feat: optimizer moved to a separate repo

.github/workflows/release-and-pypi-publish.yml

@@ -39,7 +39,9 @@ jobs:
     steps:
       # Checkout
       - name: Checkout code
-        uses: actions/checkout@v2
+        uses: actions/checkout@v4
+        with:
+          submodules: true
 
       # Check commit message
       - id: check

.github/workflows/run-pytest.yml

@@ -15,7 +15,9 @@ jobs:
       matrix:
         python-version: [3.8]
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@v4
+        with:
+          submodules: true
       - name: Set up Python ${{ matrix.python-version }}
         uses: actions/setup-python@v4
         with:
@@ -40,7 +42,7 @@ jobs:
           echo ETHERSCAN_TOKEN=$ETHERSCAN_TOKEN >> .env
           echo DEFAULT_MIN_PROFIT_BNT=$DEFAULT_MIN_PROFIT_BNT >> .env
           echo ETH_PRIVATE_KEY_BE_CAREFUL=$ETH_PRIVATE_KEY_BE_CAREFUL >> .env
-          cd resources/NBTest;ln -s ../../fastlane_bot fastlane_bot;cd ..;cd ..; poetry run ./run_tests
+          make test
         env:
           TENDERLY_FORK: '${{ secrets.TENDERLY_FORK }}'
           WEB3_ALCHEMY_PROJECT_ID: '${{ secrets.WEB3_ALCHEMY_PROJECT_ID }}'

.gitignore

@@ -26,9 +26,8 @@ carbon/tools/*
 */.coverage
 */.coverage.*
 */.cover
-NBTest/carbon/*
-NBTest/carbon
-resources/NBTest/fastlane_bot
+
+.python-version
 
 /.env
 *.env
@@ -72,4 +71,3 @@ logs/*
 /fastlane_bot/data/blockchain_data/*/token_detail/
 missing_tokens_df.csv
 tokens_and_fee_df.csv
-fastlane_bot/tests/nbtest/*

.gitmodules

@@ -0,0 +1,3 @@
+[submodule "arb-optimizer"]
+	path = arb-optimizer
+	url = [email protected]:bancorprotocol/arb-optimizer.git

Makefile

@@ -0,0 +1,2 @@
+test:
+	poetry run pytest fastlane_bot/tests -v $1

fastlane_bot/bot.py

@@ -55,6 +55,8 @@
 from typing import Generator, List, Dict, Tuple, Any, Callable
 from typing import Optional
 
+from arb_optimizer import CurveContainer, ConstantProductCurve as CPC
+
 from fastlane_bot.config import Config
 from fastlane_bot.helpers import (
     TxRouteHandler,
@@ -66,7 +68,6 @@
     split_carbon_trades,
     maximize_last_trade_per_tkn
 )
-from fastlane_bot.tools.cpc import ConstantProductCurve as CPC, CPCContainer, T
 from .config.constants import FLASHLOAN_FEE_MAP
 from .events.interface import QueryInterface
 from .modes.pairwise_multi import FindArbitrageMultiPairwise
@@ -128,13 +129,13 @@ def __post_init__(self):
         self.db = QueryInterface(ConfigObj=self.ConfigObj)
         self.RUN_FLASHLOAN_TOKENS = [*self.ConfigObj.CHAIN_FLASHLOAN_TOKENS.values()]
 
-    def get_curves(self) -> CPCContainer:
+    def get_curves(self) -> CurveContainer:
         """
         Gets the curves from the database.
 
