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run_blockchain_terraformer.py
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run_blockchain_terraformer.py
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import math
from dataclasses import dataclass
from typing import Tuple, List, Dict
import pandas as pd
from dotenv import load_dotenv
from joblib import parallel_backend, Parallel, delayed
from pandas import DataFrame
from web3.contract import Contract
load_dotenv()
import os
import requests
import asyncio
import nest_asyncio
from web3 import Web3, AsyncWeb3
from fastlane_bot.data.abi import *
from fastlane_bot.utils import safe_int
from fastlane_bot.events.exchanges.solidly_v2 import SolidlyV2
from fastlane_bot.events.exchanges.solidly_v2 import EXCHANGE_INFO as SOLIDLY_EXCHANGE_INFO
nest_asyncio.apply()
ETHEREUM = "ethereum"
POLYGON = "polygon"
POLYGON_ZKEVM = "polygon_zkevm"
ARBITRUM_ONE = "arbitrum_one"
OPTIMISM = "optimism"
BASE = "coinbase_base"
FANTOM = "fantom"
MANTLE = "mantle"
LINEA = "linea"
coingecko_network_map = {
"ethereum": "ethereum",
"coinbase_base": "base",
"polygon": "polygon-pos",
"polygon_zkevm": "polygon-zkevm",
"optimism": "optimistic-ethereum",
"arbitrum_one": "arbitrum-one",
"fantom": "fantom",
"arbitrum_nova": "arbitrum-nova",
"avalanche": "avalanche",
"tron": "tron",
"neon": "neon-evm",
"moonbeam": "moonbeam",
"linea": "linea",
"cosmos": "cosmos",
"kava": "kava",
"mantle": "mantle",
}
BLOCK_CHUNK_SIZE_MAP = {
"ethereum": 50000,
"polygon": 250000,
"polygon_zkevm": 500000,
"arbitrum_one": 500000,
"optimism": 500000,
"coinbase_base": 250000,
"fantom": 2000,
"mantle": 10000000,
"linea": 5000
}
ALCHEMY_KEY_DICT = {
"ethereum": "WEB3_ALCHEMY_PROJECT_ID",
"polygon": "WEB3_ALCHEMY_POLYGON",
"polygon_zkevm": "WEB3_ALCHEMY_POLYGON_ZKEVM",
"arbitrum_one": "WEB3_ALCHEMY_ARBITRUM",
"optimism": "WEB3_ALCHEMY_OPTIMISM",
"coinbase_base": "WEB3_ALCHEMY_BASE",
"fantom": "WEB3_FANTOM",
"mantle": "WEB3_MANTLE",
"linea": "WEB3_LINEA",
}
ALCHEMY_RPC_LIST = {
"ethereum": "https://eth-mainnet.alchemyapi.io/v2/",
"polygon": "https://polygon-mainnet.g.alchemy.com/v2/",
"polygon_zkevm": "https://polygonzkevm-mainnet.g.alchemy.com/v2/",
"arbitrum_one": "https://arb-mainnet.g.alchemy.com/v2/",
"optimism": "https://opt-mainnet.g.alchemy.com/v2/",
"coinbase_base": "https://base-mainnet.g.alchemy.com/v2/",
"fantom": "https://fantom-mainnet.blastapi.io/",
"mantle": "https://rpc.mantle.xyz/",
"linea": "https://linea.blockpi.network/v1/rpc/",
}
BALANCER_SUBGRAPH_CHAIN_URL = {
"ethereum": "https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2",
"polygon": "https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-polygon-v2",
"polygon_zkevm": "https://api.studio.thegraph.com/query/24660/balancer-polygon-zk-v2/version/latest",
"arbitrum_one": "https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-arbitrum-v2",
"optimism": "https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-optimism-v2",
"coinbase_base": "https://api.studio.thegraph.com/query/24660/balancer-base-v2/version/latest",
