Repository: mev-squad/Atomic-Arbitrage Branch: main Commit: d8f4a0c8d8ea Files: 16 Total size: 133.5 KB Directory structure: gitextract_ieesw2i5/ ├── LICENSE ├── README.md ├── abis/ │ └── factory.json ├── go.mod ├── go.sum ├── main.go ├── math/ │ ├── math.go │ └── math_test.go ├── nucleus/ │ ├── address_compute.go │ ├── nucleus.go │ └── nucleus_test.go ├── rpcClient/ │ ├── config.json │ └── rpcClient.go ├── stateRead/ │ ├── state_read.go │ └── state_read_test.go └── transactions/ └── transactions.go ================================================ FILE CONTENTS ================================================ ================================================ FILE: LICENSE ================================================ GNU GENERAL PUBLIC LICENSE Version 3, 29 June 2007 Copyright (C) 2007 Free Software Foundation, Inc. Everyone is permitted to copy and distribute verbatim copies of this license document, but changing it is not allowed. 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But first, please read . ================================================ FILE: README.md ================================================ # Atomic Arbitrage Atomic Arbitrage is a base example of a bare implementation of an arbitrage bot. Written in Go based off an old example bot. Starting with UNI V2 arbs before moving onto UNI v3, Balancer, and Curve arbitrage. ## Contributing? Just tackle a To-Do task and submit a PR, ideally once done I can make some Github actions to test speed and determine if PRs actually improve efficiency. Also if you have design/architecture improvements file and issue and I will start on them, not sure how to make public right away so starting with a conceptually simple bot then gradually evolve it over time. ## To - do - [ ] - Re-write flash-swap to Yul+ instead of Solidity - [ ] - Build out an example test environment (hopefully in Foundry cramming in Yul+ via FFI and yul-log) - [ ] - Clean up code structure - [x] - Move off hardcoded pairs from json, use event listening with Geth to reconstruct an in-memory db of all pairs for each exchange. (Recreate from factory logs at cold boot) (credit @mempooler) - [ ] - GraphQL interface instead of relying on JSON-RPC (although this can also be skipped by just moving straight to Geth) - [ ] - Fuzzing Tests with Go 1.18beta2 - [ ] - Better transaction signing and construction (ie call uniswap call() first then direct it to the arb contract rather than having a contract call it first) - [ ] - e2e tests and timing - [ ] - Detect more swaps than just swapExactTokensForTokens (or just use a better method to detect arb opportunities, and dive into the mempool) - [x] - Organize Code from flat repo, and fix a lot of code-style issues (credit @0xKitsune) - [ ] - Goroutine stuff - [ ] - Remove interfaces in favor of generics where possible? (I think Generics are faster?) - [ ] - Transactions is also mostly unfinished and un optimized in any way - [ ] - Has also occured to me file names may need to be changed to be more inline with what they actually do ## Go Notes Some good talks if you are bored, if you want to learn how to make your Go code run faster. - [Go perfbook](https://github.com/dgryski/go-perfbook) excellent for building an optimization routine - [Fixing Go Garbage Collection Issues](https://www.youtube.com/watch?v=NS1hmEWv4Ac) - [Understanding the Go Scheduler before you abuse goroutines](https://www.youtube.com/watch?v=YHRO5WQGh0k) - [Same thing with Channels](https://www.youtube.com/watch?v=KBZlN0izeiY) - [Very in depth look at Goroutines](https://www.youtube.com/watch?v=4CrL3Ygh7S0) - [Understanding Go memory allocation](https://www.youtube.com/watch?v=3CR4UNMK_Is) - [Wise words](https://go-proverbs.github.io/) ================================================ FILE: abis/factory.json ================================================ [ { "anonymous": false, "inputs": [ { "indexed": true, "internalType": "address", "name": "token0", "type": "address" }, { "indexed": true, "internalType": "address", "name": "token1", "type": "address" }, { "indexed": false, "internalType": "address", "name": "pair", "type": "address" }, { "indexed": false, "internalType": "uint256", "name": "", "type": "uint256" } ], "name": "PairCreated", "type": "event" } ] ================================================ FILE: go.mod ================================================ module Nucleus go 1.18 require ( github.com/0xKitsune/go-web3 v0.0.0-20211210201204-8abe5b140ddd github.com/ethereum/go-ethereum