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uniswapx_strategy.rs
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uniswapx_strategy.rs
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use super::{
shared::{UniswapXStrategy, WETH_ADDRESS},
types::{Config, OrderStatus, TokenInTokenOut},
};
use crate::collectors::{
block_collector::NewBlock,
uniswapx_order_collector::UniswapXOrder,
uniswapx_route_collector::{OrderBatchData, OrderData, RoutedOrder},
};
use alloy_primitives::Uint;
use anyhow::Result;
use artemis_core::executors::mempool_executor::{GasBidInfo, SubmitTxToMempool};
use artemis_core::types::Strategy;
use async_trait::async_trait;
use bindings_uniswapx::shared_types::SignedOrder;
use ethers::{
providers::Middleware,
types::{Address, Bytes, Filter, U256},
utils::hex,
};
use std::error::Error;
use std::str::FromStr;
use std::sync::Arc;
use std::{collections::HashMap, fmt::Debug};
use tokio::sync::mpsc::{Receiver, Sender};
use tracing::{error, info};
use uniswapx_rs::order::{Order, OrderResolution, V2DutchOrder};
use super::types::{Action, Event};
const BLOCK_TIME: u64 = 12;
const DONE_EXPIRY: u64 = 300;
const REACTOR_ADDRESS: &str = "0x00000011F84B9aa48e5f8aA8B9897600006289Be";
#[derive(Debug)]
#[allow(dead_code)]
pub struct UniswapXUniswapFill<M> {
/// Ethers client.
client: Arc<M>,
/// executor address
executor_address: String,
/// Amount of profits to bid in gas
bid_percentage: u64,
last_block_number: u64,
last_block_timestamp: u64,
// map of open order hashes to order data
open_orders: HashMap<String, OrderData>,
// map of done order hashes to time at which we can safely prune them
done_orders: HashMap<String, u64>,
batch_sender: Sender<Vec<OrderBatchData>>,
route_receiver: Receiver<RoutedOrder>,
}
impl<M: Middleware + 'static> UniswapXUniswapFill<M> {
pub fn new(
client: Arc<M>,
config: Config,
sender: Sender<Vec<OrderBatchData>>,
receiver: Receiver<RoutedOrder>,
) -> Self {
info!("syncing state");
Self {
client,
executor_address: config.executor_address,
bid_percentage: config.bid_percentage,
last_block_number: 0,
last_block_timestamp: 0,
open_orders: HashMap::new(),
done_orders: HashMap::new(),
batch_sender: sender,
route_receiver: receiver,
}
}
}
#[async_trait]
impl<M: Middleware + 'static> Strategy<Event, Action> for UniswapXUniswapFill<M> {
// In order to sync this strategy, we need to get the current bid for all Sudo pools.
async fn sync_state(&mut self) -> Result<()> {
info!("syncing state");
Ok(())
}
// Process incoming events, seeing if we can arb new orders, and updating the internal state on new blocks.
async fn process_event(&mut self, event: Event) -> Option<Action> {
match event {
Event::UniswapXOrder(order) => self.process_order_event(*order).await,
Event::NewBlock(block) => self.process_new_block_event(block).await,
Event::UniswapXRoute(route) => self.process_new_route(*route).await,
}
}
}
impl<M: Middleware + 'static> UniswapXStrategy<M> for UniswapXUniswapFill<M> {}
impl<M: Middleware + 'static> UniswapXUniswapFill<M> {
fn decode_order(&self, encoded_order: &str) -> Result<V2DutchOrder, Box<dyn Error>> {
let encoded_order = if encoded_order.starts_with("0x") {
&encoded_order[2..]
} else {
encoded_order
};
let order_hex: Vec<u8> = hex::decode(encoded_order)?;
Ok(V2DutchOrder::decode_inner(&order_hex, false)?)
}
// Process new orders as they come in.
async fn process_order_event(&mut self, event: UniswapXOrder) -> Option<Action> {
if self.last_block_timestamp == 0 {
return None;
}
let order = self
.decode_order(&event.encoded_order)
.map_err(|e| error!("failed to decode: {}", e))
.ok()?;
self.update_order_state(order, event.signature, event.order_hash);
None
}
async fn process_new_route(&mut self, event: RoutedOrder) -> Option<Action> {
if event
.request
.orders
.iter()
.any(|o| self.done_orders.contains_key(&o.hash))
{
return None;
}
let OrderBatchData {
// orders,
orders,
amount_out_required,
..
} = &event.request;
if let Some(profit) = self.get_profit_eth(&event) {
info!(
"Sending trade: num trades: {} routed quote: {}, batch needs: {}, profit: {} wei",
orders.len(),
event.route.quote_gas_adjusted,
amount_out_required,
profit
);
let signed_orders = self.get_signed_orders(orders.clone()).ok()?;
return Some(Action::SubmitTx(SubmitTxToMempool {
tx: self
.build_fill(
self.client.clone(),
&self.executor_address,
signed_orders,
event,
)
.await
.ok()?,
gas_bid_info: Some(GasBidInfo {
bid_percentage: self.bid_percentage,
total_profit: profit,
}),
}));
}
None
}
/// Process new block events, updating the internal state.
async fn process_new_block_event(&mut self, event: NewBlock) -> Option<Action> {
self.last_block_number = event.number.as_u64();
self.last_block_timestamp = event.timestamp.as_u64();
info!(
"Processing block {} at {}, Order set sizes -- open: {}, done: {}",
event.number,
event.timestamp,
self.open_orders.len(),
self.done_orders.len()
);
self.handle_fills()
.await
.map_err(|e| error!("Error handling fills {}", e))
.ok()?;
self.update_open_orders();
self.prune_done_orders();
self.batch_sender
.send(self.get_order_batches().values().cloned().collect())
.await
.ok()?;
None
}
/// encode orders into generic signed orders
fn get_signed_orders(&self, orders: Vec<OrderData>) -> Result<Vec<SignedOrder>> {
let mut signed_orders: Vec<SignedOrder> = Vec::new();
for batch in orders.iter() {
match &batch.order {
Order::V2DutchOrder(order) => {
signed_orders.push(SignedOrder {
order: Bytes::from(order.encode_inner()),
sig: Bytes::from_str(&batch.signature)?,
});
}
_ => {
return Err(anyhow::anyhow!("Invalid order type"));
}
}
}
Ok(signed_orders)
}
fn get_order_batches(&self) -> HashMap<TokenInTokenOut, OrderBatchData> {
let mut order_batches: HashMap<TokenInTokenOut, OrderBatchData> = HashMap::new();
// group orders by token in and token out
self.open_orders.iter().for_each(|(_, order_data)| {
let token_in_token_out = TokenInTokenOut {
token_in: order_data.resolved.input.token.clone(),
token_out: order_data.resolved.outputs[0].token.clone(),
};
let amount_in = order_data.resolved.input.amount;
let amount_out = order_data
.resolved
.outputs
.iter()
.fold(Uint::from(0), |sum, output| sum.wrapping_add(output.amount));
// insert new order and update total amount out
if let std::collections::hash_map::Entry::Vacant(e) =
order_batches.entry(token_in_token_out.clone())
{
e.insert(OrderBatchData {
orders: vec![order_data.clone()],
amount_in,
amount_out_required: amount_out,
token_in: order_data.resolved.input.token.clone(),
token_out: order_data.resolved.outputs[0].token.clone(),
});
} else {
let order_batch_data = order_batches.get_mut(&token_in_token_out).unwrap();
order_batch_data.orders.push(order_data.clone());
order_batch_data.amount_in = order_batch_data.amount_in.wrapping_add(amount_in);
order_batch_data.amount_out_required = order_batch_data
.amount_out_required
.wrapping_add(amount_out);
}
});
order_batches
}
async fn handle_fills(&mut self) -> Result<()> {
let reactor_address = REACTOR_ADDRESS.parse::<Address>().unwrap();
let filter = Filter::new()
.select(self.last_block_number)
.address(reactor_address)
.event("Fill(bytes32,address,address,uint256)");
// early return on error
let logs = self.client.get_logs(&filter).await?;
for log in logs {
let order_hash = format!("0x{:x}", log.topics[1]);
// remove from open
info!("Removing filled order {}", order_hash);
self.open_orders.remove(&order_hash);
// add to done
self.done_orders.insert(
order_hash.to_string(),
self.current_timestamp()? + DONE_EXPIRY,
);
}
Ok(())
}
fn prune_done_orders(&mut self) {
let mut to_remove = Vec::new();
for (order_hash, deadline) in self.done_orders.iter() {
if *deadline < self.last_block_timestamp {
to_remove.push(order_hash.clone());
}
}
for order_hash in to_remove {
self.done_orders.remove(&order_hash);
}
}
fn update_open_orders(&mut self) {
// TODO: this is nasty, plz cleanup
let binding = self.open_orders.clone();
let order_hashes: Vec<(&String, &OrderData)> = binding.iter().collect();
for (order_hash, order_data) in order_hashes {
match &order_data.order {
Order::V2DutchOrder(order) => {
self.update_order_state(
order.clone(),
order_data.signature.clone(),
order_hash.clone().to_string(),
);
}
_ => {
error!("Invalid order type");
}
}
}
}
fn mark_as_done(&mut self, order: &str) {
if self.open_orders.contains_key(order) {
self.open_orders.remove(order);
}
if !self.done_orders.contains_key(order) {
self.done_orders
.insert(order.to_string(), self.last_block_timestamp + DONE_EXPIRY);
}
}
fn update_order_state(&mut self, order: V2DutchOrder, signature: String, order_hash: String) {
let resolved = order.resolve(self.last_block_timestamp + BLOCK_TIME);
let order_status: OrderStatus = match resolved {
OrderResolution::Expired => OrderStatus::Done,
OrderResolution::Invalid => OrderStatus::Done,
OrderResolution::Resolved(resolved_order) => OrderStatus::Open(resolved_order),
_ => OrderStatus::Done,
};
match order_status {
OrderStatus::Done => {
self.mark_as_done(&order_hash);
}
OrderStatus::Open(resolved_order) => {
if self.done_orders.contains_key(&order_hash) {
info!("Order already done, skipping: {}", order_hash);
return;
}
if !self.open_orders.contains_key(&order_hash) {
info!("Adding new order {}", order_hash);
}
self.open_orders.insert(
order_hash.clone(),
OrderData {
order: Order::V2DutchOrder(order),
hash: order_hash,
signature,
resolved: resolved_order,
},
);
}
// Noop
_ => {}
}
}
fn get_profit_eth(&self, RoutedOrder { request, route }: &RoutedOrder) -> Option<U256> {
let quote = U256::from_str_radix(&route.quote, 10).ok()?;
let amount_out_required =
U256::from_str_radix(&request.amount_out_required.to_string(), 10).ok()?;
if quote.le(&amount_out_required) {
return None;
}
let profit_quote = quote.saturating_sub(amount_out_required);
if request.token_out.to_lowercase() == WETH_ADDRESS.to_lowercase() {
return Some(profit_quote);
}
let gas_use_eth = U256::from_str_radix(&route.gas_use_estimate, 10)
.ok()?
.saturating_mul(U256::from_str_radix(&route.gas_price_wei, 10).ok()?);
profit_quote
.saturating_mul(gas_use_eth)
.checked_div(U256::from_str_radix(&route.gas_use_estimate_quote, 10).ok()?)
}
}