893 lines
46 KiB
Python
893 lines
46 KiB
Python
import os
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import sys
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import time
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import json
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import re
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import logging
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import math
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from decimal import Decimal, getcontext
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from datetime import datetime
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from typing import Optional, Dict, Tuple, Any, List
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from web3 import Web3
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from web3.exceptions import TimeExhausted, ContractLogicError
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from eth_account import Account
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from eth_account.signers.local import LocalAccount
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from dotenv import load_dotenv
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# --- IMPORTS FOR KPI ---
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try:
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from tools.kpi_tracker import log_kpi_snapshot
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except ImportError:
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logging.warning("KPI Tracker not found. Performance logging disabled.")
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log_kpi_snapshot = None
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# Set Decimal precision high enough for EVM math
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getcontext().prec = 60
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# --- LOGGING SETUP ---
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current_dir = os.path.dirname(os.path.abspath(__file__))
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sys.path.append(current_dir)
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# Ensure logs directory exists
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log_dir = os.path.join(current_dir, 'logs')
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os.makedirs(log_dir, exist_ok=True)
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try:
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from logging_utils import setup_logging
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# Assuming setup_logging might handle file logging if configured,
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# but to be safe and explicit as requested, we'll add a FileHandler here
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# or rely on setup_logging if it supports it.
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# Since I don't see setup_logging code, I will manually add a file handler to the logger.
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logger = setup_logging("normal", "UNISWAP_MANAGER")
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except ImportError:
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
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)
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logger = logging.getLogger("UNISWAP_MANAGER")
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# Custom Filter for Millisecond Unix Timestamp
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class UnixMsLogFilter(logging.Filter):
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def filter(self, record):
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record.unix_ms = int(record.created * 1000)
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return True
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# Add File Handler
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log_file = os.path.join(log_dir, 'uniswap_manager.log')
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file_handler = logging.FileHandler(log_file, encoding='utf-8')
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file_handler.setLevel(logging.INFO)
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file_handler.addFilter(UnixMsLogFilter())
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formatter = logging.Formatter('%(unix_ms)d, %(asctime)s - %(name)s - %(levelname)s - %(message)s')
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file_handler.setFormatter(formatter)
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logger.addHandler(file_handler)
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# --- ABIs ---
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# (Kept minimal for brevity, normally would load from files)
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NONFUNGIBLE_POSITION_MANAGER_ABI = json.loads('''
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[
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{"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"},
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{"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"},
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{"inputs": [], "name": "factory", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"},
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{"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"},
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{"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"},
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{"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"},
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{"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"}
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]
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''')
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UNISWAP_V3_POOL_ABI = json.loads('''
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[
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{"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"},
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{"inputs": [], "name": "token0", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"},
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{"inputs": [], "name": "token1", "outputs": [{"internalType": "address", "name": "", "type": "address"}], "stateMutability": "view", "type": "function"},
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{"inputs": [], "name": "fee", "outputs": [{"internalType": "uint24", "name": "", "type": "uint24"}], "stateMutability": "view", "type": "function"},
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{"inputs": [], "name": "liquidity", "outputs": [{"internalType": "uint128", "name": "", "type": "uint128"}], "stateMutability": "view", "type": "function"}
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]
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''')
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ERC20_ABI = json.loads('''
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[
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{"inputs": [], "name": "decimals", "outputs": [{"internalType": "uint8", "name": "", "type": "uint8"}], "stateMutability": "view", "type": "function"},
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{"inputs": [], "name": "symbol", "outputs": [{"internalType": "string", "name": "", "type": "string"}], "stateMutability": "view", "type": "function"},
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{"inputs": [{"internalType": "address", "name": "account", "type": "address"}], "name": "balanceOf", "outputs": [{"internalType": "uint256", "name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"},
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{"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"},
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{"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"}
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]
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''')
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UNISWAP_V3_FACTORY_ABI = json.loads('''
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[
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{"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"}
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]
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''')
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SWAP_ROUTER_ABI = json.loads('''
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[
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{"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"}
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]
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''')
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WETH9_ABI = json.loads('''
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[
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{"constant": false, "inputs": [], "name": "deposit", "outputs": [], "payable": true, "stateMutability": "payable", "type": "function"},
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{"constant": false, "inputs": [{"name": "wad", "type": "uint256"}], "name": "withdraw", "outputs": [], "payable": false, "stateMutability": "nonpayable", "type": "function"}
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]
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''')
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# --- CONFIGURATION ---
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NONFUNGIBLE_POSITION_MANAGER_ADDRESS = "0xC36442b4a4522E871399CD717aBDD847Ab11FE88"
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UNISWAP_V3_SWAP_ROUTER_ADDRESS = "0xE592427A0AEce92De3Edee1F18E0157C05861564"
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# Arbitrum WETH/USDC
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WETH_ADDRESS = "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1"
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USDC_ADDRESS = "0xaf88d065e77c8cC2239327C5EDb3A432268e5831"
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STATUS_FILE = "hedge_status.json"
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MONITOR_INTERVAL_SECONDS = 666
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CLOSE_POSITION_ENABLED = True
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OPEN_POSITION_ENABLED = True
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REBALANCE_ON_CLOSE_BELOW_RANGE = True
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TARGET_INVESTMENT_VALUE_USDC = 2000
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INITIAL_HEDGE_CAPITAL_USDC = 2000 # Your starting Hyperliquid balance for Benchmark calc
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RANGE_WIDTH_PCT = Decimal("0.01") # +/- 1% (2% total width)
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SLIPPAGE_TOLERANCE = Decimal("0.02") # do not change, or at least remember it ( 0.02 = 2.0% slippage tolerance)
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TRANSACTION_TIMEOUT_SECONDS = 30
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# --- HELPER FUNCTIONS ---
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def clean_address(addr: str) -> str:
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"""Ensure address is checksummed."""
