Merge pull request #647 from bancorprotocol/pool_finder_period

Fix the pool-finder-period handling

fastlane_bot/data/abi.py

@@ -169,10 +169,8 @@
         "type": "function",
         "name": "getPair",
         "stateMutability": "view",
-        "constant": True,
         "inputs": [{"internalType": "address", "name": "", "type": "address"}, {"internalType": "address", "name": "", "type": "address"}],
-        "outputs": [{"internalType": "address", "name": "", "type": "address"}],
-        "payable": False,
+        "outputs": [{"internalType": "address", "name": "", "type": "address"}]
     }
 ]
 
@@ -207,9 +205,9 @@
         "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}]
     },
     {
+        "type": "function",
         "name": "getPool",
         "stateMutability": "view",
-        "type": "function",
         "inputs": [{"internalType": "address", "name": "tokenA", "type": "address"}, {"internalType": "address", "name": "tokenB", "type": "address"}, {"internalType": "bool", "name": "stable", "type": "bool"}],
         "outputs": [{"internalType": "address", "name": "", "type": "address"}],
     }
@@ -256,9 +254,7 @@
         "type": "function",
         "name": "getPair",
         "stateMutability": "view",
-        "inputs": [{"internalType": "address", "name": "", "type": "address"},
-                   {"internalType": "address", "name": "", "type": "address"},
-                   {"internalType": "bool", "name": "", "type": "bool"}],
+        "inputs": [{"internalType": "address", "name": "", "type": "address"}, {"internalType": "address", "name": "", "type": "address"}, {"internalType": "bool", "name": "", "type": "bool"}],
         "outputs": [{"internalType": "address", "name": "", "type": "address"}]
     }
 ]

fastlane_bot/events/exchanges/balancer.py

@@ -16,7 +16,6 @@
 
 from web3.contract import Contract
 
-from fastlane_bot.config.multicaller import MultiCaller
 from fastlane_bot.data.abi import BALANCER_VAULT_ABI, BALANCER_POOL_ABI_V1
 from ..exchanges.base import Exchange
 from ..pools.base import Pool
@@ -90,8 +89,5 @@ async def get_tkn_n(self, address: str, contract: Contract, event: Any, index: i
         token_balances = pool_balances[1]
         return token_balances[index]
 
-    def get_pool_with_multicall(self, mc: MultiCaller, addr1, addr2):
-        """
-        This function is unused for Carbon.
-        """
-        raise NotImplementedError
+    def get_pool_func_call(self, addr1, addr2):
+        raise NotImplementedError

fastlane_bot/events/exchanges/bancor_pol.py

@@ -16,7 +16,6 @@
 
 from web3.contract import Contract
 
-from fastlane_bot.config.multicaller import MultiCaller
 from fastlane_bot.data.abi import BANCOR_POL_ABI
 from fastlane_bot import Config
 from ..exchanges.base import Exchange
@@ -52,7 +51,7 @@ def get_events(self, contract: Contract) -> List[Type[Contract]]:
     def get_subscriptions(self, contract: Contract) -> List[Subscription]:
         return [
             Subscription(contract.events.TokenTraded),
-            Subscription(contract.events.TradingEnabled),
+            Subscription(contract.events.TradingEnabled, "0xae3f48c001771f8e9868e24d47b9e4295b06b1d78072acf96f167074aa3fab64"),
         ]
 
     async def get_fee(self, address: str, contract: Contract) -> Tuple[str, float]:
@@ -64,12 +63,6 @@ async def get_tkn0(self, address: str, contract: Contract, event: Event) -> str:
     async def get_tkn1(self, address: str, contract: Contract, event: Event) -> str:
         return self.ETH_ADDRESS if event.args["token"] not in self.ETH_ADDRESS else self.BNT_ADDRESS
 
