bancorprotocol · NIXBNT · Mar 1, 2024 · Mar 1, 2024 · Mar 1, 2024 · Mar 3, 2024
diff --git a/.gitignore b/.gitignore
@@ -68,6 +68,7 @@ latest_pool_data.json
 missing_events.json
 *.log
 logs/*
+logs_dtest/*
 /token_details.csv
 /fastlane_bot/data/blockchain_data/*/token_detail/
 missing_tokens_df.csv

diff --git a/fastlane_bot/bot.py b/fastlane_bot/bot.py
@@ -358,7 +358,7 @@ def _run(
                 )
                 return
 
-        tx_hash, tx_receipt = self._handle_trade_instructions(CCm, arb_mode, r, replay_from_block)
+        tx_hash, tx_receipt, log_dict = self._handle_trade_instructions(CCm, arb_mode, r, replay_from_block)
 
         if tx_hash:
             tx_status = ["failed", "succeeded"][tx_receipt["status"]] if tx_receipt else "pending"
@@ -368,7 +368,13 @@ def _run(
             if logging_path:
                 filename = f"tx_{datetime.now().strftime('%Y-%m-%d_%H-%M-%S')}.txt"
                 with open(os.path.join(logging_path, filename), "w") as f:
-                    f.write(f"{tx_hash} {tx_status}: {tx_details}")
+                            log_entry = {
+                                "tx_hash": tx_hash,
+                                "tx_status": tx_status,
+                                "tx_details": tx_details,
+                                "log_dict": log_dict
+                            }
+                            json.dump(log_entry, f, indent=4)
 
     def validate_optimizer_trades(self, arb_opp, arb_finder):
         """
@@ -817,7 +823,7 @@ def _handle_trade_instructions(
             self.ConfigObj.logger.info(
                 f"[bot._handle_trade_instructions] Opportunity with profit: {num_format(best_profit_gastkn)} does not meet minimum profit: {self.ConfigObj.DEFAULT_MIN_PROFIT_GAS_TOKEN}, discarding."
             )
-            return None, None
+            return None, None, None
 
         # Log the flashloan amount
         self.ConfigObj.logger.debug(
@@ -855,6 +861,16 @@ def _handle_trade_instructions(
 
         maximize_last_trade_per_tkn(route_struct=route_struct_processed)
 
+        # Use helper function to update the log dict
+        log_dict = self.update_log_dict(
+            arb_mode,
+            best_profit_gastkn,
+            best_profit_usd,
+            flashloan_struct,
+            route_struct_processed,
+            split_calculated_trade_instructions,
+        )
+
         # Log the flashloan details
         self.ConfigObj.logger.debug(
             f"[bot._handle_trade_instructions] Flashloan of {fl_token_symbol}, amount: {flashloan_amount_wei}"
@@ -877,6 +893,7 @@ def _handle_trade_instructions(
             expected_profit_gastkn=best_profit_gastkn,
             expected_profit_usd=best_profit_usd,
             flashloan_struct=flashloan_struct,
+            log_dict=log_dict
         )
 
