diff --git a/.gitignore b/.gitignore index 52ed325d..57038acd 100644 --- a/.gitignore +++ b/.gitignore @@ -2,3 +2,5 @@ /node_modules /build /tsconfig.tsbuildinfo +/hardhat +/.vscode \ No newline at end of file diff --git a/README.md b/README.md index cf159878..aa594464 100644 --- a/README.md +++ b/README.md @@ -1,13 +1,16 @@ -simple-arbitrage +simple-arbitrage-FL-Variant ================ -This repository contains a simple, mechanical system for discovering, evaluating, rating, and submitting arbitrage opportunities to the Flashbots bundle endpoint. This script is very unlikely to be profitable, as many users have access to it, and it is targeting well-known Ethereum opportunities. +This repository is a fork of the Flashbots simple arbitrage bot. It builds on top of their work by adding a flashloan capability, which lets anyone try to capture arbitrage opportunities regardless of how much ETH they have. -We hope you will use this repository as an example of how to integrate Flashbots into your own Flashbot searcher (bot). For more information, see the [Flashbots Searcher FAQ](https://hackmd.io/@flashbots/rk-qzgzCD) +*Note that the added gas cost of using a flashloan will make it difficult to capture arbitrage opportunities you might find.* Also be mindful that several people are currently running this bot, and it is unlikely to be profitable for you to do so. + +Lastly, this fork is still using Flashbot's old API authentication, which is likely to be deprecated soon and which I think you can no longer get keys for. Searchers may need to upgrade to the new authentication method, and they can refer to the main repository for a reference. Environment Variables ===================== - ETHEREUM_RPC_URL - Ethereum RPC endpoint. Can not be the same as FLASHBOTS_RPC_URL - PRIVATE_KEY - Private key for the Ethereum EOA that will be submitting Flashbots Ethereum transactions +- BUNDLE_EXECUTOR_ADDRESS - The address for the BundledExecutor.sol that you have deployed (see "Usage" below for details). - FLASHBOTS_KEY_ID / FLASHBOTS_SECRET - Flashbots submissions requires an API key. [Apply for an API key here](https://docs.google.com/forms/d/e/1FAIpQLSd4AKrS-vcfW1X-dQvkFY73HysoKfkhcd-31Tj8frDAU6D6aQ/viewform) - HEALTHCHECK_URL _[Optional]_ - Health check URL, hit only after successfully submitting a bundle. - MINER_REWARD_PERCENTAGE _[Optional, default 80]_ - 0 -> 100, what percentage of overall profitability to send to miner. @@ -22,9 +25,10 @@ _It is important to keep both the bot wallet private key and bundleExecutor owne ``` $ npm install -$ PRIVATE_KEY=__PRIVATE_KEY_FROM_ABOVE__ \ +$ ETHEREUM_RPC_URL=__ETHEREUM_RPC_URL_FROM_ABOVE__ \ + PRIVATE_KEY=__PRIVATE_KEY_FROM_ABOVE__ \ BUNDLE_EXECUTOR_ADDRESS=__DEPLOYED_ADDRESS_FROM_ABOVE__ \ FLASHBOTS_KEY_ID=__YOUR_PERSONAL_KEY_ID__ \ FLASHBOTS_SECRET=__YOUR_PERSONAL_SECRET__ \ - npm run start + npm run start ``` diff --git a/contracts/BundleExecutor.sol b/contracts/BundleExecutor.sol index 39954c84..75ae6b17 100644 --- a/contracts/BundleExecutor.sol +++ b/contracts/BundleExecutor.sol @@ -78,4 +78,4 @@ contract FlashBotsMultiCall { require(_success); return _result; } -} +} \ No newline at end of file diff --git a/contracts/BundleExecutorFL.sol b/contracts/BundleExecutorFL.sol new file mode 100644 index 00000000..e98ac29d --- /dev/null +++ b/contracts/BundleExecutorFL.sol @@ -0,0 +1,125 @@ +//SPDX-License-Identifier: UNLICENSED +pragma solidity 0.6.12; +pragma experimental ABIEncoderV2; + +import "./FlashLoanReceiverBase.sol"; +import "./Interfaces.sol"; +import "./Libraries.sol"; + +interface IWETH is IERC20 { + function deposit() external payable; + function withdraw(uint) external; +} + +contract FlashBotsMultiCallFL is FlashLoanReceiverBase { + using SafeMath for uint256; + address private immutable owner; + address private immutable executor; + IWETH private constant WETH = IWETH(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2); + address private constant ETH_address = address(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE); + + modifier onlyExecutor() { + require(msg.sender == executor); + _; + } + + modifier onlyOwner() { + require(msg.sender == owner); + _; + } + + constructor(address _executor, ILendingPoolAddressesProvider _addressProvider) FlashLoanReceiverBase(_addressProvider) public payable { + owner = msg.sender; + executor = _executor; + if (msg.value > 0) { + WETH.deposit{value: msg.value}(); + } + } + + /** + This function is called after your contract has received the flash loaned amount + */ + function executeOperation( + address[] calldata assets, + uint256[] calldata amounts, + uint256[] calldata premiums, + address initiator, + bytes calldata params + ) + external + override + returns (bool) + { + uint amountOwing = amounts[0].add(premiums[0]); + uniswapWethFLParams(amounts[0], params, amountOwing); + WETH.approve(address(LENDING_POOL), amountOwing); + + return true; + } + + function flashloan(address borrowedTokenAddress, uint256 amountToBorrow, bytes memory _params) external onlyExecutor() { + address receiverAddress = address(this); + + address[] memory assets = new address[](1); + assets[0] = borrowedTokenAddress; + + uint256[] memory amounts = new uint256[](1); + amounts[0] = amountToBorrow; + + uint256[] memory modes = new uint256[](1); + modes[0] = 0; + + address onBehalfOf = address(this); + uint16 referralCode = 161; + + LENDING_POOL.flashLoan( + receiverAddress, + assets, + amounts, + modes, + onBehalfOf, + _params, + referralCode + ); + } + + function uniswapWethFLParams(uint256 _amountToFirstMarket, bytes memory _params, uint256 totalAaveDebt) internal { + (uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads) = abi.decode(_params, (uint256, address[], bytes[])); + require(_targets.length == _payloads.length); + + WETH.transfer(_targets[0], _amountToFirstMarket); + for (uint256 i = 0; i < _targets.length; i++) { + (bool _success, bytes memory _response) = _targets[i].call(_payloads[i]); + require(_success); + } + + uint256 _wethBalanceAfter = WETH.balanceOf(address(this)); + require(_wethBalanceAfter > totalAaveDebt + _ethAmountToCoinbase); + + uint256 _ethBalance = address(this).balance; + if (_ethBalance < _ethAmountToCoinbase) { + WETH.withdraw(_ethAmountToCoinbase - _ethBalance); + } + block.coinbase.transfer(_ethAmountToCoinbase); + } + + function call(address payable _to, uint256 _value, bytes calldata _data) external onlyOwner payable returns (bytes memory) { + require(_to != address(0)); + (bool _success, bytes memory _result) = _to.call{value: _value}(_data); + require(_success); + return _result; + } + + function withdraw(address token) external onlyOwner { + if (token == ETH_address) { + uint256 bal = address(this).balance; + msg.sender.transfer(bal); + } else if (token != ETH_address) { + uint256 bal = IERC20(token).balanceOf(address(this)); + IERC20(token).transfer(address(msg.sender), bal); + } + } + + receive() external payable { + } +} diff --git a/contracts/FlashLoanReceiverBase.sol b/contracts/FlashLoanReceiverBase.sol new file mode 100644 index 00000000..85cd445e --- /dev/null +++ b/contracts/FlashLoanReceiverBase.sol @@ -0,0 +1,18 @@ +// SPDX-License-Identifier: agpl-3.0 +pragma solidity 0.6.12; + +import "./Interfaces.sol"; +import "./Libraries.sol"; + +abstract contract FlashLoanReceiverBase is IFlashLoanReceiver { + using SafeERC20 for IERC20; + using SafeMath for uint256; + + ILendingPoolAddressesProvider public immutable ADDRESSES_PROVIDER; + ILendingPool public immutable LENDING_POOL; + + constructor(ILendingPoolAddressesProvider provider) public { + ADDRESSES_PROVIDER = provider; + LENDING_POOL = ILendingPool(provider.getLendingPool()); + } +} \ No newline at end of file diff --git a/contracts/Interfaces.sol b/contracts/Interfaces.sol new file mode 100644 index 00000000..348e16bd --- /dev/null +++ b/contracts/Interfaces.sol @@ -0,0 +1,542 @@ +// SPDX-License-Identifier: agpl-3.0 +pragma solidity 0.6.12; +pragma experimental ABIEncoderV2; + +import "./Libraries.sol"; + +/** + * @dev Interface of the ERC20 standard as defined in the EIP. + */ +interface IERC20 { + /** + * @dev Returns the amount of tokens in existence. + */ + function totalSupply() external view returns (uint256); + + /** + * @dev Returns the amount of tokens owned by `account`. + */ + function balanceOf(address account) external view returns (uint256); + + /** + * @dev Moves `amount` tokens from the caller's account to `recipient`. + * + * Returns a boolean value indicating whether the operation succeeded. + * + * Emits a {Transfer} event. + */ + function transfer(address recipient, uint256 amount) external returns (bool); + + /** + * @dev Returns the remaining number of tokens that `spender` will be + * allowed to spend on behalf of `owner` through {transferFrom}. This is + * zero by default. + * + * This value changes when {approve} or {transferFrom} are called. + */ + function allowance(address owner, address spender) external view returns (uint256); + + /** + * @dev Sets `amount` as the allowance of `spender` over the caller's tokens. + * + * Returns a boolean value indicating whether the operation succeeded. + * + * IMPORTANT: Beware that changing an allowance with this method brings the risk + * that someone may use both the old and the new allowance by unfortunate + * transaction ordering. One possible solution to mitigate this race + * condition is to first reduce the spender's allowance to 0 and set the + * desired value afterwards: + * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729 + * + * Emits an {Approval} event. + */ + function approve(address spender, uint256 amount) external returns (bool); + + /** + * @dev Moves `amount` tokens from `sender` to `recipient` using the + * allowance mechanism. `amount` is then deducted from the caller's + * allowance. + * + * Returns a boolean value indicating whether the operation succeeded. + * + * Emits a {Transfer} event. + */ + function transferFrom( + address sender, + address recipient, + uint256 amount + ) external returns (bool); + + /** + * @dev Emitted when `value` tokens are moved from one account (`from`) to + * another (`to`). + * + * Note that `value` may be zero. + */ + event Transfer(address indexed from, address indexed to, uint256 value); + + /** + * @dev Emitted when the allowance of a `spender` for an `owner` is set by + * a call to {approve}. `value` is the new allowance. + */ + event Approval(address indexed owner, address indexed spender, uint256 value); +} + +interface IFlashLoanReceiver { + function executeOperation( + address[] calldata assets, + uint256[] calldata amounts, + uint256[] calldata premiums, + address initiator, + bytes calldata params + ) external returns (bool); +} + +/** + * @title LendingPoolAddressesProvider contract + * @dev Main registry of addresses part of or connected to the protocol, including permissioned roles + * - Acting also as factory of proxies and admin of those, so with right to change its implementations + * - Owned by the Aave Governance + * @author Aave + **/ +interface ILendingPoolAddressesProvider { + event LendingPoolUpdated(address indexed newAddress); + event ConfigurationAdminUpdated(address indexed newAddress); + event EmergencyAdminUpdated(address indexed newAddress); + event LendingPoolConfiguratorUpdated(address indexed newAddress); + event LendingPoolCollateralManagerUpdated(address indexed newAddress); + event PriceOracleUpdated(address indexed newAddress); + event LendingRateOracleUpdated(address indexed newAddress); + event ProxyCreated(bytes32 id, address indexed newAddress); + event AddressSet(bytes32 id, address indexed newAddress, bool hasProxy); + + function setAddress(bytes32 id, address newAddress) external; + + function setAddressAsProxy(bytes32 id, address impl) external; + + function getAddress(bytes32 id) external view returns (address); + + function getLendingPool() external view returns (address); + + function setLendingPoolImpl(address pool) external; + + function getLendingPoolConfigurator() external view returns (address); + + function setLendingPoolConfiguratorImpl(address configurator) external; + + function getLendingPoolCollateralManager() external view returns (address); + + function setLendingPoolCollateralManager(address manager) external; + + function getPoolAdmin() external view returns (address); + + function