-    def get_pool_with_multicall(self, mc: MultiCaller, addr1, addr2):
-        """
-        This function is unused for Carbon.
-        """
-        raise NotImplementedError
-
     def save_strategy(
         self,
         token: str,
@@ -112,3 +105,6 @@ def save_strategy(
             cid=cid,
             block_number=block_number,
         )
+
+    def get_pool_func_call(self, addr1, addr2):
+        raise NotImplementedError

fastlane_bot/events/exchanges/bancor_v2.py

@@ -12,12 +12,10 @@
 Licensed under MIT.
 """
 from dataclasses import dataclass
-from typing import List, Type, Tuple, Any
+from typing import List, Type, Tuple
 
-from web3 import AsyncWeb3
 from web3.contract import Contract, AsyncContract
 
-from fastlane_bot.config.multicaller import MultiCaller
 from fastlane_bot.data.abi import BANCOR_V2_CONVERTER_ABI
 from ..exchanges.base import Exchange
 from ..pools.base import Pool
@@ -79,8 +77,5 @@ async def get_tkn1(self, address: str, contract: Contract, event: Event) -> str:
     async def get_anchor(self, contract: Contract) -> str:
         return await contract.caller.anchor()
 
-    def get_pool_with_multicall(self, mc: MultiCaller, addr1, addr2):
-        """
-        This function is unused for Carbon.
-        """
-        raise NotImplementedError
+    def get_pool_func_call(self, addr1, addr2):
+        raise NotImplementedError

fastlane_bot/events/exchanges/bancor_v3.py

@@ -12,19 +12,19 @@
 Licensed under MIT.
 """
 from dataclasses import dataclass
-from typing import List, Type, Tuple, Any
+from typing import List, Type, Tuple
 
 from web3.contract import Contract
 
-from fastlane_bot.config.multicaller import MultiCaller
 from fastlane_bot.data.abi import BANCOR_V3_POOL_COLLECTION_ABI
 from ..exchanges.base import Exchange
 from ..pools.base import Pool
 from ..interfaces.event import Event
 from ..interfaces.subscription import Subscription
 
 
-LIQUIDITY_UPDATED_TOPIC = "0x6e96dc5343d067ec486a9920e0304c3610ed05c65e45cc029d9b9fe7ecfa7620"
+TRADING_LIQUIDITY_UPDATED_TOPIC = "0x6e96dc5343d067ec486a9920e0304c3610ed05c65e45cc029d9b9fe7ecfa7620"
+TOTAL_LIQUIDITY_UPDATED_TOPIC = "0x85a03952f50b8c00b32a521c32094023b64ef0b6d4511f423d44c480a62cb145"
 
 
 @dataclass
@@ -51,7 +51,10 @@ def get_events(self, contract: Contract) -> List[Type[Contract]]:
         return [contract.events.TradingLiquidityUpdated]
 
     def get_subscriptions(self, contract: Contract) -> List[Subscription]:
-        return [Subscription(contract.events.TradingLiquidityUpdated, LIQUIDITY_UPDATED_TOPIC)]
+        return [
+            Subscription(contract.events.TradingLiquidityUpdated, TRADING_LIQUIDITY_UPDATED_TOPIC),
+            # Subscription(contract.events.TotalLiquidityUpdated, TOTAL_LIQUIDITY_UPDATED_TOPIC),  # Unused
+        ]
 
     async def get_fee(self, address: str, contract: Contract) -> Tuple[str, float]:
         return "0.000", 0.000
@@ -66,8 +69,5 @@ async def get_tkn1(self, address: str, contract: Contract, event: Event) -> str:
             else event.args["tkn_address"]
         )
 
-    def get_pool_with_multicall(self, mc: MultiCaller, addr1, addr2):
-        """
-        This function is unused for Carbon.
-        """
-        raise NotImplementedError
+    def get_pool_func_call(self, addr1, addr2):
+        raise NotImplementedError

fastlane_bot/events/exchanges/base.py

@@ -17,7 +17,6 @@
 from web3.contract import Contract, AsyncContract
 
 from fastlane_bot.config.constants import CARBON_V1_NAME
-from fastlane_bot.config.multicaller import MultiCaller
 from ..pools.base import Pool
 from ..interfaces.subscription import Subscription
 
