historical prices + cream
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1
mev_inspect/abis/cream/Comptroller.json
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mev_inspect/abis/cream/Comptroller.json
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[{"inputs":[],"payable":false,"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"uint256","name":"error","type":"uint256"},{"indexed":false,"internalType":"uint256","name":"info","type":"uint256"},{"indexed":false,"internalType":"uint256","name":"detail","type":"uint256"}],"name":"Failure","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"address","name":"oldAdmin","type":"address"},{"indexed":false,"internalType":"address","name":"newAdmin","type":"address"}],"name":"NewAdmin","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"address","name":"oldImplementation","type":"address"},{"indexed":false,"internalType":"address","name":"newImplementation","type":"address"}],"name":"NewImplementation","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"address","name":"oldPendingAdmin","type":"address"},{"indexed":false,"internalType":"address","name":"newPendingAdmin","type":"address"}],"name":"NewPendingAdmin","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"address","name":"oldPendingImplementation","type":"address"},{"indexed":false,"internalType":"address","name":"newPendingImplementation","type":"address"}],"name":"NewPendingImplementation","type":"event"},{"payable":true,"stateMutability":"payable","type":"fallback"},{"constant":false,"inputs":[],"name":"_acceptAdmin","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[],"name":"_acceptImplementation","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"newPendingAdmin","type":"address"}],"name":"_setPendingAdmin","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"newPendingImplementation","type":"address"}],"name":"_setPendingImplementation","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"admin","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"comptrollerImplementation","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"pendingAdmin","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"pendingComptrollerImplementation","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"}]
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mev_inspect/abis/uniswap_v2/UniswapV2Factory.json
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mev_inspect/abis/uniswap_v2/UniswapV2Factory.json
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[{"inputs":[{"internalType":"address","name":"_feeToSetter","type":"address"}],"payable":false,"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"token0","type":"address"},{"indexed":true,"internalType":"address","name":"token1","type":"address"},{"indexed":false,"internalType":"address","name":"pair","type":"address"},{"indexed":false,"internalType":"uint256","name":"","type":"uint256"}],"name":"PairCreated","type":"event"},{"constant":true,"inputs":[{"internalType":"uint256","name":"","type":"uint256"}],"name":"allPairs","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"allPairsLength","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"tokenA","type":"address"},{"internalType":"address","name":"tokenB","type":"address"}],"name":"createPair","outputs":[{"internalType":"address","name":"pair","type":"address"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"feeTo","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"feeToSetter","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[{"internalType":"address","name":"","type":"address"},{"internalType":"address","name":"","type":"address"}],"name":"getPair","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"_feeTo","type":"address"}],"name":"setFeeTo","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"_feeToSetter","type":"address"}],"name":"setFeeToSetter","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"}]
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mev_inspect/historical_price.py
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mev_inspect/historical_price.py
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from mev_inspect.schemas.classified_traces import Protocol
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from mev_inspect.abi import get_raw_abi
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from web3 import Web3
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rpc = ""
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w3 = Web3(Web3.HTTPProvider(rpc))
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weth_address = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"
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usdc_address = "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"
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zero_address = "0x0000000000000000000000000000000000000000"
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uniswap_router = "0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D"
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uniswap_factory = "0x5C69bEe701ef814a2B6a3EDD4B1652CB9cc5aA6f"
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sushiswap_router = "0xd9e1cE17f2641f24aE83637ab66a2cca9C378B9F"
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sushiswap_factory = "0xC0AEe478e3658e2610c5F7A4A2E1777cE9e4f2Ac"
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router_abi = get_raw_abi("UniswapV2Router", Protocol.uniswap_v2)
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factory_abi = get_raw_abi("UniswapV2Factory", Protocol.uniswap_v2)
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pool_abi = get_raw_abi("UniswapV2Pair", None)
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# helper to get decimals of any given erc20 token
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def get_erc20_token_decimals(token_address):
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token_abi = get_raw_abi("ERC20", None)
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token_instance = w3.eth.contract(address=token_address, abi=token_abi)
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decimals = token_instance.functions.decimals().call()
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return decimals
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# get the specific uniswap/sushiswap pools for a pair of tokens
