Add test for front heavy sandwiches

.github/workflows/github-actions.yml

@@ -21,7 +21,7 @@ jobs:
       - name: Bootstrap poetry
         shell: bash
         run: |
-          curl -sSL https://install.python-poetry.org \
+          curl -sL https://raw.githubusercontent.com/python-poetry/poetry/master/install-poetry.py \
             | python - -y 
 
       - name: Update PATH

.gitignore

@@ -25,6 +25,3 @@ cache
 
 # pycharm
 .idea
-
-.env
-.python-version

LICENSE

@@ -1,21 +0,0 @@
-MIT License
-
-Copyright (c) 2023 Flashbots
-
-Permission is hereby granted, free of charge, to any person obtaining a copy
-of this software and associated documentation files (the "Software"), to deal
-in the Software without restriction, including without limitation the rights
-to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
-copies of the Software, and to permit persons to whom the Software is
-furnished to do so, subject to the following conditions:
-
-The above copyright notice and this permission notice shall be included in all
-copies or substantial portions of the Software.
-
-THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
-IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
-FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
-AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
-LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
-OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
-SOFTWARE.

MONOLITHIC.md

@@ -1,126 +0,0 @@
-
-# Running mev-inspect-py without kubernetes ('monolithic mode')
-
-Running mev-inspect-py outside of kubernetes can be useful for debug purposes. In this case, the steps for installation are:
-1. Install dependencies (pyenv, poetry, postgres)
-1. Set up python virtual environment using matching python version (3.9.x) and install required python modules using poetry
-1. Create postgres database
-1. Run database migrations
-
-The database credentials and archive node address used by mev-inspect-py need to be loaded into environment variables (both for database migrations and to run mev-inspect-py).
-
-## Ubuntu install instructions
-
-So, starting from a clean Ubuntu 22.04 installation, the prerequisites for pyenv, psycopg2 (python3-dev libpq-dev) can be installed with
-
-`sudo apt install -y make build-essential git libssl-dev zlib1g-dev libbz2-dev libreadline-dev libsqlite3-dev wget curl llvm libncurses5-dev libncursesw5-dev xz-utils tk-dev liblzma-dev python3-dev libpq-dev`
-
-### pyenv
-Install pyenv using the web installer
-
-`curl https://pyenv.run | bash`
-
-and add the following to `~/.bashrc` (if running locally) or `~/.profile` (if running over ssh).
-
-```
-export PYENV_ROOT="$HOME/.pyenv"
-command -v pyenv >/dev/null || export PATH="$PYENV_ROOT/bin:$PATH"
-eval "$(pyenv init -)"
-```
-
-Then update the current shell by running `source ~/.bashrc` or `source ~/.profile` as appropriate.
-
-### Poetry
-
-Install Poetry using the web installer
-
-`curl -sSL https://install.python-poetry.org | python3 -`
-
-add the following to `~/.bashrc` (if running locally) or `~/.profile` (if running over ssh)
-
-`export PATH="/home/user/.local/bin:$PATH"`
-
-If running over ssh you should also add the following to `~/.profile` to prevent [Poetry errors](https://github.com/python-poetry/poetry/issues/1917) from a lack of active keyring:
-
-`export PYTHON_KEYRING_BACKEND=keyring.backends.null.Keyring`
-
-Again update current shell by running `source ~/.bashrc` or `source ~/.profile` as appropriate.
-
-### postgres
-We have tested two alternatives for postgres - installing locally or as a container.
-
-#### Option 1: Installing locally
-
-To install locally from a clean Ubuntu 22.04 installation, run:
-`sudo apt install postgresql postgresql-contrib`
-
-Note: You may need to reconfigure your pg-hba.conf to allow local access.
-
-#### Option 2: Installing docker
-
-To avoid interfering with your local postgres instance, you may prefer to run postgres within a docker container.
-For docker installation instructions, please refer to https://docs.docker.com/engine/install/ubuntu/
-
-### mev-inspect-py
-
-With all dependencies now installed, clone the mev-inspec-py repo
-```
-git clone https://github.com/flashbots/mev-inspect-py.git
-cd mev-inspect-py
-```
-We now install the required pythn version and use Poetry to install the required python modules into a virtual environment. 
-
-```
-pyenv install 3.9.16
-pyenv local 3.9.16
-poetry env use 3.9.16
-poetry install
-```
-
-### Create database
-mev-inspect-py outputs to a postgres database, so we need to set this up. There are various ways of doing this, two options are presented here.
-
-#### Option 1 — Run postgres locally
-```
-sudo -u postgres psql
-\password
-postgres
-create database mev_inspect;
-\q
-```
-
-#### Option 2 — Use postgres docker image
-To avoid interfering with your local postgres instance, you may prefer to run postgres within a docker container. First ensure that postgres is not currently running to ensure port `5432` is available:
-`sudo systemctl stop postgresql`
-and then start a containerised postgres instance:
-`sudo docker run -d -p 5432:5432 -e POSTGRES_USER=postgres -e POSTGRES_PASSWORD=postgres -e POSTGRES_DB=mev_inspect postgres`
-
-### Environment variables
-We will need to set a few environment variables to use mev-inspect-py. **These will be required every time mev-inspect-py runs**, so again you may wish to add these to your `~/.bashrc` and/or `~/.profile` as appropriate. Note that you need to substitute the correct URL for your archive node below if you are not running Erigon locally.
-```
-export POSTGRES_USER=postgres
-export POSTGRES_PASSWORD=postgres
-export POSTGRES_HOST=localhost
-export RPC_URL="http://127.0.0.1:8545"
-```
-### Database migrations
-Finally run the database migrations and fetch price information:
-
-```
-poetry run alembic upgrade head
-poetry run fetch-all-prices
-```
-
-## Usage instructions
-The same functionality available through kubernetes can be run in 'monolithic mode', but the relevant functions now need to be invoked by Poetry directly. So to inspect a single block, run for example:
-
-`poetry run inspect-block 16379706`
-
-Or to inspect a range of blocks:
-
-`poetry run inspect-many-blocks 16379606 16379706`
-
-Or to run the test suite:
-
-`poetry run pytest tests`
-

