Merge branch 'pool_finder_period' of https://github.com/bancorprotoco…

…l/fastlane-bot into pool_finder_period

fastlane_bot/config/multicaller.py

@@ -6,9 +6,10 @@
 All rights reserved.
 Licensed under MIT.
 """
-from typing import Callable, Any, List, Dict
+from typing import Any, List, Dict
 
 from eth_abi import decode
+from web3.contract.contract import ContractFunction
 
 from fastlane_bot.data.abi import MULTICALL_ABI
 
@@ -45,10 +46,10 @@ class MultiCaller:
 
     def __init__(self, web3: Any, multicall_contract_address: str):
         self.multicall_contract = web3.eth.contract(abi=MULTICALL_ABI, address=multicall_contract_address)
-        self.contract_calls: List[Callable] = []
+        self.contract_calls: List[ContractFunction] = []
         self.output_types_list: List[List[str]] = []
 
-    def add_call(self, call: Callable):
+    def add_call(self, call: ContractFunction):
         self.contract_calls.append({'target': call.address, 'callData': call._encode_transaction_data()})
         self.output_types_list.append([collapse_if_tuple(item) for item in call.abi['outputs']])
 

fastlane_bot/events/exchanges/balancer.py

@@ -88,3 +88,6 @@ async def get_tkn_n(self, address: str, contract: Contract, event: Any, index: i
         tokens = pool_balances[0]
         token_balances = pool_balances[1]
         return token_balances[index]
+
+    def get_pool_func_call(self, addr1, addr2):
+        raise NotImplementedError

fastlane_bot/events/exchanges/bancor_pol.py

@@ -105,3 +105,6 @@ def save_strategy(
             cid=cid,
             block_number=block_number,
         )
+
+    def get_pool_func_call(self, addr1, addr2):
+        raise NotImplementedError

fastlane_bot/events/exchanges/bancor_v2.py

@@ -76,3 +76,6 @@ async def get_tkn1(self, address: str, contract: Contract, event: Event) -> str:
 
     async def get_anchor(self, contract: Contract) -> str:
         return await contract.caller.anchor()
+
+    def get_pool_func_call(self, addr1, addr2):
+        raise NotImplementedError

fastlane_bot/events/exchanges/bancor_v3.py

@@ -64,3 +64,6 @@ async def get_tkn1(self, address: str, contract: Contract, event: Event) -> str:
             if event.args["pool"] != self.BNT_ADDRESS
             else event.args["tkn_address"]
         )
+
+    def get_pool_func_call(self, addr1, addr2):
+        raise NotImplementedError

fastlane_bot/events/exchanges/base.py

@@ -123,6 +123,10 @@ async def get_fee(address: str, contract: AsyncContract) -> float:
         """
         pass
 
+    @abstractmethod
+    def get_pool_func_call(self, addr1, addr2, *args, **kwargs):
+        ...
+
     @staticmethod
     @abstractmethod
     async def get_tkn0(address: str, contract: AsyncContract, event: Any) -> str:

fastlane_bot/events/exchanges/carbon_v1.py

@@ -244,3 +244,6 @@ def save_strategy(
             ),
             block_number=block_number,
         )
+
+    def get_pool_func_call(self, addr1, addr2):
+        raise NotImplementedError

fastlane_bot/modes/base_triangle.py

@@ -17,12 +17,10 @@
 from fastlane_bot.modes.base import ArbitrageFinderBase
 from fastlane_bot.tools.cpc import T
 
-@staticmethod
 def sort_pairs(pairs):
     # Clean up the pairs alphabetically
     return ["/".join(sorted(pair.split('/'))) for pair in pairs]
 
-@staticmethod
 def flatten_nested_items_in_list(nested_list):
     # unpack nested items
     flattened_list = []
@@ -36,7 +34,6 @@ def flatten_nested_items_in_list(nested_list):
         flattened_list.append(flat_list)
     return flattened_list
 
-@staticmethod
 def get_triangle_groups(flt, x_y_pairs):
     # Get groups of triangles that conform to (flt/x , x/y, y/flt) where x!=y
     triangle_groups = []
@@ -45,7 +42,6 @@ def get_triangle_groups(flt, x_y_pairs):
         triangle_groups += [("/".join(sorted([flt,x])), pair, "/".join(sorted([flt,y])))]
     return triangle_groups
 
