Merge pull request #58 from bancorprotocol/57-change-the-flashloan_to…

…kens-flag-type-to-list Fix to ensure the @click flag for flashloan_tokens is respected
bancorprotocol · Aug 9, 2023 · 0554e10 · 0554e10
2 parents 1f60586 + 9485fe0
commit 0554e10
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Showing 4 changed files with 484 additions and 116 deletions.
diff --git a/main.py b/main.py
@@ -20,7 +20,11 @@
 from fastlane_bot.config import Config
 from fastlane_bot.events.interface import QueryInterface
 from fastlane_bot.events.managers.manager import Manager
-from fastlane_bot.events.utils import complex_handler, filter_latest_events
+from fastlane_bot.events.utils import (
+    complex_handler,
+    filter_latest_events,
+)
+from fastlane_bot.tools.cpc import T
 
 load_dotenv()
 
@@ -44,18 +48,25 @@
     help="Filename of the static pool data.",
 )
 @click.option(
-    "--arb_mode", default="multi", help="See arb_mode in bot.py",
-    type=click.Choice(["single", "multi", "triangle", "multi_triangle", "bancor_v3", "b3_two_hop"])
+    "--arb_mode",
+    default="multi",
+    help="See arb_mode in bot.py",
+    type=click.Choice(
+        ["single", "multi", "triangle", "multi_triangle", "bancor_v3", "b3_two_hop"]
+    ),
 )
 @click.option(
-    "--flashloan_tokens", default=None, type=str, help="See flashloan_tokens in bot.py"
+    "--flashloan_tokens",
+    default=f"{T.WETH},{T.DAI},{T.USDC},{T.USDT},{T.WBTC},{T.BNT},{T.NATIVE_ETH}",
+    type=str,
+    help="The --flashloan_tokens flag refers to those token denominations which the bot can take a flash loan in. By default, these are [WETH, DAI, USDC, USDT, WBTC, BNT, NATIVE_ETH]. If you override the default to TKN, the search space is decreased for all modes, including the b3_two_hop mode (assuming that --limit_bancor3_flashloan_tokens=True).",
 )
 @click.option("--config", default=None, type=str, help="See config in config/*")
 @click.option("--n_jobs", default=-1, help="Number of parallel jobs to run")
 @click.option(
     "--exchanges",
     default="carbon_v1,bancor_v3,uniswap_v3,uniswap_v2,sushiswap_v2",
-    help="Comma separated external exchanges. Note that carbon_v1 and bancor_v3 must be included."
+    help="Comma separated external exchanges. Note that carbon_v1 and bancor_v3 must be included.",
 )
 @click.option(
     "--polling_interval",
@@ -74,7 +85,7 @@
 )
 @click.option(
     "--logging_path",
-    default='',
+    default="",
     help="The logging path.",
 )
 @click.option(
@@ -126,26 +137,26 @@
     help="Set to the timeout in seconds. Set to None for no timeout.",
 )
 def main(
-        cache_latest_only: bool,
-        backdate_pools: bool,
-        arb_mode: str,
-        flashloan_tokens: str,
-        config: str,
-        n_jobs: int,
-        exchanges: str,
-        polling_interval: int,
-        alchemy_max_block_fetch: int,
-        static_pool_data_filename: str,
-        reorg_delay: int,
-        logging_path: str,
-        loglevel: str,
-        static_pool_data_sample_sz: str,
-        use_cached_events: bool,
-        run_data_validator: bool,
-        randomizer: int,
-        limit_bancor3_flashloan_tokens: bool,
-        default_min_profit_bnt: int,
-        timeout: int,
+    cache_latest_only: bool,
+    backdate_pools: bool,
+    arb_mode: str,
+    flashloan_tokens: str,
+    config: str,
+    n_jobs: int,
+    exchanges: str,
+    polling_interval: int,
+    alchemy_max_block_fetch: int,
+    static_pool_data_filename: str,
+    reorg_delay: int,
+    logging_path: str,
+    loglevel: str,
+    static_pool_data_sample_sz: str,
+    use_cached_events: bool,
+    run_data_validator: bool,
+    randomizer: int,
+    limit_bancor3_flashloan_tokens: bool,
+    default_min_profit_bnt: int,
+    timeout: int,
 ):
     """
     The main entry point of the program. It sets up the configuration, initializes the web3 and Base objects,
@@ -155,7 +166,7 @@ def main(
         cache_latest_only (bool): Whether to cache only the latest events or not.
         backdate_pools (bool): Whether to backdate pools or not. Set to False for quicker testing runs.
         arb_mode (str): The arbitrage mode to use.
-        flashloan_tokens (str): Tokens that the bot can use for flash loans.
+        flashloan_tokens (str): Comma seperated list of tokens that the bot can use for flash loans.
         config (str): The name of the configuration to use.
         n_jobs (int): The number of jobs to run in parallel.
         exchanges (str): A comma-separated string of exchanges to include.
@@ -173,6 +184,8 @@ def main(
         timeout (int): The timeout in seconds.
 
