from itertools import groupby from typing import List from functools import cmp_to_key from mev_inspect.schemas.arbitrages import Arbitrage from mev_inspect.schemas.swaps import Swap def get_arbitrages(swaps: List[Swap]) -> List[Arbitrage]: get_transaction_hash = lambda swap: swap.transaction_hash swaps_by_transaction = groupby( sorted(swaps, key=get_transaction_hash), key=get_transaction_hash, ) all_arbitrages = [] for _, transaction_swaps in swaps_by_transaction: all_arbitrages += _get_arbitrages_from_swaps( list(transaction_swaps), ) return all_arbitrages def _get_arbitrages_from_swaps(swaps: List[Swap]) -> List[Arbitrage]: all_arbitrages = [] ordered_swaps = _order_swaps_by_trace_order(swaps) grouped_swaps: List[List[Swap]] = [] # An arbitrage is defined as multiple swaps in a row that result in the initial token being returned. # Ex: [WETH -> UNI, UNI -> DAI, DAI -> WETH] # Code below assumes there can be multiple arbitrages per swap set, but they'll be serial. # Ex: [WETH -> UNI, UNI -> WETH, DAI -> SUSHI, SUSHI -> DAI] # Non-working ex: [WETH -> UNI, DAI -> SUSHI, UNI -> WETH, SUSHI -> DAI] for start_swap_index in range(len(ordered_swaps)): current_swap = ordered_swaps[start_swap_index] swap_path: List[Swap] = [current_swap] for path_index in range(start_swap_index + 1, len(ordered_swaps)): next_swap = ordered_swaps[path_index] if current_swap.token_out_address == next_swap.token_in_address: swap_path.append(next_swap) current_swap = next_swap if ( swap_path[0].token_in_address == next_swap.token_out_address ): # Cycle complete grouped_swaps.append(swap_path) swap_path = [] else: swap_path = [] for swap_path in grouped_swaps: start_amount = swap_path[0].token_in_amount end_amount = swap_path[-1].token_out_amount profit_amount = end_amount - start_amount arb = Arbitrage( swaps=swap_path, block_number=swap_path[0].block_number, transaction_hash=swap_path[0].transaction_hash, account_address=swap_path[0].from_address, profit_token_address=swap_path[0].token_in_address, start_amount=start_amount, end_amount=end_amount, profit_amount=profit_amount, ) all_arbitrages.append(arb) return all_arbitrages def _order_swaps_by_trace_order(unordered_swaps: List[Swap]) -> List[Swap]: unordered_swaps.sort(key=cmp_to_key(_compare_trace_address)) return unordered_swaps def _compare_trace_address(a: Swap, b: Swap): if a.trace_address == b.trace_address: return 0 for i in range(0, max(len(a.trace_address), len(b.trace_address))): if len(a.trace_address) == i: return -1 if len(b.trace_address) == i: return 1 if a.trace_address[i] > b.trace_address[i]: return 1 if a.trace_address[i] < b.trace_address[i]: return -1 return 0