v1.10.13 github.com/holiman/uint256 v1.2.0 github.com/ybbus/jsonrpc/v2 v2.1.6 ) require ( github.com/StackExchange/wmi v0.0.0-20180116203802-5d049714c4a6 // indirect github.com/btcsuite/btcd v0.21.0-beta // indirect github.com/btcsuite/btcutil v1.0.2 // indirect github.com/deckarep/golang-set v0.0.0-20180603214616-504e848d77ea // indirect github.com/go-ole/go-ole v1.2.1 // indirect github.com/go-stack/stack v1.8.0 // indirect github.com/gorilla/websocket v1.4.2 // indirect github.com/klauspost/compress v1.4.1 // indirect github.com/klauspost/cpuid v1.2.0 // indirect github.com/mitchellh/mapstructure v1.4.1 // indirect github.com/shirou/gopsutil v3.21.4-0.20210419000835-c7a38de76ee5+incompatible // indirect github.com/tklauser/go-sysconf v0.3.5 // indirect github.com/tklauser/numcpus v0.2.2 // indirect github.com/tyler-smith/go-bip39 v1.1.0 // indirect github.com/umbracle/fastrlp v0.0.0-20210128110402-41364ca56ca8 // indirect github.com/valyala/bytebufferpool v1.0.0 // indirect github.com/valyala/fasthttp v1.4.0 // indirect github.com/valyala/fastjson v1.6.3 // indirect golang.org/x/crypto v0.0.0-20210921155107-089bfa567519 // indirect golang.org/x/sys v0.0.0-20211105183446-c75c47738b0c // indirect gopkg.in/natefinch/npipe.v2 v2.0.0-20160621034901-c1b8fa8bdcce // indirect ) 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google.golang.org/protobuf v0.0.0-20200221191635-4d8936d0db64/go.mod h1:kwYJMbMJ01Woi6D6+Kah6886xMZcty6N08ah7+eCXa0= google.golang.org/protobuf v0.0.0-20200228230310-ab0ca4ff8a60/go.mod h1:cfTl7dwQJ+fmap5saPgwCLgHXTUD7jkjRqWcaiX5VyM= google.golang.org/protobuf v1.20.1-0.20200309200217-e05f789c0967/go.mod h1:A+miEFZTKqfCUM6K7xSMQL9OKL/b6hQv+e19PK+JZNE= google.golang.org/protobuf v1.21.0/go.mod h1:47Nbq4nVaFHyn7ilMalzfO3qCViNmqZ2kzikPIcrTAo= google.golang.org/protobuf v1.23.0/go.mod h1:EGpADcykh3NcUnDUJcl1+ZksZNG86OlYog2l/sGQquU= gopkg.in/airbrake/gobrake.v2 v2.0.9/go.mod h1:/h5ZAUhDkGaJfjzjKLSjv6zCL6O0LLBxU4K+aSYdM/U= gopkg.in/alecthomas/kingpin.v2 v2.2.6/go.mod h1:FMv+mEhP44yOT+4EoQTLFTRgOQ1FBLkstjWtayDeSgw= gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c/go.mod h1:JHkPIbrfpd72SG/EVd6muEfDQjcINNoR0C8j2r3qZ4Q= gopkg.in/errgo.v2 v2.1.0/go.mod h1:hNsd1EY+bozCKY1Ytp96fpM3vjJbqLJn88ws8XvfDNI= gopkg.in/fsnotify.v1 v1.4.7/go.mod h1:Tz8NjZHkW78fSQdbUxIjBTcgA1z1m8ZHf0WmKUhAMys= gopkg.in/gemnasium/logrus-airbrake-hook.v2 v2.1.2/go.mod h1:Xk6kEKp8OKb+X14hQBKWaSkCsqBpgog8nAV2xsGOxlo= gopkg.in/natefinch/npipe.v2 v2.0.0-20160621034901-c1b8fa8bdcce h1:+JknDZhAj8YMt7GC73Ei8pv4MzjDUNPHgQWJdtMAaDU= gopkg.in/natefinch/npipe.v2 v2.0.0-20160621034901-c1b8fa8bdcce/go.mod h1:5AcXVHNjg+BDxry382+8OKon8SEWiKktQR07RKPsv1c= gopkg.in/olebedev/go-duktape.v3 v3.0.0-20200619000410-60c24ae608a6/go.mod h1:uAJfkITjFhyEEuUfm7bsmCZRbW5WRq8s9EY8HZ6hCns= gopkg.in/tomb.v1 v1.0.0-20141024135613-dd632973f1e7/go.mod h1:dt/ZhP58zS4L8KSrWDmTeBkI65Dw0HsyUHuEVlX15mw= gopkg.in/urfave/cli.v1 v1.20.0 h1:NdAVW6RYxDif9DhDHaAortIu956m2c0v+09AZBPTbE0= gopkg.in/urfave/cli.v1 v1.20.0/go.mod h1:vuBzUtMdQeixQj8LVd+/98pzhxNGQoyuPBlsXHOQNO0= gopkg.in/yaml.v2 v2.2.1/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= gopkg.in/yaml.v2 v2.2.3/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= gopkg.in/yaml.v2 v2.2.4/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= gopkg.in/yaml.v2 v2.2.8/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= gopkg.in/yaml.v2 v2.3.0/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= gopkg.in/yaml.v2 v2.4.0 h1:D8xgwECY7CYvx+Y2n4sBz93Jn9JRvxdiyyo8CTfuKaY= gopkg.in/yaml.v2 v2.4.0/go.mod h1:RDklbk79AGWmwhnvt/jBztapEOGDOx6ZbXqjP6csGnQ= gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c h1:dUUwHk2QECo/6vqA44rthZ8ie2QXMNeKRTHCNY2nXvo= gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= gotest.tools v2.2.0+incompatible/go.mod h1:DsYFclhRJ6vuDpmuTbkuFWG+y2sxOXAzmJt81HFBacw= honnef.co/go/tools v0.0.0-20190102054323-c2f93a96b099/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4= honnef.co/go/tools v0.0.0-20190106161140-3f1c8253044a/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4= honnef.co/go/tools v0.0.0-20190418001031-e561f6794a2a/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4= honnef.co/go/tools v0.0.0-20190523083050-ea95bdfd59fc/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4= honnef.co/go/tools v0.0.1-2019.2.3/go.mod h1:a3bituU0lyd329TUQxRnasdCoJDkEUEAqEt0JzvZhAg= honnef.co/go/tools v0.1.3/go.mod h1:NgwopIslSNH47DimFoV78dnkksY2EFtX0ajyb3K/las= rsc.io/binaryregexp v0.2.0/go.mod