setPoolAdmin(address admin) external; + + function getEmergencyAdmin() external view returns (address); + + function setEmergencyAdmin(address admin) external; + + function getPriceOracle() external view returns (address); + + function setPriceOracle(address priceOracle) external; + + function getLendingRateOracle() external view returns (address); + + function setLendingRateOracle(address lendingRateOracle) external; +} + +interface ILendingPool { + /** + * @dev Emitted on deposit() + * @param reserve The address of the underlying asset of the reserve + * @param user The address initiating the deposit + * @param onBehalfOf The beneficiary of the deposit, receiving the aTokens + * @param amount The amount deposited + * @param referral The referral code used + **/ + event Deposit( + address indexed reserve, + address user, + address indexed onBehalfOf, + uint256 amount, + uint16 indexed referral + ); + + /** + * @dev Emitted on withdraw() + * @param reserve The address of the underlyng asset being withdrawn + * @param user The address initiating the withdrawal, owner of aTokens + * @param to Address that will receive the underlying + * @param amount The amount to be withdrawn + **/ + event Withdraw(address indexed reserve, address indexed user, address indexed to, uint256 amount); + + /** + * @dev Emitted on borrow() and flashLoan() when debt needs to be opened + * @param reserve The address of the underlying asset being borrowed + * @param user The address of the user initiating the borrow(), receiving the funds on borrow() or just + * initiator of the transaction on flashLoan() + * @param onBehalfOf The address that will be getting the debt + * @param amount The amount borrowed out + * @param borrowRateMode The rate mode: 1 for Stable, 2 for Variable + * @param borrowRate The numeric rate at which the user has borrowed + * @param referral The referral code used + **/ + event Borrow( + address indexed reserve, + address user, + address indexed onBehalfOf, + uint256 amount, + uint256 borrowRateMode, + uint256 borrowRate, + uint16 indexed referral + ); + + /** + * @dev Emitted on repay() + * @param reserve The address of the underlying asset of the reserve + * @param user The beneficiary of the repayment, getting his debt reduced + * @param repayer The address of the user initiating the repay(), providing the funds + * @param amount The amount repaid + **/ + event Repay( + address indexed reserve, + address indexed user, + address indexed repayer, + uint256 amount + ); + + /** + * @dev Emitted on swapBorrowRateMode() + * @param reserve The address of the underlying asset of the reserve + * @param user The address of the user swapping his rate mode + * @param rateMode The rate mode that the user wants to swap to + **/ + event Swap(address indexed reserve, address indexed user, uint256 rateMode); + + /** + * @dev Emitted on setUserUseReserveAsCollateral() + * @param reserve The address of the underlying asset of the reserve + * @param user The address of the user enabling the usage as collateral + **/ + event ReserveUsedAsCollateralEnabled(address indexed reserve, address indexed user); + + /** + * @dev Emitted on setUserUseReserveAsCollateral() + * @param reserve The address of the underlying asset of the reserve + * @param user The address of the user enabling the usage as collateral + **/ + event ReserveUsedAsCollateralDisabled(address indexed reserve, address indexed user); + + /** + * @dev Emitted on rebalanceStableBorrowRate() + * @param reserve The address of the underlying asset of the reserve + * @param user The address of the user for which the rebalance has been executed + **/ + event RebalanceStableBorrowRate(address indexed reserve, address indexed user); + + /** + * @dev Emitted on flashLoan() + * @param target The address of the flash loan receiver contract + * @param initiator The address initiating the flash loan + * @param asset The address of the asset being flash borrowed + * @param amount The amount flash borrowed + * @param premium The fee flash borrowed + * @param referralCode The referral code used + **/ + event FlashLoan( + address indexed target, + address indexed initiator, + address indexed asset, + uint256 amount, + uint256 premium, + uint16 referralCode + ); + + /** + * @dev Emitted when the pause is triggered. + */ + event Paused(); + + /** + * @dev Emitted when the pause is lifted. + */ + event Unpaused(); + + /** + * @dev Emitted when a borrower is liquidated. This event is emitted by the LendingPool via + * LendingPoolCollateral manager using a DELEGATECALL + * This allows to have the events in the generated ABI for LendingPool. + * @param collateralAsset The address of the underlying asset used as collateral, to receive as result of the liquidation + * @param debtAsset The address of the underlying borrowed asset to be repaid with the liquidation + * @param user The address of the borrower getting liquidated + * @param debtToCover The debt amount of borrowed `asset` the liquidator wants to cover + * @param liquidatedCollateralAmount The amount of collateral received by the liiquidator + * @param liquidator The address of the liquidator + * @param receiveAToken `true` if the liquidators wants to receive the collateral aTokens, `false` if he wants + * to receive the underlying collateral asset directly + **/ + event LiquidationCall( + address indexed collateralAsset, + address indexed debtAsset, + address indexed user, + uint256 debtToCover, + uint256 liquidatedCollateralAmount, + address liquidator, + bool receiveAToken + ); + + /** + * @dev Emitted when the state of a reserve is updated. NOTE: This event is actually declared + * in the ReserveLogic library and emitted in the updateInterestRates() function. Since the function is internal, + * the event will actually be fired by the LendingPool contract. The event is therefore replicated here so it + * gets added to the LendingPool ABI + * @param reserve The address of the underlying asset of the reserve + * @param liquidityRate The new liquidity rate + * @param stableBorrowRate The new stable borrow rate + * @param variableBorrowRate The new variable borrow rate + * @param liquidityIndex The new