From 974ef86b79e144ade29a815f5e99be598b530cef Mon Sep 17 00:00:00 2001 From: Samuel Laferriere Date: Wed, 26 Jan 2022 18:02:18 -0500 Subject: [PATCH] Fixed KNC-ETH pool bug --- README.md | 14 + abis/IUniswapV2Pair.json | 653 +++++++++++++++++++++++++++++++++++++++ block-watcher.js | 28 +- 3 files changed, 688 insertions(+), 7 deletions(-) create mode 100644 abis/IUniswapV2Pair.json diff --git a/README.md b/README.md index 87e9032..bc348ae 100644 --- a/README.md +++ b/README.md @@ -32,6 +32,20 @@ To Run: `node server.js` +You should see: +``` +Component ETH Value: 0.07154760509663481 +DFP Index Price: 0.0735540174582905168 +Percentage Price Difference: 2.765527119996483701 +finished getting data for block: 14084065 ..... + + +Component ETH Value: 0.07154760509663481 +DFP Index Price: 0.0735540174582905168 +Percentage Price Difference: 2.765527119996483701 +finished getting data for block: 14084066 ..... +``` + ## DPI ARBITRAGE BOT SMART CONTRACT DISCLAIMER 1.) Use at your own risk; no particular outcome is guaranteed. The smart contract is currently UNAUDITED and provided as-is in the spirit of transparency and decentralization. So make sure you review and understand the code, and please only use the arb bot if you appreciate the risks and uncertainty inherent in transacting with value on Ethereum, including the volatility of gas and asset prices and the possibility (and implications) of competition for block space. diff --git a/abis/IUniswapV2Pair.json b/abis/IUniswapV2Pair.json new file mode 100644 index 0000000..c2a4e51 --- /dev/null +++ b/abis/IUniswapV2Pair.json @@ -0,0 +1,653 @@ +[ + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "owner", + "type": "address" + }, + { + "indexed": true, + "internalType": "address", + "name": "spender", + "type": "address" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "value", + "type": "uint256" + } + ], + "name": "Approval", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "sender", + "type": "address" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount0", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount1", + "type": "uint256" + }, + { + "indexed": true, + "internalType": "address", + "name": "to", + "type": "address" + } + ], + "name": "Burn", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "sender", + "type": "address" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount0", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount1", + "type": "uint256" + } + ], + "name": "Mint", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "sender", + "type": "address" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount0In", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount1In", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount0Out", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount1Out", + "type": "uint256" + }, + { + "indexed": true, + "internalType": "address", + "name": "to", + "type": "address" + } + ], + "name": "Swap", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "uint112", + "name": "reserve0", + "type": "uint112" + }, + { + "indexed": false, + "internalType": "uint112", + "name": "reserve1", + "type": "uint112" + } + ], + "name": "Sync", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "from", + "type": "address" + }, + { + "indexed": true, + "internalType": "address", + "name": "to", + "type": "address" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "value", + "type": "uint256" + } + ], + "name": "Transfer", + "type": "event" + }, + { + "inputs": [], + "name": "DOMAIN_SEPARATOR", + "outputs": [ + { + "internalType": "bytes32", + "name": "", + "type": "bytes32" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "MINIMUM_LIQUIDITY", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "stateMutability": "pure", + "type": "function" + }, + { + "inputs": [], + "name": "PERMIT_TYPEHASH", + "outputs": [ + { + "internalType": "bytes32", + "name": "", + "type": "bytes32" + } + ], + "stateMutability": "pure", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "owner", + "type": "address" + }, + { + "internalType": "address", + "name": "spender", + "type": "address" + } + ], + "name": "allowance", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "spender", + "type": "address" + }, + { + "internalType": "uint256", + "name": "value", + "type": "uint256" + } + ], + "name": "approve", + "outputs": [ + { + "internalType": "bool", + "name": "", + "type": "bool" + } + ], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "owner", + "type": "address" + } + ], + "name": "balanceOf", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "to", + "type": "address" + } + ], + "name": "burn", + "outputs": [ + { + "internalType": "uint256", + "name": "amount0", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "amount1", + "type": "uint256" + } + ], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [], + "name": "decimals", + "outputs": [ + { + "internalType": "uint8", + "name": "", + "type": "uint8" + } + ], + "stateMutability": "pure", + "type": "function" + }, + { + "inputs": [], + "name": "factory", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "getReserves", + "outputs": [ + { + "internalType": "uint112", + "name": "reserve0", + "type": "uint112" + }, + { + "internalType": "uint112", + "name": "reserve1", + "type": "uint112" + }, + { + "internalType": "uint32", + "name": "blockTimestampLast", + "type": "uint32" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + }, + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "name": "initialize", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [], + "name": "kLast", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "to", + "type": "address" + } + ], + "name": "mint", + "outputs": [ + { + "internalType": "uint256", + "name": "liquidity", + "type": "uint256" + } + ], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [], + "name": "name", + "outputs": [ + { + "internalType": "string", + "name": "", + "type": "string" + } + ], + "stateMutability": "pure", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "owner", + "type": "address" + } + ], + "name": "nonces", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "owner", + "type": "address" + }, + { + "internalType": "address", + "name": "spender", + "type": "address" + }, + { + "internalType": "uint256", + "name": "value", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "deadline", + "type": "uint256" + }, + { + "internalType": "uint8", + "name": "v", + "type": "uint8" + }, + { + "internalType": "bytes32", + "name": "r", + "type": "bytes32" + }, + { + "internalType": "bytes32", + "name": "s", + "type": "bytes32" + } + ], + "name": "permit", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [], + "name": "price0CumulativeLast", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "price1CumulativeLast", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "to", + "type": "address" + } + ], + "name": "skim", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "uint256", + "name": "amount0Out", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "amount1Out", + "type": "uint256" + }, + { + "internalType": "address", + "name": "to", + "type": "address" + }, + { + "internalType": "bytes", + "name": "data", + "type": "bytes" + } + ], + "name": "swap", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [], + "name": "symbol", + "outputs": [ + { + "internalType": "string", + "name": "", + "type": "string" + } + ], + "stateMutability": "pure", + "type": "function" + }, + { + "inputs": [], + "name": "sync", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [], + "name": "token0", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "token1", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "totalSupply", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "to", + "type": "address" + }, + { + "internalType": "uint256", + "name": "value", + "type": "uint256" + } + ], + "name": "transfer", + "outputs": [ + { + "internalType": "bool", + "name": "", + "type": "bool" + } + ], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "from", + "type": "address" + }, + { + "internalType": "address", + "name": "to", + "type": "address" + }, + { + "internalType": "uint256", + "name": "value", + "type": "uint256" + } + ], + "name": "transferFrom", + "outputs": [ + { + "internalType": "bool", + "name": "", + "type": "bool" + } + ], + "stateMutability": "nonpayable", + "type": "function" + } + ] \ No newline at end of file diff --git a/block-watcher.js b/block-watcher.js index e9ceaad..93d4d8a 100644 --- a/block-watcher.js +++ b/block-watcher.js @@ -4,6 +4,7 @@ const ethers = require("ethers"); const axios = require("axios"); const SetTokenAbi = require("./abis/SetToken.json"); const ERC20Abi = require("./abis/erc20.json"); +const IUniswapV2PairAbi = require("./abis/IUniswapV2Pair.json") const DFPIndexTradeAbi = require("./abis/DFPIndexTrade.json"); const { @@ -17,6 +18,7 @@ const { TradeType, } = require("@uniswap/sdk"); const { resolveProperties } = require("ethers/lib/utils"); +const { Pair } = require("@uniswap/sdk"); let lastArbitrageDate; async function checkPositions(web3) { @@ -35,13 +37,25 @@ async function checkPositions(web3) { for (let position of positions) { let erc20 = new web3.eth.Contract(ERC20Abi, position.component); let decimals = await erc20.methods.decimals().call(); - + let uniToken = new Token(ChainId.MAINNET, position.component, decimals); - let pair = await Fetcher.fetchPairData( - uniToken, - WETH[uniToken.chainId], - provider - ); + let pair ; + if (position.component === "0xdeFA4e8a7bcBA345F687a2f1456F5Edd9CE97202") { + // uniswap sdk fetcher returns the wrong address for the KNC-ETH pool... + // so we have to construct the pair by hand, using the correct pool address + const pool = new web3.eth.Contract(IUniswapV2PairAbi, "0xf49C43Ae0fAf37217bDcB00DF478cF793eDd6687") + const reserves = await pool.methods.getReserves().call(); + pair = new Pair( + new TokenAmount(WETH[ChainId.MAINNET], reserves.reserve0), + new TokenAmount(uniToken, reserves.reserve1) + ) + } else { + pair = await Fetcher.fetchPairData( + uniToken, + WETH[uniToken.chainId], + provider + ); + } let route = new Route([pair], uniToken); let returnAmount = new Big(position.unit).times( @@ -49,7 +63,7 @@ async function checkPositions(web3) { ); ethSum = ethSum.plus(returnAmount); } - console.log(`Component ETH Value: ${ethSum.toFixed(0)}`); + console.log(`Component ETH Value: ${ethSum.toFixed(0)/1e18}`); let dfpIndexToken = new Token( ChainId.MAINNET, process.env.DFP_INDEX_ADDRESS,