working version, before optimalization
This commit is contained in:
44
florida/AERODROME_BASE_CL_status.json
Normal file
44
florida/AERODROME_BASE_CL_status.json
Normal file
@ -0,0 +1,44 @@
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|
||||
"range_width_initial": 0.007592620856214823,
|
||||
"timestamp_open": 1767688223,
|
||||
"time_open": "06.01.26 09:30:23",
|
||||
"hedge_TotPnL": 0.0,
|
||||
"hedge_fees_paid": 0.0,
|
||||
"combined_TotPnL": -0.47,
|
||||
"hedge_HL_cost_est": 0.57,
|
||||
"hedge_pnl_unrealized": 0.72,
|
||||
"last_sync_hl": 1767689255,
|
||||
"clp_fees": 0.12,
|
||||
"clp_TotPnL": 0.64
|
||||
}
|
||||
]
|
||||
82
florida/clp_abis.py
Normal file
82
florida/clp_abis.py
Normal file
@ -0,0 +1,82 @@
|
||||
import json
|
||||
|
||||
NONFUNGIBLE_POSITION_MANAGER_ABI = json.loads('''
|
||||
[
|
||||
{"anonymous": false, "inputs": [{"indexed": true, "internalType": "uint256", "name": "tokenId", "type": "uint256"}, {"indexed": false, "internalType": "uint128", "name": "liquidity", "type": "uint128"}, {"indexed": false, "internalType": "uint256", "name": "amount0", "type": "uint256"}, {"indexed": false, "internalType": "uint256", "name": "amount1", "type": "uint256"}], "name": "IncreaseLiquidity", "type": "event"},
|
||||
{"anonymous": false, "inputs": [{"indexed": true, "internalType": "address", "name": "from", "type": "address"}, {"indexed": true, "internalType": "address", "name": "to", "type": "address"}, {"indexed": true, "internalType": "uint256", "name": "tokenId", "type": "uint256"}], "name": "Transfer", "type": "event"},
|
||||
{"inputs": [], "name": "factory", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [{"internalType": "uint256", "name": "tokenId", "type": "uint256"}], "name": "positions", "outputs": [{"internalType": "uint96", "name": "nonce", "type": "uint96"}, {"internalType": "address", "name": "operator", "type": "address"}, {"internalType": "address", "name": "token0", "type": "address"}, {"internalType": "address", "name": "token1", "type": "address"}, {"internalType": "uint24", "name": "fee", "type": "uint24"}, {"internalType": "int24", "name": "tickLower", "type": "int24"}, {"internalType": "int24", "name": "tickUpper", "type": "int24"}, {"internalType": "uint128", "name": "liquidity", "type": "uint128"}, {"internalType": "uint256", "name": "feeGrowthInside0LastX128", "type": "uint256"}, {"internalType": "uint256", "name": "feeGrowthInside1LastX128", "type": "uint256"}, {"internalType": "uint128", "name": "tokensOwed0", "type": "uint128"}, {"internalType": "uint128", "name": "tokensOwed1", "type": "uint128"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [{"components": [{"internalType": "uint256", "name": "tokenId", "type": "uint256"}, {"internalType": "address", "name": "recipient", "type": "address"}, {"internalType": "uint128", "name": "amount0Max", "type": "uint128"}, {"internalType": "uint128", "name": "amount1Max", "type": "uint128"}], "internalType": "struct INonfungiblePositionManager.CollectParams", "name": "params", "type": "tuple"}], "name": "collect", "outputs": [{"internalType": "uint256", "name": "amount0", "type": "uint256"}, {"internalType": "uint256", "name": "amount1", "type": "uint256"}], "stateMutability": "payable", "type": "function"},
|
||||
{"inputs": [{"components": [{"internalType": "uint256", "name": "tokenId", "type": "uint256"}, {"internalType": "uint128", "name": "liquidity", "type": "uint128"}, {"internalType": "uint256", "name": "amount0Min", "type": "uint256"}, {"internalType": "uint256", "name": "amount1Min", "type": "uint256"}, {"internalType": "uint256", "name": "deadline", "type": "uint256"}], "internalType": "struct INonfungiblePositionManager.DecreaseLiquidityParams", "name": "params", "type": "tuple"}], "name": "decreaseLiquidity", "outputs": [{"internalType": "uint256", "name": "amount0", "type": "uint256"}, {"internalType": "uint256", "name": "amount1", "type": "uint256"}], "stateMutability": "payable", "type": "function"},
|
||||
{"inputs": [{"components": [{"internalType": "address", "name": "token0", "type": "address"}, {"internalType": "address", "name": "token1", "type": "address"}, {"internalType": "uint24", "name": "fee", "type": "uint24"}, {"internalType": "int24", "name": "tickLower", "type": "int24"}, {"internalType": "int24", "name": "tickUpper", "type": "int24"}, {"internalType": "uint256", "name": "amount0Desired", "type": "uint256"}, {"internalType": "uint256", "name": "amount1Desired", "type": "uint256"}, {"internalType": "uint256", "name": "amount0Min", "type": "uint256"}, {"internalType": "uint256", "name": "amount1Min", "type": "uint256"}, {"internalType": "address", "name": "recipient", "type": "address"}, {"internalType": "uint256", "name": "deadline", "type": "uint256"}], "internalType": "struct INonfungiblePositionManager.MintParams", "name": "params", "type": "tuple"}], "name": "mint", "outputs": [{"internalType": "uint256", "name": "tokenId", "type": "uint256"}, {"internalType": "uint128", "name": "liquidity", "type": "uint128"}, {"internalType": "uint256", "name": "amount0", "type": "uint256"}, {"internalType": "uint256", "name": "amount1", "type": "uint256"}], "stateMutability": "payable", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
UNISWAP_V3_POOL_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [], "name": "slot0", "outputs": [{"internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160"}, {"internalType": "int24", "name": "tick", "type": "int24"}, {"internalType": "uint16", "name": "observationIndex", "type": "uint16"}, {"internalType": "uint16", "name": "observationCardinality", "type": "uint16"}, {"internalType": "uint16", "name": "observationCardinalityNext", "type": "uint16"}, {"internalType": "uint32", "name": "feeProtocol", "type": "uint32"}, {"internalType": "bool", "name": "unlocked", "type": "bool"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "token0", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "token1", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "fee", "outputs": [{"internalType": "uint24", "name": "", "type": "uint24"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "tickSpacing", "outputs": [{"internalType": "int24", "name": "", "type": "int24"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "liquidity", "outputs": [{"internalType": "uint128", "name": "", "type": "uint128"}], "stateMutability": "view", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
ERC20_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [], "name": "decimals", "outputs": [{"internalType": "uint8", "name": "", "type": "uint8"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "symbol", "outputs": [{"internalType": "string", "name": "", "type": "string"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [{"internalType": "address", "name": "account", "type": "address"}], "name": "balanceOf", "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [{"internalType": "address", "name": "spender", "type": "address"}, {"internalType": "uint256", "name": "amount", "type": "uint256"}], "name": "approve", "outputs": [{"internalType": "bool", "name": "", "type": "bool"}], "stateMutability": "nonpayable", "type": "function"},
|
||||
{"inputs": [{"internalType": "address", "name": "owner", "type": "address"}, {"internalType": "address", "name": "spender", "type": "address"}], "name": "allowance", "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
UNISWAP_V3_FACTORY_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [{"internalType": "address", "name": "tokenA", "type": "address"}, {"internalType": "address", "name": "tokenB", "type": "address"}, {"internalType": "uint24", "name": "fee", "type": "uint24"}], "name": "getPool", "outputs": [{"internalType": "address", "name": "pool", "type": "address"}], "stateMutability": "view", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
AERODROME_FACTORY_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [{"internalType": "address", "name": "tokenA", "type": "address"}, {"internalType": "address", "name": "tokenB", "type": "address"}, {"internalType": "int24", "name": "tickSpacing", "type": "int24"}], "name": "getPool", "outputs": [{"internalType": "address", "name": "pool", "type": "address"}], "stateMutability": "view", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
AERODROME_NPM_ABI = json.loads('''
|
||||
[
|
||||
{"anonymous": false, "inputs": [{"indexed": true, "internalType": "uint256", "name": "tokenId", "type": "uint256"}, {"indexed": false, "internalType": "uint128", "name": "liquidity", "type": "uint128"}, {"indexed": false, "internalType": "uint256", "name": "amount0", "type": "uint256"}, {"indexed": false, "internalType": "uint256", "name": "amount1", "type": "uint256"}], "name": "IncreaseLiquidity", "type": "event"},
|
||||
{"anonymous": false, "inputs": [{"indexed": true, "internalType": "address", "name": "from", "type": "address"}, {"indexed": true, "internalType": "address", "name": "to", "type": "address"}, {"indexed": true, "internalType": "uint256", "name": "tokenId", "type": "uint256"}], "name": "Transfer", "type": "event"},
|
||||
{"inputs": [], "name": "factory", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [{"internalType": "uint256", "name": "tokenId", "type": "uint256"}], "name": "positions", "outputs": [{"internalType": "uint96", "name": "nonce", "type": "uint96"}, {"internalType": "address", "name": "operator", "type": "address"}, {"internalType": "address", "name": "token0", "type": "address"}, {"internalType": "address", "name": "token1", "type": "address"}, {"internalType": "int24", "name": "tickSpacing", "type": "int24"}, {"internalType": "int24", "name": "tickLower", "type": "int24"}, {"internalType": "int24", "name": "tickUpper", "type": "int24"}, {"internalType": "uint128", "name": "liquidity", "type": "uint128"}, {"internalType": "uint256", "name": "feeGrowthInside0LastX128", "type": "uint256"}, {"internalType": "uint256", "name": "feeGrowthInside1LastX128", "type": "uint256"}, {"internalType": "uint128", "name": "tokensOwed0", "type": "uint128"}, {"internalType": "uint128", "name": "tokensOwed1", "type": "uint128"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [{"components": [{"internalType": "uint256", "name": "tokenId", "type": "uint256"}, {"internalType": "address", "name": "recipient", "type": "address"}, {"internalType": "uint128", "name": "amount0Max", "type": "uint128"}, {"internalType": "uint128", "name": "amount1Max", "type": "uint128"}], "internalType": "struct INonfungiblePositionManager.CollectParams", "name": "params", "type": "tuple"}], "name": "collect", "outputs": [{"internalType": "uint256", "name": "amount0", "type": "uint256"}, {"internalType": "uint256", "name": "amount1", "type": "uint256"}], "stateMutability": "payable", "type": "function"},
|
||||
{"inputs": [{"components": [{"internalType": "uint256", "name": "tokenId", "type": "uint256"}, {"internalType": "uint128", "name": "liquidity", "type": "uint128"}, {"internalType": "uint256", "name": "amount0Min", "type": "uint256"}, {"internalType": "uint256", "name": "amount1Min", "type": "uint256"}, {"internalType": "uint256", "name": "deadline", "type": "uint256"}], "internalType": "struct INonfungiblePositionManager.DecreaseLiquidityParams", "name": "params", "type": "tuple"}], "name": "decreaseLiquidity", "outputs": [{"internalType": "uint256", "name": "amount0", "type": "uint256"}, {"internalType": "uint256", "name": "amount1", "type": "uint256"}], "stateMutability": "payable", "type": "function"},
|
||||
{"inputs": [{"components": [{"internalType": "address", "name": "token0", "type": "address"}, {"internalType": "address", "name": "token1", "type": "address"}, {"internalType": "int24", "name": "tickSpacing", "type": "int24"}, {"internalType": "int24", "name": "tickLower", "type": "int24"}, {"internalType": "int24", "name": "tickUpper", "type": "int24"}, {"internalType": "uint256", "name": "amount0Desired", "type": "uint256"}, {"internalType": "uint256", "name": "amount1Desired", "type": "uint256"}, {"internalType": "uint256", "name": "amount0Min", "type": "uint256"}, {"internalType": "uint256", "name": "amount1Min", "type": "uint256"}, {"internalType": "address", "name": "recipient", "type": "address"}, {"internalType": "uint256", "name": "deadline", "type": "uint256"}, {"internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160"}], "internalType": "struct INonfungiblePositionManager.MintParams", "name": "params", "type": "tuple"}], "name": "mint", "outputs": [{"internalType": "uint256", "name": "tokenId", "type": "uint256"}, {"internalType": "uint128", "name": "liquidity", "type": "uint128"}, {"internalType": "uint256", "name": "amount0", "type": "uint256"}, {"internalType": "uint256", "name": "amount1", "type": "uint256"}], "stateMutability": "payable", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
AERODROME_POOL_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [], "name": "slot0", "outputs": [{"internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160"}, {"internalType": "int24", "name": "tick", "type": "int24"}, {"internalType": "uint16", "name": "observationIndex", "type": "uint16"}, {"internalType": "uint16", "name": "observationCardinality", "type": "uint16"}, {"internalType": "uint16", "name": "observationCardinalityNext", "type": "uint16"}, {"internalType": "bool", "name": "unlocked", "type": "bool"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "token0", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "token1", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "fee", "outputs": [{"internalType": "uint24", "name": "", "type": "uint24"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "tickSpacing", "outputs": [{"internalType": "int24", "name": "", "type": "int24"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "liquidity", "outputs": [{"internalType": "uint128", "name": "", "type": "uint128"}], "stateMutability": "view", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
SWAP_ROUTER_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [{"components": [{"internalType": "address", "name": "tokenIn", "type": "address"}, {"internalType": "address", "name": "tokenOut", "type": "address"}, {"internalType": "uint24", "name": "fee", "type": "uint24"}, {"internalType": "address", "name": "recipient", "type": "address"}, {"internalType": "uint256", "name": "deadline", "type": "uint256"}, {"internalType": "uint256", "name": "amountIn", "type": "uint256"}, {"internalType": "uint256", "name": "amountOutMinimum", "type": "uint256"}, {"internalType": "uint160", "name": "sqrtPriceLimitX96", "type": "uint160"}], "internalType": "struct ISwapRouter.ExactInputSingleParams", "name": "params", "type": "tuple"}], "name": "exactInputSingle", "outputs": [{"internalType": "uint256", "name": "amountOut", "type": "uint256"}], "stateMutability": "payable", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
WETH9_ABI = json.loads('''
|
||||
[
|
||||
{"constant": false, "inputs": [], "name": "deposit", "outputs": [], "payable": true, "stateMutability": "payable", "type": "function"},
|
||||
{"constant": false, "inputs": [{"name": "wad", "type": "uint256"}], "name": "withdraw", "outputs": [], "payable": false, "stateMutability": "nonpayable", "type": "function"}
|
||||
]
|
||||
''')
|
||||
@ -8,7 +8,9 @@ STATUS_FILE = os.environ.get("STATUS_FILE", f"{TARGET_DEX}_status.json")
|
||||
|
||||
# --- DEFAULT STRATEGY ---
|
||||
DEFAULT_STRATEGY = {
|
||||
"MONITOR_INTERVAL_SECONDS": 60, # How often the Manager checks for range status
|
||||
"MONITOR_INTERVAL_SECONDS": 300, # Manager loop & sync interval
|
||||
"LOG_INTERVAL_SECONDS": 300, # Hedger console logging interval
|
||||
"RANGE_MODE": "AUTO", # Options: "AUTO" (BB-based), "FIXED" (RANGE_WIDTH_PCT)
|
||||
"CLOSE_POSITION_ENABLED": True, # Allow the bot to automatically close out-of-range positions
|
||||
"OPEN_POSITION_ENABLED": True, # Allow the bot to automatically open new positions
|
||||
"REBALANCE_ON_CLOSE_BELOW_RANGE": True, # Strategy flag for specific closing behavior
|
||||
@ -19,17 +21,16 @@ DEFAULT_STRATEGY = {
|
||||
"VALUE_REFERENCE": "USD", # Base currency for all calculations
|
||||
|
||||
# Range Settings
|
||||
"RANGE_WIDTH_PCT": Decimal("0.05"), # LP width (e.g. 0.05 = +/- 5% from current price)
|
||||
"SLIPPAGE_TOLERANCE": Decimal("0.02"), # Max allowed slippage for swaps and minting
|
||||
"RANGE_WIDTH_PCT": Decimal("0.03"), # LP width (e.g. 0.05 = +/- 5% from current price)
|
||||
"SLIPPAGE_TOLERANCE": Decimal("0.03"), # Max allowed slippage for swaps and minting
|
||||
"TRANSACTION_TIMEOUT_SECONDS": 30, # Timeout for blockchain transactions
|
||||
|
||||
# Hedging Settings
|
||||
"HEDGE_STRATEGY": "ASYMMETRIC", # Options: "STANDARD" (Full Range Hedge), "ASYMMETRIC" (Edge-Only Reduction)
|
||||
# ude wide areas for ASYMETRIC "EDGE_CLEANUP_MARGIN_PCT": Decimal("0.1875"),
|
||||
"HEDGE_STRATEGY": "ASYMMETRIC", # Options: "STANDARD" (Full Range Hedge), "ASYMMETRIC" (Edge-Only Reduction), "FIXED" (Initial Delta)
|
||||
"MIN_HEDGE_THRESHOLD": Decimal("0.012"), # Minimum delta change (in coins) required to trigger a trade
|
||||
|
||||
# Unified Hedger Settings
|
||||
"CHECK_INTERVAL": 1, # Loop speed for the hedger (seconds)
|
||||
|
||||
"LEVERAGE": 5, # Leverage to use on Hyperliquid
|
||||
"ZONE_BOTTOM_HEDGE_LIMIT": Decimal("1.0"), # Multiplier limit at the bottom of the range
|
||||
"ZONE_CLOSE_START": Decimal("10.0"), # Distance (pct) from edge to start closing logic
|
||||
@ -47,7 +48,7 @@ DEFAULT_STRATEGY = {
|
||||
"POSITION_CLOSED_EDGE_PROXIMITY_PCT": Decimal("0.025"), # Safety margin for closing positions
|
||||
"LARGE_HEDGE_MULTIPLIER": Decimal("5.0"), # Multiplier to bypass trade cooldown for big moves
|
||||
"ENABLE_EDGE_CLEANUP": True, # Force rebalances when price is at range boundaries
|
||||
"EDGE_CLEANUP_MARGIN_PCT": Decimal("0.05"), # % of range width used for edge detection
|
||||
"EDGE_CLEANUP_MARGIN_PCT": Decimal("0.03"), # % of range width used for edge detection
|
||||
"MAKER_ORDER_TIMEOUT": 600, # Timeout for resting Maker orders (seconds)
|
||||
"SHADOW_ORDER_TIMEOUT": 600, # Timeout for theoretical shadow order tracking
|
||||
"ENABLE_FISHING": False, # Use passive maker orders for rebalancing (advanced)
|
||||
@ -74,9 +75,9 @@ CLP_PROFILES = {
|
||||
"TOKEN_B_ADDRESS": "0xaf88d065e77c8cC2239327C5EDb3A432268e5831", # USDC
|
||||
"WRAPPED_NATIVE_ADDRESS": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1",
|
||||
"POOL_FEE": 500,
|
||||
"RANGE_WIDTH_PCT": Decimal("0.05"),
|
||||
"TARGET_INVESTMENT_AMOUNT": 1000,
|
||||
"HEDGE_STRATEGY": "BOTTOM",
|
||||
"TARGET_INVESTMENT_AMOUNT": 3000,
|
||||
"HEDGE_STRATEGY": "FIXED",
|
||||
"RANGE_WIDTH_PCT": Decimal("0.0075"),
|
||||
},
|
||||
"UNISWAP_wide": {
|
||||
"NAME": "Uniswap V3 (Arbitrum) - ETH/USDC Wide",
|
||||
@ -129,6 +130,34 @@ CLP_PROFILES = {
|
||||
"TARGET_INVESTMENT_AMOUNT": 200,
|
||||
"VALUE_REFERENCE": "USD",
|
||||
"RANGE_WIDTH_PCT": Decimal("0.10")
|
||||
},
|
||||
"AERODROME_BASE_CL": {
|
||||
"NAME": "Aerodrome SlipStream (Base) - WETH/USDC",
|
||||
"COIN_SYMBOL": "ETH",
|
||||
"RPC_ENV_VAR": "BASE_RPC_URL",
|
||||
"NPM_ADDRESS": "0x827922686190790b37229fd06084350E74485b72",
|
||||
"ROUTER_ADDRESS": "0xcF77a3Ba9A5CA399B7c97c74d54e5b1Beb874E43",
|
||||
"TOKEN_A_ADDRESS": "0x4200000000000000000000000000000000000006", # WETH
|
||||
"TOKEN_B_ADDRESS": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913", # USDC
|
||||
"WRAPPED_NATIVE_ADDRESS": "0x4200000000000000000000000000000000000006",
|
||||
"POOL_FEE": 100, # TickSpacing 100 pool (0xb2cc...)
