Revert ">>>> REMOVING FAILED TESTS"

This reverts commit 5b5a3da.

fastlane_bot/tests/test_039_TestMultiMode.py

@@ -0,0 +1,248 @@
+# ------------------------------------------------------------
+# Auto generated test file `test_039_TestMultiMode.py`
+# ------------------------------------------------------------
+# source file   = NBTest_039_TestMultiMode.py
+# test id       = 039
+# test comment  = TestMultiMode
+# ------------------------------------------------------------
+
+
+
+"""
+This module contains the tests for the exchanges classes
+"""
+from fastlane_bot import Bot, Config
+from fastlane_bot.bot import CarbonBot
+from fastlane_bot.tools.cpc import ConstantProductCurve as CPC
+from fastlane_bot.events.exchanges import UniswapV2, UniswapV3,  CarbonV1, BancorV3
+from fastlane_bot.events.interface import QueryInterface
+from fastlane_bot.events.managers.manager import Manager
+from fastlane_bot.events.interface import QueryInterface
+from joblib import Parallel, delayed
+import math
+import json
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(CPC))
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(Bot))
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(UniswapV2))
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(UniswapV3))
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(CarbonV1))
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(BancorV3))
+from fastlane_bot.testing import *
+#plt.style.use('seaborn-dark')
+plt.rcParams['figure.figsize'] = [12,6]
+from fastlane_bot import __VERSION__
+require("3.0", __VERSION__)
+
+
+
+C = cfg = Config.new(config=Config.CONFIG_MAINNET)
+cfg.DEFAULT_MIN_PROFIT_GAS_TOKEN = 0.00001
+assert (C.NETWORK == C.NETWORK_MAINNET)
+assert (C.PROVIDER == C.PROVIDER_ALCHEMY)
+setup_bot = CarbonBot(ConfigObj=C)
+pools = None
+with open('fastlane_bot/tests/_data/latest_pool_data_testing.json') as f:
+    pools = json.load(f)
+pools = [pool for pool in pools]
+pools[0]
+static_pools = pools
+state = pools
+exchanges = list({ex['exchange_name'] for ex in state})
+db = QueryInterface(state=state, ConfigObj=C, exchanges=exchanges)
+setup_bot.db = db
+
+static_pool_data_filename = "static_pool_data"
+
+static_pool_data = pd.read_csv(f"fastlane_bot/data/{static_pool_data_filename}.csv", low_memory=False)
+
+uniswap_v2_event_mappings = pd.read_csv("fastlane_bot/data/uniswap_v2_event_mappings.csv", low_memory=False)
+
+tokens = pd.read_csv("fastlane_bot/data/tokens.csv", low_memory=False)
+
+exchanges = "carbon_v1,bancor_v3,uniswap_v3,uniswap_v2,sushiswap_v2"
+
+exchanges = exchanges.split(",")
+
+
+alchemy_max_block_fetch = 20
+static_pool_data["cid"] = [
+        cfg.w3.keccak(text=f"{row['descr']}").hex()
+        for index, row in static_pool_data.iterrows()
+    ]
+static_pool_data = [
+    row for index, row in static_pool_data.iterrows()
+    if row["exchange_name"] in exchanges
+]
+
+static_pool_data = pd.DataFrame(static_pool_data)
+static_pool_data['exchange_name'].unique()
+mgr = Manager(
+    web3=cfg.w3,
+    w3_async=cfg.w3_async,
+    cfg=cfg,
+    pool_data=static_pool_data.to_dict(orient="records"),
+    SUPPORTED_EXCHANGES=exchanges,
+    alchemy_max_block_fetch=alchemy_max_block_fetch,
+    uniswap_v2_event_mappings=uniswap_v2_event_mappings,
+    tokens=tokens.to_dict(orient="records"),
+)
+
+start_time = time.time()
+Parallel(n_jobs=-1, backend="threading")(
+    delayed(mgr.add_pool_to_exchange)(row) for row in mgr.pool_data
+)
+cfg.logger.info(f"Time taken to add initial pools: {time.time() - start_time}")
+
+mgr.deduplicate_pool_data()
+cids = [pool["cid"] for pool in mgr.pool_data]
+assert len(cids) == len(set(cids)), "duplicate cid's exist in the pool data"
+def init_bot(mgr: Manager) -> CarbonBot:
+    """
+    Initializes the bot.
+
+    Parameters
+    ----------
+    mgr : Manager
+        The manager object.
+
+    Returns
+    -------
+    CarbonBot
+        The bot object.
+    """
+    mgr.cfg.logger.info("Initializing the bot...")
+    bot = CarbonBot(ConfigObj=mgr.cfg)
+    bot.db = db
+    bot.db.mgr = mgr
+    assert isinstance(
+        bot.db, QueryInterface
+    ), "QueryInterface not initialized correctly"
+    return bot
+bot = init_bot(mgr)
+bot.db.remove_unmapped_uniswap_v2_pools()
+bot.db.remove_zero_liquidity_pools()
+bot.db.remove_unsupported_exchanges()
+tokens = bot.db.get_tokens()
+ADDRDEC = {t.address: (t.address, int(t.decimals)) for t in tokens if not math.isnan(t.decimals)}
+flashloan_tokens = bot.RUN_FLASHLOAN_TOKENS
+CCm = bot.get_curves()
+pools = db.get_pool_data_with_tokens()
+
+arb_mode = "multi"
+
+
+# ------------------------------------------------------------
+# Test      039
+# File      test_039_TestMultiMode.py
+# Segment   Test_TAX_TOKENS
+# ------------------------------------------------------------