"avalanche": "https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-avalanche-v2",
"fantom": "https://api.thegraph.com/subgraphs/name/beethovenxfi/beethovenx",
}
BANCOR_V2_NAME = "bancor_v2"
BANCOR_V3_NAME = "bancor_v3"
UNISWAP_V2_NAME = "uniswap_v2"
UNISWAP_V3_NAME = "uniswap_v3"
SUSHISWAP_V2_NAME = "sushiswap_v2"
SUSHISWAP_V3_NAME = "sushiswap_v3"
CARBON_V1_NAME = "carbon_v1"
BANCOR_POL_NAME = "bancor_pol"
BALANCER_NAME = "balancer"
PANCAKESWAP_V2_NAME = "pancakeswap_v2"
PANCAKESWAP_V3_NAME = "pancakeswap_v3"
AERODROME_V2_NAME = "aerodrome_v2"
VELOCIMETER_V2_NAME = "velocimeter_v2"
CARBON_POL_NAME = "bancor_pol"
SHIBA_V2_NAME = "shiba_v2"
SCALE_V2_NAME = "scale_v2"
EQUALIZER_V2_NAME = "equalizer_v2"
SOLIDLY_V2_NAME = "solidly_v2"
VELODROME_V2_NAME = "velodrome_v2"
CLEOPATRA_V2_NAME = "cleopatra_v2"
STRATUM_V2_NAME = "stratum_v2"
LYNEX_V2_NAME = "lynex_v2"
NILE_V2_NAME = "nile_v2"
SOLIDLY_FORKS = [AERODROME_V2_NAME, VELOCIMETER_V2_NAME, SCALE_V2_NAME, VELODROME_V2_NAME, CLEOPATRA_V2_NAME, STRATUM_V2_NAME]
EXCHANGE_IDS = {
BANCOR_V2_NAME: 1,
BANCOR_V3_NAME: 2,
UNISWAP_V2_NAME: 3,
UNISWAP_V3_NAME: 4,
SUSHISWAP_V2_NAME: 3,
SUSHISWAP_V3_NAME: 4,
CARBON_V1_NAME: 6,
BALANCER_NAME: 7,
CARBON_POL_NAME: 8,
PANCAKESWAP_V2_NAME: 3,
PANCAKESWAP_V3_NAME: 4,
SOLIDLY_V2_NAME: 11,
VELOCIMETER_V2_NAME: 11,
SCALE_V2_NAME: 11,
EQUALIZER_V2_NAME: 11,
VELODROME_V2_NAME: 12,
AERODROME_V2_NAME: 12,
CLEOPATRA_V2_NAME: 12,
STRATUM_V2_NAME: 12,
}
EXCHANGE_POOL_CREATION_EVENT_NAMES = {
UNISWAP_V2_NAME: "PairCreated",
UNISWAP_V3_NAME: "PoolCreated",
AERODROME_V2_NAME: "PoolCreated",
VELOCIMETER_V2_NAME: "PairCreated",
SCALE_V2_NAME: "PairCreated",
CLEOPATRA_V2_NAME: "PairCreated",
STRATUM_V2_NAME: "PairCreated",
LYNEX_V2_NAME: "PairCreated",
NILE_V2_NAME: "PairCreated",
}
dataframe_key = [
"cid",
"strategy_id",
"last_updated",
"last_updated_block",
"descr",
"pair_name",
"exchange_name",
"fee",
"fee_float",
"address",
"anchor",
"tkn0_address",
"tkn1_address",
"tkn0_decimals",
"tkn1_decimals",
"exchange_id",
"tkn0_symbol",
"tkn1_symbol",
"timestamp",
"tkn0_balance",
"tkn1_balance",
"liquidity",
"sqrt_price_q96",
"tick",
"tick_spacing",
"exchange",
"pool_type",
"tkn0_weight",
"tkn1_weight",
"tkn2_address",
"tkn2_decimals",
"tkn2_symbol",
"tkn2_balance",
"tkn2_weight",
"tkn3_address",
"tkn3_decimals",
"tkn3_symbol",
"tkn3_balance",
"tkn3_weight",
"tkn4_address",
"tkn4_decimals",
"tkn4_symbol",
"tkn4_balance",
"tkn4_weight",
"tkn5_address",
"tkn5_decimals",
"tkn5_symbol",
"tkn5_balance",
"tkn5_weight",
"tkn6_address",
"tkn6_decimals",
"tkn6_symbol",
"tkn6_balance",
"tkn6_weight",
"tkn7_address",
"tkn7_decimals",
"tkn7_symbol",
"tkn7_balance",
"tkn7_weight",
]
skip_token_list = ["0xaD67F7a72BA2ca971390B2a1dD907303bD577a4F".lower()]
@dataclass
class TokenManager:
token_dict: Dict
def get_all_token_details(web3: Web3, network: str, write_path: str) -> TokenManager:
"""
This function collects the number of decimals and symbol of a token, and formats it for use in a dataframe.
