Merge pull request #235 from flashbots/liquidation-classifiers
Add LiquidationClassifiers
This commit is contained in:
commit
e105ee4d29
@ -1,107 +0,0 @@
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from typing import List, Optional, Tuple
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from mev_inspect.schemas.liquidations import Liquidation
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from mev_inspect.schemas.traces import (
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Classification,
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ClassifiedTrace,
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DecodedCallTrace,
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Protocol,
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)
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from mev_inspect.schemas.transfers import Transfer
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from mev_inspect.traces import get_child_traces, is_child_of_any_address
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from mev_inspect.transfers import get_transfer
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def get_aave_liquidations(
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traces: List[ClassifiedTrace],
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) -> List[Liquidation]:
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"""Inspect list of classified traces and identify liquidation"""
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liquidations: List[Liquidation] = []
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parent_liquidations: List[List[int]] = []
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for trace in traces:
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if (
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trace.classification == Classification.liquidate
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and isinstance(trace, DecodedCallTrace)
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and not is_child_of_any_address(trace, parent_liquidations)
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and trace.protocol == Protocol.aave
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):
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parent_liquidations.append(trace.trace_address)
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liquidator = trace.from_address
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child_traces = get_child_traces(
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trace.transaction_hash, trace.trace_address, traces
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)
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(debt_token_address, debt_purchase_amount) = _get_debt_data(
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trace, child_traces, liquidator
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)
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if debt_purchase_amount == 0:
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continue
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(received_token_address, received_amount) = _get_received_data(
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trace, child_traces, liquidator
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)
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if received_amount == 0:
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continue
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liquidations.append(
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Liquidation(
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liquidated_user=trace.inputs["_user"],
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debt_token_address=debt_token_address,
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liquidator_user=liquidator,
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debt_purchase_amount=debt_purchase_amount,
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protocol=Protocol.aave,
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received_amount=received_amount,
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received_token_address=received_token_address,
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transaction_hash=trace.transaction_hash,
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trace_address=trace.trace_address,
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block_number=trace.block_number,
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error=trace.error,
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)
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)
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return liquidations
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def _get_received_data(
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liquidation_trace: DecodedCallTrace,
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child_traces: List[ClassifiedTrace],
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liquidator: str,
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) -> Tuple[str, int]:
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"""Look for and return liquidator payback from liquidation"""
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for child in child_traces:
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child_transfer: Optional[Transfer] = get_transfer(child)
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if child_transfer is not None and child_transfer.to_address == liquidator:
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return child_transfer.token_address, child_transfer.amount
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return liquidation_trace.inputs["_collateral"], 0
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def _get_debt_data(
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liquidation_trace: DecodedCallTrace,
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child_traces: List[ClassifiedTrace],
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liquidator: str,
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) -> Tuple[str, int]:
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"""Get transfer from liquidator to AAVE"""
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for child in child_traces:
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child_transfer: Optional[Transfer] = get_transfer(child)
