From 8060f6d559710a7229b9e774430ce3e4065b0d4c Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Mon, 18 Jan 2021 12:22:23 -0500 Subject: [PATCH 01/19] Add variables to "usage" and "environment variables" Specifically adding ETHEREUM_RPC_URL and BUNDLE_EXECUTOR_ADDRESS to "usage." --- README.md | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index cf159878..e39e6b5f 100644 --- a/README.md +++ b/README.md @@ -8,6 +8,7 @@ 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. @@ -22,7 +23,8 @@ _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__ \ From 85fdafb9d9f4b53f2eb2b2d5379f55cc28d8e8db Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Mon, 18 Jan 2021 12:24:57 -0500 Subject: [PATCH 02/19] Changing spacing on code to run bot --- README.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index e39e6b5f..8bb768e3 100644 --- a/README.md +++ b/README.md @@ -24,9 +24,9 @@ _It is important to keep both the bot wallet private key and bundleExecutor owne ``` $ npm install $ ETHEREUM_RPC_URL=__ETHEREUM_RPC_URL_FROM_ABOVE__ \ -PRIVATE_KEY=__PRIVATE_KEY_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 ``` From 9890ff2513fb4f3a244c1a2d2ca203fb218e8ef1 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Mon, 18 Jan 2021 16:39:30 -0500 Subject: [PATCH 03/19] Adding Aave imports for flashloan --- contracts/aave/FlashLoanReceiverBase.sol | 44 +++++++++++++++++++ contracts/aave/IFlashLoanReceiver.sol | 11 +++++ contracts/aave/ILendingPool.sol | 19 ++++++++ .../aave/ILendingPoolAddressesProvider.sol | 11 +++++ 4 files changed, 85 insertions(+) create mode 100644 contracts/aave/FlashLoanReceiverBase.sol create mode 100644 contracts/aave/IFlashLoanReceiver.sol create mode 100644 contracts/aave/ILendingPool.sol create mode 100644 contracts/aave/ILendingPoolAddressesProvider.sol diff --git a/contracts/aave/FlashLoanReceiverBase.sol b/contracts/aave/FlashLoanReceiverBase.sol new file mode 100644 index 00000000..e177a2dc --- /dev/null +++ b/contracts/aave/FlashLoanReceiverBase.sol @@ -0,0 +1,44 @@ +pragma solidity ^0.6.12; + +import "@openzeppelin/contracts/math/SafeMath.sol"; +import "@openzeppelin/contracts/token/ERC20/IERC20.sol"; +import "@openzeppelin/contracts/token/ERC20/SafeERC20.sol"; +import "./IFlashLoanReceiver.sol"; +import "./ILendingPoolAddressesProvider.sol"; +// import "../common/Withdrawable.sol"; + +abstract contract FlashLoanReceiverBase is IFlashLoanReceiver { + + using SafeERC20 for IERC20; + using SafeMath for uint256; + + address constant ethAddress = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE; + ILendingPoolAddressesProvider public addressesProvider; + + constructor(address _addressProvider) public { + addressesProvider = ILendingPoolAddressesProvider(_addressProvider); + } + + receive() payable external {} + + function transferFundsBackToPoolInternal(address _reserve, uint256 _amount) internal { + address payable core = addressesProvider.getLendingPoolCore(); + transferInternal(core, _reserve, _amount); + } + + function transferInternal(address payable _destination, address _reserve, uint256 _amount) internal { + if(_reserve == ethAddress) { + (bool success, ) = _destination.call{value: _amount}(""); + require(success == true, "Couldn't transfer ETH"); + return; + } + IERC20(_reserve).safeTransfer(_destination, _amount); + } + + function getBalanceInternal(address _target, address _reserve) internal view returns(uint256) { + if(_reserve == ethAddress) { + return _target.balance; + } + return IERC20(_reserve).balanceOf(_target); + } +} \ No newline at end of file diff --git a/contracts/aave/IFlashLoanReceiver.sol b/contracts/aave/IFlashLoanReceiver.sol new file mode 100644 index 00000000..3bf98c13 --- /dev/null +++ b/contracts/aave/IFlashLoanReceiver.sol @@ -0,0 +1,11 @@ +pragma solidity ^0.6.12; + +/** +* @title IFlashLoanReceiver interface +* @notice Interface for the Aave fee IFlashLoanReceiver. +* @author Aave +* @dev implement this interface to develop a flashloan-compatible flashLoanReceiver contract +**/ +interface IFlashLoanReceiver { + function executeOperation(address _reserve, uint256 _amount, uint256 _fee, bytes calldata _params) external; +} \ No newline at end of file diff --git a/contracts/aave/ILendingPool.sol b/contracts/aave/ILendingPool.sol new file mode 100644 index 00000000..276eb65a --- /dev/null +++ b/contracts/aave/ILendingPool.sol @@ -0,0 +1,19 @@ +pragma solidity ^0.6.12; + +interface ILendingPool { + function addressesProvider () external view returns ( address ); + function deposit ( address _reserve, uint256 _amount, uint16 _referralCode ) external payable; + function redeemUnderlying ( address _reserve, address _user, uint256 _amount ) external; + function borrow ( address _reserve, uint256 _amount, uint256 _interestRateMode, uint16 _referralCode ) external; + function repay ( address _reserve, uint256 _amount, address _onBehalfOf ) external payable; + function swapBorrowRateMode ( address _reserve ) external; + function rebalanceFixedBorrowRate ( address _reserve, address _user ) external; + function setUserUseReserveAsCollateral ( address _reserve, bool _useAsCollateral ) external; + function liquidationCall ( address _collateral, address _reserve, address _user, uint256 _purchaseAmount, bool _receiveAToken ) external payable; + function flashLoan ( address _receiver, address _reserve, uint256 _amount, bytes calldata _params ) external; + function getReserveConfigurationData ( address _reserve ) external view returns ( uint256 ltv, uint256 liquidationThreshold, uint256 liquidationDiscount, address interestRateStrategyAddress, bool usageAsCollateralEnabled, bool borrowingEnabled, bool fixedBorrowRateEnabled, bool isActive ); + function getReserveData ( address _reserve ) external view returns ( uint256 totalLiquidity, uint256 availableLiquidity, uint256 totalBorrowsFixed, uint256 totalBorrowsVariable, uint256 liquidityRate, uint256 variableBorrowRate, uint256 fixedBorrowRate, uint256 averageFixedBorrowRate, uint256 utilizationRate, uint256 liquidityIndex, uint256 variableBorrowIndex, address aTokenAddress, uint40 lastUpdateTimestamp ); + function getUserAccountData ( address _user ) external view returns ( uint256 totalLiquidityETH, uint256 totalCollateralETH, uint256 totalBorrowsETH, uint256 availableBorrowsETH, uint256 currentLiquidationThreshold, uint256 ltv, uint256 healthFactor ); + function getUserReserveData ( address _reserve, address _user ) external view returns ( uint256 currentATokenBalance, uint256 currentUnderlyingBalance, uint256 currentBorrowBalance, uint256 principalBorrowBalance, uint256 borrowRateMode, uint256 borrowRate, uint256 liquidityRate, uint256 originationFee, uint256 variableBorrowIndex, uint256 lastUpdateTimestamp, bool usageAsCollateralEnabled ); + function getReserves () external view; +} diff --git a/contracts/aave/ILendingPoolAddressesProvider.sol b/contracts/aave/ILendingPoolAddressesProvider.sol new file mode 100644 index 00000000..fadfa31e --- /dev/null +++ b/contracts/aave/ILendingPoolAddressesProvider.sol @@ -0,0 +1,11 @@ +pragma solidity ^0.6.12; + +/** + @title ILendingPoolAddressesProvider interface + @notice provides the interface to fetch the LendingPoolCore address + */ + +interface ILendingPoolAddressesProvider { + function getLendingPoolCore() external view returns (address payable); + function getLendingPool() external view returns (address); +} \ No newline at end of file From 90d59f74c5d1a2487014b2800fa020e1901285e4 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Mon, 18 Jan 2021 16:39:50 -0500 Subject: [PATCH 04/19] Adding flashloan() and executeOperations() --- contracts/BundleExecutor.sol | 37 ++++++++++++++++++++++++++++++++++-- 1 file changed, 35 insertions(+), 2 deletions(-) diff --git a/contracts/BundleExecutor.sol b/contracts/BundleExecutor.sol index 39954c84..c511649c 100644 --- a/contracts/BundleExecutor.sol +++ b/contracts/BundleExecutor.sol @@ -3,6 +3,11 @@ pragma solidity 0.6.12; pragma experimental ABIEncoderV2; +// Aave flashloan imports +import "../aave/FlashLoanReceiverBase.sol"; +import "../aave/IFlashLoanReceiver.sol"; +import "../aave/ILendingPool.sol"; + interface IERC20 { event Approval(address indexed owner, address indexed spender, uint value); event Transfer(address indexed from, address indexed to, uint value); @@ -26,7 +31,7 @@ interface IWETH is IERC20 { // This contract simply calls multiple targets sequentially, ensuring WETH balance before and after -contract FlashBotsMultiCall { +contract FlashBotsMultiCall is FlashLoanReceiverBase { address private immutable owner; address private immutable executor; IWETH private constant WETH = IWETH(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2); @@ -52,7 +57,35 @@ contract FlashBotsMultiCall { receive() external payable { } - function uniswapWeth(uint256 _wethAmountToFirstMarket, uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads) external onlyExecutor payable { + function executeOperation( + address _reserve, + uint256 _amount, + uint256 _fee, + bytes calldata _params + ) + external + override + { + require(_amount <= getBalanceInternal(address(this), _reserve), "Invalid balance, was the flashLoan successful?"); + + // ARBITRAGE BEGINS + + uniswapWethParams(_amount, _params) + + // ARBITRAGE ENDS + + uint totalDebt = _amount.add(_fee); + transferFundsBackToPoolInternal(_reserve, totalDebt); + } + + function flashloan(address borrowedTokenAddress, uint256 amountToBorrow, bytes memory _params) public { + ILendingPool lendingPool = ILendingPool(addressesProvider.getLendingPool()); + lendingPool.flashLoan(address(this), borrowedTokenAddress, amountToBorrow, _params); + } + + function uniswapWethParams(uint256 _wethAmountToFirstMarket, bytes memory _params) external onlyExecutor payable { + (uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads) = abi.decode(_params, (uint256, address[], bytes[])) + require (_targets.length == _payloads.length); uint256 _wethBalanceBefore = WETH.balanceOf(address(this)); WETH.transfer(_targets[0], _wethAmountToFirstMarket); From 429545cc023e0a158e0e6638f55e3d3035a8a80d Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Mon, 18 Jan 2021 16:40:45 -0500 Subject: [PATCH 05/19] Changing transaction execute to use a flashloan --- src/Arbitrage.ts | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/src/Arbitrage.ts b/src/Arbitrage.ts index b06eab31..13ec57b9 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"; @@ -135,7 +135,11 @@ export class Arbitrage { 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, { + + const ethersAbiCoder = new ethers.utils.AbiCoder() + const params = ethersAbiCoder.encode(['uint256', 'address[]', 'bytes[]'], [minerReward, targets, payloads]) + + const transaction = await this.bundleExecutorContract.populateTransaction.flashloan(WETH_ADDRESS, bestCrossedMarket.volume, params, { gasPrice: BigNumber.from(0), gasLimit: BigNumber.from(1000000), }); From 6556ff2137330d7af24c433476923610b2c4f7f3 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Mon, 18 Jan 2021 16:53:08 -0500 Subject: [PATCH 06/19] Fix error with using ethers over utils --- src/Arbitrage.ts | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/src/Arbitrage.ts b/src/Arbitrage.ts index 13ec57b9..cc6901f8 100644 --- a/src/Arbitrage.ts +++ b/src/Arbitrage.ts @@ -136,7 +136,7 @@ export class Arbitrage { console.log({targets, payloads}) const minerReward = bestCrossedMarket.profit.mul(minerRewardPercentage).div(100); - const ethersAbiCoder = new ethers.utils.AbiCoder() + const ethersAbiCoder = new utils.AbiCoder() const params = ethersAbiCoder.encode(['uint256', 'address[]', 'bytes[]'], [minerReward, targets, payloads]) const transaction = await this.bundleExecutorContract.populateTransaction.flashloan(WETH_ADDRESS, bestCrossedMarket.volume, params, { From 2fe1ddf875ee04b7e098a44a6d02037f9edb3e78 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Fri, 22 Jan 2021 07:31:08 -0500 Subject: [PATCH 07/19] Changing external to internal, adding uniswapWETH back --- contracts/BundleExecutor.sol | 23 ++++++++++++++++++++++- 1 file changed, 22 insertions(+), 1 deletion(-) diff --git a/contracts/BundleExecutor.sol b/contracts/BundleExecutor.sol index c511649c..bebfd50b 100644 --- a/contracts/BundleExecutor.sol +++ b/contracts/BundleExecutor.sol @@ -78,12 +78,13 @@ contract FlashBotsMultiCall is FlashLoanReceiverBase { transferFundsBackToPoolInternal(_reserve, totalDebt); } + // In theory borrowedTokenAddress should be WETH for this, but someone else could make it a different asset by changing uniswapWETHParams function flashloan(address borrowedTokenAddress, uint256 amountToBorrow, bytes memory _params) public { ILendingPool lendingPool = ILendingPool(addressesProvider.getLendingPool()); lendingPool.flashLoan(address(this), borrowedTokenAddress, amountToBorrow, _params); } - function