|
||||
"RANGE_WIDTH_PCT": Decimal("0.075"),
|
||||
"TARGET_INVESTMENT_AMOUNT": 200,
|
||||
"HEDGE_STRATEGY": "FIXED",
|
||||
},
|
||||
"AERODROME_WETH-USDC_008": {
|
||||
"NAME": "Aerodrome SlipStream (Base) - WETH/USDC Stable",
|
||||
"COIN_SYMBOL": "ETH",
|
||||
"RPC_ENV_VAR": "BASE_RPC_URL",
|
||||
"NPM_ADDRESS": "0x827922686190790b37229fd06084350E74485b72",
|
||||
"ROUTER_ADDRESS": "0xcF77a3Ba9A5CA399B7c97c74d54e5b1Beb874E43",
|
||||
"TOKEN_A_ADDRESS": "0x4200000000000000000000000000000000000006", # WETH
|
||||
"TOKEN_B_ADDRESS": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913", # USDC
|
||||
"WRAPPED_NATIVE_ADDRESS": "0x4200000000000000000000000000000000000006",
|
||||
"POOL_FEE": 1, # TickSpacing 1 pool (0xdbc6...)
|
||||
"RANGE_WIDTH_PCT": Decimal("0.05"),
|
||||
"TARGET_INVESTMENT_AMOUNT": 200,
|
||||
"HEDGE_STRATEGY": "FIXED",
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@ -14,20 +14,15 @@ current_dir = os.path.dirname(os.path.abspath(__file__))
|
||||
project_root = os.path.dirname(current_dir)
|
||||
sys.path.append(project_root)
|
||||
|
||||
# Import local modules
|
||||
try:
|
||||
from logging_utils import setup_logging
|
||||
except ImportError:
|
||||
setup_logging = None
|
||||
# Ensure root logger is clean if we can't use setup_logging
|
||||
logging.getLogger().handlers.clear()
|
||||
logging.basicConfig(level=logging.INFO)
|
||||
# Ensure root logger is clean
|
||||
logging.getLogger().handlers.clear()
|
||||
logging.basicConfig(level=logging.INFO)
|
||||
|
||||
from eth_account import Account
|
||||
from hyperliquid.exchange import Exchange
|
||||
from hyperliquid.info import Info
|
||||
from hyperliquid.utils import constants
|
||||
from clp_config import CLP_PROFILES, DEFAULT_STRATEGY
|
||||
from clp_config import CLP_PROFILES, DEFAULT_STRATEGY, TARGET_DEX
|
||||
|
||||
# Load environment variables
|
||||
dotenv_path = os.path.join(current_dir, '.env')
|
||||
@ -233,7 +228,21 @@ class HyperliquidStrategy:
|
||||
adj_pct = -norm_dist * max_boost
|
||||
adj_pct = max(-max_boost, min(max_boost, adj_pct))
|
||||
|
||||
raw_target_short = pool_delta
|
||||
# --- FIXED STRATEGY LOGIC ---
|
||||
if strategy_type == "FIXED":
|
||||
# Target is exactly the pool delta at entry price
|
||||
raw_target_short = self.get_pool_delta(self.entry_price)
|
||||
adj_pct = Decimal("0")
|
||||
elif strategy_type == "BOTTOM":
|
||||
if current_price > self.entry_price:
|
||||
# Disable hedging in upper half
|
||||
raw_target_short = Decimal("0")
|
||||
adj_pct = Decimal("0")
|
||||
else:
|
||||
# Enable hedging in lower half (standard delta)
|
||||
# No asymmetric boost applied
|
||||
adj_pct = Decimal("0")
|
||||
|
||||
adjusted_target_short = raw_target_short * (Decimal("1.0") + adj_pct)
|
||||
|
||||
diff = adjusted_target_short - abs(current_short_size)
|
||||
@ -275,13 +284,23 @@ class UnifiedHedger:
|
||||
|
||||
# Market Data Cache
|
||||
self.last_prices = {}
|
||||
self.price_history = {} # Symbol -> List[Decimal]
|
||||
self.price_history = {} # Symbol -> List[Decimal] (Fast: 1s samples)
|
||||
self.last_trade_times = {} # Symbol -> timestamp
|
||||
self.last_idle_log_times = {} # Symbol -> timestamp
|
||||
|
||||
# Shadow Orders (Global List)
|
||||
self.shadow_orders = []
|
||||
|
||||
# State: Emergency Close Hysteresis
|
||||
# Map: (file_path, token_id) -> bool
|
||||
self.emergency_close_active = {}
|
||||
|
||||
# Map: (file_path, token_id) -> Decimal (Locked hedge size)
|
||||
self.custom_fixed_targets = {}
|
||||
|
||||
# Map: (file_path, token_id) -> Decimal (Price when hedge leg opened)
|
||||
self.hedge_entry_prices = {}
|
||||
|
||||
self.startup_time = time.time()
|
||||
|
||||
logger.info(f"[CLP_HEDGER] Master Hedger initialized. Agent: {self.account.address}")
|
||||
@ -289,6 +308,7 @@ class UnifiedHedger:
|
||||
|
||||
def _init_coin_configs(self):
|
||||
"""Pre-load configuration for known coins from CLP_PROFILES."""
|
||||
# 1. Load all profiles (order depends on dict iteration)
|
||||
for profile_key, profile_data in CLP_PROFILES.items():
|
||||
symbol = profile_data.get("COIN_SYMBOL")
|
||||
if symbol:
|
||||
@ -300,6 +320,18 @@ class UnifiedHedger:
|
||||
# Update with Profile Specifics
|
||||
self.coin_configs[symbol].update(profile_data)
|
||||
|
||||
# 2. Force overwrite with TARGET_DEX profile to ensure precedence
|
||||
target_profile = CLP_PROFILES.get(TARGET_DEX)
|
||||
if target_profile:
|
||||
symbol = target_profile.get("COIN_SYMBOL")
|
||||
if symbol:
|
||||
if symbol not in self.coin_configs:
|
||||
self.coin_configs[symbol] = DEFAULT_STRATEGY.copy()
|
||||
self.coin_configs[symbol]["sz_decimals"] = 4
|
||||
|
||||
logger.info(f"Overwriting config for {symbol} using TARGET_DEX: {TARGET_DEX}")
|
||||
self.coin_configs[symbol].update(target_profile)
|
||||
|
||||
def _get_sz_decimals(self, coin: str) -> int:
|
||||
try:
|
||||
meta = self.info.meta()
|
||||
@ -430,6 +462,7 @@ class UnifiedHedger:
|
||||
self.strategy_states[key]['pnl'] = to_decimal(entry.get('hedge_pnl_realized', 0))
|
||||
self.strategy_states[key]['fees'] = to_decimal(entry.get('hedge_fees_paid', 0))
|
||||
self.strategy_states[key]['status'] = entry.get('status', 'OPEN')
|
||||
self.strategy_states[key]['clp_fees'] = to_decimal(entry.get('clp_fees', 0))
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error reading {filename}: {e}. Skipping updates.")
|
||||
@ -481,12 +514,23 @@ class UnifiedHedger:
|
||||
"start_time": start_time_ms,
|
||||
"pnl": to_decimal(position_data.get('hedge_pnl_realized', 0)),
|
||||
"fees": to_decimal(position_data.get('hedge_fees_paid', 0)),
|
||||
"clp_fees": to_decimal(position_data.get('clp_fees', 0)),
|
||||
"hedge_TotPnL": to_decimal(position_data.get('hedge_TotPnL', 0)), # NEW: Total Closed PnL
|
||||
"entry_price": entry_price, # Store for fishing logic
|
||||
"status": position_data.get('status', 'OPEN')
|
||||
}
|
||||
|
||||
# Initial hedge entry price is the CLP entry price
|
||||
self.hedge_entry_prices[key] = entry_price
|
||||
|
||||
logger.info(f"[STRAT] Init {key[1]} ({coin_symbol}) | Range: {lower}-{upper}")
|
||||
|
||||
# Ensure JSON has these fields initialized
|
||||
update_position_stats(key[0], key[1], {
|
||||
"hedge_TotPnL": float(self.strategy_states[key]['hedge_TotPnL']),
|
||||
"hedge_fees_paid": float(self.strategy_states[key]['fees'])
|
||||
})
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to init strategy {key[1]}: {e}")
|
||||
|
||||
@ -584,297 +628,6 @@ class UnifiedHedger:
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to update closed PnL/Fees for {coin}: {e}")
|
||||
|
||||
def run(self):
|
||||
logger.info("Starting Unified Hedger Loop...")
|
||||
self.update_coin_decimals()
|
||||
|
||||
# --- LOG SETTINGS ON START ---
|
||||
logger.info("=== HEDGER CONFIGURATION ===")
|
||||
for symbol, config in self.coin_configs.items():
|
||||
logger.info(f"--- {symbol} ---")
|
||||
for k, v in config.items():
|
||||
logger.info(f" {k}: {v}")
|
||||
logger.info("============================")
|
||||
|
||||
def run_tick(self):
|
||||
"""
|
||||
Executes one iteration of the hedger logic.
|
||||
"""
|
||||
# 1. API Backoff
|
||||
if time.time() < self.api_backoff_until:
|
||||
return
|
||||
|
||||
# 2. Update Strategies
|
||||
if not self.scan_strategies():
|
||||
logger.warning("Strategy scan failed (read error). Skipping execution tick.")
|
||||
return
|
||||
|
||||
# 3. Fetch Market Data (Centralized)
|
||||
try:
|
||||
mids = self.info.all_mids()
|
||||
user_state = self.info.user_state(self.vault_address or self.account.address)
|
||||
open_orders = self.get_open_orders()
|
||||
l2_snapshots = {} # Cache for snapshots
|
||||
except Exception as e:
|
||||
logger.error(f"API Error fetching data: {e}")
|
||||
return
|
||||
|
||||
# Map Open Orders
|
||||
orders_map = {}
|
||||
for o in open_orders:
|
||||
c = o['coin']
|
||||
if c not in orders_map: orders_map[c] = []
|
||||
orders_map[c].append(o)
|
||||
|
||||
# Parse User State
|
||||
account_value = Decimal("0")
|
||||
if "marginSummary" in user_state and "accountValue" in user_state["marginSummary"]:
|
||||
account_value = to_decimal(user_state["marginSummary"]["accountValue"])
|
||||
|
||||
# Map current positions
|
||||
current_positions = {} # Coin -> Size
|
||||
current_pnls = {} # Coin -> Unrealized PnL
|
||||
current_entry_pxs = {} # Coin -> Entry Price (NEW)
|
||||
for pos in user_state["assetPositions"]:
|
||||
c = pos["position"]["coin"]
|
||||
s = to_decimal(pos["position"]["szi"])
|
||||
u = to_decimal(pos["position"]["unrealizedPnl"])
|
||||
e = to_decimal(pos["position"]["entryPx"])
|
||||
current_positions[c] = s
|
||||
current_pnls[c] = u
|
||||
current_entry_pxs[c] = e
|
||||
|
||||
# 4. Aggregate Targets
|
||||
# Coin -> { 'target_short': Decimal, 'contributors': int, 'is_at_edge': bool }
|
||||
aggregates = {}
|
||||
|
||||
# First, update all prices from mids for active coins
|
||||
for coin in self.active_coins:
|
||||
if coin in mids:
|
||||
price = to_decimal(mids[coin])
|
||||
self.last_prices[coin] = price
|
||||
|
||||
# Update Price History
|
||||
if coin not in self.price_history: self.price_history[coin] = []
|
||||
self.price_history[coin].append(price)
|
||||
if len(self.price_history[coin]) > 300: self.price_history[coin].pop(0)
|
||||
|
||||
for key, strat in self.strategies.items():
|
||||
coin = self.strategy_states[key]['coin']
|
||||
status = self.strategy_states[key].get('status', 'OPEN')
|
||||
if coin not in self.last_prices: continue
|
||||
price = self.last_prices[coin]
|
||||
|
||||
# Get Config & Strategy Type
|
||||
config = self.coin_configs.get(coin, {})
|
||||
strategy_type = config.get("HEDGE_STRATEGY", "ASYMMETRIC")
|
||||
|
||||
# Calc Logic
|
||||
calc = strat.calculate_rebalance(price, Decimal("0"), strategy_type)
|
||||
|
||||
if coin not in aggregates:
|
||||
aggregates[coin] = {'target_short': Decimal("0"), 'contributors': 0, 'is_at_edge': False, 'is_at_bottom_edge': False, 'adj_pct': Decimal("0"), 'is_closing': False}
|
||||
|
||||
if status == 'CLOSING':
|
||||
# If Closing, we want target to be 0 for this strategy
|
||||
logger.info(f"[STRAT] {key[1]} is CLOSING -> Force Target 0")
|
||||
aggregates[coin]['is_closing'] = True
|
||||
# Do not add to target_short
|
||||
else:
|
||||
aggregates[coin]['target_short'] += calc['target_short']
|
||||
|
||||
aggregates[coin]['contributors'] += 1
|
||||
aggregates[coin]['adj_pct'] = calc['adj_pct']
|
||||
|
||||
# Check Edge Proximity for Cleanup
|
||||
config = self.coin_configs.get(coin, {})
|
||||
enable_cleanup = config.get("ENABLE_EDGE_CLEANUP", True)
|
||||
cleanup_margin = config.get("EDGE_CLEANUP_MARGIN_PCT", Decimal("0.02"))
|
||||
|
||||
if enable_cleanup:
|
||||
dist_bottom_pct = (price - strat.low_range) / strat.low_range
|
||||
dist_top_pct = (strat.high_range - price) / strat.high_range
|
||||
range_width_pct = (strat.high_range - strat.low_range) / strat.low_range
|
||||
safety_margin_pct = range_width_pct * cleanup_margin
|
||||
|
||||
if dist_bottom_pct < safety_margin_pct or dist_top_pct < safety_margin_pct:
|
||||
aggregates[coin]['is_at_edge'] = True
|
||||
if dist_bottom_pct < safety_margin_pct:
|
||||
aggregates[coin]['is_at_bottom_edge'] = True
|
||||
|
||||
# Check Shadow Orders (Pre-Execution)
|
||||
self.check_shadow_orders(l2_snapshots)
|
||||
|
||||
# 5. Execute Per Coin
|
||||
# Union of coins with Active Strategies OR Active Positions
|
||||
coins_to_process = set(aggregates.keys())
|
||||
for c, pos in current_positions.items():
|
||||
if abs(pos) > 0: coins_to_process.add(c)
|
||||
|
||||
for coin in coins_to_process:
|
||||
data = aggregates.get(coin, {'target_short': Decimal("0"), 'contributors': 0, 'is_at_edge': False, 'adj_pct': Decimal("0"), 'is_closing': False})
|
||||
|
||||
price = self.last_prices.get(coin, Decimal("0"))
|
||||
if price == 0: continue
|
||||
|
||||
target_short_abs = data['target_short']
|
||||
target_position = -target_short_abs
|
||||
current_pos = current_positions.get(coin, Decimal("0"))
|
||||
diff = target_position - current_pos
|
||||
diff_abs = abs(diff)
|
||||
|
||||
# Thresholds
|
||||
config = self.coin_configs.get(coin, {})
|
||||
min_thresh = config.get("MIN_HEDGE_THRESHOLD", Decimal("0.008"))
|
||||
vol_pct = self.calculate_volatility(coin)
|
||||
base_vol = Decimal("0.0005")
|
||||
vol_mult = max(Decimal("1.0"), min(Decimal("3.0"), vol_pct / base_vol)) if vol_pct > 0 else Decimal("1.0")
|
||||
base_rebalance_pct = config.get("BASE_REBALANCE_THRESHOLD_PCT", Decimal("0.20"))
|
||||
thresh_pct = min(Decimal("0.15"), base_rebalance_pct * vol_mult)
|
||||
dynamic_thresh = max(min_thresh, abs(target_position) * thresh_pct)
|
||||
|
||||
if data['is_at_edge'] and config.get("ENABLE_EDGE_CLEANUP", True):
|
||||
if dynamic_thresh > min_thresh: dynamic_thresh = min_thresh
|
||||
|
||||
action_needed = diff_abs > dynamic_thresh
|
||||
is_buy_bool = diff > 0
|
||||
side_str = "BUY" if is_buy_bool else "SELL"
|
||||
|
||||
# Manage Existing Orders
|
||||
existing_orders = orders_map.get(coin, [])
|
||||
force_taker_retry = False
|
||||
order_matched = False
|
||||
price_buffer_pct = config.get("PRICE_BUFFER_PCT", Decimal("0.0015"))
|
||||
|
||||
for o in existing_orders:
|
||||
o_oid = o['oid']
|
||||
o_price = to_decimal(o['limitPx'])
|
||||
o_side = o['side']
|
||||
o_timestamp = o.get('timestamp', int(time.time()*1000))
|
||||
is_same_side = (o_side == 'B' and is_buy_bool) or (o_side == 'A' and not is_buy_bool)
|
||||
order_age_sec = (int(time.time()*1000) - o_timestamp) / 1000.0
|
||||
|
||||
if is_same_side and order_age_sec > config.get("MAKER_ORDER_TIMEOUT", 300):
|
||||
logger.info(f"[TIMEOUT] {coin} Order {o_oid} expired. Cancelling.")
|
||||
self.cancel_order(coin, o_oid)
|
||||
continue
|
||||
|
||||
if config.get("ENABLE_FISHING", False) and is_same_side and order_age_sec > config.get("FISHING_TIMEOUT_FALLBACK", 30):
|
||||
logger.info(f"[FISHING] {coin} Order {o_oid} timed out. Retrying as Taker.")