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if child_transfer is not None:
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if child_transfer.from_address == liquidator:
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return child_transfer.token_address, child_transfer.amount
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return (
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liquidation_trace.inputs["_reserve"],
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0,
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)
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@ -1,9 +1,10 @@
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from typing import List, Optional, Sequence
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from typing import List, Optional, Sequence
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from mev_inspect.schemas.nft_trades import NftTrade
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from mev_inspect.schemas.nft_trades import NftTrade
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from mev_inspect.schemas.prices import ETH_TOKEN_ADDRESS
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from mev_inspect.schemas.swaps import Swap
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from mev_inspect.schemas.swaps import Swap
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from mev_inspect.schemas.traces import ClassifiedTrace, DecodedCallTrace
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from mev_inspect.schemas.traces import ClassifiedTrace, DecodedCallTrace
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from mev_inspect.schemas.transfers import ETH_TOKEN_ADDRESS, Transfer
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from mev_inspect.schemas.transfers import Transfer
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def create_nft_trade_from_transfers(
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def create_nft_trade_from_transfers(
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@ -178,3 +179,27 @@ def _filter_transfers(
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filtered_transfers.append(transfer)
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filtered_transfers.append(transfer)
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return filtered_transfers
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return filtered_transfers
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def get_received_transfer(
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liquidator: str, child_transfers: List[Transfer]
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) -> Optional[Transfer]:
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"""Get transfer from AAVE to liquidator"""
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for transfer in child_transfers:
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if transfer.to_address == liquidator:
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return transfer
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return None
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def get_debt_transfer(
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liquidator: str, child_transfers: List[Transfer]
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) -> Optional[Transfer]:
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"""Get transfer from liquidator to AAVE"""
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for transfer in child_transfers:
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if transfer.from_address == liquidator:
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return transfer
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return None
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@ -12,7 +12,7 @@ from .curve import CURVE_CLASSIFIER_SPECS
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from .erc20 import ERC20_CLASSIFIER_SPECS
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from .erc20 import ERC20_CLASSIFIER_SPECS
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from .opensea import OPENSEA_CLASSIFIER_SPECS
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from .opensea import OPENSEA_CLASSIFIER_SPECS
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from .uniswap import UNISWAP_CLASSIFIER_SPECS
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from .uniswap import UNISWAP_CLASSIFIER_SPECS
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from .weth import WETH_ADDRESS, WETH_CLASSIFIER_SPECS
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from .weth import WETH_CLASSIFIER_SPECS
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from .zero_ex import ZEROX_CLASSIFIER_SPECS
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from .zero_ex import ZEROX_CLASSIFIER_SPECS
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ALL_CLASSIFIER_SPECS = (
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ALL_CLASSIFIER_SPECS = (
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@ -1,13 +1,65 @@
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from typing import List, Optional
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from mev_inspect.classifiers.helpers import get_debt_transfer, get_received_transfer
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from mev_inspect.schemas.classifiers import (
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from mev_inspect.schemas.classifiers import (
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ClassifiedTrace,
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ClassifierSpec,
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ClassifierSpec,
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DecodedCallTrace,
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DecodedCallTrace,
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LiquidationClassifier,
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LiquidationClassifier,
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TransferClassifier,
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TransferClassifier,
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)
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)
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from mev_inspect.schemas.liquidations import Liquidation
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from mev_inspect.schemas.traces import Protocol
