-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathtest1.js
132 lines (132 loc) · 7.49 KB
/
test1.js
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
"use strict";
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
return new (P || (P = Promise))(function (resolve, reject) {
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
});
};
var __generator = (this && this.__generator) || function (thisArg, body) {
var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
function verb(n) { return function (v) { return step([n, v]); }; }
function step(op) {
if (f) throw new TypeError("Generator is already executing.");
while (g && (g = 0, op[0] && (_ = 0)), _) try {
if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
if (y = 0, t) op = [op[0] & 2, t.value];
switch (op[0]) {
case 0: case 1: t = op; break;
case 4: _.label++; return { value: op[1], done: false };
case 5: _.label++; y = op[1]; op = [0]; continue;
case 7: op = _.ops.pop(); _.trys.pop(); continue;
default:
if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
if (t[2]) _.ops.pop();
_.trys.pop(); continue;
}
op = body.call(thisArg, _);
} catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
}
};
Object.defineProperty(exports, "__esModule", { value: true });
var sdk_1 = require("@balancer-labs/sdk");
function findArbitrageOpportunities() {
return __awaiter(this, void 0, void 0, function () {
var config, balancer, pools, allPools, filteredPools, graph, error_1;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
config = {
network: sdk_1.Network.MAINNET,
rpcUrl: "https://mainnet.infura.io/v3/f5363227615e463db096757712e53f20",
};
balancer = new sdk_1.BalancerSDK(config);
pools = balancer.data.pools;
_a.label = 1;
case 1:
_a.trys.push([1, 4, , 5]);
return [4 /*yield*/, pools.all()];
case 2:
allPools = _a.sent();
filteredPools = allPools.filter(function (pool) { return parseFloat(pool.totalLiquidity) > 100000; });
return [4 /*yield*/, buildTokenGraph(filteredPools, balancer)];
case 3:
graph = _a.sent();
console.log(graph);
return [3 /*break*/, 5];
case 4:
error_1 = _a.sent();
console.error('An error occurred:', error_1);
return [3 /*break*/, 5];
case 5: return [2 /*return*/];
}
});
});
}
function buildTokenGraph(poolfilter, balancer) {
var _a, _b;
return __awaiter(this, void 0, void 0, function () {
var graph, i, pool, tokens, poolId, pool1, j, tokenA, priceTokenA, k, tokenB, priceTokenB, wrtPriceAB, wrtPriceBA, spotPriceAtoB, spotPriceBtoA, tokenPairKey, inverseTokenPairKey;
return __generator(this, function (_c) {
switch (_c.label) {
case 0:
graph = new Map();
i = 0;
_c.label = 1;
case 1:
if (!(i < poolfilter.length)) return [3 /*break*/, 4];
pool = poolfilter[i];
tokens = pool.tokens.map(function (token) { return token.address; });
poolId = pool.id;
return [4 /*yield*/, balancer.pools.find(poolId)];
case 2:
pool1 = _c.sent();
if (!pool1) {
throw new sdk_1.BalancerError(sdk_1.BalancerErrorCode.POOL_DOESNT_EXIST);
}
for (j = 0; j < tokens.length; j++) {
tokenA = tokens[j];
priceTokenA = parseFloat(((_a = pool1.tokens[j].token) === null || _a === void 0 ? void 0 : _a.latestUSDPrice) || '0');
for (k = j + 1; k < tokens.length; k++) {
tokenB = tokens[k];
priceTokenB = parseFloat(((_b = pool1.tokens[k].token) === null || _b === void 0 ? void 0 : _b.latestUSDPrice) || '0');
if (isNaN(priceTokenA) || isNaN(priceTokenB)) {
throw new sdk_1.BalancerError(sdk_1.BalancerErrorCode.MISSING_TOKENS);
}
wrtPriceAB = priceTokenA / priceTokenB;
wrtPriceBA = priceTokenB / priceTokenA;
spotPriceAtoB = wrtPriceAB * (1 + parseFloat(pool1.swapFee));
spotPriceBtoA = wrtPriceBA * (1 + parseFloat(pool1.swapFee));
tokenPairKey = "".concat(tokenA, "_").concat(tokenB);
inverseTokenPairKey = "".concat(tokenB, "_").concat(tokenA);
graph.set(tokenPairKey, spotPriceAtoB);
graph.set(inverseTokenPairKey, spotPriceBtoA);
// console.log('Assigned spotPriceAtoB:', spotPriceAtoB);
//console.log('Assigned spotPriceBtoA:', spotPriceBtoA);
//console.log('graph.get(tokenPairKey):', graph.get(tokenPairKey));
//console.log('graph.get(inverseTokenPairKey):', graph.get(inverseTokenPairKey));
//console.log(graph.get('0xba100000625a3754423978a60c9317c58a424e3d_0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'));
//console.log(graph.get('0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2_0xba100000625a3754423978a60c9317c58a424e3d'));
//console.log(tokenA, tokenB);
//console.log(priceTokenA);
//console.log(priceTokenB);
//console.log(pool1.tokens[k].id )
}
}
_c.label = 3;
case 3:
i++;
return [3 /*break*/, 1];
case 4: return [2 /*return*/, graph];
}
});
});
}
findArbitrageOpportunities();