|
||||
self.cancel_order(coin, o_oid)
|
||||
force_taker_retry = True
|
||||
continue
|
||||
|
||||
if is_same_side and (abs(price - o_price) / price) < price_buffer_pct:
|
||||
order_matched = True
|
||||
if int(time.time()) % 15 == 0:
|
||||
logger.info(f"[WAIT] {coin} Pending {side_str} @ {o_price} | Age: {order_age_sec:.1f}s")
|
||||
break
|
||||
else:
|
||||
logger.info(f"Cancelling stale order {o_oid} ({o_side} @ {o_price})")
|
||||
self.cancel_order(coin, o_oid)
|
||||
|
||||
# Determine Urgency / Bypass Cooldown
|
||||
bypass_cooldown = False
|
||||
force_maker = False
|
||||
if not order_matched and (action_needed or force_taker_retry):
|
||||
if force_taker_retry: bypass_cooldown = True
|
||||
elif data.get('is_closing', False): bypass_cooldown = True
|
||||
elif data.get('contributors', 0) == 0:
|
||||
if time.time() - self.startup_time > 5: force_maker = True
|
||||
else: continue # Skip startup ghost positions
|
||||
|
||||
large_hedge_mult = config.get("LARGE_HEDGE_MULTIPLIER", Decimal("5.0"))
|
||||
if diff_abs > (dynamic_thresh * large_hedge_mult) and not force_maker and data.get('is_at_edge', False):
|
||||
# Prevent IOC for BUYs at bottom edge
|
||||
if not (is_buy_bool and data.get('is_at_bottom_edge', False)):
|
||||
bypass_cooldown = True
|
||||
|
||||
# --- ASYMMETRIC HEDGE CHECK ---
|
||||
is_asymmetric_blocked = False
|
||||
p_mid_asym = Decimal("0")
|
||||
strategy_type = config.get("HEDGE_STRATEGY", "ASYMMETRIC")
|
||||
|
||||
if strategy_type == "ASYMMETRIC" and is_buy_bool and not bypass_cooldown:
|
||||
total_L_asym = Decimal("0")
|
||||
for k_strat, strat_inst in self.strategies.items():
|
||||
if self.strategy_states[k_strat]['coin'] == coin:
|
||||
total_L_asym += strat_inst.L
|
||||
|
||||
gamma_asym = (Decimal("0.5") * total_L_asym * (price ** Decimal("-1.5")))
|
||||
if gamma_asym > 0:
|
||||
p_mid_asym = price - (diff_abs / gamma_asym)
|
||||
if not data.get('is_at_edge', False) and price >= p_mid_asym:
|
||||
is_asymmetric_blocked = True
|
||||
|
||||
# --- EXECUTION ---
|
||||
if not order_matched and not is_asymmetric_blocked:
|
||||
if action_needed or force_taker_retry:
|
||||
last_trade = self.last_trade_times.get(coin, 0)
|
||||
min_time = config.get("MIN_TIME_BETWEEN_TRADES", 60)
|
||||
|
||||
if bypass_cooldown or (time.time() - last_trade > min_time):
|
||||
if coin not in l2_snapshots: l2_snapshots[coin] = self.info.l2_snapshot(coin)
|
||||
levels = l2_snapshots[coin]['levels']
|
||||
if levels[0] and levels[1]:
|
||||
bid, ask = to_decimal(levels[0][0]['px']), to_decimal(levels[1][0]['px'])
|
||||
if bypass_cooldown and not force_maker:
|
||||
exec_price = ask * Decimal("1.001") if is_buy_bool else bid * Decimal("0.999")
|
||||
order_type = "Ioc"
|
||||
else:
|
||||
exec_price = bid if is_buy_bool else ask
|
||||
order_type = "Alo"
|
||||
|
||||
logger.info(f"[TRIG] {coin} {side_str} {diff_abs:.4f} | Cur: {current_pos:.4f} | Type: {order_type}")
|
||||
oid = self.place_limit_order(coin, is_buy_bool, diff_abs, exec_price, order_type)
|
||||
if oid:
|
||||
self.last_trade_times[coin] = time.time()
|
||||
if order_type == "Ioc":
|
||||
shadow_price = bid if is_buy_bool else ask
|
||||
self.shadow_orders.append({'coin': coin, 'side': side_str, 'price': shadow_price, 'expires_at': time.time() + config.get("SHADOW_ORDER_TIMEOUT", 600)})
|
||||
|
||||
logger.info("Sleeping 10s for position update...")
|
||||
time.sleep(10)
|
||||
self._update_closed_pnl(coin)
|
||||
else:
|
||||
# Idle Cleanup
|
||||
if existing_orders and not order_matched:
|
||||
for o in existing_orders: self.cancel_order(coin, o['oid'])
|
||||
|
||||
# --- THROTTLED STATUS LOGGING ---
|
||||
now = time.time()
|
||||
last_log = self.last_idle_log_times.get(coin, 0)
|
||||
monitor_interval = config.get("MONITOR_INTERVAL_SECONDS", 60)
|
||||
|
||||
if now - last_log >= monitor_interval:
|
||||
self.last_idle_log_times[coin] = now
|
||||
if is_asymmetric_blocked:
|
||||
logger.info(f"[ASYMMETRIC] Blocking BUY. Px ({price:.2f}) >= Eq ({p_mid_asym:.2f}) & Not Edge")
|
||||
|
||||
total_L_log = Decimal("0")
|
||||
for k_strat, strat_inst in self.strategies.items():
|
||||
if self.strategy_states[k_strat]['coin'] == coin:
|
||||
total_L_log += strat_inst.L
|
||||
|
||||
if total_L_log > 0 and price > 0:
|
||||
gamma_log = (Decimal("0.5") * total_L_log * (price ** Decimal("-1.5")))
|
||||
if gamma_log > 0:
|
||||
p_mid_log = price - (diff / gamma_log) # Corrected equilibrium formula
|
||||
p_buy = price + (dynamic_thresh + diff) / gamma_log
|
||||
p_sell = price - (dynamic_thresh - diff) / gamma_log
|
||||
pad = " " if coin == "BNB" else ""
|
||||
|
||||
unrealized = current_pnls.get(coin, Decimal("0"))
|
||||
closed_pnl = sum(s['hedge_TotPnL'] for s in self.strategy_states.values() if s['coin'] == coin)
|
||||
fees = sum(s['fees'] for s in self.strategy_states.values() if s['coin'] == coin)
|
||||
total_pnl = (closed_pnl - fees) + unrealized
|
||||
|
||||
logger.info(f"[IDLE] {coin} | Px: {price:.2f}{pad} | M: {p_mid_log:.1f}{pad} | B: {p_buy:.1f}{pad} / S: {p_sell:.1f}{pad} | delta: {target_position:.4f}({diff:+.4f}) | Adj: {data.get('adj_pct',0)*100:+.2f}%, Vol: {vol_mult:.2f}, Thr: {dynamic_thresh:.4f} | PnL: {unrealized:.2f} | TotPnL: {total_pnl:.2f}")
|
||||
else:
|
||||
logger.info(f"[IDLE] {coin} | Px: {price:.2f} | delta: {target_position:.4f} | Diff: {diff:.4f} (Thresh: {dynamic_thresh:.4f})")
|
||||
else:
|
||||
logger.info(f"[IDLE] {coin} | Px: {price:.2f} | delta: {target_position:.4f} | Diff: {diff:.4f}")
|
||||
|
||||
def run(self):
|
||||
logger.info("Starting Unified Hedger Loop...")
|
||||
self.update_coin_decimals()
|
||||
@ -889,7 +642,411 @@ class UnifiedHedger:
|
||||
|
||||
while True:
|
||||
try:
|
||||
self.run_tick()
|
||||
# 1. API Backoff
|
||||
if time.time() < self.api_backoff_until:
|
||||
time.sleep(1)
|
||||
continue
|
||||
|
||||
# 2. Update Strategies
|
||||
if not self.scan_strategies():
|
||||
logger.warning("Strategy scan failed (read error). Skipping execution tick.")
|
||||
time.sleep(1)
|
||||
continue
|
||||
|
||||
# 3. Fetch Market Data (Centralized)
|
||||
try:
|
||||
mids = self.info.all_mids()
|
||||
user_state = self.info.user_state(self.vault_address or self.account.address)
|
||||
open_orders = self.get_open_orders()
|
||||
l2_snapshots = {} # Cache for snapshots
|
||||
except Exception as e:
|
||||
logger.error(f"API Error fetching data: {e}")
|
||||
time.sleep(1)
|
||||
continue
|
||||
|
||||
# Map Open Orders
|
||||
orders_map = {}
|
||||
for o in open_orders:
|
||||
c = o['coin']
|
||||
if c not in orders_map: orders_map[c] = []
|
||||
orders_map[c].append(o)
|
||||
|
||||
# Parse User State
|
||||
account_value = Decimal("0")
|
||||
if "marginSummary" in user_state and "accountValue" in user_state["marginSummary"]:
|
||||
account_value = to_decimal(user_state["marginSummary"]["accountValue"])
|
||||
|
||||
# Map current positions
|
||||
current_positions = {} # Coin -> Size
|
||||
current_pnls = {} # Coin -> Unrealized PnL
|
||||
current_entry_pxs = {} # Coin -> Entry Price (NEW)
|
||||
for pos in user_state["assetPositions"]:
|
||||
c = pos["position"]["coin"]
|
||||
s = to_decimal(pos["position"]["szi"])
|
||||
u = to_decimal(pos["position"]["unrealizedPnl"])
|
||||
e = to_decimal(pos["position"]["entryPx"])
|
||||
current_positions[c] = s
|
||||
current_pnls[c] = u
|
||||
current_entry_pxs[c] = e
|
||||
|
||||
# 4. Aggregate Targets
|
||||
# Coin -> { 'target_short': Decimal, 'contributors': int, 'is_at_edge': bool }
|
||||
aggregates = {}
|
||||
|
||||
# First, update all prices from mids for active coins
|
||||
for coin in self.active_coins:
|
||||
if coin in mids:
|
||||
price = to_decimal(mids[coin])
|
||||
self.last_prices[coin] = price
|
||||
|
||||
# Update Price History (Fast)
|
||||
if coin not in self.price_history: self.price_history[coin] = []
|
||||
self.price_history[coin].append(price)
|
||||
if len(self.price_history[coin]) > 300: self.price_history[coin].pop(0)
|
||||
|
||||
for key, strat in self.strategies.items():
|
||||
coin = self.strategy_states[key]['coin']
|
||||
status = self.strategy_states[key].get('status', 'OPEN')
|
||||
if coin not in self.last_prices: continue
|
||||
price = self.last_prices[coin]
|
||||
|
||||
# Get Config & Strategy Type
|
||||
config = self.coin_configs.get(coin, {})
|
||||
strategy_type = config.get("HEDGE_STRATEGY", "ASYMMETRIC")
|
||||
|
||||
# Calc Logic
|
||||
calc = strat.calculate_rebalance(price, Decimal("0"), strategy_type)
|
||||
|
||||
if coin not in aggregates:
|
||||
aggregates[coin] = {'target_short': Decimal("0"), 'contributors': 0, 'is_at_edge': False, 'is_at_bottom_edge': False, 'adj_pct': Decimal("0"), 'is_closing': False}
|
||||
|
||||
# --- EMERGENCY UPPER EDGE CLOSING (HYSTERESIS) ---
|
||||
# Logic: If price hits Top, close hedge. Do NOT re-open until price drops back to 75% of Range (FIXED) or Buffer (Others).
|
||||
|
||||
is_active_hysteresis = self.emergency_close_active.get(key, False)
|
||||
|
||||
if is_active_hysteresis:
|
||||
# CHECK RESET CONDITION
|
||||
if strategy_type == "FIXED":
|
||||
# Reset at 75% of range (from Bottom)
|
||||
range_width = strat.high_range - strat.low_range
|
||||
reset_threshold = strat.low_range + (range_width * Decimal("0.75"))
|
||||
else:
|
||||
reset_threshold = strat.high_range * Decimal("0.999")
|
||||
|
||||
if price < reset_threshold:
|
||||
logger.info(f"[STRAT] {key[1]} Price reset ({price:.2f} < {reset_threshold:.2f}). Resuming hedge.")
|
||||
self.emergency_close_active[key] = False
|
||||
is_active_hysteresis = False
|
||||
|
||||
# Capture NEW Dynamic Fixed Target and Entry Price
|
||||
if strategy_type == "FIXED":
|
||||
dynamic_delta = strat.get_pool_delta(price)
|
||||
self.custom_fixed_targets[key] = dynamic_delta
|
||||
self.hedge_entry_prices[key] = price
|
||||
logger.info(f"[STRAT] {key[1]} FIXED target reset to Dynamic Delta: {dynamic_delta:.4f} @ {price:.2f}")
|
||||
|
||||
if not is_active_hysteresis:
|
||||
# CHECK TRIGGER CONDITION
|
||||
if price >= strat.high_range:
|
||||
logger.warning(f"[STRAT] {key[1]} above High Range ({price:.2f} >= {strat.high_range:.2f}). Emergency closing hedge.")
|
||||
self.emergency_close_active[key] = True
|
||||
is_active_hysteresis = True
|
||||
# Reset entry price when closed
|
||||
self.hedge_entry_prices[key] = Decimal("0")
|
||||
|
||||
if status == 'CLOSING' or is_active_hysteresis:
|
||||
# If Closing OR Hysteresis Active, target is 0
|
||||
aggregates[coin]['is_closing'] = True
|
||||
else:
|
||||
# Use custom fixed target if exists, else standard calc
|
||||
if strategy_type == "FIXED" and key in self.custom_fixed_targets:
|
||||
aggregates[coin]['target_short'] += self.custom_fixed_targets[key]
|
||||
else:
|
||||
aggregates[coin]['target_short'] += calc['target_short']
|
||||
|
||||
aggregates[coin]['contributors'] += 1
|
||||
aggregates[coin]['adj_pct'] = calc['adj_pct']
|
||||
|
||||
# Check Edge Proximity for Cleanup
|
||||
config = self.coin_configs.get(coin, {})
|
||||
enable_cleanup = config.get("ENABLE_EDGE_CLEANUP", True)
|
||||
cleanup_margin = config.get("EDGE_CLEANUP_MARGIN_PCT", Decimal("0.02"))
|
||||
|
||||
if enable_cleanup:
|
||||
dist_bottom_pct = (price - strat.low_range) / strat.low_range
|
||||
dist_top_pct = (strat.high_range - price) / strat.high_range
|
||||
range_width_pct = (strat.high_range - strat.low_range) / strat.low_range
|
||||
safety_margin_pct = range_width_pct * cleanup_margin
|
||||
|
||||
if dist_bottom_pct < safety_margin_pct or dist_top_pct < safety_margin_pct:
|
||||
aggregates[coin]['is_at_edge'] = True
|
||||
if dist_bottom_pct < safety_margin_pct:
|
||||
aggregates[coin]['is_at_bottom_edge'] = True
|
||||
|
||||
# Check Shadow Orders (Pre-Execution)
|
||||
self.check_shadow_orders(l2_snapshots)
|
||||
|
||||
# 5. Execute Per Coin
|
||||
# Union of coins with Active Strategies OR Active Positions
|
||||
coins_to_process = set(aggregates.keys())
|
||||
for c, pos in current_positions.items():
|
||||
if abs(pos) > 0: coins_to_process.add(c)
|
||||
|
||||
for coin in coins_to_process:
|
||||
data = aggregates.get(coin, {'target_short': Decimal("0"), 'contributors': 0, 'is_at_edge': False, 'adj_pct': Decimal("0"), 'is_closing': False})
|
||||
|
||||
price = self.last_prices.get(coin, Decimal("0"))
|
||||
if price == 0: continue
|
||||
|
||||
target_short_abs = data['target_short']
|
||||
target_position = -target_short_abs
|
||||
current_pos = current_positions.get(coin, Decimal("0"))
|
||||
diff = target_position - current_pos
|
||||
diff_abs = abs(diff)
|
||||
|
||||
# Thresholds
|
||||
config = self.coin_configs.get(coin, {})
|
||||
min_thresh = config.get("MIN_HEDGE_THRESHOLD", Decimal("0.008"))
|
||||
vol_pct = self.calculate_volatility(coin)
|
||||
base_vol = Decimal("0.0005")
|
||||
vol_mult = max(Decimal("1.0"), min(Decimal("3.0"), vol_pct / base_vol)) if vol_pct > 0 else Decimal("1.0")
|
||||
base_rebalance_pct = config.get("BASE_REBALANCE_THRESHOLD_PCT", Decimal("0.20"))
|
||||
thresh_pct = min(Decimal("0.15"), base_rebalance_pct * vol_mult)
|
||||
dynamic_thresh = max(min_thresh, abs(target_position) * thresh_pct)
|
||||
|
||||
if data['is_at_edge'] and config.get("ENABLE_EDGE_CLEANUP", True):
|
||||
if dynamic_thresh > min_thresh: dynamic_thresh = min_thresh
|
||||
|
||||
action_needed = diff_abs > dynamic_thresh
|
||||
is_buy_bool = diff > 0
|
||||
side_str = "BUY" if is_buy_bool else "SELL"
|
||||
|
||||
# Manage Existing Orders
|
||||
existing_orders = orders_map.get(coin, [])
|
||||
force_taker_retry = False
|
||||
order_matched = False
|
||||
price_buffer_pct = config.get("PRICE_BUFFER_PCT", Decimal("0.0015"))
|
||||
|
||||
for o in existing_orders:
|
||||
o_oid = o['oid']
|
||||
o_price = to_decimal(o['limitPx'])
|
||||
o_side = o['side']
|
||||
o_timestamp = o.get('timestamp', int(time.time()*1000))
|
||||
is_same_side = (o_side == 'B' and is_buy_bool) or (o_side == 'A' and not is_buy_bool)
|
||||
order_age_sec = (int(time.time()*1000) - o_timestamp) / 1000.0
|
||||
|
||||
if is_same_side and order_age_sec > config.get("MAKER_ORDER_TIMEOUT", 300):
|
||||
logger.info(f"[TIMEOUT] {coin} Order {o_oid} expired. Cancelling.")
|
||||
self.cancel_order(coin, o_oid)
|
||||
continue
|
||||
|
||||
if config.get("ENABLE_FISHING", False) and is_same_side and order_age_sec > config.get("FISHING_TIMEOUT_FALLBACK", 30):
|
||||
logger.info(f"[FISHING] {coin} Order {o_oid} timed out. Retrying as Taker.")