README.md

@@ -1,5 +1,3 @@
-⚠️ This tool has been deprecated. You can visit [Flashbots Data](https://datasets.flashbots.net/) for historical mev-inspect data on Ethereum and join us on the [Flashbots forum](https://collective.flashbots.net). ⚠️
-
 # mev-inspect-py
 
 [![standard-readme compliant](https://img.shields.io/badge/readme%20style-standard-brightgreen.svg?style=flat-square)](https://github.com/RichardLitt/standard-readme)
@@ -39,7 +37,7 @@ Set an environment variable `RPC_URL` to an RPC for fetching blocks.
 
 mev-inspect-py currently requires a node with support for Erigon traces and receipts (not geth yet 😔).
 
-[pokt.network](https://www.pokt.network/)'s "Ethereum Mainnet Archival with trace calls" is a good hosted option.
+[pokt.network](pokt.network)'s "Ethereum Mainnet Archival with trace calls" is a good hosted option.
 
 Example:
 
@@ -68,10 +66,6 @@ And load prices data
 ./mev prices fetch-all
 ```
 
-## Monolithic (non-kubernetes) install instructions
-
-For an alternative means of running mev-inspect-py for smaller set-ups or debug purposes see the [monolithic install instructions](MONOLITHIC.md).
-
 ## Usage
 
 ### Inspect a single block

mev_inspect/arbitrages.py

@@ -163,8 +163,6 @@ def _get_all_start_end_swaps(swaps: List[Swap]) -> List[Tuple[Swap, List[Swap]]]
             if (
                 potential_start_swap.token_in_address
                 == potential_end_swap.token_out_address
-                and potential_start_swap.contract_address
-                != potential_end_swap.contract_address
                 and potential_start_swap.from_address == potential_end_swap.to_address
                 and not potential_start_swap.from_address in pool_addrs
             ):

mev_inspect/block.py

@@ -34,7 +34,8 @@ async def create_from_block_number(
         _find_or_fetch_block_traces(w3, block_number, trace_db_session),
         _find_or_fetch_base_fee_per_gas(w3, block_number, trace_db_session),
     )
-    miner_address = await _find_or_fetch_miner_address(w3, block_number, traces)
+
+    miner_address = _get_miner_address_from_traces(traces)
 
     return Block(
         block_number=block_number,
@@ -179,27 +180,11 @@ def _find_base_fee_per_gas(
         return base_fee
 
 
-async def _find_or_fetch_miner_address(
-    w3,
-    block_number: int,
-    traces: List[Trace],
-) -> Optional[str]:
-    # eth1 blocks
-    miner_address = _get_miner_address_from_traces(traces)
-    if miner_address is not None:
-        return miner_address
-    return await _fetch_miner_eth2(w3, block_number)
-
-
-async def _fetch_miner_eth2(w3, block_number: int) -> Optional[str]:
-    block_json = await w3.eth.get_block(block_number)
-    return block_json["miner"]
-
-
 def _get_miner_address_from_traces(traces: List[Trace]) -> Optional[str]:
     for trace in traces:
         if trace.type == TraceType.reward:
             return trace.action["author"]
+
     return None
 
 

mev_inspect/classifiers/helpers.py

@@ -94,9 +94,6 @@ def create_swap_from_pool_transfers(
     transfer_in = transfers_to_pool[-1]
     transfer_out = transfers_from_pool_to_recipient[0]
 
-    if transfer_in.token_address == transfer_out.token_address:
-        return None
-
     return Swap(
         abi_name=trace.abi_name,
         transaction_hash=trace.transaction_hash,

mev_inspect/liquidations.py

@@ -30,9 +30,6 @@ def get_liquidations(classified_traces: List[ClassifiedTrace]) -> List[Liquidati
