Add JIT Liquidity Classifier

alembic/versions/a46974a623b3_add_jit_liquidity_table.py

@@ -0,0 +1,43 @@
+"""add_jit_liquidity_table
+
+Revision ID: a46974a623b3
+Revises: 5c5375de15fd
+Create Date: 2022-05-10 12:36:57.139209
+
+"""
+import sqlalchemy as sa
+from alembic import op
+
+# revision identifiers, used by Alembic.
+revision = "a46974a623b3"
+down_revision = "5c5375de15fd"
+branch_labels = None
+depends_on = None
+
+
+def upgrade():
+    op.create_table(
+        "jit_liquidity",
+        sa.Column("id", sa.String, primary_key=True),
+        sa.Column("block_number", sa.Numeric(), nullable=False),
+        sa.Column("bot_address", sa.String(42), nullable=True),
+        sa.Column("pool_address", sa.String(42), nullable=False),
+        sa.Column("token0_address", sa.String(42), nullable=True),
+        sa.Column("token1_address", sa.String(42), nullable=True),
+        sa.Column("mint_transaction_hash", sa.String(66), nullable=False),
+        sa.Column("mint_transaction_trace", sa.ARRAY(sa.Integer)),
+        sa.Column("burn_transaction_hash", sa.String(66), nullable=False),
+        sa.Column("burn_transaction_trace", sa.ARRAY(sa.Integer)),
+        sa.Column("mint_token0_amount", sa.Numeric),
+        sa.Column("mint_token1_amount", sa.Numeric),
+        sa.Column("burn_token0_amount", sa.Numeric),
+        sa.Column("burn_token1_amount", sa.Numeric),
+        sa.Column("token0_swap_volume", sa.Numeric),
+        sa.Column("token1_swap_volume", sa.Numeric),
+    )
+    op.create_index("ix_jit_liquidity_block_number", "jit_liquidity", ["block_number"])
+
+
+def downgrade():
+    op.drop_index("ix_jit_liquidity_block_number")
+    op.drop_table("jit_liquidity")

alembic/versions/c77f5db6105e_add_jit_liquidity_swaps_join_table.py

@@ -0,0 +1,32 @@
+"""add_jit_liquidity_swaps_join_table
+
+Revision ID: c77f5db6105e
+Revises: a46974a623b3
+Create Date: 2022-05-10 12:37:25.275799
+
+"""
+import sqlalchemy as sa
+from alembic import op
+
+# revision identifiers, used by Alembic.
+revision = "c77f5db6105e"
+down_revision = "a46974a623b3"
+branch_labels = None
+depends_on = None
+
+
+def upgrade():
+    op.create_table(
+        "jit_liquidity_swaps",
+        sa.Column("created_at", sa.TIMESTAMP, server_default=sa.func.now()),
+        sa.Column("jit_liquidity_id", sa.String(1024), primary_key=True),
+        sa.Column("swap_transaction_hash", sa.String(66), primary_key=True),
+        sa.Column("swap_trace_address", sa.ARRAY(sa.Integer), primary_key=True),
+        sa.ForeignKeyConstraint(
+            ["jit_liquidity_id"], ["jit_liquidity.id"], ondelete="CASCADE"
+        ),
+    )
+
+
+def downgrade():
+    op.drop_table("jit_liquidity_swaps")

mev_inspect/classifiers/specs/uniswap.py

@@ -1,9 +1,9 @@
 from typing import List, Optional
 
 from mev_inspect.classifiers.helpers import create_swap_from_pool_transfers
-from mev_inspect.schemas.classifiers import ClassifierSpec, SwapClassifier
+from mev_inspect.schemas.classifiers import Classifier, ClassifierSpec, SwapClassifier
 from mev_inspect.schemas.swaps import Swap
-from mev_inspect.schemas.traces import DecodedCallTrace, Protocol
+from mev_inspect.schemas.traces import Classification, DecodedCallTrace, Protocol
 from mev_inspect.schemas.transfers import Transfer
 
 UNISWAP_V2_PAIR_ABI_NAME = "UniswapV2Pair"
@@ -42,6 +42,18 @@ def parse_swap(
         return swap
 
 
+class LiquidityMintClassifier(Classifier):
+    @staticmethod
+    def get_classification() -> Classification:
+        return Classification.liquidity_mint
+
+
+class LiquidityBurnClassifier(Classifier):
+    @staticmethod
+    def get_classification() -> Classification:
+        return Classification.liquidity_burn
+
+
 UNISWAP_V3_CONTRACT_SPECS = [
     ClassifierSpec(
         abi_name="UniswapV3Factory",
@@ -106,6 +118,8 @@ def parse_swap(
         protocol=Protocol.uniswap_v3,
         classifiers={
             "swap(address,bool,int256,uint160,bytes)": UniswapV3SwapClassifier,
+            "mint(address,int24,int24,uint128,bytes)": LiquidityMintClassifier,
+            "burn(int24,int24,uint128)": LiquidityBurnClassifier,
         },
     ),
     ClassifierSpec(

