diff --git a/fastlane_bot/data/event_test_data.json b/fastlane_bot/data/event_test_data.json index ac94ed0cd..962c0381f 100644 --- a/fastlane_bot/data/event_test_data.json +++ b/fastlane_bot/data/event_test_data.json @@ -221,10 +221,10 @@ }, "bancor_v2_event": { "args": { - "_token1": "0xB2607CB158bc222DD687e4D794c607B5ce983Ce2", - "_token2": "0x7f39C581F595B53c5cb19bD0b3f8dA6c935E2Ca0", - "_rateN": 701296523896722535, - "_rateD": 124447579392500555356}, + "_token1": "0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE", + "_token2": "0x1F573D6Fb3F13d689FF844B4cE37794d79a7FF1C", + "_rateN": 5698079648237338312679700, + "_rateD": 1404376232459809237924}, "event": "TokenRateUpdate", "logIndex": 106, "transactionIndex": 22, diff --git a/fastlane_bot/data/tests/latest_pool_data_testing_bancor_v2.json b/fastlane_bot/data/tests/latest_pool_data_testing_bancor_v2.json new file mode 100644 index 000000000..9c893c115 --- /dev/null +++ b/fastlane_bot/data/tests/latest_pool_data_testing_bancor_v2.json @@ 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"0xB13201b48B1E61593DF055576964D0b3AaB66eA3", "anchor": NaN, "tkn0_address": "0x6DEA81C8171D0bA574754EF6F8b412F2Ed88c54D", "tkn1_address": "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", "tkn0_key": "LQTY-c54D", "tkn1_key": "WETH-6Cc2", "tkn0_decimals": 18, "tkn1_decimals": 18, "exchange_id": NaN, "tkn0_symbol": "LQTY", "tkn1_symbol": "WETH", "timestamp": "10:52:53", "tkn0_balance": 15701130915172508042519, "tkn1_balance": 7484693007393670912, "liquidity": NaN, "sqrt_price_q96": NaN, "tick": NaN, "tick_spacing": 60.0, "exchange": "uniswap_v2"}, {"cid": "0x70669ef3124976dac76f5ee569f14605a232a4ce5be3e8857d081e366ef99d88", "last_updated": NaN, "last_updated_block": 18009789, "descr": "uniswap_v2 DODO-4DDd/WETH-6Cc2 0.003", "pair_name": "DODO-4DDd/WETH-6Cc2", "exchange_name": "uniswap_v2", "fee": 3000.0, "fee_float": 0.003, "address": "0x68Fa181c720C07B7FF7412220E2431ce90A65A14", "anchor": NaN, "tkn0_address": "0x43Dfc4159D86F3A37A5A4B3D4580b888ad7d4DDd", "tkn1_address": "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", "tkn0_key": "DODO-4DDd", "tkn1_key": "WETH-6Cc2", "tkn0_decimals": 18, "tkn1_decimals": 18, "exchange_id": 3.0, "tkn0_symbol": "DODO", "tkn1_symbol": "WETH", "timestamp": "10:52:53", "tkn0_balance": 598557027886914882087556, "tkn1_balance": 34177534894045928218, "liquidity": NaN, "sqrt_price_q96": NaN, "tick": NaN, "tick_spacing": 60.0, "exchange": "uniswap_v2"}, {"cid": "0x0609167549acde324c9ddbf2292928355bf518fec69408f0e40be09ae12e1e44", "last_updated": NaN, "last_updated_block": 18009784, "descr": "uniswap_v2 WETH-6Cc2/CyOp-2f31 0.003", "pair_name": "WETH-6Cc2/CyOp-2f31", "exchange_name": "uniswap_v2", "fee": 3000.0, "fee_float": 0.003, "address": "0x1b1c28A89cAAc877C63d0adaC173a0B55921AB65", "anchor": NaN, "tkn0_address": "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", "tkn1_address": "0xddaC9C604BA6Bc4ACEc0FBB485B83f390ECF2f31", "tkn0_key": "WETH-6Cc2", "tkn1_key": "CyOp-2f31", "tkn0_decimals": 18, "tkn1_decimals": 9, "exchange_id": 3.0, "tkn0_symbol": "WETH", "tkn1_symbol": "CyOp", "timestamp": "10:52:54", "tkn0_balance": 14317625214, "tkn1_balance": 