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from mev_inspect.schemas.traces import Protocol
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from mev_inspect.schemas.transfers import Transfer
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from mev_inspect.schemas.transfers import Transfer
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class AaveLiquidationClassifier(LiquidationClassifier):
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@staticmethod
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def parse_liquidation(
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liquidation_trace: DecodedCallTrace,
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child_transfers: List[Transfer],
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child_traces: List[ClassifiedTrace],
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) -> Optional[Liquidation]:
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liquidator = liquidation_trace.from_address
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liquidated = liquidation_trace.inputs["_user"]
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debt_token_address = liquidation_trace.inputs["_reserve"]
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received_token_address = liquidation_trace.inputs["_collateral"]
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debt_purchase_amount = None
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received_amount = None
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debt_transfer = get_debt_transfer(liquidator, child_transfers)
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received_transfer = get_received_transfer(liquidator, child_transfers)
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if debt_transfer is not None and received_transfer is not None:
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debt_token_address = debt_transfer.token_address
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debt_purchase_amount = debt_transfer.amount
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received_token_address = received_transfer.token_address
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received_amount = received_transfer.amount
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return Liquidation(
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liquidated_user=liquidated,
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debt_token_address=debt_token_address,
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liquidator_user=liquidator,
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debt_purchase_amount=debt_purchase_amount,
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protocol=Protocol.aave,
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received_amount=received_amount,
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received_token_address=received_token_address,
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transaction_hash=liquidation_trace.transaction_hash,
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trace_address=liquidation_trace.trace_address,
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block_number=liquidation_trace.block_number,
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error=liquidation_trace.error,
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)
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else:
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return None
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class AaveTransferClassifier(TransferClassifier):
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class AaveTransferClassifier(TransferClassifier):
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@staticmethod
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@staticmethod
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def get_transfer(trace: DecodedCallTrace) -> Transfer:
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def get_transfer(trace: DecodedCallTrace) -> Transfer:
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@ -26,7 +78,7 @@ AAVE_SPEC = ClassifierSpec(
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abi_name="AaveLendingPool",
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abi_name="AaveLendingPool",
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protocol=Protocol.aave,
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protocol=Protocol.aave,
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classifiers={
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classifiers={
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"liquidationCall(address,address,address,uint256,bool)": LiquidationClassifier,
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"liquidationCall(address,address,address,uint256,bool)": AaveLiquidationClassifier,
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},
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},
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)
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)
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@ -35,8 +87,7 @@ ATOKENS_SPEC = ClassifierSpec(
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protocol=Protocol.aave,
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protocol=Protocol.aave,
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classifiers={
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classifiers={
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"transferOnLiquidation(address,address,uint256)": AaveTransferClassifier,
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"transferOnLiquidation(address,address,uint256)": AaveTransferClassifier,
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"transferFrom(address,address,uint256)": AaveTransferClassifier,
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},
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},
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)
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)
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AAVE_CLASSIFIER_SPECS = [AAVE_SPEC, ATOKENS_SPEC]
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AAVE_CLASSIFIER_SPECS: List[ClassifierSpec] = [AAVE_SPEC, ATOKENS_SPEC]
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@ -1,16 +1,86 @@
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from typing import List, Optional