@@ -125,10 +124,7 @@ async def get_fee(address: str, contract: AsyncContract) -> float:
         pass
 
     @abstractmethod
-    def get_pool_with_multicall(self, mc: MultiCaller, addr1, addr2, *args):
-        """
-        Returns the Factory contract function used to fetch liquidity pools.
-        """
+    def get_pool_func_call(self, addr1, addr2, *args, **kwargs):
         ...
 
     @staticmethod

fastlane_bot/events/exchanges/carbon_v1.py

@@ -17,7 +17,6 @@
 from fastlane_bot import Config
 from web3.contract import Contract
 
-from fastlane_bot.config.multicaller import MultiCaller
 from fastlane_bot.data.abi import CARBON_CONTROLLER_ABI
 from ..exchanges.base import Exchange
 from ..pools.base import Pool
@@ -246,8 +245,5 @@ def save_strategy(
             block_number=block_number,
         )
 
-    def get_pool_with_multicall(self, mc: MultiCaller, addr1, addr2):
-        """
-        This function is unused for Carbon.
-        """
-        raise NotImplementedError
+    def get_pool_func_call(self, addr1, addr2):
+        raise NotImplementedError

fastlane_bot/events/exchanges/solidly_v2/__init__.py

@@ -1,4 +1,4 @@
-from ..base import Exchange
+from .base import SolidlyV2 as SolidlyV2Base
 from .velocimeter_v2 import VelocimeterV2
 from .equalizer_v2 import EqualizerV2
 from .velodrome_v2 import VelodromeV2
@@ -9,7 +9,7 @@
 from .xfai_v0 import XFaiV2
 
 
-class SolidlyV2(Exchange):
+class SolidlyV2(SolidlyV2Base):
     def __new__(cls, **kwargs):
         return {
             "velocimeter_v2": VelocimeterV2,

fastlane_bot/events/exchanges/solidly_v2/base.py

@@ -17,7 +17,6 @@
 
 from web3.contract import Contract, AsyncContract
 
-from fastlane_bot.config.multicaller import MultiCaller
 from fastlane_bot.data.abi import SOLIDLY_V2_POOL_ABI
 from fastlane_bot.events.exchanges.base import Exchange
 from ...exchanges.base import Exchange
@@ -63,8 +62,8 @@ async def get_tkn0(self, address: str, contract: Contract, event: Any) -> str:
     async def get_tkn1(self, address: str, contract: Contract, event: Any) -> str:
         return await contract.caller.token1()
 
-    def get_pool_with_multicall(self, mc: MultiCaller, addr1, addr2):
-        mc.add_call(self.factory_contract.functions.getPair, addr1, addr2, True)
+    def get_pool_func_call(self, addr1, addr2):
+        return self.factory_contract.functions.getPair(addr1, addr2, False)
 
     @property
     @abstractmethod

fastlane_bot/events/exchanges/solidly_v2/velodrome_v2.py

@@ -3,7 +3,6 @@
 
 from web3.contract import AsyncContract
 
-from fastlane_bot.config.multicaller import MultiCaller
 from fastlane_bot.data.abi import SOLIDLY_V2_FACTORY_ABI
 from .base import SolidlyV2
 
@@ -19,5 +18,5 @@ async def get_fee(self, address: str, contract: AsyncContract) -> Tuple[str, flo
         fee_float = float(fee) / 10 ** 4
         return str(fee_float), fee_float
 