         Returns
         -------
-        CPCContainer
+        CurveContainer
             The container of curves.
         """
         self.db.refresh_pool_data()
@@ -184,7 +185,7 @@ def get_curves(self) -> CPCContainer:
                     f"[bot.get_curves] MUST FIX UNEXPECTED ERROR converting pool to curve {p}\n[ERR={e}]\n\n"
                 )
 
-        return CPCContainer(curves)
+        return CurveContainer(curves)
 
     def _simple_ordering_by_src_token(
         self, best_trade_instructions_dic, best_src_token
@@ -277,7 +278,7 @@ def _get_arb_finder(cls, arb_mode: str) -> Callable:
     def _find_arbitrage(
         self,
         flashloan_tokens: List[str],
-        CCm: CPCContainer,
+        CCm: CurveContainer,
         arb_mode: str,
         randomizer: int
     ) -> dict:
@@ -295,7 +296,7 @@ def _find_arbitrage(
     def _run(
         self,
         flashloan_tokens: List[str],
-        CCm: CPCContainer,
+        CCm: CurveContainer,
         *,
         arb_mode: str,
         randomizer: int,
@@ -311,7 +312,7 @@ def _run(
         ----------
         flashloan_tokens: List[str]
             The tokens to flashloan.
-        CCm: CPCContainer
+        CCm: CurveContainer
             The container.
         arb_mode: str
             The arbitrage mode.
@@ -575,7 +576,7 @@ def custom_sort(self, data, sort_sequence):
 
     def calculate_profit(
         self,
-        CCm: CPCContainer,
+        CCm: CurveContainer,
         best_profit: Decimal,
         fl_token: str,
         flashloan_fee_amt: int = 0,
@@ -585,7 +586,7 @@ def calculate_profit(
 
         Parameters
         ----------
-        CCm: CPCContainer
+        CCm: CurveContainer
             The container.
         best_profit: Decimal
             The best profit.
@@ -696,7 +697,7 @@ def calculate_arb(
 
     def _handle_trade_instructions(
         self,
-        CCm: CPCContainer,
+        CCm: CurveContainer,
         arb_mode: str,
         r: Any,
         replay_from_block: int = None
@@ -709,7 +710,7 @@ def _handle_trade_instructions(
         
         Parameters
         ----------
-        CCm: CPCContainer
+        CCm: CurveContainer
             The container.
         arb_mode: str
             The arbitrage mode.
@@ -893,7 +894,7 @@ def run(
         self,
         *,
         flashloan_tokens: List[str] = None,
-        CCm: CPCContainer = None,
+        CCm: CurveContainer = None,
         arb_mode: str = None,
         run_data_validator: bool = False,
         randomizer: int = 0,
@@ -908,7 +909,7 @@ def run(
         ----------
         flashloan_tokens: List[str]
             The flashloan tokens (optional; default: RUN_FLASHLOAN_TOKENS)
-        CCm: CPCContainer
+        CCm: CurveContainer
             The complete market data container (optional; default: database via get_curves())
         arb_mode: str
             the arbitrage mode (default: None; can be set depending on arbmode)

fastlane_bot/helpers/poolandtokens.py

@@ -15,11 +15,12 @@
 from dataclasses import dataclass
 from typing import Dict, Any, List, Union
 
+from arb_optimizer import ConstantProductCurve
+
 from fastlane_bot.config import Config
 
 # from fastlane_bot.config import SUPPORTED_EXCHANGES, CARBON_V1_NAME, UNISWAP_V3_NAME
 from fastlane_bot.helpers.univ3calc import Univ3Calculator
-from fastlane_bot.tools.cpc import ConstantProductCurve
 from fastlane_bot.utils import EncodedOrder
 
 
@@ -368,8 +369,8 @@ def _other_to_cpc(self) -> List[Any]:
 
         # create a typed-dictionary of the arguments
         typed_args = {
-            "x_tknb": tkn0_balance,
-            "y_tknq": tkn1_balance,
+            "liq_tknb": tkn0_balance,
+            "liq_tknq": tkn1_balance,
             "pair": self.pair_name.replace(self.ConfigObj.NATIVE_GAS_TOKEN_ADDRESS, self.ConfigObj.WRAPPED_GAS_TOKEN_ADDRESS),
             "fee": self.fee,
             "cid": self.cid,

