121 lines
5.2 KiB
Python
121 lines
5.2 KiB
Python
from typing import Optional
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from web3 import Web3
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from mev_inspect.schemas.classified_traces import ClassifiedTrace
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from mev_inspect.schemas.liquidations import (
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Liquidation,
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LiquidationType,
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LiquidationStatus,
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LiquidationCollateralSource,
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)
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from mev_inspect.schemas.blocks import Transaction
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from mev_inspect.classifier_specs import Protocol
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# from mev_inspect.tokenflow import get_dollar_flows, get_tx_proxies
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from mev_inspect.historical_price import get_erc20_token_decimals
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from mev_inspect.abi import get_raw_abi
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w3 = Web3(Web3.HTTPProvider(""))
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comp_v2_comptroller_address = "0x3d9819210A31b4961b30EF54bE2aeD79B9c9Cd3B"
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c_ether = "0x4Ddc2D193948926D02f9B1fE9e1daa0718270ED5"
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# cToken=>Token mapping (cDAI=>DAI)
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# useful for finding out the underlying asset address of the cToken seized
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def get_all_comp_markets():
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c_token_mapping = {}
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comp_v2_comptroller_abi = get_raw_abi("Comptroller", Protocol.compound_v2)
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comptroller_instance = w3.eth.contract(
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address=comp_v2_comptroller_address, abi=comp_v2_comptroller_abi
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)
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markets = comptroller_instance.functions.getAllMarkets().call()
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for c_token in markets:
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# make an exception for cETH (as it has no .underlying())
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if c_token != c_ether:
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comp_v2_ctoken_abi = get_raw_abi("CToken", Protocol.compound_v2)
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ctoken_instance = w3.eth.contract(address=c_token, abi=comp_v2_ctoken_abi)
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underlying_token = ctoken_instance.functions.underlying().call()
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c_token_mapping[
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c_token.lower()
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] = underlying_token.lower() # make k:v lowercase for consistancy
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return c_token_mapping
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# find if the searcher repays the loan from their own EOA, by buying it from a DEX, or w/ a flashloan
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# TODO: add all flashloan providers and their origin address
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def find_collateral_source(
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classified_traces: list[ClassifiedTrace],
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tx: Transaction,
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liquidation_contract: Optional[str],
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) -> LiquidationCollateralSource:
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source = LiquidationCollateralSource.other # set other by default
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for classified_trace in classified_traces:
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# look for trace that liquidates and see from address
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if (
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classified_trace.to_address == liquidation_contract
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and classified_trace.function_name == "liquidateBorrow"
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):
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## check if tx originates from searcher eoa or contract
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if tx.to_address.lower() == classified_trace.from_address:
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source = LiquidationCollateralSource.searcher_contract
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elif tx.from_address.lower() == classified_trace.from_address:
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source = LiquidationCollateralSource.searcher_eoa
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## flashloan providers identified here
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return source
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def get_underlying_ctoken_exchange_rate(
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c_token_address: str, block_number: int
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) -> float:
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comp_v2_ctoken_abi = get_raw_abi("CToken", Protocol.compound_v2)
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ctoken_instance = w3.eth.contract(address=c_token_address, abi=comp_v2_ctoken_abi)
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raw_exchange_rate = ctoken_instance.functions.exchangeRateCurrent().call(
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block_identifier=block_number
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)
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# format based on decimals in ctoken and the underlying token
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# see "Interpreting Exchange Rates" https://compound.finance/docs#protocol-math
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underlying_token_address = get_all_comp_markets()[c_token_address.lower()]
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decimals_in_underlying = get_erc20_token_decimals(
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Web3.toChecksumAddress(underlying_token_address)
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)
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decimals_in_ctoken = get_erc20_token_decimals(c_token_address)
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return raw_exchange_rate / (
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10 ** (18 + decimals_in_underlying - decimals_in_ctoken)
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)
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def inspect_compound_v2_ceth(
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tx: Transaction, classified_traces: list[ClassifiedTrace]
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) -> Liquidation:
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# flow:
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# 1. decide if it's a pre-flight check tx or an actual liquidation
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# 2. parse `liquidateBorrow` and `seize` sub traces to determine actual amounts
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# 3. calculate net profit by finding out the worth of seized tokens
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# 4. use tokenflow module to find out profit independent of the inspector, calculate diff
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# 5. prepare return object to get it ready for db processing
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for classified_trace in classified_traces:
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if (
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classified_trace.function_name == "liquidateBorrow"
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and classified_trace.inputs is not None
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):
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source = find_collateral_source(
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classified_traces, tx, classified_trace.to_address
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)
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borrower = classified_trace.inputs["borrower"]
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c_token_collateral = classified_trace.inputs["cTokenCollateral"]
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liquidation = Liquidation(
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tx_hash=tx.tx_hash,
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borrower=borrower,
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collateral_provided="ether",
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collateral_provided_amount=classified_trace.value,
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asset_seized=(get_all_comp_markets())[c_token_collateral],
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asset_seized_amount=0,
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profit_in_eth=0,
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tokenflow_estimate_in_eth=0,
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tokenflow_diff=0,
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collateral_source=source,
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status=LiquidationStatus.seized,
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type=LiquidationType.compound_v2_ceth_liquidation,
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)
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return liquidation
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return Liquidation()
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