uniswapWethParams(uint256 _wethAmountToFirstMarket, bytes memory _params) external onlyExecutor payable { + function uniswapWethParams(uint256 _wethAmountToFirstMarket, bytes memory _params) internal payable { (uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads) = abi.decode(_params, (uint256, address[], bytes[])) require (_targets.length == _payloads.length); @@ -105,6 +106,26 @@ contract FlashBotsMultiCall is FlashLoanReceiverBase { block.coinbase.transfer(_ethAmountToCoinbase); } + function uniswapWeth(uint256 _wethAmountToFirstMarket, uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads) external onlyExecutor payable { + require (_targets.length == _payloads.length); + uint256 _wethBalanceBefore = WETH.balanceOf(address(this)); + WETH.transfer(_targets[0], _wethAmountToFirstMarket); + for (uint256 i = 0; i < _targets.length; i++) { + (bool _success, bytes memory _response) = _targets[i].call(_payloads[i]); + require(_success); _response; + } + + uint256 _wethBalanceAfter = WETH.balanceOf(address(this)); + require(_wethBalanceAfter > _wethBalanceBefore + _ethAmountToCoinbase); + if (_ethAmountToCoinbase == 0) return; + + 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); From 63e8e7591ca931cd06ae5e0ca11bf10e7f837f82 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Fri, 22 Jan 2021 07:59:03 -0500 Subject: [PATCH 08/19] Updated contract --- contracts/BundleExecutorFL.sol | 297 +++++++++++++++++++++++++++++++++ 1 file changed, 297 insertions(+) create mode 100644 contracts/BundleExecutorFL.sol diff --git a/contracts/BundleExecutorFL.sol b/contracts/BundleExecutorFL.sol new file mode 100644 index 00000000..0c6fbec8 --- /dev/null +++ b/contracts/BundleExecutorFL.sol @@ -0,0 +1,297 @@ +//SPDX-License-Identifier: UNLICENSED +pragma solidity 0.6.12; + +pragma experimental ABIEncoderV2; + +// Aave flashloan imports +import "../aave/FlashLoanReceiverBase.sol"; +import "../aave/IFlashLoanReceiver.sol"; +import "../aave/ILendingPool.sol"; + +interface IUniswapV2Router01 { + function factory() external pure returns (address); + function WETH() external pure returns (address); + + function addLiquidity( + address tokenA, + address tokenB, + uint amountADesired, + uint amountBDesired, + uint amountAMin, + uint amountBMin, + address to, + uint deadline + ) external returns (uint amountA, uint amountB, uint liquidity); + function addLiquidityETH( + address token, + uint amountTokenDesired, + uint amountTokenMin, + uint amountETHMin, + address to, + uint deadline + ) external payable returns (uint amountToken, uint amountETH, uint liquidity); + function removeLiquidity( + address tokenA, + address tokenB, + uint liquidity, + uint amountAMin, + uint amountBMin, + address to, + uint deadline + ) external returns (uint amountA, uint amountB); + function removeLiquidityETH( + address token, + uint liquidity, + uint amountTokenMin, + uint amountETHMin, + address to, + uint deadline + ) external returns (uint amountToken, uint amountETH); + function removeLiquidityWithPermit( + address tokenA, + address tokenB, + uint liquidity, + uint amountAMin, + uint amountBMin, + address to, + uint deadline, + bool approveMax, uint8 v, bytes32 r, bytes32 s + ) external returns (uint amountA, uint amountB); + function removeLiquidityETHWithPermit( + address token, + uint liquidity, + uint amountTokenMin, + uint amountETHMin, + address to, + uint deadline, + bool approveMax, uint8 v, bytes32 r, bytes32 s + ) external returns (uint amountToken, uint amountETH); + function swapExactTokensForTokens( + uint amountIn, + uint amountOutMin, + address[] calldata path, + address to, + uint deadline + ) external returns (uint[] memory amounts); + function swapTokensForExactTokens( + uint amountOut, + uint amountInMax, + address[] calldata path, + address to, + uint deadline + ) external returns (uint[] memory amounts); + function swapExactETHForTokens(uint amountOutMin, address[] calldata path, address to, uint deadline) + external + payable + returns (uint[] memory amounts); + function swapTokensForExactETH(uint amountOut, uint amountInMax, address[] calldata path, address to, uint deadline) + external + returns (uint[] memory amounts); + function swapExactTokensForETH(uint amountIn, uint amountOutMin, address[] calldata path, address to, uint deadline) + external + returns (uint[] memory amounts); + function swapETHForExactTokens(uint amountOut, address[] calldata path, address to, uint deadline) + external + payable + returns (uint[] memory amounts); + + function quote(uint amountA, uint reserveA, uint reserveB) external pure returns (uint amountB); + function getAmountOut(uint amountIn, uint reserveIn, uint reserveOut) external pure returns (uint amountOut); + function getAmountIn(uint amountOut, uint reserveIn, uint reserveOut) external pure returns (uint amountIn); + function getAmountsOut(uint amountIn, address[] calldata path) external view returns (uint[] memory amounts); + function getAmountsIn(uint amountOut, address[] calldata path) external view returns (uint[] memory amounts); +} + +interface IUniswapV2Router02 is IUniswapV2Router01 { + function removeLiquidityETHSupportingFeeOnTransferTokens( + address token, + uint liquidity, + uint amountTokenMin, + uint amountETHMin, + address to, + uint deadline + ) external returns (uint amountETH); + function removeLiquidityETHWithPermitSupportingFeeOnTransferTokens( + address token, + uint liquidity, + uint amountTokenMin, + uint amountETHMin, + address to, + uint deadline, + bool approveMax, uint8 v, bytes32 r, bytes32 s + ) external returns (uint amountETH); + + function swapExactTokensForTokensSupportingFeeOnTransferTokens( + uint amountIn, + uint amountOutMin, + address[] calldata path, + address to, + uint deadline + ) external; + function swapExactETHForTokensSupportingFeeOnTransferTokens( + uint amountOutMin, + address[] calldata path, + address to, + uint deadline + ) external payable; + function swapExactTokensForETHSupportingFeeOnTransferTokens( + uint amountIn, + uint amountOutMin, + address[] calldata path, + address to, + uint deadline + ) external; +} + +interface IERC20 { + event Approval(address indexed owner, address indexed spender, uint value); + event Transfer(address indexed from, address indexed to, uint value); + + function name() external view returns (string memory); + function symbol() external