     def get_tokens_in_exchange(
@@ -942,3 +959,61 @@ def run(
             )
         except self.NoArbAvailable as e:
             self.ConfigObj.logger.info(e)
+
+    @staticmethod
+    def update_log_dict(
+        arb_mode: str,
+        best_profit_gastkn: Decimal,
+        best_profit_usd: Decimal,
+        flashloan_struct: List[Any],
+        route_struct: List[Any],
+        calculated_trade_instructions: List[Any],
+    ) -> Dict[str, Any]:
+        """
+        Update the log dictionary.
+
+        Parameters
+        ----------
+        arb_mode: str
+            The arbitrage mode.
+        best_profit: Decimal
+            The best profit.
+        best_profit_usd: Decimal
+            The profit in USD.
+        flashloan_struct: List[Any]
+            The flashloan struct.
+        route_struct: List[Any]
+                    The route struct.
+        calculated_trade_instructions: List[Any]
+            The calculated trade instructions.
+
+        Returns
+        -------
+        dict
+            The updated log dictionary.
+        """
+        log_dict = {
+            "type": arb_mode,
+            "profit_gas_token": num_format(best_profit_gastkn),
+            "profit_usd": num_format(best_profit_usd),
+            "flashloan_struct": flashloan_struct,
+            "route_struct": route_struct,
+            "trades": [],
+        }
+
+        for idx, trade in enumerate(calculated_trade_instructions):
+            tknin = {trade.tknin_symbol: trade.tknin} if trade.tknin_symbol != trade.tknin else trade.tknin
+            tknout = {trade.tknout_symbol: trade.tknout} if trade.tknout_symbol != trade.tknout else trade.tknout
+            log_dict["trades"].append(
+                {
+                    "trade_index": idx,
+                    "exchange": trade.exchange_name,
+                    "tkn_in": tknin,
+                    "amount_in": num_format(trade.amtin),
+                    "tkn_out": tknout,
+                    "amt_out": num_format(trade.amtout),
+                    "cid0": trade.cid[-10:],
+                }
+            )
+
+        return log_dict
diff --git a/fastlane_bot/data/abi.py b/fastlane_bot/data/abi.py
@@ -155,6 +155,20 @@
         "stateMutability": "view",
         "inputs": [],
         "outputs": [{"internalType": "uint32", "name": "", "type": "uint32"}]
+    },
+    {
+        "type": "function",
+        "name": "deleteStrategy",
+        "stateMutability": "nonpayable",
+        "inputs": [{"internalType": "uint256","name": "strategyId","type": "uint256"}],
+        "outputs": []
+    },
+    {
+        "type":"function",
+        "name":"createStrategy",
+        "stateMutability":"payable",
+        "inputs":[{"internalType":"Token","name":"token0","type":"address"},{"internalType":"Token","name":"token1","type":"address"},{"components":[{"internalType":"uint128","name":"y","type":"uint128"},{"internalType":"uint128","name":"z","type":"uint128"},{"internalType":"uint64","name":"A","type":"uint64"},{"internalType":"uint64","name":"B","type":"uint64"}],"internalType":"structOrder[2]","name":"orders","type":"tuple[2]"}],
+        "outputs":[{"internalType":"uint256","name":"","type":"uint256"}]
     }
 ]
 

