Optimizer API

.env.example

@@ -3,6 +3,7 @@ export ETH_PRIVATE_KEY_BE_CAREFUL="0x123-USE-YOUR-OWN-PRIVATE-KEY-HERE"
 export WEB3_FANTOM="FANTOM-API-KEY-HERE" // "public" can be used in place of a paid API key
 export WEB3_MANTLE="MANTLE-API-KEY-HERE"
 export WEB3_LINEA="LINEA-API-KEY-HERE" //
+export WEB3_SEI="SEI-API-KEY-HERE" //
 
 #******** For Development - not required to run bot ********#
 export ETHERSCAN_TOKEN="ONLY_REQUIRED_IN_DEV"

.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/config/network.py

@@ -276,6 +276,7 @@ class ConfigNetwork(ConfigBase):
     NETWORK_FANTOM = S.NETWORK_FANTOM
     NETWORK_MANTLE = S.NETWORK_MANTLE
     NETWORK_LINEA = S.NETWORK_LINEA
+    NETWORK_SEI = S.NETWORK_SEI
 
     # FLAGS
     #######################################################################################
@@ -317,7 +318,9 @@ def new(cls, network=None):
         elif network == cls.NETWORK_MANTLE:
             return _ConfigNetworkMantle(_direct=False)
         elif network == cls.NETWORK_LINEA:
-            return _ConfigNetworkLinea(_direct=False)    
+            return _ConfigNetworkLinea(_direct=False)  
+        elif network == cls.NETWORK_SEI:
+            return _ConfigNetworkSei(_direct=False)    
         elif network == cls.NETWORK_TENDERLY:
             return _ConfigNetworkTenderly(_direct=False)
         else:
@@ -777,6 +780,42 @@ class _ConfigNetworkLinea(ConfigNetwork):
     # Add any exchanges unique to the chain here
     CHAIN_SPECIFIC_EXCHANGES = []
 
+class _ConfigNetworkSei(ConfigNetwork):
+    """
+    Fastlane bot config -- network [Base Mainnet]
+    """
+
+    NETWORK = S.NETWORK_SEI
+    NETWORK_ID = "1" # TODO
+    NETWORK_NAME = "sei"
+    DEFAULT_PROVIDER = S.PROVIDER_ALCHEMY
+    RPC_ENDPOINT = "https://evm-rpc.arctic-1.seinetwork.io/" # TODO currently Sei devnet
+    WEB3_ALCHEMY_PROJECT_ID = os.environ.get("WEB3_SEI")
+
+    network_df = get_multichain_addresses(network=NETWORK_NAME)
+    FASTLANE_CONTRACT_ADDRESS = "0xC7Dd38e64822108446872c5C2105308058c5C55C" #TODO - UPDATE WITH Mainnet
+    MULTICALL_CONTRACT_ADDRESS = "0x1E05037b9c4fEFaF3c45CD6F4F2C3197e6A43cD8"  # previously 0xcA11bde05977b3631167028862bE2a173976CA11
+
+    CARBON_CONTROLLER_ADDRESS = "0x59f21012B2E9BA67ce6a7605E74F945D0D4C84EA" #TODO - UPDATE WITH Mainnet
+    CARBON_CONTROLLER_VOUCHER = "0xe4816658ad10bF215053C533cceAe3f59e1f1087" #TODO - UPDATE WITH Mainnet
+
+    NATIVE_GAS_TOKEN_ADDRESS = "0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE"
+    WRAPPED_GAS_TOKEN_ADDRESS = "0x26841a0A5D958B128209F4ea9a1DD7E61558c330" # TODO confirm for Mainnet
+    NATIVE_GAS_TOKEN_SYMBOL = "SEI"
+    WRAPPED_GAS_TOKEN_SYMBOL = "WSEI"
+    STABLECOIN_ADDRESS = "0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C" #TODO USDC on devnet
+
+    IS_INJECT_POA_MIDDLEWARE = False
+    # Balancer
+    BALANCER_VAULT_ADDRESS = "0x7ccBebeb88696f9c8b061f1112Bb970158e29cA5" # # TODO Jellyswap on devnet
+
+    CHAIN_FLASHLOAN_TOKENS = {
+        "0x26841a0A5D958B128209F4ea9a1DD7E61558c330": "WSEI", #TODO confirm for Mainnet
+        "0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C": "USDC", #TODO confirm for Mainnet
+    }
+    # Add any exchanges unique to the chain here
+    CHAIN_SPECIFIC_EXCHANGES = []
+
 class _ConfigNetworkTenderly(ConfigNetwork):
     """
     Fastlane bot config -- network [Ethereum Tenderly]

fastlane_bot/config/selectors.py

@@ -18,6 +18,7 @@
 NETWORK_CANTO = "canto"
 NETWORK_FANTOM = "fantom"
 NETWORK_LINEA = "linea"
+NETWORK_SEI = "sei"
 NETWORK_MANTLE = "mantle"
 NETWORK_SCROLL = "scroll"
 NETWORK_BSC = "binance_smart_chain"

