Add logic and writing for sandwiches. Add tests too

mev_inspect/crud/sandwiches.py

@@ -0,0 +1,64 @@
+from typing import List
+from uuid import uuid4
+
+from mev_inspect.models.sandwiches import SandwichModel
+from mev_inspect.schemas.sandwiches import Sandwich
+
+
+def delete_sandwiches_for_block(
+    db_session,
+    block_number: int,
+) -> None:
+    (
+        db_session.query(SandwichModel)
+        .filter(SandwichModel.block_number == block_number)
+        .delete()
+    )
+
+    db_session.commit()
+
+
+def write_sandwiches(
+    db_session,
+    sandwiches: List[Sandwich],
+) -> None:
+    sandwich_models = []
+    sandwiched_swaps = []
+
+    for sandwich in sandwiches:
+        sandwich_id = str(uuid4())
+        sandwich_models.append(
+            SandwichModel(
+                id=sandwich_id,
+                block_number=sandwich.block_number,
+                sandwicher_address=sandwich.sandwicher_address,
+                frontrun_swap_transaction_hash=sandwich.frontrun_swap.transaction_hash,
+                frontrun_swap_trace_address=sandwich.frontrun_swap.trace_address,
+                backrun_swap_transaction_hash=sandwich.backrun_swap.transaction_hash,
+                backrun_swap_trace_address=sandwich.backrun_swap.trace_address,
+            )
+        )
+
+        for swap in sandwich.sandwiched_swaps:
+            sandwiched_swaps.append(
+                {
+                    "sandwich_id": sandwich_id,
+                    "block_number": swap.block_number,
+                    "transaction_hash": swap.transaction_hash,
+                    "trace_address": swap.trace_address,
+                }
+            )
+
+    if len(sandwich_models) > 0:
+        db_session.bulk_save_objects(sandwich_models)
+        db_session.execute(
+            """
+            INSERT INTO sandwiched_swaps
+            (sandwich_id, block_number, transaction_hash, trace_address)
+            VALUES
+            (:sandwich_id, :block_number, :transaction_hash, :trace_address)
+            """,
+            params=sandwiched_swaps,
+        )
+
+        db_session.commit()

mev_inspect/inspect_block.py

@@ -34,6 +34,7 @@ from mev_inspect.crud.transfers import delete_transfers_for_block, write_transfe
 from mev_inspect.liquidations import get_liquidations
 from mev_inspect.miner_payments import get_miner_payments
 from mev_inspect.punks import get_punk_bid_acceptances, get_punk_bids, get_punk_snipes
+from mev_inspect.sandwiches import get_sandwiches
 from mev_inspect.swaps import get_swaps
 from mev_inspect.transfers import get_transfers
 
@@ -99,6 +100,12 @@ async def inspect_block(
     delete_liquidations_for_block(inspect_db_session, block_number)
     write_liquidations(inspect_db_session, liquidations)
 
+    sandwiches = get_sandwiches(swaps)
+    logger.info(f"Block: {block_number} -- Found {len(sandwiches)} sandwiches")
+
+    delete_sandwiches_for_block(inspect_db_session, block_number)
+    write_sandwiches(inspect_db_session, sandwiches)
+
     punk_bids = get_punk_bids(classified_traces)
     delete_punk_bids_for_block(inspect_db_session, block_number)
     write_punk_bids(inspect_db_session, punk_bids)

mev_inspect/models/sandwiches.py

@@ -0,0 +1,16 @@
+from sqlalchemy import Column, Numeric, String, func, TIMESTAMP, ARRAY, Integer
+
+from .base import Base
+
+
+class SandwichModel(Base):
+    __tablename__ = "sandwiches"
+
+    id = Column(String, primary_key=True)
+    created_at = Column(TIMESTAMP, server_default=func.now())
+    block_number = Column(Numeric, nullable=False)
+    sandwicher_address = Column(String(256), nullable=False)
+    frontrun_swap_transaction_hash = Column(String(256), nullable=False)
+    frontrun_swap_trace_address = Column(ARRAY(Integer), nullable=False)
+    backrun_swap_transaction_hash = Column(String(256), nullable=False)
+    backrun_swap_trace_address = Column(ARRAY(Integer), nullable=False)