view returns (string memory); + function decimals() external view returns (uint8); + function totalSupply() external view returns (uint); + function balanceOf(address owner) external view returns (uint); + function allowance(address owner, address spender) external view returns (uint); + + function approve(address spender, uint value) external returns (bool); + function transfer(address to, uint value) external returns (bool); + function transferFrom(address from, address to, uint value) external returns (bool); +} + +interface IWETH is IERC20 { + function deposit() external payable; + function withdraw(uint) external; +} + +// This contract simply calls multiple targets sequentially, ensuring WETH balance before and after + +contract FlashBotsMultiCall is FlashLoanReceiverBase { + address private immutable owner; + address private immutable executor; + address private constant WETHAddress = address(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2) + address private constant UniswapV2Router02Address = address(0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D) + IWETH private constant WETH = IWETH(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2); + IUniswapV2Router02 private constant UniswapV2Router02 = IUniswapV2Router02(0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D) + + modifier onlyExecutor() { + require(msg.sender == executor); + _; + } + + modifier onlyOwner() { + require(msg.sender == owner); + _; + } + + constructor(address _executor) public payable { + owner = msg.sender; + executor = _executor; + if (msg.value > 0) { + WETH.deposit{value: msg.value}(); + } + } + + receive() external payable { + } + + function executeOperation( + address _reserve, + uint256 _amount, + uint256 _fee, + bytes calldata _params + ) + external + override + { + require(_amount <= getBalanceInternal(address(this), _reserve), "Invalid balance, was the flashLoan successful?"); + + // ARBITRAGE BEGINS + + uniswapWethParams(_amount, _params, totalDebt) + + // ARBITRAGE ENDS + + uint totalDebt = _amount.add(_fee); + transferFundsBackToPoolInternal(_reserve, totalDebt); + } + + // In theory borrowedTokenAddress should be WETH for this, but someone else could make it a different asset by changing uniswapWETHParams + function flashloan(address borrowedTokenAddress, uint256 amountToBorrow, bytes memory _params) public { + ILendingPool lendingPool = ILendingPool(addressesProvider.getLendingPool()); + lendingPool.flashLoan(address(this), borrowedTokenAddress, amountToBorrow, _params); + } + + function flParamsArb(uint256 _amountToFirstMarket, bytes memory _params) internal payable { + (uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads, uint256 totalDebt) = abi.decode(_params, (uint256, address[], bytes[])) + + require (_targets.length == _payloads.length); + for (uint256 i = 0; i < _targets.length; i++) { + (bool _success, bytes memory _response) = _targets[i].call(_payloads[i]); + require(_success); _response; + } + + uint256 _tokenBalanceAfter = IERC20.balanceOf(address(_targets[0])); + uint256 _tokenProfit = _tokenBalanceAfter - totalDebt; + + require(_tokenProfit > 0); + if (_ethAmountToCoinbase == 0) return; + + require(IERC20(_targets[0]).approve(address(UniswapV2Router02Address), _tokenProfit), 'approve failed.'); + address[] memory path = new address[](2); + path[0] = address(_targets[0]); + path[1] = WETHAddress; + UniswapV2Router02.swapExactTokensForETH(_tokenProfit, _ethAmountToCoinbase, path, msg.sender, block.timestamp); + + block.coinbase.transfer(_ethAmountToCoinbase); + } + + function uniswapWethParams(uint256 _wethAmountToFirstMarket, bytes memory _params) internal payable { + (uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads) = abi.decode(_params, (uint256, address[], bytes[])) + + require (_targets.length == _payloads.length); + uint256 _wethBalanceBefore = WETH.balanceOf(address(this)); + WETH.transfer(_targets[0], _wethAmountToFirstMarket); + for (uint256 i = 0; i < _targets.length; i++) { + (bool _success, bytes memory _response) = _targets[i].call(_payloads[i]); + require(_success); _response; + } + + uint256 _wethBalanceAfter = WETH.balanceOf(address(this)); + require(_wethBalanceAfter > _wethBalanceBefore + _ethAmountToCoinbase); + if (_ethAmountToCoinbase == 0) return; + + uint256 _ethBalance = address(this).balance; + if (_ethBalance < _ethAmountToCoinbase) { + WETH.withdraw(_ethAmountToCoinbase - _ethBalance); + } + block.coinbase.transfer(_ethAmountToCoinbase); + } + + function uniswapWeth(uint256 _wethAmountToFirstMarket, uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads) external onlyExecutor payable { + require (_targets.length == _payloads.length); + uint256 _wethBalanceBefore = WETH.balanceOf(address(this)); + WETH.transfer(_targets[0], _wethAmountToFirstMarket); + for (uint256 i = 0; i < _targets.length; i++) { + (bool _success, bytes memory _response) = _targets[i].call(_payloads[i]); + require(_success); _response; + } + + uint256 _wethBalanceAfter = WETH.balanceOf(address(this)); + require(_wethBalanceAfter > _wethBalanceBefore + _ethAmountToCoinbase); + if (_ethAmountToCoinbase == 0) return; + + 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; + } +} From 218eb1e0f24fbb8e145cbc19f4ca55dd1f751be1 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Fri, 22 Jan 2021 07:59:23 -0500 Subject: [PATCH 09/19] gitignore --- .gitignore | 2 ++ 1 file changed, 2 insertions(+) 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 From 79a39402ffb2c3b8085ac6910a9ccd9c83c289f7 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Sat, 30 Jan 2021 20:42:28 -0500 Subject: [PATCH 10/19] Upgrade to Aave v2 contracts --- contracts/BundleExecutorFL.sol | 290 ++-------- contracts/FlashLoanReceiverBase.sol | 18 + contracts/Interfaces.sol | 542 ++++++++++++++++++ contracts/Libraries.sol | 315 ++++++++++ contracts/aave/FlashLoanReceiverBase.sol | 44 -- contracts/aave/IFlashLoanReceiver.sol | 11 - contracts/aave/ILendingPool.sol | 19 - .../aave/ILendingPoolAddressesProvider.sol | 11 - 8 files changed, 934 insertions(+), 316 deletions(-) create mode 100644 contracts/FlashLoanReceiverBase.sol create mode 100644 contracts/Interfaces.sol create mode 100644 contracts/Libraries.sol delete mode 100644 contracts/aave/FlashLoanReceiverBase.sol delete mode 100644 contracts/aave/IFlashLoanReceiver.sol delete mode 100644 contracts/aave/ILendingPool.sol