degenbot 0.5.0

Python classes to aid rapid development of Uniswap (V2, V3, V4), Curve V1, and Solidly V2 arbitrage bots on EVM-compatible blockchains

Overview

Degenbot is a set of Python classes that abstract many of the implementation details of Uniswap liquidity pools and their underlying ERC-20 tokens. It uses web3.py for communication with an EVM blockchain through the standard JSON-RPC interface.

These classes serve as a building blocks for the lessons published by BowTiedDevil on Degen Code.

The classes originally relied on Brownie, but have evolved to use web3.py more generally following Brownie's transition to "maintenance mode". The degenbot classes may be used within a Brownie or Ape Framework console by passing a connected Web3 object.

License

This code is published under a permissive MIT license.

Donation

If you find this code valuable, please fund continuing development by donating to 0xADAf500b965545C8A766CD9Cdeb3BF3FBef073e5 on any EVM compatible chain.

Installation

There are two ways to install degenbot, both require pip or similar package management tool.

From PyPI

pip install degenbot will fetch the latest version from PyPI with dependencies.

From Source

Use git clone to create a local copy of this repo, then install with pip install -e /path/to/repo. This creates an editable installation that can be imported into a script or Python REPL using import degenbot.

Examples

The following snippets assume a connected Web3 instance with a working provider on Ethereum mainnet (chain ID #1), and the classes imported under the degenbot namespace.

Uniswap V2 Liquidity Pools

# Create `UniswapV2Pool` object from on-chain data at the given address and 
# current chain height
>>> lp = degenbot.UniswapV2Pool('0xBb2b8038a1640196FbE3e38816F3e67Cba72D940')
• WBTC (Wrapped BTC)
• WETH (Wrapped Ether)
• Token 0: WBTC - Reserves: 10732489743
• Token 1: WETH - Reserves: 2056834999904002274711

# Inspect the tokens held by the pool
>>> lp.token0
Erc20Token(
    address=0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599, 
    symbol='WBTC', 
    name='Wrapped BTC', 
    decimals=8
)

>>> lp.token1
Erc20Token(
    address=0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2, 
    symbol='WETH', 
    name='Wrapped Ether', 
    decimals=18
)

>>> lp.fee_token0
Fraction(3, 1000)

>>> lp.fee_token1
Fraction(3, 1000)

# Predict the input and output values for swaps through the pool, accounting for fees
>>> lp.calculate_tokens_out_from_tokens_in(
    token_in=lp.token1, 
    token_in_quantity=1*10**18
)
5199789

>>> lp.calculate_tokens_in_from_tokens_out(
    token_out=lp.token0, 
    token_out_quantity=5199789
)
999999992817074189

# Update the current reserves from the live blockchain
>>> lp.auto_update(silent=False)
[WBTC-WETH (V2, 0.30%)]
WBTC: 10732455184
WETH: 2056841643098872755548
       
>>> lp.reserves_token0
10732455184

>>> lp.reserves_token1
2056841643098872755548

Uniswap V3 Liquidity Pools

>>> lp = degenbot.UniswapV3Pool('0xCBCdF9626bC03E24f779434178A73a0B4bad62eD')
WBTC-WETH (V3, 0.30%)
• Token 0: WBTC
• Token 1: WETH
• Fee: 3000
• Liquidity: 544425151051415575
• SqrtPrice: 34048891009198980752047510166697902
• Tick: 259432

# Calculate inputs and outputs
>>> lp.calculate_tokens_out_from_tokens_in(
    token_in=lp.token1, 
    token_in_quantity=1*10**18
)
5398169

>>> lp.calculate_tokens_in_from_tokens_out(
    token_out=lp.token0, 
    token_out_quantity=5398169
)
999999871563434214

# Inspect the known liquidity positions
>>> lp.tick_bitmap
{
    0: UniswapV3BitmapAtWord(
        bitmap=1,
        block=18517665
        ),
    16: UniswapV3BitmapAtWord(
        bitmap=115792089237316195423570985008687907853268655437644779123584680198630541352072,
        block=18517670
        )
}

# The V3 liquidity pool helper is optimized for fast instantiation, and will lazy-load 
# liquidity data for positions outside of the current range as needed.
>>> lp.tick_data
{
    0: UniswapV3LiquidityAtTick(
        liquidityNet=10943161472679, 
        liquidityGross=10943161472679, 
        block=18517665
    ),
    261060: UniswapV3LiquidityAtTick(
        liquidityNet=-910396189679465, 
        liquidityGross=910396189679465, 
        block=18517670
    ),
    261000: UniswapV3LiquidityAtTick(
        liquidityNet=-3774266260841234, 
        liquidityGross=3774266260841234, 
        block=18517670
    ),
   
    ...

    246360: UniswapV3LiquidityAtTick(
        liquidityNet=1235001955603188, 
        liquidityGross=1235001955603188, 
        block=18517670
    ),
    246180: UniswapV3LiquidityAtTick(
        liquidityNet=4890971540, 
        liquidityGross=4890971540, 
        block=18517670
    ),
    245940: UniswapV3LiquidityAtTick(
        liquidityNet=76701235421656, 
        liquidityGross=76701235421656, 
        block=18517670
    ),
}

Forking With Anvil

The AnvilFork class is used to launch a fork with anvil from the Foundry toolkit. The object provides a w3 attribute, connected to an IPC socket, which can be used to communicate with the fork like a typical RPC.