h1:qTv7/COck+e2FymRvadv62gMdZztPaShugOCi3I+8D8= rsc.io/pdf v0.1.1/go.mod h1:n8OzWcQ6Sp37PL01nO98y4iUCRdTGarVfzxY20ICaU4= ================================================ FILE: main.go ================================================ package main import ( "Nucleus/nucleus" "Nucleus/rpcClient" "Nucleus/stateRead" "fmt" "time" ) func main() { //Initialize the rpcClient rpcClient.Initialize("./rpcClient/config.json") //sync pairs fmt.Println("loading pairs...") start := time.Now() quickToSushi, err := nucleus.LoadQuickToSushi() if err != nil { fmt.Println(err) return } //log time elapsed to sync pairs elapsed := time.Since(start) fmt.Printf("loaded %d pairs in %v\n", len(quickToSushi), elapsed) //search for arb opportunities for { currentBlock, blockNumber := stateRead.DownloadBlock("latest") fmt.Println(blockNumber) DetectedOpportunities := nucleus.SearchBlock(currentBlock) fmt.Println(DetectedOpportunities) } } ================================================ FILE: math/math.go ================================================ package math import ( "errors" "fmt" "github.com/holiman/uint256" ) func FullMul(x *uint256.Int, y *uint256.Int) (uint256.Int, uint256.Int) { var mm uint256.Int maxUint, _ := uint256.FromHex("0xffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff") mm.MulMod(x, y, maxUint) var l uint256.Int l.Mul(x, y) var h uint256.Int h.Sub(&mm, &l) if mm.Cmp(&l) == -1 { One := uint256.NewInt(1) h.Sub(&h, One) } return l, h } func FullDiv(l *uint256.Int, h *uint256.Int, d *uint256.Int) uint256.Int { One := new(uint256.Int) One.SetUint64(1) Two := new(uint256.Int) Two.SetUint64(2) var pow2 uint256.Int var negatedD uint256.Int negatedD.Neg(d) pow2.And(d, &negatedD) // d /= pow2; d.Div(d, &pow2) // l /= pow2; l.Div(l, &pow2) //h * ((-pow2) / pow2 + 1) negatedPow2 := new(uint256.Int) negatedPow2.Neg(&pow2) pow2One := new(uint256.Int) pow2One.Add(&pow2, One) Quo := new(uint256.Int) Quo.Div(negatedPow2, &pow2) fmt.Println("important value -> ", h) QuoOne := new(uint256.Int) QuoOne.Add(Quo, One) AddToL := new(uint256.Int) AddToL.Mul(h, QuoOne) l.Add(l, AddToL) // r = 1 r := new(uint256.Int) r.SetUint64(1) intermediaryNumber := new(uint256.Int) intermediaryNumber2 := new(uint256.Int) for index := 0; index < 8; index++ { //r *= 2 - d * r; intermediaryNumber.Mul(d, r) intermediaryNumber2.Sub(Two, intermediaryNumber) r.Mul(r, intermediaryNumber2) } returnValue := new(uint256.Int) returnValue.Mul(l, r) return *returnValue } func MulDiv(x uint256.Int, y uint256.Int, d uint256.Int) (uint256.Int, error) { l, h := FullMul(&x, &y) mm := new(uint256.Int) mm.MulMod(&x, &y, &d) if mm.Gt(&l) { One := uint256.NewInt(1) h.Sub(&h, One) } l.Sub(&l, mm) Zero := uint256.NewInt(0) returnValue := new(uint256.Int) if h.Eq(Zero) { return *returnValue.Div(&l, &d), nil } if h.Lt(&d) { fmt.Println(d, " > ", h) return *Zero, errors.New("FULLMATH: Overflow") } return FullDiv(&l, &h, &d), nil } func BabylonianSqrt(x *uint256.Int) uint256.Int { Zero := new(uint256.Int) Zero.SetUint64(0) if x.Eq(Zero) { return *Zero } var xx uint256.Int = *x r := new(uint256.Int) r.SetUint64(1) CompareNumber, _ := uint256.FromHex("0x100000000000000000000000000000000") if xx.Cmp(CompareNumber) == 1 || xx.Cmp(CompareNumber) == 0 { xx.Rsh(&xx, 128) r.Lsh(r, 64) } CompareNumber1, _ := uint256.FromHex("0x10000000000000000") if xx.Cmp(CompareNumber1) == 1 || xx.Cmp(CompareNumber1) == 0 { xx.Rsh(&xx, 64) r.Lsh(r, 32) } CompareNumber2, _ := uint256.FromHex("0x100000000") if xx.Cmp(CompareNumber2) == 1 || xx.Cmp(CompareNumber2) == 0 { xx.Rsh(&xx, 32) r.Lsh(r, 16) } CompareNumber3, _ := uint256.FromHex("0x10000") if xx.Cmp(CompareNumber3) == 1 || xx.Cmp(CompareNumber3) == 0 { xx.Rsh(&xx, 16) r.Lsh(r, 8) } CompareNumber4, _ := uint256.FromHex("0x100") if xx.Cmp(CompareNumber4) == 1 || xx.Cmp(CompareNumber4) == 0 { xx.Rsh(&xx, 8) r.Lsh(r, 4) } CompareNumber5, _ := uint256.FromHex("0x10") if xx.Cmp(CompareNumber5) == 1 || xx.Cmp(CompareNumber5) == 0 { xx.Rsh(&xx, 4) r.Lsh(r, 2) } CompareNumber6, _ := uint256.FromHex("0x8") if xx.Cmp(CompareNumber6) == 1 || xx.Cmp(CompareNumber6) == 0 { r.Lsh(r, 1) } intermediaryNumber := new(uint256.Int) // 7 Iterations should be fine for accuracy for index := 0; index < 8; index++ { intermediaryNumber.Div(x, r) r.Add(r, intermediaryNumber) r.Rsh(r, 1) } r1 := new(uint256.Int) r1.Div(x, r) if r.Lt(r1) { return *r } return *r1 } func ComputeProfitMaximizingTrade(truePriceTokenA uint256.Int, truePriceTokenB uint256.Int, reserveA uint256.Int, reserveB