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if not Web3.is_address(addr):
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raise ValueError(f"Invalid address: {addr}")
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return Web3.to_checksum_address(addr)
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def to_decimal(value: Any, decimals: int = 0) -> Decimal:
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"""Convert value to Decimal, optionally scaling down by decimals."""
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if isinstance(value, Decimal):
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return value
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return Decimal(value) / (Decimal(10) ** decimals)
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def to_wei_int(value: Decimal, decimals: int) -> int:
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"""Convert Decimal value to integer Wei representation."""
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return int(value * (Decimal(10) ** decimals))
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def get_gas_params(w3: Web3) -> Dict[str, int]:
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"""Get dynamic gas parameters for EIP-1559."""
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latest_block = w3.eth.get_block("latest")
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base_fee = latest_block['baseFeePerGas']
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# Priority fee: 0.1 gwei or dynamic
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max_priority_fee = w3.eth.max_priority_fee or Web3.to_wei(0.1, 'gwei')
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# Max Fee = Base Fee * 1.5 + Priority Fee
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max_fee = int(base_fee * 1.25) + max_priority_fee
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return {
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'maxFeePerGas': max_fee,
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'maxPriorityFeePerGas': max_priority_fee
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}
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def send_transaction_robust(
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w3: Web3,
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account: LocalAccount,
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func_call: Any,
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value: int = 0,
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gas_limit: Optional[int] = None,
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extra_msg: str = ""
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) -> Optional[Any]:
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"""
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Builds, signs, sends, and waits for a transaction with timeout and status check.
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"""
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try:
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# 1. Prepare Params
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tx_params = {
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'from': account.address,
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'nonce': w3.eth.get_transaction_count(account.address),
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'value': value,
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'chainId': w3.eth.chain_id,
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}
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# 2. Add Gas Params
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gas_fees = get_gas_params(w3)
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tx_params.update(gas_fees)
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# 3. Simulate (Call) & Estimate Gas
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try:
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# If function call object provided
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if hasattr(func_call, 'call'):
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func_call.call({'from': account.address, 'value': value}) # Safety Dry-Run
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estimated_gas = func_call.estimate_gas({'from': account.address, 'value': value})
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else:
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# Raw transaction construction if func_call is just params dict (rare here)
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estimated_gas = 200000
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tx_params['gas'] = gas_limit if gas_limit else int(estimated_gas * 1.2) # 20% buffer
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# Build
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if hasattr(func_call, 'build_transaction'):
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tx = func_call.build_transaction(tx_params)
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else:
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raise ValueError("Invalid function call object")
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except ContractLogicError as e:
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logger.error(f"❌ Simulation/Estimation failed for {extra_msg}: {e}")
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return None
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# 4. Sign
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signed_tx = account.sign_transaction(tx)
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# 5. Send
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tx_hash = w3.eth.send_raw_transaction(signed_tx.raw_transaction)
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logger.info(f"📤 Sent {extra_msg} | Hash: {tx_hash.hex()}")
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# 6. Wait for Receipt
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receipt = w3.eth.wait_for_transaction_receipt(tx_hash, timeout=TRANSACTION_TIMEOUT_SECONDS)
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# 7. Verify Status
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if receipt.status == 1:
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logger.info(f"✅ Executed {extra_msg} | Block: {receipt.blockNumber}")
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return receipt
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else:
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logger.error(f"❌ Transaction Reverted {extra_msg} | Hash: {tx_hash.hex()}")
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return None
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except TimeExhausted:
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logger.error(f"⌛ Transaction Timeout {extra_msg} - Check Mempool")
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# In a full production bot, we would implement gas bumping here.
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return None
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except Exception as e:
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logger.error(f"❌ Transaction Error {extra_msg}: {e}")
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return None
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def price_from_sqrt_price_x96(sqrt_price_x96: int, token0_decimals: int, token1_decimals: int) -> Decimal:
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"""
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Returns price of Token0 in terms of Token1.
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"""
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sqrt_price = Decimal(sqrt_price_x96)
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q96 = Decimal(2) ** 96
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price = (sqrt_price / q96) ** 2
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# Adjust for decimals: Price = (T1 / 10^d1) / (T0 / 10^d0)
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# = (T1/T0) * (10^d0 / 10^d1)
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adjustment = Decimal(10) ** (token0_decimals - token1_decimals)
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return price * adjustment
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def price_from_tick(tick: int, token0_decimals: int, token1_decimals: int) -> Decimal:
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price = Decimal("1.0001") ** tick
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adjustment = Decimal(10) ** (token0_decimals - token1_decimals)
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return price * adjustment
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def get_sqrt_ratio_at_tick(tick: int) -> int:
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return int((1.0001 ** (tick / 2)) * (2 ** 96))
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def get_amounts_for_liquidity(sqrt_ratio_current: int, sqrt_ratio_a: int, sqrt_ratio_b: int, liquidity: int) -> Tuple[int, int]:
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if sqrt_ratio_a > sqrt_ratio_b:
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sqrt_ratio_a, sqrt_ratio_b = sqrt_ratio_b, sqrt_ratio_a
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amount0 = 0
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amount1 = 0
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Q96 = 1 << 96
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# Calculations performed in high-precision integer math (EVM style)
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if sqrt_ratio_current <= sqrt_ratio_a:
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amount0 = (liquidity * Q96 // sqrt_ratio_a) - (liquidity * Q96 // sqrt_ratio_b)
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amount1 = 0
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elif sqrt_ratio_current < sqrt_ratio_b:
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amount0 = (liquidity * Q96 // sqrt_ratio_current) - (liquidity * Q96 // sqrt_ratio_b)
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amount1 = (liquidity * (sqrt_ratio_current - sqrt_ratio_a)) // Q96
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else:
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amount1 = (liquidity * (sqrt_ratio_b - sqrt_ratio_a)) // Q96
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amount0 = 0
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return amount0, amount1
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# --- CORE LOGIC ---
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def get_position_details(w3: Web3, npm_contract, factory_contract, token_id: int):
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try:
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# Check ownership first to avoid errors? positions() works regardless of owner usually.