fastlane_bot/data/blockchain_data/sei/solidly_v2_event_mappings.csv

@@ -0,0 +1 @@
+exchange,address

fastlane_bot/data/blockchain_data/sei/static_pool_data.csv

@@ -0,0 +1,3 @@
+cid,strategy_id,last_updated,last_updated_block,descr,pair_name,exchange_name,fee,fee_float,address,anchor,tkn0_address,tkn1_address,tkn0_decimals,tkn1_decimals,exchange_id,tkn0_symbol,tkn1_symbol,timestamp,tkn0_balance,tkn1_balance,liquidity,sqrt_price_q96,tick,tick_spacing,exchange,pool_type,tkn0_weight,tkn1_weight,tkn2_address,tkn2_decimals,tkn2_symbol,tkn2_balance,tkn2_weight,tkn3_address,tkn3_decimals,tkn3_symbol,tkn3_balance,tkn3_weight,tkn4_address,tkn4_decimals,tkn4_symbol,tkn4_balance,tkn4_weight,tkn5_address,tkn5_decimals,tkn5_symbol,tkn5_balance,tkn5_weight,tkn6_address,tkn6_decimals,tkn6_symbol,tkn6_balance,tkn6_weight,tkn7_address,tkn7_decimals,tkn7_symbol,tkn7_balance,tkn7_weight
+0x1422169ab760ea6994358267b7d3783e8e7fa55c6a74b365b3fd3d17cbf4c6f1,0,,2354,dragonswap 0x027D2E627209f1cebA52ADc8A5aFE9318459b44B/0x7b75109369ACb528d9fa989E227812a6589712b9,0x027D2E627209f1cebA52ADc8A5aFE9318459b44B/0x7b75109369ACb528d9fa989E227812a6589712b9,dragonswap,0.003,0.003,0x01A34Dfa104F020FEE739268679338169945D5B1,,0x027D2E627209f1cebA52ADc8A5aFE9318459b44B,0x7b75109369ACb528d9fa989E227812a6589712b9,18,18,3,WSEI,DSWAP,0,0,0,,,,,dragonswap,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+0xbfd9612b2cb8035908dff18c040f64de75999cefd1020b5ce8a2e533c2ecd5dc,0,,2354,dragonswap 0x027D2E627209f1cebA52ADc8A5aFE9318459b44B/0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C,0x027D2E627209f1cebA52ADc8A5aFE9318459b44B/0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C,dragonswap,0.003,0.003,0x85CB6BFd781e1f42f4E79Efb6bf1F1fEfE4E9732,,0x027D2E627209f1cebA52ADc8A5aFE9318459b44B,0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C,18,6,3,WSEI,USDC,0,0,0,,,,,dragonswap,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,

fastlane_bot/data/blockchain_data/sei/tokens.csv

@@ -0,0 +1,5 @@
+address,decimals,symbol
+0x26841a0A5D958B128209F4ea9a1DD7E61558c330,18,WSEI
+0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C,6,USDC
+0x027D2E627209f1cebA52ADc8A5aFE9318459b44B,18,WSEI
+0x7b75109369ACb528d9fa989E227812a6589712b9,18,DSWAP

fastlane_bot/data/blockchain_data/sei/uniswap_v2_event_mappings.csv

@@ -0,0 +1,3 @@
+exchange,address
+dragonswap,0x01A34Dfa104F020FEE739268679338169945D5B1
+dragonswap,0x85CB6BFd781e1f42f4E79Efb6bf1F1fEfE4E9732

fastlane_bot/data/blockchain_data/sei/uniswap_v3_event_mappings.csv

@@ -0,0 +1 @@
+exchange,address

fastlane_bot/data/multichain_addresses.csv

@@ -135,3 +135,5 @@ sushiswap_v3,thundercore,uniswap_v3,0xc35DADB65012eC5796536bD9864eD8773aBc74C4,0
 pancakeswap_v3,zkevm,uniswap_v3,0x0BFbCF9fa4f9C56B0F40a671Ad40E0805A091865,0x1b81D678ffb9C0263b24A97847620C99d213eB14,,,
 pancakeswap_v3,zksync,uniswap_v3,0x1BB72E0CbbEA93c08f535fc7856E0338D7F7a8aB,0xD70C70AD87aa8D45b8D59600342FB3AEe76E3c68,,,
 xfai_v0,linea,solidly_v2,0xa5136eAd459F0E61C99Cec70fe8F5C24cF3ecA26,0xD538be6e9026C13D130C9e17d509E69C8Bb0eF33,,222864,
+carbon_v1,sei,carbon_v1,0x59f21012B2E9BA67ce6a7605E74F945D0D4C84EA,0x59f21012B2E9BA67ce6a7605E74F945D0D4C84EA,,17658678,
+dragonswap,sei,uniswap_v2,0x5D370a6189F89603FaB67e9C68383e63F7B6A262,0x2346d3A6fb18Ff3ae590Ea31d9e41E6AB8c9f5EB,,1008775,

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