uint256.Int) (bool, *uint256.Int) { Zero := new(uint256.Int) Zero.SetUint64(0) intermediaryNumber3, err := MulDiv(reserveA, truePriceTokenB, reserveB) var aToB bool = intermediaryNumber3.Lt(&truePriceTokenA) if err != nil { fmt.Println(err, "1") return aToB, Zero } invariant := new(uint256.Int) invariant.Mul(&reserveA, &reserveB) var inputTokenOne *uint256.Int if aToB { inputTokenOne = &truePriceTokenA } else { inputTokenOne = &truePriceTokenB } var inputTokenTwo *uint256.Int if aToB { inputTokenTwo = &truePriceTokenB } else { inputTokenTwo = &truePriceTokenA } OneThousand := new(uint256.Int) OneThousand.SetUint64(1000) NineNineSeven := new(uint256.Int) NineNineSeven.SetUint64(997) Value2 := new(uint256.Int) Square, err := MulDiv( *invariant.Mul(invariant, OneThousand), *inputTokenOne, *Value2.Mul(inputTokenTwo, NineNineSeven), ) if err != nil { fmt.Println(err, "2") fmt.Println(truePriceTokenA.String(), truePriceTokenB.String(), reserveA.String(), reserveB.String()) return aToB, Zero } var leftSide uint256.Int = BabylonianSqrt(&Square) rightSide := new(uint256.Int) if aToB { rightSide.Mul(&reserveA, OneThousand) rightSide.Div(rightSide, NineNineSeven) } else { rightSide.Mul(&reserveB, OneThousand) rightSide.Div(rightSide, NineNineSeven) } if leftSide.Lt(rightSide) { return aToB, Zero } var amountIn uint256.Int amountIn.Sub(&leftSide, rightSide) return aToB, &amountIn } ================================================ FILE: math/math_test.go ================================================ package math import ( "fmt" "math" "math/big" "math/rand" "sync" "testing" "time" "github.com/holiman/uint256" ) func TestFullMul(t *testing.T) { z := uint256.NewInt(100) y := uint256.NewInt(1000) expectedResult := uint256.NewInt(100000) expectedResult2 := uint256.NewInt(0) result1, result2 := FullMul(z, y) if !result1.Eq(expectedResult) { t.Errorf("Multiplication was incorrect, got: %d, want: %d.", result1, expectedResult) } if !result2.Eq(expectedResult2) { t.Errorf("expectedResult was incorrect, got: %d, want: %d.", result2, expectedResult2) } } func TestFullDiv(t *testing.T) { expectedResult1, _ := uint256.FromHex("0x55555555555555555555555555555555555555555555555555555555555555FC") z := uint256.NewInt(1000) y := uint256.NewInt(100) x := uint256.NewInt(6) var result uint256.Int = FullDiv(z, y, x) if !result.Eq(expectedResult1) { t.Errorf("Division was incorrect, got: %d, want: %d.", result, expectedResult1) } } func TestMulDiv(t *testing.T) { var testCases [][]uint64 = [][]uint64{{500000, 600000, 100, 3000000000}, {70000, 6000, 1000, 420000}} for index := 0; index < len(testCases)-1; index++ { testCase := testCases[index] result, err := MulDiv(*uint256.NewInt(testCase[0]), *uint256.NewInt(testCase[1]), *uint256.NewInt(testCase[2])) if err != nil { t.Errorf("MULDIV Exited with : %d", err) } if !result.Eq(uint256.NewInt(testCase[3])) { t.Errorf("Division was incorrect, got: %d, want: %d.", result, testCase[2]) } } } func TestBabylonianSqrt(t *testing.T) { y := uint256.NewInt(50000) expectedResult := uint256.NewInt(223) result := BabylonianSqrt(y) if !expectedResult.Eq(&result) { t.Errorf("Square Root was incorrect, got: %d, want: %d.", result, expectedResult) } } func TestComputeProfitMaximizingTrade(t *testing.T) { //generate random tests for 1 mil iterations iterations := 1000000 sliceOfRandomTests := generateSliceOfRandomTests(iterations) //init the waitgroup var WaitGroup sync.WaitGroup //start the timer and begin the speed test start := time.Now() for i := 0; i < iterations-1; i++ { randomIntTest := sliceOfRandomTests[i] go wrapper(randomIntTest[0], randomIntTest[1], randomIntTest[2], randomIntTest[3], &WaitGroup) } //wait for all go routines to finish WaitGroup.Wait() elapsed := time.Since(start) fmt.Println("Time elapsed", elapsed) } func generateSliceOfRandomTests(iterations int) [][]*uint256.Int { fmt.Println("Generating Random Numbers...") sliceOfRandomTests := &[][]*uint256.Int{} for i := 0; i < iterations; i++ { generateRandomInts(sliceOfRandomTests, iterations, i) } return *sliceOfRandomTests } func generateRandomInts(sliceOfRandomTests *[][]*uint256.Int, iterations int, i int) { randomInts := []*uint256.Int{} for j := 0; j < 4; j++ { randomInt := rand.Int63n(10000) * 1000 randomUint256, _ := uint256.FromBig(big.NewInt(randomInt)) multiplierBigInt := big.NewInt(int64(math.Pow(10, 15))) multiplier256, _ := uint256.FromBig(multiplierBigInt) randomUint256 = randomUint256.Mul(randomUint256, multiplier256) randomInts = append(randomInts, randomUint256) } // fmt.Println(randomInts) *sliceOfRandomTests = append(*sliceOfRandomTests, randomInts) } func wrapper(sReserve0 *uint256.Int, sReserve1 *uint256.Int, uReserve0 *uint256.Int, uReserve1 *uint256.Int, wg *sync.WaitGroup) { wg.Add(1) // computeProfitMaximizingTrade(sReserve0,sReserve1,uReserve0,uReserve1) // 50000, 3000,50000, 100000 ComputeProfitMaximizingTrade(*sReserve0, *sReserve1, *uReserve0, *uReserve1) // if !aToB { // fmt.Println("aToB was incorrectly identified") // } // expectedResult := uint256.NewInt(238959) // if !Number.Eq(expectedResult) { // fmt.Printf("Input was incorrect, got: %d, want: %d.