liquidity index + * @param variableBorrowIndex The new variable borrow index + **/ + event ReserveDataUpdated( + address indexed reserve, + uint256 liquidityRate, + uint256 stableBorrowRate, + uint256 variableBorrowRate, + uint256 liquidityIndex, + uint256 variableBorrowIndex + ); + + /** + * @dev Deposits an `amount` of underlying asset into the reserve, receiving in return overlying aTokens. + * - E.g. User deposits 100 USDC and gets in return 100 aUSDC + * @param asset The address of the underlying asset to deposit + * @param amount The amount to be deposited + * @param onBehalfOf The address that will receive the aTokens, same as msg.sender if the user + * wants to receive them on his own wallet, or a different address if the beneficiary of aTokens + * is a different wallet + * @param referralCode Code used to register the integrator originating the operation, for potential rewards. + * 0 if the action is executed directly by the user, without any middle-man + **/ + function deposit( + address asset, + uint256 amount, + address onBehalfOf, + uint16 referralCode + ) external; + + /** + * @dev Withdraws an `amount` of underlying asset from the reserve, burning the equivalent aTokens owned + * E.g. User has 100 aUSDC, calls withdraw() and receives 100 USDC, burning the 100 aUSDC + * @param asset The address of the underlying asset to withdraw + * @param amount The underlying amount to be withdrawn + * - Send the value type(uint256).max in order to withdraw the whole aToken balance + * @param to Address that will receive the underlying, same as msg.sender if the user + * wants to receive it on his own wallet, or a different address if the beneficiary is a + * different wallet + **/ + function withdraw( + address asset, + uint256 amount, + address to + ) external; + + /** + * @dev Allows users to borrow a specific `amount` of the reserve underlying asset, provided that the borrower + * already deposited enough collateral, or he was given enough allowance by a credit delegator on the + * corresponding debt token (StableDebtToken or VariableDebtToken) + * - E.g. User borrows 100 USDC passing as `onBehalfOf` his own address, receiving the 100 USDC in his wallet + * and 100 stable/variable debt tokens, depending on the `interestRateMode` + * @param asset The address of the underlying asset to borrow + * @param amount The amount to be borrowed + * @param interestRateMode The interest rate mode at which the user wants to borrow: 1 for Stable, 2 for Variable + * @param referralCode Code used to register the integrator originating the operation, for potential rewards. + * 0 if the action is executed directly by the user, without any middle-man + * @param onBehalfOf Address of the user who will receive the debt. Should be the address of the borrower itself + * calling the function if he wants to borrow against his own collateral, or the address of the credit delegator + * if he has been given credit delegation allowance + **/ + function borrow( + address asset, + uint256 amount, + uint256 interestRateMode, + uint16 referralCode, + address onBehalfOf + ) external; + + /** + * @notice Repays a borrowed `amount` on a specific reserve, burning the equivalent debt tokens owned + * - E.g. User repays 100 USDC, burning 100 variable/stable debt tokens of the `onBehalfOf` address + * @param asset The address of the borrowed underlying asset previously borrowed + * @param amount The amount to repay + * - Send the value type(uint256).max in order to repay the whole debt for `asset` on the specific `debtMode` + * @param rateMode The interest rate mode at of the debt the user wants to repay: 1 for Stable, 2 for Variable + * @param onBehalfOf Address of the user who will get his debt reduced/removed. Should be the address of the + * user calling the function if he wants to reduce/remove his own debt, or the address of any other + * other borrower whose debt should be removed + **/ + function repay( + address asset, + uint256 amount, + uint256 rateMode, + address onBehalfOf + ) external; + + /** + * @dev Allows a borrower to swap his debt between stable and variable mode, or viceversa + * @param asset The address of the underlying asset borrowed + * @param rateMode The rate mode that the user wants to swap to + **/ + function swapBorrowRateMode(address asset, uint256 rateMode) external; + + /** + * @dev Rebalances the stable interest rate of a user to the current stable rate defined on the reserve. + * - Users can be rebalanced if the following conditions are satisfied: + * 1. Usage ratio is above 95% + * 2. the current deposit APY is below REBALANCE_UP_THRESHOLD * maxVariableBorrowRate, which means that too much has been + * borrowed at a stable rate and depositors are not earning enough + * @param asset The address of the underlying asset borrowed + * @param user The address of the user to be rebalanced + **/ + function rebalanceStableBorrowRate(address asset, address user) external; + + /** + * @dev Allows depositors to enable/disable a specific deposited asset as collateral + * @param asset The address of the underlying asset deposited + * @param useAsCollateral `true` if the user wants to use the deposit as collateral, `false` otherwise + **/ + function setUserUseReserveAsCollateral(address asset, bool useAsCollateral) external; + + /** + * @dev Function to liquidate a non-healthy position collateral-wise, with Health Factor below 1 + * - The caller (liquidator) covers `debtToCover` amount of debt of the user getting liquidated, and receives + * a proportionally amount of the `collateralAsset` plus a bonus to cover market risk + * @param collateralAsset The address of the underlying asset used as collateral, to receive as result of the liquidation + * @param debtAsset The address of the underlying borrowed asset to be repaid with the liquidation + * @param user The address of the borrower getting liquidated + * @param debtToCover The debt amount of borrowed `asset` the liquidator wants to cover + * @param receiveAToken `true` if the liquidators wants to receive the collateral aTokens, `false` if he wants + * to receive the underlying collateral asset directly + **/ + function liquidationCall( + address