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position_data = npm_contract.functions.positions(token_id).call()
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(nonce, operator, token0_address, token1_address, fee, tickLower, tickUpper, liquidity,
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feeGrowthInside0, feeGrowthInside1, tokensOwed0, tokensOwed1) = position_data
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token0_contract = w3.eth.contract(address=token0_address, abi=ERC20_ABI)
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token1_contract = w3.eth.contract(address=token1_address, abi=ERC20_ABI)
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# Multi-call optimization could be used here, but keeping simple for now
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token0_symbol = token0_contract.functions.symbol().call()
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token1_symbol = token1_contract.functions.symbol().call()
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token0_decimals = token0_contract.functions.decimals().call()
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token1_decimals = token1_contract.functions.decimals().call()
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pool_address = factory_contract.functions.getPool(token0_address, token1_address, fee).call()
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if pool_address == '0x0000000000000000000000000000000000000000':
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return None, None
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pool_contract = w3.eth.contract(address=pool_address, abi=UNISWAP_V3_POOL_ABI)
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return {
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"token0_address": token0_address, "token1_address": token1_address,
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"token0_symbol": token0_symbol, "token1_symbol": token1_symbol,
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"token0_decimals": token0_decimals, "token1_decimals": token1_decimals,
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"fee": fee, "tickLower": tickLower, "tickUpper": tickUpper, "liquidity": liquidity,
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"pool_address": pool_address
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}, pool_contract
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except Exception as e:
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logger.error(f"❌ Error fetching position details for ID {token_id}: {e}")
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return None, None
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def get_pool_dynamic_data(pool_contract) -> Optional[Dict[str, Any]]:
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try:
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slot0 = pool_contract.functions.slot0().call()
|
|
return {"sqrtPriceX96": slot0[0], "tick": slot0[1]}
|
|
except Exception as e:
|
|
logger.error(f"❌ Pool data fetch failed: {e}")
|
|
return None
|
|
|
|
def calculate_mint_amounts(current_tick, tick_lower, tick_upper, investment_value_token1: Decimal, decimals0, decimals1, sqrt_price_current_x96) -> Tuple[int, int]:
|
|
"""
|
|
Calculates required token amounts for a target investment value.
|
|
Uses precise Decimal math.
|
|
"""
|
|
sqrt_price_current = get_sqrt_ratio_at_tick(current_tick)
|
|
sqrt_price_lower = get_sqrt_ratio_at_tick(tick_lower)
|
|
sqrt_price_upper = get_sqrt_ratio_at_tick(tick_upper)
|
|
|
|
# Price of T0 in T1
|
|
price_t0_in_t1 = price_from_sqrt_price_x96(sqrt_price_current_x96, decimals0, decimals1)
|
|
|
|
# Calculate amounts for a "Test" liquidity amount
|
|
L_test = 1 << 128
|
|
amt0_test_wei, amt1_test_wei = get_amounts_for_liquidity(sqrt_price_current, sqrt_price_lower, sqrt_price_upper, L_test)
|
|
|
|
amt0_test = Decimal(amt0_test_wei) / Decimal(10**decimals0)
|
|
amt1_test = Decimal(amt1_test_wei) / Decimal(10**decimals1)
|
|
|
|
# Value in Token1 terms
|
|
value_test = (amt0_test * price_t0_in_t1) + amt1_test
|
|
|
|
if value_test <= 0:
|
|
return 0, 0
|
|
|
|
scale = investment_value_token1 / value_test
|
|
|
|
final_amt0_wei = int(Decimal(amt0_test_wei) * scale)
|
|
final_amt1_wei = int(Decimal(amt1_test_wei) * scale)
|
|
|
|
return final_amt0_wei, final_amt1_wei
|
|
|
|
def ensure_allowance(w3: Web3, account: LocalAccount, token_address: str, spender_address: str, amount_needed: int) -> bool:
|
|
"""
|
|
Checks if allowance is sufficient, approves if not.
|
|
"""
|
|
try:
|
|
token_c = w3.eth.contract(address=token_address, abi=ERC20_ABI)
|
|
allowance = token_c.functions.allowance(account.address, spender_address).call()
|
|
|
|
if allowance >= amount_needed:
|
|
return True
|
|
|
|
logger.info(f"🔓 Approving {token_address} for {spender_address}...")