+def test_test_tax_tokens():
+# ------------------------------------------------------------
+
+    assert any(token.address in cfg.TAX_TOKENS for token in tokens), f"[TestMultiMode], DB does not include any tax tokens"
+
+    for curve in CCm:
+        for token in cfg.TAX_TOKENS:
+            assert token not in [curve.params['tknx_addr'], curve.params['tkny_addr']], f"[TestMultiMode], curve {curve} includes tax token {token}"
+
+
+# ------------------------------------------------------------
+# Test      039
+# File      test_039_TestMultiMode.py
+# Segment   Test_MIN_PROFIT
+# ------------------------------------------------------------
+def test_test_min_profit():
+# ------------------------------------------------------------
+
+    assert(cfg.DEFAULT_MIN_PROFIT_GAS_TOKEN <= 0.0001), f"[TestMultiMode], default_min_profit_gas_token must be <= 0.02 for this Notebook to run, currently set to {cfg.DEFAULT_MIN_PROFIT_GAS_TOKEN}"
+
+
+# ------------------------------------------------------------
+# Test      039
+# File      test_039_TestMultiMode.py
+# Segment   Test_get_arb_finder
+# ------------------------------------------------------------
+def test_test_get_arb_finder():
+# ------------------------------------------------------------
+
+    arb_finder = bot._get_arb_finder("multi")
+    assert arb_finder.__name__ == "FindArbitrageMultiPairwise", f"[TestMultiMode] Expected arb_finder class name name = FindArbitrageMultiPairwise, found {arb_finder.__name__}"
+
+
+# ------------------------------------------------------------
+# Test      039
+# File      test_039_TestMultiMode.py
+# Segment   Test_Combos_and_Tokens
+# ------------------------------------------------------------
+def test_test_combos_and_tokens():
+# ------------------------------------------------------------
+
+    # +
+    arb_finder = bot._get_arb_finder("multi")
+    finder = arb_finder(
+                flashloan_tokens=flashloan_tokens,
+                CCm=CCm,
+                mode="bothin",
+                result=arb_finder.AO_TOKENS,
+                ConfigObj=bot.ConfigObj,
+            )
+    all_tokens, combos = finder.find_arbitrage()
+
+    # subjected to the length of `TAX_TOKENS`    
+    assert type(all_tokens) == set, f"[NBTest 039 TestMultiMode] all_tokens is wrong data type. Expected set, found: {type(all_tokens)}"
+    assert type(combos) == list, f"[NBTest 039 TestMultiMode] combos is wrong data type. Expected list, found: {type(combos)}"
+    assert len(all_tokens) >= 234, f"[NBTest 039 TestMultiMode] Using wrong dataset, expected at least 234 tokens, found {len(all_tokens)}"
+    assert len(combos) >= 1398, f"[NBTest 039 TestMultiMode] Using wrong dataset, expected at least 1398 combos, found {len(combos)}"
+    # -
+
+
+# ------------------------------------------------------------
+# Test      039
+# File      test_039_TestMultiMode.py
+# Segment   Test_Expected_Output
+# ------------------------------------------------------------
+def test_test_expected_output():
+# ------------------------------------------------------------
+
+    # +
+    arb_finder = bot._get_arb_finder("multi")
+    finder = arb_finder(
+                flashloan_tokens=flashloan_tokens,
+                CCm=CCm,
+                mode="bothin",
+                result=arb_finder.AO_CANDIDATES,
+                ConfigObj=bot.ConfigObj,
+            )
+
+    r = finder.find_arbitrage()
+
+    multi_carbon_count = 0
+    carbon_wrong_direction_count = 0
+    for arb in r:
+        (
+                best_profit,
+                best_trade_instructions_df,
+                best_trade_instructions_dic,
+                best_src_token,
+                best_trade_instructions,
+            ) = arb
+        if len(best_trade_instructions_dic) > 2:
+            multi_carbon_count += 1
+            carbon_tkn_in = None
+            for trade in best_trade_instructions_dic:
+                if "-" in trade["cid"]:
+                    if carbon_tkn_in is None:
+                        carbon_tkn_in = trade["tknin"]
+                    else:
+                        if trade["tknin"] not in carbon_tkn_in:
+                            carbon_wrong_direction_count += 1
+        for ti in best_trade_instructions_dic:
+            for token in cfg.TAX_TOKENS:
+                assert token not in [ti['tknin'], ti['tknout']], f"[TestMultiMode], trade instruction {ti} includes tax token {token}"
+
+    assert len(r) >= 27, f"[NBTest 039 TestMultiMode] Expected at least 27 arbs, found {len(r)}"
+    assert multi_carbon_count > 0, f"[NBTest 039 TestMultiMode] Not finding arbs with multiple Carbon curves."
+    assert carbon_wrong_direction_count == 0, f"[NBTest 039 TestMultiMode] Expected all Carbon curves to have the same tkn in and tkn out. Mixing is currently not supported."
+    # -
+
+