diff --git a/fastlane_bot/data/blockchain_data/ethereum/static_pool_data_testing.csv b/fastlane_bot/data/blockchain_data/ethereum/static_pool_data_testing.csv
@@ -0,0 +1,6 @@
+cid,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,test,exchange_type,pool_address,tkn0_setBalance,tkn1_setBalance,slots,param_lists,param_blockTimestampLast,param_blockTimestampLast_type,param_reserve0,param_reserve0_type,param_reserve1,param_reserve1_type,param_liquidity,param_liquidity_type,param_sqrtPriceX96,param_sqrtPriceX96_type,param_tick,param_tick_type,param_observationIndex,param_observationIndex_type,param_observationCardinality,param_observationCardinality_type,param_observationCardinalityNext,param_observationCardinalityNext_type,param_feeProtocol,param_feeProtocol_type,param_unlocked,param_unlocked_type
+,,0,uniswap_v2 0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2 0.003,0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,uniswap_v2,3000,0.003,0xB4e16d0168e52d35CaCD2c6185b44281Ec28C9Dc,,0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48,0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,6,18,3,USDC,WETH,,,,,,,60,uniswap_v2,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,1,uniswap_v2,0xB4e16d0168e52d35CaCD2c6185b44281Ec28C9Dc,49204613674917,21734090459912674200000,"[8,]","[['blockTimestampLast','reserve1','reserve0'],]",,uint32,49204613674917,uint112,21734090459912674200000,uint112,,,,,,,,,,,,,,,,
+,,0,uniswap_v3 0x514910771AF9Ca656af840dff83E8264EcF986CA/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2 0.003,0x514910771AF9Ca656af840dff83E8264EcF986CA/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,uniswap_v3,3000,0.003,0xa6Cc3C2531FdaA6Ae1A3CA84c2855806728693e8,,0x514910771AF9Ca656af840dff83E8264EcF986CA,0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,18,18,4,LINK,WETH,,,,,,,60,uniswap_v3,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,2,uniswap_v3,0xa6Cc3C2531FdaA6Ae1A3CA84c2855806728693e8,1312731411619255420525571,7101396323681156262130,"[4,0,]","[['liquidity'],['unlocked', 'feeProtocol', 'observationCardinalityNext', 'observationCardinality', 'observationIndex', 'tick', 'sqrtPriceX96']]",,,,,,,1456862313731161106039763,"uint128",6362445213301469813433370622,"uint160",-50441,"int24",85,"uint16",180,"uint16",180,"uint16",0,"uint8",True,bool
+,,0,pancakeswap_v3 0x6B175474E89094C44Da98b954EedeAC495271d0F/0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48 0.0001,0x6B175474E89094C44Da98b954EedeAC495271d0F/0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48,pancakeswap_v3,100,0.0001,0xD9e497BD8f491fE163b42A62c296FB54CaEA74B7,,0x6B175474E89094C44Da98b954EedeAC495271d0F,0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48,18,6,10,DAI,USDC,0,0,0,0,0,0,1,pancakeswap_v3,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,3,pancakeswap_v3,0xD9e497BD8f491fE163b42A62c296FB54CaEA74B7,13653990890660798693042,135975525713,"[4,0,1,]","[['liquidity'],['observationCardinalityNext', 'observationCardinality', 'observationIndex', 'tick', 'sqrtPriceX96'],['unlocked', 'feeProtocol']]",,,,,,,1275240832730323472063,"uint128",79228147574959555694268,"uint160",-276325,"int24",0,"uint16",1,"uint16",1,"uint16",216272100,"uint32",True,bool
+,,0,pancakeswap_v2 0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2 0.0025,0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,pancakeswap_v2,2500,0.0025,0x4AB6702B3Ed3877e9b1f203f90cbEF13d663B0e8,,0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599,0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,8,18,9,WBTC,WETH,0,0,0,,,,,pancakeswap_v2,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,1,pancakeswap_v2,0x4AB6702B3Ed3877e9b1f203f90cbEF13d663B0e8,421419304,78852853048776778963,"[8,]","[['blockTimestampLast','reserve1','reserve0'],]",,uint32,421419304,uint112,78852853048776778963,uint112,,,,,,,,,,,,,,,,
+,,0,uniswap_v3 0x6B175474E89094C44Da98b954EedeAC495271d0F/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2 0.0005,0x6B175474E89094C44Da98b954EedeAC495271d0F/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,uniswap_v3,500,0.0005,0x60594a405d53811d3BC4766596EFD80fd545A270,,0x6B175474E89094C44Da98b954EedeAC495271d0F,0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,18,18,4,DAI,WETH,,,,,,,10,uniswap_v3,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,3,uniswap_v3,0x60594a405d53811d3BC4766596EFD80fd545A270,2850299295281281234085971,1147049345011454055669,"[4,0,]","[['liquidity'],['unlocked', 'feeProtocol', 'observationCardinalityNext', 'observationCardinality', 'observationIndex', 'tick', 'sqrtPriceX96']]",,,,,,,451613902936689743409876,"uint128",1659826732499374354385938036,"uint160",-77317,"int24",110,"uint16",180,"uint16",180,"uint16",0,"uint8",True,bool
diff --git a/fastlane_bot/helpers/txhelpers.py b/fastlane_bot/helpers/txhelpers.py
@@ -62,7 +62,8 @@ def validate_and_submit_transaction(
         src_address: str,
         expected_profit_gastkn: Decimal,
         expected_profit_usd: Decimal,
-        flashloan_struct: List[Dict]
+        flashloan_struct: List[Dict],
+        log_dict: Dict
     ) -> Tuple[Optional[str], Optional[dict]]:
         """
         This method validates and submits a transaction to the arb contract.
@@ -104,7 +105,7 @@ def validate_and_submit_transaction(
             self._update_transaction(tx)
         except Exception as e:
             self.cfg.logger.info(f"Transaction {dumps(tx, indent=4)}\nFailed with {e}")
-            return None, None
+            return None, None, None
 
         tx["gas"] += self.cfg.DEFAULT_GAS_SAFETY_OFFSET
 
@@ -132,9 +133,9 @@ def validate_and_submit_transaction(
             self.cfg.logger.info(f"Waiting for transaction {tx_hash} receipt")
             tx_receipt = self._wait_for_transaction_receipt(tx_hash)
             self.cfg.logger.info(f"Transaction receipt: {dumps(tx_receipt, indent=4)}")
-            return tx_hash, tx_receipt
+            return tx_hash, tx_receipt, log_dict
 
-        return None, None
+        return None, None, None
 
     def check_and_approve_tokens(self, tokens: List):
         """