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def get_uniswap_pair_pool(token_0, token_1):
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factory_instance = w3.eth.contract(address=uniswap_factory, abi=factory_abi)
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pair_address = factory_instance.functions.getPair(token_0, token_1).call()
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# 0x0 is returned when the pair does not have a pool
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if pair_address != zero_address:
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return pair_address
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else:
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return None
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def get_sushiswap_pair_pool(token_0, token_1):
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factory_instance = w3.eth.contract(address=sushiswap_factory, abi=factory_abi)
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pair_address = factory_instance.functions.getPair(token_0, token_1).call()
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# 0x0 is returned when the pair does not have a pool
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if pair_address != zero_address:
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return pair_address
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else:
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return None
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# get reserves of a pool at a specific block number
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def get_uni_pool_reserves(pool_address, block_number):
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pool_instance = w3.eth.contract(address=pool_address, abi=pool_abi)
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token_0 = pool_instance.functions.token0().call()
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token_1 = pool_instance.functions.token1().call()
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token_0_reserve, token_1_reserve, _ = pool_instance.functions.getReserves().call(
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block_identifier=block_number
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)
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return {token_0: token_0_reserve, token_1: token_1_reserve}
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def get_sushi_pool_reserves(pool_address, block_number):
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pool_instance = w3.eth.contract(address=pool_address, abi=pool_abi)
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token_0 = pool_instance.functions.token0().call()
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token_1 = pool_instance.functions.token1().call()
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token_0_reserve, token_1_reserve, _ = pool_instance.functions.getReserves().call(
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block_identifier=block_number
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)
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return {token_0: token_0_reserve, token_1: token_1_reserve}
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# get the price of any token (in eth) at a specific block number
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def get_erc20_token_price_in_eth(token_amount, token_address, block_number):
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# get the TOKEN-ETH pool addresses from AMM factory
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uni_pair_pool_address = get_uniswap_pair_pool(token_address, weth_address)
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sushi_pair_pool_address = get_sushiswap_pair_pool(token_address, weth_address)
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# get reserves from both pools, to pick one with greater liquidity at that block height
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uni_pool_reserves = get_uni_pool_reserves(uni_pair_pool_address, block_number)
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sushi_pool_reserves = get_sushi_pool_reserves(sushi_pair_pool_address, block_number)
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# if uniswap has better liquidity
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if uni_pool_reserves[token_address] > sushi_pool_reserves[token_address]:
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router_instance = w3.eth.contract(address=uniswap_router, abi=router_abi)
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token_price_in_wei = router_instance.functions.getAmountOut(
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token_amount,
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uni_pool_reserves[token_address],
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uni_pool_reserves[weth_address],
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).call()
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token_price_in_eth = w3.fromWei(token_price_in_wei, "ether")
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return token_price_in_eth
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else: # sushiswap has better liquidity
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router_instance = w3.eth.contract(address=sushiswap_router, abi=router_abi)
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token_price_in_wei = router_instance.functions.getAmountOut(
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token_amount,
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sushi_pool_reserves[token_address],
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sushi_pool_reserves[weth_address],
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).call()
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token_price_in_eth = w3.fromWei(token_price_in_wei, "ether")
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return token_price_in_eth
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# same but denominated in USDC
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def get_erc20_token_price_in_usdc(token_amount, token_address, block_number):
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# get the TOKEN-ETH pool addresses from AMM factory