:param web3: the Web3 reference
:param network: the network name
:returns: Dict
"""
token_path = os.path.join(write_path, "tokens.csv")
token_file_exists = os.path.exists(token_path)
if token_file_exists:
token_df = pd.read_csv(token_path, index_col=False)
token_dict = {}
for idx, row in token_df.iterrows():
address, decimals, symbol = row
token_dict[address] = {"address": address, "decimals": decimals, "symbol": symbol}
return TokenManager(token_dict)
url = f"https://tokens.coingecko.com/{coingecko_network_map[network]}/all.json"
response = requests.get(url).json()["tokens"]
token_dict = {
"0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE": {"address": "0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE",
"decimals": 18, "symbol": "ETH"}
} if network in ["ethereum", "coinbase_base", "arbitrum_one", "optimism"] else {}
for token in response:
address = web3.to_checksum_address(token.get("address"))
symbol = token.get("symbol")
decimals = token.get("decimals")
try:
# try to write to csv
pd.DataFrame(
{"token": [address], "symbol": [symbol], "decimals": [decimals]}
).to_csv("token_details.csv")
token_dict[address] = {
"address": address,
"decimals": decimals,
"symbol": symbol,
}
except Exception as e:
print(f"Failed to get token details for token: {address} with error: {e}")
continue
return TokenManager(token_dict=token_dict)
def get_token_details_from_contract(
token: str, web3
) -> Tuple[str, int] or Tuple[None, None]:
"""
This function collects the number of decimals and symbol of a token, and formats it for use in a dataframe.
:param token: the token address
:param web3: the Web3 object
Returns: a Tuple containing the token symbol & decimals, or None, None if the contract call failed.
"""
if token == "0x9f8F72aA9304c8B593d555F12eF6589cC3A579A2":
symbol = "MKR"
decimals = 18
elif token == "0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE":
symbol = "ETH"
decimals = 18
if token.lower() in skip_token_list:
return None, None
else:
contract = web3.eth.contract(
address=web3.to_checksum_address(token), abi=ERC20_ABI
)
try:
contract = web3.eth.contract(
address=web3.to_checksum_address(token), abi=ERC20_ABI
)
decimals = contract.caller.decimals()
except:
print(f"Cannot get token details for token: {token}")
skip_token_list.append(token.lower())
return None, None
try:
symbol = contract.caller.symbol()
# attempt to write to csv
pd.DataFrame(
{"token": [token], "symbol": [symbol], "decimals": [decimals]}
).to_csv("token_details.csv")
except Exception as e:
symbol = "SYMBOL_FAILED"
return symbol, decimals
def get_token_details(
tkn: str, token_manager: TokenManager, web3: Web3
) -> Tuple[str, int] or Tuple[None, None]:
"""
:param tkn: the token address
:param token_manager: the token lookup dict
:param web3: the Web3 object
Returns: a Tuple containing the token symbol & decimals, or None, None if the contract call failed.
"""
tkn = web3.to_checksum_address(tkn)
if tkn in token_manager.token_dict:
symbol = token_manager.token_dict.get(tkn).get("symbol")
decimal = token_manager.token_dict.get(tkn).get("decimals")
else:
symbol, decimal = get_token_details_from_contract(token=tkn, web3=web3)
if type(decimal) == int and type(symbol) == str:
token_manager.token_dict[tkn] = {"address": tkn, "decimals": decimal, "symbol": symbol}
return symbol, decimal
def fix_missing_symbols(symbol: str, addr: str) -> str:
"""
This function fixes specific tokens that have an issue getting their Symbol from the contract.