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from mev_inspect.classifiers.helpers import get_debt_transfer, get_received_transfer
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from mev_inspect.schemas.classifiers import (
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from mev_inspect.schemas.classifiers import (
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Classification,
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ClassifiedTrace,
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ClassifierSpec,
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ClassifierSpec,
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DecodedCallTrace,
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LiquidationClassifier,
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LiquidationClassifier,
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SeizeClassifier,
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SeizeClassifier,
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)
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)
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from mev_inspect.schemas.liquidations import Liquidation
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from mev_inspect.schemas.prices import CETH_TOKEN_ADDRESS
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from mev_inspect.schemas.traces import Protocol
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from mev_inspect.schemas.traces import Protocol
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from mev_inspect.schemas.transfers import Transfer
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class CompoundLiquidationClassifier(LiquidationClassifier):
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@staticmethod
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def parse_liquidation(
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liquidation_trace: DecodedCallTrace,
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child_transfers: List[Transfer],
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child_traces: List[ClassifiedTrace],
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) -> Optional[Liquidation]:
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liquidator = liquidation_trace.from_address
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liquidated = liquidation_trace.inputs["borrower"]
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debt_token_address = liquidation_trace.to_address
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received_token_address = liquidation_trace.inputs["cTokenCollateral"]
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debt_purchase_amount = None
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received_amount = None
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debt_purchase_amount = (
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liquidation_trace.value
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if debt_token_address == CETH_TOKEN_ADDRESS and liquidation_trace.value != 0
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else liquidation_trace.inputs["repayAmount"]
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)
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debt_transfer = get_debt_transfer(liquidator, child_transfers)
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received_transfer = get_received_transfer(liquidator, child_transfers)
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seize_trace = _get_seize_call(child_traces)
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if debt_transfer is not None:
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debt_token_address = debt_transfer.token_address
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debt_purchase_amount = debt_transfer.amount
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if received_transfer is not None:
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received_token_address = received_transfer.token_address
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received_amount = received_transfer.amount
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elif seize_trace is not None and seize_trace.inputs is not None:
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received_amount = seize_trace.inputs["seizeTokens"]
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if received_amount is None:
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return None
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return Liquidation(
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liquidated_user=liquidated,
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debt_token_address=debt_token_address,
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liquidator_user=liquidator,
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debt_purchase_amount=debt_purchase_amount,
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protocol=liquidation_trace.protocol,
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received_amount=received_amount,
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received_token_address=received_token_address,
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transaction_hash=liquidation_trace.transaction_hash,
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trace_address=liquidation_trace.trace_address,
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block_number=liquidation_trace.block_number,
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error=liquidation_trace.error,
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)
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return None
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COMPOUND_V2_CETH_SPEC = ClassifierSpec(
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COMPOUND_V2_CETH_SPEC = ClassifierSpec(
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abi_name="CEther",
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abi_name="CEther",
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protocol=Protocol.compound_v2,
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protocol=Protocol.compound_v2,
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valid_contract_addresses=["0x4ddc2d193948926d02f9b1fe9e1daa0718270ed5"],
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valid_contract_addresses=["0x4ddc2d193948926d02f9b1fe9e1daa0718270ed5"],