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uni_pair_pool_address = get_uniswap_pair_pool(token_address, usdc_address)
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sushi_pair_pool_address = get_sushiswap_pair_pool(token_address, usdc_address)
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# get reserves from both pools, to pick one with greater liquidity at that block height
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uni_pool_reserves = get_uni_pool_reserves(uni_pair_pool_address, block_number)
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sushi_pool_reserves = get_sushi_pool_reserves(sushi_pair_pool_address, block_number)
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# if uniswap has better liquidity
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if uni_pool_reserves[token_address] > sushi_pool_reserves[token_address]:
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router_instance = w3.eth.contract(address=uniswap_router, abi=router_abi)
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token_price = router_instance.functions.getAmountOut(
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token_amount,
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uni_pool_reserves[token_address],
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uni_pool_reserves[usdc_address],
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).call()
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# usdc has 6 decimals
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return token_price / 10 ** 6
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else: # sushiswap has better liquidity
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router_instance = w3.eth.contract(address=sushiswap_router, abi=router_abi)
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token_price = router_instance.functions.getAmountOut(
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token_amount,
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sushi_pool_reserves[token_address],
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sushi_pool_reserves[usdc_address],
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).call()
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return token_price / 10 ** 6
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@ -21,6 +21,7 @@ class Protocol(Enum):
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sushiswap = "sushiswap"
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aave = "aave"
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compound_v2 = "compound_v2"
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cream = "cream"
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weth = "weth"
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from enum import Enum
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# from enum import Enum
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from .utils import CamelModel
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from mev_inspect.schemas.classified_traces import Classification, ClassifiedTrace
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from typing import Optional
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from web3 import Web3
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from mev_inspect.schemas.classified_traces import ClassifiedTrace
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from mev_inspect.schemas.liquidations import (
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Liquidation,
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LiquidationType,
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LiquidationStatus,
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LiquidationCollateralSource,
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)
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from mev_inspect.block import _get_cache_path
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from mev_inspect.schemas import Block
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from mev_inspect.schemas.blocks import Transaction
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from mev_inspect.trace_classifier import TraceClassifier
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from mev_inspect.classifier_specs import CLASSIFIER_SPECS, Protocol
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from mev_inspect.tokenflow import get_dollar_flows, get_tx_proxies
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from mev_inspect.classifier_specs import Protocol
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# from mev_inspect.tokenflow import get_dollar_flows, get_tx_proxies
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from mev_inspect.historical_price import get_erc20_token_decimals
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from mev_inspect.abi import get_raw_abi
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from web3 import Web3
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from typing import Optional
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w3 = Web3(Web3.HTTPProvider(""))
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comp_v2_comptroller_address = "0x3d9819210A31b4961b30EF54bE2aeD79B9c9Cd3B"
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c_ether = "0x4Ddc2D193948926D02f9B1fE9e1daa0718270ED5"
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@ -65,23 +63,29 @@ def find_collateral_source(
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return source
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# TODO: check tx status and assign accordingly
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# i.e if a tx checks if the opportunity is still available ("liquidateBorrowAllowed")
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# or if it calls the COMP oracle for price data ("getUnderlyingPrice(address")
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# def is_pre_flight():
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# pass
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# for cToken - differnt file?
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# TODO: fetch historic price (in ETH) of any given token at the block height the tx occured
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# to calculate the profit in ETH accurately, regardless of what token the profit was held in