collateralAsset, + address debtAsset, + address user, + uint256 debtToCover, + bool receiveAToken + ) external; + + /** + * @dev Allows smartcontracts to access the liquidity of the pool within one transaction, + * as long as the amount taken plus a fee is returned. + * IMPORTANT There are security concerns for developers of flashloan receiver contracts that must be kept into consideration. + * For further details please visit https://developers.aave.com + * @param receiverAddress The address of the contract receiving the funds, implementing the IFlashLoanReceiver interface + * @param assets The addresses of the assets being flash-borrowed + * @param amounts The amounts amounts being flash-borrowed + * @param modes Types of the debt to open if the flash loan is not returned: + * 0 -> Don't open any debt, just revert if funds can't be transferred from the receiver + * 1 -> Open debt at stable rate for the value of the amount flash-borrowed to the `onBehalfOf` address + * 2 -> Open debt at variable rate for the value of the amount flash-borrowed to the `onBehalfOf` address + * @param onBehalfOf The address that will receive the debt in the case of using on `modes` 1 or 2 + * @param params Variadic packed params to pass to the receiver as extra information + * @param referralCode Code used to register the integrator originating the operation, for potential rewards. + * 0 if the action is executed directly by the user, without any middle-man + **/ + function flashLoan( + address receiverAddress, + address[] calldata assets, + uint256[] calldata amounts, + uint256[] calldata modes, + address onBehalfOf, + bytes calldata params, + uint16 referralCode + ) external; + + /** + * @dev Returns the user account data across all the reserves + * @param user The address of the user + * @return totalCollateralETH the total collateral in ETH of the user + * @return totalDebtETH the total debt in ETH of the user + * @return availableBorrowsETH the borrowing power left of the user + * @return currentLiquidationThreshold the liquidation threshold of the user + * @return ltv the loan to value of the user + * @return healthFactor the current health factor of the user + **/ + function getUserAccountData(address user) + external + view + returns ( + uint256 totalCollateralETH, + uint256 totalDebtETH, + uint256 availableBorrowsETH, + uint256 currentLiquidationThreshold, + uint256 ltv, + uint256 healthFactor + ); + + function initReserve( + address reserve, + address aTokenAddress, + address stableDebtAddress, + address variableDebtAddress, + address interestRateStrategyAddress + ) external; + + function setReserveInterestRateStrategyAddress(address reserve, address rateStrategyAddress) + external; + + function setConfiguration(address reserve, uint256 configuration) external; + + /** + * @dev Returns the configuration of the reserve + * @param asset The address of the underlying asset of the reserve + * @return The configuration of the reserve + **/ + function getConfiguration(address asset) external view returns (DataTypes.ReserveConfigurationMap memory); + + /** + * @dev Returns the configuration of the user across all the reserves + * @param user The user address + * @return The configuration of the user + **/ + function getUserConfiguration(address user) external view returns (DataTypes.UserConfigurationMap memory); + + /** + * @dev Returns the normalized income normalized income of the reserve + * @param asset The address of the underlying asset of the reserve + * @return The reserve's normalized income + */ + function getReserveNormalizedIncome(address asset) external view returns (uint256); + + /** + * @dev Returns the normalized variable debt per unit of asset + * @param asset The address of the underlying asset of the reserve + * @return The reserve normalized variable debt + */ + function getReserveNormalizedVariableDebt(address asset) external view returns (uint256); + + /** + * @dev Returns the state and configuration of the reserve + * @param asset The address of the underlying asset of the reserve + * @return The state of the reserve + **/ + function getReserveData(address asset) external view returns (DataTypes.ReserveData memory); + + function finalizeTransfer( + address asset, + address from, + address to, + uint256 amount, + uint256 balanceFromAfter, + uint256 balanceToBefore + ) external; + + function getReservesList() external view returns (address[] memory); + + function getAddressesProvider() external view returns (ILendingPoolAddressesProvider); + + function setPause(bool val) external; + + function paused() external view returns (bool); +} diff --git a/contracts/Libraries.sol b/contracts/Libraries.sol new file mode 100644 index 00000000..b26dc46f --- /dev/null +++ b/contracts/Libraries.sol @@ -0,0 +1,315 @@ +// SPDX-License-Identifier: agpl-3.0 +pragma solidity 0.6.12; +pragma experimental ABIEncoderV2; + +import "./Interfaces.sol"; + +library SafeMath { + /** + * @dev Returns the addition of two unsigned integers, reverting on + * overflow. + * + * Counterpart to Solidity's `+` operator. + * + * Requirements: + * - Addition cannot overflow. + */ + function add(uint256 a, uint256 b) internal pure returns (uint256) { + uint256 c = a + b; + require(c >= a, 'SafeMath: addition overflow'); + + return c; + } + + /** + * @dev Returns the subtraction of two unsigned integers, reverting on + * overflow (when the result is negative). + * + * Counterpart to Solidity's `-` operator. + * + * Requirements: + * - Subtraction cannot overflow. + */ + function sub(uint256 a, uint256 b) internal pure returns (uint256) { + return sub(a, b, 'SafeMath: subtraction overflow'); + } + + /** + * @dev Returns the subtraction of two unsigned integers, reverting with custom message on + * overflow (when the result is negative). + * + * Counterpart to Solidity's `-` operator. + * + * Requirements: + * - Subtraction cannot overflow. + */ + function sub( + uint256 a, + uint256 b, + string memory errorMessage + ) internal pure returns (uint256) { + require(b <= a, errorMessage); + uint256 c = a - b; + + return c; + } + + /** + * @dev Returns the multiplication of two unsigned integers, reverting on + * overflow. + * + * Counterpart to Solidity's `*` operator. + * + * Requirements: + * - Multiplication cannot overflow. + */ + function mul(uint256 a, uint256 b) internal pure returns (uint256) { + // Gas optimization: this is cheaper than requiring 'a' not being zero, but the + // benefit is lost if 'b' is also tested. + // See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522 + if (a == 0) { + return 0; + } + + uint256 c = a * b; + require(c / a == b, 'SafeMath: multiplication overflow'); + + return c; + } + + /** + * @dev Returns the integer division of two unsigned integers. Reverts on + * division by zero. The result is rounded towards zero. + * + * Counterpart to Solidity's `/` operator. Note: this function uses a + * `revert` opcode (which leaves remaining gas untouched) while Solidity + * uses an invalid opcode to revert (consuming all remaining gas). + * + * Requirements: + * - The divisor cannot be zero. + */ + function div(uint256 a, uint256 b) internal pure returns (uint256) { + return div(a, b, 'SafeMath: division by zero'); + } + + /** + * @dev Returns the integer division of two unsigned integers. Reverts with custom message on + * division by zero. The result is rounded towards zero. + * + * Counterpart to Solidity's `/` operator. Note: this function uses a + * `revert` opcode (which leaves remaining gas untouched) while Solidity + * uses an invalid opcode to revert (consuming all remaining gas). + * + * Requirements: + * - The divisor cannot be zero. + */ + function div( + uint256 a, + uint256 b, + string memory errorMessage + ) internal pure returns (uint256) { + // Solidity only automatically asserts when dividing by 0 + require(b > 0, errorMessage); + uint256 c = a / b; + // assert(a == b * c + a % b); // There is no case in which this doesn't hold + + return c; + } + + /** + * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), + * Reverts when dividing by zero. + * + * Counterpart to Solidity's `%` operator. This function uses a `revert` + * opcode (which leaves remaining gas untouched) while Solidity uses an + * invalid opcode to revert (consuming all remaining gas). + * + * Requirements: + * - The divisor cannot be zero. + */ + function mod(uint256 a, uint256 b) internal pure returns (uint256) { + return mod(a, b, 'SafeMath: modulo by zero'); + } + + /** + * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), + * Reverts with custom message when dividing by zero. + * + * Counterpart to Solidity's `%` operator. This function uses a `revert` + * opcode (which leaves remaining gas untouched) while Solidity uses an + * invalid opcode to revert (consuming all remaining gas). + * + * Requirements: + * - The divisor cannot be zero. + */ + function mod( + uint256 a, + uint256 b, + string memory errorMessage + ) internal pure returns (uint256) { + require(b != 0, errorMessage); + return a % b; + } +} + +library Address { + /** + * @dev Returns true if `account` is a contract. + * + * [IMPORTANT] + * ==== + * It is unsafe to assume that an address for which this function returns + * false is an externally-owned account (EOA) and not a contract. + * + * Among others, `isContract` will return false for the following + * types of addresses: + * + * - an externally-owned account + * - a contract in construction + * - an address where a contract will be created + * - an address where a contract lived, but was destroyed + * ==== + */ + function isContract(address account) internal view returns (bool) { + // According to EIP-1052, 0x0 is the value returned for not-yet created accounts + // and 0xc5d2460186f7233c927e7db2dcc703c0e500b653ca82273b7bfad8045d85a470 is returned + // for accounts without code, i.e. `keccak256('')` + bytes32 codehash; + bytes32 accountHash = 0xc5d2460186f7233c927e7db2dcc703c0e500b653ca82273b7bfad8045d85a470; + // solhint-disable-next-line no-inline-assembly + assembly { + codehash := extcodehash(account) + } + return (codehash != accountHash && codehash != 0x0); + } + + /** + * @dev Replacement for Solidity's `transfer`: sends `amount` wei to + * `recipient`, forwarding all available gas and reverting on errors. + * + * https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost + * of certain opcodes, possibly making contracts go over the 2300 gas limit + * imposed by `transfer`, making them unable to receive funds via + * `transfer`. {sendValue} removes this limitation. + * + * https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more]. + * + * IMPORTANT: because control is transferred to `recipient`, care must be + * taken to not create reentrancy vulnerabilities. Consider using + * {ReentrancyGuard} or the + * https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern]. + */ + function sendValue(address payable recipient, uint256 amount) internal { + require(address(this).balance >= amount, 'Address: insufficient balance'); + + // solhint-disable-next-line avoid-low-level-calls, avoid-call-value + (bool success, ) = recipient.call{value: amount}(''); + require(success, 'Address: unable to send value, recipient may have reverted'); + } +} + + + +/** + * @title SafeERC20 + * @dev Wrappers around ERC20 operations that throw on failure (when the token + * contract returns false). Tokens that return no value (and instead revert or + * throw on failure) are also supported, non-reverting calls are assumed to be + * successful. + * To use this library you can add a `using SafeERC20 for IERC20;` statement to your contract, + * which allows you to call the safe operations as `token.safeTransfer(...)