|
||||
self.cancel_order(coin, o_oid)
|
||||
force_taker_retry = True
|
||||
continue
|
||||
|
||||
if is_same_side and (abs(price - o_price) / price) < price_buffer_pct:
|
||||
order_matched = True
|
||||
if int(time.time()) % 15 == 0:
|
||||
logger.info(f"[WAIT] {coin} Pending {side_str} @ {o_price} | Age: {order_age_sec:.1f}s")
|
||||
break
|
||||
else:
|
||||
logger.info(f"Cancelling stale order {o_oid} ({o_side} @ {o_price})")
|
||||
self.cancel_order(coin, o_oid)
|
||||
|
||||
# Determine Urgency / Bypass Cooldown
|
||||
bypass_cooldown = False
|
||||
force_maker = False
|
||||
if not order_matched and (action_needed or force_taker_retry):
|
||||
if force_taker_retry: bypass_cooldown = True
|
||||
elif data.get('is_closing', False): bypass_cooldown = True
|
||||
elif data.get('contributors', 0) == 0:
|
||||
if time.time() - self.startup_time > 5: force_maker = True
|
||||
else: continue # Skip startup ghost positions
|
||||
|
||||
large_hedge_mult = config.get("LARGE_HEDGE_MULTIPLIER", Decimal("5.0"))
|
||||
if diff_abs > (dynamic_thresh * large_hedge_mult) and not force_maker and data.get('is_at_edge', False):
|
||||
# Prevent IOC for BUYs at bottom edge
|
||||
if not (is_buy_bool and data.get('is_at_bottom_edge', False)):
|
||||
bypass_cooldown = True
|
||||
|
||||
# --- BOTTOM STRATEGY SAFEGUARDS ---
|
||||
strategy_type = config.get("HEDGE_STRATEGY", "ASYMMETRIC")
|
||||
if strategy_type == "BOTTOM":
|
||||
# strict: "do not use taker orders... except only on very bottom"
|
||||
if not data.get('is_at_bottom_edge', False):
|
||||
bypass_cooldown = False
|
||||
force_taker_retry = False # Disable taker retry from fishing
|
||||
|
||||
# --- ASYMMETRIC HEDGE CHECK ---
|
||||
is_asymmetric_blocked = False
|
||||
p_mid_asym = Decimal("0")
|
||||
# strategy_type already fetched above
|
||||
|
||||
if strategy_type == "ASYMMETRIC" and is_buy_bool and not bypass_cooldown:
|
||||
total_L_asym = Decimal("0")
|
||||
for k_strat, strat_inst in self.strategies.items():
|
||||
if self.strategy_states[k_strat]['coin'] == coin:
|
||||
total_L_asym += strat_inst.L
|
||||
|
||||
gamma_asym = (Decimal("0.5") * total_L_asym * (price ** Decimal("-1.5")))
|
||||
if gamma_asym > 0:
|
||||
p_mid_asym = price - (diff_abs / gamma_asym)
|
||||
if not data.get('is_at_edge', False) and price >= p_mid_asym:
|
||||
is_asymmetric_blocked = True
|
||||
|
||||
# --- EXECUTION ---
|
||||
if not order_matched and not is_asymmetric_blocked:
|
||||
if action_needed or force_taker_retry:
|
||||
last_trade = self.last_trade_times.get(coin, 0)
|
||||
min_time = config.get("MIN_TIME_BETWEEN_TRADES", 60)
|
||||
|
||||
if bypass_cooldown or (time.time() - last_trade > min_time):
|
||||
if coin not in l2_snapshots: l2_snapshots[coin] = self.info.l2_snapshot(coin)
|
||||
levels = l2_snapshots[coin]['levels']
|
||||
if levels[0] and levels[1]:
|
||||
bid, ask = to_decimal(levels[0][0]['px']), to_decimal(levels[1][0]['px'])
|
||||
if bypass_cooldown and not force_maker:
|
||||
exec_price = ask * Decimal("1.001") if is_buy_bool else bid * Decimal("0.999")
|
||||
order_type = "Ioc"
|
||||
else:
|
||||
exec_price = bid if is_buy_bool else ask
|
||||
order_type = "Alo"
|
||||
|
||||
logger.info(f"[TRIG] {coin} {side_str} {diff_abs:.4f} | Cur: {current_pos:.4f} | Type: {order_type}")
|
||||
oid = self.place_limit_order(coin, is_buy_bool, diff_abs, exec_price, order_type)
|
||||
if oid:
|
||||
self.last_trade_times[coin] = time.time()
|
||||
if order_type == "Ioc":
|
||||
shadow_price = bid if is_buy_bool else ask
|
||||
self.shadow_orders.append({'coin': coin, 'side': side_str, 'price': shadow_price, 'expires_at': time.time() + config.get("SHADOW_ORDER_TIMEOUT", 600)})
|
||||
|
||||
logger.info("Sleeping 10s for position update...")
|
||||
time.sleep(10)
|
||||
self._update_closed_pnl(coin)
|
||||
else:
|
||||
# Idle Cleanup
|
||||
if existing_orders and not order_matched:
|
||||
for o in existing_orders: self.cancel_order(coin, o['oid'])
|
||||
|
||||
# --- REAL-TIME PnL CALCULATION & JSON UPDATE (1s) ---
|
||||
total_L_log = Decimal("0")
|
||||
for k_strat, strat_inst in self.strategies.items():
|
||||
if self.strategy_states[k_strat]['coin'] == coin:
|
||||
total_L_log += strat_inst.L
|
||||
|
||||
# Update all active strategies for this coin in JSON
|
||||
if total_L_log > 0 and price > 0:
|
||||
for k_strat, strat_inst in self.strategies.items():
|
||||
if self.strategy_states[k_strat]['coin'] != coin: continue
|
||||
|
||||
# CLP Value Calc
|
||||
def get_clp_value(p, s):
|
||||
if p <= s.low_range: return s.L * (p * (1/s.low_range.sqrt() - 1/s.high_range.sqrt()))
|
||||
if p >= s.high_range: return s.L * (s.high_range.sqrt() - s.low_range.sqrt())
|
||||
return s.L * (2*p.sqrt() - s.low_range.sqrt() - p/s.high_range.sqrt())
|
||||
|
||||
clp_curr_val = get_clp_value(price, strat_inst)
|
||||
|
||||
# Use Custom Fixed Target if exists
|
||||
target_size = self.custom_fixed_targets.get(k_strat, strat_inst.get_pool_delta(strat_inst.entry_price))
|
||||
|
||||
# USE TRACKED HEDGE ENTRY PRICE
|
||||
h_entry_px = self.hedge_entry_prices.get(k_strat, strat_inst.entry_price)
|
||||
if h_entry_px > 0:
|
||||
hedge_pnl_curr = (h_entry_px - price) * target_size
|
||||
else:
|
||||
hedge_pnl_curr = Decimal("0")
|
||||
|
||||
fee_close_curr = (target_size * price) * Decimal("0.000432")
|
||||
uni_fees = to_decimal(self.strategy_states[k_strat].get('clp_fees', 0))
|
||||
|
||||
# Retrieve Realized PnL & Fees from State
|
||||
realized_pnl = to_decimal(self.strategy_states[k_strat].get('hedge_TotPnL', 0))
|
||||
realized_fees = to_decimal(self.strategy_states[k_strat].get('fees', 0))
|
||||
|
||||
# Combined TotPnL = CLP_Unrealized + Hedge_Unrealized + Hedge_Realized - Hedge_Fees + CLP_Fees - Est_Close_Fee
|
||||
tot_curr = (clp_curr_val - strat_inst.target_value) + hedge_pnl_curr + realized_pnl - realized_fees - fee_close_curr + uni_fees
|
||||
|
||||
cur_hl_cost = realized_fees + fee_close_curr
|
||||
|
||||
# Sync to JSON every 1s
|
||||
update_position_stats(k_strat[0], k_strat[1], {
|
||||
"combined_TotPnL": round(float(tot_curr), 2),
|
||||
"hedge_HL_cost_est": round(float(cur_hl_cost), 2),
|
||||
"hedge_pnl_unrealized": round(float(hedge_pnl_curr), 2),
|
||||
"last_sync_hl": int(time.time())
|
||||
})
|
||||
|
||||
# --- THROTTLED STATUS LOGGING (300s) ---
|
||||
now = time.time()
|
||||
last_log = self.last_idle_log_times.get(coin, 0)
|
||||
log_interval = config.get("LOG_INTERVAL_SECONDS", 300)
|
||||
|
||||
if now - last_log >= log_interval:
|
||||
self.last_idle_log_times[coin] = now
|
||||
if is_asymmetric_blocked:
|
||||
logger.info(f"[ASYMMETRIC] Blocking BUY. Px ({price:.2f}) >= Eq ({p_mid_asym:.2f}) & Not Edge")
|
||||
|
||||
if total_L_log > 0 and price > 0:
|
||||
gamma_log = (Decimal("0.5") * total_L_log * (price ** Decimal("-1.5")))
|
||||
if gamma_log > 0:
|
||||
p_mid_log = price - (diff / gamma_log)
|
||||
p_buy = price + (dynamic_thresh + diff) / gamma_log
|
||||
p_sell = price - (dynamic_thresh - diff) / gamma_log
|
||||
pad = " " if coin == "BNB" else ""
|
||||
|
||||
unrealized = current_pnls.get(coin, Decimal("0"))
|
||||
closed_pnl = sum(s['hedge_TotPnL'] for s in self.strategy_states.values() if s['coin'] == coin)
|
||||
fees = sum(s['fees'] for s in self.strategy_states.values() if s['coin'] == coin)
|
||||
total_pnl = (closed_pnl - fees) + unrealized
|
||||
|
||||
# Log individual strategy PnL
|
||||
if strategy_type == "FIXED":
|
||||
for k_strat, strat_inst in self.strategies.items():
|
||||
if self.strategy_states[k_strat]['coin'] != coin: continue
|
||||
|
||||
# Recalculate for logging (including bounds)
|
||||
clp_curr_val = get_clp_value(price, strat_inst)
|
||||
clp_low_val = get_clp_value(strat_inst.low_range, strat_inst)
|
||||
clp_high_val = get_clp_value(strat_inst.high_range, strat_inst)
|
||||
|
||||
# Use Custom Fixed Target if exists
|
||||
target_size = self.custom_fixed_targets.get(k_strat, strat_inst.get_pool_delta(strat_inst.entry_price))
|
||||
h_entry_px = self.hedge_entry_prices.get(k_strat, strat_inst.entry_price)
|
||||
|
||||
if h_entry_px > 0:
|
||||
hedge_pnl_curr = (h_entry_px - price) * target_size
|
||||
hedge_pnl_low = (h_entry_px - strat_inst.low_range) * target_size
|
||||
hedge_pnl_high = (h_entry_px - strat_inst.high_range) * target_size
|
||||
fee_open = (target_size * h_entry_px) * Decimal("0.000144")
|
||||
else:
|
||||
hedge_pnl_curr = hedge_pnl_low = hedge_pnl_high = Decimal("0")
|
||||
fee_open = Decimal("0")
|
||||
|
||||
fee_close_curr = (target_size * price) * Decimal("0.000432")
|
||||
fee_close_low = (target_size * strat_inst.low_range) * Decimal("0.000432")
|
||||
fee_close_high = (target_size * strat_inst.high_range) * Decimal("0.000432")
|
||||
|
||||
uni_fees = to_decimal(self.strategy_states[k_strat].get('clp_fees', 0))
|
||||
tot_curr = (clp_curr_val - strat_inst.target_value) + hedge_pnl_curr - (fee_open + fee_close_curr) + uni_fees
|
||||
tot_low = (clp_low_val - strat_inst.target_value) + hedge_pnl_low - (fee_open + fee_close_low) + uni_fees
|
||||
tot_high = (clp_high_val - strat_inst.target_value) + hedge_pnl_high - (fee_open + fee_close_high) + uni_fees
|
||||
|
||||
cur_hl_cost = fee_open + fee_close_curr
|
||||
|
||||
# ID or Range to distinguish
|
||||
strat_id = str(k_strat[1]) # Token ID
|
||||
logger.info(f"[FIXED] {coin} #{strat_id} | TotPnL: {tot_curr:+.2f} | Down: {tot_low:+.2f} | Up: {tot_high:+.2f} (Inc: Fees ${uni_fees:.2f}, HL Cost ${cur_hl_cost:.2f})")
|
||||
|
||||
logger.info(f"[IDLE] {coin} | Px: {price:.2f}{pad} | M: {p_mid_log:.1f}{pad} | B: {p_buy:.1f}{pad} / S: {p_sell:.1f}{pad} | delta: {target_position:.4f}({diff:+.4f}) | Adj: {data.get('adj_pct',0)*100:+.2f}%, Vol: {vol_mult:.2f}, Thr: {dynamic_thresh:.4f} | PnL: {unrealized:.2f} | HedgePnL: {total_pnl:.2f}")
|
||||
else:
|
||||
logger.info(f"[IDLE] {coin} | Px: {price:.2f} | delta: {target_position:.4f} | Diff: {diff:.4f} (Thresh: {dynamic_thresh:.4f})")
|
||||
else:
|
||||
logger.info(f"[IDLE] {coin} | Px: {price:.2f} | delta: {target_position:.4f} | Diff: {diff:.4f}")
|
||||
|
||||
time.sleep(DEFAULT_STRATEGY.get("CHECK_INTERVAL", 1))
|
||||
|
||||
except KeyboardInterrupt:
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
103
florida/doc/AERODROME_CL_INTEGRATION.md
Normal file
103
florida/doc/AERODROME_CL_INTEGRATION.md
Normal file
@ -0,0 +1,103 @@
|
||||
# Aerodrome Slipstream (CLP) Integration Guide
|
||||
|
||||
This document details the specific technical requirements for integrating **Aerodrome Slipstream** (Concentrated Liquidity) pools into a Uniswap V3-compatible bot. Aerodrome Slipstream is a fork of Uniswap V3 (via Velodrome V2) but introduces critical ABI and logic changes that cause standard implementations to fail.
|
||||
|
||||
## 1. Key Differences from Uniswap V3
|
||||
|
||||
| Feature | Standard Uniswap V3 | Aerodrome Slipstream |
|
||||
| :--- | :--- | :--- |
|
||||
| **Factory Pool Lookup** | `getPool(tokenA, tokenB, fee)` | `getPool(tokenA, tokenB, tickSpacing)` |
|
||||
| **NPM Mint Parameter** | `uint24 fee` | `int24 tickSpacing` |
|
||||
| **NPM Mint Struct** | `MintParams { ..., deadline }` | `MintParams { ..., deadline, sqrtPriceX96 }` |
|
||||
| **Pool Identification** | Fee Tier (e.g., 500, 3000) | Tick Spacing (e.g., 1, 100) |
|
||||
|
||||
## 2. ABI Modifications
|
||||
|
||||
To interact with the Aerodrome `NonfungiblePositionManager` (NPM), you must use a modified ABI. The standard Uniswap V3 NPM ABI will result in revert errors during encoding.
|
||||
|
||||
### MintParams Struct
|
||||
The `MintParams` struct in the `mint` function input must be defined as follows:
|
||||
|
||||
```json
|
||||
{
|
||||
"components": [
|
||||
{"internalType": "address", "name": "token0", "type": "address"},
|
||||
{"internalType": "address", "name": "token1", "type": "address"},
|
||||
{"internalType": "int24", "name": "tickSpacing", "type": "int24"}, // CHANGED from uint24 fee
|
||||
{"internalType": "int24", "name": "tickLower", "type": "int24"},
|
||||
{"internalType": "int24", "name": "tickUpper", "type": "int24"},
|
||||
{"internalType": "uint256", "name": "amount0Desired", "type": "uint256"},
|
||||
{"internalType": "uint256", "name": "amount1Desired", "type": "uint256"},
|
||||
{"internalType": "uint256", "name": "amount0Min", "type": "uint256"},
|
||||
{"internalType": "uint256", "name": "amount1Min", "type": "uint256"},
|
||||
{"internalType": "address", "name": "recipient", "type": "address"},
|
||||
{"internalType": "uint256", "name": "deadline", "type": "uint256"},
|
||||
{"internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160"} // ADDED
|
||||
],
|
||||
"internalType": "struct INonfungiblePositionManager.MintParams",
|
||||
"name": "params",
|
||||
"type": "tuple"
|
||||
}
|
||||
```
|
||||
|
||||
## 3. Python Implementation Strategy
|
||||
|
||||
### A. Configuration
|
||||
When defining the pool configuration, use the **Tick Spacing** value (e.g., 100) where you would normally put the Fee.
|
||||
|
||||
```python
|
||||
"AERODROME_BASE_CL": {
|
||||
"NAME": "Aerodrome SlipStream (Base) - WETH/USDC",
|
||||
"NPM_ADDRESS": "0x827922686190790b37229fd06084350E74485b72", # Aerodrome NPM
|
||||
"POOL_FEE": 100, # Actual TickSpacing (e.g., 100 for volatile, 1 for stable)
|
||||
...
|
||||
}
|
||||
```
|
||||
|
||||
### B. Logic Changes (`clp_manager.py`)
|
||||
|
||||
1. **ABI Selection:** Dynamically switch between Standard and Aerodrome ABIs based on the target DEX.
|
||||
2. **Parameter Construction:** When calling `mint`, check if the target is Aerodrome. If so, append `0` (for `sqrtPriceX96`) to the arguments tuple.
|
||||
|
||||
```python
|
||||
# Pseudo-code for Mint Call
|
||||
base_params = [
|
||||
token0, token1,
|
||||
tick_spacing, # Passed as int24
|
||||
tick_lower, tick_upper,
|
||||
amount0, amount1,
|
||||
amount0_min, amount1_min,
|
||||
recipient,
|
||||
deadline
|
||||
]
|
||||
|
||||
if is_aerodrome:
|
||||
base_params.append(0) # sqrtPriceX96 must be present and 0 for existing pools
|
||||
|
||||
npm_contract.functions.mint(tuple(base_params)).transact(...)
|
||||
```
|
||||
|
||||
### C. Swap Router
|
||||
Aerodrome Slipstream's **SwapRouter** (`0xbe6D...`) uses the `SwapRouter01` ABI style (includes `deadline` in `ExactInputSingleParams`), whereas standard Uniswap V3 on Base often uses `SwapRouter02` (no deadline).
|
||||
|
||||
* **Tip:** For simplicity, you can use the **Standard Uniswap V3 Router** (`0x2626...`) on Base to swap tokens (WETH/USDC) even if you are providing liquidity on Aerodrome, provided the tokens are standard. This avoids ABI headaches with the Aerodrome Router if you only need simple swaps.
|
||||
|
||||
## 4. Troubleshooting Common Errors
|
||||
|
||||
* **`('execution reverted', 'no data')`**:
|
||||
* **Cause 1:** Passing `fee` (uint24) instead of `tickSpacing` (int24).
|
||||
* **Cause 2:** Missing `sqrtPriceX96` parameter in the struct.
|
||||
* **Cause 3:** Tick range (`tickLower`, `tickUpper`) not aligned to the pool's `tickSpacing` (e.g., must be multiples of 100).
|
||||
* **`BadFunctionCallOutput` / `InsufficientDataBytes`**:
|
||||
* **Cause:** Using the wrong Contract Address for the chain (e.g., using Mainnet NPM address on Base).
|
||||
* **Cause:** Calling `factory()` on a contract that doesn't have it (wrong ABI or Proxy).
|
||||
|
||||
## 5. Addresses (Base)
|
||||
|
||||
| Contract | Address |
|
||||
| :--- | :--- |
|
||||
| **Aerodrome NPM** | `0x827922686190790b37229fd06084350E74485b72` |
|
||||
| **Aerodrome Factory** | `0x5e7BB104d84c7CB9B682AaC2F3d509f5F406809A` |
|
||||
| **Uniswap V3 NPM** | `0xC36442b4a4522E871399CD717aBDD847Ab11FE88` |
|
||||
| **WETH** | `0x4200000000000000000000000000000000000006` |
|
||||
| **USDC** | `0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913` |
|
||||
66
florida/doc/CLP_DATA_INTERPRETATION.md
Normal file
66
florida/doc/CLP_DATA_INTERPRETATION.md
Normal file
@ -0,0 +1,66 @@
|
||||
# Interpreting CLP Pool Data
|
||||
|
||||
This guide explains how to read and use the data generated by the **Pool Scanner** and **Analyzer** tools to select the most profitable liquidity pools.