155446886325, "liquidity": NaN, "sqrt_price_q96": NaN, "tick": NaN, "tick_spacing": 60.0, "exchange": "uniswap_v2"}, {"cid": "0x4e9b2b5072716fd958f3ddbd80a6f04c695a80757425d7c328b9712afdb04406", "last_updated": NaN, "last_updated_block": 18009781, "descr": "uniswap_v3 SYN-9F29/WETH-6Cc2 10000", "pair_name": "SYN-9F29/WETH-6Cc2", "exchange_name": "uniswap_v3", "fee": 10000.0, "fee_float": 0.01, "address": "0x2Dd35B4Da6534230Ff53048f7477f17F7f4E7a70", "anchor": NaN, "tkn0_address": "0x0f2D719407FdBeFF09D87557AbB7232601FD9F29", "tkn1_address": "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", "tkn0_key": "SYN-9F29", "tkn1_key": "WETH-6Cc2", "tkn0_decimals": 18, "tkn1_decimals": 18, "exchange_id": 4.0, "tkn0_symbol": "SYN", "tkn1_symbol": "WETH", "timestamp": "10:53:06", "tkn0_balance": NaN, "tkn1_balance": NaN, "liquidity": 8850176300410818350731, "sqrt_price_q96": 1248360343664341157907024718, "tick": -83015, "tick_spacing": 200.0, "exchange": "uniswap_v3"}, {"cid": "0x264f0cb9821c4346419d95dee36c1b247ffef6acd57c8b82f884cc56a54aa42c", "last_updated": NaN, "last_updated_block": 18009768, "descr": "uniswap_v2 POWR-1269/WETH-6Cc2 0.003", "pair_name": "POWR-1269/WETH-6Cc2", "exchange_name": "uniswap_v2", "fee": 3000.0, "fee_float": 0.003, "address": "0x3C442baB170F19Dd40D0b1a405C9d93b088B9332", "anchor": NaN, "tkn0_address": "0x595832F8FC6BF59c85C527fEC3740A1b7a361269", "tkn1_address": "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", "tkn0_key": "POWR-1269", "tkn1_key": "WETH-6Cc2", "tkn0_decimals": 6, "tkn1_decimals": 18, "exchange_id": 3.0, "tkn0_symbol": "POWR", "tkn1_symbol": "WETH", "timestamp": "10:52:54", "tkn0_balance": 167166105883, "tkn1_balance": 14166597154145668523, "liquidity": NaN, "sqrt_price_q96": NaN, "tick": NaN, "tick_spacing": 60.0, "exchange": "uniswap_v2"}] \ No newline at end of file diff --git a/resources/NBTest/NBTest_033_Pools.ipynb b/resources/NBTest/NBTest_033_Pools.ipynb index 6d08f0488..1b65fb0f3 100644 --- a/resources/NBTest/NBTest_033_Pools.ipynb +++ b/resources/NBTest/NBTest_033_Pools.ipynb @@ -96,32 +96,35 @@ }, { "cell_type": "markdown", - "source": [ - "## test_bancor_v2_pool" - ], + "id": "5e07f1229048cd9c", "metadata": { "collapsed": false }, - "id": "5e07f1229048cd9c" + "source": [ + "## test_bancor_v2_pool" + ] }, { "cell_type": "code", "execution_count": 4, - "outputs": [], - "source": [ - "bancor_v2_pool = BancorV2Pool()\n", - "bancor_v2_pool.update_from_event(setup_data['bancor_v2_event'], {'cid': '0x', 'fee': '0.000', 'fee_float': 0.0, 'exchange_name': 'bancor_v2'})\n", - "assert (bancor_v2_pool.state['tkn0_balance'] == setup_data['bancor_v2_event']['args']['_rateN'])\n", - "assert (bancor_v2_pool.state['tkn1_balance'] == setup_data['bancor_v2_event']['args']['_rateD'])" - ], + "id": "4dfe57c17c271eec", "metadata": { - "collapsed": false, "ExecuteTime": { "end_time": "2023-08-27T13:30:38.982584Z", "start_time": "2023-08-27T13:30:38.975758Z" - } + }, + "collapsed": false }, - "id": "4dfe57c17c271eec" + "outputs": [], + "source": [ + "bancor_v2_pool = BancorV2Pool()\n", + "bancor_v2_pool.state['tkn0_address'] = '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE'\n", + "bancor_v2_pool.state['tkn1_address'] = '0x1F573D6Fb3F13d689FF844B4cE37794d79a7FF1C'\n", + "bancor_v2_pool.state['anchor']= '0xb1CD6e4153B2a390Cf00A6556b0fC1458C4A5533'\n", + "bancor_v2_pool.update_from_event(setup_data['bancor_v2_event'], {'cid': '0x', 'fee': '0.000', 'fee_float': 0.0, 'exchange_name': 'bancor_v2'})\n", + "assert (bancor_v2_pool.state['tkn0_balance'] == setup_data['bancor_v2_event']['args']['_rateN']), f\"expected {bancor_v2_pool.state['tkn0_balance']}, found {setup_data['bancor_v2_event']['args']['_rateN']}\"\n", + "assert (bancor_v2_pool.state['tkn1_balance'] == setup_data['bancor_v2_event']['args']['_rateD']), f\"expected {bancor_v2_pool.state['tkn1_balance']}, found {setup_data['bancor_v2_event']['args']['_rateD']}\"" + ] }, { "cell_type": "markdown", @@ -195,7 +198,16 @@ "outputs": [ { "data": { - "text/plain": "{'cid': '0x',\n 'fee': '0.000',\n 'fee_float': 0.0,\n 'exchange_name': 'bancor_v3',\n 'tkn0_balance': 2981332708522538339515032,\n 'tkn1_balance': 2981332708522538339515032,\n 'tkn0_symbol': 'tkn0',\n 'tkn1_symbol': 'tkn1'}" + "text/plain": [ + "{'cid': '0x',\n", + " 'fee': '0.000',\n", + " 'fee_float': 0.0,\n", + " 'exchange_name': 'bancor_v3',\n", + " 'tkn0_balance': 2981332708522538339515032,\n", + " 'tkn1_balance': 2981332708522538339515032,\n", + " 'tkn0_symbol': 'tkn0',\n", + " 'tkn1_symbol': 'tkn1'}" + ] }, "execution_count": 7, "metadata": {}, @@ -288,6 +300,22 @@ "assert (carbon_v1_pool.state['z_1'] == 0)\n", "assert (carbon_v1_pool.state['A_1'] == 0)" ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "fb389643", + "metadata": {}, + "outputs": [], + "source": [] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "afb5a056", + "metadata": {}, + "outputs": [], + "source": [] } ], "metadata": { @@ -309,7 +337,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.8.8" + "version": "3.10.1" } }, "nbformat": 4, diff --git a/resources/NBTest/NBTest_050_TestBancorV2.py b/resources/NBTest/NBTest_050_TestBancorV2.py new file mode 100644 index 000000000..f8ec71fff --- /dev/null +++ b/resources/NBTest/NBTest_050_TestBancorV2.py @@ -0,0 +1,309 @@ +# --- +# jupyter: +# jupytext: +# formats: ipynb,py:light +# text_representation: +# extension: .py +# format_name: light +# format_version: '1.5' +# jupytext_version: 1.14.5 +# kernelspec: +# display_name: Python 3 +# language: python +# name: python3 +# --- + +# coding=utf-8 +""" +This module contains the tests for the exchanges classes +""" +from fastlane_bot import Bot, Config +from fastlane_bot.bot import CarbonBot +from fastlane_bot.tools.cpc import ConstantProductCurve +from fastlane_bot.tools.cpc import ConstantProductCurve as CPC +from fastlane_bot.events.exchanges import UniswapV2, UniswapV3, SushiswapV2, CarbonV1, BancorV3 +from fastlane_bot.events.interface import QueryInterface +from fastlane_bot.helpers.poolandtokens import PoolAndTokens +from fastlane_bot.helpers import TradeInstruction, TxReceiptHandler, TxRouteHandler, TxSubmitHandler, TxHelpers, TxHelper +from fastlane_bot.events.managers.manager import Manager +from fastlane_bot.events.interface import QueryInterface +from joblib import Parallel, delayed +from fastlane_bot.tools.cpc import ConstantProductCurve as CPC, CPCContainer, T +from dataclasses import dataclass, asdict, field +import pytest +import math +import json +print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(CPC)) +print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(Bot)) +print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(UniswapV2)) +print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(UniswapV3)) +print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(SushiswapV2)) +print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(CarbonV1)) +print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(BancorV3)) +from fastlane_bot.testing import * +from fastlane_bot.modes import triangle_single_bancor3 +#plt.style.use('seaborn-dark') +plt.rcParams['figure.figsize'] = [12,6] +from fastlane_bot import __VERSION__ +require("3.0", __VERSION__) + +# # BancorV2Test [NB050] + +# + +C = cfg = Config.new(config=Config.CONFIG_MAINNET) +C.DEFAULT_MIN_PROFIT_BNT = 0.02 +C.DEFAULT_MIN_PROFIT = 0.02 +cfg.DEFAULT_MIN_PROFIT_BNT = 0.02 +cfg.DEFAULT_MIN_PROFIT = 0.02 +assert (C.NETWORK == C.NETWORK_MAINNET) +assert (C.PROVIDER == C.PROVIDER_ALCHEMY) +setup_bot = CarbonBot(ConfigObj=C) +pools = None + +with open('fastlane_bot/data/tests/latest_pool_data_testing_bancor_v2.json') as f: + pools = json.load(f) +pools = [pool for pool in pools] +pools[0] +static_pools = pools +state = pools +exchanges = list({ex['exchange_name'] for ex in state}) +db = QueryInterface(state=state, ConfigObj=C, exchanges=exchanges) +setup_bot.db = db + +static_pool_data_filename = "static_pool_data" + +static_pool_data = pd.read_csv(f"fastlane_bot/data/{static_pool_data_filename}.csv", low_memory=False) + +uniswap_v2_event_mappings = pd.read_csv("fastlane_bot/data/uniswap_v2_event_mappings.csv", low_memory=False) + +tokens = pd.read_csv("fastlane_bot/data/tokens.csv", low_memory=False) + +exchanges = "carbon_v1,bancor_v3,uniswap_v3,uniswap_v2,sushiswap_v2" + +exchanges = exchanges.split(",") + + +alchemy_max_block_fetch = 20 +static_pool_data["cid"] = [ + cfg.w3.keccak(text=f"{row['descr']}").hex() + for index, row in static_pool_data.iterrows() + ] +# Filter out pools that are not in the supported exchanges +static_pool_data = [ + row for index, row in static_pool_data.iterrows() + if row["exchange_name"] in exchanges +] + +static_pool_data = pd.DataFrame(static_pool_data) +static_pool_data['exchange_name'].unique() +# Initialize data fetch manager +mgr = Manager( + web3=cfg.w3, + cfg=cfg, + pool_data=static_pool_data.to_dict(orient="records"), + SUPPORTED_EXCHANGES=exchanges, + alchemy_max_block_fetch=alchemy_max_block_fetch, + uniswap_v2_event_mappings=uniswap_v2_event_mappings, + tokens=tokens.to_dict(orient="records"), +) + +# Add initial pools for each row in the static_pool_data +start_time = time.time() +Parallel(n_jobs=-1, backend="threading")( + delayed(mgr.add_pool_to_exchange)(row) for row in mgr.pool_data +) +cfg.logger.info(f"Time taken to add initial pools: {time.time() - start_time}") + +# check if any duplicate cid's exist in the pool data +mgr.deduplicate_pool_data() +cids = [pool["cid"] for pool in mgr.pool_data] +assert len(cids) == len(set(cids)), "duplicate cid's exist in the pool data" +def init_bot(mgr: Manager) -> CarbonBot: + """ + Initializes the bot. + + Parameters + ---------- + mgr : Manager + The manager object. + + Returns + ------- + CarbonBot + The bot object. + """ + mgr.cfg.logger.info("Initializing the bot...") + bot = CarbonBot(ConfigObj=mgr.cfg) + bot.db = db + bot.db.mgr = mgr + assert isinstance( + bot.db, QueryInterface + ), "QueryInterface not initialized correctly" + return bot +bot = init_bot(mgr) +# add data cleanup steps from main.py +bot.db.handle_token_key_cleanup() +bot.db.remove_unmapped_uniswap_v2_pools() +bot.db.remove_zero_liquidity_pools() +bot.db.remove_unsupported_exchanges() +tokens = bot.db.get_tokens() +ADDRDEC = {t.key: (t.address, int(t.decimals)) for t in tokens if not math.isnan(t.decimals)} +flashloan_tokens = bot.setup_flashloan_tokens(None) +CCm = bot.setup_CCm(None) +pools = db.get_pool_data_with_tokens() + +arb_mode = "multi" +# - + +# ## Test_MIN_PROFIT + +assert(cfg.DEFAULT_MIN_PROFIT_BNT <= 0.02), f"[TestMultiMode], DEFAULT_MIN_PROFIT_BNT must be <= 0.02 for this Notebook to run, currently set to {cfg.DEFAULT_MIN_PROFIT_BNT}" +assert(C.DEFAULT_MIN_PROFIT_BNT <= 0.02), f"[TestMultiMode], DEFAULT_MIN_PROFIT_BNT must be <= 0.02 for this Notebook to run, currently set to {cfg.DEFAULT_MIN_PROFIT_BNT}" + +# ## Test_Combos_and_Tokens + +arb_finder = bot._get_arb_finder("multi") +finder2 = arb_finder( + flashloan_tokens=flashloan_tokens, + CCm=CCm, + mode="bothin", + result=bot.AO_TOKENS, + ConfigObj=bot.ConfigObj, + ) +all_tokens, combos = finder2.find_arbitrage() +assert len(all_tokens) == 971, f"[NBTest_50_TestBancorV2] Using wrong dataset, expected 971 tokens, found {len(all_tokens)}" +assert len(combos) == 5820, f"[NBTest_50_TestBancorV2] Using wrong dataset, expected 5820 tokens, found {len(combos)}" + + +# ## Test_Expected_Output_BancorV2 + +# + +run_full = bot._run(flashloan_tokens=flashloan_tokens, CCm=CCm, arb_mode=arb_mode, data_validator=False, result=bot.XS_ARBOPPS) +arb_finder = bot._get_arb_finder("multi") +finder = arb_finder( + flashloan_tokens=flashloan_tokens, + CCm=CCm, + mode="bothin", + result=bot.AO_CANDIDATES, + ConfigObj=bot.ConfigObj, + ) +r = finder.find_arbitrage() +arb_with_bancor_v2 = [] + +for arb_opp in r: + pools = [] + for pool in arb_opp[2]: + pools += [curve for curve in CCm if curve.cid == pool['cid']] + for pool in pools: + if pool.params['exchange'] == "bancor_v2": + arb_with_bancor_v2.append(arb_opp) + +# get specific arb for tests + +test_arb = None + +test_cids = ['0x297f9a0e8d3f57de8c62a8fde0ff09193b934ff0ae906085526f0b97b90e188a', '3743106036130323098097120681749450326076-0', '3743106036130323098097120681749450326076-1'] + +for arb in arb_with_bancor_v2: + all_match = True + for pool in arb[2]: + if pool['cid'] not in test_cids: + all_match = False + + if all_match: + test_arb = arb + +( + best_profit, + best_trade_instructions_df, + best_trade_instructions_dic, + best_src_token, + best_trade_instructions, +) = test_arb + +# Order the trade instructions +( + ordered_trade_instructions_dct, + tx_in_count, +) = bot._simple_ordering_by_src_token( + best_trade_instructions_dic, best_src_token +) + +# Scale the trade instructions +ordered_scaled_dcts = bot._basic_scaling( + ordered_trade_instructions_dct, best_src_token +) + +# Convert the trade instructions +ordered_trade_instructions_objects = bot._convert_trade_instructions( + ordered_scaled_dcts +) + +# Create the tx route handler +tx_route_handler = bot.TxRouteHandlerClass( + trade_instructions=ordered_trade_instructions_objects +) + +# Aggregate the carbon trades +agg_trade_instructions = ( + tx_route_handler.aggregate_carbon_trades(ordered_trade_instructions_objects) + if bot._carbon_in_trade_route(ordered_trade_instructions_objects) + else ordered_trade_instructions_objects +) + +# Calculate the trade instructions +calculated_trade_instructions = tx_route_handler.calculate_trade_outputs( + agg_trade_instructions +) + +# Aggregate multiple Bancor V3 trades into a single trade +calculated_trade_instructions = tx_route_handler.aggregate_bancor_v3_trades( + calculated_trade_instructions +) + +# Get the flashloan token +fl_token = fl_token_with_weth = calculated_trade_instructions[0].tknin_key + +# If the flashloan token is WETH, then use ETH +if fl_token == T.WETH: + fl_token = T.NATIVE_ETH + +best_profit = flashloan_tkn_profit = tx_route_handler.calculate_trade_profit(calculated_trade_instructions) + +# Use helper function to calculate profit +best_profit, flt_per_bnt, profit_usd = bot.calculate_profit( + CCm, best_profit, fl_token, fl_token_with_weth +) + +# Check if the best profit is greater than the minimum profit +if best_profit < bot.ConfigObj.DEFAULT_MIN_PROFIT: + bot.ConfigObj.logger.info( + f"Opportunity with profit: {num_format(best_profit)} does not meet minimum profit: {self.ConfigObj.DEFAULT_MIN_PROFIT}, discarding." + ) + +# Get the flashloan amount and token address +flashloan_amount = int(calculated_trade_instructions[0].amtin_wei) +flashloan_token_address = bot.ConfigObj.w3.toChecksumAddress( + bot.db.get_token(key=fl_token).address +) + +# Encode the trade instructions +encoded_trade_instructions = tx_route_handler.custom_data_encoder( + calculated_trade_instructions +) + +# Get the deadline +deadline = bot._get_deadline() + +# Get the route struct +route_struct = [ + asdict(rs) + for rs in tx_route_handler.get_route_structs( + encoded_trade_instructions, deadline + ) +] +assert arb_finder.__name__ == "FindArbitrageMultiPairwise", f"[NBTest_50_TestBancorV2] Expected arb_finder class name name = FindArbitrageMultiPairwise, found {arb_finder.__name__}" +assert len(r) == 31, f"[NBTest_50_TestBancorV2] Expected 31 arb opps, found {len(r)}" +assert len(arb_with_bancor_v2) == 4, f"[NBTest_50_TestBancorV2] Expected 4 arb opps with Bancor V2 pools, found {len(arb_with_bancor_v2)}" +assert encoded_trade_instructions[0].amtin * 10 ** 18 == flashloan_amount, f"[NBTest_50_TestBancorV2] First trade in should match flashloan amount" +assert route_struct[0]['customAddress'] == "0xb1CD6e4153B2a390Cf00A6556b0fC1458C4A5533" or route_struct[1]['customAddress'] == "0xb1CD6e4153B2a390Cf00A6556b0fC1458C4A5533", f"[NBTest_50_TestBancorV2] customAddress for Bancor V2.1 trade must be converter token address, expected: 0xb1CD6e4153B2a390Cf00A6556b0fC1458C4A5533 for one address, found: {route_struct[0]['customAddress']} and {route_struct[1]['customAddress']}"