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classifiers={
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classifiers={
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"liquidateBorrow(address,address)": LiquidationClassifier,
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"liquidateBorrow(address,address)": CompoundLiquidationClassifier,
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"seize(address,address,uint256)": SeizeClassifier,
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"seize(address,address,uint256)": SeizeClassifier,
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},
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},
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)
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)
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@ -20,7 +90,7 @@ CREAM_CETH_SPEC = ClassifierSpec(
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protocol=Protocol.cream,
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protocol=Protocol.cream,
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valid_contract_addresses=["0xD06527D5e56A3495252A528C4987003b712860eE"],
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valid_contract_addresses=["0xD06527D5e56A3495252A528C4987003b712860eE"],
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classifiers={
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classifiers={
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"liquidateBorrow(address,address)": LiquidationClassifier,
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"liquidateBorrow(address,address)": CompoundLiquidationClassifier,
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"seize(address,address,uint256)": SeizeClassifier,
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"seize(address,address,uint256)": SeizeClassifier,
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},
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},
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)
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)
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@ -48,7 +118,7 @@ COMPOUND_V2_CTOKEN_SPEC = ClassifierSpec(
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"0x80a2ae356fc9ef4305676f7a3e2ed04e12c33946",
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"0x80a2ae356fc9ef4305676f7a3e2ed04e12c33946",
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],
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],
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classifiers={
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classifiers={
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"liquidateBorrow(address,uint256,address)": LiquidationClassifier,
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"liquidateBorrow(address,uint256,address)": CompoundLiquidationClassifier,
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"seize(address,address,uint256)": SeizeClassifier,
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"seize(address,address,uint256)": SeizeClassifier,
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},
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},
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)
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)
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@ -150,14 +220,22 @@ CREAM_CTOKEN_SPEC = ClassifierSpec(
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"0x58da9c9fc3eb30abbcbbab5ddabb1e6e2ef3d2ef",
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"0x58da9c9fc3eb30abbcbbab5ddabb1e6e2ef3d2ef",
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],
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],
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classifiers={
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classifiers={
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"liquidateBorrow(address,uint256,address)": LiquidationClassifier,
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"liquidateBorrow(address,uint256,address)": CompoundLiquidationClassifier,
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"seize(address,address,uint256)": SeizeClassifier,
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"seize(address,address,uint256)": SeizeClassifier,
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},
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},
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)
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)
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COMPOUND_CLASSIFIER_SPECS = [
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COMPOUND_CLASSIFIER_SPECS: List[ClassifierSpec] = [
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COMPOUND_V2_CETH_SPEC,
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COMPOUND_V2_CETH_SPEC,
|
||||||
COMPOUND_V2_CTOKEN_SPEC,
|
COMPOUND_V2_CTOKEN_SPEC,
|
||||||
CREAM_CETH_SPEC,
|
CREAM_CETH_SPEC,
|
||||||
CREAM_CTOKEN_SPEC,
|
CREAM_CTOKEN_SPEC,
|
||||||
]
|
]
|
||||||
|
|
||||||
|
|
||||||
|
def _get_seize_call(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
|
||||||
|
@ -3,6 +3,7 @@ from mev_inspect.schemas.classifiers import (
|
|||||||
DecodedCallTrace,
|
DecodedCallTrace,
|
||||||
TransferClassifier,
|
TransferClassifier,
|
||||||
)
|
)
|
||||||
|
from mev_inspect.schemas.prices import WETH_TOKEN_ADDRESS
|
||||||
from mev_inspect.schemas.traces import Protocol
|
from mev_inspect.schemas.traces import Protocol
|
||||||
from mev_inspect.schemas.transfers import Transfer
|
from mev_inspect.schemas.transfers import Transfer
|
||||||
|
|
||||||
@ -21,12 +22,10 @@ class WethTransferClassifier(TransferClassifier):
|
|||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
WETH_ADDRESS = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"
|
|
||||||
|
|
||||||
WETH_SPEC = ClassifierSpec(
|
WETH_SPEC = ClassifierSpec(
|
||||||
abi_name="WETH9",
|
abi_name="WETH9",
|
||||||
protocol=Protocol.weth,
|
protocol=Protocol.weth,
|
||||||
valid_contract_addresses=[WETH_ADDRESS],
|
valid_contract_addresses=[WETH_TOKEN_ADDRESS],
|
||||||
classifiers={
|
classifiers={
|
||||||
"transferFrom(address,address,uint256)": WethTransferClassifier,
|
"transferFrom(address,address,uint256)": WethTransferClassifier,
|
||||||
"transfer(address,uint256)": WethTransferClassifier,
|
"transfer(address,uint256)": WethTransferClassifier,
