From b740ec1ec1f280fe6d15c613cb48c45c37add711 Mon Sep 17 00:00:00 2001 From: aquarat Date: Fri, 28 Jun 2024 10:58:24 +0100 Subject: [PATCH 01/11] Improve initial log fetch, add pruning, fix fetch bug --- src/oev-bot.ts | 66 ++++++++++++++++++++++++++++++++++++++++++++++++-- 1 file changed, 64 insertions(+), 2 deletions(-) diff --git a/src/oev-bot.ts b/src/oev-bot.ts index 46d9955..acd426f 100644 --- a/src/oev-bot.ts +++ b/src/oev-bot.ts @@ -50,6 +50,7 @@ import { oevAuctioneerConfig, oTokenAddresses, } from './constants'; +import { log } from 'node:util'; /** * The bot's main coordinator function. @@ -71,8 +72,14 @@ import { * - Persist accounts to watch loop: periodically commit the accounts to watch store to disk */ export const runBot = async () => { + const { logs, lastFetchedBlock } = await getInitialOevNetworkLogs(); + storage.oevNetworkData = { + lastFetchedBlock, + logs, + }; + while (true) { - const startBlock = 0; + const startBlock = storage.oevNetworkData.lastFetchedBlock + 1; const endBlock = await oevNetworkProvider.getBlockNumber(); const logs = await getOevNetworkLogs(startBlock, endBlock); @@ -80,9 +87,13 @@ export const runBot = async () => { storage.oevNetworkData = { lastFetchedBlock: endBlock, - logs, + logs: [...storage.oevNetworkData.logs, ...logs], }; + if (logs.length > 0) { + const prunedLogs = pruneLogs(storage.oevNetworkData.logs); + } + if (storage.targetChainData.lastBlock === targetChainDataInitialBlock) { await expediteActiveBids(); // NOTE: We want to expedite the active bids, so that the bot can start fresh. } @@ -107,6 +118,22 @@ export const runBot = async () => { } }; +export const pruneLogs = (logs: OevNetworkLog[]) => { + const oldestLogEntryTimestamp = Date.now() / 1000 - 25 * 60 * 60; + const possibleOldLog = logs + .map((log, idx) => ({ + ...log, + idx, + })) + .find((log) => log.eventName === 'AwardedBid' && log.awardDetails.timestamp < oldestLogEntryTimestamp); + + if (!possibleOldLog) { + return logs; + } + + return logs.slice(possibleOldLog.idx); +}; + const oevEventTopics = [ oevAuctionHouse.filters.AwardedBid().fragment.topicHash, // Same as ethers.id('AwardedBid(address,bytes32,bytes32,bytes,uint256)') oevAuctionHouse.filters.PlacedBid().fragment.topicHash, // Same as ethers.id('PlacedBid(address,bytes32,bytes32,uint256,uint256,bytes,uint32,uint104,uint104)'), @@ -151,7 +178,42 @@ const decodeOevNetworkLog = (log: ethers.LogDescription): OevNetworkLog => { } }; +const getInitialOevNetworkLogs = async () => { + const allLogs: OevNetworkLog[] = []; + let latestBlock = await oevNetworkProvider.getBlockNumber(); + const networkLatestBlock = latestBlock; + const oldestAllowedTimestamp = Date.now() - 25 * 60 * 60 * 1000; // Auctioneer only considers the last 24 hours + let currentTimestamp = Date.now(); + + console.log(`Doing initial fetch of OEV Network logs`); + while (currentTimestamp > oldestAllowedTimestamp) { + const fromBlock = Math.max(latestBlock - 10_000, 0); + const logs = await oevNetworkProvider.getLogs({ + fromBlock, + toBlock: latestBlock, + address: oevAuctionHouse.getAddress(), + topics: [oevEventTopics, ethers.zeroPadValue(wallet.address, 32), oevAuctioneerConfig.bidTopic], + }); + const decodedLogs = logs.map((log) => decodeOevNetworkLog(oevAuctionHouse.interface.parseLog(log)!)); + allLogs.unshift(...decodedLogs); + + const fromBlockContents = (await oevNetworkProvider.getBlock(fromBlock))!; + currentTimestamp = fromBlockContents.timestamp * 1000; + + latestBlock = fromBlock; + } + + console.log(`Fetched ${allLogs.length} logs, from block ${latestBlock} to ${networkLatestBlock}`); + + return { logs: allLogs, lastFetchedBlock: networkLatestBlock }; +}; + const getOevNetworkLogs = async (startBlock: number, endBlock: number) => { + if (startBlock > endBlock) { + console.info('OEV network logs up to date'); + return []; + } + const allLogs: OevNetworkLog[] = []; while (startBlock < endBlock) { const actualEndBlock = Math.min(startBlock + 10_000, endBlock); From b52f97bd103781c8ba63063093e0cdac26562339 Mon Sep 17 00:00:00 2001 From: aquarat Date: Fri, 28 Jun 2024 11:00:35 +0100 Subject: [PATCH 02/11] Fix --- src/oev-bot.ts | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/src/oev-bot.ts b/src/oev-bot.ts index acd426f..e537a44 100644 --- a/src/oev-bot.ts +++ b/src/oev-bot.ts @@ -50,7 +50,6 @@ import { oevAuctioneerConfig, oTokenAddresses, } from './constants'; -import { log } from 'node:util'; /** * The bot's main coordinator function. @@ -91,7 +90,7 @@ export const runBot = async () => { }; if (logs.length > 0) { - const prunedLogs = pruneLogs(storage.oevNetworkData.logs); + storage.oevNetworkData.logs = pruneLogs(storage.oevNetworkData.logs); } if (storage.targetChainData.lastBlock === targetChainDataInitialBlock) { From 93afe58af73bc80b7aa24b22ded53e1503f9df2a Mon Sep 17 00:00:00 2001 From: aquarat Date: Fri, 28 Jun 2024 14:09:18 +0100 Subject: [PATCH 03/11] Fix deposit function call in utils --- src/cli-utils.ts | 6 +++++- src/commons.ts | 2 +- 2 files changed, 6 insertions(+), 2 deletions(-) diff --git a/src/cli-utils.ts b/src/cli-utils.ts index fb52aaf..592cfb4 100644 --- a/src/cli-utils.ts +++ b/src/cli-utils.ts @@ -64,9 +64,13 @@ const main = async () => { ethToSend: parseEther(ethToSend), }); - const depositTx = await OrbitLiquidator.deposit!