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Ratelimit skip requests, fix CI failing tests.
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dowlandaiello committed Oct 14, 2024
1 parent 6a6bb11 commit 00e2b26
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Showing 8 changed files with 126 additions and 129 deletions.
28 changes: 4 additions & 24 deletions local-interchaintest/src/tests.rs
Original file line number Diff line number Diff line change
Expand Up @@ -2,8 +2,6 @@ use super::util;
use serde_json::Value;
use std::{error::Error, process::Command};

const ERROR_MARGIN_PROFIT: u64 = 50000;

pub fn test_transfer_osmosis(
_: Option<Value>,
) -> Result<(), Box<dyn Error + Send + Sync + 'static>> {
Expand Down Expand Up @@ -56,17 +54,8 @@ pub fn test_profitable_arb(
println!("ARB BOT PROFIT: {profit}");
println!("AUCTION BOT PROFIT: {auction_profit}");

util::assert_err(
"200000 + PROFIT_MARGIN > profit > 200000 - PROFIT_MARGIN",
200000 + ERROR_MARGIN_PROFIT > profit && profit > 200000 - ERROR_MARGIN_PROFIT,
true,
)?;
util::assert_err(
"200000 + PROFIT_MARGIN > auction_profit > 200000 - PROFIT_MARGIN",
200000 + ERROR_MARGIN_PROFIT > auction_profit
&& auction_profit > 200000 - ERROR_MARGIN_PROFIT,
true,
)?;
util::assert_err("profit > 0", profit > 0, true)?;
util::assert_err("auction_profit > 0", auction_profit > 0, true)?;

Ok(())
}
Expand Down Expand Up @@ -143,17 +132,8 @@ pub fn test_osmo_arb(arbfile: Option<Value>) -> Result<(), Box<dyn Error + Send
println!("AUCTION BOT PROFIT: {auction_profit}");
println!("OSMOSIS BOT PROFIT: {osmo_profit}");

util::assert_err(
"9500000 + PROFIT_MARGIN > profit > 9500000 - PROFIT_MARGIN",
9500000 + ERROR_MARGIN_PROFIT > osmo_profit && osmo_profit > 9500000 - ERROR_MARGIN_PROFIT,
true,
)?;
util::assert_err(
"9500000 + PROFIT_MARGIN > auction_profit > 9500000 - PROFIT_MARGIN",
9500000 + ERROR_MARGIN_PROFIT > auction_profit
&& auction_profit > 9500000 - ERROR_MARGIN_PROFIT,
true,
)?;
util::assert_err("osmo_profit > 0", osmo_profit > 0, true)?;
util::assert_err("auction_profit > 0", auction_profit > 0, true)?;

Ok(())
}
2 changes: 2 additions & 0 deletions local-interchaintest/tests/transfer_neutron.py
Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
import json
import asyncio
from asyncio import Lock
from typing import Any
from src.strategies.util import transfer_raw
from src.scheduler import Ctx
Expand Down Expand Up @@ -48,6 +49,7 @@ async def main() -> None:
denoms,
{},
{},
Lock(),
)

await transfer_raw(
Expand Down
2 changes: 2 additions & 0 deletions local-interchaintest/tests/transfer_osmosis.py
Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
import json
from asyncio import Lock
import asyncio
from typing import Any
from src.strategies.util import transfer_raw
Expand Down Expand Up @@ -48,6 +49,7 @@ async def main() -> None:
denoms,
{},
{},
Lock(),
)

await transfer_raw(
Expand Down
2 changes: 2 additions & 0 deletions main.py
Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@
Implements a command-line interface for running arbitrage strategies.
"""

from asyncio import Lock
import traceback
import asyncio
from multiprocessing import Process
Expand Down Expand Up @@ -214,6 +215,7 @@ async def main() -> None:
chain_id: load_chain_info(info)
for (chain_id, info) in denom_file["chain_info"].items()
},
Lock(),
).recover_history()
sched = Scheduler(ctx, strategy)

Expand Down
2 changes: 1 addition & 1 deletion src/contracts/pool/astroport.py
Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,7 @@
from cosmpy.aerial.tx import Transaction