|
|
|
|
# Some tokens (USDT) fail if approving from non-zero to non-zero.
|
|
# Safe practice: Approve 0 first if allowance > 0, then new amount.
|
|
if allowance > 0:
|
|
send_transaction_robust(w3, account, token_c.functions.approve(spender_address, 0), extra_msg="Reset Allowance")
|
|
|
|
# Approve
|
|
receipt = send_transaction_robust(
|
|
w3, account,
|
|
token_c.functions.approve(spender_address, amount_needed),
|
|
extra_msg=f"Approve {token_address}"
|
|
)
|
|
return receipt is not None
|
|
|
|
except Exception as e:
|
|
logger.error(f"❌ Allowance check/approve failed: {e}")
|
|
return False
|
|
|
|
def check_and_swap_for_deposit(w3: Web3, router_contract, account: LocalAccount, token0: str, token1: str, amount0_needed: int, amount1_needed: int, sqrt_price_x96: int, d0: int, d1: int) -> bool:
|
|
"""
|
|
Checks balances, wraps ETH if needed, and swaps ONLY the required surplus to meet deposit requirements.
|
|
"""
|
|
token0 = clean_address(token0)
|
|
token1 = clean_address(token1)
|
|
token0_c = w3.eth.contract(address=token0, abi=ERC20_ABI)
|
|
token1_c = w3.eth.contract(address=token1, abi=ERC20_ABI)
|
|
|
|
bal0 = token0_c.functions.balanceOf(account.address).call()
|
|
bal1 = token1_c.functions.balanceOf(account.address).call()
|
|
|
|
# Calculate Deficits
|
|
deficit0 = max(0, amount0_needed - bal0)
|
|
deficit1 = max(0, amount1_needed - bal1)
|
|
|
|
weth_lower = WETH_ADDRESS.lower()
|
|
|
|
# --- AUTO WRAP ETH ---
|
|
if (deficit0 > 0 and token0.lower() == weth_lower) or (deficit1 > 0 and token1.lower() == weth_lower):
|
|
eth_bal = w3.eth.get_balance(account.address)
|
|
# Keep 0.01 ETH for gas
|
|
gas_reserve = Web3.to_wei(0.01, 'ether')
|
|
available_eth = max(0, eth_bal - gas_reserve)
|
|
|
|
wrap_needed = 0
|
|
if token0.lower() == weth_lower: wrap_needed += deficit0
|
|
if token1.lower() == weth_lower: wrap_needed += deficit1
|
|
|
|
amount_to_wrap = min(wrap_needed, available_eth)
|
|
|
|
if amount_to_wrap > 0:
|
|
logger.info(f"🌯 Wrapping {Web3.from_wei(amount_to_wrap, 'ether')} ETH...")
|
|
weth_c = w3.eth.contract(address=WETH_ADDRESS, abi=WETH9_ABI)
|
|
receipt = send_transaction_robust(w3, account, weth_c.functions.deposit(), value=amount_to_wrap, extra_msg="Wrap ETH")
|
|
if receipt:
|
|
# Refresh Balances
|
|
bal0 = token0_c.functions.balanceOf(account.address).call()
|
|
bal1 = token1_c.functions.balanceOf(account.address).call()
|
|
deficit0 = max(0, amount0_needed - bal0)
|
|
deficit1 = max(0, amount1_needed - bal1)
|
|
|
|
if deficit0 == 0 and deficit1 == 0:
|
|
return True
|
|
|
|
# --- SWAP SURPLUS ---
|
|
# Smart Swap: Calculate exactly how much we need to swap
|
|
# Price of Token0 in terms of Token1
|
|
price_0_in_1 = price_from_sqrt_price_x96(sqrt_price_x96, d0, d1)
|
|
|
|
swap_call = None
|
|
token_in, token_out = None, None
|
|
amount_in = 0
|
|
|
|
buffer_multiplier = Decimal("1.02") # 2% buffer for slippage/price moves
|
|
|
|
if deficit0 > 0 and bal1 > amount1_needed:
|
|
# Need T0 (ETH), Have extra T1 (USDC)
|
|
# Swap T1 -> T0
|
|
# Cost in T1 = Deficit0 * Price(T0 in T1)
|
|
cost_in_t1 = Decimal(deficit0) / Decimal(10**d0) * price_0_in_1
|
|
|
|
# Convert back to T1 Wei and apply buffer
|
|
amount_in_needed = int(cost_in_t1 * Decimal(10**d1) * buffer_multiplier)
|
|
|
|
surplus1 = bal1 - amount1_needed
|
|
|
|
if surplus1 >= amount_in_needed:
|
|
token_in, token_out = token1, token0
|
|
amount_in = amount_in_needed
|
|
logger.info(f"🧮 Calc: Need {deficit0} T0. Cost ~{amount_in_needed} T1. Surplus: {surplus1}")
|
|
else:
|
|
logger.warning(f"❌ Insufficient Surplus T1. Need {amount_in_needed}, Have {surplus1}")
|
|
|
|
elif deficit1 > 0 and bal0 > amount0_needed:
|
|
# Need T1 (USDC), Have extra T0 (ETH)
|
|
# Swap T0 -> T1
|
|
# Cost in T0 = Deficit1 / Price(T0 in T1)
|
|
if price_0_in_1 > 0:
|
|
cost_in_t0 = (Decimal(deficit1) / Decimal(10**d1)) / price_0_in_1
|
|
|
|
amount_in_needed = int(cost_in_t0 * Decimal(10**d0) * buffer_multiplier)
|
|
surplus0 = bal0 - amount0_needed
|
|
|
|
if surplus0 >= amount_in_needed:
|
|
token_in, token_out = token0, token1
|
|
amount_in = amount_in_needed
|
|
logger.info(f"🧮 Calc: Need {deficit1} T1. Cost ~{amount_in_needed} T0. Surplus: {surplus0}")
|
|
else:
|
|
logger.warning(f"❌ Insufficient Surplus T0. Need {amount_in_needed}, Have {surplus0}")
|
|
|
|
if token_in and amount_in > 0:
|
|
logger.info(f"🔄 Swapping {amount_in} {token_in} to cover deficit...")