({ value: parseEther(ethToSend) }); + const depositTx = await wallet.connect(blastProvider).sendTransaction({ + value: parseEther(ethToSend), + to: await OrbitLiquidator.getAddress(), + }); await depositTx.wait(1); console.info('Deposited', { txHash: depositTx.hash }); + return; } case 'withdraw-all-eth': { diff --git a/src/commons.ts b/src/commons.ts index fc61a0e..d169f0f 100644 --- a/src/commons.ts +++ b/src/commons.ts @@ -42,7 +42,7 @@ export const BORROWER_LOGS_LOOKBACK_BLOCKS = 300; // The number of blocks to loo export const MAX_LOG_RANGE_BLOCKS = 10_000; // The maximum number of blocks to fetch in a single call. export const MIN_RPC_DELAY_MS = 100; // The minimum delay between RPC calls in milliseconds. export const MAX_BORROWER_DETAILS_MULTICALL = 300; // The maximum number of borrowers to fetch details for in a single multicall. -export const MIN_USD_BORROW = parseEther('0.1'); // normally 20 | TODO // The minimum amount of USD that a borrower must have borrowed to be considered for liquidation. +export const MIN_USD_BORROW = 1n; //= parseEther('0.01'); // about 34 USD probably // TODO normally 10 parseEther('0.1'); // normally 20 | TODO // The minimum amount of USD that a borrower must have borrowed to be considered for liquidation. export const REPORT_FULFILLMENT_DELAY_MS = 300_000; export const MAX_COLLATERAL_REPAY_PERCENTAGE = 95; // We leave some buffer to be sure there is enough collateral after the interest accrual. From 7bd4c627a4f8a67e5b36eabf67048ca7ba1875a5 Mon Sep 17 00:00:00 2001 From: Aaron Date: Fri, 28 Jun 2024 15:01:29 +0100 Subject: [PATCH 04/11] Phantom lint --- src/commons.ts | 1 - 1 file changed, 1 deletion(-) diff --git a/src/commons.ts b/src/commons.ts index d169f0f..da6e84e 100644 --- a/src/commons.ts +++ b/src/commons.ts @@ -23,7 +23,6 @@ import { solidityPackedKeccak256, SigningKey, AbiCoder, - parseEther, } from 'ethers'; import { From 020da5ea1d31d1927ff8e6c44b45c5d9a2f42d4f Mon Sep 17 00:00:00 2001 From: Aaron Date: Tue, 2 Jul 2024 10:57:20 +0100 Subject: [PATCH 05/11] Various fixes --- src/accounts-to-watch.ts | 2 +- src/cli-utils.ts | 51 ++++++++++++++++++++++++-- src/constants.ts | 7 ++-- src/oev-bot.ts | 78 +++++++++++++++++++++++++++------------- src/types.ts | 1 - 5 files changed, 106 insertions(+), 33 deletions(-) diff --git a/src/accounts-to-watch.ts b/src/accounts-to-watch.ts index 4140264..f650867 100644 --- a/src/accounts-to-watch.ts +++ b/src/accounts-to-watch.ts @@ -48,7 +48,7 @@ export const getAccountsToWatch = async (startBlockNumber?: number | null) => { // For every borrower we check each of their accounts (from getAccountDetails) and calculate the potential // liquidation profitability. Accounts that are potentially profitable to liquidate are added to accountsToWatch const accountsToWatchBatch = await checkLiquidationPotentialOfAccounts(accountDetails, accountBatch); - accountsToWatch.concat(accountsToWatchBatch); + accountsToWatch.push(...accountsToWatchBatch); } console.info(`Fetched details of ${accountsToWatch.length} accounts with borrowed ETH`); diff --git a/src/cli-utils.ts b/src/cli-utils.ts index 592cfb4..e527f27 100644 --- a/src/cli-utils.ts +++ b/src/cli-utils.ts @@ -1,11 +1,11 @@ import * as fs from 'node:fs'; import { join } from 'node:path'; -import { Contract, ContractFactory, formatEther, Interface, parseEther } from 'ethers'; +import { Contract, ContractFactory, ethers, formatEther, Interface, parseEther } from 'ethers'; -import { blastProvider, oEtherV2, oUsdb, wallet } from './commons'; +import { blastProvider, oEtherV2, oevAuctionHouse, oevNetworkProvider, oUsdb, wallet } from './commons'; import { getOrbitLiquidatorArtifact, OrbitLiquidatorInterface } from './interfaces'; -import { contractAddresses } from './constants'; +import { contractAddresses, oevAuctioneerConfig } from './constants'; const OrbitLiquidatorAddress = contractAddresses.OrbitLiquidator; @@ -73,6 +73,50 @@ const main = async () => { return; } + case 'deposit-oev': { + const ethToSend = process.argv[3]!; + if (!ethToSend) throw new Error('ETH amount to deposit is required (e.g. 0.05)'); + console.info('Depositing ETH to OEV AuctionHouse