     """
+    start_time = time.time()
+
     # Set config
     loglevel = (
         Config.LOGLEVEL_DEBUG
@@ -199,6 +212,15 @@ def main(
     cfg.DEFAULT_MIN_PROFIT_BNT = Decimal(str(default_min_profit_bnt))
     cfg.DEFAULT_MIN_PROFIT = Decimal(str(default_min_profit_bnt))
 
+    # Log the flashloan tokens
+    flashloan_tokens = flashloan_tokens.split(",")
+    flashloan_tokens = [
+        QueryInterface.cleanup_token_key(token) for token in flashloan_tokens
+    ]
+    cfg.logger.info(
+        f"Flashloan tokens are set as: {flashloan_tokens}, {type(flashloan_tokens)}"
+    )
+
     # Set external exchanges
     exchanges = exchanges.split(",")
     cfg.logger.info(f"Running data fetching for exchanges: {exchanges}")
@@ -219,10 +241,10 @@ def main(
         if static_pool_data_sample_sz != "max":
             bancor3_pool_data = static_pool_data[
                 static_pool_data["exchange_name"] == "bancor_v3"
-                ]
+            ]
             non_bancor3_pool_data = static_pool_data[
                 static_pool_data["exchange_name"] != "bancor_v3"
-                ]
+            ]
             non_bancor3_pool_data = non_bancor3_pool_data.sample(
                 n=int(static_pool_data_sample_sz)
             )
@@ -238,6 +260,10 @@ def main(
         cfg.logger.error("Error parsing the CSV file")
         raise
 
+    if timeout == 1:
+        cfg.logger.info("Timeout to test the bot flags")
+        return
+
     # Initialize web3
     static_pool_data["cid"] = [
         cfg.w3.keccak(text=f"{row['descr']}").hex()
@@ -277,25 +303,25 @@ def main(
         use_cached_events,
         run_data_validator,
         randomizer,
-        timeout
+        timeout,
     )
 
 
 def run(
-        cache_latest_only: bool,
-        backdate_pools: bool,
-        mgr: Manager,
-        n_jobs: int,
-        polling_interval: int,
-        alchemy_max_block_fetch: int,
-        arb_mode: str,
-        flashloan_tokens: List[str] or None,
-        reorg_delay: int,
-        logging_path: str,
-        use_cached_events: bool,
-        run_data_validator: bool,
-        randomizer: int,
-        timeout: int
+    cache_latest_only: bool,
+    backdate_pools: bool,
+    mgr: Manager,
+    n_jobs: int,
+    polling_interval: int,
+    alchemy_max_block_fetch: int,
+    arb_mode: str,
+    flashloan_tokens: List[str] or None,
+    reorg_delay: int,
+    logging_path: str,
+    use_cached_events: bool,
+    run_data_validator: bool,
+    randomizer: int,
+    timeout: int,
 ) -> None:
     """
     The main function that drives the logic of the program. It uses helper functions to handle specific tasks.
@@ -318,7 +344,7 @@ def run(
     """
 
     def get_event_filters(
-            start_block: int, current_block: int, reorg_delay: int
+        start_block: int, current_block: int, reorg_delay: int
     ) -> Any:
         """
         Creates event filters for the specified block range.
@@ -354,7 +380,7 @@ def get_all_events(event_filters: Any) -> List[Any]:
         )
 