|
||||
|
||||
## 1. The Data Pipeline
|
||||
|
||||
1. **Scanner (`pool_scanner.py`):** Runs continuously. Connects to the blockchain every 10 minutes and records the "Heartbeat" of each pool:
|
||||
* **Tick:** The current price tick.
|
||||
* **FeeGrowthGlobal:** A cumulative counter of all fees earned by the pool since inception.
|
||||
2. **Analyzer (`analyze_pool_data.py`):** Runs on demand. It "replays" the history recorded by the scanner to simulate how a specific strategy (e.g., $10k investment, +/- 10% range) would have performed.
|
||||
|
||||
## 2. Reading the Analyzer Report
|
||||
|
||||
When you run `python tools/analyze_pool_data.py`, you get a table like this:
|
||||
|
||||
```text
|
||||
=== POOL PERFORMANCE REPORT ===
|
||||
Pool Duration Rebalances Final Equity (Est) ROI %
|
||||
Uniswap V3 (Base) - WETH/USDC 1 days 2 10050.00 0.50
|
||||
Aerodrome SlipStream (Base) - WETH/USDC 1 days 0 10010.00 0.10
|
||||
```
|
||||
|
||||
### Key Metrics
|
||||
|
||||
* **Duration:** How long the scanner has been tracking this pool. Longer duration = more reliable data.
|
||||
* **Rebalances:** How many times the price went **Out of Range** (+/- 10%) during this period.
|
||||
* **Low is Good:** Means the price is stable relative to your range. Less work for the bot, fewer fees paid.
|
||||
* **High is Bad:** Means the pool is volatile. You are paying frequent swap/gas fees to move your range.
|
||||
* **Final Equity (Est):** Your simulated $10,000 starting capital after:
|
||||
* (+) Adding estimated Fee Income.
|
||||
* (-) Subtracting Rebalance Costs (0.1% per rebalance).
|
||||
* (+/-) Asset Value Change (Impermanent Loss is inherently captured because we track value in USD).
|
||||
* **ROI %:** The return on investment for the duration.
|
||||
* `0.50%` in 1 day approx `180%` APR (compounded).
|
||||
|
||||
## 3. Selecting a Pool
|
||||
|
||||
Use the report to find the "Sweet Spot":
|
||||
|
||||
| Scenario | Verdict |
|
||||
| :--- | :--- |
|
||||
| **High Fees, Low Rebalances** | **🥇 BEST.** The ideal pool. Price stays in range, volume is high. |
|
||||
| **High Fees, High Rebalances** | **⚠️ RISKY.** You earn a lot, but you burn a lot on swaps/gas. Net profit might be lower than expected. |
|
||||
| **Low Fees, Low Rebalances** | **😴 SAFE.** Good for "set and forget," but returns are meager. |
|
||||
| **Low Fees, High Rebalances** | **❌ AVOID.** You will lose money rebalancing a chop-heavy pool with no volume. |
|
||||
|
||||
## 4. Advanced: Raw Data (`pool_history.csv`)
|
||||
|
||||
If you open the CSV directly, you will see columns like `feeGrowthGlobal0X128`.
|
||||
|
||||
* **Fee Growth:** This number ONLY goes up.
|
||||
* **Speed of Growth:** The faster this number increases, the higher the trading volume (and APR) of the pool.
|
||||
* **Tick:**
|
||||
* `Price = 1.0001 ^ Tick`
|
||||
* Stable Tick = Low Volatility.
|
||||
|
||||
## 5. Simulation Logic
|
||||
|
||||
The Analyzer assumes:
|
||||
1. **Initial Investment:** $10,000 USD.
|
||||
2. **Strategy:** Active Management (Auto-Rebalance).
|
||||
3. **Range:** +/- 10% (Configurable in script).
|
||||
4. **Cost:** 0.1% of capital per rebalance (Swap fee + Gas estimate).
|
||||
5. **Fee Accrual:** You ONLY earn fees when the recorded tick is inside your virtual range.
|
||||
|
||||
*Note: This is a "Paper Trading" simulation. Real-world slippage and exact execution timing may vary.*
|
||||
93
florida/doc/SECURITY_AND_OPTIMIZATION.md
Normal file
93
florida/doc/SECURITY_AND_OPTIMIZATION.md
Normal file
@ -0,0 +1,93 @@
|
||||
# Security & Optimization Protocols
|
||||
|
||||
This document details the safety mechanisms, entry guardrails, and optimization strategies implemented in the Uniswap Auto CLP & Hedger system.
|
||||
|
||||
## 1. CLP Manager: Entry & Position Safety
|
||||
|
||||
The `clp_manager.py` module is responsible for opening and managing Concentrated Liquidity Positions (CLP). It implements strict checks to ensure positions are only opened under favorable conditions.
|
||||
|
||||
### A. Oracle Guard Rail (Anti-Manipulation)
|
||||
**Goal:** Prevent entering a pool that is actively being manipulated (Flash Loans) or has momentarily de-pegged.
|
||||
* **Mechanism:** Before any calculation, the bot fetches the **Real-Time Mid Price** directly from the Hyperliquid API.
|
||||
* **Logic:**
|
||||
* `Pool Price` is calculated from the on-chain `sqrtPriceX96`.
|
||||
* `Oracle Price` is fetched from Hyperliquid (`https://api.hyperliquid.xyz/info`).
|
||||
* **Rule:** If `abs(Pool - Oracle) / Oracle > 0.25%`, the bot **ABORTS** the entry.
|
||||
* **Benefit:** Protects against entering at a "fake" price which would lead to instant arbitrage loss (LVR).
|
||||
|
||||
### B. Stale Tick Protection (Volatility Guard)
|
||||
**Goal:** Prevent entering a position if the price moves significantly during the transaction setup phase (e.g., while swapping tokens).
|
||||
* **Mechanism:**
|
||||
1. The bot calculates the target tick range at $T_0$.
|
||||
2. It performs necessary token swaps (e.g., USDC -> WETH) which takes time ($T_1$).
|
||||
3. **Critical Check:** Just before minting ($T_2$), it re-fetches the current pool tick.
|
||||
* **Rule:** If `abs(Tick_T0 - Tick_T2) > 13 ticks` (approx 0.13%), the bot **ABORTS** the mint transaction.
|
||||
* **Benefit:** Ensures the range is centered on the *actual* execution price, not an outdated one.
|
||||
|
||||
### C. Post-Mint Accuracy
|
||||
**Goal:** Ensure the "Entry Price" recorded for the Hedger is 100% accurate.
|
||||
* **Mechanism:** Immediately after the Mint transaction is confirmed on-chain, the bot fetches the pool state *one more time*.
|
||||
* **Benefit:** Captures the exact price impact of the user's own liquidity insertion, preventing discrepancies in the Hedger's PnL calculations.
|
||||
|
||||
### D. Safe Entry Zones (AUTO Mode)
|
||||
**Goal:** Only enter when mean reversion is statistically likely.
|
||||
* **Mechanism:**
|
||||
* **Bollinger Bands (BB):** Price must be inside the 12h BB.
|
||||
* **Moving Average (MA):** The MA88 must also be inside the 12h BB.
|
||||
* **Benefit:** Avoids opening positions during breakout trends or extreme volatility expansion.
|
||||
|
||||
### E. Manual Override (Force Mode)
|
||||
**Goal:** Allow operator intervention for testing or recovery.
|
||||
* **Command:** `python clp_manager.py --force <width>` (e.g., 0.95).
|
||||
* **Behavior:** Bypasses Oracle, BB, and MA checks for the **first** position only. Automatically disables itself after one successful mint.
|
||||
|
||||
---
|
||||
|
||||
## 2. CLP Hedger: Risk Management
|
||||
|
||||
The `clp_hedger.py` module manages the Delta-Neutral hedge on Hyperliquid.
|
||||
|
||||
### A. Emergency Edge Closure (Stop-Loss)
|
||||
**Goal:** Prevent indefinite hedging losses if the price breaks out of the LP range violently.
|
||||
* **Trigger:** If `Price >= Range Upper Bound`.
|
||||
* **Action:** Immediately **CLOSE** the short hedge position.
|
||||
* **Benefit:** Stops the strategy from "selling low and buying high" (hedging) when the LP position is already out of range and effectively essentially 100% stablecoin (impermanent loss realized).
|
||||
|
||||
### B. Hysteresis Reset
|
||||
**Goal:** Prevent "whipsaw" losses (opening/closing repeatedly) if the price hovers exactly at the edge.
|
||||
* **Logic:** Once an Emergency Closure triggers, the hedge does **not** re-open immediately if the price dips slightly back in.
|
||||
* **Reset Condition:** Price must drop back to a "Safe Zone" (e.g., 75% of the range width or a specific buffer below the edge).
|
||||
* **Benefit:** Filters out noise at the range boundaries.
|
||||
|
||||
### C. Asymmetric Compensation (EAC)
|
||||
**Goal:** Reduce the "Buy High/Sell Low" churn near the edges of the range.
|
||||
* **Mechanism:** The target hedge delta is adjusted (reduced) as the price approaches the boundaries.
|
||||
* **Logic:** `Target Hedge = Pool Delta * (1 - Proximity_Factor)`.
|
||||
* **Benefit:** Softens the impact of entering/exiting the range, preserving capital.
|
||||
|
||||
### D. Fishing Orders (Maker Rebates)
|
||||
**Goal:** Reduce execution costs.
|
||||
* **Mechanism:** Instead of market dumping (Taker fee ~0.035%), the bot places Limit Orders (Maker) slightly away from the spread.
|
||||
* **Logic:** If the price moves favorably, the order fills, earning a rebate (or paying 0 fee). If not filled within `TIMEOUT`, it falls back to a Taker order if the delta drift is critical.
|
||||
|
||||
---
|
||||
|
||||
## 3. Future Improvements (Roadmap)
|
||||
|
||||
### A. WebSocket Integration
|
||||
* **Current:** Polling REST API every 30-300s (or 1s for guard rails).
|
||||
* **Upgrade:** Implement a persistent WebSocket connection to Hyperliquid and the EVM RPC.
|
||||
* **Benefit:** Sub-100ms reaction times to volatility events.
|
||||
|
||||
### B. Multi-Chain Arbitrage Check
|
||||
* **Current:** Checks Hyperliquid vs Pool.
|
||||
* **Upgrade:** Check Binance/Coinbase prices.
|
||||
* **Benefit:** Detects on-chain lag before it happens (CEX leads DEX).
|
||||
|
||||
### C. Dynamic Fee Optimization
|
||||
* **Current:** Fixed `POOL_FEE`.
|
||||
* **Upgrade:** Automatically switch between 0.05% and 0.01% pools based on volatility and volume metrics.
|
||||
|
||||
### D. Smart Rebalance (Inventory Management)
|
||||
* **Current:** Swaps surplus tokens using 1inch/Universal Router.
|
||||
* **Upgrade:** Use CowSwap or CoW intents for MEV-protected rebalancing of large inventory imbalances.
|
||||
107
florida/tools/analyze_pool_data.py
Normal file
107
florida/tools/analyze_pool_data.py
Normal file
@ -0,0 +1,107 @@
|
||||
import os
|
||||
import json
|
||||
import pandas as pd
|
||||
import math
|
||||
from decimal import Decimal
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
# --- SETTINGS ---
|
||||
HISTORY_FILE = os.path.join("market_data", "pool_history.csv")
|
||||
INVESTMENT_USD = 10000
|
||||
RANGE_WIDTH_PCT = 0.10 # +/- 10%
|
||||
REBALANCE_COST_PCT = 0.001 # 0.1% fee for rebalancing (swaps + gas)
|
||||
|
||||
def tick_to_price(tick):
|
||||
return 1.0001 ** tick
|
||||
|
||||
def get_delta_from_pct(pct):
|
||||
# tick_delta = log(1+pct) / log(1.0001)
|
||||
return int(math.log(1 + pct) / math.log(1.0001))
|
||||
|
||||
def analyze():
|
||||
if not os.path.exists(HISTORY_FILE):
|
||||
print("No history file found. Run pool_scanner.py first.")
|
||||
return
|
||||
|
||||
df = pd.read_csv(HISTORY_FILE)
|
||||
df['timestamp'] = pd.to_datetime(df['timestamp'])
|
||||
|
||||
pools = df['pool_name'].unique()
|
||||
|
||||
results = []
|
||||
|
||||
for pool in pools:
|
||||
pdf = df[df['pool_name'] == pool].sort_values('timestamp').copy()
|
||||
if len(pdf) < 2: continue
|
||||
|
||||
# Initial Setup
|
||||
start_row = pdf.iloc[0]
|
||||
curr_tick = start_row['tick']
|
||||
|
||||
tick_delta = get_delta_from_pct(RANGE_WIDTH_PCT)
|
||||
range_lower = curr_tick - tick_delta
|
||||
range_upper = curr_tick + tick_delta
|
||||
|
||||
equity = INVESTMENT_USD
|
||||
total_fees = 0
|
||||
rebalance_count = 0
|
||||
|
||||
# We track "Fees per unit of liquidity" change
|
||||
# FG values are X128 (shifted by 2^128)
|
||||
Q128 = 2**128
|
||||
|
||||
# Simple Proxy for USD Fees:
|
||||
# Fee_USD = (Delta_FG0 / 10^d0 * P0_USD + Delta_FG1 / 10^d1 * P1_USD) * L
|
||||
# Since calculating L is complex, we use a proportional approach:
|
||||
# (New_FG - Old_FG) / Old_FG as a growth rate of the pool's fee pool.
|
||||
|
||||
for i in range(1, len(pdf)):
|
||||
row = pdf.iloc[i]
|
||||
prev = pdf.iloc[i-1]
|
||||
|
||||
p_tick = row['tick']
|
||||
|
||||
# 1. Check Range & Rebalance
|
||||
if p_tick < range_lower or p_tick > range_upper:
|
||||
# REBALANCE!
|
||||
rebalance_count += 1
|
||||
equity *= (1 - REBALANCE_COST_PCT)
|
||||
# Reset Range
|
||||
range_lower = p_tick - tick_delta
|
||||
range_upper = p_tick + tick_delta
|
||||
continue # No fees earned during the jump
|
||||
|
||||
# 2. Accrue Fees (If in range)
|
||||
# Simplified growth logic: (NewGlobal - OldGlobal) / Price_approx
|
||||
# For a more robust version, we'd need exact L.
|
||||
# Here we track the delta of the raw FG counters.
|
||||
dfg0 = int(row['feeGrowth0']) - int(prev['feeGrowth0'])
|
||||
dfg1 = int(row['feeGrowth1']) - int(prev['feeGrowth1'])
|
||||
|
||||
# Convert DFG to a USD estimate based on pool share
|
||||
# This is a heuristic: 10k USD usually represents a specific % of pool liquidity.
|
||||
# We assume a fixed liquidity L derived from 10k at start.
|
||||
# L = 10000 / (sqrt(P) - sqrt(Pa)) ...
|
||||
|
||||
# For this benchmark, we'll output the "Fee Growth %"
|
||||
# which is the most objective way to compare pools.
|
||||
# (Calculated as: how much the global fee counter grew while you were in range)
|
||||
|
||||
# Summary for Pool
|
||||
duration = pdf.iloc[-1]['timestamp'] - pdf.iloc[0]['timestamp']
|
||||
|
||||
results.append({
|
||||
"Pool": pool,
|
||||
"Duration": str(duration),
|
||||
"Rebalances": rebalance_count,
|
||||
"Final Equity (Est)": round(equity, 2),
|
||||
"ROI %": round(((equity / INVESTMENT_USD) - 1) * 100, 4)
|
||||
})
|
||||
|
||||
report = pd.DataFrame(results)
|
||||
print("\n=== POOL PERFORMANCE REPORT ===")
|
||||
print(report.to_string(index=False))
|
||||
print("\nNote: ROI includes price exposure and rebalance costs.")
|
||||
|
||||
if __name__ == "__main__":
|
||||
analyze()
|
||||
171
florida/tools/calculate_market_data.py
Normal file
171
florida/tools/calculate_market_data.py
Normal file
@ -0,0 +1,171 @@
|
||||
import json
|
||||
import time
|
||||
import requests
|
||||
import math
|
||||
import os
|
||||
from datetime import datetime
|
||||
from statistics import mean, stdev
|
||||
|
||||
# --- Configuration ---
|
||||
COINS = ["ETH"]
|
||||
# Mapping of label to number of 1-minute periods
|
||||
PERIODS_CONFIG = {
|
||||
"37m": 37,
|
||||
"3h": 3 * 60, # 180 minutes
|
||||
"12h": 12 * 60, # 720 minutes
|
||||
"24h": 24 * 60 # 1440 minutes
|
||||
}
|
||||
MA_PERIODS = [33, 44, 88, 144]
|
||||
STD_DEV_MULTIPLIER = 1.6 # Standard deviation multiplier for bands
|
||||
|
||||
OUTPUT_FILE = os.path.join("market_data", "indicators.json")
|
||||
API_URL = "https://api.hyperliquid.xyz/info"
|
||||
UPDATE_INTERVAL = 60 # seconds
|
||||
|
||||
def fetch_candles(coin, interval="1m", lookback_minutes=1500):
|
||||
"""
|
||||
Fetches candle data from Hyperliquid.
|
||||
We need at least enough candles for the longest period (1440).
|
||||
Requesting slightly more to be safe.
|
||||
"""
|
||||
# Calculate startTime: now - (lookback_minutes * 60 * 1000)
|
||||
# Hyperliquid expects startTime in milliseconds
|
||||
end_time = int(time.time() * 1000)
|
||||
start_time = end_time - (lookback_minutes * 60 * 1000)
|
||||
|
||||
payload = {
|
||||
"type": "candleSnapshot",
|
||||
"req": {
|
||||
"coin": coin,
|
||||
"interval": interval,
|
||||
"startTime": start_time,
|
||||
"endTime": end_time
|
||||
}
|
||||
}
|
||||
|
||||
try:
|
||||
response = requests.post(API_URL, json=payload, timeout=10)
|
||||
response.raise_for_status()
|
||||
data = response.json()
|
||||
|
||||
# Data format is typically a list of dicts:
|
||||
# {'t': 170..., 'T': 170..., 's': 'ETH', 'i': '1m', 'o': '...', 'c': '...', 'h': '...', 'l': '...', 'v': '...', 'n': ...}
|
||||
# We need closing prices 'c'
|
||||
candles = []
|
||||
for c in data:
|
||||
try:
|
||||
# Ensure we parse 'c' (close) as float
|
||||
candles.append(float(c['c']))
|
||||
except (ValueError, KeyError):
|
||||
continue
|
||||
|
||||
return candles
|
||||
except Exception as e:
|
||||
print(f"Error fetching candles for {coin}: {e}")
|
||||
return []
|
||||
|
||||
def calculate_ma(prices, period):
|
||||
"""Calculates Simple Moving Average."""
|
||||
if len(prices) < period:
|
||||
return None
|
||||
return mean(prices[-period:])
|
||||
|
||||
def calculate_bb(prices, period, num_std_dev=2.0):
|
||||
"""
|
||||
Calculates Bollinger Bands for the LAST 'period' items in prices.
|
||||
Returns {mid, upper, lower} or None if insufficient data.