|
||||||
|
@ -1,80 +0,0 @@
|
|||||||
from typing import List, Optional
|
|
||||||
|
|
||||||
from mev_inspect.schemas.liquidations import Liquidation
|
|
||||||
from mev_inspect.schemas.traces import Classification, ClassifiedTrace, Protocol
|
|
||||||
from mev_inspect.traces import get_child_traces
|
|
||||||
|
|
||||||
V2_COMPTROLLER_ADDRESS = "0x3d9819210A31b4961b30EF54bE2aeD79B9c9Cd3B"
|
|
||||||
V2_C_ETHER = "0x4Ddc2D193948926D02f9B1fE9e1daa0718270ED5"
|
|
||||||
CREAM_COMPTROLLER_ADDRESS = "0x3d5BC3c8d13dcB8bF317092d84783c2697AE9258"
|
|
||||||
CREAM_CR_ETHER = "0xD06527D5e56A3495252A528C4987003b712860eE"
|
|
||||||
|
|
||||||
|
|
||||||
def get_compound_liquidations(
|
|
||||||
traces: List[ClassifiedTrace],
|
|
||||||
) -> List[Liquidation]:
|
|
||||||
|
|
||||||
"""Inspect list of classified traces and identify liquidation"""
|
|
||||||
liquidations: List[Liquidation] = []
|
|
||||||
|
|
||||||
for trace in traces:
|
|
||||||
if (
|
|
||||||
trace.classification == Classification.liquidate
|
|
||||||
and (
|
|
||||||
trace.protocol == Protocol.compound_v2
|
|
||||||
or trace.protocol == Protocol.cream
|
|
||||||
)
|
|
||||||
and trace.inputs is not None
|
|
||||||
and trace.to_address is not None
|
|
||||||
):
|
|
||||||
# First, we look for cEther liquidations (position paid back via tx.value)
|
|
||||||
child_traces = get_child_traces(
|
|
||||||
trace.transaction_hash, trace.trace_address, traces
|
|
||||||
)
|
|
||||||
seize_trace = _get_seize_call(child_traces)
|
|
||||||
|
|
||||||
if seize_trace is not None and seize_trace.inputs is not None:
|
|
||||||
c_token_collateral = trace.inputs["cTokenCollateral"]
|
|
||||||
if trace.abi_name == "CEther":
|
|
||||||
liquidations.append(
|
|
||||||
Liquidation(
|
|
||||||
liquidated_user=trace.inputs["borrower"],
|
|
||||||
debt_token_address=trace.to_address,
|
|
||||||
liquidator_user=seize_trace.inputs["liquidator"],
|
|
||||||
debt_purchase_amount=trace.value,
|
|
||||||
protocol=trace.protocol,
|
|
||||||
received_amount=seize_trace.inputs["seizeTokens"],
|
|
||||||
received_token_address=c_token_collateral,
|
|
||||||
transaction_hash=trace.transaction_hash,
|
|
||||||
trace_address=trace.trace_address,
|
|
||||||
block_number=trace.block_number,
|
|
||||||
error=trace.error,
|
|
||||||
)
|
|
||||||
)
|
|
||||||
elif (
|
|
||||||
trace.abi_name == "CToken"
|
|
||||||
): # cToken liquidations where liquidator pays back via token transfer
|
|
||||||
liquidations.append(
|
|
||||||
Liquidation(
|
|
||||||
liquidated_user=trace.inputs["borrower"],
|
|
||||||
debt_token_address=trace.to_address,
|
|
||||||
liquidator_user=seize_trace.inputs["liquidator"],
|
|
||||||
debt_purchase_amount=trace.inputs["repayAmount"],
|
|
||||||
protocol=trace.protocol,
|
|
||||||
received_amount=seize_trace.inputs["seizeTokens"],
|
|
||||||
received_token_address=c_token_collateral,
|
|
||||||
transaction_hash=trace.transaction_hash,
|
|
||||||
trace_address=trace.trace_address,
|
|
||||||
block_number=trace.block_number,
|
|
||||||
error=trace.error,
|
|
||||||
)
|
|
||||||
)
|
|
||||||
return liquidations
|
|
||||||
|
|
||||||
|
|
||||||
def _get_seize_call(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
|
|
@ -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.classifiers.specs import get_classifier
|
||||||
from mev_inspect.compound_liquidations import get_compound_liquidations
|
from mev_inspect.schemas.classifiers import LiquidationClassifier
|
||||||
from mev_inspect.schemas.liquidations import Liquidation
|
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:
|
def has_liquidations(classified_traces: List[ClassifiedTrace]) -> bool:
|
||||||
@ -14,9 +17,58 @@ def has_liquidations(classified_traces: List[ClassifiedTrace]) -> bool:
|
|||||||
return liquidations_exist
|
return liquidations_exist
|
||||||
|
|
||||||
|
|
||||||
def get_liquidations(
|
def get_liquidations(classified_traces: List[ClassifiedTrace]) -> List[Liquidation]:
|
||||||
classified_traces: List[ClassifiedTrace],
|
|
||||||
) -> List[Liquidation]:
|
liquidations: List[Liquidation] = []
|
||||||
aave_liquidations = get_aave_liquidations(classified_traces)
|
parent_liquidations: List[DecodedCallTrace] = []
|
||||||
comp_liquidations = get_compound_liquidations(classified_traces)
|
|
||||||
return aave_liquidations + comp_liquidations
|
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
|
||||||
|
@ -3,9 +3,10 @@ from typing import Dict, List, Optional, Type
|
|||||||
|
|
||||||
from pydantic import BaseModel
|
from pydantic import BaseModel
|
||||||
|
|
||||||
|
from .liquidations import Liquidation
|
||||||
from .nft_trades import NftTrade
|
from .nft_trades import NftTrade
|
||||||
from .swaps import Swap
|
from .swaps import Swap
|
||||||
from .traces import Classification, DecodedCallTrace, Protocol
|
from .traces import Classification, ClassifiedTrace, DecodedCallTrace, Protocol
|
||||||
from .transfers import Transfer
|
from .transfers import Transfer
|
||||||
|
|
||||||
|
|
||||||
@ -47,6 +48,15 @@ class LiquidationClassifier(Classifier):
|
|||||||
def get_classification() -> Classification:
|
def get_classification() -> Classification:
|
||||||
return Classification.liquidate
|
return Classification.liquidate
|
||||||
|
|
||||||
|
@staticmethod
|
||||||
|
@abstractmethod
|
||||||
|
def parse_liquidation(
|
||||||
|
liquidation_trace: DecodedCallTrace,
|
||||||
|
child_transfers: List[Transfer],
|
||||||
|
child_traces: List[ClassifiedTrace],
|
||||||
|
) -> Optional[Liquidation]:
|
||||||
|
raise NotImplementedError()
|
||||||
|
|
||||||
|
|
||||||
class SeizeClassifier(Classifier):
|
class SeizeClassifier(Classifier):
|
||||||
@staticmethod
|
@staticmethod
|
||||||
|
@ -2,9 +2,8 @@ from datetime import datetime
|
|||||||
|
|
||||||
from pydantic import BaseModel, validator
|
from pydantic import BaseModel, validator
|
||||||
|
|
||||||
from mev_inspect.classifiers.specs.weth import WETH_ADDRESS
|
ETH_TOKEN_ADDRESS = "0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee"
|
||||||
from mev_inspect.schemas.transfers import ETH_TOKEN_ADDRESS
|
WETH_TOKEN_ADDRESS = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"
|
||||||
|
|
||||||
WBTC_TOKEN_ADDRESS = "0x2260fac5e5542a773aa44fbcfedf7c193bc2c599"
|
WBTC_TOKEN_ADDRESS = "0x2260fac5e5542a773aa44fbcfedf7c193bc2c599"
|
||||||
LINK_TOKEN_ADDRESS = "0x514910771af9ca656af840dff83e8264ecf986ca"
|
LINK_TOKEN_ADDRESS = "0x514910771af9ca656af840dff83e8264ecf986ca"
|