     def save_events_to_json(
-            latest_events: List[Any], start_block: int, current_block: int
+        latest_events: List[Any], start_block: int, current_block: int
     ) -> None:
         """
         Saves the given events to a JSON file.
@@ -373,8 +399,8 @@ def save_events_to_json(
         try:
             with open(path, "w") as f:
                 latest_events = [
-                                    _["args"].pop("contextId", None) for _ in latest_events
-                                ] and latest_events
+                    _["args"].pop("contextId", None) for _ in latest_events
+                ] and latest_events
                 f.write(json.dumps(latest_events))
         except Exception as e:
             mgr.cfg.logger.error(f"Error saving events to JSON: {e}")
@@ -412,7 +438,7 @@ def write_pool_data_to_disk(current_block: int) -> None:
             mgr.cfg.logger.error(f"Error writing pool data to disk: {e}")
 
     def parse_bancor3_rows_to_update(
-            rows_to_update: List[Hashable],
+        rows_to_update: List[Hashable],
     ) -> Tuple[List[Hashable], List[Hashable]]:
         """
         Parses the rows to update for Bancor v3 pools.
@@ -465,10 +491,10 @@ def init_bot(mgr: Manager) -> CarbonBot:
         return bot
 
     def update_pools_from_contracts(
-            n_jobs,
-            rows_to_update: List[int],
-            not_bancor_v3: bool = True,
-            current_block: int = None,
+        n_jobs,
+        rows_to_update: List[int],
+        not_bancor_v3: bool = True,
+        current_block: int = None,
     ) -> None:
         """
         Updates the pools with the given indices by calling the contracts.
@@ -514,7 +540,8 @@ def update_pools_from_contracts(
 
             # Get current block number, then adjust to the block number reorg_delay blocks ago to avoid reorgs
             start_block = (
-                max(block["last_updated_block"] for block in mgr.pool_data) - reorg_delay
+                max(block["last_updated_block"] for block in mgr.pool_data)
+                - reorg_delay
                 if last_block != 0
                 else mgr.web3.eth.blockNumber - reorg_delay - alchemy_max_block_fetch
             )
@@ -577,8 +604,11 @@ def update_pools_from_contracts(
                 )
 
                 for rows_to_update in [bancor3_pool_rows, other_pool_rows]:
-                    update_pools_from_contracts(n_jobs=n_jobs, rows_to_update=rows_to_update,
-                                                current_block=current_block)
+                    update_pools_from_contracts(
+                        n_jobs=n_jobs,
+                        rows_to_update=rows_to_update,
+                        current_block=current_block,
+                    )
 
             elif last_block == 0 and "bancor_v3" in mgr.exchanges:
                 # Update the pool data on disk
@@ -588,8 +618,12 @@ def update_pools_from_contracts(
                     for idx, pool in enumerate(mgr.pool_data)
                     if pool["exchange_name"] == "bancor_v3"
                 ]
-                update_pools_from_contracts(n_jobs=n_jobs, rows_to_update=rows_to_update, not_bancor_v3=False,
-                                            current_block=current_block)
+                update_pools_from_contracts(
+                    n_jobs=n_jobs,
+                    rows_to_update=rows_to_update,
+                    not_bancor_v3=False,
+                    current_block=current_block,
+                )
             elif last_block == 0 and "carbon_v1" in mgr.exchanges:
                 # Update the pool data on disk
                 mgr.get_rows_to_update(start_block)
@@ -607,12 +641,16 @@ def update_pools_from_contracts(
             del bot
             bot = init_bot(mgr)
 
-            assert bot.ConfigObj.DEFAULT_MIN_PROFIT == mgr.cfg.DEFAULT_MIN_PROFIT, "bot failed to update min profit"
+            assert (
+                bot.ConfigObj.DEFAULT_MIN_PROFIT == mgr.cfg.DEFAULT_MIN_PROFIT
+            ), "bot failed to update min profit"
             mgr.cfg.logger.debug("Bot successfully updated min profit")
 
             # Compare the initial state to the final state, and update the state if it has changed
             final_state = mgr.pool_data.copy()
-            assert bot.db.state == final_state, "\n *** bot failed to update state *** \n"
+            assert (
+                bot.db.state == final_state
+            ), "\n *** bot failed to update state *** \n"
             if initial_state != final_state:
                 mgr.cfg.logger.info("State has changed...")