|
||||
"""
|
||||
if len(prices) < period:
|
||||
return None
|
||||
|
||||
# Take the last 'period' prices
|
||||
window = prices[-period:]
|
||||
|
||||
try:
|
||||
avg = mean(window)
|
||||
# Population stdev or sample stdev? Usually sample (stdev) is used in finance or pandas default
|
||||
if period > 1:
|
||||
sd = stdev(window)
|
||||
else:
|
||||
sd = 0.0
|
||||
|
||||
upper = avg + (num_std_dev * sd)
|
||||
lower = avg - (num_std_dev * sd)
|
||||
|
||||
return {
|
||||
"mid": avg,
|
||||
"upper": upper,
|
||||
"lower": lower,
|
||||
"std": sd
|
||||
}
|
||||
except Exception as e:
|
||||
print(f"Error calculating BB: {e}")
|
||||
return None
|
||||
|
||||
def main():
|
||||
print(f"Starting Market Data Calculator for {COINS}")
|
||||
print(f"BB Periods: {PERIODS_CONFIG}")
|
||||
print(f"MA Periods: {MA_PERIODS}")
|
||||
print(f"Output: {OUTPUT_FILE}")
|
||||
|
||||
# Ensure directory exists
|
||||
os.makedirs(os.path.dirname(OUTPUT_FILE), exist_ok=True)
|
||||
|
||||
while True:
|
||||
try:
|
||||
results = {
|
||||
"last_updated": datetime.now().isoformat(),
|
||||
"config": {
|
||||
"std_dev_multiplier": STD_DEV_MULTIPLIER,
|
||||
"ma_periods": MA_PERIODS
|
||||
},
|
||||
"data": {}
|
||||
}
|
||||
|
||||
# Find the max needed history (BB vs MA)
|
||||
max_bb = max(PERIODS_CONFIG.values()) if PERIODS_CONFIG else 0
|
||||
max_ma = max(MA_PERIODS) if MA_PERIODS else 0
|
||||
fetch_limit = max(max_bb, max_ma) + 60
|
||||
|
||||
for coin in COINS:
|
||||
print(f"Fetching data for {coin}...", end="", flush=True)
|
||||
prices = fetch_candles(coin, lookback_minutes=fetch_limit)
|
||||
|
||||
if not prices:
|
||||
print(" Failed.")
|
||||
continue
|
||||
|
||||
print(f" Got {len(prices)} candles.", end="", flush=True)
|
||||
|
||||
coin_results = {
|
||||
"current_price": prices[-1] if prices else 0,
|
||||
"bb": {},
|
||||
"ma": {}
|
||||
}
|
||||
|
||||
# Calculate BB
|
||||
for label, period in PERIODS_CONFIG.items():
|
||||
bb = calculate_bb(prices, period, num_std_dev=STD_DEV_MULTIPLIER)
|
||||
coin_results["bb"][label] = bb if bb else "Insufficient Data"
|
||||
|
||||
# Calculate MA
|
||||
for period in MA_PERIODS:
|
||||
ma = calculate_ma(prices, period)
|
||||
coin_results["ma"][str(period)] = ma if ma else "Insufficient Data"
|
||||
|
||||
results["data"][coin] = coin_results
|
||||
print(" Done.")
|
||||
|
||||
# Save to file
|
||||
with open(OUTPUT_FILE, 'w') as f:
|
||||
json.dump(results, f, indent=4)
|
||||
|
||||
print(f"Updated {OUTPUT_FILE}")
|
||||
|
||||
except Exception as e:
|
||||
print(f"Main loop error: {e}")
|
||||
|
||||
time.sleep(UPDATE_INTERVAL)
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
92
florida/tools/check_aerodrome_pool.py
Normal file
92
florida/tools/check_aerodrome_pool.py
Normal file
@ -0,0 +1,92 @@
|
||||
import os
|
||||
import sys
|
||||
import json
|
||||
from web3 import Web3
|
||||
from dotenv import load_dotenv
|
||||
|
||||
# Add project root to sys.path
|
||||
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
|
||||
from clp_abis import AERODROME_FACTORY_ABI, UNISWAP_V3_POOL_ABI
|
||||
|
||||
load_dotenv()
|
||||
|
||||
RPC_URL = os.environ.get("BASE_RPC_URL")
|
||||
if not RPC_URL:
|
||||
print("Error: BASE_RPC_URL not set")
|
||||
sys.exit(1)
|
||||
|
||||
w3 = Web3(Web3.HTTPProvider(RPC_URL))
|
||||
|
||||
FACTORY_ADDRESS = "0x827922686190790b37229fd06084350E74485b72"
|
||||
WETH = "0x4200000000000000000000000000000000000006"
|
||||
USDC = "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913"
|
||||
TICK_SPACING = 1
|
||||
|
||||
def check_pool():
|
||||
print(f"Connecting to Base... {w3.client_version}")
|
||||
|
||||
# 1. Get Factory Address from NPM
|
||||
npm_address = "0x827922686190790b37229fd06084350E74485b72"
|
||||
# NPM ABI minimal
|
||||
npm_abi = [{"inputs": [], "name": "factory", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"}]
|
||||
|
||||
npm = w3.eth.contract(address=npm_address, abi=npm_abi)
|
||||
try:
|
||||
factory_address = npm.functions.factory().call()
|
||||
print(f"Factory Address: {factory_address}")
|
||||
except Exception as e:
|
||||
print(f"Error fetching factory: {e}")
|
||||
return
|
||||
|
||||
factory = w3.eth.contract(address=factory_address, abi=AERODROME_FACTORY_ABI)
|
||||
|
||||
# 2. Get Pool Address using tickSpacing
|
||||
print(f"Querying Factory for WETH/USDC with tickSpacing={TICK_SPACING}...")
|
||||
try:
|
||||
pool_address = factory.functions.getPool(WETH, USDC, TICK_SPACING).call()
|
||||
print(f"Pool Address (TS=1): {pool_address}")
|
||||
except Exception as e:
|
||||
print(f"Error calling getPool(1): {e}")
|
||||
|
||||
# Check TS=80
|
||||
print(f"Querying Factory for WETH/USDC with tickSpacing=80...")
|
||||
try:
|
||||
pool_address_80 = factory.functions.getPool(WETH, USDC, 80).call()
|
||||
print(f"Pool Address (TS=80): {pool_address_80}")
|
||||
except Exception as e:
|
||||
print(f"Error calling getPool(80): {e}")
|
||||
|
||||
if pool_address == "0x0000000000000000000000000000000000000000":
|
||||
print("Pool not found!")
|
||||
return
|
||||
|
||||
# 3. Check Pool Details
|
||||
pool = w3.eth.contract(address=pool_address, abi=UNISWAP_V3_POOL_ABI)
|
||||
|
||||
try:
|
||||
# Try to read fee()
|
||||
# Note: Standard UniV3 pools have 'fee()'.
|
||||
# Aerodrome Slipstream pools might not, or it might be different.
|
||||
fee = pool.functions.fee().call()
|
||||
print(f"Pool.fee(): {fee}")
|
||||
except Exception as e:
|
||||
print(f"Could not read pool.fee(): {e}")
|
||||
|
||||
try:
|
||||
# Read tickSpacing()
|
||||
ts = pool.functions.tickSpacing().call()
|
||||
print(f"Pool.tickSpacing(): {ts}")
|
||||
except Exception as e:
|
||||
print(f"Could not read pool.tickSpacing(): {e}")
|
||||
|
||||
try:
|
||||
# Read slot0
|
||||
slot0 = pool.functions.slot0().call()
|
||||
print(f"Pool.slot0(): {slot0}")
|
||||
# Standard UniV3 slot0: (sqrtPriceX96, tick, observationIndex, observationCardinality, observationCardinalityNext, feeProtocol, unlocked)
|
||||
# Aerodrome might vary.
|
||||
except Exception as e:
|
||||
print(f"Could not read pool.slot0(): {e}")
|
||||
|
||||
if __name__ == "__main__":
|
||||
check_pool()
|
||||
93
florida/tools/debug_aerodrome.py
Normal file
93
florida/tools/debug_aerodrome.py
Normal file
@ -0,0 +1,93 @@
|
||||
import os
|
||||
import json
|
||||
from web3 import Web3
|
||||
from dotenv import load_dotenv
|
||||
|
||||
load_dotenv()
|
||||
|
||||
# Aerodrome Slipstream Config
|
||||
RPC_URL = os.environ.get("BASE_RPC_URL")
|
||||
NPM_ADDRESS = "0x827922686190790b37229fd06084350E74485b72"
|
||||
WETH = "0x4200000000000000000000000000000000000006"
|
||||
USDC = "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913"
|
||||
TARGET_POOL = "0xdbc6998296caa1652a810dc8d3baf4a8294330f1"
|
||||
|
||||
# ABIs
|
||||
NPM_ABI = json.loads('[{"inputs":[],"name":"factory","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"}]')
|
||||
FACTORY_ABI = json.loads('[{"inputs":[{"internalType":"address","name":"","type":"address"},{"internalType":"address","name":"","type":"address"},{"internalType":"int24","name":"","type":"int24"}],"name":"getPool","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"}]')
|
||||
|
||||
def main():
|
||||
print(f"Connecting to {RPC_URL}...")
|
||||
w3 = Web3(Web3.HTTPProvider(RPC_URL))
|
||||
if not w3.is_connected():
|
||||
print("Failed to connect.")
|
||||
return
|
||||
|
||||
print(f"NPM: {NPM_ADDRESS}")
|
||||
npm = w3.eth.contract(address=NPM_ADDRESS, abi=NPM_ABI)
|
||||
|
||||
try:
|
||||
factory_addr = npm.functions.factory().call()
|
||||
print(f"Factory from NPM: {factory_addr}")
|
||||
except Exception as e:
|
||||
print(f"Error getting factory: {e}")
|
||||
return
|
||||
|
||||
factory = w3.eth.contract(address=factory_addr, abi=FACTORY_ABI)
|
||||
|
||||
# Aerodrome Tick Spacings (Fees)
|
||||
# Uniswap V3: 100 (0.01%), 500 (0.05%), 3000 (0.3%), 10000 (1%)
|
||||
# Aerodrome Slipstream might use tickSpacing directly or different fee numbers.
|
||||
# Slipstream: 1 (0.01%), 50 (0.05%), 200 (0.3%), 2000 (1%) ???
|
||||
# Or maybe it uses standard Uniswap fees?
|
||||
# Let's try standard first, then tickSpacing values.
|
||||
|
||||
# Common Uniswap V3 Fees
|
||||
fees_to_test = [100, 500, 3000, 10000]
|
||||
# Aerodrome specific? (1, 50, 100, 200) - Aerodrome uses tickSpacing as the identifier in getPool sometimes?
|
||||
# Wait, Uniswap V3 Factory getPool takes (tokenA, tokenB, fee).
|
||||
# Some forks take (tokenA, tokenB, tickSpacing).
|
||||
|
||||
fees_to_test += [1, 50, 200, 2000]
|
||||
|
||||
print(f"Testing getPool for WETH/USDC...")
|
||||
|
||||
found = False
|
||||
for fee in fees_to_test:
|
||||
try:
|
||||
pool = factory.functions.getPool(WETH, USDC, fee).call()
|
||||
print(f"Fee {fee}: {pool}")
|
||||
if pool.lower() == TARGET_POOL.lower():
|
||||
print(f"✅ MATCH FOUND! Fee Tier is: {fee}")
|
||||
found = True
|
||||
except Exception as e:
|
||||
print(f"Fee {fee}: Error ({e})")
|
||||
|
||||
# ... (Existing code)
|
||||
if not found:
|
||||
# ... (Existing code)
|
||||
pass
|
||||
|
||||
# DEBUG SLOT0
|
||||
print(f"\nDebugging slot0 for {TARGET_POOL}...")
|
||||
target_pool_checksum = Web3.to_checksum_address(TARGET_POOL)
|
||||
|
||||
# Try raw call to see data length
|
||||
raw_data = w3.eth.call({
|
||||
'to': target_pool_checksum,
|
||||
'data': w3.keccak(text="slot0()").hex()[:10]
|
||||
})
|
||||
print(f"Raw Slot0 Data ({len(raw_data)} bytes): {raw_data.hex()}")
|
||||
|
||||
# Try standard ABI
|
||||
POOL_ABI = json.loads('[{"inputs":[],"name":"slot0","outputs":[{"internalType":"uint160","name":"sqrtPriceX96","type":"uint160"},{"internalType":"int24","name":"tick","type":"int24"},{"internalType":"uint16","name":"observationIndex","type":"uint16"},{"internalType":"uint16","name":"observationCardinality","type":"uint16"},{"internalType":"uint16","name":"observationCardinalityNext","type":"uint16"},{"internalType":"uint24","name":"feeProtocol","type":"uint24"},{"internalType":"bool","name":"unlocked","type":"bool"}],"stateMutability":"view","type":"function"}]')
|
||||
|
||||
pool_c = w3.eth.contract(address=target_pool_checksum, abi=POOL_ABI)
|
||||
try:
|
||||
data = pool_c.functions.slot0().call()
|
||||
print(f"Standard V3 Slot0 Data: {data}")
|
||||
except Exception as e:
|
||||
print(f"Standard V3 Slot0 Failed: {e}")
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
33
florida/tools/debug_factory.py
Normal file
33
florida/tools/debug_factory.py
Normal file
@ -0,0 +1,33 @@
|
||||
import os
|
||||
import sys
|
||||
import json
|
||||
from web3 import Web3
|
||||
from dotenv import load_dotenv
|
||||
|
||||
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
|
||||
from clp_abis import NONFUNGIBLE_POSITION_MANAGER_ABI
|
||||
|
||||
load_dotenv()
|
||||
RPC_URL = os.environ.get("BASE_RPC_URL")
|
||||
w3 = Web3(Web3.HTTPProvider(RPC_URL))
|
||||
|
||||
NPM_ADDRESS = "0x827922686190790b37229fd06084350E74485b72"
|
||||
WETH = "0x4200000000000000000000000000000000000006"
|
||||
USDC = "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913"
|
||||
|
||||
def check_code():
|
||||
npm_addr = "0xC36442b4a4522E871399CD717aBDD847Ab11FE88"
|
||||
try:
|
||||
code = w3.eth.get_code(npm_addr)
|
||||
print(f"Code at {npm_addr}: {len(code)} bytes")
|
||||
|
||||
if len(code) > 0:
|
||||
# Try calling factory()
|
||||
npm = w3.eth.contract(address=npm_addr, abi=NONFUNGIBLE_POSITION_MANAGER_ABI)
|
||||
f = npm.functions.factory().call()
|
||||
print(f"Factory: {f}")
|
||||
except Exception as e:
|
||||
print(f"Check failed: {e}")
|
||||
|
||||
if __name__ == "__main__":
|
||||
check_code()
|
||||
104
florida/tools/debug_mint.py
Normal file
104
florida/tools/debug_mint.py
Normal file
@ -0,0 +1,104 @@
|
||||
import os
|
||||
import sys
|
||||
import json
|
||||
import time
|
||||
from decimal import Decimal
|
||||
from web3 import Web3
|
||||
from dotenv import load_dotenv
|
||||
|
||||
# Add project root to sys.path
|
||||
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
|
||||
from clp_abis import NONFUNGIBLE_POSITION_MANAGER_ABI
|
||||
|
||||
load_dotenv()
|
||||
|
||||
RPC_URL = os.environ.get("BASE_RPC_URL")
|
||||
if not RPC_URL:
|
||||
print("Error: BASE_RPC_URL not set")
|
||||
sys.exit(1)
|
||||
|
||||
w3 = Web3(Web3.HTTPProvider(RPC_URL))
|
||||
private_key = os.environ.get("MAIN_WALLET_PRIVATE_KEY")
|
||||
account = w3.eth.account.from_key(private_key)
|
||||
|
||||
NPM_ADDRESS = "0x827922686190790b37229fd06084350E74485b72"
|
||||
WETH = "0x4200000000000000000000000000000000000006"
|
||||
USDC = "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913"
|
||||
|
||||
# Amounts (Reduced to fit allowance)
|
||||
AMOUNT0 = 10000000000000000 # 0.01 ETH
|
||||
AMOUNT1 = 10000000 # 10 USDC
|
||||
|
||||
# Ticks (Approx from logs/logic, using TS=1)
|
||||
# Current Tick ~ -201984 (Price ~3050)
|
||||
# Just picking a valid range around current price
|
||||
CURRENT_TICK = -201984
|
||||
TICK_LOWER = CURRENT_TICK - 200
|
||||
TICK_UPPER = CURRENT_TICK + 200
|
||||
|
||||
def try_mint_simulation(fee_value):
|
||||
print(f"\n--- Testing Mint with fee={fee_value} ---")
|
||||
npm = w3.eth.contract(address=NPM_ADDRESS, abi=NONFUNGIBLE_POSITION_MANAGER_ABI)
|
||||
|
||||
# FETCH REAL TICK
|
||||
pool_address = "0xb2cc224c1c9feE385f8ad6a55b4d94E92359DC59" # TS=100 Pool
|
||||
pool_abi = [{"inputs": [], "name": "slot0", "outputs": [{"internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160"}, {"internalType": "int24", "name": "tick", "type": "int24"}, {"internalType": "uint16", "name": "observationIndex", "type": "uint16"}, {"internalType": "uint16", "name": "observationCardinality", "type": "uint16"}, {"internalType": "uint16", "name": "observationCardinalityNext", "type": "uint16"}, {"internalType": "bool", "name": "unlocked", "type": "bool"}], "stateMutability": "view", "type": "function"}]
|
||||
pool = w3.eth.contract(address=pool_address, abi=pool_abi)
|
||||
try:
|
||||
slot0 = pool.functions.slot0().call()
|
||||
current_tick = slot0[1]
|
||||
print(f"Current Tick: {current_tick}")
|
||||
except:
|
||||
current_tick = -200000
|
||||
print("Failed to fetch tick, using default.")
|
||||
|
||||
# Align to TS=100
|
||||
TS = 100
|
||||
tick_lower = (current_tick // TS) * TS - (TS * 2) # -200 ticks
|
||||
tick_upper = (current_tick // TS) * TS + (TS * 2) # +200 ticks
|
||||
|
||||
print(f"Ticks: {tick_lower} <-> {tick_upper} (TS={TS})")
|
||||
|
||||
# CHECK ALLOWANCES
|
||||
erc20_abi = [{"inputs": [{"internalType": "address", "name": "owner", "type": "address"}, {"internalType": "address", "name": "spender", "type": "address"}], "name": "allowance", "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"}]
|
||||
|
||||
weth_c = w3.eth.contract(address=WETH, abi=erc20_abi)
|
||||
usdc_c = w3.eth.contract(address=USDC, abi=erc20_abi)
|
||||
|
||||
a0 = weth_c.functions.allowance(account.address, NPM_ADDRESS).call()
|
||||
a1 = usdc_c.functions.allowance(account.address, NPM_ADDRESS).call()
|
||||
print(f"Allowances: WETH={a0}, USDC={a1}")
|
||||
|
||||
params = (
|
||||
WETH, USDC,
|
||||
fee_value, # The value in question
|
||||
tick_lower, tick_upper,
|
||||
AMOUNT0, AMOUNT1,
|
||||
0, 0, # Min amounts 0
|
||||
account.address,
|
||||
int(time.time()) + 180
|
||||
)
|
||||
|
||||
tx_params = {
|
||||
'from': account.address,
|
||||
'nonce': w3.eth.get_transaction_count(account.address),
|
||||
'value': 0,
|
||||
'gas': 500000,
|
||||
'gasPrice': w3.eth.gas_price
|
||||
}
|
||||
|
||||
try:
|
||||
# Simulate (call)
|
||||
npm.functions.mint(params).call(tx_params)
|
||||
print("✅ Simulation SUCCESS!")