contract', { + address: await oevAuctionHouse.getAddress(), + ethToSend: parseEther(ethToSend), + }); + + const depositTx = await oevAuctionHouse.connect(wallet.connect(oevNetworkProvider)).deposit({ + value: parseEther(ethToSend), + }); + + await depositTx.wait(1); + console.info('Deposited', { txHash: depositTx.hash }); + + return; + } + case 'initiate-withdraw-oev': { + const initiateWithdrawTx = await oevAuctionHouse.connect(wallet.connect(oevNetworkProvider)).initiateWithdrawal(); + + const fromBlock = await oevNetworkProvider.getBlockNumber(); + console.info('Withdraw initiated - waiting for tx to be mined', { txHash: initiateWithdrawTx.hash }); + const result = await initiateWithdrawTx.wait(1); + const toBlock = await oevNetworkProvider.getBlockNumber(); + + const initiateWithdrawalLogs = await oevNetworkProvider.getLogs({ + fromBlock, + toBlock, + address: oevAuctionHouse.getAddress(), + topics: [[oevAuctionHouse.filters.InitiatedWithdrawal().fragment.topicHash]], + }); + + const earliestWithdrawalResultLog = initiateWithdrawalLogs[0]!.data; + const earliestWithdrawalResultDecodedResult = oevAuctionHouse.interface.decodeEventLog( + 'InitiateWithdrawal', + earliestWithdrawalResultLog + ); + + console.log( + `Earliest withdrawal at ${earliestWithdrawalResultDecodedResult[0]} or ${new Date(Number(earliestWithdrawalResultDecodedResult[0] * 1000n))}` + ); + + return; + } case 'withdraw-all-eth': { console.info('Withdrawing all ETH from OrbitLiquidator contract', { address: await OrbitLiquidator.getAddress(), @@ -83,6 +127,7 @@ const main = async () => { console.info('Withdrew', { txHash: withdrawalTx.hash }); return; } + case 'withdraw-all-tokens': case 'withdraw-all-token': { const tokenAddress = process.argv[3]!; diff --git a/src/constants.ts b/src/constants.ts index c6f08bb..dae7859 100644 --- a/src/constants.ts +++ b/src/constants.ts @@ -2,14 +2,15 @@ import { parseEther } from 'ethers'; export const SAFE_COLLATERAL_BUFFER_PERCENT = 3; +export const SIMULATION_PERCENTAGE = 0.1; + export const contractAddresses = { // Blast network api3OevEthUsdProxy: '0xCBE95Ba8fF327a1E3e6Bdade4C598277450145B3', api3ServerV1: '0x709944a48cAf83535e43471680fDA4905FB3920a', externalMulticallSimulator: '0xb45fe2838F47DCCEe00F635785EAF0c723F742E5', multicall3: '0xcA11bde05977b3631167028862bE2a173976CA11', - OrbitLiquidator: process.env.ETHER_LIQUIDATOR_ADDRESS ?? '0x', - // OrbitLiquidator: '0x66E9CA29cD757E3c7C063163deCDB04feb1fC2bC', + OrbitLiquidator: process.env.ETHER_LIQUIDATOR_ADDRESS!, orbitSpaceStation: '0x1E18C3cb491D908241D0db14b081B51be7B6e652', // OEV network @@ -29,7 +30,7 @@ export const oTokenAddresses = { export const MIN_ETH_BORROW = parseEther('0.01'); -export const MIN_LIQUIDATION_PROFIT_USD = parseEther('0.01'); // NOTE: USD has 18 decimals, same as ETH. +export const MIN_LIQUIDATION_PROFIT_USD = parseEther(process.env.MIN_LIQUIDATION_PROFIT_USD ?? '0.01'); // NOTE: USD has 18 decimals, same as ETH. export const BID_CONDITION = { LTE: 0n, diff --git a/src/oev-bot.ts b/src/oev-bot.ts index e537a44..6eecb5f 100644 --- a/src/oev-bot.ts +++ b/src/oev-bot.ts @@ -1,6 +1,6 @@ import type { AwardedBidEvent } from '@api3/contracts/dist/typechain-types/api3-server-v1/OevAuctionHouse'; import type { TypedEventLog } from '@api3/contracts/dist/typechain-types/common'; -import { Contract, ethers, formatEther } from 'ethers'; +import { Contract, ethers, formatEther, parseEther } from 'ethers'; import { chunk, range, uniq } from 'lodash'; import { getAccountsToWatch } from './accounts-to-watch'; @@ -49,8 +49,24 @@ import { OEV_BID_VALIDITY, oevAuctioneerConfig, oTokenAddresses, + SIMULATION_PERCENTAGE, } from './constants'; +const expediteBid = async (bidId: string, encodedBidDetails: string) => { + try { + console.debug('Expediting bid', { bidId }); + + const tx = await oevAuctionHouse + .connect(wallet.connect(oevNetworkProvider)) + .expediteBidExpirationMaximally(oevAuctioneerConfig.bidTopic, ethers.keccak256(encodedBidDetails)); + await tx.wait(1); + + console.info('Expedited bid', { bidId, txHash: tx.hash }); + } catch (e) { + console.error('Attempt to expedite bid failed', { bidId, e }); + } +}; + /** * The bot's main coordinator function. * @@ -71,11 +87,18 @@ import { * - Persist accounts to watch loop: periodically commit the accounts to watch store to disk */ export const runBot = async () => { - const { logs, lastFetchedBlock } = await getInitialOevNetworkLogs(); - storage.oevNetworkData = { - lastFetchedBlock, - logs, - }; + // If the development.ts file is present, import it + void import('./development'); + + const sleepTime = process.env.MAIN_LOOP_SLEEP_TIME ? parseInt(process.env.MAIN_LOOP_SLEEP_TIME, 10) : 5_000; + + if (storage.oevNetworkData.logs.length === 0) { + const { logs, lastFetchedBlock } = await getInitialOevNetworkLogs(); + storage.oevNetworkData = { + lastFetchedBlock, + logs, + }; + } while (true) { const startBlock = storage.oevNetworkData.lastFetchedBlock + 1; @@ -93,7 +116,7 @@ export const runBot = async () => { storage.oevNetworkData.logs = pruneLogs(storage.oevNetworkData.logs); } - if (storage.targetChainData.lastBlock === targetChainDataInitialBlock) { + if (storage.currentlyActiveBid && storage.targetChainData.lastBlock === targetChainDataInitialBlock) { await expediteActiveBids(); // NOTE: We want to expedite the active bids, so that the bot can start fresh. } @@ -107,13 +130,16 @@ export const runBot = async () => { try { const { currentlyActiveBid } = storage; - if (currentlyActiveBid) return attemptLiquidation(); - await findOevLiquidation(); + if (currentlyActiveBid) { + await attemptLiquidation(); + } else { + await findOevLiquidation(); + } } catch (e) { console.error(`Encountered an error while attempting a liquidation: `, e); } - await sleep(5000); + await sleep(sleepTime); } }; @@ -177,7 +203,7 @@ const decodeOevNetworkLog = (log: ethers.LogDescription): OevNetworkLog => { } }; -const getInitialOevNetworkLogs = async () => { +export const getInitialOevNetworkLogs = async () => { const allLogs: OevNetworkLog[] = []; let latestBlock = await oevNetworkProvider.getBlockNumber(); const networkLatestBlock = latestBlock; @@ -463,7 +489,7 @@ const findOevLiquidation = async () => { // This means that the OEV bot will be on timer to get its bid awarded and to capture the liquidation opportunity. // Higher percentage gives more time the bot, but the downside is the accuracy of profit calculation, because it // assumes the collateral price remains the same from the bid time to the liquidation capture. - const transmutationValue = getPercentageValue(currentEthUsdPrice, 100.2); + const transmutationValue = getPercentageValue(currentEthUsdPrice, 100 + SIMULATION_PERCENTAGE); const ethUsdDapiName = ethers.encodeBytes32String('ETH/USD'); const dapiTransmutationCalls = await getDapiTransmutationCalls( contractAddresses.api3ServerV1, @@ -526,7 +552,7 @@ const findOevLiquidation = async () => { ...dapiTransmutationCalls, { target: contractAddresses.OrbitLiquidator, - data: OrbitLiquidator.interface.encodeFunctionData('getAccountDetails', [borrower, oTokenAddresses.oEtherV2]), + data: OrbitLiquidator.interface.encodeFunctionData('getAccountDetails', [borrower]), }, ]; const returndata = await simulateTransmutationMulticall(externalMulticallSimulator, transmutationCalls); @@ -548,11 +574,14 @@ const findOevLiquidation = async () => { acc.tokenBalance > curr.tokenBalance ? acc : curr ); - const OrbitLiquidatorBalance = await blastProvider.getBalance(contractAddresses.OrbitLiquidator); + const orbitLiquidatorBalance = await blastProvider.getBalance(contractAddresses.OrbitLiquidator); const maxBorrowRepay = min( - (ethBorrowAsset.borrowBalance * (closeFactor as bigint)) / 10n ** 18n, - OrbitLiquidatorBalance, - getPercentageValue(maxTokenBalanceAsset.tokenBalance, MAX_COLLATERAL_REPAY_PERCENTAGE) // NOTE: We leave some buffer to be sure there is enough collateral after the interest accrual. + (((ethBorrowAsset.borrowBalance * 10n ** 18n) / transmutationValue) * closeFactor) / 10n ** 18n, + orbitLiquidatorBalance, + getPercentageValue( + (maxTokenBalanceAsset.tokenBalance * 10n ** 18n) / transmutationValue, + MAX_COLLATERAL_REPAY_PERCENTAGE + ) ); console.debug('Potential liquidation', { borrower, @@ -578,12 +607,12 @@ const findOevLiquidation = async () => { ]; const liquidateResult = await simulateTransmutationMulticall(externalMulticallSimulator, liquidateBorrowCalls); - const liquidateReturndata = liquidateResult.data.at(-1); - const [profitEth, profitUsd] = OrbitLiquidator.interface.decodeFunctionResult('liquidate', liquidateReturndata); + console.log(liquidateResult); + const liquidateReturndata = liquidateResult.at(-1); + const [profitUsd] = OrbitLiquidator.interface.decodeFunctionResult('liquidate', liquidateReturndata); if (profitUsd <= MIN_LIQUIDATION_PROFIT_USD) { console.info('Liquidation possible, but profit is too low', { borrower, - eth: formatEther(profitEth), usd: formatEther(profitUsd), }); continue; @@ -591,17 +620,15 @@ const findOevLiquidation = async () => { console.info('Possible liquidation profit', { borrower, maxBorrowRepay: formatEther(maxBorrowRepay), - eth: formatEther(profitEth), usd: formatEther(profitUsd), }); - if (!bestLiquidation || profitEth > bestLiquidation.profitEth) { + if (!bestLiquidation || profitUsd > bestLiquidation.profitUsd) { bestLiquidation = { borrowTokenAddress: ethBorrowAsset.oToken, borrower, collateralTokenAddress: maxTokenBalanceAsset.oToken, maxBorrowRepay, - profitEth, profitUsd, }; } @@ -613,7 +640,9 @@ const findOevLiquidation = async () => { } // Place a bid on the OEV network. - const bidAmount = getPercentageValue(bestLiquidation.profitEth, 20); // NOTE: This assumes the wallet is going to have enough deposit to cover the bid. + const bidAmount = + parseEther('0.0000000000001') ?? + getPercentageValue((bestLiquidation.profitUsd * 10n ** 18n) / transmutationValue, SIMULATION_PERCENTAGE); // NOTE: This assumes the wallet is going to have enough deposit to cover the bid. const nonce = ethers.hexlify(ethers.randomBytes(32)); const bidDetails: BidDetails = { oevProxyAddress: contractAddresses.api3OevEthUsdProxy, @@ -629,7 +658,6 @@ const findOevLiquidation = async () => { console.info('Placing bid', { ...bestLiquidation, maxBorrowRepay: formatEther(bestLiquidation.maxBorrowRepay), - profitEth: formatEther(bestLiquidation.profitEth), profitUsd: formatEther(bestLiquidation.profitUsd), bidAmount: formatEther(bidAmount), }); diff --git a/src/types.ts b/src/types.ts index 9691727..21606b9 100644 --- a/src/types.ts +++ b/src/types.ts @@ -27,7 +27,6 @@ export interface LiquidationParameters { borrower: string; collateralTokenAddress: string; maxBorrowRepay: bigint; - profitEth: bigint; profitUsd: bigint; } From d9d7593d786f3eb5855622e0ec65a3074e266898 Mon Sep 17 00:00:00 2001 From: Aaron Date: Tue, 2 Jul 2024 14:11:49 +0100 Subject: [PATCH 06/11] Polishing, add cli util functions --- src/accounts-to-watch.ts | 10 ++-------- src/cli-utils.ts | 11 +++++++++-- src/commons.ts | 3 ++- src/constants.ts | 6 +++--- src/oev-bot.ts | 18 ------------------ 5 files changed, 16 insertions(+), 32 deletions(-) diff --git a/src/accounts-to-watch.ts b/src/accounts-to-watch.ts index f650867..8832101 100644 --- a/src/accounts-to-watch.ts +++ b/src/accounts-to-watch.ts @@ -15,14 +15,8 @@ import { MIN_USD_BORROW, MAX_BORROWER_DETAILS_MULTICALL, } from './commons'; -import { - contractAddresses, - deploymentBlockNumbers, - MIN_ETH_BORROW, - oTokenAddresses, - SAFE_COLLATERAL_BUFFER_PERCENT, -} from './constants'; -import { OEtherV2Interface, orbitSpaceStationInterface, priceOracleInterface } from './interfaces'; +import { contractAddresses, oTokenAddresses } from './constants'; +import { OEtherV2Interface, orbitSpaceStationInterface } from './interfaces'; /** * Iterate through log events on Orbit to determine accounts worth watching. diff --git a/src/cli-utils.ts b/src/cli-utils.ts index e527f27..3440765 100644 --- a/src/cli-utils.ts +++ b/src/cli-utils.ts @@ -90,6 +90,13 @@ const main = async () => { return; } + case 'cancel-withdraw-oev': { + const initiateWithdrawTx = await oevAuctionHouse.connect(wallet.connect(oevNetworkProvider)).cancelWithdrawal(); + await initiateWithdrawTx.wait(1); + + console.log(`Withdrawal cancelled: ${initiateWithdrawTx.hash}`); + return; + } case 'initiate-withdraw-oev': { const initiateWithdrawTx = await oevAuctionHouse.connect(wallet.connect(oevNetworkProvider)).initiateWithdrawal(); @@ -107,12 +114,12 @@ const main = async () => { const earliestWithdrawalResultLog = initiateWithdrawalLogs[0]!.data; const earliestWithdrawalResultDecodedResult = oevAuctionHouse.interface.decodeEventLog( - 'InitiateWithdrawal', + 'InitiatedWithdrawal', earliestWithdrawalResultLog ); console.log( - `Earliest withdrawal at ${earliestWithdrawalResultDecodedResult[0]} or ${new Date(Number(earliestWithdrawalResultDecodedResult[0] * 1000n))}` + `Earliest withdrawal at ${earliestWithdrawalResultDecodedResult[0][1]} or ${new Date(Number(earliestWithdrawalResultDecodedResult[1] * 1000n))}` ); return; diff --git a/src/commons.ts b/src/commons.ts index da6e84e..e819860 100644 --- a/src/commons.ts +++ b/src/commons.ts @@ -23,6 +23,7 @@ import { solidityPackedKeccak256, SigningKey, AbiCoder, + parseEther, } from 'ethers'; import { @@ -41,7 +42,7 @@ export const BORROWER_LOGS_LOOKBACK_BLOCKS = 300; // The number of blocks to loo export const MAX_LOG_RANGE_BLOCKS = 10_000; // The maximum number of blocks to fetch in a single call. export const MIN_RPC_DELAY_MS = 100; // The minimum delay between RPC calls in milliseconds. export const MAX_BORROWER_DETAILS_MULTICALL = 300; // The maximum number of borrowers to fetch details for in a single multicall. -export const MIN_USD_BORROW = 1n; //= parseEther('0.01'); // about 34 USD probably // TODO normally 10 parseEther('0.1'); // normally 20 | TODO // The minimum amount of USD that a borrower must have borrowed to be considered for liquidation. +export const MIN_USD_BORROW = parseEther(process.env.MIN_USD_BORROW ?? '0.01'); // The minimum amount of USD that a borrower must have borrowed to be considered for liquidation. export const