)
res = tokenflow.run_tokenflow(tx_hash, block)
self.assertEqual(res["ether_flows"], [597044987302243493, 562445964778930176]) self.assertEqual(res["ether_flows"], [597044987302243493, 562445964778930176])
self.assertEqual(res["dollar_flows"], [871839781, 871839781]) self.assertEqual(res["dollar_flows"], [871839781, 871839781])
def test_complex_cross_arb(self): def test_complex_cross_arb(self):
tx_hash = "0x5ab21bfba50ad3993528c2828c63e311aafe93b40ee934790e545e150cb6ca73" tx_hash = "0x5ab21bfba50ad3993528c2828c63e311aafe93b40ee934790e545e150cb6ca73"
block_no = 11931272 block_no = 11931272
res = tokenflow.run_tokenflow(tx_hash, block_no) block = load_test_block(block_no)
res = tokenflow.run_tokenflow(tx_hash, block)
self.assertEqual(res["ether_flows"], [3636400213125714803, 3559576672903063566]) self.assertEqual(res["ether_flows"], [3636400213125714803, 3559576672903063566])
self.assertEqual(res["dollar_flows"], [0, 0]) self.assertEqual(res["dollar_flows"], [0, 0])
def load_test_block(block_number):
block_path = f"{TEST_BLOCKS_DIRECTORY}/{block_number}.json"
with open(block_path, "r") as block_file:
block_json = json.load(block_file)
return Block(**block_json)
if __name__ == "__main__": if __name__ == "__main__":
unittest.main() unittest.main()