delete mode 100644 contracts/aave/ILendingPoolAddressesProvider.sol diff --git a/contracts/BundleExecutorFL.sol b/contracts/BundleExecutorFL.sol index 0c6fbec8..838bfc7b 100644 --- a/contracts/BundleExecutorFL.sol +++ b/contracts/BundleExecutorFL.sol @@ -1,178 +1,22 @@ //SPDX-License-Identifier: UNLICENSED pragma solidity 0.6.12; - pragma experimental ABIEncoderV2; -// Aave flashloan imports -import "../aave/FlashLoanReceiverBase.sol"; -import "../aave/IFlashLoanReceiver.sol"; -import "../aave/ILendingPool.sol"; - -interface IUniswapV2Router01 { - function factory() external pure returns (address); - function WETH() external pure returns (address); - - function addLiquidity( - address tokenA, - address tokenB, - uint amountADesired, - uint amountBDesired, - uint amountAMin, - uint amountBMin, - address to, - uint deadline - ) external returns (uint amountA, uint amountB, uint liquidity); - function addLiquidityETH( - address token, - uint amountTokenDesired, - uint amountTokenMin, - uint amountETHMin, - address to, - uint deadline - ) external payable returns (uint amountToken, uint amountETH, uint liquidity); - function removeLiquidity( - address tokenA, - address tokenB, - uint liquidity, - uint amountAMin, - uint amountBMin, - address to, - uint deadline - ) external returns (uint amountA, uint amountB); - function removeLiquidityETH( - address token, - uint liquidity, - uint amountTokenMin, - uint amountETHMin, - address to, - uint deadline - ) external returns (uint amountToken, uint amountETH); - function removeLiquidityWithPermit( - address tokenA, - address tokenB, - uint liquidity, - uint amountAMin, - uint amountBMin, - address to, - uint deadline, - bool approveMax, uint8 v, bytes32 r, bytes32 s - ) external returns (uint amountA, uint amountB); - function removeLiquidityETHWithPermit( - address token, - uint liquidity, - uint amountTokenMin, - uint amountETHMin, - address to, - uint deadline, - bool approveMax, uint8 v, bytes32 r, bytes32 s - ) external returns (uint amountToken, uint amountETH); - function swapExactTokensForTokens( - uint amountIn, - uint amountOutMin, - address[] calldata path, - address to, - uint deadline - ) external returns (uint[] memory amounts); - function swapTokensForExactTokens( - uint amountOut, - uint amountInMax, - address[] calldata path, - address to, - uint deadline - ) external returns (uint[] memory amounts); - function swapExactETHForTokens(uint amountOutMin, address[] calldata path, address to, uint deadline) - external - payable - returns (uint[] memory amounts); - function swapTokensForExactETH(uint amountOut, uint amountInMax, address[] calldata path, address to, uint deadline) - external - returns (uint[] memory amounts); - function swapExactTokensForETH(uint amountIn, uint amountOutMin, address[] calldata path, address to, uint deadline) - external - returns (uint[] memory amounts); - function swapETHForExactTokens(uint amountOut, address[] calldata path, address to, uint deadline) - external - payable - returns (uint[] memory amounts); - - function quote(uint amountA, uint reserveA, uint reserveB) external pure returns (uint amountB); - function getAmountOut(uint amountIn, uint reserveIn, uint reserveOut) external pure returns (uint amountOut); - function getAmountIn(uint amountOut, uint reserveIn, uint reserveOut) external pure returns (uint amountIn); - function getAmountsOut(uint amountIn, address[] calldata path) external view returns (uint[] memory amounts); - function getAmountsIn(uint amountOut, address[] calldata path) external view returns (uint[] memory amounts); -} - -interface IUniswapV2Router02 is IUniswapV2Router01 { - function removeLiquidityETHSupportingFeeOnTransferTokens( - address token, - uint liquidity, - uint amountTokenMin, - uint amountETHMin, - address to, - uint deadline - ) external returns (uint amountETH); - function removeLiquidityETHWithPermitSupportingFeeOnTransferTokens( - address token, - uint liquidity, - uint amountTokenMin, - uint amountETHMin, - address to, - uint deadline, - bool approveMax, uint8 v, bytes32 r, bytes32 s - ) external returns (uint amountETH); - - function swapExactTokensForTokensSupportingFeeOnTransferTokens( - uint amountIn, - uint amountOutMin, - address[] calldata path, - address to, - uint deadline - ) external; - function swapExactETHForTokensSupportingFeeOnTransferTokens( - uint amountOutMin, - address[] calldata path, - address to, - uint deadline - ) external payable; - function swapExactTokensForETHSupportingFeeOnTransferTokens( - uint amountIn, - uint amountOutMin, - address[] calldata path, - address to, - uint deadline - ) external; -} - -interface IERC20 { - event Approval(address indexed owner, address indexed spender, uint value); - event Transfer(address indexed from, address indexed to, uint value); - - function name() external view returns (string memory); - function symbol() external view returns (string memory); - function decimals() external view returns (uint8); - function totalSupply() external view returns (uint); - function balanceOf(address owner) external view returns (uint); - function allowance(address owner, address spender) external view returns (uint); - - function approve(address spender, uint value) external returns (bool); - function transfer(address to, uint value) external returns (bool); - function transferFrom(address from, address to, uint value) external returns (bool); -} +import "./FlashLoanReceiverBase.sol"; +import "./Interfaces.sol"; +import "./Libraries.sol"; interface IWETH is IERC20 { function deposit() external payable; function withdraw(uint) external; } -// This contract simply calls multiple targets sequentially, ensuring WETH balance before and after - -contract FlashBotsMultiCall is FlashLoanReceiverBase { +contract FlashBotsMultiCallFL is FlashLoanReceiverBase { + using SafeMath for uint256; address private immutable owner; address private immutable executor; - address private constant WETHAddress = address(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2) - address private constant UniswapV2Router02Address = address(0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D) IWETH private constant WETH = IWETH(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2); - IUniswapV2Router02 private constant UniswapV2Router02 = IUniswapV2Router02(0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D) + address private