\n", Number, expectedResult) // } wg.Done() } ================================================ FILE: nucleus/address_compute.go ================================================ package nucleus import ( "Nucleus/stateRead" "encoding/hex" "strings" sha3 "github.com/ethereum/go-ethereum/crypto" "github.com/holiman/uint256" ) func SortTokens(token0 string, token1 string) (string, string) { // Returns the tokens sorted, but with less safety checks than the sol version token0Number, _ := uint256.FromHex("0x" + stateRead.RemoveLeadingZeros(token0[2:])) // Sanitation so it doesn't break on 0x00 addresses token1Number, _ := uint256.FromHex("0x" + stateRead.RemoveLeadingZeros(token1[2:])) if token0Number.Lt(token1Number) { return token0, token1 } else { return token1, token0 } } func CalculatePairAddress(tokenA string, tokenB string) string { token0, token1 := SortTokens(tokenA, tokenB) /* The next few lines are replicating this clusterfuck pair = address(uint(keccak256(abi.encodePacked( hex'ff', 0x5C69bEe701ef814a2B6a3EDD4B1652CB9cc5aA6f, keccak256(abi.encodePacked(token0, token1)), hex'96e8ac4277198ff8b6f785478aa9a39f403cb768dd02cbee326c3e7da348845f' // init code hash )))); */ hash := sha3.NewKeccakState() hash.Write(decodeHex((token0 + token1[2:])[2:])) var buf []byte buf = hash.Sum(nil) // Works up to here ZeroOneHash := hex.EncodeToString(buf) var hashInput string = "ff" + "5757371414417b8C6CAad45bAeF941aBc7d3Ab32" + ZeroOneHash + "96e8ac4277198ff8b6f785478aa9a39f403cb768dd02cbee326c3e7da348845f" hashInput = strings.ToLower(hashInput) finalHash := sha3.NewKeccakState() var buf2 []byte finalHash.Write(decodeHex(hashInput)) buf2 = finalHash.Sum(nil) // Uint Conversion tempUint, _ := uint256.FromHex("0x" + stateRead.RemoveLeadingZeros(hex.EncodeToString(buf2))) addressBytes := tempUint.Bytes20() byteArray := []byte{ addressBytes[0], addressBytes[1], addressBytes[2], addressBytes[3], addressBytes[4], addressBytes[5], addressBytes[6], addressBytes[7], addressBytes[8], addressBytes[9], addressBytes[10], addressBytes[11], addressBytes[12], addressBytes[13], addressBytes[14], addressBytes[15], addressBytes[16], addressBytes[17], addressBytes[18], addressBytes[19]} encodedString := hex.EncodeToString(byteArray) return "0x" + encodedString } func decodeHex(s string) []byte { b, err := hex.DecodeString(s) if err != nil { panic(err) } return b } ================================================ FILE: nucleus/nucleus.go ================================================ package nucleus import ( "Nucleus/math" "Nucleus/rpcClient" "Nucleus/stateRead" "bytes" "context" "fmt" "io/ioutil" "math/big" "strconv" "strings" "sync" "github.com/ethereum/go-ethereum" "github.com/ethereum/go-ethereum/accounts/abi" "github.com/ethereum/go-ethereum/common" "github.com/ethereum/go-ethereum/ethclient" "github.com/holiman/uint256" ) var QuickToSushi map[string]string const ABIS_DIR = "abis" const QUICK_FACTORY_ADDRESS = "0x5757371414417b8C6CAad45bAeF941aBc7d3Ab32" const SUSHI_FACTORY_ADDRESS = "0xc35DADB65012eC5796536bD9864eD8773aBc74C4" type Config struct { HttpURL string WebSocketURL string } type ArbitrageOpportunity struct { AmountIn *uint256.Int // [3]uint64 poolAddress string AtoB bool } // read ABIs from abis folder func readABIs() (map[string]abi.ABI, error) { files, err := ioutil.ReadDir(ABIS_DIR) if err != nil { return nil, err } abis := make(map[string]abi.ABI) for _, fileInfo := range files { name := fileInfo.Name() file, err := ioutil.ReadFile(ABIS_DIR + "/" + name) if err != nil { return nil, err } _abi, err := abi.JSON(strings.NewReader(string(file))) if err != nil { return nil, err } abiName := name[:len(name)-5] abis[abiName] = _abi } return abis, nil } // call contract method func callContract(client *ethclient.Client, to *common.Address, ABI abi.ABI, method string, args ...interface{}) ([]interface{}, error) { data, err := ABI.Pack(method, args...) if