mev-inspect-py/mev_inspect/compound_liquidations.py
2021-10-13 07:15:40 -07:00

103 lines
4.6 KiB
Python

from typing import Dict, List, Optional
from web3 import Web3
from mev_inspect.traces import get_child_traces
from mev_inspect.schemas.classified_traces import (
ClassifiedTrace,
Classification,
Protocol,
)
from mev_inspect.schemas.liquidations import Liquidation
from mev_inspect.classifiers.specs import WETH_ADDRESS
from mev_inspect.abi import get_raw_abi
V2_COMPTROLLER_ADDRESS = "0x3d9819210A31b4961b30EF54bE2aeD79B9c9Cd3B"
V2_C_ETHER = "0x4Ddc2D193948926D02f9B1fE9e1daa0718270ED5"
# helper, only queried once in the beginning (inspect_block)
def fetch_all_comp_markets(w3: Web3) -> Dict[str, str]:
c_token_mapping = {}
comp_v2_comptroller_abi = get_raw_abi("Comptroller", Protocol.compound_v2)
comptroller_instance = w3.eth.contract(
address=V2_COMPTROLLER_ADDRESS, abi=comp_v2_comptroller_abi
)
markets = comptroller_instance.functions.getAllMarkets().call()
comp_v2_ctoken_abi = get_raw_abi("CToken", Protocol.compound_v2)
for c_token in markets:
# make an exception for cETH (as it has no .underlying())
if c_token != V2_C_ETHER:
ctoken_instance = w3.eth.contract(address=c_token, abi=comp_v2_ctoken_abi)
underlying_token = ctoken_instance.functions.underlying().call()
c_token_mapping[
c_token.lower()
] = underlying_token.lower() # make k:v lowercase for consistancy
return c_token_mapping
def get_compound_liquidations(
traces: List[ClassifiedTrace], collateral_by_c_token_address: Dict[str, str]
) -> List[Liquidation]:
"""Inspect list of classified traces and identify liquidation"""
liquidations: List[Liquidation] = []
for trace in traces:
if (
trace.classification == Classification.liquidate
and trace.protocol == Protocol.compound_v2
and trace.inputs is not None
and trace.to_address is not None
):
# First, we look for cEther liquidations (position paid back via tx.value)
child_traces = get_child_traces(
trace.transaction_hash, trace.trace_address, traces
)
seize_trace = _get_seize_call(child_traces)
if seize_trace is not None and seize_trace.inputs is not None:
c_token_collateral = trace.inputs["cTokenCollateral"]
if trace.abi_name == "CEther":
liquidations.append(
Liquidation(
liquidated_user=trace.inputs["borrower"],
collateral_token_address=WETH_ADDRESS, # WETH since all cEther liquidations provide Ether
debt_token_address=c_token_collateral,
liquidator_user=seize_trace.inputs["liquidator"],
debt_purchase_amount=trace.value,
protocol=Protocol.compound_v2,
received_amount=seize_trace.inputs["seizeTokens"],
transaction_hash=trace.transaction_hash,
trace_address=trace.trace_address,
block_number=trace.block_number,
)
)
elif (
trace.abi_name == "CToken"
): # cToken liquidations where liquidator pays back via token transfer
c_token_address = trace.to_address
liquidations.append(
Liquidation(
liquidated_user=trace.inputs["borrower"],
collateral_token_address=collateral_by_c_token_address[
c_token_address
],
debt_token_address=c_token_collateral,
liquidator_user=seize_trace.inputs["liquidator"],
debt_purchase_amount=trace.inputs["repayAmount"],
protocol=Protocol.compound_v2,
received_amount=seize_trace.inputs["seizeTokens"],
transaction_hash=trace.transaction_hash,
trace_address=trace.trace_address,
block_number=trace.block_number,
)
)
return liquidations
def _get_seize_call(traces: List[ClassifiedTrace]) -> Optional[ClassifiedTrace]:
"""Find the call to `seize` in the child traces (successful liquidation)"""
for trace in traces:
if trace.classification == Classification.seize:
return trace
return None