-    def get_pool_with_multicall(self, mc: MultiCaller, addr1, addr2):
-        mc.add_call(self.factory_contract.functions.getPool, addr1, addr2, True)
+    def get_pool_func_call(self, addr1, addr2):
+        return self.factory_contract.functions.getPool(addr1, addr2, False)

fastlane_bot/events/exchanges/solidly_v2/xfai_v0.py

@@ -3,7 +3,6 @@
 
 from web3.contract import Contract, AsyncContract
 
-from fastlane_bot.config.multicaller import MultiCaller
 from fastlane_bot.data.abi import XFAI_V0_POOL_ABI, XFAI_V0_FACTORY_ABI
 from .base import SolidlyV2
 
@@ -30,5 +29,5 @@ async def get_fee(self, address: str, contract: AsyncContract) -> Tuple[str, flo
         fee_float = float(fee) / 10 ** 4
         return str(fee_float), fee_float
 
-    def get_pool_with_multicall(self, mc: MultiCaller, addr1, addr2):
-        mc.add_call(self.factory_contract.functions.getPool, addr1)
+    def get_pool_func_call(self, addr1, addr2):
+        return self.factory_contract.functions.getPool(addr1)

fastlane_bot/events/exchanges/uniswap_v2.py

@@ -16,7 +16,6 @@
 
 from web3.contract import Contract, AsyncContract
 
-from fastlane_bot.config.multicaller import MultiCaller
 from fastlane_bot.data.abi import UNISWAP_V2_POOL_ABI, UNISWAP_V2_FACTORY_ABI
 from ..exchanges.base import Exchange
 from ..pools.base import Pool
@@ -64,5 +63,5 @@ async def get_tkn0(address: str, contract: AsyncContract, event: Any) -> str:
     async def get_tkn1(address: str, contract: AsyncContract, event: Any) -> str:
         return await contract.caller.token1()
 
-    def get_pool_with_multicall(self, mc: MultiCaller, addr1, addr2):
-        mc.add_call(self.factory_contract.functions.getPair, addr1, addr2)
+    def get_pool_func_call(self, addr1, addr2):
+        return self.factory_contract.functions.getPair(addr1, addr2)

fastlane_bot/events/exchanges/uniswap_v3.py

@@ -14,10 +14,9 @@
 from dataclasses import dataclass
 from typing import List, Type, Tuple, Any
 
-from web3.contract import Contract, AsyncContract
+from web3.contract import Contract
 
 from fastlane_bot.config.constants import AGNI_V3_NAME, PANCAKESWAP_V3_NAME, FUSIONX_V3_NAME, ECHODEX_V3_NAME, SECTA_V3_NAME
-from fastlane_bot.config.multicaller import MultiCaller
 from fastlane_bot.data.abi import UNISWAP_V3_POOL_ABI, UNISWAP_V3_FACTORY_ABI, PANCAKESWAP_V3_POOL_ABI
 from ..exchanges.base import Exchange
 from ..pools.base import Pool
@@ -61,5 +60,5 @@ async def get_tkn0(self, address: str, contract: Contract, event: Any) -> str:
     async def get_tkn1(self, address: str, contract: Contract, event: Any) -> str:
         return await contract.caller.token1()
 
-    def get_pool_with_multicall(self, mc: MultiCaller, addr1, addr2, fee):
-        mc.add_call(self.factory_contract.functions.getPool, addr1, addr2, fee)
+    def get_pool_func_call(self, addr1, addr2, fee):
+        return self.factory_contract.functions.getPool(addr1, addr2, fee)

fastlane_bot/pool_finder.py

@@ -61,7 +61,7 @@ def get_pools_for_unsupported_pairs(self, pools: List[Dict[str, Any]], arb_mode:
                                       _find_unsupported_pairs, and _find_unsupported_triangles methods.
 