:param symbol: the token symbol
:param addr: the token address
returns: str
"""
if addr == "0x9f8f72aa9304c8b593d555f12ef6589cc3a579a2":
return "MKR"
elif (
addr == "0xF1290473E210b2108A85237fbCd7b6eb42Cc654F"
or addr.lower() == "0xF1290473E210b2108A85237fbCd7b6eb42Cc654F".lower()
):
return "HEDG"
else:
return symbol
def skip_tokens(addr: str) -> bool:
"""
This function checks against a list of tokens that should be skipped due to problems in their contract, etc.
:param addr: the token address
retuns: bool
"""
if addr.lower() in skip_token_list:
return True
else:
return False
def get_token_prices_coingecko(token_list: Dict) -> Dict:
"""
:param token_list: the list of tokens for which to fetch prices
Returns token prices using Coingecko API
"""
max_size = 100
tkn_addresses = list(token_list.keys())
tkn_sublists = [
tkn_addresses[x: x + max_size] for x in range(0, len(tkn_addresses), max_size)
]
for tkn_sublist in tkn_sublists:
tokens = ",".join(tkn_sublist)
url = f"https://api.coingecko.com/api/v3/simple/token_price/ethereum?contract_addresses={tokens}&vs_currencies=USD&include_market_cap=false&include_24hr_vol=false&include_24hr_change=false&include_last_updated_at=false"
response = requests.get(url)
if response.status_code == 200:
data = response.json()
if data is not None:
prices = []
for tkn in data.keys():
try:
prices.append((tkn, data[tkn]["usd"]))
except KeyError:
prices.append((tkn, 0))
continue
for tkn in prices:
for tkn_addrs in token_list.keys():
if tkn[0].lower() == tkn_addrs.lower():
token_list[tkn_addrs]["usd"] = float(tkn[1])
return token_list
def generate_token_price_map(pool_data: Dict, web3: Web3) -> Dict:
"""
This function retrieves token prices from Coingecko
:param pool_data: list of pools
:param web3: the Web3 object
returns: a dict containing token prices
"""
token_prices = {}
for pool in pool_data:
tokens = pool["tokens"]
for tkn in tokens:
address = tkn["address"]
if skip_tokens(addr=address):
continue
symbol = tkn["symbol"]
symbol = fix_missing_symbols(addr=address, symbol=symbol)
address = web3.to_checksum_address(address)
token_prices[str(address)] = {"tokenSymbol": str(symbol), "usd": None}
token_prices = get_token_prices_coingecko(token_list=token_prices)
return token_prices
def organize_pool_details_uni_v3(
pool_data: Dict, token_manager: TokenManager, exchange: str, web3: Web3
) -> Dict:
"""
This function organizes pool details for Uni V3 pools.
:param pool_data: the pool data from the pool creation event
:param token_manager: the token lookup dict
:param exchange: the exchange name
:param web3: the Web3 object
returns: dict of pool information
"""
skip_pool = False
pool_address = pool_data["args"]["pool"]
pool_address = web3.to_checksum_address(pool_address)
last_updated_block = pool_data["blockNumber"]
token_info = {}
pair = ""
tick_spacing = pool_data["args"]["tickSpacing"]
if "tkn0_address" in pool_data["args"]:
tokens = [pool_data["args"]["tkn0_address"], pool_data["args"]["tkn1_address"]]
elif "token0" in pool_data["args"]:
tokens = [pool_data["args"]["token0"], pool_data["args"]["token1"]]
else:
print(f"failed to get tkn0_address for exchange: {exchange} from pool_data: {pool_data}")
assert False
if len(tokens) > 2:
return None
token_info, pair, skip_pool = process_token_details(
tokens=tokens, token_manager=token_manager, web3=web3
)
if skip_pool:
return None
pair = pair[:-1]
fee = pool_data["args"]["fee"]
description = exchange + " " + pair + " " + str(fee)
pool_info = {
"cid": pool_address,
"strategy_id": 0,
"last_updated": "",
"last_updated_block": last_updated_block,
"descr": description,
"pair_name": pair,
"exchange_name": exchange,
"fee": fee,
"fee_float": float(fee) / 1000000,
"address": pool_address,
"anchor": "",
"tkn0_address": token_info["tkn0_address"],
"tkn1_address": token_info["tkn1_address"],
"tkn0_decimals": token_info["tkn0_decimals"],
"tkn1_decimals": token_info["tkn1_decimals"],
"exchange_id": EXCHANGE_IDS.get("uniswap_v3"),
"tkn0_symbol": token_info["tkn0_symbol"],
"tkn1_symbol": token_info["tkn1_symbol"],
"timestamp": 0,
"tkn0_balance": 0,
"tkn1_balance": 0,
"liquidity": 0,
"sqrt_price_q96": 0,
"tick": 0,
"tick_spacing": tick_spacing,
"exchange": exchange,
}
pool = {**pool_info, **token_info}
return pool
def process_token_details(
tokens: List[str], token_manager: TokenManager, web3: Web3
) -> Tuple[Dict, str, bool] or Tuple[None, None, bool]:
"""
This function processes token details & generates the token pair
:param tokens: the list of tokens
:param token_manager: the token information dict
:param web3: the Web3 object
returns: tuple containing a dict with token information, the pair name as a string, and a bool that indicates if all tokens were successfully added.