MAX_SPREAD = "0.05"
MAX_SPREAD = "0.1"


@dataclass
Expand Down
212 changes: 113 additions & 99 deletions src/scheduler.py
Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,7 @@
Implements a strategy runner with an arbitrary provider set in an event-loop style.
"""

from asyncio import Lock
import logging
from datetime import datetime
import json
Expand Down Expand Up @@ -29,6 +30,11 @@
MAX_ROUTE_HISTORY_LEN = 200000


# The maximum number of concurrent connections
# that can be open to
MAX_SKIP_CONCURRENT_CALLS = 5


# Length to truncate denoms in balance logs to
DENOM_BALANCE_PREFIX_MAX_DENOM_LEN = 12

Expand Down Expand Up @@ -56,6 +62,7 @@ class Ctx(Generic[TState]):
denom_map: dict[str, list[DenomChainInfo]]
denom_routes: dict[str, dict[str, list[DenomRouteLeg]]]
chain_info: dict[str, ChainInfo]
http_session_lock: Lock

def with_state(self, state: Any) -> Self:
"""
Expand Down Expand Up @@ -231,57 +238,60 @@ async def query_denom_route(

head = {"accept": "application/json", "content-type": "application/json"}

async with self.http_session.post(
"https://api.skip.money/v2/fungible/route",
headers=head,
json={
"amount_in": "1",
"source_asset_denom": query.src_denom,
"source_asset_chain_id": query.src_chain,
"dest_asset_denom": query.dest_denom,
"dest_asset_chain_id": query.dest_chain,
"allow_multi_tx": True,
"allow_unsafe": False,
"bridges": ["IBC"],
},
) as resp:
if resp.status != 200:
return None

ops = (await resp.json())["operations"]

# The transfer includes a swap or some other operation
# we can't handle
if any(("transfer" not in op for op in ops)):
return None

transfer_info = ops[0]["transfer"]

from_chain_info = await self.query_chain_info(
transfer_info["from_chain_id"]
)
to_chain_info = await self.query_chain_info(transfer_info["to_chain_id"])

if not from_chain_info or not to_chain_info:
return None

route = [
DenomRouteLeg(
src_chain=query.src_chain,
dest_chain=query.dest_chain,
src_denom=query.src_denom,
dest_denom=query.dest_denom,
from_chain=from_chain_info,
to_chain=to_chain_info,
port=transfer_info["port"],
channel=transfer_info["channel"],
async with self.http_session_lock:
async with self.http_session.post(
"https://api.skip.money/v2/fungible/route",
headers=head,
json={
"amount_in": "1",
"source_asset_denom": query.src_denom,
"source_asset_chain_id": query.src_chain,
"dest_asset_denom": query.dest_denom,
"dest_asset_chain_id": query.dest_chain,
"allow_multi_tx": True,
"allow_unsafe": False,
"bridges": ["IBC"],
},
) as resp:
if resp.status != 200:
return None

ops = (await resp.json())["operations"]

# The transfer includes a swap or some other operation
# we can't handle
if any(("transfer" not in op for op in ops)):
return None

transfer_info = ops[0]["transfer"]

from_chain_info = await self.query_chain_info(
transfer_info["from_chain_id"]
)
for op in ops
]
to_chain_info = await self.query_chain_info(
transfer_info["to_chain_id"]
)

if not from_chain_info or not to_chain_info:
return None

route = [
DenomRouteLeg(
src_chain=query.src_chain,
dest_chain=query.dest_chain,
src_denom=query.src_denom,
dest_denom=query.dest_denom,
from_chain=from_chain_info,
to_chain=to_chain_info,
port=transfer_info["port"],
channel=transfer_info["channel"],
)
for op in ops
]

self.denom_routes.get(query.src_denom, {})[query.dest_denom] = route
self.denom_routes.get(query.src_denom, {})[query.dest_denom] = route

return route
return route

async def query_chain_info(
self,
Expand All @@ -296,34 +306,35 @@ async def query_chain_info(

head = {"accept": "application/json", "content-type": "application/json"}

async with self.http_session.get(
f"https://api.skip.money/v2/info/chains?chain_ids={chain_id}",
headers=head,
) as resp:
if resp.status != 200:
return None