>>> fork = degenbot.AnvilFork(fork_url='http://localhost:8545')
>>> fork.w3.eth.chain_id
1
>>> fork.w3.eth.block_number
22675736

# The `AnvilFork` instance also exposes HTTP and WS endpoints that can be used to make a 
# separate connection from a remote machine.
>>> import web3
>>> _w3 = web3.Web3(web3.HTTPProvider(fork.http))
>>> _w3.is_connected()
True
>>> _w3 = web3.Web3(web3.LegacyWebSocketProvider(fork.ws_url))
>>> _w3.is_connected()
True

# The fork can be reset to a different endpoint, which defaults to the latest block.
>>> fork.reset(fork_url='http://localhost:8544')
>>> fork.w3.eth.chain_id
8453

# The fork can also be reset with a specified block number or a transaction hash.
>>> fork.reset(fork_url='http://localhost:8545', block_number=22_675_800)
>>> fork.w3.eth.chain_id
1
>>> fork.w3.eth.block_number
22675800

>>> fork.reset(fork_url='http://localhost:8545', block_number=22_675_800)
>>> fork.w3.eth.chain_id
1
>>> fork.w3.eth.block_number
22675800

# The fork can also be reset to an imaginary block after a specific transaction 
# hash. See the [Anvil reference](https://getfoundry.sh/anvil/reference/) for the 
# associated `--fork-transaction-hash` option.
>>> fork.reset(
    fork_url='http://localhost:8545',
    transaction_hash='0xc16e63e693a2748559c0fd653ade195be426472dddc5bfa3fcc769c4c88c249c'
)
>>> fork.w3.eth.block_number
22675814

# Blocks can be manually mined
>>> fork.mine()
>>> fork.w3.eth.block_number
22675815

# Byte code can be set for an arbitrary address.
>>> fork.set_code(
    address='0xd8dA6BF26964aF9D7eEd9e03E53415D37aA96045', 
    bytecode=bytes.fromhex('45')
)
>>> fork.w3.eth.get_code('0xd8dA6BF26964aF9D7eEd9e03E53415D37aA96045')
HexBytes('0x45')

Anvil Options

The Anvil client offers many options. The most common ones are exposed by constructor options to AnvilFork.

Users wanting fine-grained control over all client options may pass them through the anvil_opts argument, which takes a list of strings. These will be passed directly to the client after all of the managed options.

# Launch with the Optimism feature set, which enables special transaction types.
>>> fork = degenbot.AnvilFork(
    fork_url='http://localhost:8544',
    anvil_opts=['--optimism']
)

# Launch with a non-default hardfork, which may be necessary for accurate simulation on a historical block.
>>> fork = degenbot.AnvilFork(
    fork_url='http://localhost:8545',
    fork_block=12_980_000,
    anvil_opts=['--hardfork=london']
)

# Launch with a non-default transaction pool ordering scheme
>>> fork = degenbot.AnvilFork(
    fork_url='http://localhost:8545',
    anvil_opts=['--order=fifo']
)

# Launch with certain debugging features enabled
>>> fork = degenbot.AnvilFork(
    fork_url='http://localhost:8545',
    anvil_opts=[
        '--disable-block-gas-limit',
        '--disable-code-size-limit',
        '--disable-min-priority-fee',
    ]
)

Uniswap Arbitrage

Several classes are provided to simplify the calculation of optimal arbitrage amounts for a given sequence of pools.

>>> v2_lp = degenbot.UniswapV2Pool('0xBb2b8038a1640196FbE3e38816F3e67Cba72D940')
• WBTC (Wrapped BTC)
• WETH (Wrapped Ether)
• Token 0: WBTC - Reserves: 6390612659
• Token 1: WETH - Reserves: 2534027291379197003140

>>> v3_lp = degenbot.UniswapV3Pool('0xCBCdF9626bC03E24f779434178A73a0B4bad62eD')
WBTC-WETH (UniswapV3Pool, 0.30%)
• Address: 0xCBCdF9626bC03E24f779434178A73a0B4bad62eD           
• Token 0: WBTC           
• Token 1: WETH
• Fee: 3000               
• Liquidity: 261799575241796322         
• SqrtPrice: 49883600179466982678044042954714957         
• Tick: 267070              
• State Block (Initial): 22676748
                                                                       
>>> weth = v2_lp.token1 

>>> arb = degenbot.UniswapLpCycle(
    id="test", 
    input_token=weth, 
    swap_pools=[v2_lp, v3_lp]
)

# The minimum rate of exchange for a profitable arbitrage is 1.0. The pool states at
# a given block are likely to be less, so override the minimum for illustration.
# The `ArbitrageCalculationResult` must be encoded as a properly-formed transaction 
# by the user and broadcast to the network to secure the opportunity.
>>> arb.calculate(min_rate_of_exchange=0.8)
ArbitrageCalculationResult(
    id='test', 
    input_token=Erc20Token(
        address=0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2, 
        symbol='WETH', 
        name='Wrapped Ether', 
        decimals=18
    ), 
    profit_token=Erc20Token(
        address=0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2, 
        symbol='WETH', 
        name='Wrapped Ether', 
        decimals=18
    ), 
    input_amount=69600394635598,
    profit_amount=-623178922742, 
    swap_amounts=(
        UniswapV2PoolSwapAmounts(
            pool='0xBb2b8038a1640196FbE3e38816F3e67Cba72D940', 
            amounts_in=(0, 69600394635598), 
            amounts_out=(175, 0), 
            recipient=None
        ), 
        UniswapV3PoolSwapAmounts(
            pool='0xCBCdF9626bC03E24f779434178A73a0B4bad62eD',
            amount_specified=175,
            zero_for_one=True, 
            sqrt_price_limit_x96=4295128740, 
            recipient=None
        )
    ), 
    state_block=22676748
)