"""
token_info = {}
pair = ""
for idx, tkn in enumerate(tokens):
tkn_num = "tkn" + str(idx)
address = tkn
if skip_tokens(addr=address):
return None, None, True
address = web3.to_checksum_address(address)
symbol, decimals = get_token_details(
token_manager=token_manager, tkn=address, web3=web3
)
if symbol is None:
return None, None, True
symbol = fix_missing_symbols(addr=address, symbol=symbol)
token_info[tkn_num + "_decimals"] = decimals
token_info[tkn_num + "_address"] = address
token_info[tkn_num + "_symbol"] = symbol
token_info[tkn_num + "_balance"] = 0
pair += address + "/"
pair = pair[:-1]
return token_info, pair, False
def organize_pool_details_balancer(
pool_data: Dict, token_prices: Dict, web3: Web3, min_usd: int = 100000
):
"""
This function organizes pool details for Uni V3 pools.
:param pool_data: the pool data from the pool creation event
:param token_prices: the token prices
:param web3: the Web3 object
:param min_usd: the minimum pool balance in USD to include the pool
returns: dict of pool information
"""
skip_pool = False
if pool_data["swapEnabled"] != True:
return None
pool_id = pool_data["id"]
pool_type = pool_data["poolType"]
pool_address = pool_data["address"]
pool_address = web3.to_checksum_address(pool_address)
token_info = {}
tokens = pool_data["tokens"]
pair = ""
pool_total_liquidity_usd = 0
for idx, tkn in enumerate(tokens):
tkn_num = "tkn" + str(idx)
address = tkn["address"]
address = web3.to_checksum_address(address)
if skip_tokens(addr=address):
skip_pool = True
break
symbol = tkn["symbol"]
symbol = fix_missing_symbols(addr=address, symbol=symbol)
# Currently unused - this gets the pool balance, but is only usable accurately on Mainnet
# balance = float(tkn["balance"])
# tkn_price = 0 if token_prices[address]["usd"] is None else float(token_prices[address]["usd"])
# tkn_val_usd = balance * tkn_price
# pool_total_liquidity_usd += tkn_val_usd
token_info[tkn_num + "_address"] = address
token_info[tkn_num + "_symbol"] = symbol
token_info[tkn_num + "_decimals"] = tkn["decimals"]
token_info[tkn_num + "_weight"] = tkn["weight"]
token_info[tkn_num + "_balance"] = 0
pair += address + "/"
# if pool_total_liquidity_usd < min_usd:
# print(f"pool eliminated due to low liquidity: {pool_total_liquidity_usd} vs min {min_usd}")
# return None
if skip_pool:
return None
pair = pair[:-1]
fee = pool_data["swapFee"]
exchange = "balancer"
description = exchange + " " + pair + " " + str(fee)
pool_info = {
"cid": pool_id,
"strategy_id": 0,
"last_updated": "",
"last_updated_block": 0,
"descr": description,
"pair_name": pair,
"exchange_name": exchange,
"fee": float(fee) * 10 ** 18,
"fee_float": float(fee),
"address": pool_address,
"anchor": pool_id,
"tkn0_address": token_info["tkn0_address"],
"tkn1_address": token_info["tkn1_address"],
"tkn0_decimals": token_info["tkn0_decimals"],
"tkn1_decimals": token_info["tkn1_decimals"],
"exchange_id": 7,
"tkn0_symbol": token_info["tkn0_symbol"],
"tkn1_symbol": token_info["tkn1_symbol"],
"timestamp": 0,
"tkn0_balance": 0,
"tkn1_balance": 0,
"liquidity": 0,
"sqrt_price_q96": 0,
"tick": 0,
"tick_spacing": 0,
"exchange": "balancer",
"pool_type": pool_type,
}
pool = {**pool_info, **token_info}
return pool
def organize_pool_details_uni_v2(
pool_data, token_manager: TokenManager, exchange, default_fee, web3
):
"""
This function organizes pool details for Uni V2 pools.
