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4 Commits

Author SHA1 Message Date
Gui Heise
458ad7f7f5 Add test for front heavy sandwiches 2022-08-04 11:00:09 -04:00
Gui Heise
27199ac65b Add test for back heavy sandwiches 2022-08-03 13:20:20 -04:00
Gui Heise
deb6853828 Adjust front/back heavy logic 2022-08-03 12:46:07 -04:00
Gui Heise
c8da3e34ae Adjust sandwiches profit calculation 2022-07-22 13:45:27 -04:00
4 changed files with 82 additions and 13 deletions

View File

@ -42,32 +42,57 @@ def _get_sandwich_starting_with_swap(
]:
return None
for other_swap in rest_swaps:
if other_swap.transaction_hash == front_swap.transaction_hash:
for back_swap in rest_swaps:
if back_swap.transaction_hash == front_swap.transaction_hash:
continue
if other_swap.contract_address == front_swap.contract_address:
if back_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
back_swap.token_in_address == front_swap.token_in_address
and back_swap.token_out_address == front_swap.token_out_address
and back_swap.from_address != sandwicher_address
):
sandwiched_swaps.append(other_swap)
sandwiched_swaps.append(back_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
back_swap.token_out_address == front_swap.token_in_address
and back_swap.token_in_address == front_swap.token_out_address
and back_swap.from_address == sandwicher_address
):
if len(sandwiched_swaps) > 0:
profit_amount: float
if back_swap.token_in_amount == 0 and back_swap.error is None:
raise ValueError("Backrun cannot swap 0 tokens")
if back_swap.token_in_amount == front_swap.token_out_amount:
profit_amount = (
back_swap.token_out_amount - front_swap.token_in_amount
)
if back_swap.token_in_amount > front_swap.token_out_amount:
exchange_rate = (
front_swap.token_out_amount / back_swap.token_in_amount
)
profit_amount = (
exchange_rate * back_swap.token_out_amount
- front_swap.token_in_amount
)
if back_swap.token_in_amount < front_swap.token_out_amount:
exchange_rate = (
back_swap.token_in_amount / front_swap.token_out_amount
)
profit_amount = (
back_swap.token_out_amount
- exchange_rate * front_swap.token_in_amount
)
return Sandwich(
block_number=front_swap.block_number,
sandwicher_address=sandwicher_address,
frontrun_swap=front_swap,
backrun_swap=other_swap,
backrun_swap=back_swap,
sandwiched_swaps=sandwiched_swaps,
profit_token_address=front_swap.token_in_address,
profit_amount=other_swap.token_out_amount
- front_swap.token_in_amount,
profit_amount=profit_amount,
)
return None

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File diff suppressed because one or more lines are too long

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@ -0,0 +1,42 @@
from typing import List
from mev_inspect.classifiers.trace import TraceClassifier
from mev_inspect.sandwiches import get_sandwiches
from mev_inspect.schemas.sandwiches import Sandwich
from mev_inspect.schemas.swaps import Swap
from mev_inspect.swaps import get_swaps
from tests.utils import load_test_block
def test_back_heavy_sandwich_profits(trace_classifier: TraceClassifier):
block_number = 13699765
expected_sandwicher = "0x51399b32cd0186bb32230e24167489f3b2f47870"
expected_token_address = "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2"
expected_profit_amount = -435805264121298944
block = load_test_block(block_number)
classified_traces = trace_classifier.classify(block.traces)
swaps: List[Swap] = get_swaps(classified_traces)
result: List[Sandwich] = get_sandwiches(swaps)
for observed_sandwich in result:
if observed_sandwich.sandwicher_address == expected_sandwicher:
assert expected_token_address == observed_sandwich.profit_token_address
assert expected_profit_amount == observed_sandwich.profit_amount
def test_front_heavy_sandwich_profits(trace_classifier: TraceClassifier):
block_number = 14659109
expected_sandwicher = "0x01ff6318440f7d5553a82294d78262d5f5084eff"
expected_token_address = "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2"
expected_profit_amount = -180511102573164864
block = load_test_block(block_number)
classified_traces = trace_classifier.classify(block.traces)
swaps: List[Swap] = get_swaps(classified_traces)
result: List[Sandwich] = get_sandwiches(swaps)
for observed_sandwich in result:
if observed_sandwich.sandwicher_address == expected_sandwicher:
assert expected_token_address == observed_sandwich.profit_token_address
assert expected_profit_amount == observed_sandwich.profit_amount