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# def get_historic_token_price():
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# pass
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def get_underlying_ctoken_exchange_rate(
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c_token_address: str, block_number: int
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) -> float:
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comp_v2_ctoken_abi = get_raw_abi("CToken", Protocol.compound_v2)
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ctoken_instance = w3.eth.contract(address=c_token_address, abi=comp_v2_ctoken_abi)
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raw_exchange_rate = ctoken_instance.functions.exchangeRateCurrent().call(
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block_identifier=block_number
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)
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# format based on decimals in ctoken and the underlying token
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# see "Interpreting Exchange Rates" https://compound.finance/docs#protocol-math
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underlying_token_address = get_all_comp_markets()[c_token_address.lower()]
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decimals_in_underlying = get_erc20_token_decimals(
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Web3.toChecksumAddress(underlying_token_address)
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)
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decimals_in_ctoken = get_erc20_token_decimals(c_token_address)
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return raw_exchange_rate / (
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10 ** (18 + decimals_in_underlying - decimals_in_ctoken)
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)
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def inspect_compound_v2_ceth(
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tx: Transaction, classified_traces: list[ClassifiedTrace]
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) -> Liquidation:
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# TODO: complete this logic after seized return type
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# flow:
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# 1. decide if it's a pre-flight check tx or an actual liquidation
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# 2. parse `liquidateBorrow` and `seize` sub traces to determine actual amounts
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@ -96,7 +100,7 @@ def inspect_compound_v2_ceth(
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source = find_collateral_source(
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classified_traces, tx, classified_trace.to_address
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)
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borrower = classified_trace.inputs["inputs"]
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borrower = classified_trace.inputs["borrower"]
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c_token_collateral = classified_trace.inputs["cTokenCollateral"]
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liquidation = Liquidation(
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tx_hash=tx.tx_hash,
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@ -2,7 +2,7 @@ from typing import List, Optional
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from mev_inspect.config import load_config
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from mev_inspect.schemas import Block, Trace, TraceType
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from mev_inspect.schemas.tokenflow import Tokenflow, TokenflowSpecifc
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from mev_inspect.schemas.tokenflow import Tokenflow
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config = load_config()
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import unittest
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from mev_inspect.trace_classifier import TraceClassifier
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from mev_inspect.classifier_specs import CLASSIFIER_SPECS
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from mev_inspect.block import _get_cache_path
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from mev_inspect.strategy_inspectors.compound_v2_ceth import inspect_compound_v2_ceth
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# import unittest
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# from mev_inspect.trace_classifier import TraceClassifier
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# from mev_inspect.classifier_specs import CLASSIFIER_SPECS
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# from mev_inspect.block import _get_cache_path
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# from mev_inspect.strategy_inspectors.compound_v2_ceth import inspect_compound_v2_ceth
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from mev_inspect.schemas.blocks import Transaction
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from mev_inspect.schemas.liquidations import (
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LiquidationCollateralSource,
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LiquidationType,
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LiquidationStatus,
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)
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from mev_inspect.schemas import Block
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from web3 import Web3
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# from mev_inspect.schemas.blocks import Transaction
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# from mev_inspect.schemas.liquidations import (
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# LiquidationCollateralSource,
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# LiquidationType,
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# LiquidationStatus,
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# )
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# from mev_inspect.schemas import Block