fastlane_bot/helpers/routehandler.py

@@ -24,9 +24,10 @@
 import eth_abi
 import pandas as pd
 
+from arb_optimizer.curves import T
+
 from .tradeinstruction import TradeInstruction
 from ..events.interface import Pool
-from ..tools.cpc import T
 from fastlane_bot.config.constants import AGNI_V3_NAME, BUTTER_V3_NAME, CLEOPATRA_V3_NAME, PANCAKESWAP_V3_NAME, \
     ETHEREUM, METAVAULT_V3_NAME
 

fastlane_bot/modes/base.py

@@ -13,9 +13,6 @@
 from _decimal import Decimal
 import pandas as pd
 
-from fastlane_bot.tools.cpc import T
-from fastlane_bot.utils import num_format
-
 
 class ArbitrageFinderBase:
     """

fastlane_bot/modes/base_pairwise.py

@@ -12,8 +12,9 @@
 import itertools
 from typing import List, Tuple, Any, Union
 
+from arb_optimizer import CurveContainer
+
 from fastlane_bot.modes.base import ArbitrageFinderBase
-from fastlane_bot.tools.cpc import CPCContainer
 
 
 class ArbitrageFinderPairwiseBase(ArbitrageFinderBase):
@@ -30,14 +31,14 @@ def find_arbitrage(self, candidates: List[Any] = None, ops: Tuple = None, best_p
 
     @staticmethod
     def get_combos(
-        CCm: CPCContainer, flashloan_tokens: List[str]
+        CCm: CurveContainer, flashloan_tokens: List[str]
     ) -> Tuple[List[Any], List[Any]]:
         """
         Get combos for pairwise arbitrage
 
         Parameters
         ----------
-        CCm : CPCContainer
+        CCm : CurveContainer
             Container for all the curves
         flashloan_tokens : list
             List of flashloan tokens

fastlane_bot/modes/base_triangle.py

@@ -14,8 +14,9 @@
 
 import pandas as pd
 
+from arb_optimizer.curves import T
+
 from fastlane_bot.modes.base import ArbitrageFinderBase
-from fastlane_bot.tools.cpc import T
 
 
 class ArbitrageFinderTriangleBase(ArbitrageFinderBase):

fastlane_bot/modes/pairwise_multi.py

@@ -12,9 +12,9 @@
 
 import pandas as pd
 
+from arb_optimizer import CurveContainer, PairOptimizer
+
 from fastlane_bot.modes.base_pairwise import ArbitrageFinderPairwiseBase
-from fastlane_bot.tools.cpc import CPCContainer
-from fastlane_bot.tools.optimizer import MargPOptimizer, PairOptimizer
 
 
 class FindArbitrageMultiPairwise(ArbitrageFinderPairwiseBase):
@@ -161,12 +161,12 @@ def run_main_flow(
         """
         Run main flow to find arbitrage.
         """
-        CC_cc = CPCContainer(curves)
+        CC_cc = CurveContainer(curves)
         O = PairOptimizer(CC_cc)
         pstart = {
             tkn0: CC_cc.bypairs(f"{tkn0}/{tkn1}")[0].p
         }  # this intentionally selects the non_carbon curve
-        r = O.optimize(src_token, params=dict(pstart=pstart))
+        r = O.optimize(src_token)
         profit_src = -r.result
         trade_instructions_df = r.trade_instructions(O.TIF_DFAGGR)
         return O, profit_src, r, trade_instructions_df

fastlane_bot/modes/pairwise_multi_all.py

@@ -13,9 +13,9 @@
 
 import pandas as pd
 
+from arb_optimizer import CurveContainer, PairOptimizer
+
 from fastlane_bot.modes.base_pairwise import ArbitrageFinderPairwiseBase
-from fastlane_bot.tools.cpc import CPCContainer
-from fastlane_bot.tools.optimizer import MargPOptimizer, PairOptimizer
 
 
 class FindArbitrageMultiPairwiseAll(ArbitrageFinderPairwiseBase):
@@ -157,13 +157,13 @@ def run_main_flow(
         """
         Run main flow to find arbitrage.
         """
-        CC_cc = CPCContainer(curves)
+        CC_cc = CurveContainer(curves)
         O = PairOptimizer(CC_cc)
         pstart = {
             tkn0: CC_cc.bypairs(f"{tkn0}/{tkn1}")[0].p
         }  # this intentionally selects the non_carbon curve
 