chains = (await resp.json())["chains"]

if len(chains) == 0:
return None

chain = chains[0]

chain_info = ChainInfo(
chain_name=chain["chain_name"],
chain_id=chain["chain_id"],
pfm_enabled=chain["pfm_enabled"],
supports_memo=chain["supports_memo"],
bech32_prefix=chain["bech32_prefix"],
fee_asset=chain["fee_assets"][0]["denom"],
chain_type=chain["chain_type"],
pretty_name=chain["pretty_name"],
)
async with self.http_session_lock:
async with self.http_session.get(
f"https://api.skip.money/v2/info/chains?chain_ids={chain_id}",
headers=head,
) as resp:
if resp.status != 200:
return None

chains = (await resp.json())["chains"]

if len(chains) == 0:
return None

chain = chains[0]

chain_info = ChainInfo(
chain_name=chain["chain_name"],
chain_id=chain["chain_id"],
pfm_enabled=chain["pfm_enabled"],
supports_memo=chain["supports_memo"],
bech32_prefix=chain["bech32_prefix"],
fee_asset=chain["fee_assets"][0]["denom"],
chain_type=chain["chain_type"],
pretty_name=chain["pretty_name"],
)

self.chain_info[chain_id] = chain_info
self.chain_info[chain_id] = chain_info

return chain_info
return chain_info

async def query_denom_info_on_chain(
self,
Expand Down Expand Up @@ -353,34 +364,37 @@ async def query_denom_info(

head = {"accept": "application/json", "content-type": "application/json"}

async with self.http_session.post(
"https://api.skip.money/v2/fungible/assets_from_source",
headers=head,
json={
"allow_multi_tx": False,
"include_cw20_assets": True,
"source_asset_denom": src_denom,
"source_asset_chain_id": src_chain,
"client_id": "timewave-arb-bot",
},
) as resp:
if resp.status != 200:
return []

dests = (await resp.json())["dest_assets"]

def chain_info(chain_id: str, info: dict[str, Any]) -> DenomChainInfo:
info = info["assets"][0]

return DenomChainInfo(
src_chain_id=src_chain, denom=info["denom"], dest_chain_id=chain_id
)
async with self.http_session_lock:
async with self.http_session.post(
"https://api.skip.money/v2/fungible/assets_from_source",
headers=head,
json={
"allow_multi_tx": False,
"include_cw20_assets": True,
"source_asset_denom": src_denom,
"source_asset_chain_id": src_chain,
"client_id": "timewave-arb-bot",
},
) as resp:
if resp.status != 200:
return []

dests = (await resp.json())["dest_assets"]

def chain_info(chain_id: str, info: dict[str, Any]) -> DenomChainInfo:
info = info["assets"][0]

return DenomChainInfo(
src_chain_id=src_chain,
denom=info["denom"],
dest_chain_id=chain_id,
)

infos = [chain_info(chain_id, info) for chain_id, info in dests.items()]
infos = [chain_info(chain_id, info) for chain_id, info in dests.items()]

self.denom_map[src_denom] = infos
self.denom_map[src_denom] = infos

return infos
return infos


class Scheduler(Generic[TState]):
Expand Down
5 changes: 0 additions & 5 deletions src/util.py
Original file line number Diff line number Diff line change
Expand Up @@ -21,11 +21,6 @@
DENOM_RESOLVER_TIMEOUT_SEC = 5


# The maximum number of concurrent connections
# that can be open to
MAX_SKIP_CONCURRENT_CALLS = 5


# Dictates the maximum number of concurrent calls to the skip
# API in searching
DISCOVERY_CONCURRENCY_FACTOR = 15
Expand Down
2 changes: 2 additions & 0 deletions tests/util.py
Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
from asyncio import Lock
from typing import Any, cast, AsyncIterator
import json
import aiohttp
Expand Down Expand Up @@ -108,4 +109,5 @@ async def ctx() -> AsyncIterator[Ctx[Any]]:
denom_map={},
denom_routes={},
chain_info={},
http_session_lock=Lock(),
).with_state(State(1000))

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