constant ETH_address = address(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE); modifier onlyExecutor() { require(msg.sender == executor); @@ -184,7 +28,7 @@ contract FlashBotsMultiCall is FlashLoanReceiverBase { _; } - constructor(address _executor) public payable { + constructor(address _executor, ILendingPoolAddressesProvider _addressProvider) FlashLoanReceiverBase(_addressProvider) public payable { owner = msg.sender; executor = _executor; if (msg.value > 0) { @@ -192,94 +36,65 @@ contract FlashBotsMultiCall is FlashLoanReceiverBase { } } - receive() external payable { - } - + /** + This function is called after your contract has received the flash loaned amount + */ function executeOperation( - address _reserve, - uint256 _amount, - uint256 _fee, - bytes calldata _params + address[] calldata assets, + uint256[] calldata amounts, + uint256[] calldata premiums, + address initiator, + bytes calldata params ) external override + returns (bool) { - require(_amount <= getBalanceInternal(address(this), _reserve), "Invalid balance, was the flashLoan successful?"); - - // ARBITRAGE BEGINS + uint amountOwing = amounts[0].add(premiums[0]); + uniswapWethFLParams(amounts[0], params, amountOwing); + WETH.approve(address(LENDING_POOL), amountOwing); - uniswapWethParams(_amount, _params, totalDebt) - - // ARBITRAGE ENDS - - uint totalDebt = _amount.add(_fee); - transferFundsBackToPoolInternal(_reserve, totalDebt); + return true; } - // In theory borrowedTokenAddress should be WETH for this, but someone else could make it a different asset by changing uniswapWETHParams - function flashloan(address borrowedTokenAddress, uint256 amountToBorrow, bytes memory _params) public { - ILendingPool lendingPool = ILendingPool(addressesProvider.getLendingPool()); - lendingPool.flashLoan(address(this), borrowedTokenAddress, amountToBorrow, _params); - } + function flashloan(address borrowedTokenAddress, uint256 amountToBorrow, bytes memory _params) external onlyExecutor() { + address receiverAddress = address(this); - function flParamsArb(uint256 _amountToFirstMarket, bytes memory _params) internal payable { - (uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads, uint256 totalDebt) = abi.decode(_params, (uint256, address[], bytes[])) + address[] memory assets = new address[](1); + assets[0] = borrowedTokenAddress; - require (_targets.length == _payloads.length); - for (uint256 i = 0; i < _targets.length; i++) { - (bool _success, bytes memory _response) = _targets[i].call(_payloads[i]); - require(_success); _response; - } + uint256[] memory amounts = new uint256[](1); + amounts[0] = amountToBorrow; - uint256 _tokenBalanceAfter = IERC20.balanceOf(address(_targets[0])); - uint256 _tokenProfit = _tokenBalanceAfter - totalDebt; + uint256[] memory modes = new uint256[](7); + modes[0] = 0; - require(_tokenProfit > 0); - if (_ethAmountToCoinbase == 0) return; + address onBehalfOf = address(this); + uint16 referralCode = 0; - require(IERC20(_targets[0]).approve(address(UniswapV2Router02Address), _tokenProfit), 'approve failed.'); - address[] memory path = new address[](2); - path[0] = address(_targets[0]); - path[1] = WETHAddress; - UniswapV2Router02.swapExactTokensForETH(_tokenProfit, _ethAmountToCoinbase, path, msg.sender, block.timestamp); - - block.coinbase.transfer(_ethAmountToCoinbase); + LENDING_POOL.flashLoan( + receiverAddress, + assets, + amounts, + modes, + onBehalfOf, + _params, + referralCode + ); } - function uniswapWethParams(uint256 _wethAmountToFirstMarket, bytes memory _params) internal payable { - (uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads) = abi.decode(_params, (uint256, address[], bytes[])) + 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); - require (_targets.length == _payloads.length); - uint256 _wethBalanceBefore = WETH.balanceOf(address(this)); - WETH.transfer(_targets[0], _wethAmountToFirstMarket); + 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); _response; + require(_success); } uint256 _wethBalanceAfter = WETH.balanceOf(address(this)); - require(_wethBalanceAfter > _wethBalanceBefore + _ethAmountToCoinbase); - if (_ethAmountToCoinbase == 0) return; - - uint256 _ethBalance = address(this).balance; - if (_ethBalance < _ethAmountToCoinbase) { - WETH.withdraw(_ethAmountToCoinbase - _ethBalance); - } - block.coinbase.transfer(_ethAmountToCoinbase); - } - - function uniswapWeth(uint256 _wethAmountToFirstMarket, uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads) external onlyExecutor payable { - require (_targets.length == _payloads.length); - uint256 _wethBalanceBefore = WETH.balanceOf(address(this)); - WETH.transfer(_targets[0], _wethAmountToFirstMarket); - for (uint256 i = 0; i < _targets.length; i++) { - (bool _success, bytes memory _response) = _targets[i].call(_payloads[i]); - require(_success); _response; - } - - uint256 _wethBalanceAfter = WETH.balanceOf(address(this)); - require(_wethBalanceAfter > _wethBalanceBefore + _ethAmountToCoinbase); - if (_ethAmountToCoinbase == 0) return; + require(_wethBalanceAfter > totalAaveDebt + _ethAmountToCoinbase); uint256 _ethBalance = address(this).balance; if (_ethBalance < _ethAmountToCoinbase) { @@ -294,4 +109,17 @@ contract FlashBotsMultiCall is FlashLoanReceiverBase { 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 { + } +} \ No newline at end of file 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/contracts/aave/FlashLoanReceiverBase.sol b/contracts/aave/FlashLoanReceiverBase.sol deleted file mode 100644 index e177a2dc..00000000 --- a/contracts/aave/FlashLoanReceiverBase.sol +++ /dev/null @@ -1,44 +0,0 @@ -pragma solidity ^0.6.12; - -import "@openzeppelin/contracts/math/SafeMath.sol"; -import "@openzeppelin/contracts/token/ERC20/IERC20.sol"; -import "@openzeppelin/contracts/token/ERC20/SafeERC20.sol"; -import "./IFlashLoanReceiver.sol"; -import "./ILendingPoolAddressesProvider.sol"; -// import "../common/Withdrawable.sol"; - -abstract contract FlashLoanReceiverBase is IFlashLoanReceiver { - - using SafeERC20 for IERC20; - using SafeMath for uint256; - - address constant ethAddress = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE; - ILendingPoolAddressesProvider public addressesProvider; - - constructor(address _addressProvider) public { - addressesProvider = ILendingPoolAddressesProvider(_addressProvider); - } - - receive() payable external {} - - function transferFundsBackToPoolInternal(address _reserve, uint256 _amount) internal { - address payable core = addressesProvider.getLendingPoolCore(); - transferInternal(core, _reserve, _amount); - } - - function transferInternal(address payable _destination, address _reserve, uint256 _amount) internal { - if(_reserve == ethAddress) { - (bool success, ) = _destination.call{value: _amount}(""); - require(success == true, "Couldn't transfer ETH"); - return; - } - IERC20(_reserve).safeTransfer(_destination, _amount); - } - - function getBalanceInternal(address _target, address _reserve) internal view returns(uint256) { - if(_reserve == ethAddress) { - return _target.balance; - } - return IERC20(_reserve).balanceOf(_target); - } -} \ No newline at end of file diff --git a/contracts/aave/IFlashLoanReceiver.sol b/contracts/aave/IFlashLoanReceiver.sol deleted file mode 100644 index 3bf98c13..00000000 --- a/contracts/aave/IFlashLoanReceiver.sol +++ /dev/null @@ -1,11 +0,0 @@ -pragma solidity ^0.6.12; - -/** -* @title IFlashLoanReceiver interface -* @notice Interface for the Aave fee IFlashLoanReceiver. -* @author Aave -* @dev implement this interface to develop a flashloan-compatible flashLoanReceiver contract -**/ -interface IFlashLoanReceiver { - function executeOperation(address _reserve, uint256 _amount, uint256 _fee, bytes calldata _params) external; -} \ No newline at end of file diff --git a/contracts/aave/ILendingPool.sol b/contracts/aave/ILendingPool.sol deleted file mode 100644 index 276eb65a..00000000 --- a/contracts/aave/ILendingPool.sol +++ /dev/null @@ -1,19 +0,0 @@ -pragma solidity ^0.6.12; - -interface ILendingPool { - function addressesProvider () external view returns ( address ); - function deposit ( address _reserve, uint256 _amount, uint16 _referralCode ) external payable; - function redeemUnderlying ( address _reserve, address _user, uint256 _amount ) external; - function borrow ( address _reserve, uint256 _amount, uint256 _interestRateMode, uint16 _referralCode ) external; - function repay ( address _reserve, uint256 _amount, address _onBehalfOf ) external payable; - function swapBorrowRateMode ( address _reserve ) external; - function rebalanceFixedBorrowRate ( address _reserve, address _user ) external; - function setUserUseReserveAsCollateral ( address _reserve, bool _useAsCollateral ) external; - function liquidationCall ( address _collateral, address _reserve, address _user, uint256 _purchaseAmount, bool _receiveAToken ) external payable; - function flashLoan ( address _receiver, address _reserve, uint256 _amount, bytes calldata _params ) external; - function getReserveConfigurationData ( address _reserve ) external view returns ( uint256 ltv, uint256 liquidationThreshold, uint256 liquidationDiscount, address interestRateStrategyAddress, bool usageAsCollateralEnabled, bool borrowingEnabled, bool fixedBorrowRateEnabled, bool isActive ); - function getReserveData ( address _reserve ) external view returns ( uint256 totalLiquidity, uint256 availableLiquidity, uint256 totalBorrowsFixed, uint256 totalBorrowsVariable, uint256 liquidityRate, uint256 variableBorrowRate, uint256 fixedBorrowRate, uint256 averageFixedBorrowRate, uint256 utilizationRate, uint256 liquidityIndex, uint256 variableBorrowIndex, address aTokenAddress, uint40 lastUpdateTimestamp ); - function getUserAccountData ( address _user ) external view returns ( uint256 totalLiquidityETH, uint256 totalCollateralETH, uint256 totalBorrowsETH, uint256 availableBorrowsETH, uint256 currentLiquidationThreshold, uint256 ltv, uint256 healthFactor ); - function getUserReserveData ( address _reserve, address _user ) external view returns ( uint256 currentATokenBalance, uint256 currentUnderlyingBalance, uint256 currentBorrowBalance, uint256 principalBorrowBalance, uint256 borrowRateMode, uint256 borrowRate, uint256 liquidityRate, uint256 originationFee, uint256 variableBorrowIndex, uint256 lastUpdateTimestamp, bool usageAsCollateralEnabled ); - function getReserves () external view; -} diff --git a/contracts/aave/ILendingPoolAddressesProvider.sol b/contracts/aave/ILendingPoolAddressesProvider.sol deleted file mode 100644 index fadfa31e..00000000 --- a/contracts/aave/ILendingPoolAddressesProvider.sol +++ /dev/null @@ -1,11 +0,0 @@ -pragma solidity ^0.6.12; - -/** - @title ILendingPoolAddressesProvider interface - @notice provides the interface to fetch the LendingPoolCore address - */ - -interface ILendingPoolAddressesProvider { - function getLendingPoolCore() external view returns (address payable); - function getLendingPool() external view returns (address); -} \ No newline at end of file From bff34ce0e94e29ac79b1651be3db560bf5495956 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Sat, 30 Jan 2021 20:58:30 -0500 Subject: [PATCH 11/19] Changing the array to be 1 dimension --- contracts/BundleExecutorFL.sol | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/contracts/BundleExecutorFL.sol b/contracts/BundleExecutorFL.sol index 838bfc7b..bc41d582 100644 --- a/contracts/BundleExecutorFL.sol +++ b/contracts/BundleExecutorFL.sol @@ -66,7 +66,7 @@ contract FlashBotsMultiCallFL is FlashLoanReceiverBase { uint256[] memory amounts = new uint256[](1); amounts[0] = amountToBorrow; - uint256[] memory modes = new uint256[](7); + uint256[] memory modes = new uint256[](1); modes[0] = 0; address onBehalfOf = address(this); From c9e51c7041ba6e7c3199d07273d7a28a330111dd Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Sat, 30 Jan 2021 20:58:36 -0500 Subject: [PATCH 12/19] Update ABI --- src/abi.ts | 185 +++++++++++++++++++++++++++++++++++++++++++---------- 1 file changed, 152 insertions(+), 33 deletions(-) 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 = [{ From 1ff36a6c3fad88ddf4309e2e9d22c1c9fe0bdbf8 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Sat, 30 Jan 2021 20:58:56 -0500 Subject: [PATCH 13/19] Look for pairs with more than 10 ETH --- src/UniswappyV2EthPair.ts | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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() From f1e0ba5c296109e3f6f9821eb5ce07a9cf5f70d9 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Sat, 30 Jan 2021 20:59:08 -0500 Subject: [PATCH 14/19] Use the static JSON RPC provider --- src/index.ts | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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 === "") { From 84584f45e390be240849b70930eed6c8212c182f Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Sat, 