mev_inspect/sandwiches.py

@@ -0,0 +1,59 @@
+from typing import List, Optional
+
+from mev_inspect.schemas.sandwiches import Sandwich
+from mev_inspect.schemas.swaps import Swap
+
+
+def get_sandwiches(swaps: List[Swap]) -> List[Sandwich]:
+    ordered_swaps = list(
+        sorted(
+            swaps,
+            key=lambda swap: (swap.transaction_position, swap.trace_address),
+        )
+    )
+
+    sandwiches: List[Sandwich] = []
+
+    for index, swap in enumerate(ordered_swaps):
+        rest_swaps = ordered_swaps[index + 1 :]
+        sandwich = _get_sandwich_starting_with_swap(swap, rest_swaps)
+
+        if sandwich is not None:
+            sandwiches.append(sandwich)
+
+    return sandwiches
+
+
+def _get_sandwich_starting_with_swap(
+    front_swap: Swap,
+    rest_swaps: List[Swap],
+) -> Optional[Sandwich]:
+
+    sandwicher_address = front_swap.from_address
+    sandwiched_swaps = []
+
+    for other_swap in rest_swaps:
+        if other_swap.transaction_hash == front_swap.transaction_hash:
+            continue
+
+        if other_swap.contract_address == front_swap.contract_address:
+            if (
+                other_swap.token_in_address == front_swap.token_in_address
+                and other_swap.token_out_address == front_swap.token_out_address
+                and other_swap.from_address != sandwicher_address
+            ):
+                sandwiched_swaps.append(other_swap)
+            elif (
+                other_swap.token_out_address == front_swap.token_in_address
+                and other_swap.token_in_address == front_swap.token_out_address
+                and other_swap.from_address == sandwicher_address
+            ):
+                return Sandwich(
+                    block_number=front_swap.block_number,
+                    sandwicher_address=sandwicher_address,
+                    frontrun_swap=front_swap,
+                    backrun_swap=other_swap,
+                    sandwiched_swaps=sandwiched_swaps,
+                )
+
+    return None

mev_inspect/schemas/sandwiches.py

@@ -0,0 +1,13 @@
+from typing import List
+
+from pydantic import BaseModel
+
+from .swaps import Swap
+
+
+class Sandwich(BaseModel):
+    block_number: int
+    sandwicher_address: str
+    frontrun_swap: Swap
+    backrun_swap: Swap
+    sandwiched_swaps: List[Swap]

tests/sandwiches/12775690.json

@@ -0,0 +1,116 @@
+[{
+    "block_number": 12775690,
+    "sandwicher_address": "0x000000000027d2efc283613d0c3e24a8b430c4d8",
+    "frontrun_swap": {
+        "abi_name": "UniswapV2Pair",
+        "transaction_hash": "0x91a3abe5f3b806426542252820ba0ab6d56c098fdef6864ecaf4d352f64217a0",
+        "transaction_position": 2,
+        "block_number": 12775690,
+        "trace_address": [
+            0,
+            2
+        ],
+        "contract_address": "0xefb47fcfcad4f96c83d4ca676842fb03ef20a477",
+        "from_address": "0x000000000027d2efc283613d0c3e24a8b430c4d8",
+        "to_address": "0x000000000027d2efc283613d0c3e24a8b430c4d8",
+        "token_in_address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
+        "token_in_amount": 12108789017249529876,
+        "token_out_address": "0x9813037ee2218799597d83d4a5b6f3b6778218d9",
+        "token_out_amount": 1114969767487478978357,
+        "protocol": null,
+        "error": null
+    },
+    "backrun_swap": {
+        "abi_name": "UniswapV2Pair",
+        "transaction_hash": "0xc300d1ff79d3901b58dc56489fc7d083a6c13d422bfc1425a0579379300c95a2",
+        "transaction_position": 7,
+        "block_number": 12775690,
+        "trace_address": [
+            0,
+            3
+        ],
+        "contract_address": "0xefb47fcfcad4f96c83d4ca676842fb03ef20a477",
+        "from_address": "0x000000000027d2efc283613d0c3e24a8b430c4d8",
+        "to_address": "0x000000000027d2efc283613d0c3e24a8b430c4d8",
+        "token_in_address": "0x9813037ee2218799597d83d4a5b6f3b6778218d9",
+        "token_in_amount": 1114969767487478978357,
+        "token_out_address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
+        "token_out_amount": 12158780499164852150,
+        "protocol": null,
+        "error": null
+    },
+    "sandwiched_swaps": [
+        {
+            "abi_name": "UniswapV2Pair",
+            "transaction_hash": "0x9b40deca1f53593b7631ca25485d0c6faf90279b9872845acfd5c98afb185934",
+            "transaction_position": 3,
+            "block_number": 12775690,
+            "trace_address": [
+                3
+            ],
+            "contract_address": "0xefb47fcfcad4f96c83d4ca676842fb03ef20a477",
+            "from_address": "0x03f7724180aa6b939894b5ca4314783b0b36b329",
+            "to_address": "0x37e17e96736aee2ca809abd91e0f8744910ca19a",
+            "token_in_address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
+            "token_in_amount": 652974555369106606,
+            "token_out_address": "0x9813037ee2218799597d83d4a5b6f3b6778218d9",
+            "token_out_amount": 60000000000000000000,
+            "protocol": null,
+            "error": null
+        },
+        {
+            "abi_name": "UniswapV2Pair",
+            "transaction_hash": "0xf8e45a291cdab5e456375e4d7df30771670d504835c9332b32114e5bc4e315f9",
+            "transaction_position": 4,
+            "block_number": 12775690,
+            "trace_address": [
+                3
+            ],
+            "contract_address": "0xefb47fcfcad4f96c83d4ca676842fb03ef20a477",
+            "from_address": "0x03f7724180aa6b939894b5ca4314783b0b36b329",
+            "to_address": "0xd3b7ddf9eb72837f0ee3d1d30dec0e45fbdf79b1",
+            "token_in_address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
+            "token_in_amount": 300000000000000000,
+            "token_out_address": "0x9813037ee2218799597d83d4a5b6f3b6778218d9",
+            "token_out_amount": 27561865602394087181,
+            "protocol": null,
+            "error": null
+        },
+        {
+            "abi_name": "UniswapV2Pair",
+            "transaction_hash": "0xdf63b22773b66cc41e00fd42c3b3c7f42912f87476ffe6d821e3f5c00284f00b",
+            "transaction_position": 5,
+            "block_number": 12775690,
+            "trace_address": [
+                3
+            ],
+            "contract_address": "0xefb47fcfcad4f96c83d4ca676842fb03ef20a477",
+            "from_address": "0x03f7724180aa6b939894b5ca4314783b0b36b329",
+            "to_address": "0xcf99e104fdc46bea618d85ac5250067f19a56e41",
+            "token_in_address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
+            "token_in_amount": 125000000000000000,
+            "token_out_address": "0x9813037ee2218799597d83d4a5b6f3b6778218d9",
+            "token_out_amount": 11483313070817976324,
+            "protocol": null,
+            "error": null
+        },
+        {
+            "abi_name": "UniswapV2Pair",
+            "transaction_hash": "0x1fe35f66e24f12bdb54a0d35934aac809c783710d998621b70116ea9f95f4f4f",
+            "transaction_position": 6,
+            "block_number": 12775690,
+            "trace_address": [
+                3
+            ],
+            "contract_address": "0xefb47fcfcad4f96c83d4ca676842fb03ef20a477",
+            "from_address": "0x03f7724180aa6b939894b5ca4314783b0b36b329",
+            "to_address": "0xd7c9f3010efdff665ee72580ffa7b4141e56b17e",
+            "token_in_address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
+            "token_in_amount": 30000000000000000000,
+            "token_out_address": "0x9813037ee2218799597d83d4a5b6f3b6778218d9",
+            "token_out_amount": 2742522049933966038599,
+            "protocol": null,
+            "error": null
+        }
+    ]
+}]