err != nil { return []interface{}{}, err } msg := ethereum.CallMsg{To: to, Data: data} data, err = client.CallContract(context.Background(), msg, nil) if err != nil { return []interface{}{}, err } values, err := ABI.Unpack(method, data) if err != nil { return []interface{}{}, err } return values, nil } // compare addresses func compareAddresses(a common.Address, b common.Address) int { return bytes.Compare(a.Bytes(), b.Bytes()) } func LoadQuickToSushi() (map[string]string, error) { quickFactoryAddress := common.HexToAddress(QUICK_FACTORY_ADDRESS) sushiFactoryAddress := common.HexToAddress(SUSHI_FACTORY_ADDRESS) // read ABIs abis, err := readABIs() if err != nil { return nil, err } // get block number blockNumber, err := rpcClient.WSClient.BlockNumber(context.Background()) if err != nil { return nil, err } // get PairCreated logs // batch to avoid errors event := abis["Factory"].Events["PairCreated"] query := ethereum.FilterQuery{ Addresses: []common.Address{quickFactoryAddress, sushiFactoryAddress}, Topics: [][]common.Hash{[]common.Hash{event.ID}}, } batchSize := uint64(1000000) var wg sync.WaitGroup var quickPairsMu sync.Mutex quickPairs := make(map[common.Address]map[common.Address]common.Address) var sushiPairsMu sync.Mutex sushiPairs := make(map[common.Address]map[common.Address]common.Address) for i := uint64(0); i <= blockNumber; i += batchSize { i := i wg.Add(1) go func() { defer wg.Done() query := query query.FromBlock = new(big.Int).SetUint64(i) query.ToBlock = new(big.Int).SetUint64(i + batchSize - 1) logs, err := rpcClient.WSClient.FilterLogs(context.Background(), query) if err != nil { fmt.Println(err) return } for _, vLog := range logs { // get factory address factoryAddress := vLog.Address // get pair address data, err := event.Inputs.Unpack(vLog.Data) if err != nil { fmt.Println(err) continue } pairAddress := data[0].(common.Address) // get token addresses token0Address := common.HexToAddress(vLog.Topics[1].Hex()) token1Address := common.HexToAddress(vLog.Topics[2].Hex()) // store pair if compareAddresses(factoryAddress, quickFactoryAddress) == 0 { quickPairsMu.Lock() if _, ok := quickPairs[token0Address]; !ok { quickPairs[token0Address] = make(map[common.Address]common.Address) } quickPairs[token0Address][token1Address] = pairAddress quickPairsMu.Unlock() } else if compareAddresses(factoryAddress, sushiFactoryAddress) == 0 { sushiPairsMu.Lock() if _, ok := sushiPairs[token0Address]; !ok { sushiPairs[token0Address] = make(map[common.Address]common.Address) } sushiPairs[token0Address][token1Address] = pairAddress sushiPairsMu.Unlock() } else { fmt.Println("?") continue } } }() } wg.Wait() quickToSushi := make(map[string]string) for token0Address := range quickPairs { for token1Address := range quickPairs[token0Address] { quick := quickPairs[token0Address][token1Address] sushi, ok := sushiPairs[token0Address][token1Address] if !ok { sushi = quick } quickToSushi[strings.ToLower(quick.String())] = sushi.String() } } return quickToSushi, nil } func SearchBlock(block []interface{}) []ArbitrageOpportunity { var ArbitrageOpportunities []ArbitrageOpportunity // Go routine for each tx is too slow because 90% of transactions // don't require more than one check, Pareto principle states 20% // of the transactions will consume 80% of runtime, so we only // need to parallelize that 20% of transactions for index := 0; index < len(block); index++ { tx := block[index].(map[string]interface{}) to := tx["to"] // handle contract creations if to == nil { continue } // Checks for calls to the Quickswap Router if to.(string) == "0xa5e0829caced8ffdd4de3c43696c57f7d7a678ff" { senderData := tx["input"] pathLength := ParsePathLength(senderData.(string)) // Cap of 30 is set to stop arbitraging of arbitrage // Otherwise wastes time checking 30 pools guranteed to // explicitly not have an opportunity if pathLength > 0 && pathLength < 30 { if senderData.(string)[:10] == "0x38ed1739" { ArbitrageOpportunities = findSwapExactTokensForTokens(senderData.