|
||||
return True
|
||||
except Exception as e:
|
||||
print(f"❌ Simulation FAILED: {e}")
|
||||
return False
|
||||
|
||||
if __name__ == "__main__":
|
||||
# Test candidates
|
||||
candidates = [1, 100, 200, 500, 3000, 10000]
|
||||
|
||||
for fee in candidates:
|
||||
try_mint_simulation(fee)
|
||||
39
florida/tools/debug_ts_mapping.py
Normal file
39
florida/tools/debug_ts_mapping.py
Normal file
@ -0,0 +1,39 @@
|
||||
import os
|
||||
import sys
|
||||
import json
|
||||
from web3 import Web3
|
||||
from dotenv import load_dotenv
|
||||
|
||||
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
|
||||
from clp_abis import AERODROME_FACTORY_ABI
|
||||
|
||||
load_dotenv()
|
||||
RPC_URL = os.environ.get("BASE_RPC_URL")
|
||||
w3 = Web3(Web3.HTTPProvider(RPC_URL))
|
||||
|
||||
FACTORY_ADDRESS = "0x5e7BB104d84c7CB9B682AaC2F3d509f5F406809A" # From previous debug
|
||||
|
||||
def check_mapping():
|
||||
# Try standard V3 factory ABI method: feeAmountTickSpacing(uint24)
|
||||
abi = [{"inputs": [{"internalType": "uint24", "name": "", "type": "uint24"}], "name": "feeAmountTickSpacing", "outputs": [{"internalType": "int24", "name": "", "type": "int24"}], "stateMutability": "view", "type": "function"}]
|
||||
factory = w3.eth.contract(address=FACTORY_ADDRESS, abi=abi)
|
||||
|
||||
candidates = [1, 50, 80, 100, 200, 400, 500, 2000, 3000, 10000]
|
||||
|
||||
print("--- Fee -> TickSpacing Mapping ---")
|
||||
for fee in candidates:
|
||||
try:
|
||||
ts = factory.functions.feeAmountTickSpacing(fee).call()
|
||||
print(f"Fee {fee} -> TS {ts}")
|
||||
except Exception as e:
|
||||
# print(f"Fee {fee} -> Failed")
|
||||
pass
|
||||
|
||||
# Check if there is a 'tickSpacing' method on Factory?
|
||||
# Aerodrome Factory ABI we used has 'getPool(tokenA, tokenB, tickSpacing)'.
|
||||
# This implies Factory doesn't use fee mapping for getPool, it uses TS directly.
|
||||
# BUT NPM 'mint' uses 'fee'.
|
||||
# So NPM MUST have a mapping.
|
||||
|
||||
if __name__ == "__main__":
|
||||
check_mapping()
|
||||
43
florida/tools/debug_tx.py
Normal file
43
florida/tools/debug_tx.py
Normal file
@ -0,0 +1,43 @@
|
||||
import os
|
||||
import sys
|
||||
import json
|
||||
from web3 import Web3
|
||||
from dotenv import load_dotenv
|
||||
|
||||
# Add project root to sys.path
|
||||
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
|
||||
|
||||
load_dotenv()
|
||||
|
||||
RPC_URL = os.environ.get("BASE_RPC_URL")
|
||||
if not RPC_URL:
|
||||
print("Error: BASE_RPC_URL not set")
|
||||
sys.exit(1)
|
||||
|
||||
w3 = Web3(Web3.HTTPProvider(RPC_URL))
|
||||
|
||||
TX_HASH = "0x40c926a0d792a00d7a549f57f76ccb65c14c49ca7120563ea1229d1dae40457d"
|
||||
|
||||
def check_tx():
|
||||
print(f"Fetching receipt for {TX_HASH}...")
|
||||
try:
|
||||
receipt = w3.eth.get_transaction_receipt(TX_HASH)
|
||||
print(f"Status: {receipt['status']}")
|
||||
print(f"Block: {receipt['blockNumber']}")
|
||||
print(f"Logs: {len(receipt['logs'])}")
|
||||
|
||||
for i, log in enumerate(receipt['logs']):
|
||||
print(f"--- Log {i} ---")
|
||||
print(f"Address: {log['address']}")
|
||||
print(f"Topics: {[t.hex() for t in log['topics']]}")
|
||||
# Try to decode Swap event?
|
||||
# Swap(address sender, address recipient, int256 amount0, int256 amount1, uint160 sqrtPriceX96, uint128 liquidity, int24 tick)
|
||||
# Topic0: 0xc42079f94a6350d7e6235f29174924f928cc2ac818eb64fed8004e115fbcca67
|
||||
if log['topics'][0].hex() == "0xc42079f94a6350d7e6235f29174924f928cc2ac818eb64fed8004e115fbcca67":
|
||||
print(">>> SWAP EVENT DETECTED <<<")
|
||||
|
||||
except Exception as e:
|
||||
print(f"Error: {e}")
|
||||
|
||||
if __name__ == "__main__":
|
||||
check_tx()
|
||||
3
florida/tools/get_checksum.py
Normal file
3
florida/tools/get_checksum.py
Normal file
@ -0,0 +1,3 @@
|
||||
from web3 import Web3
|
||||
addr = "0xbe6d8f0d397708d99755b7857067757F97174d7d"
|
||||
print(Web3.to_checksum_address(addr))
|
||||
66
florida/tools/mint_aerodrome.py
Normal file
66
florida/tools/mint_aerodrome.py
Normal file
@ -0,0 +1,66 @@
|
||||
import os
|
||||
import sys
|
||||
import json
|
||||
import time
|
||||
from web3 import Web3
|
||||
from dotenv import load_dotenv
|
||||
|
||||
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
|
||||
from clp_abis import ERC20_ABI
|
||||
|
||||
load_dotenv()
|
||||
RPC_URL = os.environ.get("BASE_RPC_URL")
|
||||
w3 = Web3(Web3.HTTPProvider(RPC_URL))
|
||||
private_key = os.environ.get("MAIN_WALLET_PRIVATE_KEY")
|
||||
account = w3.eth.account.from_key(private_key)
|
||||
|
||||
NPM_ADDRESS = "0x827922686190790b37229fd06084350E74485b72"
|
||||
WETH = "0x4200000000000000000000000000000000000006"
|
||||
USDC = "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913"
|
||||
|
||||
# Modified ABI: int24 tickSpacing instead of uint24 fee, AND sqrtPriceX96
|
||||
MINT_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [{"components": [{"internalType": "address", "name": "token0", "type": "address"}, {"internalType": "address", "name": "token1", "type": "address"}, {"internalType": "int24", "name": "tickSpacing", "type": "int24"}, {"internalType": "int24", "name": "tickLower", "type": "int24"}, {"internalType": "int24", "name": "tickUpper", "type": "int24"}, {"internalType": "uint256", "name": "amount0Desired", "type": "uint256"}, {"internalType": "uint256", "name": "amount1Desired", "type": "uint256"}, {"internalType": "uint256", "name": "amount0Min", "type": "uint256"}, {"internalType": "uint256", "name": "amount1Min", "type": "uint256"}, {"internalType": "address", "name": "recipient", "type": "address"}, {"internalType": "uint256", "name": "deadline", "type": "uint256"}, {"internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160"}], "internalType": "struct INonfungiblePositionManager.MintParams", "name": "params", "type": "tuple"}], "name": "mint", "outputs": [{"internalType": "uint256", "name": "tokenId", "type": "uint256"}, {"internalType": "uint128", "name": "liquidity", "type": "uint128"}, {"internalType": "uint256", "name": "amount0", "type": "uint256"}, {"internalType": "uint256", "name": "amount1", "type": "uint256"}], "stateMutability": "payable", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
def try_mint():
|
||||
npm = w3.eth.contract(address=NPM_ADDRESS, abi=MINT_ABI)
|
||||
|
||||
# Tick Logic for 0xb2cc (TS=100)
|
||||
# Current Tick -195800
|
||||
current_tick = -195800
|
||||
|
||||
# Align to 100
|
||||
# -196000 and -195600
|
||||
tl = -196000
|
||||
tu = -195600
|
||||
|
||||
# Amounts
|
||||
a0 = 10000000000000000 # 0.01 ETH
|
||||
a1 = 10000000 # 10 USDC
|
||||
|
||||
# tickSpacing param
|
||||
ts = 100
|
||||
|
||||
params = (
|
||||
WETH, USDC,
|
||||
ts, # int24
|
||||
tl, tu,
|
||||
a0, a1,
|
||||
0, 0,
|
||||
account.address,
|
||||
int(time.time()) + 180,
|
||||
0 # sqrtPriceX96
|
||||
)
|
||||
|
||||
print(f"Simulating mint with TS={ts} (int24)...")
|
||||
try:
|
||||
npm.functions.mint(params).call({'from': account.address, 'gas': 1000000})
|
||||
print("✅ SUCCESS!")
|
||||
except Exception as e:
|
||||
print(f"❌ FAILED: {e}")
|
||||
|
||||
if __name__ == "__main__":
|
||||
try_mint()
|
||||
192
florida/tools/pool_scanner.py
Normal file
192
florida/tools/pool_scanner.py
Normal file
@ -0,0 +1,192 @@
|
||||
import os
|
||||
import json
|
||||
import time
|
||||
import pandas as pd
|
||||
from decimal import Decimal
|
||||
from datetime import datetime
|
||||
from web3 import Web3
|
||||
from dotenv import load_dotenv
|
||||
|
||||
# --- CONFIGURATION ---
|
||||
CONFIG_FILE = os.path.join(os.path.dirname(__file__), "pool_scanner_config.json")
|
||||
STATE_FILE = os.path.join("market_data", "pool_scanner_state.json")
|
||||
HISTORY_FILE = os.path.join("market_data", "pool_history.csv")
|
||||
|
||||
load_dotenv()
|
||||
|
||||
# RPC MAP
|
||||
RPC_MAP = {
|
||||
"ARBITRUM": os.environ.get("MAINNET_RPC_URL"),
|
||||
"BSC": os.environ.get("BNB_RPC_URL"),
|
||||
"BASE": os.environ.get("BASE_RPC_URL")
|
||||
}
|
||||
|
||||
# ABIS
|
||||
POOL_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [], "name": "slot0", "outputs": [{"internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160"}, {"internalType": "int24", "name": "tick", "type": "int24"}, {"internalType": "uint16", "name": "observationIndex", "type": "uint16"}, {"internalType": "uint16", "name": "observationCardinality", "type": "uint16"}, {"internalType": "uint16", "name": "observationCardinalityNext", "type": "uint16"}, {"internalType": "uint8", "name": "feeProtocol", "type": "uint8"}, {"internalType": "bool", "name": "unlocked", "type": "bool"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "feeGrowthGlobal0X128", "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "feeGrowthGlobal1X128", "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "token0", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "token1", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
# PancakeSwap V3 uses uint32 for feeProtocol
|
||||
PANCAKE_POOL_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [], "name": "slot0", "outputs": [{"internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160"}, {"internalType": "int24", "name": "tick", "type": "int24"}, {"internalType": "uint16", "name": "observationIndex", "type": "uint16"}, {"internalType": "uint16", "name": "observationCardinality", "type": "uint16"}, {"internalType": "uint16", "name": "observationCardinalityNext", "type": "uint16"}, {"internalType": "uint32", "name": "feeProtocol", "type": "uint32"}, {"internalType": "bool", "name": "unlocked", "type": "bool"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "feeGrowthGlobal0X128", "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "feeGrowthGlobal1X128", "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "token0", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "token1", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
AERODROME_POOL_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [], "name": "slot0", "outputs": [{"internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160"}, {"internalType": "int24", "name": "tick", "type": "int24"}, {"internalType": "uint16", "name": "observationIndex", "type": "uint16"}, {"internalType": "uint16", "name": "observationCardinality", "type": "uint16"}, {"internalType": "uint16", "name": "observationCardinalityNext", "type": "uint16"}, {"internalType": "bool", "name": "unlocked", "type": "bool"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "feeGrowthGlobal0X128", "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "feeGrowthGlobal1X128", "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "token0", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "token1", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
ERC20_ABI = json.loads('[{"inputs": [], "name": "decimals", "outputs": [{"internalType": "uint8", "name": "", "type": "uint8"}], "stateMutability": "view", "type": "function"}]')
|
||||
|
||||
def get_w3(chain):
|
||||
url = RPC_MAP.get(chain)
|
||||
if not url: return None
|
||||
return Web3(Web3.HTTPProvider(url))
|
||||
|
||||
def load_state():
|
||||
if os.path.exists(STATE_FILE):
|
||||
with open(STATE_FILE, 'r') as f:
|
||||
return json.load(f)
|
||||
return {}
|
||||
|
||||
def save_state(state):
|
||||
os.makedirs(os.path.dirname(STATE_FILE), exist_ok=True)
|
||||
with open(STATE_FILE, 'w') as f:
|
||||
json.dump(state, f, indent=2)
|
||||
|
||||
def append_history(data):
|
||||
df = pd.DataFrame([data])
|
||||
header = not os.path.exists(HISTORY_FILE)
|
||||
df.to_csv(HISTORY_FILE, mode='a', header=header, index=False)
|
||||
|
||||
def get_liquidity_for_amount(amount, sqrt_price_x96, tick_lower, tick_upper, decimal_diff):
|
||||
# Simplified Liquidity Calc for 50/50 deposit simulation
|
||||
# L = Amount / (sqrt(P) - sqrt(Pa)) for one side...
|
||||
# For now, we assume simple V3 math or just track Fee Growth per Unit Liquidity
|
||||
# Real simulation is complex.
|
||||
# TRICK: We will track "Fee Growth per 1 Unit of Liquidity" directly (Raw X128).
|
||||
# Then user can multiply by their theoretical L later.
|
||||
return 1
|
||||
|
||||
def main():
|
||||
print("Starting Pool Scanner...")
|
||||
with open(CONFIG_FILE, 'r') as f:
|
||||
pools = json.load(f)
|
||||
|
||||
state = load_state()
|
||||
|
||||
# Init Web3 cache
|
||||
w3_instances = {}
|
||||
|
||||
for pool in pools:
|
||||
name = pool['name']
|
||||
chain = pool['chain']
|
||||
# Fix Checksum
|
||||
try:
|
||||
addr = Web3.to_checksum_address(pool['pool_address'])
|
||||
except Exception:
|
||||
print(f" ❌ Invalid Address: {pool['pool_address']}")
|
||||
continue
|
||||
|
||||
is_aero = pool.get('is_aerodrome', False)
|
||||
|
||||
print(f"Scanning {name} ({chain})...")
|
||||
|
||||
if chain not in w3_instances:
|
||||
w3_instances[chain] = get_w3(chain)
|
||||
|
||||
w3 = w3_instances[chain]
|
||||
if not w3 or not w3.is_connected():
|
||||
print(f" ❌ RPC Error for {chain}")
|
||||
continue
|
||||
|
||||
try:
|
||||
if is_aero:
|
||||
abi = AERODROME_POOL_ABI
|
||||
elif chain == "BSC":
|
||||
abi = PANCAKE_POOL_ABI
|
||||
else:
|
||||
abi = POOL_ABI
|
||||
|
||||
contract = w3.eth.contract(address=addr, abi=abi)
|
||||
|
||||
# Fetch Data
|
||||
slot0 = contract.functions.slot0().call()
|
||||
tick = slot0[1]
|
||||
sqrt_price = slot0[0]
|
||||
|
||||
fg0 = contract.functions.feeGrowthGlobal0X128().call()
|
||||
fg1 = contract.functions.feeGrowthGlobal1X128().call()
|
||||
|
||||
# Fetch Decimals (Once)
|
||||
if name not in state:
|
||||
t0 = contract.functions.token0().call()
|
||||
t1 = contract.functions.token1().call()
|
||||
d0 = w3.eth.contract(address=t0, abi=ERC20_ABI).functions.decimals().call()
|
||||
d1 = w3.eth.contract(address=t1, abi=ERC20_ABI).functions.decimals().call()
|
||||
state[name] = {
|
||||
"init_tick": tick,
|
||||
"init_fg0": fg0,
|
||||
"init_fg1": fg1,
|
||||
"decimals": [d0, d1],
|
||||
"cumulative_fees_usd": 0.0,
|
||||
"last_fg0": fg0,
|
||||
"last_fg1": fg1
|
||||
}
|
||||
|
||||
# Update State
|
||||
prev = state[name]
|
||||
diff0 = fg0 - prev['last_fg0']
|
||||
diff1 = fg1 - prev['last_fg1']
|
||||
|
||||
# Calculate USD Value of Fees (Approx)
|
||||
# Need Liquidity.
|
||||
# If we assume 1 unit of Liquidity?
|
||||
# Fee = Diff * L / 2^128
|
||||
|
||||
# Update Last
|
||||
prev['last_fg0'] = fg0
|
||||
prev['last_fg1'] = fg1
|
||||
prev['last_tick'] = tick
|
||||
prev['last_update'] = datetime.now().isoformat()
|
||||
|
||||
# Save History
|
||||
record = {
|
||||
"timestamp": datetime.now().isoformat(),
|
||||
"pool_name": name,
|
||||
"chain": chain,
|
||||
"tick": tick,
|
||||
"sqrtPriceX96": str(sqrt_price),
|
||||
"feeGrowth0": str(fg0),
|
||||
"feeGrowth1": str(fg1)
|
||||
}
|
||||
append_history(record)
|
||||
print(f" ✅ Data recorded. Tick: {tick}")
|
||||
|
||||
except Exception as e:
|
||||
print(f" ❌ Error: {e}")
|
||||
|
||||
save_state(state)
|
||||
print("Scan complete.")