tests/test_sandwiches_integration.py

@@ -0,0 +1,19 @@
+from mev_inspect.classifiers.trace import TraceClassifier
+from mev_inspect.sandwiches import get_sandwiches
+from mev_inspect.swaps import get_swaps
+
+from .utils import load_test_block, load_test_sandwiches
+
+
+def test_arbitrage_real_block():
+    block = load_test_block(12775690)
+    expected_sandwiches = load_test_sandwiches(12775690)
+
+    trace_classifier = TraceClassifier()
+    classified_traces = trace_classifier.classify(block.traces)
+
+    swaps = get_swaps(classified_traces)
+    assert len(swaps) == 21
+
+    sandwiches = get_sandwiches(list(swaps))
+    assert sandwiches == expected_sandwiches

tests/utils.py

@@ -1,19 +1,34 @@
 import json
 import os
-from typing import Dict
+from typing import Dict, List
+
+from pydantic import parse_file_as
 
 from mev_inspect.schemas.blocks import Block
+from mev_inspect.schemas.sandwiches import Sandwich
 
 THIS_FILE_DIRECTORY = os.path.dirname(__file__)
 TEST_BLOCKS_DIRECTORY = os.path.join(THIS_FILE_DIRECTORY, "blocks")
+TEST_SANDWICHES_DIRECTORY = os.path.join(THIS_FILE_DIRECTORY, "sandwiches")
+
+
+def load_test_sandwiches(block_number: int) -> List[Sandwich]:
+    sandwiches_path = f"{TEST_SANDWICHES_DIRECTORY}/{block_number}.json"
+    return parse_file_as(List[Sandwich], sandwiches_path)
 
 
 def load_test_block(block_number: int) -> Block:
     block_path = f"{TEST_BLOCKS_DIRECTORY}/{block_number}.json"
+    defaults = {"block_timestamp": 0}
 
     with open(block_path, "r") as block_file:
         block_json = json.load(block_file)
-        return Block(**block_json, block_timestamp=0)
+        return Block(
+            **{
+                **defaults,
+                **block_json,
+            }
+        )
 
 
 def load_comp_markets() -> Dict[str, str]: