Merge pull request #183 from bancorprotocol/add-multichain-support

Add multichain support

.gitignore

@@ -69,3 +69,6 @@ latest_pool_data.json
 missing_events.json
 *.log
 logs/*
+/token_details.csv
+/fastlane_bot/data/blockchain_data/*/token_detail/
+tx_log.txt

fastlane_bot/bot.py

@@ -74,6 +74,7 @@
 from fastlane_bot.tools.optimizer import CPCArbOptimizer
 from .events.interface import QueryInterface
 from .modes.pairwise_multi import FindArbitrageMultiPairwise
+from .modes.pairwise_multi_all import FindArbitrageMultiPairwiseAll
 from .modes.pairwise_multi_bal import FindArbitrageMultiPairwiseBalancer
 from .modes.pairwise_multi_pol import FindArbitrageMultiPairwisePol
 from .modes.pairwise_single import FindArbitrageSinglePairwise
@@ -150,6 +151,7 @@ def __post_init__(self):
         ), f"TxHelpersClass not derived from TxHelpersBase {self.TxHelpersClass}"
 
         self.db = QueryInterface(ConfigObj=self.ConfigObj)
+        self.RUN_FLASHLOAN_TOKENS = self.ConfigObj.CHAIN_FLASHLOAN_TOKENS
 
     @property
     def C(self) -> Any:
@@ -239,7 +241,6 @@ class CarbonBot(CarbonBotBase):
     AM_MULTI = "multi"
     AM_MULTI_TRIANGLE = "multi_triangle"
     AM_BANCOR_V3 = "bancor_v3"
-    RUN_FLASHLOAN_TOKENS = [T.WETH, T.DAI, T.USDC, T.USDT, T.WBTC, T.BNT, T.NATIVE_ETH]
     RUN_SINGLE = "single"
     RUN_CONTINUOUS = "continuous"
     RUN_POLLING_INTERVAL = 60  # default polling interval in seconds
@@ -388,7 +389,7 @@ class ArbCandidate:
 
         result: any
         constains_carbon: bool = None
-        profit_usd: float = None
+        best_profit_usd: float = None
 
         @property
         def r(self):
@@ -429,6 +430,8 @@ def _get_arb_finder(arb_mode: str) -> Callable:
             return FindArbitrageMultiPairwisePol
         elif arb_mode in {"multi_pairwise_bal"}:
             return FindArbitrageMultiPairwiseBalancer
+        elif arb_mode in {"multi_pairwise_all"}:
+            return FindArbitrageMultiPairwiseAll
 
     def _run(
         self,
@@ -750,26 +753,29 @@ def calculate_profit(
         Tuple[Decimal, Decimal, Decimal]
             The updated best_profit, flt_per_bnt, and profit_usd.
         """
-        flt_per_bnt = Decimal(1)
-        if fl_token_with_weth != T.BNT:
-            bnt_flt_curves = CCm.bypair(pair=f"{T.BNT}/{fl_token_with_weth}")
-            bnt_flt = [
-                x for x in bnt_flt_curves if x.params["exchange"] == "bancor_v3"
-            ][0]
-            flt_per_bnt = Decimal(str(bnt_flt.x_act / bnt_flt.y_act))
-            best_profit = Decimal(str(flt_per_bnt * best_profit))
-
-        bnt_usdc_curve = CCm.bycid(self.BNT_ETH_CID)
-        usd_bnt = bnt_usdc_curve.y / bnt_usdc_curve.x
-        profit_usd = Decimal(str(best_profit)) * Decimal(str(usd_bnt))
+        best_profit_fl_token = best_profit
+        if fl_token_with_weth != self.ConfigObj.WRAPPED_GAS_TOKEN_KEY:
+            try:
+                fltkn_eth_conversion_rate = Decimal(str(CCm.bytknb(f"{self.ConfigObj.WRAPPED_GAS_TOKEN_KEY}").bytknq(f"{fl_token_with_weth}")[0].p))
+                best_profit_eth = best_profit_fl_token * fltkn_eth_conversion_rate
+            except:
+                try:
+                    fltkn_eth_conversion_rate = 1/Decimal(str(CCm.bytknb(f"{fl_token_with_weth}").bytknq(f"{self.ConfigObj.WRAPPED_GAS_TOKEN_KEY}")[0].p))
+                    best_profit_eth = best_profit_fl_token * fltkn_eth_conversion_rate
+                except Exception as e:
+                    raise str(e)
+        else:
+            best_profit_eth = best_profit_fl_token
 
-        return best_profit, flt_per_bnt, profit_usd
+        usd_eth_conversion_rate = Decimal(str(CCm.bypair(pair=f"{self.ConfigObj.WRAPPED_GAS_TOKEN_KEY}/{self.ConfigObj.STABLECOIN_KEY}")[0].p))
+        best_profit_usd = best_profit_eth * usd_eth_conversion_rate
+        return best_profit_fl_token, best_profit_eth, best_profit_usd
 
     @staticmethod
     def update_log_dict(
         arb_mode: str,
-        best_profit: Decimal,
-        profit_usd: Decimal,
+        best_profit_eth: Decimal,
+        best_profit_usd: Decimal,
         flashloan_tkn_profit: Decimal,
         calculated_trade_instructions: List[Any],
         fl_token: str,
@@ -783,7 +789,7 @@ def update_log_dict(
             The arbitrage mode.
         best_profit: Decimal
             The best profit.
-        profit_usd: Decimal
+        best_profit_usd: Decimal
             The profit in USD.
         flashloan_tkn_profit: Decimal
             The profit from flashloan token.
@@ -806,8 +812,8 @@ def update_log_dict(
         ]
         log_dict = {
             "type": arb_mode,
-            "profit_bnt": num_format_float(best_profit),
-            "profit_usd": num_format_float(profit_usd),
+            "profit_gas_token": num_format_float(best_profit_eth),
+            "profit_usd": num_format_float(best_profit_usd),
             "flashloan": flashloans,
             "trades": [],
         }
@@ -920,20 +926,20 @@ def _handle_trade_instructions(
         )
 
         # Use helper function to calculate profit
-        best_profit, flt_per_bnt, profit_usd = self.calculate_profit(
+        best_profit_fl_token, best_profit_eth, best_profit_usd = self.calculate_profit(
             CCm, best_profit, fl_token, fl_token_with_weth
         )
 
         # Log the best trade instructions
         self.handle_logging_for_trade_instructions(
-            1, best_profit=best_profit  # The log id
+            1, best_profit=best_profit_eth  # The log id
         )
 
         # Use helper function to update the log dict
         log_dict = self.update_log_dict(
             arb_mode,
-            best_profit,
-            profit_usd,
+            best_profit_eth,
+            best_profit_usd,
             flashloan_tkn_profit,
             calculated_trade_instructions,
             fl_token,
@@ -943,9 +949,9 @@ def _handle_trade_instructions(
         self.handle_logging_for_trade_instructions(2, log_dict=log_dict)  # The log id
 
         # Check if the best profit is greater than the minimum profit
-        if best_profit < self.ConfigObj.DEFAULT_MIN_PROFIT:
+        if best_profit_eth < self.ConfigObj.DEFAULT_MIN_PROFIT_GAS_TOKEN:
             self.ConfigObj.logger.info(
-                f"Opportunity with profit: {num_format(best_profit)} does not meet minimum profit: {self.ConfigObj.DEFAULT_MIN_PROFIT}, discarding."
+                f"Opportunity with profit: {num_format(best_profit_eth)} does not meet minimum profit: {self.ConfigObj.DEFAULT_MIN_PROFIT_GAS_TOKEN}, discarding."
             )
             return None, None
 
@@ -1007,15 +1013,6 @@ def _handle_trade_instructions(
             best_trade_instructions_dic=best_trade_instructions_dic,
         )
 
-        # Get the bnt_eth pool
-        pool = self.db.get_pool(
-            exchange_name=self.ConfigObj.BANCOR_V3_NAME,
-            pair_name=f"{T.BNT}/{T.NATIVE_ETH}",
-        )
-
-        # Get the bnt_eth price
-        bnt_eth = (int(pool.tkn0_balance), int(pool.tkn1_balance))
-
         # Get the tx helpers class
         tx_helpers = TxHelpers(ConfigObj=self.ConfigObj)
 