||||||
YEARN_TOKEN_ADDRESS = "0x0bc529c00c6401aef6d220be8c6ea1667f6ad93e"
|
YEARN_TOKEN_ADDRESS = "0x0bc529c00c6401aef6d220be8c6ea1667f6ad93e"
|
||||||
@ -20,7 +19,7 @@ CWBTC_TOKEN_ADDRESS = "0xc11b1268c1a384e55c48c2391d8d480264a3a7f4"
|
|||||||
|
|
||||||
TOKEN_ADDRESSES = [
|
TOKEN_ADDRESSES = [
|
||||||
ETH_TOKEN_ADDRESS,
|
ETH_TOKEN_ADDRESS,
|
||||||
WETH_ADDRESS,
|
WETH_TOKEN_ADDRESS,
|
||||||
WBTC_TOKEN_ADDRESS,
|
WBTC_TOKEN_ADDRESS,
|
||||||
LINK_TOKEN_ADDRESS,
|
LINK_TOKEN_ADDRESS,
|
||||||
YEARN_TOKEN_ADDRESS,
|
YEARN_TOKEN_ADDRESS,
|
||||||
@ -36,7 +35,7 @@ TOKEN_ADDRESSES = [
|
|||||||
]
|
]
|
||||||
|
|
||||||
COINGECKO_ID_BY_ADDRESS = {
|
COINGECKO_ID_BY_ADDRESS = {
|
||||||
WETH_ADDRESS: "weth",
|
WETH_TOKEN_ADDRESS: "weth",
|
||||||
ETH_TOKEN_ADDRESS: "ethereum",
|
ETH_TOKEN_ADDRESS: "ethereum",
|
||||||
WBTC_TOKEN_ADDRESS: "wrapped-bitcoin",
|
WBTC_TOKEN_ADDRESS: "wrapped-bitcoin",
|
||||||
LINK_TOKEN_ADDRESS: "chainlink",
|
LINK_TOKEN_ADDRESS: "chainlink",
|
||||||
|
@ -2,8 +2,6 @@ from typing import List
|
|||||||
|
|
||||||
from pydantic import BaseModel
|
from pydantic import BaseModel
|
||||||
|
|
||||||
ETH_TOKEN_ADDRESS = "0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee"
|
|
||||||
|
|
||||||
|
|
||||||
class Transfer(BaseModel):
|
class Transfer(BaseModel):
|
||||||
block_number: int
|
block_number: int
|
||||||
|
@ -2,8 +2,9 @@ from typing import Dict, List, Optional, Sequence
|
|||||||
|
|
||||||
from mev_inspect.classifiers.specs import get_classifier
|
from mev_inspect.classifiers.specs import get_classifier
|
||||||
from mev_inspect.schemas.classifiers import TransferClassifier
|
from mev_inspect.schemas.classifiers import TransferClassifier
|
||||||
|
from mev_inspect.schemas.prices import ETH_TOKEN_ADDRESS
|
||||||
from mev_inspect.schemas.traces import ClassifiedTrace, DecodedCallTrace
|
from mev_inspect.schemas.traces import ClassifiedTrace, DecodedCallTrace
|
||||||
from mev_inspect.schemas.transfers import ETH_TOKEN_ADDRESS, Transfer
|
from mev_inspect.schemas.transfers import Transfer
|
||||||
from mev_inspect.traces import get_child_traces, is_child_trace_address
|
from mev_inspect.traces import get_child_traces, is_child_trace_address
|
||||||
|
|
||||||
|
|
||||||
|
@ -1,10 +1,10 @@
|
|||||||
from typing import List
|
from typing import List
|
||||||
|
|
||||||
from mev_inspect.aave_liquidations import get_aave_liquidations
|
|
||||||
from mev_inspect.classifiers.trace import TraceClassifier
|
from mev_inspect.classifiers.trace import TraceClassifier
|
||||||
|
from mev_inspect.liquidations import get_liquidations
|
||||||
from mev_inspect.schemas.liquidations import Liquidation
|
from mev_inspect.schemas.liquidations import Liquidation
|
||||||
|
from mev_inspect.schemas.prices import ETH_TOKEN_ADDRESS
|
||||||
from mev_inspect.schemas.traces import Protocol
|
from mev_inspect.schemas.traces import Protocol
|
||||||
from mev_inspect.transfers import ETH_TOKEN_ADDRESS
|
|
||||||
from tests.utils import load_test_block
|
from tests.utils import load_test_block
|
||||||
|
|
||||||
|
|
||||||
@ -31,9 +31,10 @@ def test_single_weth_liquidation(trace_classifier: TraceClassifier):
|
|||||||
|
|
||||||
block = load_test_block(block_number)
|
block = load_test_block(block_number)
|
||||||
classified_traces = trace_classifier.classify(block.traces)
|
classified_traces = trace_classifier.classify(block.traces)
|
||||||
result = get_aave_liquidations(classified_traces)
|
result = get_liquidations(classified_traces)
|
||||||
|
|
||||||
_assert_equal_list_of_liquidations(result, liquidations)
|
for liquidation in liquidations:
|
||||||
|
assert liquidation in result
|
||||||
|
|
||||||
|
|
||||||
def test_single_liquidation(trace_classifier: TraceClassifier):
|
def test_single_liquidation(trace_classifier: TraceClassifier):
|
||||||
@ -59,9 +60,10 @@ def test_single_liquidation(trace_classifier: TraceClassifier):
|
|||||||
|
|
||||||
block = load_test_block(block_number)
|
block = load_test_block(block_number)
|
||||||
classified_traces = trace_classifier.classify(block.traces)
|
classified_traces = trace_classifier.classify(block.traces)
|
||||||
result = get_aave_liquidations(classified_traces)
|
result = get_liquidations(classified_traces)
|
||||||
|
|
||||||
_assert_equal_list_of_liquidations(result, liquidations)
|
for liquidation in liquidations:
|
||||||
|
assert liquidation in result
|
||||||
|
|
||||||
|
|
||||||
def test_single_liquidation_with_atoken_payback(trace_classifier: TraceClassifier):
|
def test_single_liquidation_with_atoken_payback(trace_classifier: TraceClassifier):
|
||||||
@ -87,9 +89,10 @@ def test_single_liquidation_with_atoken_payback(trace_classifier: TraceClassifie
|
|||||||
|
|
||||||
block = load_test_block(block_number)
|
block = load_test_block(block_number)
|
||||||
classified_traces = trace_classifier.classify(block.traces)
|
classified_traces = trace_classifier.classify(block.traces)
|
||||||
result = get_aave_liquidations(classified_traces)
|
result = get_liquidations(classified_traces)
|
||||||
|
|
||||||
_assert_equal_list_of_liquidations(result, liquidations)
|
for liquidation in liquidations:
|
||||||
|
assert liquidation in result
|
||||||
|
|
||||||
|
|
||||||
def test_multiple_liquidations_in_block(trace_classifier: TraceClassifier):
|
def test_multiple_liquidations_in_block(trace_classifier: TraceClassifier):
|
||||||
@ -139,10 +142,11 @@ def test_multiple_liquidations_in_block(trace_classifier: TraceClassifier):
|
|||||||
|
|
||||||
block = load_test_block(block_number)
|
block = load_test_block(block_number)
|
||||||
classified_traces = trace_classifier.classify(block.traces)
|
classified_traces = trace_classifier.classify(block.traces)
|
||||||
result = get_aave_liquidations(classified_traces)
|
result = get_liquidations(classified_traces)
|
||||||
liquidations = [liquidation1, liquidation2, liquidation3]
|
liquidations = [liquidation1, liquidation2, liquidation3]
|
||||||
|
|
||||||
_assert_equal_list_of_liquidations(result, liquidations)
|
for liquidation in liquidations:
|
||||||
|
assert liquidation in result
|
||||||
|
|
||||||
|
|
||||||
def test_liquidations_with_eth_transfer(trace_classifier: TraceClassifier):
|
def test_liquidations_with_eth_transfer(trace_classifier: TraceClassifier):
|
||||||
@ -179,10 +183,11 @@ def test_liquidations_with_eth_transfer(trace_classifier: TraceClassifier):
|
|||||||
|
|
||||||
block = load_test_block(block_number)
|