:param pool_data: the pool data from the pool creation event
:param token_addr_lookup: the token lookup dict
:param exchange: the exchange name
:param default_fee: the fee for the exchange
:param web3: the Web3 object
returns: dict of pool information
"""
skip_pool = False
pool_address = pool_data["args"]["pair"]
pool_address = web3.to_checksum_address(pool_address)
last_updated_block = pool_data["blockNumber"]
token_info = {}
pair = ""
if default_fee == "TBD":
return None
default_fee = float(default_fee)
if "tkn0_address" in pool_data["args"]:
tokens = [pool_data["args"]["tkn0_address"], pool_data["args"]["tkn1_address"]]
elif "token0" in pool_data["args"]:
tokens = [pool_data["args"]["token0"], pool_data["args"]["token1"]]
else:
print(f"failed to get tkn0_address for exchange: {exchange} from pool_data: {pool_data}")
assert False
if len(tokens) > 2:
return None
token_info, pair, skip_pool = process_token_details(
tokens=tokens, token_manager=token_manager, web3=web3
)
if skip_pool:
return None
description = exchange + " " + pair
pool_info = {
"cid": pool_address,
"strategy_id": 0,
"last_updated": "",
"last_updated_block": last_updated_block,
"descr": description,
"pair_name": pair,
"exchange_name": exchange,
"fee": default_fee,
"fee_float": default_fee,
"address": pool_address,
"anchor": "",
"tkn0_address": token_info["tkn0_address"],
"tkn1_address": token_info["tkn1_address"],
"tkn0_decimals": token_info["tkn0_decimals"],
"tkn1_decimals": token_info["tkn1_decimals"],
"exchange_id": EXCHANGE_IDS.get("uniswap_v2"),
"tkn0_symbol": token_info["tkn0_symbol"],
"tkn1_symbol": token_info["tkn1_symbol"],
"timestamp": 0,
"tkn0_balance": 0,
"tkn1_balance": 0,
"exchange": exchange,
}
pool = {**pool_info, **token_info}
return pool
def organize_pool_details_solidly_v2(
pool_data, token_manager, exchange, exchange_object, web3, async_web3,
):
"""
This function organizes pool details for Solidly pools.