@@ -1025,8 +1022,8 @@ def _handle_trade_instructions(
                 route_struct=route_struct,
                 src_amt=flashloan_amount,
                 src_address=flashloan_token_address,
-                bnt_eth=bnt_eth,
-                expected_profit=best_profit,
+                expected_profit_eth=best_profit_eth,
+                expected_profit_usd=best_profit_usd,
                 safety_override=False,
                 verbose=True,
                 log_object=log_dict,

fastlane_bot/config/config.py

@@ -7,7 +7,6 @@
 
 import os
 from dataclasses import dataclass, field, InitVar, asdict
-
 # from .base import ConfigBase
 from . import network as network_, db as db_, logger as logger_, provider as provider_
 from .cloaker import CloakerL
@@ -19,23 +18,13 @@
 load_dotenv()
 TENDERLY_FORK_ID = os.environ.get("TENDERLY_FORK_ID")
 if TENDERLY_FORK_ID is None:
-    TENDERLY_FORK_ID = ""
-WEB3_ALCHEMY_PROJECT_ID = os.environ.get("WEB3_ALCHEMY_PROJECT_ID")
-PROVIDER_URL = (
-    f"https://rpc.tenderly.co/fork/{TENDERLY_FORK_ID}"
-    if TENDERLY_FORK_ID != ""
-    else f"https://eth-mainnet.alchemyapi.io/v2/{WEB3_ALCHEMY_PROJECT_ID}"
-)
-NETWORK_ID = "mainnet" if TENDERLY_FORK_ID == "" else "tenderly"
-NETWORK_NAME = "Ethereum Mainnet" if TENDERLY_FORK_ID == "" else "Tenderly (Alchemy)"
-
+    TENDERLY_FORK_ID = ''
 
 @dataclass
-class Config:
+class Config():
     """
     Fastlane bot configuration object
     """
-
     __VERSION__ = __VERSION__
     __DATE__ = __DATE__
 
@@ -58,34 +47,13 @@ class Config:
     LL_WARN = S.LOGLEVEL_WARNING
     LL_ERR = S.LOGLEVEL_ERROR
 
-    SUPPORTED_EXCHANGES = [
-        "carbon_v1",
-        "bancor_v2",
-        "bancor_v3",
-        "uniswap_v2",
-        "uniswap_v3",
-        "sushiswap_v2",
-        "bancor_pol",
-        "pancakeswap_v2",
-        "pancakeswap_v3",
-    ]
-    connection = EthereumNetwork(
-        network_id=NETWORK_ID,
-        network_name=NETWORK_NAME,
-        provider_url=PROVIDER_URL,
-        provider_name="alchemy",
-    )
-    connection.connect_network()
-    w3 = connection.web3
-
-    UNI_V2_FORKS = ["uniswap_v2", "sushiswap_v2", "pancakeswap_v2"]
-    UNI_V3_FORKS = ["uniswap_v3", "pancakeswap_v3"]
+    SUPPORTED_EXCHANGES = ['carbon_v1', 'bancor_v2', 'bancor_v3', 'uniswap_v2', 'uniswap_v3', 'sushiswap_v2', 'bancor_pol', 'pancakeswap_v2', 'pancakeswap_v3']
 
     @classmethod
-    def new(cls, *, config=None, loglevel=None, logging_path=None, **kwargs):
+    def new(cls, *, config=None, loglevel=None, logging_path=None, blockchain=None, **kwargs):
         """
         Alternative constructor: create and return new Config object
-
+        
         :config:    CONFIG_MAINNET(default), CONFIG_TENDERLY, CONFIG_UNITTEST
         :loglevel:  LOGLEVEL_DEBUG, LOGLEVEL_INFO (default), LOGLEVEL_WARNING, LOGLEVEL_ERROR
         """
@@ -98,7 +66,7 @@ def new(cls, *, config=None, loglevel=None, logging_path=None, **kwargs):
         C_log = logger_.ConfigLogger.new(loglevel=loglevel, logging_path=logging_path)
 