block = load_test_block(block_number)
|
||||||
classified_traces = trace_classifier.classify(block.traces)
|
classified_traces = trace_classifier.classify(block.traces)
|
||||||
result = get_aave_liquidations(classified_traces)
|
result = get_liquidations(classified_traces)
|
||||||
liquidations = [liquidation1, liquidation2]
|
liquidations = [liquidation1, liquidation2]
|
||||||
|
|
||||||
_assert_equal_list_of_liquidations(result, liquidations)
|
for liquidation in liquidations:
|
||||||
|
assert liquidation in result
|
||||||
|
|
||||||
|
|
||||||
def _assert_equal_list_of_liquidations(
|
def _assert_equal_list_of_liquidations(
|
@ -1,5 +1,5 @@
|
|||||||
from mev_inspect.classifiers.trace import TraceClassifier
|
from mev_inspect.classifiers.trace import TraceClassifier
|
||||||
from mev_inspect.compound_liquidations import get_compound_liquidations
|
from mev_inspect.liquidations import get_liquidations
|
||||||
from mev_inspect.schemas.liquidations import Liquidation
|
from mev_inspect.schemas.liquidations import Liquidation
|
||||||
from mev_inspect.schemas.traces import Protocol
|
from mev_inspect.schemas.traces import Protocol
|
||||||
from tests.utils import load_comp_markets, load_cream_markets, load_test_block
|
from tests.utils import load_comp_markets, load_cream_markets, load_test_block
|
||||||
@ -30,8 +30,10 @@ def test_c_ether_liquidations(trace_classifier: TraceClassifier):
|
|||||||
]
|
]
|
||||||
block = load_test_block(block_number)
|
block = load_test_block(block_number)
|
||||||
classified_traces = trace_classifier.classify(block.traces)
|
classified_traces = trace_classifier.classify(block.traces)
|
||||||
result = get_compound_liquidations(classified_traces)
|
result = get_liquidations(classified_traces)
|
||||||
assert result == liquidations
|
|
||||||
|
for liquidation in liquidations:
|
||||||
|
assert liquidation in result
|
||||||
|
|
||||||
block_number = 13207907
|
block_number = 13207907
|
||||||
transaction_hash = (
|
transaction_hash = (
|
||||||
@ -55,8 +57,10 @@ def test_c_ether_liquidations(trace_classifier: TraceClassifier):
|
|||||||
|
|
||||||
block = load_test_block(block_number)
|
block = load_test_block(block_number)
|
||||||
classified_traces = trace_classifier.classify(block.traces)
|
classified_traces = trace_classifier.classify(block.traces)
|
||||||
result = get_compound_liquidations(classified_traces)
|
result = get_liquidations(classified_traces)
|
||||||
assert result == liquidations
|
|
||||||
|
for liquidation in liquidations:
|
||||||
|
assert liquidation in result
|
||||||
|
|
||||||
block_number = 13298725
|
block_number = 13298725
|
||||||
transaction_hash = (
|
transaction_hash = (
|
||||||
@ -79,8 +83,10 @@ def test_c_ether_liquidations(trace_classifier: TraceClassifier):
|
|||||||
]
|
]
|
||||||
block = load_test_block(block_number)
|
block = load_test_block(block_number)
|
||||||
classified_traces = trace_classifier.classify(block.traces)
|
classified_traces = trace_classifier.classify(block.traces)
|
||||||
result = get_compound_liquidations(classified_traces)
|
result = get_liquidations(classified_traces)
|
||||||
assert result == liquidations
|
|
||||||
|
for liquidation in liquidations:
|
||||||
|
assert liquidation in result
|
||||||
|
|
||||||
|
|
||||||
def test_c_token_liquidation(trace_classifier: TraceClassifier):
|
def test_c_token_liquidation(trace_classifier: TraceClassifier):
|
||||||
@ -93,7 +99,7 @@ def test_c_token_liquidation(trace_classifier: TraceClassifier):
|
|||||||
Liquidation(
|
Liquidation(
|
||||||
liquidated_user="0xacdd5528c1c92b57045041b5278efa06cdade4d8",
|
liquidated_user="0xacdd5528c1c92b57045041b5278efa06cdade4d8",
|
||||||
liquidator_user="0xe0090ec6895c087a393f0e45f1f85098a6c33bef",
|
liquidator_user="0xe0090ec6895c087a393f0e45f1f85098a6c33bef",
|
||||||
debt_token_address="0x39aa39c021dfbae8fac545936693ac917d5e7563",
|
debt_token_address="0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
|
||||||
debt_purchase_amount=1207055531,
|
debt_purchase_amount=1207055531,
|
||||||
received_amount=21459623305,
|
received_amount=21459623305,
|
||||||
received_token_address="0x70e36f6bf80a52b3b46b3af8e106cc0ed743e8e4",
|
received_token_address="0x70e36f6bf80a52b3b46b3af8e106cc0ed743e8e4",
|
||||||
@ -105,8 +111,10 @@ def test_c_token_liquidation(trace_classifier: TraceClassifier):
|
|||||||
]
|
]
|
||||||
block = load_test_block(block_number)
|
block = load_test_block(block_number)
|
||||||
classified_traces = trace_classifier.classify(block.traces)
|
classified_traces = trace_classifier.classify(block.traces)
|
||||||
result = get_compound_liquidations(classified_traces)
|
result = get_liquidations(classified_traces)
|
||||||
assert result == liquidations
|
|
||||||
|
for liquidation in liquidations:
|
||||||
|
assert liquidation in result
|
||||||
|
|
||||||
|
|
||||||
def test_cream_token_liquidation(trace_classifier: TraceClassifier):
|
def test_cream_token_liquidation(trace_classifier: TraceClassifier):
|
||||||
@ -119,7 +127,7 @@ def test_cream_token_liquidation(trace_classifier: TraceClassifier):
|
|||||||
Liquidation(
|
Liquidation(
|
||||||
liquidated_user="0x46bf9479dc569bc796b7050344845f6564d45fba",
|
liquidated_user="0x46bf9479dc569bc796b7050344845f6564d45fba",
|
||||||
liquidator_user="0xa2863cad9c318669660eb4eca8b3154b90fb4357",
|
liquidator_user="0xa2863cad9c318669660eb4eca8b3154b90fb4357",
|
||||||
debt_token_address="0x697256caa3ccafd62bb6d3aa1c7c5671786a5fd9",
|
debt_token_address="0x514910771af9ca656af840dff83e8264ecf986ca",
|
||||||
debt_purchase_amount=14857434973806369550,
|
debt_purchase_amount=14857434973806369550,
|
||||||
received_amount=1547215810826,
|
received_amount=1547215810826,
|
||||||
received_token_address="0x44fbebd2f576670a6c33f6fc0b00aa8c5753b322",
|
received_token_address="0x44fbebd2f576670a6c33f6fc0b00aa8c5753b322",
|
||||||
@ -131,5 +139,7 @@ def test_cream_token_liquidation(trace_classifier: TraceClassifier):
|
|||||||
]
|
]
|
||||||
block = load_test_block(block_number)
|
block = load_test_block(block_number)
|
||||||
classified_traces = trace_classifier.classify(block.traces)
|
classified_traces = trace_classifier.classify(block.traces)
|
||||||
result = get_compound_liquidations(classified_traces)
|
result = get_liquidations(classified_traces)
|
||||||
assert result == liquidations
|
|
||||||
|
for liquidation in liquidations:
|
||||||
|
assert liquidation in result
|
||||||
|
Loading…
x
Reference in New Issue
Block a user