:param pool_data: the pool data from the pool creation event
:param token_manager: the token lookup dict
:param exchange: the exchange name
:param factory_contract: the exchange's Factory contract - initialized
:param web3: the Web3 object
:param web3: the async Web3 object
returns: dict of pool information
"""
skip_pool = False
if "pool" in pool_data or "pool" in pool_data["args"]:
pool_address = pool_data["args"]["pool"]
elif "pair" in pool_data or "pair" in pool_data["args"]:
pool_address = pool_data["args"]["pair"]
else:
print(f"COULD NOT FIND KEY IN EVENT for exchange {exchange}: {pool_data}")
pool_address = web3.to_checksum_address(pool_address)
last_updated_block = pool_data["blockNumber"]
stable_pool = "stable" if pool_data["args"]["stable"] else "volatile"
pool_contract = async_web3.eth.contract(address=pool_address, abi=exchange_object.get_abi())
fee_str, fee_float = asyncio.get_event_loop().run_until_complete(asyncio.gather(exchange_object.get_fee(address=pool_address, contract=pool_contract)))[0]
tokens = [pool_data["args"]["token0"], pool_data["args"]["token1"]]
if len(tokens) > 2:
return None
token_info, pair, skip_pool = process_token_details(
tokens=tokens, token_manager=token_manager, web3=web3
)
if skip_pool:
return None
description = exchange + " " + pair
pool_info = {
"cid": pool_address,
"strategy_id": 0,
"last_updated": "",
"last_updated_block": last_updated_block,
"descr": description,
"pair_name": pair,
"exchange_name": exchange,
"fee": fee_str,
"fee_float": fee_float,
"address": pool_address,
"anchor": "",
"tkn0_address": token_info["tkn0_address"],
"tkn1_address": token_info["tkn1_address"],
"tkn0_decimals": token_info["tkn0_decimals"],
"tkn1_decimals": token_info["tkn1_decimals"],
"exchange_id": EXCHANGE_IDS.get(exchange),
"tkn0_symbol": token_info["tkn0_symbol"],
"tkn1_symbol": token_info["tkn1_symbol"],
"timestamp": 0,
"tkn0_balance": 0,
"tkn1_balance": 0,
"exchange": exchange,
"pool_type": stable_pool,
}
pool = {**pool_info, **token_info}
return pool
def _get_events(contract, blockchain: str, exchange: str, start_block: int) -> list:
end_block = contract.w3.eth.block_number + 1
chunk_size = BLOCK_CHUNK_SIZE_MAP[blockchain]
block_numbers = list(range(start_block, end_block, chunk_size)) + [end_block]
event_method = contract.events[EXCHANGE_POOL_CREATION_EVENT_NAMES[exchange]].get_logs
events_list = [event_method(fromBlock=block_numbers[n-1], toBlock=block_numbers[n]-1) for n in range(1, len(block_numbers))]
return [event for events in events_list for event in events]
def get_uni_v3_pools(
token_manager: TokenManager,
exchange: str,
factory_contract,
start_block: int,
web3: Web3,
blockchain: str
) -> Tuple[DataFrame, DataFrame]:
"""
This function retrieves Uniswap V3 pool generation events and organizes them into two Dataframes
:param token_addr_lookup: the dict containing token information
:param factory_contract: the initialized Factory contract
:param start_block: the block number from which to start
:param web3: the Web3 object
:param exchange: the name of the exchange
:param blockchain: the blockchain name
returns: a tuple containing a Dataframe of pool creation and a Dataframe of Uni V3 pool mappings
"""
pool_data = _get_events(factory_contract, blockchain, UNISWAP_V3_NAME, start_block)
with parallel_backend(n_jobs=-1, backend="threading"):
pools = Parallel(n_jobs=-1)(
delayed(organize_pool_details_uni_v3)(
pool_data=pool,
token_manager=token_manager,
exchange=exchange,
web3=web3,
)
for pool in pool_data
)
pools = [pool for pool in pools if pool is not None]
df = pd.DataFrame(pools, columns=dataframe_key)
pool_mapping = [
{"exchange": pool["exchange"], "address": pool["address"]} for pool in pools
]
mapdf = pd.DataFrame(pool_mapping, columns=["exchange", "address"])
mapdf = mapdf.reset_index(drop=True)
# mapdf = mapdf.set_index("exchange")
#return mapdf
return df, mapdf
def get_uni_v2_pools(
token_manager: TokenManager,
exchange: str,
factory_contract,
start_block: int,
default_fee: float,
web3: Web3,
blockchain: str
) -> Tuple[DataFrame, DataFrame]:
"""
This function retrieves Uniswap V2 pool generation events and organizes them into two Dataframes
:param token_addr_lookup: the dict containing token information