|
|
|
|
if not ensure_allowance(w3, account, token_in, UNISWAP_V3_SWAP_ROUTER_ADDRESS, amount_in):
|
|
return False
|
|
|
|
params = (
|
|
token_in, token_out, 500, account.address,
|
|
int(time.time()) + 120,
|
|
amount_in,
|
|
0, # amountOutMin (Market swap for rebalance)
|
|
0
|
|
)
|
|
|
|
receipt = send_transaction_robust(w3, account, router_contract.functions.exactInputSingle(params), extra_msg="Swap Surplus")
|
|
if receipt:
|
|
# Final check - Recursive check to ensure we hit target or retry
|
|
# But return True/False based on immediate check
|
|
bal0 = token0_c.functions.balanceOf(account.address).call()
|
|
bal1 = token1_c.functions.balanceOf(account.address).call()
|
|
# If we are strictly >= needed, great.
|
|
if bal0 >= amount0_needed and bal1 >= amount1_needed:
|
|
return True
|
|
else:
|
|
logger.warning(f"⚠️ Swap executed but still short? T0: {bal0}/{amount0_needed}, T1: {bal1}/{amount1_needed}")
|
|
return False
|
|
|
|
logger.warning(f"❌ Insufficient funds (No suitable swap found). T0: {bal0}/{amount0_needed}, T1: {bal1}/{amount1_needed}")
|
|
return False
|
|
|
|
def mint_new_position(w3: Web3, npm_contract, account: LocalAccount, token0: str, token1: str, amount0: int, amount1: int, tick_lower: int, tick_upper: int) -> Optional[Dict]:
|
|
"""
|
|
Approves tokens and mints a new V3 position.
|
|
"""
|
|
logger.info("🚀 Minting new position...")
|
|
|
|
# 1. Approve
|
|
if not ensure_allowance(w3, account, token0, NONFUNGIBLE_POSITION_MANAGER_ADDRESS, amount0): return None
|
|
if not ensure_allowance(w3, account, token1, NONFUNGIBLE_POSITION_MANAGER_ADDRESS, amount1): return None
|
|
|
|
# 2. Calculate Min Amounts (Slippage Protection)
|
|
# Using 0.5% slippage tolerance
|
|
amount0_min = int(Decimal(amount0) * (Decimal(1) - SLIPPAGE_TOLERANCE))
|
|
amount1_min = int(Decimal(amount1) * (Decimal(1) - SLIPPAGE_TOLERANCE))
|
|
|
|
# 3. Mint
|
|
params = (
|
|
token0, token1, 500,
|
|
tick_lower, tick_upper,
|
|
amount0, amount1,
|
|
amount0_min, amount1_min,
|
|
account.address,
|
|
int(time.time()) + 180
|
|
)
|
|
|
|
receipt = send_transaction_robust(w3, account, npm_contract.functions.mint(params), extra_msg="Mint Position")
|
|
|
|
if receipt and receipt.status == 1:
|
|
# Parse Logs
|
|
try:
|
|
# Transfer Event (Topic0)
|
|
transfer_topic = Web3.keccak(text="Transfer(address,address,uint256)").hex()
|
|
# IncreaseLiquidity Event (Topic0)
|
|
increase_liq_topic = Web3.keccak(text="IncreaseLiquidity(uint256,uint128,uint256,uint256)").hex()
|
|
|
|
minted_data = {'token_id': None, 'amount0': 0, 'amount1': 0}
|
|
|
|
for log in receipt.logs:
|
|
topics = [t.hex() for t in log['topics']]
|
|
|
|
# Capture Token ID
|
|
if topics[0] == transfer_topic:
|
|
if "0000000000000000000000000000000000000000" in topics[1]:
|
|
minted_data['token_id'] = int(topics[3], 16)
|
|
|
|
# Capture Amounts
|
|
if topics[0] == increase_liq_topic:
|
|
# decoding data: liquidity(uint128), amount0(uint256), amount1(uint256)
|
|
# data is a single hex string, we need to decode it
|
|
data = log['data'].hex()
|
|
if data.startswith('0x'):
|
|
data = data[2:]
|
|
|
|
# liquidity is first 32 bytes (padded), amt0 next 32, amt1 next 32
|
|
minted_data['amount0'] = int(data[64:128], 16)
|
|
minted_data['amount1'] = int(data[128:192], 16)
|
|
|
|
if minted_data['token_id']:
|
|
# Format for Log
|
|
# Assuming Token0=WETH (18), Token1=USDC (6) - should use fetched decimals ideally
|
|
# We fetched decimals in main(), but here we can assume or pass them.
|
|
# For simplicity, I'll pass them or use defaults since this is specific to this pair
|
|
d0, d1 = 18, 6
|
|
|
|
fmt_amt0 = Decimal(minted_data['amount0']) / Decimal(10**d0)
|
|
fmt_amt1 = Decimal(minted_data['amount1']) / Decimal(10**d1)
|
|
|
|
logger.info(f"✅ POSITION OPENED | ID: {minted_data['token_id']} | Deposited: {fmt_amt0:.6f} WETH + {fmt_amt1:.2f} USDC")
|
|
|
|
return minted_data
|
|
|
|
except Exception as e:
|
|
logger.warning(f"Minted but failed to parse details: {e}")
|
|
|
|
return None
|
|
|
|
def decrease_liquidity(w3: Web3, npm_contract, account: LocalAccount, token_id: int, liquidity: int) -> bool:
|
|
if liquidity == 0: return True
|
|
|
|
logger.info(f"📉 Decreasing Liquidity for {token_id}...")