(string), pathLength) } } } } return ArbitrageOpportunities } func GetAffectedAddresses(inputData string, pathLength uint64) []string { affectedAddresses := make([]string, pathLength) for index := 0; index < int(pathLength); index++ { startNumber := 394 + (64 * index) endNumber := startNumber + 64 affectedAddresses[index] = "0x" + (inputData[startNumber:endNumber])[24:] } return affectedAddresses } func ParsePathLength(tokenRoutePath string) uint64 { if len(tokenRoutePath) > 400 { pathLength := tokenRoutePath[330:394] hexPathLength := "0x" + stateRead.RemoveLeadingZeros(pathLength) hexPathLength = strings.Replace(hexPathLength, "0x", "", -1) n, _ := strconv.ParseUint(hexPathLength, 16, 64) return n } else { return 0 } } func findSwapExactTokensForTokens(inputData string, pathLength uint64) []ArbitrageOpportunity { changedAdddresses := GetAffectedAddresses(inputData, pathLength) var ArbitrageOpportunities []ArbitrageOpportunity // Next it's time to calculate some pair addresses for index := 0; index < len(changedAdddresses)-1; index++ { token0 := changedAdddresses[index] token1 := changedAdddresses[index+1] poolAddress := CalculatePairAddress(token0, token1) sushiAddress := QuickToSushi[poolAddress] if sushiAddress != "" { pool0Reseve0, pool0Reseve1 := stateRead.GetReserves(poolAddress) pool1Reseve0, pool1Reseve1 := stateRead.GetReserves(sushiAddress) aToB, result := math.ComputeProfitMaximizingTrade(pool0Reseve0, pool0Reseve1, pool1Reseve0, pool1Reseve1) ArbitrageOpportunities = append(ArbitrageOpportunities, ArbitrageOpportunity{result, poolAddress, aToB}) } } return ArbitrageOpportunities } ================================================ FILE: nucleus/nucleus_test.go ================================================ package nucleus import ( "Nucleus/rpcClient" "Nucleus/stateRead" "fmt" "testing" "time" ) var DetectedOpportunities []ArbitrageOpportunity func TestEndToEnd(t *testing.T) { // initialize rpcClient rpcClient.Initialize("../rpcClient/config.json") start := time.Now() currentBlock, _ := stateRead.DownloadBlock("latest") DetectedOpportunities = SearchBlock(currentBlock) elapsed := time.Since(start) fmt.Println(elapsed) } func BenchmarkEndtoEnd(b *testing.B) { // initialize rpcClient rpcClient.Initialize("../rpcClient/config.json") currentBlock, _ := stateRead.DownloadBlock("latest") DetectedOpportunities = SearchBlock(currentBlock) } ================================================ FILE: rpcClient/config.json ================================================ { "httpUrl": "", "webSocketUrl": "" } ================================================ FILE: rpcClient/rpcClient.go ================================================ package rpcClient import ( "encoding/json" "fmt" "io/ioutil" "github.com/ethereum/go-ethereum/ethclient" "github.com/ybbus/jsonrpc/v2" ) var HTTPClient jsonrpc.RPCClient var WSClient *ethclient.Client var config Config type Config struct { HttpURL string WebSocketURL string } func Initialize(configPath string) { initializeConfig(configPath) initializeHTTPClient() initializeWSClient() } func initializeConfig(filePath string) { //Read in config.json file, err := ioutil.ReadFile(filePath) if err != nil { fmt.Printf("Error when reading config.json: %s\n", err) } //create a new config var newConfig Config json.Unmarshal(file, &newConfig) if err != nil { fmt.Printf("Error when reading unmarshaling config file: %s\n", err) } //initialize the config variable config = newConfig } func initializeHTTPClient() { newHTTPClient := jsonrpc.NewClient(config.HttpURL) HTTPClient = newHTTPClient } func initializeWSClient() { wsClient, err := ethclient.Dial(config.WebSocketURL) if err != nil { fmt.Printf("Error when initializing websocket client: %s\n", err) } WSClient = wsClient } ================================================ FILE: stateRead/state_read.go ================================================ package stateRead import ( "Nucleus/rpcClient" "fmt" "github.com/holiman/uint256" ) func DownloadBlock(blockNumber string) ([]interface{}, string) { result, err := rpcClient.HTTPClient.Call("eth_getBlockByNumber", blockNumber, true) if err != nil { fmt.Println(err) } returnedBlock := result.Result.(map[string]interface{})["number"].(string) txArray := result.Result.(map[string]interface{})["transactions"].([]interface{}) return txArray, returnedBlock } func RemoveLeadingZeros(inputString string) string { for index := 0; index < len(inputString); index++ { // Just return the string as soon as first non zero value is detected if string(inputString[index]) != "0" { return inputString[index:] } } return "" // Value is only zeros } func deriveReservesFromSlot(slot string) (uint256.Int, uint256.Int) { // Yes these names are right, for some reason they are stored in reverse order reserve1, _ := uint256.FromHex("0x" + RemoveLeadingZeros(slot[10:38])) reserve0, _ := uint256.FromHex("0x" + RemoveLeadingZeros(slot[38:66])) return *reserve0, *reserve1 } func GetReserves(pair string) (uint256.Int, uint256.Int) { response, err := rpcClient.HTTPClient.Call("eth_getStorageAt", pair, "0x8", "latest") if err != nil { fmt.Println(err) } reserve0, reserve1 := deriveReservesFromSlot(response.Result.