diff --git a/fastlane_bot/tests/_data/static_pool_data_testing.csv b/fastlane_bot/tests/_data/static_pool_data_testing.csv
@@ -0,0 +1,6 @@
+cid,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,test,exchange_type,pool_address,tkn0_setBalance,tkn1_setBalance,slots,param_lists,param_blockTimestampLast,param_blockTimestampLast_type,param_reserve0,param_reserve0_type,param_reserve1,param_reserve1_type,param_liquidity,param_liquidity_type,param_sqrtPriceX96,param_sqrtPriceX96_type,param_tick,param_tick_type,param_observationIndex,param_observationIndex_type,param_observationCardinality,param_observationCardinality_type,param_observationCardinalityNext,param_observationCardinalityNext_type,param_feeProtocol,param_feeProtocol_type,param_unlocked,param_unlocked_type
+,,0,uniswap_v2 0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2 0.003,0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,uniswap_v2,3000,0.003,0xB4e16d0168e52d35CaCD2c6185b44281Ec28C9Dc,,0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48,0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,6,18,3,USDC,WETH,,,,,,,60,uniswap_v2,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,1,uniswap_v2,0xB4e16d0168e52d35CaCD2c6185b44281Ec28C9Dc,49204613674917,21734090459912674200000,"[8,]","[['blockTimestampLast','reserve1','reserve0'],]",,uint32,49204613674917,uint112,21734090459912674200000,uint112,,,,,,,,,,,,,,,,
+,,0,uniswap_v3 0x514910771AF9Ca656af840dff83E8264EcF986CA/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2 0.003,0x514910771AF9Ca656af840dff83E8264EcF986CA/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,uniswap_v3,3000,0.003,0xa6Cc3C2531FdaA6Ae1A3CA84c2855806728693e8,,0x514910771AF9Ca656af840dff83E8264EcF986CA,0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,18,18,4,LINK,WETH,,,,,,,60,uniswap_v3,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,2,uniswap_v3,0xa6Cc3C2531FdaA6Ae1A3CA84c2855806728693e8,1312731411619255420525571,7101396323681156262130,"[4,0,]","[['liquidity'],['unlocked', 'feeProtocol', 'observationCardinalityNext', 'observationCardinality', 'observationIndex', 'tick', 'sqrtPriceX96']]",,,,,,,1456862313731161106039763,"uint128",6362445213301469813433370622,"uint160",-50441,"int24",85,"uint16",180,"uint16",180,"uint16",0,"uint8",True,bool
+,,0,pancakeswap_v3 0x6B175474E89094C44Da98b954EedeAC495271d0F/0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48 0.0001,0x6B175474E89094C44Da98b954EedeAC495271d0F/0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48,pancakeswap_v3,100,0.0001,0xD9e497BD8f491fE163b42A62c296FB54CaEA74B7,,0x6B175474E89094C44Da98b954EedeAC495271d0F,0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48,18,6,10,DAI,USDC,0,0,0,0,0,0,1,pancakeswap_v3,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,3,pancakeswap_v3,0xD9e497BD8f491fE163b42A62c296FB54CaEA74B7,13653990890660798693042,135975525713,"[4,0,1,]","[['liquidity'],['observationCardinalityNext', 'observationCardinality', 'observationIndex', 'tick', 'sqrtPriceX96'],['unlocked', 'feeProtocol']]",,,,,,,1275240832730323472063,"uint128",79228147574959555694268,"uint160",-276325,"int24",0,"uint16",1,"uint16",1,"uint16",216272100,"uint32",True,bool
+,,0,pancakeswap_v2 0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2 0.0025,0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,pancakeswap_v2,2500,0.0025,0x4AB6702B3Ed3877e9b1f203f90cbEF13d663B0e8,,0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599,0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,8,18,9,WBTC,WETH,0,0,0,,,,,pancakeswap_v2,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,1,pancakeswap_v2,0x4AB6702B3Ed3877e9b1f203f90cbEF13d663B0e8,421419304,78852853048776778963,"[8,]","[['blockTimestampLast','reserve1','reserve0'],]",,uint32,421419304,uint112,78852853048776778963,uint112,,,,,,,,,,,,,,,,
+,,0,uniswap_v3 0x6B175474E89094C44Da98b954EedeAC495271d0F/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2 0.0005,0x6B175474E89094C44Da98b954EedeAC495271d0F/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,uniswap_v3,500,0.0005,0x60594a405d53811d3BC4766596EFD80fd545A270,,0x6B175474E89094C44Da98b954EedeAC495271d0F,0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2,18,18,4,DAI,WETH,,,,,,,10,uniswap_v3,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,3,uniswap_v3,0x60594a405d53811d3BC4766596EFD80fd545A270,2850299295281281234085971,1147049345011454055669,"[4,0,]","[['liquidity'],['unlocked', 'feeProtocol', 'observationCardinalityNext', 'observationCardinality', 'observationIndex', 'tick', 'sqrtPriceX96']]",,,,,,,451613902936689743409876,"uint128",1659826732499374354385938036,"uint160",-77317,"int24",110,"uint16",180,"uint16",180,"uint16",0,"uint8",True,bool