|
|
|
|
params = (
|
|
token_id,
|
|
liquidity,
|
|
0, 0, # amountMin0, amountMin1
|
|
int(time.time()) + 180
|
|
)
|
|
|
|
receipt = send_transaction_robust(w3, account, npm_contract.functions.decreaseLiquidity(params), extra_msg=f"Decrease Liq {token_id}")
|
|
|
|
if receipt and receipt.status == 1:
|
|
try:
|
|
# Parse DecreaseLiquidity Event
|
|
decrease_topic = Web3.keccak(text="DecreaseLiquidity(uint256,uint128,uint256,uint256)").hex()
|
|
|
|
amt0, amt1 = 0, 0
|
|
|
|
for log in receipt.logs:
|
|
topics = [t.hex() for t in log['topics']]
|
|
if topics[0] == decrease_topic:
|
|
# Check tokenID (topic 1)
|
|
if int(topics[1], 16) == token_id:
|
|
data = log['data'].hex()[2:]
|
|
# liquidity (32), amt0 (32), amt1 (32)
|
|
amt0 = int(data[64:128], 16)
|
|
amt1 = int(data[128:192], 16)
|
|
break
|
|
|
|
d0, d1 = 18, 6 # Assuming WETH/USDC
|
|
fmt_amt0 = Decimal(amt0) / Decimal(10**d0)
|
|
fmt_amt1 = Decimal(amt1) / Decimal(10**d1)
|
|
|
|
logger.info(f"📉 POSITION CLOSED (Liquidity Removed) | ID: {token_id} | Withdrawn: {fmt_amt0:.6f} WETH + {fmt_amt1:.2f} USDC")
|
|
|
|
except Exception as e:
|
|
logger.warning(f"Closed but failed to parse details: {e}")
|
|
|
|
return True
|
|
|
|
return False
|
|
|
|
def collect_fees(w3: Web3, npm_contract, account: LocalAccount, token_id: int) -> bool:
|
|
logger.info(f"💰 Collecting Fees for {token_id}...")
|
|
|
|
max_val = 2**128 - 1
|
|
params = (
|
|
token_id,
|
|
account.address,
|
|
max_val, max_val
|
|
)
|
|
|
|
receipt = send_transaction_robust(w3, account, npm_contract.functions.collect(params), extra_msg=f"Collect Fees {token_id}")
|
|
return receipt is not None
|
|
|
|
# --- STATE MANAGEMENT ---
|
|
|
|
def load_status_data() -> List[Dict]:
|
|
if not os.path.exists(STATUS_FILE):
|
|
return []
|
|
try:
|
|
with open(STATUS_FILE, 'r') as f:
|
|
return json.load(f)
|
|
except:
|
|
return []
|
|
|
|
def save_status_data(data: List[Dict]):
|
|
with open(STATUS_FILE, 'w') as f:
|
|
json.dump(data, f, indent=2)
|
|
|
|
def update_position_status(token_id: int, status: str, extra_data: Dict = {}):
|
|
data = load_status_data()
|
|
|
|
# Find existing or create new
|
|
entry = next((item for item in data if item.get('token_id') == token_id), None)
|
|
|
|
if not entry:
|
|
if status in ["OPEN", "PENDING_HEDGE"]:
|
|
entry = {"type": "AUTOMATIC", "token_id": token_id}
|
|
data.append(entry)
|
|
else:
|
|
return # Can't update non-existent position unless opening
|
|
|
|
entry['status'] = status
|
|
entry.update(extra_data)
|
|
|
|
if status == "CLOSED":
|
|
entry['timestamp_close'] = int(time.time())
|
|
|
|
save_status_data(data)
|
|
logger.info(f"💾 Updated Position {token_id} status to {status}")
|
|
|
|
# --- MAIN LOOP ---
|
|
|
|
def main():
|
|
logger.info("🔷 Uniswap Manager V2 (Refactored) Starting...")