-@staticmethod
 def get_triangle_groups_stats(triangle_groups, all_relevant_pairs_info):
     # Get the stats on the triangle group cohort for decision making
     valid_carbon_triangles = []
@@ -250,7 +246,7 @@ def get_analysis_set_per_flt(self, flt, valid_triangles, all_relevant_pairs_info
         return flt_triangle_analysis_set
 
     def get_comprehensive_triangles(
-        self, flashloan_tokens: List[str], CCm: Any, arb_mode: str
+        self, flashloan_tokens: List[str], CCm: Any
     ) -> Tuple[List[str], List[Any]]:
         """
         Get comprehensive combos for triangular arbitrage
@@ -261,8 +257,6 @@ def get_comprehensive_triangles(
             List of flashloan tokens
         CCm : object
             CCm object
-        arb_mode : str
-            Arbitrage mode
 
         Returns
         -------
@@ -306,63 +300,16 @@ def get_comprehensive_triangles(
             combos.extend(flt_triangle_analysis_set)
         return combos
 
-    @staticmethod
-    def get_mono_direction_carbon_curves(
-        miniverse: List[Any], trade_instructions_df: pd.DataFrame, token_in: str=None
-    ) -> List[Any]:
-        """
-        Get mono direction carbon curves for triangular arbitrage
-
-        Parameters
-        ----------
-        miniverse : list
-            List of miniverses
-        token_in : str
-            Token in
-        trade_instructions_df : DataFrame
-            Trade instructions dataframe
-
-        Returns
-        -------
-        mono_direction_carbon_curves : list
-            List of mono direction carbon curves
-
-        """
-
-        if token_in is None:
-            columns = trade_instructions_df.columns
-            check_nan = trade_instructions_df.copy().fillna(0)
-            first_bancor_v3_pool = check_nan.iloc[0]
-            second_bancor_v3_pool = check_nan.iloc[1]
-
-            for idx, token in enumerate(columns):
-                if token == T.BNT:
-                    continue
-                if first_bancor_v3_pool[token] < 0:
-                    token_in = token
-                    break
-                if second_bancor_v3_pool[token] < 0:
-                    token_in = token
-                    break
-
-        wrong_direction_cids = []
-        for idx, row in trade_instructions_df.iterrows():
-            if (row[token_in] < 0) and ("-0" in idx or "-1" in idx):
-                wrong_direction_cids.append(idx)
-
-        return [curve for curve in miniverse if curve.cid not in wrong_direction_cids]
     def build_pstart(self, CCm, tkn0list, tkn1):
         tkn0list = [x for x in tkn0list if x not in [tkn1]]
         pstart = {}
         for tkn0 in tkn0list:
             try:
-                price = CCm.bytknx(tkn0).bytkny(tkn1)[0].p
+                pstart[tkn0] = CCm.bytknx(tkn0).bytkny(tkn1)[0].p
             except:
                 try:
-                    price = 1/CCm.bytknx(tkn1).bytkny(tkn0)[0].p
+                    pstart[tkn0] = 1/CCm.bytknx(tkn1).bytkny(tkn0)[0].p
                 except Exception as e:
-                    print(str(e))
-                    self.ConfigObj.logger.debug(f"[pstart build] {tkn0} not supported. w {tkn1} {str(e)}")
-            pstart[tkn0]=price
+                    self.ConfigObj.logger.info(f"[pstart build] {tkn0}/{tkn1} price error {e}")
         pstart[tkn1] = 1
-        return pstart
+        return pstart

fastlane_bot/modes/triangle_multi.py

@@ -33,31 +33,23 @@ def find_arbitrage(self, candidates: List[Any] = None, ops: Tuple = None, best_p
         if candidates is None:
             candidates = []
 
-        combos = self.get_combos(
-            self.flashloan_tokens, self.CCm, arb_mode=self.arb_mode
-        )
+        combos = self.get_combos(self.flashloan_tokens, self.CCm, arb_mode=self.arb_mode)
 
         for src_token, miniverse in combos:
             try:
-                r = None
                 CC_cc = CPCContainer(miniverse)
                 O = MargPOptimizer(CC_cc)
-                #try:
                 pstart = self.build_pstart(CC_cc, CC_cc.tokens(), src_token)
-                r = O.optimize(src_token, params=dict(pstart=pstart)) #debug=True, debug2=True
+                r = O.optimize(src_token, params=dict(pstart=pstart))
                 trade_instructions_dic = r.trade_instructions(O.TIF_DICTS)
-                if len(trade_instructions_dic) < 3:
+                if trade_instructions_dic is None or len(trade_instructions_dic) < 3:
                     # Failed to converge
                     continue
                 trade_instructions_df = r.trade_instructions(O.TIF_DFAGGR)
                 trade_instructions = r.trade_instructions()
 
             except Exception as e:
-                self.ConfigObj.logger.debug(f"[triangle multi] {str(e)}")
-                continue
-            if trade_instructions_dic is None:
-                continue
-            if len(trade_instructions_dic) < 2:
+                self.ConfigObj.logger.info(f"[triangle multi] {e}")
                 continue
             profit_src = -r.result
 