REPORT_FULFILLMENT_DELAY_MS = 300_000; export const MAX_COLLATERAL_REPAY_PERCENTAGE = 95; // We leave some buffer to be sure there is enough collateral after the interest accrual. diff --git a/src/constants.ts b/src/constants.ts index dae7859..d63bf0c 100644 --- a/src/constants.ts +++ b/src/constants.ts @@ -1,8 +1,8 @@ import { parseEther } from 'ethers'; -export const SAFE_COLLATERAL_BUFFER_PERCENT = 3; - -export const SIMULATION_PERCENTAGE = 0.1; +// The percentage to use when simulating a transmutation. +// For example, 0.1 here would test if liquidations are profitable above 100.1% of the current data feed value +export const SIMULATION_PERCENTAGE = 0.5; export const contractAddresses = { // Blast network diff --git a/src/oev-bot.ts b/src/oev-bot.ts index 6eecb5f..30d5eb2 100644 --- a/src/oev-bot.ts +++ b/src/oev-bot.ts @@ -52,21 +52,6 @@ import { SIMULATION_PERCENTAGE, } from './constants'; -const expediteBid = async (bidId: string, encodedBidDetails: string) => { - try { - console.debug('Expediting bid', { bidId }); - - const tx = await oevAuctionHouse - .connect(wallet.connect(oevNetworkProvider)) - .expediteBidExpirationMaximally(oevAuctioneerConfig.bidTopic, ethers.keccak256(encodedBidDetails)); - await tx.wait(1); - - console.info('Expedited bid', { bidId, txHash: tx.hash }); - } catch (e) { - console.error('Attempt to expedite bid failed', { bidId, e }); - } -}; - /** * The bot's main coordinator function. * @@ -87,9 +72,6 @@ const expediteBid = async (bidId: string, encodedBidDetails: string) => { * - Persist accounts to watch loop: periodically commit the accounts to watch store to disk */ export const runBot = async () => { - // If the development.ts file is present, import it - void import('./development'); - const sleepTime = process.env.MAIN_LOOP_SLEEP_TIME ? parseInt(process.env.MAIN_LOOP_SLEEP_TIME, 10) : 5_000; if (storage.oevNetworkData.logs.length === 0) { From 39122b1fd1ee5a7c491f1a4d25423d3214754254 Mon Sep 17 00:00:00 2001 From: Aaron Date: Tue, 2 Jul 2024 14:17:38 +0100 Subject: [PATCH 07/11] More polish --- src/cli-utils.ts | 1 - src/commons.ts | 2 +- src/constants.ts | 4 +--- src/oev-bot.ts | 4 ++++ 4 files changed, 6 insertions(+), 5 deletions(-) diff --git a/src/cli-utils.ts b/src/cli-utils.ts index 3440765..d1bb233 100644 --- a/src/cli-utils.ts +++ b/src/cli-utils.ts @@ -134,7 +134,6 @@ const main = async () => { console.info('Withdrew', { txHash: withdrawalTx.hash }); return; } - case 'withdraw-all-tokens': case 'withdraw-all-token': { const tokenAddress = process.argv[3]!; diff --git a/src/commons.ts b/src/commons.ts index e819860..74db51e 100644 --- a/src/commons.ts +++ b/src/commons.ts @@ -42,7 +42,7 @@ export const BORROWER_LOGS_LOOKBACK_BLOCKS = 300; // The number of blocks to loo export const MAX_LOG_RANGE_BLOCKS = 10_000; // The maximum number of blocks to fetch in a single call. export const MIN_RPC_DELAY_MS = 100; // The minimum delay between RPC calls in milliseconds. export const MAX_BORROWER_DETAILS_MULTICALL = 300; // The maximum number of borrowers to fetch details for in a single multicall. -export const MIN_USD_BORROW = parseEther(process.env.MIN_USD_BORROW ?? '0.01'); // The minimum amount of USD that a borrower must have borrowed to be considered for liquidation. +export const MIN_USD_BORROW = parseEther(process.env.MIN_USD_BORROW ?? '0.1'); // The minimum amount of USD that a borrower must have borrowed to be considered for liquidation. export const REPORT_FULFILLMENT_DELAY_MS = 300_000; export const MAX_COLLATERAL_REPAY_PERCENTAGE = 95; // We leave some buffer to be sure there is enough collateral after the interest accrual. diff --git a/src/constants.ts b/src/constants.ts index d63bf0c..41d94ab 100644 --- a/src/constants.ts +++ b/src/constants.ts @@ -28,9 +28,7 @@ export const oTokenAddresses = { ofwWETH: '0xB51b76C73fB24f472E0dd63Bb8195bD2170Bc65d', }; -export const MIN_ETH_BORROW = parseEther('0.01'); - -export const MIN_LIQUIDATION_PROFIT_USD = parseEther(process.env.MIN_LIQUIDATION_PROFIT_USD ?? '0.01'); // NOTE: USD has 18 decimals, same as ETH. +export const MIN_LIQUIDATION_PROFIT_USD = parseEther(process.env.MIN_LIQUIDATION_PROFIT_USD ?? '1.1'); // NOTE: USD has 18 decimals, same as ETH. export const BID_CONDITION = { LTE: 0n, diff --git a/src/oev-bot.ts b/src/oev-bot.ts index 30d5eb2..de84b04 100644 --- a/src/oev-bot.ts +++ b/src/oev-bot.ts @@ -185,6 +185,10 @@ const decodeOevNetworkLog = (log: ethers.LogDescription): OevNetworkLog => { } }; +/** + * Collects and processes OEV network logs, starting at the `latest` block in the chain and working backwards until it + * hits the oldest allowable block. + */ export const getInitialOevNetworkLogs = async () => { const allLogs: OevNetworkLog[] = []; let latestBlock = await oevNetworkProvider.getBlockNumber(); From 86672850638100f3ca1c7418b5258cc4fdbb1371 Mon Sep 17 00:00:00 2001 From: Aaron Date: Tue, 2 Jul 2024 14:19:50 +0100 Subject: [PATCH 08/11] Remove dev state load stub --- src/oev-bot.ts | 13 +++++-------- 1 file changed, 5 insertions(+), 8 deletions(-) diff --git a/src/oev-bot.ts b/src/oev-bot.ts index de84b04..b943c79 100644 --- a/src/oev-bot.ts +++ b/src/oev-bot.ts @@ -74,13 +74,11 @@ import { export const runBot = async () => { const sleepTime = process.env.MAIN_LOOP_SLEEP_TIME ? parseInt(process.env.MAIN_LOOP_SLEEP_TIME, 10) : 5_000; - if (storage.oevNetworkData.logs.length === 0) { - const { logs, lastFetchedBlock } = await getInitialOevNetworkLogs(); - storage.oevNetworkData = { - lastFetchedBlock, - logs, - }; - } + const { logs, lastFetchedBlock } = await getInitialOevNetworkLogs(); + storage.oevNetworkData = { + lastFetchedBlock, + logs, + }; while (true) { const startBlock = storage.oevNetworkData.lastFetchedBlock + 1; @@ -593,7 +591,6 @@ const findOevLiquidation = async () => { ]; const liquidateResult = await simulateTransmutationMulticall(externalMulticallSimulator, liquidateBorrowCalls); - console.log(liquidateResult); const liquidateReturndata = liquidateResult.at(-1); const [profitUsd] = OrbitLiquidator.interface.decodeFunctionResult('liquidate', liquidateReturndata); if (profitUsd <= MIN_LIQUIDATION_PROFIT_USD) { From 37729bd12da8c282657c3bb0aec7305cd7e01591 Mon Sep 17 00:00:00 2001 From: Aaron Date: Tue, 2 Jul 2024 16:15:49 +0100 Subject: [PATCH 09/11] Unify OEV log fetch and remove extra functions from cli-utils --- src/cli-utils.ts | 53 +----------------------------------------------- src/oev-bot.ts | 41 +++++++++++-------------------------- 2 files changed, 13 insertions(+), 81 deletions(-) diff --git a/src/cli-utils.ts b/src/cli-utils.ts index 1e4e7a7..90f1679 100644 --- a/src/cli-utils.ts +++ b/src/cli-utils.ts @@ -1,6 +1,6 @@ import { Contract, ContractFactory, formatEther, parseEther } from 'ethers'; -import { blastProvider, oEtherV2, oevAuctionHouse, oevNetworkProvider, oUsdb, wallet } from './commons'; +import { blastProvider, oEtherV2, oUsdb, wallet } from './commons'; import { getOrbitLiquidatorArtifact, OrbitLiquidatorInterface } from './interfaces'; import { contractAddresses } from './constants'; @@ -70,57 +70,6 @@ const main = async () => { return; } - case 'deposit-oev': { - const ethToSend = process.argv[3]!; - if (!ethToSend) throw new Error('ETH amount to deposit is required (e.g. 0.05)'); - console.info('Depositing ETH to OEV AuctionHouse contract', { - address: await oevAuctionHouse.getAddress(), - ethToSend: parseEther(ethToSend), - }); - - const depositTx = await oevAuctionHouse.connect(wallet.connect(oevNetworkProvider)).deposit({ - value: parseEther(ethToSend), - }); - - await depositTx.wait(1); - console.info('Deposited', { txHash: depositTx.hash }); - - return; - } - case 'cancel-withdraw-oev': { - const initiateWithdrawTx = await oevAuctionHouse.connect(wallet.connect(oevNetworkProvider)).cancelWithdrawal(); - await initiateWithdrawTx.wait(1); - - console.log(`Withdrawal cancelled: ${initiateWithdrawTx.hash}`); - return; - } - case 'initiate-withdraw-oev': { - const initiateWithdrawTx = await oevAuctionHouse.connect(wallet.connect(oevNetworkProvider)).initiateWithdrawal(); - - const fromBlock = await oevNetworkProvider.getBlockNumber(); - console.info('Withdraw initiated - waiting for tx to be mined', { txHash: initiateWithdrawTx.hash }); - await initiateWithdrawTx.wait(1); - const toBlock = await oevNetworkProvider.getBlockNumber(); - - const initiateWithdrawalLogs = await oevNetworkProvider.getLogs({ - fromBlock, - toBlock, - address: oevAuctionHouse.getAddress(), - topics: [[oevAuctionHouse.filters.InitiatedWithdrawal().fragment.topicHash]], - }); - - const earliestWithdrawalResultLog = initiateWithdrawalLogs[0]!.data; - const earliestWithdrawalResultDecodedResult = oevAuctionHouse.interface.decodeEventLog( - 'InitiatedWithdrawal', - earliestWithdrawalResultLog - ); - - console.log( - `Earliest withdrawal at ${earliestWithdrawalResultDecodedResult[0][1]} or ${new Date(Number(earliestWithdrawalResultDecodedResult[1] * 1000n))}` - ); - - return; - } case 'withdraw-all-eth': { console.info('Withdrawing all ETH from OrbitLiquidator contract', { address: await OrbitLiquidator.getAddress(), diff --git a/src/oev-bot.ts b/src/oev-bot.ts index aca8106..6532c9e 100644 --- a/src/oev-bot.ts +++ b/src/oev-bot.ts @@ -74,7 +74,7 @@ import { export const runBot = async () => { const sleepTime = process.env.MAIN_LOOP_SLEEP_TIME ? parseInt(process.env.MAIN_LOOP_SLEEP_TIME, 10) : 5_000; - const { logs, lastFetchedBlock } = await getInitialOevNetworkLogs(); + const { logs, lastFetchedBlock } = await getOevNetworkLogs(); storage.oevNetworkData = { lastFetchedBlock, logs, @@ -83,7 +83,7 @@ export const runBot = async () => { while (true) { const startBlock = storage.oevNetworkData.lastFetchedBlock + 1; const endBlock = await oevNetworkProvider.getBlockNumber(); - const logs = await getOevNetworkLogs(startBlock, endBlock); + const { logs } = await getOevNetworkLogs(startBlock, endBlock); console.info('Fetched OEV network logs', { count: logs.length, startBlock, endBlock }); @@ -187,16 +187,21 @@ const decodeOevNetworkLog = (log: ethers.LogDescription): OevNetworkLog => { * Collects and processes OEV network logs, starting at the `latest` block in the chain and working backwards until it * hits the oldest allowable block. */ -export const getInitialOevNetworkLogs = async () => { +export const getOevNetworkLogs = async (startBlock?: number, endBlock?: number) => { const allLogs: OevNetworkLog[] = []; - let latestBlock = await oevNetworkProvider.getBlockNumber(); + let latestBlock = endBlock ?? (await oevNetworkProvider.getBlockNumber()); + + if (startBlock && endBlock && startBlock > endBlock) { + return { logs: [], lastFetchedBlock: startBlock }; + } + const networkLatestBlock = latestBlock; const oldestAllowedTimestamp = Date.now() - 25 * 60 * 60 * 1000; // Auctioneer only considers the last 24 hours let currentTimestamp = Date.now(); - console.log(`Doing initial fetch of OEV Network logs`); - while (currentTimestamp > oldestAllowedTimestamp) { - const fromBlock = Math.max(latestBlock - 10_000, 0); + console.log(`Fetching OEV Network logs`); + while (currentTimestamp > oldestAllowedTimestamp && latestBlock > (startBlock ?? 0)) { + const fromBlock = startBlock ?? Math.max(latestBlock - 10_000, 0); const logs = await oevNetworkProvider.getLogs({ fromBlock, toBlock: latestBlock, @@ -217,28 +222,6 @@ export const getInitialOevNetworkLogs = async () => { return { logs: allLogs, lastFetchedBlock: networkLatestBlock }; }; -const getOevNetworkLogs = async (startBlock: number, endBlock: number) => { - if (startBlock > endBlock) { - console.info('OEV network logs up to date'); - return []; - } - - const allLogs: OevNetworkLog[] = []; - while (startBlock < endBlock) { - const actualEndBlock = Math.min(startBlock + 10_000, endBlock); - const logs = await oevNetworkProvider.getLogs({ - fromBlock: startBlock, - toBlock: actualEndBlock, - address: oevAuctionHouse.getAddress(), - topics: [oevEventTopics, ethers.zeroPadValue(wallet.address, 32), oevAuctioneerConfig.bidTopic], - }); - allLogs.push(...logs.map((log) => decodeOevNetworkLog(oevAuctionHouse.interface.parseLog(log)!))); - startBlock += 10_000; - } - - return allLogs; -}; - interface Bid { log: PlacedBidLog; status: 'active' | 'awarded' | 'expired' | 'lost'; From 5d12ee37ed8e010416cfb396d39427ff2d7def34 Mon Sep 17 00:00:00 2001 From: Aaron Date: Tue, 2 Jul 2024 16:18:11 +0100 Subject: [PATCH 10/11] Reset pnpm lock file --- pnpm-lock.yaml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/pnpm-lock.yaml b/pnpm-lock.yaml index 230ef9a..9bcf070 100644 --- a/pnpm-lock.yaml +++ b/pnpm-lock.yaml @@ -4129,4 +4129,4 @@ packages: /zod@3.23.8: resolution: {integrity: sha512-XBx9AXhXktjUqnepgTiE5flcKIYWi/rme0Eaj+5Y0lftuGBq+jyRu/md4WnuxqgP1ubdpNCsYEYPxrzVHD8d6g==} - dev: false + dev: false \ No newline at end of file From bc8097f4a98a6cbe04e48e7342a3fda6ad014cf9 Mon Sep 17 00:00:00 2001 From: Aaron Date: Wed, 3 Jul 2024 08:56:16 +0100 Subject: [PATCH 11/11] Try to reset pnpm lock file to main again --- pnpm-lock.yaml | 4970 +++++++++++++++++++++++++++--------------------- 1 file changed, 2762 insertions(+), 2208 deletions(-) diff --git a/pnpm-lock.yaml b/pnpm-lock.yaml index 9bcf070..5d5f90f 100644 --- a/pnpm-lock.yaml +++ b/pnpm-lock.yaml @@ -1,84 +1,2211 @@ -lockfileVersion: '6.0' +lockfileVersion: '9.0' settings: autoInstallPeers: true excludeLinksFromLockfile: false -dependencies: - '@api3/chains': - specifier: ^7.2.1 - version: 7.2.1(typescript@5.5.2) - '@api3/contracts': - specifier: 4.1.1 - version: 4.1.1 - dotenv: - specifier: ^16.4.5 - version: 16.4.5 - lodash: - specifier: ^4.17.21 - version: 4.17.21 - -devDependencies: - '@nomicfoundation/hardhat-ethers': - specifier: ^3.0.6 - version: 3.0.6(ethers@6.13.1)(hardhat@2.22.5) - '@openzeppelin/contracts': - specifier: ^5.0.2 - version: 5.0.2 - '@types/lodash': - specifier: ^4.17.5 - version: 4.17.5 - '@types/node': - specifier: ^20.14.2 - version: 20.14.9 - '@typescript-eslint/eslint-plugin': - specifier: ^7.13.0 - version: 7.14.1(@typescript-eslint/parser@7.14.1)(eslint@8.57.0)(typescript@5.5.2) - '@typescript-eslint/parser': - specifier: ^7.13.0 - version: 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