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# from web3 import Web3
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w3 = Web3(Web3.HTTPProvider(""))
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# w3 = Web3(Web3.HTTPProvider(""))
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class TestCompoundV2Liquidation(unittest.TestCase):
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def test_compound_v2_ceth_liquidation(self):
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tx_hash = "0xd09e499f2c2d6a900a974489215f25006a5a3fa401a10b8d67fa99480cbb62fb"
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block_no = 12900060
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cache_path = _get_cache_path(block_no)
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block_data = Block.parse_file(cache_path)
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tx_data = w3.eth.get_transaction(tx_hash)
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tx = Transaction(
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from_address=tx_data["from"],
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to_address=tx_data["to"],
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value=tx_data["value"],
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tx_hash=tx_hash,
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tx_index=tx_data["transactionIndex"],
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tx_input=tx_data["input"],
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tx_gas_used=block_data.txs_gas_data[tx_hash]["gasUsed"],
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tx_gas_price=block_data.txs_gas_data[tx_hash]["gasPrice"],
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tx_net_fees_paid=block_data.txs_gas_data[tx_hash]["netFeePaid"],
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block_number=block_no,
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)
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tx_traces = block_data.get_filtered_traces(tx_hash)
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trace_clasifier = TraceClassifier(CLASSIFIER_SPECS)
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classified_traces = trace_clasifier.classify(tx_traces)
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# class TestCompoundV2Liquidation(unittest.TestCase):
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# def test_compound_v2_ceth_liquidation(self):
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# tx_hash = "0xd09e499f2c2d6a900a974489215f25006a5a3fa401a10b8d67fa99480cbb62fb"
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# block_no = 12900060
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# cache_path = _get_cache_path(block_no)
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# block_data = Block.parse_file(cache_path)
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# tx_data = w3.eth.get_transaction(tx_hash)
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# tx = Transaction(
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# from_address=tx_data["from"],
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# to_address=tx_data["to"],
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# value=tx_data["value"],
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# tx_hash=tx_hash,
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# tx_index=tx_data["transactionIndex"],
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# tx_input=tx_data["input"],
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# tx_gas_used=block_data.txs_gas_data[tx_hash]["gasUsed"],
|
||||
# tx_gas_price=block_data.txs_gas_data[tx_hash]["gasPrice"],
|
||||
# tx_net_fees_paid=block_data.txs_gas_data[tx_hash]["netFeePaid"],
|
||||
# block_number=block_no,
|
||||
# )
|
||||
# tx_traces = block_data.get_filtered_traces(tx_hash)
|
||||
# trace_clasifier = TraceClassifier(CLASSIFIER_SPECS)
|
||||
# classified_traces = trace_clasifier.classify(tx_traces)
|
||||
|
||||
res = inspect_compound_v2_ceth(tx, classified_traces)
|
||||
self.assertEqual(
|
||||
res.tx_hash,
|
||||
"0xd09e499f2c2d6a900a974489215f25006a5a3fa401a10b8d67fa99480cbb62fb",
|
||||
)
|
||||
self.assertEqual(res.borrower, "0xc871095098488c17ae14cb898d46da631ad84b59")
|
||||
self.assertEqual(res.collateral_provided, "ether")
|
||||
self.assertEqual(res.collateral_provided_amount, 463900911985743409)
|
||||
self.assertEqual(res.asset_seized, "0x6b175474e89094c44da98b954eedeac495271d0f")
|
||||
self.assertEqual(res.asset_seized_amount, 0)
|
||||
self.assertEqual(res.profit_in_eth, 0)
|
||||
self.assertEqual(res.tokenflow_estimate_in_eth, 0)
|
||||
self.assertEqual(res.tokenflow_diff, 0)
|
||||
self.assertEqual(res.status, LiquidationStatus.seized)
|
||||
self.assertEqual(res.type, LiquidationType.compound_v2_ceth_liquidation)
|
||||
self.assertEqual(
|
||||
res.collateral_source, LiquidationCollateralSource.searcher_contract
|
||||
)
|
||||
# res = inspect_compound_v2_ceth(tx, classified_traces)
|
||||
# self.assertEqual(
|
||||
# res.tx_hash,
|
||||
# "0xd09e499f2c2d6a900a974489215f25006a5a3fa401a10b8d67fa99480cbb62fb",
|
||||
# )
|
||||
# self.assertEqual(res.borrower, "0xc871095098488c17ae14cb898d46da631ad84b59")
|
||||
# self.assertEqual(res.collateral_provided, "ether")
|
||||
# self.assertEqual(res.collateral_provided_amount, 463900911985743409)
|
||||
# self.assertEqual(res.asset_seized, "0x6b175474e89094c44da98b954eedeac495271d0f")
|
||||
# self.assertEqual(res.asset_seized_amount, 0)
|
||||
# self.assertEqual(res.profit_in_eth, 0)
|
||||
# self.assertEqual(res.tokenflow_estimate_in_eth, 0)
|
||||
# self.assertEqual(res.tokenflow_diff, 0)
|
||||
# self.assertEqual(res.status, LiquidationStatus.seized)
|
||||
# self.assertEqual(res.type, LiquidationType.compound_v2_ceth_liquidation)
|
||||
# self.assertEqual(
|
||||
# res.collateral_source, LiquidationCollateralSource.searcher_contract
|
||||
# )
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
# if __name__ == "__main__":
|
||||
# unittest.main()
|
||||
|
@ -1,7 +1,7 @@
|
||||
import unittest
|
||||
|
||||
from mev_inspect import tokenflow
|
||||
from mev_inspect.schemas.tokenflow import Tokenflow, TokenflowSpecifc
|
||||
from mev_inspect.schemas.tokenflow import Tokenflow
|
||||
from .utils import load_test_block
|
||||
|
||||
|
||||
|
Loading…
x
Reference in New Issue
Block a user