|
|
load_dotenv(override=True)
|
|
|
|
rpc_url = os.environ.get("MAINNET_RPC_URL")
|
|
private_key = os.environ.get("MAIN_WALLET_PRIVATE_KEY") or os.environ.get("PRIVATE_KEY")
|
|
|
|
if not rpc_url or not private_key:
|
|
logger.error("❌ Missing RPC or Private Key in .env")
|
|
return
|
|
|
|
w3 = Web3(Web3.HTTPProvider(rpc_url))
|
|
if not w3.is_connected():
|
|
logger.error("❌ Could not connect to RPC")
|
|
return
|
|
|
|
account = Account.from_key(private_key)
|
|
logger.info(f"👤 Wallet: {account.address}")
|
|
|
|
# Contracts
|
|
npm = w3.eth.contract(address=clean_address(NONFUNGIBLE_POSITION_MANAGER_ADDRESS), abi=NONFUNGIBLE_POSITION_MANAGER_ABI)
|
|
factory_addr = npm.functions.factory().call()
|
|
factory = w3.eth.contract(address=factory_addr, abi=UNISWAP_V3_FACTORY_ABI)
|
|
router = w3.eth.contract(address=clean_address(UNISWAP_V3_SWAP_ROUTER_ADDRESS), abi=SWAP_ROUTER_ABI)
|
|
|
|
while True:
|
|
try:
|
|
status_data = load_status_data()
|
|
open_positions = [p for p in status_data if p.get('status') == 'OPEN']
|
|
|
|
active_auto_pos = next((p for p in open_positions if p.get('type') == 'AUTOMATIC'), None)
|
|
|
|
if active_auto_pos:
|
|
token_id = active_auto_pos['token_id']
|
|
pos_details, pool_c = get_position_details(w3, npm, factory, token_id)
|
|
|
|
if pos_details:
|
|
pool_data = get_pool_dynamic_data(pool_c)
|
|
current_tick = pool_data['tick']
|
|
|
|
# Check Range
|
|
tick_lower = pos_details['tickLower']
|
|
tick_upper = pos_details['tickUpper']
|
|
|
|
in_range = tick_lower <= current_tick < tick_upper
|
|
|
|
# Calculate Prices for logging
|
|
current_price = price_from_tick(current_tick, pos_details['token0_decimals'], pos_details['token1_decimals'])
|
|
lower_price = price_from_tick(tick_lower, pos_details['token0_decimals'], pos_details['token1_decimals'])
|
|
upper_price = price_from_tick(tick_upper, pos_details['token0_decimals'], pos_details['token1_decimals'])
|
|
|
|
status_msg = "✅ IN RANGE" if in_range else "⚠️ OUT OF RANGE"
|
|
|
|
# Calculate Unclaimed Fees (Simulation)
|
|
unclaimed0, unclaimed1, total_fees_usd = 0, 0, 0
|
|
try:
|
|
# Call collect with zero address to simulate fee estimation
|
|
fees_sim = npm.functions.collect((token_id, "0x0000000000000000000000000000000000000000", 2**128-1, 2**128-1)).call({'from': account.address})
|
|
unclaimed0 = to_decimal(fees_sim[0], pos_details['token0_decimals'])
|
|
unclaimed1 = to_decimal(fees_sim[1], pos_details['token1_decimals'])
|
|
total_fees_usd = (unclaimed0 * current_price) + unclaimed1
|
|
except Exception as e:
|
|
logger.debug(f"Fee simulation failed for {token_id}: {e}")
|
|
|
|
# Calculate Total PnL (Fees + Price Appreciation/Depreciation)
|
|
# We need the initial investment value (target_value)
|
|
initial_value = Decimal(str(active_auto_pos.get('target_value', 0)))
|
|
|
|
# Estimate Current Position Liquidity Value (approximate)
|
|
# For exact value, we'd need amounts for liquidity at current tick
|
|
# But we can approximate using the target value logic reversed or just assume target ~ current if range is tight and price is close.
|
|
# BETTER: Use get_amounts_for_liquidity with current price to get current holdings
|
|
|
|
curr_amt0_wei, curr_amt1_wei = get_amounts_for_liquidity(
|
|
pool_data['sqrtPriceX96'],
|
|
get_sqrt_ratio_at_tick(tick_lower),
|
|
get_sqrt_ratio_at_tick(tick_upper),
|
|
pos_details['liquidity']
|
|
)
|
|
curr_amt0 = Decimal(curr_amt0_wei) / Decimal(10**pos_details['token0_decimals'])
|
|
curr_amt1 = Decimal(curr_amt1_wei) / Decimal(10**pos_details['token1_decimals'])
|
|
|
|
current_pos_value_usd = (curr_amt0 * current_price) + curr_amt1
|
|
|
|
pnl_unrealized = current_pos_value_usd - initial_value
|
|
total_pnl_usd = pnl_unrealized + total_fees_usd
|
|
|
|
pnl_text = f" | TotPnL: ${total_pnl_usd:.2f} (Fees: ${total_fees_usd:.2f})"
|
|
logger.info(f"Position {token_id}: {status_msg} | Price: {current_price:.4f} [{lower_price:.4f} - {upper_price:.4f}]{pnl_text}")
|
|
|
|
# --- KPI LOGGING ---
|
|
if log_kpi_snapshot:
|
|
snapshot = {
|
|
'initial_eth': active_auto_pos.get('amount0_initial', 0),
|
|
'initial_usdc': active_auto_pos.get('amount1_initial', 0),
|
|
'initial_hedge_usdc': INITIAL_HEDGE_CAPITAL_USDC,
|
|
'current_eth_price': float(current_price),
|
|
'uniswap_pos_value_usd': float(current_pos_value_usd),
|
|
'uniswap_fees_claimed_usd': 0.0, # Not tracked accumulated yet in JSON, using Unclaimed mainly
|
|
'uniswap_fees_unclaimed_usd': float(total_fees_usd),
|
|
|
|
# Hedge Data (from JSON updated by clp_hedger)
|
|
'hedge_equity_usd': float(active_auto_pos.get('hedge_equity_usd', 0.0)),
|
|
'hedge_pnl_realized_usd': active_auto_pos.get('hedge_pnl_realized', 0.0),
|
|
'hedge_fees_paid_usd': active_auto_pos.get('hedge_fees_paid', 0.0)