:param factory_contract: the initialized Factory contract
:param start_block: the block number from which to start
:param web3: the Web3 object
:param exchange: the name of the exchange
:param default_fee: the fee for the exchange
:param blockchain: the blockchain name
returns: a tuple containing a Dataframe of pool creation and a Dataframe of Uni V3 pool mappings
"""
pool_data = _get_events(factory_contract, blockchain, UNISWAP_V2_NAME, start_block)
with parallel_backend(n_jobs=-1, backend="threading"):
pools = Parallel(n_jobs=-1)(
delayed(organize_pool_details_uni_v2)(
pool_data=pool,
token_manager=token_manager,
default_fee=default_fee,
exchange=exchange,
web3=web3,
)
for pool in pool_data
)
pools = [pool for pool in pools if pool is not None]
df = pd.DataFrame(pools, columns=dataframe_key)
pool_mapping = [
{"exchange": pool["exchange"], "address": pool["address"]} for pool in pools
]
mapdf = pd.DataFrame(pool_mapping, columns=["exchange", "address"])
mapdf = mapdf.reset_index(drop=True)
#return mapdf
return df, mapdf
def get_solidly_v2_pools(
token_manager: TokenManager,
exchange: str,
async_factory_contract,
factory_contract,
start_block: int,
web3: Web3,
async_web3: AsyncWeb3,
blockchain: str
) -> Tuple[DataFrame, DataFrame]:
"""
This function retrieves Solidly pool generation events and organizes them into two Dataframes
:param token_manager: the dict containing token information
:param factory_contract: the initialized Factory contract
:param start_block: the block number from which to start
:param web3: the Web3 object
:param async_web3: the Async Web3 object
:param exchange: the name of the exchange
:param default_fee: the fee for the exchange
:param blockchain: the blockchain name
returns: a tuple containing a Dataframe of pool creation and a Dataframe of Uni V3 pool mappings
"""
pool_data = _get_events(factory_contract, blockchain, exchange, start_block)
solidly_exchange = SolidlyV2(exchange_name=exchange, factory_contract=async_factory_contract)
with parallel_backend(n_jobs=-1, backend="threading"):
pools = Parallel(n_jobs=-1)(
delayed(organize_pool_details_solidly_v2)(
pool_data=pool,
token_manager=token_manager,
exchange=exchange,
exchange_object=solidly_exchange,
web3=web3,
async_web3=async_web3,
)
for pool in pool_data
)
pools = [pool for pool in pools if pool is not None]
df = pd.DataFrame(pools, columns=dataframe_key)
pool_mapping = [
{"exchange": pool["exchange"], "address": pool["address"]} for pool in pools
]
mapdf = pd.DataFrame(pool_mapping, columns=["exchange", "address"])
mapdf = mapdf.reset_index(drop=True)
# return mapdf
return df, mapdf
def get_multichain_addresses(network: str, exchanges: List[str] = None) -> pd.DataFrame:
"""
Create dataframe of addresses for the selected network
:param network: the network in which to get addresses
:param exchanges: (Optional) the list of exchanges for which to get data
returns:
A dataframe that contains items from the selected network
"""
multichain_address_path = os.path.normpath(
"fastlane_bot/data/multichain_addresses.csv"
)
chain_addresses_df = pd.read_csv(multichain_address_path)
network_df = chain_addresses_df.loc[chain_addresses_df["chain"] == network]
if exchanges is not None:
return network_df.loc[chain_addresses_df["exchange"] in exchanges]
return network_df
def get_items_from_exchange(
item_names: List[str],
exchange_name: str,
fork: str,
df: pd.DataFrame,
) -> List[str or float]:
df_ex = df[
(df["exchange_name"] == exchange_name)
& (df["fork"] == fork)
]
if len(df_ex.index) == 0:
return None
items_to_return = []
for item in item_names:
items_to_return.append(df_ex[item].values[0])
return items_to_return
# Balancer subgraph query
query = """
{
pools(
orderBy: totalLiquidity
orderDirection: desc
first: 1000
where: {poolType_contains: "Weighted", totalLiquidity_gt: 50000 }
) {
id
poolType
swapFee
swapEnabled
tokens {
balance
symbol
decimals
address
weight
}
address
}
}
"""
# function to use requests.post to make an API call to the subgraph url
def run_query(subgraph_query: str, subgraph_url: str) -> json:
"""
This function executes the Balancer Subgraph query
:param subgraph_query: the Balancer query for the Graph