         if _is_child_liquidation(trace, parent_liquidations):
             continue
 
-        if trace.error == "Reverted":
-            continue
-
         if trace.classification == Classification.liquidate:
 
             parent_liquidations.append(trace)

mev_inspect/punks.py

@@ -74,10 +74,7 @@ def _get_punk_bid_acceptances_for_transaction(
         if not isinstance(trace, DecodedCallTrace):
             continue
 
-        elif (
+        elif trace.classification == Classification.punk_accept_bid:
-            trace.classification == Classification.punk_accept_bid
-            and trace.error is None
-        ):
             punk_accept_bid = PunkBidAcceptance(
                 block_number=trace.block_number,
                 transaction_hash=trace.transaction_hash,

mev_inspect/sandwiches.py

@@ -42,32 +42,57 @@ def _get_sandwich_starting_with_swap(
     ]:
         return None
 
-    for other_swap in rest_swaps:
+    for back_swap in rest_swaps:
-        if other_swap.transaction_hash == front_swap.transaction_hash:
+        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
+                back_swap.token_in_address == front_swap.token_in_address
-                and other_swap.token_out_address == front_swap.token_out_address
+                and back_swap.token_out_address == front_swap.token_out_address
-                and other_swap.from_address != sandwicher_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
+                back_swap.token_out_address == front_swap.token_in_address
-                and other_swap.token_in_address == front_swap.token_out_address
+                and back_swap.token_in_address == front_swap.token_out_address
-                and other_swap.from_address == sandwicher_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
+                        profit_amount=profit_amount,
-                        - front_swap.token_in_amount,
                     )
 
     return None

mev_inspect/schemas/blocks.py

@@ -13,7 +13,7 @@ class CallResult(CamelModel):
     gas_used: int
 
     @validator("gas_used", pre=True)
-    def maybe_hex_to_int(cls, v):
+    def maybe_hex_to_int(v):
         if isinstance(v, str):
             return hex_to_int(v)
         return v
@@ -27,7 +27,7 @@ class CallAction(Web3Model):
     gas: int
 
     @validator("value", "gas", pre=True)
-    def maybe_hex_to_int(cls, v):
+    def maybe_hex_to_int(v):
         if isinstance(v, str):
             return hex_to_int(v)
         return v

mev_inspect/schemas/receipts.py

@@ -24,7 +24,7 @@ class Receipt(CamelModel):
         "cumulative_gas_used",
         pre=True,
     )
-    def maybe_hex_to_int(cls, v):
+    def maybe_hex_to_int(v):
         if isinstance(v, str):
             return hex_to_int(v)
         return v

pyproject.toml

@@ -10,13 +10,12 @@ web3 = "^5.23.0"
 pydantic = "^1.8.2"
 hexbytes = "^0.2.1"
 click = "^8.0.1"
-psycopg2-binary = "^2.9.7"
+psycopg2 = "^2.9.1"
 aiohttp = "^3.8.0"
 dramatiq = {extras = ["redis"], version = "^1.12.1"}
 pycoingecko = "^2.2.0"
 boto3 = "^1.20.48"
 aiohttp-retry = "^2.4.6"
-pyyaml = "^6.0.1"
 
 [tool.poetry.dev-dependencies]
 pre-commit = "^2.13.0"
@@ -31,7 +30,6 @@ alembic = "^1.6.5"
 CProfileV = "^1.0.7"
 regex = "^2021.10.8"
 pytest-profiling = "^1.7.0"
-sqlalchemy = "^1.4.23"
 
 [build-system]
 requires = ["poetry-core>=1.0.0"]
@@ -84,6 +82,3 @@ filter_files = true