|
|
}
|
|
# We use 'target_value' as a proxy for 'Initial Hedge Equity' + 'Initial Uni Val' if strictly tracking strategy?
|
|
# For now, let's pass what we have.
|
|
# To get 'hedge_equity', we ideally need clp_hedger to write it to JSON.
|
|
# Current implementation of kpi_tracker uses 'hedge_equity' in NAV.
|
|
# If we leave it 0, NAV will be underreported.
|
|
# WORKAROUND: Assume Hedge PnL Realized IS the equity change if we ignore margin.
|
|
|
|
log_kpi_snapshot(snapshot)
|
|
|
|
if not in_range and CLOSE_POSITION_ENABLED:
|
|
logger.warning(f"🛑 Closing Position {token_id} (Out of Range)")
|
|
update_position_status(token_id, "CLOSING")
|
|
|
|
# 1. Remove Liquidity
|
|
if decrease_liquidity(w3, npm, account, token_id, pos_details['liquidity']):
|
|
# 2. Collect Fees
|
|
collect_fees(w3, npm, account, token_id)
|
|
update_position_status(token_id, "CLOSED")
|
|
|
|
# 3. Optional Rebalance (Sell 50% WETH if fell below)
|
|
if REBALANCE_ON_CLOSE_BELOW_RANGE and current_tick < tick_lower:
|
|
# Simple rebalance logic here (similar to original check_and_swap surplus logic)
|
|
pass
|
|
|
|
elif OPEN_POSITION_ENABLED:
|
|
logger.info("🔍 No active position. Analyzing market...")
|
|
|
|
# Setup logic for new position
|
|
token0 = clean_address(WETH_ADDRESS)
|
|
token1 = clean_address(USDC_ADDRESS)
|
|
fee = 500
|
|
|
|
pool_addr = factory.functions.getPool(token0, token1, fee).call()
|
|
pool_c = w3.eth.contract(address=pool_addr, abi=UNISWAP_V3_POOL_ABI)
|
|
pool_data = get_pool_dynamic_data(pool_c)
|
|
|
|
if pool_data:
|
|
tick = pool_data['tick']
|
|
# Define Range (+/- 2.5%)
|
|
# log(1.025) / log(1.0001) approx 247 tick delta
|
|
tick_delta = int(math.log(1 + float(RANGE_WIDTH_PCT)) / math.log(1.0001))
|
|
tick_spacing = 10
|
|
|
|
tick_lower = (tick - tick_delta) // tick_spacing * tick_spacing
|
|
tick_upper = (tick + tick_delta) // tick_spacing * tick_spacing
|
|
|
|
# Calculate Amounts
|
|
# Target Value logic
|
|
d0 = 18 # WETH
|
|
d1 = 6 # USDC
|
|
|
|
if str(TARGET_INVESTMENT_VALUE_USDC).upper() == "MAX":
|
|
# Fetch balances
|
|
token0_c = w3.eth.contract(address=token0, abi=ERC20_ABI)
|
|
token1_c = w3.eth.contract(address=token1, abi=ERC20_ABI)
|
|
bal0 = Decimal(token0_c.functions.balanceOf(account.address).call()) / Decimal(10**d0)
|
|
bal1 = Decimal(token1_c.functions.balanceOf(account.address).call()) / Decimal(10**d1)
|
|
|
|
price_eth_usdc = price_from_sqrt_price_x96(pool_data['sqrtPriceX96'], d0, d1)
|
|
total_val_usd = (bal0 * price_eth_usdc) + bal1
|
|
|
|
# Apply Buffer ($200)
|
|
investment_val_dec = max(Decimal(0), total_val_usd - Decimal(200))
|
|
logger.info(f"🎯 MAX Investment Mode: Wallet ${total_val_usd:.2f} -> Target ${investment_val_dec:.2f} (Buffer $200)")
|
|
else:
|
|
investment_val_dec = Decimal(str(TARGET_INVESTMENT_VALUE_USDC))
|
|
|
|
amt0, amt1 = calculate_mint_amounts(tick, tick_lower, tick_upper, investment_val_dec, d0, d1, pool_data['sqrtPriceX96'])
|
|
|
|
if check_and_swap_for_deposit(w3, router, account, token0, token1, amt0, amt1, pool_data['sqrtPriceX96'], d0, d1):
|
|
minted = mint_new_position(w3, npm, account, token0, token1, amt0, amt1, tick_lower, tick_upper)
|
|
if minted:
|
|
# Calculate entry price and amounts for JSON compatibility
|
|
entry_price = float(price_from_sqrt_price_x96(pool_data['sqrtPriceX96'], d0, d1))
|
|
fmt_amt0 = float(Decimal(minted['amount0']) / Decimal(10**d0))
|
|
fmt_amt1 = float(Decimal(minted['amount1']) / Decimal(10**d1))
|
|
|
|
# Calculate actual initial value
|
|
actual_value = (fmt_amt0 * entry_price) + fmt_amt1
|
|
|
|
# Prepare ordered data with specific rounding
|
|
new_position_data = {
|
|
"type": "AUTOMATIC", # Will be handled by update_position_status logic if new
|
|
"target_value": round(float(actual_value), 2),
|
|
"entry_price": round(entry_price, 2),
|
|
"amount0_initial": round(fmt_amt0, 4),
|
|
"amount1_initial": round(fmt_amt1, 2),
|
|
"range_upper": round(float(price_from_tick(tick_upper, d0, d1)), 2),
|
|
"range_lower": round(float(price_from_tick(tick_lower, d0, d1)), 2),
|
|
"timestamp_open": int(time.time())
|
|
}
|
|
|
|
update_position_status(minted['token_id'], "OPEN", new_position_data)
|
|
|
|
time.sleep(MONITOR_INTERVAL_SECONDS)
|
|
|
|
except KeyboardInterrupt:
|
|
logger.info("👋 Exiting...")
|
|
break
|
|
except Exception as e:
|
|
logger.error(f"❌ Main Loop Error: {e}")
|
|
time.sleep(MONITOR_INTERVAL_SECONDS)
|
|
|
|
if __name__ == "__main__":
|
|
main()
|