@@ -92,21 +84,3 @@ def find_arbitrage(self, candidates: List[Any] = None, ops: Tuple = None, best_p
             )
 
         return candidates if self.result == self.AO_CANDIDATES else ops
-
-    def build_pstart(self, CCm, tkn0list, tkn1):
-        tkn0list = [x for x in tkn0list if x not in [tkn1]]
-        pstart = {}
-        for tkn0 in tkn0list:
-            try:
-                price = CCm.bytknx(tkn0).bytkny(tkn1)[0].p
-            except:
-                try:
-                    price = 1/CCm.bytknx(tkn1).bytkny(tkn0)[0].p
-                except Exception as e:
-                    print(str(e))
-                    self.ConfigObj.logger.debug(f"[pstart build] {tkn0} not supported. w {tkn1} {str(e)}")
-            pstart[tkn0]=price
-        pstart[tkn1] = 1
-        return pstart
-
-

fastlane_bot/modes/triangle_multi_complete.py

@@ -30,30 +30,23 @@ def find_arbitrage(self, candidates: List[Any] = None, ops: Tuple = None, best_p
         if candidates is None:
             candidates = []
 
-        combos = self.get_comprehensive_triangles(
-            self.flashloan_tokens, self.CCm, arb_mode=self.arb_mode
-        )
+        combos = self.get_comprehensive_triangles(self.flashloan_tokens, self.CCm)
 
         for src_token, miniverse in combos:
             try:
-                r = None
                 CC_cc = CPCContainer(miniverse)
                 O = MargPOptimizer(CC_cc)
                 pstart = self.build_pstart(CC_cc, CC_cc.tokens(), src_token)
-                r = O.optimize(src_token, params=dict(pstart=pstart)) #debug=True, debug2=True, verbose=True
+                r = O.optimize(src_token, params=dict(pstart=pstart))
                 trade_instructions_dic = r.trade_instructions(O.TIF_DICTS)
-                if len(trade_instructions_dic) < 3:
+                if trade_instructions_dic is None or len(trade_instructions_dic) < 3:
                     # Failed to converge
                     continue
                 trade_instructions_df = r.trade_instructions(O.TIF_DFAGGR)
                 trade_instructions = r.trade_instructions()
 
             except Exception as e:
-                self.ConfigObj.logger.debug(f"[triangle multi] {str(e)}")
-                continue
-            if trade_instructions_dic is None:
-                continue
-            if len(trade_instructions_dic) < 2:
+                self.ConfigObj.logger.info(f"[triangle multi] {e}")
                 continue
             profit_src = -r.result
 
@@ -88,19 +81,3 @@ def find_arbitrage(self, candidates: List[Any] = None, ops: Tuple = None, best_p
             )
 
         return candidates if self.result == self.AO_CANDIDATES else ops
-
-    def build_pstart(self, CCm, tkn0list, tkn1):
-        tkn0list = [x for x in tkn0list if x not in [tkn1]]
-        pstart = {}
-        for tkn0 in tkn0list:
-            try:
-                pstart[tkn0] = CCm.bytknx(tkn0).bytkny(tkn1)[0].p
-            except:
-                try:
-                    pstart[tkn0] = 1/CCm.bytknx(tkn1).bytkny(tkn0)[0].p
-                except Exception as e:
-                    self.ConfigObj.logger.info(f"[pstart build] {tkn0} not supported. w {tkn1} {e}")
-        pstart[tkn1] = 1
-        return pstart
-
-

fastlane_bot/tests/test_064_TestMultiAllMode.py

@@ -224,7 +224,7 @@ def test_test_expected_output():
 
     assert len(r) >= 25, f"[NBTest64 TestMultiPairwiseAll Mode] Expected at least 25 arbs, found {len(r)}"
     assert multi_carbon_count > 0, f"[NBTest64 TestMultiPairwiseAll Mode] Not finding arbs with multiple Carbon curves."
-    # assert carbon_wrong_direction_count == 0, f"[NBTest64 TestMultiPairwiseAll Mode] Expected all Carbon curves to have the same tkn in and tkn out. Mixing is currently not supported."
+    assert carbon_wrong_direction_count == 6, f"[NBTest64 TestMultiPairwiseAll Mode] Expected 6 Carbon curves to be in the opposite direction."
     # -