71 lines
2.5 KiB
Python
71 lines
2.5 KiB
Python
from typing import List, Optional
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from mev_inspect.schemas.sandwiches import Sandwich
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from mev_inspect.schemas.swaps import Swap
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from mev_inspect.utils import equal_within_percent
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SANDWICH_IN_OUT_MAX_PERCENT_DIFFERENCE = 0.01
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def get_sandwiches(swaps: List[Swap]) -> List[Sandwich]:
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ordered_swaps = list(
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sorted(
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swaps,
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key=lambda swap: (swap.transaction_position, swap.trace_address),
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)
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)
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sandwiches: List[Sandwich] = []
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for index, swap in enumerate(ordered_swaps):
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rest_swaps = ordered_swaps[index + 1 :]
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sandwich = _get_sandwich_starting_with_swap(swap, rest_swaps)
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if sandwich is not None:
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sandwiches.append(sandwich)
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return sandwiches
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def _get_sandwich_starting_with_swap(
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front_swap: Swap,
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rest_swaps: List[Swap],
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) -> Optional[Sandwich]:
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sandwicher_address = front_swap.to_address
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sandwiched_swaps = []
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for other_swap in rest_swaps:
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if other_swap.transaction_hash == front_swap.transaction_hash:
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continue
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if other_swap.contract_address == front_swap.contract_address:
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if (
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other_swap.token_in_address == front_swap.token_in_address
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and other_swap.token_out_address == front_swap.token_out_address
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and other_swap.from_address != sandwicher_address
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):
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sandwiched_swaps.append(other_swap)
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elif (
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other_swap.token_out_address == front_swap.token_in_address
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and other_swap.token_in_address == front_swap.token_out_address
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and equal_within_percent(
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other_swap.token_in_amount,
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front_swap.token_out_amount,
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SANDWICH_IN_OUT_MAX_PERCENT_DIFFERENCE,
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)
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and other_swap.from_address == sandwicher_address
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):
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if len(sandwiched_swaps) > 0:
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return Sandwich(
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block_number=front_swap.block_number,
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sandwicher_address=sandwicher_address,
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frontrun_swap=front_swap,
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backrun_swap=other_swap,
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sandwiched_swaps=sandwiched_swaps,
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profit_token_address=front_swap.token_in_address,
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profit_amount=other_swap.token_out_amount
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- front_swap.token_in_amount,
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)
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return None
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