-
Notifications
You must be signed in to change notification settings - Fork 2
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
0 parents
commit 6bbe793
Showing
1,123 changed files
with
183,702 additions
and
0 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,98 @@ | ||
test-ledger/ | ||
node_modules/ | ||
sdks/ | ||
.vscode/ | ||
|
||
# See http://help.github.com/ignore-files/ for more about ignoring files. | ||
|
||
# compiled output | ||
/dist | ||
/out-tsc | ||
|
||
# Runtime data | ||
pids | ||
*.pid | ||
*.seed | ||
*.pid.lock | ||
|
||
# Directory for instrumented libs generated by jscoverage/JSCover | ||
lib-cov | ||
|
||
# Coverage directory used by tools like istanbul | ||
coverage | ||
|
||
# nyc test coverage | ||
.nyc_output | ||
|
||
# Grunt intermediate storage (http://gruntjs.com/creating-plugins#storing-task-files) | ||
.grunt | ||
|
||
# Bower dependency directory (https://bower.io/) | ||
bower_components | ||
|
||
# node-waf configuration | ||
.lock-wscript | ||
|
||
# IDEs and editors | ||
.idea | ||
.project | ||
.classpath | ||
.c9/ | ||
*.launch | ||
.settings/ | ||
*.sublime-workspace | ||
|
||
# IDE - VSCode | ||
.vscode/* | ||
!.vscode/settings.json | ||
!.vscode/tasks.json | ||
!.vscode/launch.json | ||
!.vscode/extensions.json | ||
|
||
# misc | ||
.sass-cache | ||
connect.lock | ||
typings | ||
|
||
# Logs | ||
logs | ||
*.log | ||
npm-debug.log* | ||
yarn-debug.log* | ||
yarn-error.log* | ||
|
||
|
||
# Dependency directories | ||
node_modules/ | ||
jspm_packages/ | ||
|
||
# Optional npm cache directory | ||
.npm | ||
|
||
# Optional eslint cache | ||
.eslintcache | ||
|
||
# Optional REPL history | ||
.node_repl_history | ||
|
||
# Output of 'npm pack' | ||
*.tgz | ||
|
||
# Yarn Integrity file | ||
.yarn-integrity | ||
|
||
# dotenv environment variables file | ||
.env | ||
|
||
# next.js build output | ||
.next | ||
|
||
# Lerna | ||
lerna-debug.log | ||
|
||
# System Files | ||
.DS_Store | ||
Thumbs.db | ||
|
||
|
||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,21 @@ | ||
MIT License | ||
|
||
Copyright (c) 2023 x19 | ||
|
||
Permission is hereby granted, free of charge, to any person obtaining a copy | ||
of this software and associated documentation files (the "Software"), to deal | ||
in the Software without restriction, including without limitation the rights | ||
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell | ||
copies of the Software, and to permit persons to whom the Software is | ||
furnished to do so, subject to the following conditions: | ||
|
||
The above copyright notice and this permission notice shall be included in all | ||
copies or substantial portions of the Software. | ||
|
||
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR | ||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, | ||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE | ||
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER | ||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, | ||
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE | ||
SOFTWARE. |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,30 @@ | ||
## solana arbitrage bot | ||
|
||
happy searching :) | ||
|
||
## layout | ||
- `client/`: off-chain arbitrage bot code | ||
- `program/`: on-chain swap program | ||
- `pools/`: dex pool metadata | ||
- `onchain-data/`: analysis of other arbitrage swaps | ||
- `mainnet-fork/`: fork mainnet account states to test swap input/output estimates | ||
|
||
each folder contains a corresponding `README.md` which explains how it works | ||
|
||
## dexs supported | ||
- serum | ||
- aldrin | ||
- saber | ||
- mercurial | ||
- orca | ||
|
||
## other notes | ||
- we use rust unit tests (with mainnet forking) to ensure our swap quotes are correct (quoted swap amount = actual swap amount) | ||
- to figure out how to interface with each dex (most dont have rust sdks or even public ts sdks) we reverse engineer how to interact with them through the jupiter-swap sdk (analyzing the npm package folder bc its also not public) | ||
- in the client we use a brute-force approach to find arb opportunities instead of negative cycle algos bc its much faster and can find all opportunities | ||
- we also dont calculate the optimal swap input amount for each arb bc its faster to spam multiple decreasing amounts and let the largest one land (this is what the winner of the arbitrage opportunities was doing - eg, send tx with input size N, N/2, N/4, ...) | ||
- why do we need an on-chain swap program? checkout this [post](https://github.com/0xNineteen/blog.md/blob/8292c9c27b29f7d290f022a097511bb07bda4ea3/contents/rust-macros-arbitrage/index.md) out -- if you swap from A -> B -> C you might get more/less of B than expected which effects the swap instruction to C | ||
|
||
## why share this alpha | ||
|
||
the life of a lone searcher is a lonely one where you cant share what you find or share your code - while working on this project i realized this is not what im about and thus i open source |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,2 @@ | ||
log.txt | ||
target/ |
Oops, something went wrong.