 known_first_party = "mev_inspect"
 known_third_party = "alembic"
 py_version=39
-
-[pytest]
-asyncio_mode = "auto"

tests/test_block.py

@@ -1,65 +0,0 @@
-from unittest.mock import MagicMock, patch
-
-import pytest
-
-from mev_inspect.block import _find_or_fetch_miner_address
-from tests.utils import load_test_block
-
-
-@pytest.fixture
-def mocked_web3():
-    with patch("mev_inspect.block.Web3") as mock_web3:
-        yield mock_web3
-
-
-@pytest.mark.asyncio
-# pylint: disable=redefined-outer-name
-async def test_eth1_block_miner(mocked_web3):
-    # Create a mock Web3 instance
-    mock_web3_instance = mocked_web3.return_value
-
-    # Set up the mock for web3.eth.get_block
-    mock_eth = mock_web3_instance.eth
-    mock_eth.get_block.return_value = {
-        "miner": "0x4a536c1f6a5d5a9c1aeca9f6d04fbbf5f0d8f4e3"
-    }
-
-    # Load a sample block and remove the miner
-    block_number = 10921991
-    block = load_test_block(block_number)
-    block.miner = None
-
-    # Test that the miner is fetched
-    miner_address = await _find_or_fetch_miner_address(
-        w3=mock_web3_instance, traces=block.traces, block_number=block_number
-    )  # Use 'await'
-
-    # this is within the traces object
-    assert miner_address == "0x52bc44d5378309ee2abf1539bf71de1b7d7be3b5"
-
-
-@pytest.mark.asyncio
-# pylint: disable=redefined-outer-name
-async def test_eth2_block_miner(mocked_web3):
-    # Create a mock Web3 instance
-    mock_web3_instance = mocked_web3.return_value
-
-    # Create a coroutine function to mock w3.eth.get_block
-    # pylint: disable=unused-argument
-    async def mock_get_block(block_number):
-        return {"miner": "0x4a536c1f6a5d5a9c1aeca9f6d04fbbf5f0d8f4e3"}
-
-    # Mock w3.eth.get_block with the coroutine function
-    mock_web3_instance.eth.get_block = MagicMock(side_effect=mock_get_block)
-
-    # Load a sample block and remove the miner
-    block_number = 10921990
-    block = load_test_block(block_number)
-    block.miner = None
-
-    # Test that the miner is fetched
-    miner_address = await _find_or_fetch_miner_address(
-        w3=mock_web3_instance, traces=block.traces, block_number=block_number
-    )  # Use 'await'
-
-    assert miner_address == "0x4a536c1f6a5d5a9c1aeca9f6d04fbbf5f0d8f4e3"

tests/test_compound.py

@@ -115,18 +115,3 @@ def test_c_token_liquidation(trace_classifier: TraceClassifier):
 
     for liquidation in liquidations:
         assert liquidation in result
-
-
-def test_reverted_liquidation(trace_classifier: TraceClassifier):
-    block_number = 15049646
-    transaction_hash = (
-        "0x6dd0d8be8a77651f64ef399b47fbc87011bd796b43349c3164ff7da965e0b345"
-    )
-
-    block = load_test_block(block_number)
-    classified_traces = trace_classifier.classify(block.traces)
-    result = get_liquidations(classified_traces)
-
-    assert transaction_hash not in [
-        liquidation.transaction_hash for liquidation in result
-    ]

tests/test_heavy_sandwiches.py

@@ -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

tests/utils.py

@@ -2,6 +2,8 @@ import json
 import os
 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
 
@@ -12,10 +14,7 @@ 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)
-    with open(sandwiches_path, "r") as file:
-        sandwiches_data = json.load(file)
-    return [Sandwich(**sandwich) for sandwich in sandwiches_data]
 
 
 def load_test_block(block_number: int) -> Block: