Merge pull request #63 from bancorprotocol/62-add-target_tokens-setti…

…ng-to-narrow-search-space

62 add target tokens setting to narrow search space

fastlane_bot/events/interface.py

@@ -60,6 +60,26 @@ class QueryInterface:
     def cfg(self) -> Config:
         return self.ConfigObj
 
+    def filter_target_tokens(self, target_tokens: List[str]):
+        """
+        Filter the pools to only include pools that are in the target pools list
+
+        Parameters
+        ----------
+        target_tokens: List[str]
+            The list of tokens to filter pools by. Pools must contain both tokens in the list to be included.
+        """
+        initial_state = self.state.copy()
+        self.state = [
+            pool
+            for pool in self.state
+            if pool["tkn0_key"] in target_tokens and pool["tkn1_key"] in target_tokens
+        ]
+
+        self.cfg.logger.info(
+            f"Limiting pools by target_tokens. Removed {len(initial_state) - len(self.state)} non target-pools. {len(self.state)} pools remaining"
+        )
+
     def remove_unsupported_exchanges(self) -> None:
         initial_state = self.state.copy()
         self.state = [
@@ -479,8 +499,8 @@ def get_pool(self, **kwargs) -> Optional[PoolAndTokens]:
             )
             pool.exchange_name
         except AttributeError:
-            if 'cid' in kwargs:
-                kwargs['cid'] = int(kwargs['cid'])
+            if "cid" in kwargs:
+                kwargs["cid"] = int(kwargs["cid"])
                 pool = next(
                     (
                         pool

main.py

@@ -136,6 +136,12 @@
     type=int,
     help="Set to the timeout in seconds. Set to None for no timeout.",
 )
+@click.option(
+    "--target_tokens",
+    default=None,
+    type=str,
+    help="A comma-separated string of tokens to target. Use None to target all tokens. Use `flashloan_tokens` to target only the flashloan tokens.",
+)
 def main(
     cache_latest_only: bool,
     backdate_pools: bool,
@@ -157,6 +163,7 @@ def main(
     limit_bancor3_flashloan_tokens: bool,
     default_min_profit_bnt: int,
     timeout: int,
+    target_tokens: str,
 ):
     """
     The main entry point of the program. It sets up the configuration, initializes the web3 and Base objects,
@@ -182,6 +189,7 @@ def main(
         limit_bancor3_flashloan_tokens (bool): Whether to limit the flashloan tokens to the ones supported by Bancor v3 or not.
         default_min_profit_bnt (int): The default minimum profit in BNT.
         timeout (int): The timeout in seconds.
+        target_tokens (str): A comma-separated string of tokens to target. Use None to target all tokens. Use `flashloan_tokens` to target only the flashloan tokens.
 
     """
     start_time = time.time()
@@ -221,6 +229,27 @@ def main(
         f"Flashloan tokens are set as: {flashloan_tokens}, {type(flashloan_tokens)}"
     )
 
+    if target_tokens:
+        if target_tokens == "flashloan_tokens":
+            target_tokens = flashloan_tokens
+        else:
+            target_tokens = target_tokens.split(",")
+            target_tokens = [
+                QueryInterface.cleanup_token_key(token) for token in target_tokens
+            ]
+
+            # Ensure that the target tokens are a subset of the flashloan tokens
+            for token in flashloan_tokens:
+                if token not in target_tokens:
+                    cfg.logger.warning(
+                        f"Falshloan token {token} not in target tokens. Adding it to target tokens."
+                    )
+                    target_tokens.append(token)
+
+        cfg.logger.info(
+            f"Target tokens are set as: {target_tokens}, {type(target_tokens)}"
+        )
+
     # Set external exchanges
     exchanges = exchanges.split(",")
     cfg.logger.info(f"Running data fetching for exchanges: {exchanges}")
@@ -304,6 +333,7 @@ def main(
         run_data_validator,
         randomizer,
         timeout,
+        target_tokens,
     )
 
 
@@ -322,6 +352,7 @@ def run(
     run_data_validator: bool,
     randomizer: int,
     timeout: int,
+    target_tokens: List[str] or None,
 ) -> None:
     """
     The main function that drives the logic of the program. It uses helper functions to handle specific tasks.
@@ -341,6 +372,7 @@ def run(
         run_data_validator (bool): Whether to run the data validator or not.
         randomizer (bool): Whether to randomize the polling interval or not.
         timeout (int): The timeout for the polling interval.
+        target_tokens (List[str]): List of tokens that the bot will target for arbitrage.
     """
 
     def get_event_filters(
@@ -662,6 +694,10 @@ def update_pools_from_contracts(
                 bot.db.remove_zero_liquidity_pools()
                 bot.db.remove_unsupported_exchanges()
 
+                # Filter the target tokens
+                if target_tokens:
+                    bot.db.filter_target_tokens(target_tokens)
+
                 # Run the bot
                 bot.run(
                     polling_interval=polling_interval,