2021-11-23 11:28:15 -05:00

165 lines
5.4 KiB
Python

from typing import Optional, List, Sequence, Tuple
from mev_inspect.schemas.swaps import Swap
from mev_inspect.schemas.transfers import Transfer, ETH_TOKEN_ADDRESS
from mev_inspect.schemas.traces import DecodedCallTrace, ClassifiedTrace
ANY_TAKER_ADDRESS = "0x0000000000000000000000000000000000000000"
RFQ_SIGNATURES = [
"fillRfqOrder((address,address,uint128,uint128,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)",
"_fillRfqOrder((address,address,uint128,uint128,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128,address,bool,address)",
]
LIMIT_SIGNATURES = [
"fillOrKillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)",
"fillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128)",
"_fillLimitOrder((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128,address,address)",
]
def create_swap_from_transfers(
trace: DecodedCallTrace,
recipient_address: str,
prior_transfers: List[Transfer],
child_transfers: List[Transfer],
) -> Optional[Swap]:
pool_address = trace.to_address
transfers_to_pool = []
if trace.value is not None and trace.value > 0:
transfers_to_pool = [_build_eth_transfer(trace)]
if len(transfers_to_pool) == 0:
transfers_to_pool = _filter_transfers(prior_transfers, to_address=pool_address)
if len(transfers_to_pool) == 0:
transfers_to_pool = _filter_transfers(child_transfers, to_address=pool_address)
if len(transfers_to_pool) == 0:
return None
transfers_from_pool_to_recipient = _filter_transfers(
child_transfers, to_address=recipient_address, from_address=pool_address
)
if len(transfers_from_pool_to_recipient) != 1:
return None
transfer_in = transfers_to_pool[-1]
transfer_out = transfers_from_pool_to_recipient[0]
return Swap(
abi_name=trace.abi_name,
transaction_hash=trace.transaction_hash,
block_number=trace.block_number,
trace_address=trace.trace_address,
contract_address=pool_address,
protocol=trace.protocol,
from_address=transfer_in.from_address,
to_address=transfer_out.to_address,
token_in_address=transfer_in.token_address,
token_in_amount=transfer_in.amount,
token_out_address=transfer_out.token_address,
token_out_amount=transfer_out.amount,
error=trace.error,
)
def _build_eth_transfer(trace: ClassifiedTrace) -> Transfer:
return Transfer(
block_number=trace.block_number,
transaction_hash=trace.transaction_hash,
trace_address=trace.trace_address,
amount=trace.value,
to_address=trace.to_address,
from_address=trace.from_address,
token_address=ETH_TOKEN_ADDRESS,
)
def _filter_transfers(
transfers: Sequence[Transfer],
to_address: Optional[str] = None,
from_address: Optional[str] = None,
) -> List[Transfer]:
filtered_transfers = []
for transfer in transfers:
if to_address is not None and transfer.to_address != to_address:
continue
if from_address is not None and transfer.from_address != from_address:
continue
filtered_transfers.append(transfer)
return filtered_transfers
def is_valid_0x_swap(
trace: DecodedCallTrace,
child_transfers: List[Transfer],
) -> bool:
# 1. There should be 2 child transfers, one for each settled leg of the order
if len(child_transfers) != 2:
raise ValueError(
f"A settled order should consist of 2 child transfers, not {len(child_transfers)}."
)
# 2. The function signature must be in the lists of supported signatures
if trace.function_signature not in (LIMIT_SIGNATURES + RFQ_SIGNATURES):
raise RuntimeError(
f"0x orderbook function {trace.function_signature} is not supported"
)
# 3. The swap should not be a child of previous swaps in the block
return True
def _get_taker_token_in_amount(
taker_address: str, token_in_address: str, child_transfers: List[Transfer]
) -> int:
if taker_address == ANY_TAKER_ADDRESS:
for transfer in child_transfers:
if transfer.token_address == token_in_address:
return transfer.amount
else:
for transfer in child_transfers:
if transfer.to_address == taker_address:
return transfer.amount
return 0
def get_0x_token_in_data(
trace: DecodedCallTrace, child_transfers: List[Transfer]
) -> Tuple[str, int]:
order: List = trace.inputs["order"]
token_in_address = order[0]
if trace.function_signature in RFQ_SIGNATURES:
taker_address = order[5]
elif trace.function_signature in LIMIT_SIGNATURES:
taker_address = order[6]
token_in_amount = _get_taker_token_in_amount(
taker_address, token_in_address, child_transfers
)
return token_in_address, token_in_amount
def get_0x_token_out_data(trace: DecodedCallTrace) -> Tuple[str, int]:
order: List = trace.inputs["order"]
token_out_address = order[1]
token_out_amount = trace.inputs["takerTokenFillAmount"]
return token_out_address, token_out_amount