-
Notifications
You must be signed in to change notification settings - Fork 42
/
run_mcd_experiments.py
199 lines (151 loc) · 6.49 KB
/
run_mcd_experiments.py
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
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
from subprocess import Popen, PIPE
import matplotlib
matplotlib.use('Agg')
from matplotlib import pyplot as plt
import sys, os
from copy import deepcopy
import pandas as pd
import argparse
import logging
#from find_mev_krun_uniswapv2 import reordering_mev
#from find_mev_uniswapv1 import reordering_mev
from find_mev_krun_mcd import reordering_mev
import time
start_time = time.time()
parser = argparse.ArgumentParser(description='Run MCD experiments')
parser.add_argument(
'-v', '--verbose',
help="Be verbose",
action="store_const", dest="loglevel", const=logging.INFO,
default=logging.WARNING
)
parser.add_argument(
'-e', '--exchange',
help="uniswapv2",
default='uniswapv2'
)
parser.add_argument(
'-sb', '--start_block',
help="Block number to find MEV in",
required=True
)
parser.add_argument(
'-eb', '--end_block',
help="Block number to find MEV in",
required=True
)
parser.add_argument(
'-n', '--num_workers',
help="Number of threads to use",
required=True
)
parser.add_argument(
'-a', '--address',
help="pair address",
default='0xa478c2975ab1ea89e8196811f51a7b7ade33eb11'
)
parser.add_argument(
'-cdp', '--cdp',
help="CDP id",
required=True
)
#sai_token_address = '89d24a6b4ccb1b6faa2625fe562bdd9a23260359'
dai_token_address = 'a478c2975ab1ea89e8196811f51a7b7ade33eb11'
#sai_token = '786821374916005576892310737142965798721793950553'
dai_token = '611382286831621467233887798921843936019654057231'
collateral_type = '31358499851466632982272067240987752480060719095994161751935692443478204088320'
collateral_token = '1097077688018008265106216665536940668749033598146'
args = parser.parse_args()
logging.basicConfig(level=args.loglevel, format='%(message)s')
logger = logging.getLogger(__name__)
logger.info('Block : %s', args.start_block)
logger.info('Block : %s', args.end_block)
exchange_name = args.exchange
reserves = pd.read_csv('data-scripts/latest-data/%s-reserves.csv' % (exchange_name))
mcd_fees_data = pd.read_csv('maker-data/mcd/latest-data/maker_fees.csv')
if exchange_name == 'uniswapv2':
acc = 'UniswapV2'
def get_mcd_rate(given_block):
pre_fees_data = mcd_fees_data[mcd_fees_data.Block < int(given_block)]
if len(pre_fees_data) < 1:
pre_fees = 10**27
else:
pre_fees_data = pre_fees_data.iloc[-1]
pre_fees = pre_fees_data.Fees
return int(pre_fees)
def get_uniswap_reserves(given_block):
balances = {collateral_token:0, 'DAI':0}
pre_reserve = reserves[(reserves.Address == args.address) & (reserves.Block < int(given_block))]
if len(pre_reserve) < 1:
return balances
else:
tokens = (str(pre_reserve.iloc[0]['Token0']).replace(dai_token, 'DAI'), str(pre_reserve.iloc[0]['Token1']).replace(dai_token, 'DAI'))
pre_reserve = pre_reserve.iloc[-1]
return {tokens[0] : int(pre_reserve.Reserve0), tokens[1]: int(pre_reserve.Reserve1)}
def kint(x):
if x >= 0:
return "gets %d" % (x)
else:
return "gives %d" % (0-x)
def get_mcd_prologue(mcd_transactions, start_block):
mcd_transactions = mcd_transactions.split('\n')
mcd_prologue = ''
rate = 10**27
balances = {collateral_token: 0, 'DAI': 0}
curr_block = 0
for transaction in mcd_transactions:
transaction = transaction.strip()
if 'block' in transaction:
curr_block = int(transaction.split()[-1])
if curr_block >= start_block:
break
elif 'vault' in transaction:
curr_balances = get_uniswap_reserves(curr_block)
curr_rate = get_mcd_rate(curr_block)
mcd_prologue += """{acc} in {token0} {balance0} ;
{acc} in {token1} {balance1} ;
{fee_inc} increment in stability fees for {token1} ;
{tx}
""".format(acc=acc, token0='DAI', token1=collateral_token, balance0=kint(curr_balances['DAI'] - balances['DAI']), balance1=kint(curr_balances[collateral_token]-balances[collateral_token]),tx=transaction, fee_inc = curr_rate - rate)
balances = curr_balances
rate = curr_rate
curr_balances = get_uniswap_reserves(start_block)
curr_rate = get_mcd_rate(start_block)
mcd_prologue += """{acc} in {token0} {balance0} ;
{acc} in {token1} {balance1} ;
GetPrice {token0} {token1} ;
{fee_inc} increment in stability fees for {token1} ;
""".format(acc=acc, token0='DAI', token1=collateral_token, balance0=kint(curr_balances['DAI'] - balances['DAI']), balance1=kint(curr_balances[collateral_token]-balances[collateral_token]), fee_inc = curr_rate - rate)
balances = curr_balances
rate = curr_rate
return mcd_prologue
# TODO : check if exists
transactions_filepath = 'data-scripts/latest-data/' + exchange_name + '-processed/' + args.address + '.csv'
amm_transactions = ''
for block in range(int(args.start_block), int(args.end_block) + 1):
block_str = str(block)
pipe = Popen('grep -A 1 "block ' + block_str + '" ' + transactions_filepath, shell=True, stdout=PIPE, stderr=PIPE)
component_transactions = pipe.stdout.read() + pipe.stderr.read()
component_transactions = str(component_transactions, "utf-8")
amm_transactions = amm_transactions + component_transactions
#maker_transactions_filepath = 'maker-data/maker_data.txt'
mcd_transactions_filepath = 'maker-data/mcd/latest-data/maker-processed/%s.csv' % (collateral_type)
pipe = Popen('grep -B 1 "vault ' + args.cdp + '" ' + mcd_transactions_filepath, shell=True, stdout=PIPE, stderr=PIPE)
mcd_transactions = pipe.stdout.read() + pipe.stderr.read()
mcd_transactions = str(mcd_transactions, "utf-8")
identifier = args.cdp + '-' + args.start_block + '-' + args.end_block + '-' + args.address
spec_file = 'experiments-mcd-'+ exchange_name+'/' + identifier + '/bound.k'
outfile = 'run-output/'+ identifier +'.out'
# replace address w/ semantics keyword
amm_transactions = amm_transactions.replace(dai_token, 'DAI').strip()
mcd_transactions = mcd_transactions.replace(dai_token, 'DAI').replace(collateral_type, collateral_token).strip()
mcd_prologue = get_mcd_prologue(mcd_transactions, int(args.start_block))
mcd_epilogue = ''
transactions = amm_transactions + '\n0 bites vault {} ;'.format(args.cdp)
logger.info(mcd_prologue)
logger.info(transactions)
logger.info(mcd_epilogue)
reordering_time = time.time()
reordering_mev(transactions, spec_file, outfile, acc, args.address, mcd_prologue, mcd_epilogue, args.num_workers)
end_time = time.time()
print("{},{},{}".format(args.num_workers, end_time-start_time, end_time-reordering_time))