         if config == cls.CONFIG_MAINNET:
-            C_nw = network_.ConfigNetwork.new(network=S.NETWORK_MAINNET)
+            C_nw = network_.ConfigNetwork.new(network=blockchain)
             return cls(network=C_nw, logger=C_log, **kwargs)
         elif config == cls.CONFIG_TENDERLY:
             C_db = db_.ConfigDB.new(db=S.DATABASE_POSTGRES, POSTGRES_DB="tenderly")
@@ -107,9 +75,7 @@ def new(cls, *, config=None, loglevel=None, logging_path=None, **kwargs):
         elif config == cls.CONFIG_UNITTEST:
             C_db = db_.ConfigDB.new(db=S.DATABASE_UNITTEST, POSTGRES_DB="unittest")
             C_nw = network_.ConfigNetwork.new(network=S.NETWORK_MAINNET)
-            C_pr = provider_.ConfigProvider.new(
-                network=C_nw, provider=S.PROVIDER_DEFAULT
-            )
+            C_pr = provider_.ConfigProvider.new(network=C_nw, provider=S.PROVIDER_DEFAULT)
             return cls(db=C_db, logger=C_log, network=C_nw, provider=C_pr, **kwargs)
         raise ValueError(f"Invalid config: {config}")
 
@@ -134,28 +100,22 @@ def get_attribute_from_config(self, name: str):
         for obj in [self.network, self.db, self.provider, self.logger]:
             if hasattr(obj, name):
                 return getattr(obj, name)
-        raise AttributeError(
-            f"'{self.__class__.__name__}' object has no attribute '{name}'"
-        )
+        raise AttributeError(f"'{self.__class__.__name__}' object has no attribute '{name}'")
 
     def __getattr__(self, name: str):
         """
         If of type attribute, return it.
         """
         if self.is_config_item(name):
             return self.get_attribute_from_config(name)
-        raise AttributeError(
-            f"'{self.__class__.__name__}' object has no attribute '{name}'"
-        )
+        raise AttributeError(f"'{self.__class__.__name__}' object has no attribute '{name}'")
 
     def __post_init__(self):
         """
         Post-initialization initialization.
         """
         if self.network is None:
-            self.network = network_.ConfigNetwork.new(
-                network_.ConfigNetwork.NETWORK_ETHEREUM
-            )
+            self.network = network_.ConfigNetwork.new(network_.ConfigNetwork.NETWORK_ETHEREUM)
         assert issubclass(type(self.network), network_.ConfigNetwork)
 
         if self.db is None:
@@ -174,16 +134,14 @@ def __post_init__(self):
             self.provider = provider_.ConfigProvider.new(self.network)
         assert issubclass(type(self.provider), provider_.ConfigProvider)
 
-        assert (
-            self.network is self.provider.network
-        ), f"Network mismatch: {self.network} != {self.provider.network}"
+        assert self.network is self.provider.network, f"Network mismatch: {self.network} != {self.provider.network}"
 
     VISIBLE_FIELDS = "network, db, logger, provider, w3, ZERO_ADDRESS"
 
     def cloaked(self, incl=None, excl=None):
         """
         returns a cloaked version of the object
-
+        
         :incl:  fields to _include_ in the cloaked version (plus those in VISIBLE_FIELDS)
         :excl:  fields to _exclude_ from the cloaked version
         """

fastlane_bot/config/multicaller.py

@@ -106,13 +106,14 @@ class MultiCaller(ContextManager):
     """
     __DATE__ = "2022-09-26"
     __VERSION__ = "0.0.2"
-    MULTICALL_CONTRACT_ADDRESS = "0x5BA1e12693Dc8F9c48aAD8770482f4739bEeD696"
+
 
     def __init__(self, contract: MultiProviderContractWrapper or web3.contract.Contract,
-                 block_identifier: Any = 'latest'):
+                 block_identifier: Any = 'latest', multicall_address = "0x5BA1e12693Dc8F9c48aAD8770482f4739bEeD696"):
         self._contract_calls: List[Callable] = []
         self.contract = contract
         self.block_identifier = block_identifier
+        self.MULTICALL_CONTRACT_ADDRESS = multicall_address
 
     def __enter__(self) -> 'MultiCaller':
         return self