forked from ccyanxyz/cycle-arb-analysis
-
Notifications
You must be signed in to change notification settings - Fork 0
/
ana.py
121 lines (115 loc) · 5.1 KB
/
ana.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
import json
from web3 import Web3
from web3.providers.rpc import HTTPProvider
from web3.providers.ipc import IPCProvider
from web3 import WebsocketProvider
sync_topic = "0x1c411e9a96e071241c2f21f7726b17ae89e3cab4c78be50e062b03a9fffbbad1"
swap_topic = "0xd78ad95fa46c994b6551d0da85fc275fe613ce37657fb8d5e3d130840159d822"
mint_topic = "0x4c209b5fc8ad50758f13e2e1088ba56a560dff690a1c6fef26394f4c03821c4f"
burn_topic = "0xdccd412f0b1252819cb1fd330b93224ca42612892bb3f4f789976e6d81936496"
w3 = Web3()
pairABI = json.load(open('IUniswapV2Pair.json'))['abi']
erc20abi = json.load(open('erc20.abi'))
c = w3.eth.contract(abi=pairABI)
def to_dict(pairs):
d = {}
for i in range(len(pairs)):
d[pairs[i]['id']] = i
return d
def to_log_receipt(l):
l['blockHash'] = bytes.fromhex(l['blockHash'][2:])
l['blockNumber'] = int(l['blockNumber'], 16)
l['transactionIndex'] = int(l['transactionIndex'], 16)
l['transactionHash'] = bytes.fromhex(l['transactionHash'][2:])
l['logIndex'] = int(l['logIndex'], 16)
l['address'] = w3.toChecksumAddress(l['address'])
l['topics'] = [bytes.fromhex(t[2:]) for t in l['topics']]
l['data'] = bytes.fromhex(l['data'][2:])
return l
def to_tx_receipt(r):
r['blockHash'] = None if not r['blockHash'] else bytes.fromhex(r['blockHash'][2:])
r['blockNumber'] = None if not r['blockNumber'] else int(r['blockNumber'], 16)
r['transactionIndex'] = None if not r['transactionIndex'] else int(r['transactionIndex'], 16)
r['transactionHash'] = bytes.fromhex(r['transactionHash'][2:])
r['cumulativeGasUsed'] = int(r['cumulativeGasUsed'], 16)
r['status'] = int(r['status'], 16)
r['gasUsed'] = int(r['gasUsed'], 16)
r['contractAddress'] = None if not r['contractAddress'] else w3.toChecksumAddress(r['contractAddress'])
r['logs'] = [to_log_receipt(t) for t in r['logs']]
r['logsBloom'] = bytes.fromhex(r['logsBloom'][2:])
r['from'] = None if not r['from'] else w3.toChecksumAddress(r['from'])
r['to'] = w3.toChecksumAddress(r['to'])
return r
pairs = json.load(open('pairs.json'))
pairs_dict = to_dict(pairs)
def to_dict(pairs):
d = {}
for i in range(len(pairs)):
d[pairs[i]['id']] = i
return d
file = open('cycle_include_router.json')
stats = {'before' : [], 'after' : []}
k = 0
for line in file.readlines():
print(k)
k = k + 1
info = json.loads(line)
receipt = info['receipt']
reserve = []
for log in receipt['logs']:
if not len(log['topics']) or not log['topics'][0] == sync_topic:
continue
pair = None
addr = w3.toChecksumAddress(log['address'])
try:
pair = pairs[pairs_dict[addr]]
except Exception as e:
pass
if not pair:
continue
l = to_log_receipt(log.copy())
event = c.events.Sync().processLog(l)
reserve.append([event['args']['reserve0'], event['args']['reserve1']])
#input_token = pair['token0']['id']
#input_amount = event['args']['amount0In']
#output_token = pair['token1']['id']
#output_amount = event['args']['amount1Out']
#print(input_amount, output_amount)
i = 0
ori_rate = 1
new_rate = 1
for log in receipt['logs']:
if not len(log['topics']) or not log['topics'][0] == swap_topic:
continue
pair = None
addr = w3.toChecksumAddress(log['address'])
try:
pair = pairs[pairs_dict[addr]]
except Exception as e:
pass
if not pair:
continue
l = to_log_receipt(log.copy())
event = c.events.Swap().processLog(l)
input_token = pair['token0']['id']
input_amount = event['args']['amount0In']
output_token = pair['token1']['id']
output_amount = event['args']['amount1Out']
if input_amount == 0:
input_amount = event['args']['amount1In'] / pow(10, int(pair['token1']['decimals']))
output_amount = event['args']['amount0Out'] / pow(10, int(pair['token0']['decimals']))
reserve[i][0] = reserve[i][0] / pow(10, int(pair['token0']['decimals']))
reserve[i][1] = reserve[i][1] / pow(10, int(pair['token1']['decimals']))
ori_rate = ori_rate * (reserve[i][1] / reserve[i][0])
new_rate = new_rate * ((reserve[i][1] - input_amount) / (reserve[i][0] + output_amount))
else:
input_amount = event['args']['amount0In'] / pow(10, int(pair['token0']['decimals']))
output_amount = event['args']['amount1Out'] / pow(10, int(pair['token1']['decimals']))
reserve[i][0] = reserve[i][0] / pow(10, int(pair['token0']['decimals']))
reserve[i][1] = reserve[i][1] / pow(10, int(pair['token1']['decimals']))
ori_rate = ori_rate * (reserve[i][0] / reserve[i][1])
new_rate = new_rate * ((reserve[i][0] - input_amount) / (reserve[i][1] + output_amount))
i = i + 1
stats['before'].append(new_rate)
stats['after'].append(ori_rate)
json.dump(stats, open('beforeafter.json', 'w'))