         Returns:
-            Dict: Returns a dictionary with pools sorted into different exchange types (Uni V2 forks, Uni V3 forks,
+            Dict: Returns a list of dictionaries with pools sorted into different exchange types (Uni V2 forks, Uni V3 forks,
                   and Solidly V2 forks), each associated with their specific supporting pools based on the unsupported
                   configurations identified.
         """
@@ -73,30 +73,7 @@ def get_pools_for_unsupported_pairs(self, pools: List[Dict[str, Any]], arb_mode:
             unsupported_pairs = PoolFinder._find_unsupported_triangles(self._flashloan_tokens, carbon_pairs=carbon_pairs, external_pairs=other_pairs)
         else:
             unsupported_pairs = PoolFinder._find_unsupported_pairs(self._flashloan_tokens, carbon_pairs=carbon_pairs, external_pairs=other_pairs)
-        missing_pools = self._find_pools(unsupported_pairs)
-        return missing_pools[UNISWAP_V2_NAME], missing_pools[UNISWAP_V3_NAME], missing_pools[SOLIDLY_V2_NAME]
 
-
-    def _find_pools(self, unsupported_pairs: List[Tuple]) -> Dict[str, List[str]]:
-        """
-            Collects pool addresses for each exchange, based on a set of unsupported token pairs
-            and flashloan tokens. The function constructs pairs of tokens from unsupported_pairs with each
-            flashloan token and retrieves pool data via multicall. It filters out invalid addresses.
-
-            Args:
-                unsupported_pairs (List[Tuple]): A list of tuples, where each tuple contains two token addresses.
-                flashloan_tokens (List[str]): A list of token addresses available for flashloans.
-
-            Returns:
-                Dict[str, List[str]]: A list of dictionaries, where each dictionary maps an exchange's name
-                                            to a list of valid pool addresses (i.e., non-zero addresses) obtained
-                                            from the multicall across all generated pairs.
-
-            Raises:
-                Exception: An exception could be raised from the multicall operation depending on the
-                           implementation specifics of the multicall context manager or the exchange's
-                           get_pool_with_multicall method if it encounters a problem.
-            """
         pairs = [(tkn, token) for pair in unsupported_pairs for tkn in pair for token in self._flashloan_tokens]
         chunk_size = 400
         # Create the list of chunks
@@ -105,21 +82,20 @@ def _find_pools(self, unsupported_pairs: List[Tuple]) -> Dict[str, List[str]]:
 
         for exchange in self._exchanges:
             for pair_chunk in chunked_pairs:
-                mc = MultiCaller(contract=exchange.factory_contract, web3=self._web3, multicall_address=self._multicall_address)
+                mc = MultiCaller(self._web3, self._multicall_address)
                 for pair in pair_chunk:
                     if exchange.base_exchange_name in [UNISWAP_V2_NAME, SOLIDLY_V2_NAME]:
-                        exchange.get_pool_with_multicall(mc, pair[0], pair[1])
+                        mc.add_call(exchange.get_pool_func_call(pair[0], pair[1]))
                     elif exchange.base_exchange_name == UNISWAP_V3_NAME:
                         for fee in self._uni_v3_fee_tiers[exchange.exchange_name]:
-                            exchange.get_pool_with_multicall(mc, pair[0], pair[1], fee)
-                response = mc.multicall()
-                result[exchange.base_exchange_name] = {
-                    mc.web3.to_checksum_address(addr): exchange.exchange_name
-                    for addr
-                    in response
-                    if addr != ZERO_ADDRESS
-                }
-        return result
+                            mc.add_call(exchange.get_pool_func_call(pair[0], pair[1], fee))
+                addresses = mc.run_calls()
+                result[exchange.base_exchange_name].update({
+                    self._web3.to_checksum_address(address): exchange.exchange_name
+                    for address in addresses if address not in [None, ZERO_ADDRESS]
+                })
+
+        return result[UNISWAP_V2_NAME], result[UNISWAP_V3_NAME], result[SOLIDLY_V2_NAME]
 
 
     def _extract_pairs(self, pools: List[Dict[str, Any]]) -> Tuple[List, set]:

fastlane_bot/tests/conftest.py

@@ -0,0 +1,8 @@
+import pytest
+
+from fastlane_bot import Config
+
+
+@pytest.fixture
+def config():
+    return Config.new(config=Config.CONFIG_MAINNET)