-        r = O.optimize(src_token, params=dict(pstart=pstart))
+        r = O.optimize(src_token)
 
         profit_src = -r.result
         trade_instructions_df = r.trade_instructions(O.TIF_DFAGGR)

fastlane_bot/modes/pairwise_multi_pol.py

@@ -8,14 +8,15 @@
 All rights reserved.
 Licensed under MIT.
 """
+import itertools
 from typing import List, Any, Tuple, Union, Hashable
 
 import pandas as pd
-import itertools
+
+from arb_optimizer import CurveContainer, PairOptimizer
+from arb_optimizer.curves import T
+
 from fastlane_bot.modes.base_pairwise import ArbitrageFinderPairwiseBase
-from fastlane_bot.tools.cpc import CPCContainer
-from fastlane_bot.tools.optimizer import MargPOptimizer, PairOptimizer
-from fastlane_bot.tools.cpc import T
 
 
 class FindArbitrageMultiPairwisePol(ArbitrageFinderPairwiseBase):
@@ -152,12 +153,12 @@ def run_main_flow(
         """
         Run main flow to find arbitrage.
         """
-        CC_cc = CPCContainer(curves)
+        CC_cc = CurveContainer(curves)
         O = PairOptimizer(CC_cc)
         pstart = {
             tkn0: CC_cc.bypairs(f"{tkn0}/{tkn1}")[0].p
         }  # this intentionally selects the non_carbon curve
-        r = O.optimize(src_token, params=dict(pstart=pstart))
+        r = O.optimize(src_token)
         profit_src = -r.result
         trade_instructions_df = r.trade_instructions(O.TIF_DFAGGR)
         return O, profit_src, r, trade_instructions_df
@@ -174,14 +175,14 @@ def process_wrong_direction_pools(
         return new_curves
 
     def get_combos_pol(self,
-        CCm: CPCContainer, flashloan_tokens: List[str]
+        CCm: CurveContainer, flashloan_tokens: List[str]
     ) -> Tuple[List[Any], List[Any]]:
         """
         Get combos for pairwise arbitrage specific to Bancor POL
 
         Parameters
         ----------
-        CCm : CPCContainer
+        CCm : CurveContainer
             Container for all the curves
         flashloan_tokens : list
             List of flashloan tokens

fastlane_bot/modes/pairwise_single.py

@@ -12,9 +12,9 @@
 
 from tqdm.contrib import itertools
 
+from arb_optimizer import CurveContainer, PairOptimizer
+
 from fastlane_bot.modes.base_pairwise import ArbitrageFinderPairwiseBase
-from fastlane_bot.tools.cpc import CPCContainer
-from fastlane_bot.tools.optimizer import MargPOptimizer, PairOptimizer
 
 
 class FindArbitrageSinglePairwise(ArbitrageFinderPairwiseBase):
@@ -60,12 +60,12 @@ def find_arbitrage(self, candidates: List[Any] = None, ops: Tuple = None, best_p
                 continue
 
             for curve_combo in curve_combos:
-                CC_cc = CPCContainer(curve_combo)
+                CC_cc = CurveContainer(curve_combo)
                 O = PairOptimizer(CC_cc)
                 src_token = tkn1
                 try:
                     pstart = {tkn0: CC_cc.bypairs(f"{tkn0}/{tkn1}")[0].p}
-                    r = O.optimize(src_token, params=dict(pstart=pstart))
+                    r = O.optimize(src_token)
                     profit_src = -r.result
                     trade_instructions_df = r.trade_instructions(O.TIF_DFAGGR)
                     trade_instructions_dic = r.trade_instructions(O.TIF_DICTS)