`, etc. + */ +library SafeERC20 { + using SafeMath for uint256; + using Address for address; + + function safeTransfer( + IERC20 token, + address to, + uint256 value + ) internal { + callOptionalReturn(token, abi.encodeWithSelector(token.transfer.selector, to, value)); + } + + function safeTransferFrom( + IERC20 token, + address from, + address to, + uint256 value + ) internal { + callOptionalReturn(token, abi.encodeWithSelector(token.transferFrom.selector, from, to, value)); + } + + function safeApprove( + IERC20 token, + address spender, + uint256 value + ) internal { + require( + (value == 0) || (token.allowance(address(this), spender) == 0), + 'SafeERC20: approve from non-zero to non-zero allowance' + ); + callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, value)); + } + + function callOptionalReturn(IERC20 token, bytes memory data) private { + require(address(token).isContract(), 'SafeERC20: call to non-contract'); + + // solhint-disable-next-line avoid-low-level-calls + (bool success, bytes memory returndata) = address(token).call(data); + require(success, 'SafeERC20: low-level call failed'); + + if (returndata.length > 0) { + // Return data is optional + // solhint-disable-next-line max-line-length + require(abi.decode(returndata, (bool)), 'SafeERC20: ERC20 operation did not succeed'); + } + } +} + +library DataTypes { + // refer to the whitepaper, section 1.1 basic concepts for a formal description of these properties. + struct ReserveData { + //stores the reserve configuration + ReserveConfigurationMap configuration; + //the liquidity index. Expressed in ray + uint128 liquidityIndex; + //variable borrow index. Expressed in ray + uint128 variableBorrowIndex; + //the current supply rate. Expressed in ray + uint128 currentLiquidityRate; + //the current variable borrow rate. Expressed in ray + uint128 currentVariableBorrowRate; + //the current stable borrow rate. Expressed in ray + uint128 currentStableBorrowRate; + uint40 lastUpdateTimestamp; + //tokens addresses + address aTokenAddress; + address stableDebtTokenAddress; + address variableDebtTokenAddress; + //address of the interest rate strategy + address interestRateStrategyAddress; + //the id of the reserve. Represents the position in the list of the active reserves + uint8 id; + } + + struct ReserveConfigurationMap { + //bit 0-15: LTV + //bit 16-31: Liq. threshold + //bit 32-47: Liq. bonus + //bit 48-55: Decimals + //bit 56: Reserve is active + //bit 57: reserve is frozen + //bit 58: borrowing is enabled + //bit 59: stable rate borrowing enabled + //bit 60-63: reserved + //bit 64-79: reserve factor + uint256 data; + } + + struct UserConfigurationMap { + uint256 data; + } + + enum InterestRateMode {NONE, STABLE, VARIABLE} +} diff --git a/src/Arbitrage.ts b/src/Arbitrage.ts index b06eab31..fdc9d492 100644 --- a/src/Arbitrage.ts +++ b/src/Arbitrage.ts @@ -1,5 +1,5 @@ import * as _ from "lodash"; -import { BigNumber, Contract, Wallet } from "ethers"; +import { BigNumber, Contract, Wallet, utils } from "ethers"; import { FlashbotsBundleProvider } from "@flashbots/ethers-provider-bundle"; import { WETH_ADDRESS } from "./addresses"; import { EthMarket } from "./EthMarket"; @@ -17,17 +17,31 @@ export type MarketsByToken = { [tokenAddress: string]: Array } // TODO: implement binary search (assuming linear/exponential global maximum profitability) const TEST_VOLUMES = [ - ETHER.div(100), - ETHER.div(10), - ETHER.div(6), - ETHER.div(4), - ETHER.div(2), - ETHER.div(1), - ETHER.mul(2), ETHER.mul(5), ETHER.mul(10), + ETHER.mul(15), + ETHER.mul(20), + ETHER.mul(25), + ETHER.mul(30), + ETHER.mul(35), + ETHER.mul(40), + ETHER.mul(45), + ETHER.mul(50), + ETHER.mul(75), + ETHER.mul(100), + ETHER.mul(150), + ETHER.mul(200), + ETHER.mul(250), + ETHER.mul(300), + ETHER.mul(350), + ETHER.mul(400), + ETHER.mul(450), + ETHER.mul(500), + ETHER.mul(750), + ETHER.mul(1000) ] +const flashloanFeePercentage = 9 // (0.09%) or 9/10000 export function getBestCrossedMarket(crossedMarkets: Array[], tokenAddress: string): CrossedMarketDetails | undefined { let bestCrossedMarket: CrossedMarketDetails | undefined = undefined; for (const crossedMarket of crossedMarkets) { @@ -114,7 +128,7 @@ export class Arbitrage { } const bestCrossedMarket = getBestCrossedMarket(crossedMarkets, tokenAddress); - if (bestCrossedMarket !== undefined && bestCrossedMarket.profit.gt(ETHER.div(1000))) { + if (bestCrossedMarket !== undefined && bestCrossedMarket.profit.gt(ETHER.div(100))) { bestCrossedMarkets.push(bestCrossedMarket) } } @@ -125,48 +139,74 @@ export class Arbitrage { // TODO: take more than 1 async takeCrossedMarkets(bestCrossedMarkets: CrossedMarketDetails[], blockNumber: number, minerRewardPercentage: number): Promise { for (const bestCrossedMarket of bestCrossedMarkets) { - - console.log("Send this much WETH", bestCrossedMarket.volume.toString(), "get this much profit", bestCrossedMarket.profit.toString()) const buyCalls = await bestCrossedMarket.buyFromMarket.sellTokensToNextMarket(WETH_ADDRESS, bestCrossedMarket.volume, bestCrossedMarket.sellToMarket); const inter = bestCrossedMarket.buyFromMarket.getTokensOut(WETH_ADDRESS, bestCrossedMarket.tokenAddress, bestCrossedMarket.volume) const sellCallData = await bestCrossedMarket.sellToMarket.sellTokens(bestCrossedMarket.tokenAddress, inter, this.bundleExecutorContract.address); const targets: Array = [...buyCalls.targets, bestCrossedMarket.sellToMarket.marketAddress] const payloads: Array = [...buyCalls.data, sellCallData] - console.log({targets, payloads}) - const minerReward = bestCrossedMarket.profit.mul(minerRewardPercentage).div(100); - const transaction = await this.bundleExecutorContract.populateTransaction.uniswapWeth(bestCrossedMarket.volume, minerReward, targets, payloads, { - gasPrice: BigNumber.from(0), - gasLimit: BigNumber.from(1000000), - }); - - try { - const estimateGas = await this.bundleExecutorContract.provider.estimateGas( - { - ...transaction, - from: this.executorWallet.address - }) - if (estimateGas.gt(1400000)) { - console.log("EstimateGas succeeded, but suspiciously large: " + estimateGas.toString()) - continue + const flashloanFee = bestCrossedMarket.volume.mul(flashloanFeePercentage).div(10000); + if (flashloanFee.lt(bestCrossedMarket.profit)){ + const profitMinusFee = bestCrossedMarket.profit.sub(flashloanFee) + + try { + const minerReward = profitMinusFee.mul(minerRewardPercentage).div(100); + const profitMinusFeeMinusMinerReward = profitMinusFee.sub(minerReward) + console.log("Send this much WETH", bestCrossedMarket.volume.toString(), "get this much profit after fees", profitMinusFeeMinusMinerReward.toString()) + + const ethersAbiCoder = new utils.AbiCoder() + const typeParams = ['uint256', 'address[]', 'bytes[]'] + const inputParams = [minerReward.toString(), targets, payloads] + const params = ethersAbiCoder.encode(typeParams, inputParams) + console.log({targets, payloads}) + + if (profitMinusFeeMinusMinerReward.gt(0)){ + + const transaction = await this.bundleExecutorContract.populateTransaction.flashloan(WETH_ADDRESS, bestCrossedMarket.volume, params, { + gasPrice: BigNumber.from(0), + gasLimit: BigNumber.from(1400000), + }); + + try { + const estimateGas = await this.bundleExecutorContract.provider.estimateGas( + { + ...transaction, + from: this.executorWallet.address + }) + if (estimateGas.gt(1400000)) { + console.log("EstimateGas succeeded, but suspiciously large: " + estimateGas.toString()) + continue + } + transaction.gasLimit = estimateGas.mul(2) + } catch (e) { + console.warn(`Estimate gas failure for ${JSON.stringify(bestCrossedMarket)}`) + continue + } + const bundlePromises = _.map([blockNumber + 1, blockNumber + 2], targetBlockNumber => + this.flashbotsProvider.sendBundle( + [ + { + signer: this.executorWallet, + transaction: transaction + } + ], + targetBlockNumber + ) + ) + await Promise.all(bundlePromises) + + } else { + console.log("Transaction would be unprofitable after the flashloan fee and miner reward.") + continue + } + + } catch (e) { + console.warn("Error setting miner and flashloan payment:", e); } - transaction.gasLimit = estimateGas.mul(2) - } catch (e) { - console.warn(`Estimate gas failure for ${JSON.stringify(bestCrossedMarket)}`) - continue + } else { + console.log("Flashloan fee is greater than profit.") } - const bundlePromises = _.map([blockNumber + 1, blockNumber + 2], targetBlockNumber => - this.flashbotsProvider.sendBundle( - [ - { - signer: this.executorWallet, - transaction: transaction - } - ], - targetBlockNumber - ) - ) - await Promise.all(bundlePromises) + return } throw new Error("No arbitrage submitted to relay") diff --git a/src/UniswappyV2EthPair.ts b/src/UniswappyV2EthPair.ts index 47dac3b7..c0661545 100644 --- a/src/UniswappyV2EthPair.ts +++ b/src/UniswappyV2EthPair.ts @@ -96,7 +96,7 @@ export class UniswappyV2EthPair extends EthMarket { await UniswappyV2EthPair.updateReserves(provider, allMarketPairs); const marketsByToken = _.chain(allMarketPairs) - .filter(pair => (pair.getBalance(WETH_ADDRESS).gt(ETHER))) + .filter(pair => (pair.getBalance(WETH_ADDRESS).gt(ETHER.mul(10)))) .groupBy(pair => pair.tokens[0] === WETH_ADDRESS ? pair.tokens[1] : pair.tokens[0]) .value() diff --git a/src/abi.ts b/src/abi.ts index 02c281a8..e8a7275e 100644 --- a/src/abi.ts +++ b/src/abi.ts @@ -20,39 +20,158 @@ export const UNISWAP_QUERY_ABI = [{ "type": "function" }] -export const BUNDLE_EXECUTOR_ABI = [{ - "inputs": [{ - "internalType": "address payable", - "name": "_to", - "type": "address" - }, {"internalType": "uint256", "name": "_value", "type": "uint256"}, { - "internalType": "bytes", - "name": "_data", - "type": "bytes" - }], - "name": "call", - "outputs": [{"internalType": "bytes", "name": "", "type": "bytes"}], - "stateMutability": "payable", - "type": "function" -}, { - "inputs": [{"internalType": "address", "name": "_executor", "type": "address"}], - "stateMutability": "payable", - "type": "constructor" -}, { - "inputs": [{ - "internalType": "uint256", - "name": "_wethAmountToFirstMarket", - "type": "uint256" - }, {"internalType": "uint256", "name": "_ethAmountToCoinbase", "type": "uint256"}, { - "internalType": "address[]", - "name": "_targets", - "type": "address[]" - }, {"internalType": "bytes[]", "name": "_payloads", "type": "bytes[]"}], - "name": "uniswapWeth", - "outputs": [], - "stateMutability": "payable", - "type": "function" -}, {"stateMutability": "payable", "type": "receive"}] +export const BUNDLE_EXECUTOR_ABI = [ + { + "inputs": [ + { + "internalType": "address", + "name": "_executor", + "type": "address" + }, + { + "internalType": "contract ILendingPoolAddressesProvider", + "name": "_addressProvider", + "type": "address" + } + ], + "stateMutability": "payable", + "type": "constructor" + }, + { + "inputs": [], + "name": "ADDRESSES_PROVIDER", + "outputs": [ + { + "internalType": "contract ILendingPoolAddressesProvider", + "name": "", + "type": "address" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "LENDING_POOL", + "outputs": [ + { + "internalType": "contract ILendingPool", + "name": "", + "type": "address" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address payable", + "name": "_to", + "type": "address" + }, + { + "internalType": "uint256", + "name": "_value", + "type": "uint256" + }, + { + "internalType": "bytes", + "name": "_data", + "type": "bytes" + } + ], + "name": "call", + "outputs": [ + { + "internalType": "bytes", + "name": "", + "type": "bytes" + } + ], + "stateMutability": "payable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address[]", + "name": "assets", + "type": "address[]" + }, + { + "internalType": "uint256[]", + "name": "amounts", + "type": "uint256[]" + }, + { + "internalType": "uint256[]", + "name": "premiums", + "type": "uint256[]" + }, + { + "internalType": "address", + "name": "initiator", + "type": "address" + }, + { + "internalType": "bytes", + "name": "params", + "type": "bytes" + } + ], + "name": "executeOperation", + "outputs": [ + { + "internalType": "bool", + "name": "", + "type": "bool" + } + ], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "borrowedTokenAddress", + "type": "address" + }, + { + "internalType": "uint256", + "name": "amountToBorrow", + "type": "uint256" + }, + { + "internalType": "bytes", + "name": "_params", + "type": "bytes" + } + ], + "name": "flashloan", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "token", + "type": "address" + } + ], + "name": "withdraw", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "stateMutability": "payable", + "type": "receive" + } +] export const UNISWAP_PAIR_ABI = [{ diff --git a/src/index.ts b/src/index.ts index 227a317b..708cd125 100644 --- a/src/index.ts +++ b/src/index.ts @@ -29,7 +29,7 @@ if (FLASHBOTS_KEY_ID === "" || FLASHBOTS_SECRET === "") { const HEALTHCHECK_URL = process.env.HEALTHCHECK_URL || "" -const provider = new providers.JsonRpcProvider(ETHEREUM_RPC_URL); +const provider = new providers.StaticJsonRpcProvider(ETHEREUM_RPC_URL); function healthcheck() { if (HEALTHCHECK_URL === "") {