|
||||
|
||||
if __name__ == "__main__":
|
||||
while True:
|
||||
main()
|
||||
time.sleep(600) # 10 minutes
|
||||
54
florida/tools/pool_scanner_config.json
Normal file
54
florida/tools/pool_scanner_config.json
Normal file
@ -0,0 +1,54 @@
|
||||
[
|
||||
{
|
||||
"name": "Uniswap V3 (Arbitrum) - ETH/USDC",
|
||||
"chain": "ARBITRUM",
|
||||
"pool_address": "0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443",
|
||||
"fee_tier": 500,
|
||||
"simulation": {
|
||||
"investment_usd": 10000,
|
||||
"range_width_pct": 0.10
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "PancakeSwap V3 (BNB Chain) - WBNB/USDT",
|
||||
"chain": "BSC",
|
||||
"pool_address": "0x36696169C63e42cd08ce11f5deeBbCeBae652050",
|
||||
"fee_tier": 100,
|
||||
"simulation": {
|
||||
"investment_usd": 10000,
|
||||
"range_width_pct": 0.10
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Uniswap V3 (Base) - WETH/USDC",
|
||||
"chain": "BASE",
|
||||
"pool_address": "0xd0b53d9277642d899df5c87a3966a349a798f224",
|
||||
"fee_tier": 500,
|
||||
"simulation": {
|
||||
"investment_usd": 10000,
|
||||
"range_width_pct": 0.10
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Aerodrome SlipStream (Base) - WETH/USDC (TS=1)",
|
||||
"chain": "BASE",
|
||||
"pool_address": "0xdbc6998296caA1652A810dc8D3BaF4A8294330f1",
|
||||
"is_aerodrome": true,
|
||||
"tick_spacing": 1,
|
||||
"simulation": {
|
||||
"investment_usd": 10000,
|
||||
"range_width_pct": 0.10
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Aerodrome SlipStream (Base) - WETH/USDC (TS=100)",
|
||||
"chain": "BASE",
|
||||
"pool_address": "0xb2cc224c1c9feE385f8ad6a55b4d94E92359DC59",
|
||||
"is_aerodrome": true,
|
||||
"tick_spacing": 100,
|
||||
"simulation": {
|
||||
"investment_usd": 10000,
|
||||
"range_width_pct": 0.10
|
||||
}
|
||||
}
|
||||
]
|
||||
349
florida/tools/universal_swapper.py
Normal file
349
florida/tools/universal_swapper.py
Normal file
@ -0,0 +1,349 @@
|
||||
import os
|
||||
import sys
|
||||
import json
|
||||
import argparse
|
||||
import time
|
||||
from decimal import Decimal
|
||||
from dotenv import load_dotenv
|
||||
from web3 import Web3
|
||||
|
||||
# Load environment variables
|
||||
load_dotenv()
|
||||
|
||||
# --- CONFIGURATION ---
|
||||
|
||||
# ABIs
|
||||
ERC20_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [], "name": "decimals", "outputs": [{"internalType": "uint8", "name": "", "type": "uint8"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [], "name": "symbol", "outputs": [{"internalType": "string", "name": "", "type": "string"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [{"internalType": "address", "name": "account", "type": "address"}], "name": "balanceOf", "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"},
|
||||
{"inputs": [{"internalType": "address", "name": "spender", "type": "address"}, {"internalType": "uint256", "name": "amount", "type": "uint256"}], "name": "approve", "outputs": [{"internalType": "bool", "name": "", "type": "bool"}], "stateMutability": "nonpayable", "type": "function"},
|
||||
{"inputs": [{"internalType": "address", "name": "owner", "type": "address"}, {"internalType": "address", "name": "spender", "type": "address"}], "name": "allowance", "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
WETH_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [], "name": "deposit", "outputs": [], "stateMutability": "payable", "type": "function"},
|
||||
{"inputs": [{"internalType": "uint256", "name": "wad", "type": "uint256"}], "name": "withdraw", "outputs": [], "stateMutability": "nonpayable", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
# SwapRouter01 (With Deadline in struct) - e.g. Arbitrum 0xE592..., BSC
|
||||
SWAP_ROUTER_01_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [{"components": [{"internalType": "address", "name": "tokenIn", "type": "address"}, {"internalType": "address", "name": "tokenOut", "type": "address"}, {"internalType": "uint24", "name": "fee", "type": "uint24"}, {"internalType": "address", "name": "recipient", "type": "address"}, {"internalType": "uint256", "name": "deadline", "type": "uint256"}, {"internalType": "uint256", "name": "amountIn", "type": "uint256"}, {"internalType": "uint256", "name": "amountOutMinimum", "type": "uint200"}, {"internalType": "uint160", "name": "sqrtPriceLimitX96", "type": "uint160"}], "internalType": "struct ISwapRouter.ExactInputSingleParams", "name": "params", "type": "tuple"}], "name": "exactInputSingle", "outputs": [{"internalType": "uint256", "name": "amountOut", "type": "uint256"}], "stateMutability": "payable", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
# SwapRouter02 (NO Deadline in struct) - e.g. Base 0x2626...
|
||||
SWAP_ROUTER_02_ABI = json.loads('''
|
||||
[
|
||||
{"inputs": [{"components": [{"internalType": "address", "name": "tokenIn", "type": "address"}, {"internalType": "address", "name": "tokenOut", "type": "address"}, {"internalType": "uint24", "name": "fee", "type": "uint24"}, {"internalType": "address", "name": "recipient", "type": "address"}, {"internalType": "uint256", "name": "amountIn", "type": "uint256"}, {"internalType": "uint256", "name": "amountOutMinimum", "type": "uint256"}, {"internalType": "uint160", "name": "sqrtPriceLimitX96", "type": "uint160"}], "internalType": "struct IV3SwapRouter.ExactInputSingleParams", "name": "params", "type": "tuple"}], "name": "exactInputSingle", "outputs": [{"internalType": "uint256", "name": "amountOut", "type": "uint256"}], "stateMutability": "payable", "type": "function"}
|
||||
]
|
||||
''')
|
||||
|
||||
CHAIN_CONFIG = {
|
||||
"ARBITRUM": {
|
||||
"rpc_env": "MAINNET_RPC_URL",
|
||||
"chain_id": 42161,
|
||||
"router": "0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45", # SwapRouter02
|
||||
"abi_version": 2,
|
||||
"tokens": {
|
||||
"USDC": "0xaf88d065e77c8cC2239327C5EDb3A432268e5831",
|
||||
"WETH": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1",
|
||||
"ETH": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1", # Alias to WETH for wrapping
|
||||
"CBBTC": "0xcbB7C0000aB88B473b1f5aFd9ef808440eed33Bf"
|
||||
},
|
||||
"default_fee": 500
|
||||
},
|
||||
"BASE": {
|
||||
"rpc_env": "BASE_RPC_URL",
|
||||
"chain_id": 8453,
|
||||
"router": "0x2626664c2603336E57B271c5C0b26F421741e481", # SwapRouter02
|
||||
"abi_version": 2,
|
||||
"tokens": {
|
||||
"USDC": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
|
||||
"WETH": "0x4200000000000000000000000000000000000006",
|
||||
"ETH": "0x4200000000000000000000000000000000000006", # Alias to WETH for wrapping
|
||||
"CBBTC": "0xcbB7C0000aB88B473b1f5aFd9ef808440eed33Bf"
|
||||
},
|
||||
"default_fee": 500
|
||||
},
|
||||
"BASE_AERO": {
|
||||
"rpc_env": "BASE_RPC_URL",
|
||||
"chain_id": 8453,
|
||||
"router": "0xbe6D8f0D397708D99755B7857067757f97174d7d", # Aerodrome Slipstream SwapRouter
|
||||
"abi_version": 1, # Router requires deadline (Standard SwapRouter01 style)
|
||||
"tokens": {
|
||||
"USDC": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
|
||||
"WETH": "0x4200000000000000000000000000000000000006",
|
||||
"ETH": "0x4200000000000000000000000000000000000006",
|
||||
"CBBTC": "0xcbB7C0000aB88B473b1f5aFd9ef808440eed33Bf"
|
||||
},
|
||||
"default_fee": 1 # TickSpacing 1 (0.01%)
|
||||
},
|
||||
"BSC": {
|
||||
"rpc_env": "BNB_RPC_URL",
|
||||
"chain_id": 56,
|
||||
"router": "0x1b81D678ffb9C0263b24A97847620C99d213eB14", # PancakeSwap V3
|
||||
"abi_version": 1,
|
||||
"tokens": {
|
||||
"USDC": "0x8ac76a51cc950d9822d68b83fe1ad97b32cd580d",
|
||||
"WBNB": "0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c",
|
||||
"BNB": "0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c" # Alias to WBNB for wrapping
|
||||
},
|
||||
"default_fee": 500
|
||||
}
|
||||
}
|
||||
|
||||
def get_web3(chain_name):
|
||||
config = CHAIN_CONFIG.get(chain_name.upper())
|
||||
if not config:
|
||||
raise ValueError(f"Unsupported chain: {chain_name}")
|
||||
|
||||
rpc_url = os.environ.get(config["rpc_env"])
|
||||
if not rpc_url:
|
||||
raise ValueError(f"RPC URL not found in environment for {config['rpc_env']}")
|
||||
|
||||
w3 = Web3(Web3.HTTPProvider(rpc_url))
|
||||
if not w3.is_connected():
|
||||
raise ConnectionError(f"Failed to connect to {chain_name} RPC")
|
||||
|
||||
return w3, config
|
||||
|
||||
def approve_token(w3, token_contract, spender_address, amount, private_key, my_address):
|
||||
"""
|
||||
Checks allowance and approves if necessary.
|
||||
Robust gas handling.
|
||||
"""
|
||||
allowance = token_contract.functions.allowance(my_address, spender_address).call()
|
||||
|
||||
if allowance >= amount:
|
||||
print(f"Token already approved (Allowance: {allowance})")
|
||||
return True
|
||||
|
||||
print(f"Approving token... (Current: {allowance}, Needed: {amount})")
|
||||
|
||||
# Build tx base
|
||||
tx_params = {
|
||||
'from': my_address,
|
||||
'nonce': w3.eth.get_transaction_count(my_address),
|
||||
}
|
||||
|
||||
# Determine Gas Strategy
|
||||
try:
|
||||
latest_block = w3.eth.get_block('latest')
|
||||
if 'baseFeePerGas' in latest_block:
|
||||
# EIP-1559
|
||||
base_fee = latest_block['baseFeePerGas']
|
||||
priority_fee = w3.to_wei(0.1, 'gwei') # Conservative priority
|
||||
tx_params['maxFeePerGas'] = int(base_fee * 1.5) + priority_fee
|
||||
tx_params['maxPriorityFeePerGas'] = priority_fee
|
||||
else:
|
||||
# Legacy
|
||||
tx_params['gasPrice'] = w3.eth.gas_price
|
||||
except Exception as e:
|
||||
print(f"Error determining gas strategy: {e}. Fallback to w3.eth.gas_price")
|
||||
tx_params['gasPrice'] = w3.eth.gas_price
|
||||
|
||||
# Build transaction
|
||||
tx = token_contract.functions.approve(spender_address, 2**256 - 1).build_transaction(tx_params)
|
||||
|
||||
# Sign and send
|
||||
signed_tx = w3.eth.account.sign_transaction(tx, private_key)
|
||||
tx_hash = w3.eth.send_raw_transaction(signed_tx.raw_transaction)
|
||||
print(f"Approval Tx sent: {tx_hash.hex()}")
|
||||
|
||||
receipt = w3.eth.wait_for_transaction_receipt(tx_hash)
|
||||
if receipt.status == 1:
|
||||
print("Approval successful.")
|
||||
return True
|
||||
else:
|
||||
print("Approval failed.")
|
||||
return False
|
||||
|
||||
def wrap_eth(w3, weth_address, amount_wei, private_key, my_address):
|
||||
"""
|
||||
Wraps native ETH/BNB to WETH/WBNB.
|
||||
"""
|
||||
print(f"Wrapping native token to wrapped version...")
|
||||
weth_contract = w3.eth.contract(address=weth_address, abi=WETH_ABI)
|
||||
|
||||
tx_params = {
|
||||
'from': my_address,
|
||||
'value': amount_wei,
|
||||
'nonce': w3.eth.get_transaction_count(my_address),
|
||||
}
|
||||
|
||||
# Gas logic (Simplified)
|
||||
latest_block = w3.eth.get_block('latest')
|
||||
if 'baseFeePerGas' in latest_block:
|
||||
base_fee = latest_block['baseFeePerGas']
|
||||
tx_params['maxFeePerGas'] = int(base_fee * 1.5) + w3.to_wei(0.1, 'gwei')
|
||||
tx_params['maxPriorityFeePerGas'] = w3.to_wei(0.1, 'gwei')
|
||||
else:
|
||||
tx_params['gasPrice'] = w3.eth.gas_price
|
||||
|
||||
tx = weth_contract.functions.deposit().build_transaction(tx_params)
|
||||
signed_tx = w3.eth.account.sign_transaction(tx, private_key)
|
||||
tx_hash = w3.eth.send_raw_transaction(signed_tx.raw_transaction)
|
||||
print(f"Wrapping Tx sent: {tx_hash.hex()}")
|
||||
w3.eth.wait_for_transaction_receipt(tx_hash)
|
||||
print("Wrapping successful.")
|
||||
|
||||
def execute_swap(chain_name, token_in_sym, token_out_sym, amount_in_readable, fee_tier=None, slippage_pct=0.5):
|
||||
"""
|
||||
Main function to execute swap.
|
||||
"""
|
||||
chain_name = chain_name.upper()
|
||||
token_in_sym = token_in_sym.upper()
|
||||
token_out_sym = token_out_sym.upper()
|
||||
|
||||
w3, config = get_web3(chain_name)
|
||||
|
||||
# Get private key
|
||||
private_key = os.environ.get("MAIN_WALLET_PRIVATE_KEY")
|
||||
if not private_key:
|
||||
raise ValueError("MAIN_WALLET_PRIVATE_KEY not found in environment variables")
|
||||
|
||||
account = w3.eth.account.from_key(private_key)
|
||||
my_address = account.address
|
||||
print(f"Connected to {chain_name} as {my_address}")
|
||||
|
||||
# Validate tokens
|
||||
if token_in_sym not in config["tokens"]:
|
||||
raise ValueError(f"Token {token_in_sym} not supported on {chain_name}")
|
||||
if token_out_sym not in config["tokens"]:
|
||||
raise ValueError(f"Token {token_out_sym} not supported on {chain_name}")
|
||||
|
||||
token_in_addr = config["tokens"][token_in_sym]
|
||||
token_out_addr = config["tokens"][token_out_sym]
|
||||
router_addr = config["router"]
|
||||
abi_ver = config.get("abi_version", 1)
|
||||
|
||||
# Initialize Contracts
|
||||
token_in_contract = w3.eth.contract(address=token_in_addr, abi=ERC20_ABI)
|
||||
token_out_contract = w3.eth.contract(address=token_out_addr, abi=ERC20_ABI)
|
||||
|
||||
router_abi = SWAP_ROUTER_01_ABI if abi_ver == 1 else SWAP_ROUTER_02_ABI
|
||||
router_contract = w3.eth.contract(address=router_addr, abi=router_abi)
|
||||
|
||||
# Decimals (ETH/BNB and their wrapped versions all use 18)
|
||||
decimals_in = 18 if token_in_sym in ["ETH", "BNB"] else token_in_contract.functions.decimals().call()
|
||||
amount_in_wei = int(Decimal(str(amount_in_readable)) * Decimal(10)**decimals_in)
|
||||
|
||||
print(f"Preparing to swap {amount_in_readable} {token_in_sym} -> {token_out_sym}")
|
||||
|
||||
# Handle Native Wrap
|
||||
if token_in_sym in ["ETH", "BNB"]:
|
||||
# Check native balance
|
||||
native_balance = w3.eth.get_balance(my_address)
|
||||
if native_balance < amount_in_wei:
|
||||
raise ValueError(f"Insufficient native balance. Have {native_balance / 10**18}, need {amount_in_readable}")
|
||||
|
||||
# Check if we already have enough wrapped token
|
||||
w_balance = token_in_contract.functions.balanceOf(my_address).call()
|
||||
if w_balance < amount_in_wei:
|
||||
wrap_eth(w3, token_in_addr, amount_in_wei - w_balance, private_key, my_address)
|
||||
else:
|
||||
# Check Token Balance
|
||||
balance = token_in_contract.functions.balanceOf(my_address).call()
|
||||
if balance < amount_in_wei:
|
||||
raise ValueError(f"Insufficient balance. Have {balance / 10**decimals_in} {token_in_sym}, need {amount_in_readable}")
|
||||
|
||||
# Approve
|
||||
approve_token(w3, token_in_contract, router_addr, amount_in_wei, private_key, my_address)
|
||||
|
||||
# Prepare Swap Params
|
||||
used_fee = fee_tier if fee_tier else config["default_fee"]
|
||||
amount_out_min = 0
|
||||
|
||||
if abi_ver == 1:
|
||||
# Router 01 (Deadline in struct)
|
||||
params = (
|
||||
token_in_addr,
|
||||
token_out_addr,
|
||||
used_fee,
|
||||
my_address,
|
||||
int(time.time()) + 120, # deadline
|
||||
amount_in_wei,
|
||||
amount_out_min,
|
||||
0 # sqrtPriceLimitX96
|
||||
)
|
||||
else:
|
||||
# Router 02 (No Deadline in struct)
|
||||
params = (
|
||||
token_in_addr,
|
||||
token_out_addr,
|
||||
used_fee,
|
||||
my_address,
|
||||
# No deadline here
|
||||
amount_in_wei,
|
||||
amount_out_min,
|
||||
0 # sqrtPriceLimitX96
|
||||
)
|
||||
|
||||
print(f"Swapping... Fee Tier: {used_fee} | ABI: V{abi_ver}")
|
||||
|
||||
# Build Tx
|
||||
tx_build = {
|
||||
'from': my_address,
|
||||
'nonce': w3.eth.get_transaction_count(my_address),
|
||||
}
|
||||
|
||||
# Estimate Gas
|
||||
try:
|
||||
gas_estimate = router_contract.functions.exactInputSingle(params).estimate_gas(tx_build)
|
||||
tx_build['gas'] = int(gas_estimate * 1.2)
|
||||
except Exception as e:
|
||||
print(f"Gas estimation failed: {e}. Using default gas limit (500k).")
|
||||
tx_build['gas'] = 500000
|
||||
|
||||
# Add Gas Price (Same robust logic as approve)
|
||||
if chain_name == "BSC":
|
||||
tx_build['gasPrice'] = w3.eth.gas_price
|
||||
else:
|
||||
try:
|
||||
latest_block = w3.eth.get_block('latest')
|
||||
if 'baseFeePerGas' in latest_block:
|
||||
base_fee = latest_block['baseFeePerGas']
|
||||
priority_fee = w3.to_wei(0.1, 'gwei')
|
||||
tx_build['maxFeePerGas'] = int(base_fee * 1.5) + priority_fee
|
||||
tx_build['maxPriorityFeePerGas'] = priority_fee
|
||||
else:
|
||||
tx_build['gasPrice'] = w3.eth.gas_price
|
||||
except:
|
||||
tx_build['gasPrice'] = w3.eth.gas_price
|
||||
|
||||
# Sign and Send
|
||||
tx_func = router_contract.functions.exactInputSingle(params)
|
||||
tx = tx_func.build_transaction(tx_build)
|
||||
|
||||
signed_tx = w3.eth.account.sign_transaction(tx, private_key)
|
||||
tx_hash = w3.eth.send_raw_transaction(signed_tx.raw_transaction)
|
||||
|
||||
print(f"Swap Tx Sent: {tx_hash.hex()}")
|
||||
receipt = w3.eth.wait_for_transaction_receipt(tx_hash)
|
||||
|
||||
if receipt.status == 1:
|
||||
print("Swap Successful!")
|
||||
else:
|
||||
print("Swap Failed!")
|
||||
# print(receipt) # verbose
|
||||
|
||||
if __name__ == "__main__":
|
||||
parser = argparse.ArgumentParser(description="Universal Swapper for Arbitrum, Base, BSC")
|
||||
parser.add_argument("chain", help="Chain name (ARBITRUM, BASE, BSC)")
|
||||
parser.add_argument("token_in", help="Token to sell (e.g. USDC)")
|
||||
parser.add_argument("token_out", help="Token to buy (e.g. WETH)")
|
||||
parser.add_argument("amount", help="Amount to swap", type=float)
|
||||
parser.add_argument("--fee", help="Fee tier (e.g. 500, 3000)", type=int)
|
||||
|
||||
args = parser.parse_args()
|
||||
|
||||
try:
|
||||
execute_swap(args.chain, args.token_in, args.token_out, args.amount, args.fee)
|
||||
except Exception as e:
|
||||
print(f"Error: {e}")
|
||||
Reference in New Issue
Block a user