30 Jan 2021 22:45:21 -0500 Subject: [PATCH 15/19] Higher test volumes, fixed params, and checks to ensure profitable TX --- src/Arbitrage.ts | 130 ++++++++++++++++++++++++++++++----------------- 1 file changed, 83 insertions(+), 47 deletions(-) diff --git a/src/Arbitrage.ts b/src/Arbitrage.ts index cc6901f8..9db62ab7 100644 --- a/src/Arbitrage.ts +++ b/src/Arbitrage.ts @@ -1,5 +1,5 @@ import * as _ from "lodash"; -import { BigNumber, Contract, Wallet, utils } from "ethers"; +import { BigNumber, Contract, Wallet, utils, ethers } 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) } } @@ -125,52 +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 ethersAbiCoder = new utils.AbiCoder() - const params = ethersAbiCoder.encode(['uint256', 'address[]', 'bytes[]'], [minerReward, targets, payloads]) - - const transaction = await this.bundleExecutorContract.populateTransaction.flashloan(WETH_ADDRESS, bestCrossedMarket.volume, params, { - 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") From 76d7c31fd2bf11e4754ed1b1faaf44e82f55a61a Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Sat, 30 Jan 2021 22:56:57 -0500 Subject: [PATCH 16/19] Remove an unused import of Ethers --- src/Arbitrage.ts | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/src/Arbitrage.ts b/src/Arbitrage.ts index 9db62ab7..fdc9d492 100644 --- a/src/Arbitrage.ts +++ b/src/Arbitrage.ts @@ -1,5 +1,5 @@ import * as _ from "lodash"; -import { BigNumber, Contract, Wallet, utils, ethers } 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"; From 9b24710ba08ac95789f48d8c605336047d2a74d9 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Sun, 31 Jan 2021 08:52:05 -0500 Subject: [PATCH 17/19] Revert to original BundleExecutor --- contracts/BundleExecutor.sol | 58 ++---------------------------------- 1 file changed, 2 insertions(+), 56 deletions(-) diff --git a/contracts/BundleExecutor.sol b/contracts/BundleExecutor.sol index bebfd50b..75ae6b17 100644 --- a/contracts/BundleExecutor.sol +++ b/contracts/BundleExecutor.sol @@ -3,11 +3,6 @@ pragma solidity 0.6.12; pragma experimental ABIEncoderV2; -// Aave flashloan imports -import "../aave/FlashLoanReceiverBase.sol"; -import "../aave/IFlashLoanReceiver.sol"; -import "../aave/ILendingPool.sol"; - interface IERC20 { event Approval(address indexed owner, address indexed spender, uint value); event Transfer(address indexed from, address indexed to, uint value); @@ -31,7 +26,7 @@ interface IWETH is IERC20 { // This contract simply calls multiple targets sequentially, ensuring WETH balance before and after -contract FlashBotsMultiCall is FlashLoanReceiverBase { +contract FlashBotsMultiCall { address private immutable owner; address private immutable executor; IWETH private constant WETH = IWETH(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2); @@ -57,55 +52,6 @@ contract FlashBotsMultiCall is FlashLoanReceiverBase { receive() external payable { } - function executeOperation( - address _reserve, - uint256 _amount, - uint256 _fee, - bytes calldata _params - ) - external - override - { - require(_amount <= getBalanceInternal(address(this), _reserve), "Invalid balance, was the flashLoan successful?"); - - // ARBITRAGE BEGINS - - uniswapWethParams(_amount, _params) - - // ARBITRAGE ENDS - - uint totalDebt = _amount.add(_fee); - transferFundsBackToPoolInternal(_reserve, totalDebt); - } - - // In theory borrowedTokenAddress should be WETH for this, but someone else could make it a different asset by changing uniswapWETHParams - function flashloan(address borrowedTokenAddress, uint256 amountToBorrow, bytes memory _params) public { - ILendingPool lendingPool = ILendingPool(addressesProvider.getLendingPool()); - lendingPool.flashLoan(address(this), borrowedTokenAddress, amountToBorrow, _params); - } - - function uniswapWethParams(uint256 _wethAmountToFirstMarket, bytes memory _params) internal payable { - (uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads) = abi.decode(_params, (uint256, address[], bytes[])) - - require (_targets.length == _payloads.length); - uint256 _wethBalanceBefore = WETH.balanceOf(address(this)); - WETH.transfer(_targets[0], _wethAmountToFirstMarket); - for (uint256 i = 0; i < _targets.length; i++) { - (bool _success, bytes memory _response) = _targets[i].call(_payloads[i]); - require(_success); _response; - } - - uint256 _wethBalanceAfter = WETH.balanceOf(address(this)); - require(_wethBalanceAfter > _wethBalanceBefore + _ethAmountToCoinbase); - if (_ethAmountToCoinbase == 0) return; - - uint256 _ethBalance = address(this).balance; - if (_ethBalance < _ethAmountToCoinbase) { - WETH.withdraw(_ethAmountToCoinbase - _ethBalance); - } - block.coinbase.transfer(_ethAmountToCoinbase); - } - function uniswapWeth(uint256 _wethAmountToFirstMarket, uint256 _ethAmountToCoinbase, address[] memory _targets, bytes[] memory _payloads) external onlyExecutor payable { require (_targets.length == _payloads.length); uint256 _wethBalanceBefore = WETH.balanceOf(address(this)); @@ -132,4 +78,4 @@ contract FlashBotsMultiCall is FlashLoanReceiverBase { require(_success); return _result; } -} +} \ No newline at end of file From e58c3f8fb487eaa207390e5404b0aad1b2e221e3 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Tue, 6 Apr 2021 08:55:27 -0400 Subject: [PATCH 18/19] Update README.md --- README.md | 8 +++++--- 1 file changed, 5 insertions(+), 3 deletions(-) diff --git a/README.md b/README.md index 8bb768e3..aa594464 100644 --- a/README.md +++ b/README.md @@ -1,8 +1,10 @@ -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 ===================== From a600fc57af2e7f876f87be7a5c7ac2d488f73c40 Mon Sep 17 00:00:00 2001 From: Robert Miller Date: Tue, 6 Apr 2021 08:55:52 -0400 Subject: [PATCH 19/19] Add referral code --- contracts/BundleExecutorFL.sol | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/contracts/BundleExecutorFL.sol b/contracts/BundleExecutorFL.sol index bc41d582..e98ac29d 100644 --- a/contracts/BundleExecutorFL.sol +++ b/contracts/BundleExecutorFL.sol @@ -70,7 +70,7 @@ contract FlashBotsMultiCallFL is FlashLoanReceiverBase { modes[0] = 0; address onBehalfOf = address(this); - uint16 referralCode = 0; + uint16 referralCode = 161; LENDING_POOL.flashLoan( receiverAddress, @@ -122,4 +122,4 @@ contract FlashBotsMultiCallFL is FlashLoanReceiverBase { receive() external payable { } -} \ No newline at end of file +}