(string)) return reserve0, reserve1 } ================================================ FILE: stateRead/state_read_test.go ================================================ package stateRead import ( "Nucleus/rpcClient" "fmt" "testing" "time" "github.com/holiman/uint256" ) func TestGetReserves(t *testing.T) { // initialize rpcClient rpcClient.Initialize("../rpcClient/config.json") var testCases []string = []string{ "0xE62Ec2e799305E0D367b0Cc3ee2CdA135bF89816", "0x1E67124681b402064CD0ABE8ed1B5c79D2e02f64", "0x2813D43463C374a680f235c428FB1D7f08dE0B69", "0xadbf1854e5883eb8aa7baf50705338739e558e5b", "0xdc9232e2df177d7a12fdff6ecbab114e2231198d", "0x853ee4b2a13f8a742d64c8f088be7ba2131f670d", "0xE62Ec2e799305E0D367b0Cc3ee2CdA135bF89816", "0x1E67124681b402064CD0ABE8ed1B5c79D2e02f64", "0x2813D43463C374a680f235c428FB1D7f08dE0B69", "0xadbf1854e5883eb8aa7baf50705338739e558e5b", "0xdc9232e2df177d7a12fdff6ecbab114e2231198d", "0x853ee4b2a13f8a742d64c8f088be7ba2131f670d", "0xE62Ec2e799305E0D367b0Cc3ee2CdA135bF89816", "0x1E67124681b402064CD0ABE8ed1B5c79D2e02f64", "0x2813D43463C374a680f235c428FB1D7f08dE0B69", "0xadbf1854e5883eb8aa7baf50705338739e558e5b", "0xdc9232e2df177d7a12fdff6ecbab114e2231198d", "0x853ee4b2a13f8a742d64c8f088be7ba2131f670d", } pipe := make(chan [2]uint256.Int, 6) start := time.Now() for index := 0; index < len(testCases)-1; index++ { i := index go func() { reserve0, reserve1 := GetReserves(testCases[i]) pipe <- [2]uint256.Int{reserve0, reserve1} }() } // Wait for routines to finish for index := 0; index < len(testCases)-1; index++ { <-pipe } elapsed := time.Since(start) fmt.Println(elapsed / 18) } func TestDownloadBlock(t *testing.T) { // initialize rpcClient rpcClient.Initialize("../rpcClient/config.json") start := time.Now() DownloadBlock("latest") elapsed := time.Since(start) fmt.Println(elapsed) } ================================================ FILE: transactions/transactions.go ================================================ package main import ( "fmt" "io/ioutil" "os" "github.com/0xKitsune/go-web3" "github.com/0xKitsune/go-web3/abi" "github.com/0xKitsune/go-web3/contract" "github.com/0xKitsune/go-web3/jsonrpc" "github.com/0xKitsune/go-web3/wallet" "github.com/ethereum/go-ethereum/common" "github.com/ethereum/go-ethereum/crypto" "github.com/holiman/uint256" ) // /* Mostly stolen from Unibox */ var chainID = uint64(137) var WalletAddress string = "" var walletKey *wallet.Key = NewWalletKey("") var web3Client *jsonrpc.Client = initializeWeb3Client("") // Alchemy URL here var Arbitrager = "" // Initialize Later initializeSwapContract() // //Returns *wallet.Key which is used to sign transactions func NewWalletKey(privateKey string) *wallet.Key { ecdsaPrivateKey, err := crypto.HexToECDSA(privateKey) if err != nil { fmt.Println(err) return nil } key := wallet.NewKey(ecdsaPrivateKey) return key } // // initialize an instance of the Arbitrage Contract func initializeSwapContract() *contract.Contract { //initialize a web3 address with the uniswap router hex address SwapContract := web3.HexToAddress("0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D") //read in the uniswapRouterV2 abi from file abiBytes, err := ioutil.ReadFile("abi/SwapContract.json") if err != nil { fmt.Println("Error when reading SwapContract ABI.") } //create a new web3 abi abi, err := abi.NewABI(string(abiBytes)) if err != nil { fmt.Println("Error when creating SwapContract ABI", err) os.Exit(1) } contractInstance := contract.NewContract(SwapContract, abi, web3Client) // Wallet is considered to have deployed this contract contractInstance.SetFrom(web3.HexToAddress(WalletAddress)) return contractInstance } func arbitragePools(path []string, aToB bool, amountIn uint256.Int) { } func SwapExactTokensForTokens(amountIn uint, amountOutMin uint, path []common.Address, to common.Address, deadline uint, swapContract *contract.Contract) web3.Hash { txn := swapContract.Txn("swapExactTokensForTokens", amountIn, amountOutMin, path, to, deadline) err := txn.SignAndSend(walletKey, chainID) if err != nil { panic(err) } return txn.Hash } // //initialize web3 http client func initializeWeb3Client(nodeURL string) *jsonrpc.Client { client, err := jsonrpc.NewClient(nodeURL) if err != nil { fmt.Println("Failed to connect to node", err) os.Exit(1) } return client } func log(input string) { go fmt.Println(input) }