mev_inspect/crud/jit_liquidity.py

@@ -0,0 +1,75 @@
+from typing import List
+from uuid import uuid4
+
+from mev_inspect.models.jit_liquidity import JITLiquidityModel
+from mev_inspect.schemas.jit_liquidity import JITLiquidity
+
+from .shared import delete_by_block_range
+
+
+def delete_jit_liquidity_for_blocks(
+    db_session,
+    after_block_number: int,
+    before_block_number: int,
+) -> None:
+    delete_by_block_range(
+        db_session,
+        JITLiquidityModel,
+        after_block_number,
+        before_block_number,
+    )
+    db_session.commit()
+
+
+def write_jit_liquidity(
+    db_session,
+    jit_liquidity_instances: List[JITLiquidity],
+) -> None:
+    jit_liquidity_models = []
+    swap_jit_liquidity_ids = []
+
+    for jit_liquidity in jit_liquidity_instances:
+        jit_liquidity_id = str(uuid4())
+        jit_liquidity_models.append(
+            JITLiquidityModel(
+                id=jit_liquidity_id,
+                block_number=jit_liquidity.block_number,
+                bot_address=jit_liquidity.bot_address,
+                pool_address=jit_liquidity.pool_address,
+                token0_address=jit_liquidity.token0_address,
+                token1_address=jit_liquidity.token1_address,
+                mint_transaction_hash=jit_liquidity.mint_transaction_hash,
+                mint_transaction_trace=jit_liquidity.mint_trace,
+                burn_transaction_hash=jit_liquidity.burn_transaction_hash,
+                burn_transaction_trace=jit_liquidity.burn_trace,
+                mint_token0_amount=jit_liquidity.mint_token0_amount,
+                mint_token1_amount=jit_liquidity.mint_token1_amount,
+                burn_token0_amount=jit_liquidity.burn_token0_amount,
+                burn_token1_amount=jit_liquidity.burn_token1_amount,
+                token0_swap_volume=jit_liquidity.token0_swap_volume,
+                token1_swap_volume=jit_liquidity.token1_swap_volume,
+            )
+        )
+
+        for swap in jit_liquidity.swaps:
+            swap_jit_liquidity_ids.append(
+                {
+                    "jit_liquidity_id": jit_liquidity_id,
+                    "swap_transaction_hash": swap.transaction_hash,
+                    "swap_trace_address": swap.trace_address,
+                }
+            )
+
+    if len(jit_liquidity_models) > 0:
+        db_session.bulk_save_objects(jit_liquidity_models)
+        db_session.execute(
+            """
+            INSERT INTO jit_liquidity_swaps
+            (jit_liquidity_id, swap_transaction_hash, swap_trace_address)
+            VALUES
+            (:jit_liquidity_id, :swap_transaction_hash, :swap_trace_address)
+            """,
+            params=swap_jit_liquidity_ids,
+        )
+
+        db_session.commit()

mev_inspect/inspect_block.py

@@ -9,6 +9,10 @@
 from mev_inspect.classifiers.trace import TraceClassifier
 from mev_inspect.crud.arbitrages import delete_arbitrages_for_blocks, write_arbitrages
 from mev_inspect.crud.blocks import delete_blocks, write_blocks
+from mev_inspect.crud.jit_liquidity import (
+    delete_jit_liquidity_for_blocks,
+    write_jit_liquidity,
+)
 from mev_inspect.crud.liquidations import (
     delete_liquidations_for_blocks,
     write_liquidations,
@@ -34,13 +38,15 @@
     write_classified_traces,
 )
 from mev_inspect.crud.transfers import delete_transfers_for_blocks, write_transfers
+from mev_inspect.jit_liquidity import get_jit_liquidity
 from mev_inspect.liquidations import get_liquidations
 from mev_inspect.miner_payments import get_miner_payments
 from mev_inspect.nft_trades import get_nft_trades
 from mev_inspect.punks import get_punk_bid_acceptances, get_punk_bids, get_punk_snipes
 from mev_inspect.sandwiches import get_sandwiches
 from mev_inspect.schemas.arbitrages import Arbitrage
 from mev_inspect.schemas.blocks import Block
+from mev_inspect.schemas.jit_liquidity import JITLiquidity
 from mev_inspect.schemas.liquidations import Liquidation
 from mev_inspect.schemas.miner_payments import MinerPayment
 from mev_inspect.schemas.nft_trades import NftTrade
@@ -100,6 +106,7 @@ async def inspect_many_blocks(
     all_miner_payments: List[MinerPayment] = []
 
     all_nft_trades: List[NftTrade] = []
+    all_jit_liquidity: List[JITLiquidity] = []
 
     for block_number in range(after_block_number, before_block_number):
         block = await create_from_block_number(
@@ -149,6 +156,11 @@ async def inspect_many_blocks(
         nft_trades = get_nft_trades(classified_traces)
         logger.info(f"Block: {block_number} -- Found {len(nft_trades)} nft trades")
 
+        jit_liquidity = get_jit_liquidity(classified_traces, swaps)
+        logger.info(
+            f"Block: {block_number} -- Found {len(jit_liquidity)} jit liquidity instances"
+        )
+
         miner_payments = get_miner_payments(
             block.miner, block.base_fee_per_gas, classified_traces, block.receipts
         )
@@ -167,6 +179,8 @@ async def inspect_many_blocks(
 
         all_nft_trades.extend(nft_trades)
 
+        all_jit_liquidity.extend(jit_liquidity)
+
         all_miner_payments.extend(miner_payments)
 
     logger.info("Writing data")
@@ -222,6 +236,11 @@ async def inspect_many_blocks(
     )
     write_nft_trades(inspect_db_session, all_nft_trades)
 
+    delete_jit_liquidity_for_blocks(
+        inspect_db_session, after_block_number, before_block_number
+    )
+    write_jit_liquidity(inspect_db_session, all_jit_liquidity)
+
     delete_miner_payments_for_blocks(
         inspect_db_session, after_block_number, before_block_number
     )