/
UniswapV2Scraper.go
1001 lines (892 loc) · 30.9 KB
/
UniswapV2Scraper.go
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package scrapers
import (
"encoding/json"
"errors"
"io/ioutil"
"math"
"math/big"
"os"
"strconv"
"strings"
"sync"
"time"
"github.com/diadata-org/diadata/pkg/dia/scraper/exchange-scrapers/uniswap"
models "github.com/diadata-org/diadata/pkg/model"
"github.com/diadata-org/diadata/pkg/dia"
"github.com/diadata-org/diadata/pkg/dia/helpers"
"github.com/diadata-org/diadata/pkg/dia/helpers/configCollectors"
"github.com/diadata-org/diadata/pkg/utils"
"github.com/ethereum/go-ethereum/accounts/abi/bind"
"github.com/ethereum/go-ethereum/common"
"github.com/ethereum/go-ethereum/ethclient"
)
var (
exchangeFactoryContractAddress = "0x5C69bEe701ef814a2B6a3EDD4B1652CB9cc5aA6f"
reverseBasetokens *[]string
reverseQuotetokens *[]string
mainBaseAssets = []string{
"0xdAC17F958D2ee523a2206206994597C13D831ec7",
}
poolMap = make(map[string]UniswapPair)
)
const (
restDialEth = ""
wsDialEth = ""
restDialBSC = ""
wsDialBSC = ""
restDialPolygon = ""
wsDialPolygon = ""
restDialCelo = ""
wsDialCelo = ""
restDialFantom = ""
wsDialFantom = ""
restDialMoonriver = ""
wsDialMoonriver = ""
restDialAurora = ""
wsDialAurora = ""
restDialArbitrum = ""
wsDialArbitrum = ""
restDialMetis = ""
wsDialMetis = ""
restDialAvalanche = ""
wsDialAvalanche = ""
restDialTelos = ""
wsDialTelos = ""
restDialEvmos = ""
wsDialEvmos = ""
restDialAstar = ""
wsDialAstar = ""
restDialMoonbeam = ""
wsDialMoonbeam = ""
restDialWanchain = ""
wsDialWanchain = ""
uniswapWaitMilliseconds = "25"
sushiswapWaitMilliseconds = "100"
pancakeswapWaitMilliseconds = "200"
dfynWaitMilliseconds = "100"
quickswapWaitMilliseconds = "200"
ubeswapWaitMilliseconds = "200"
spookyswapWaitMilliseconds = "200"
solarbeamWaitMilliseconds = "400"
trisolarisWaitMilliseconds = "200"
metisWaitMilliseconds = "200"
moonriverWaitMilliseconds = "500"
avalancheWaitMilliseconds = "200"
telosWaitMilliseconds = "400"
evmosWaitMilliseconds = "400"
astarWaitMilliseconds = "1000"
moonbeamWaitMilliseconds = "1000"
wanchainWaitMilliseconds = "1000"
)
type UniswapToken struct {
Address common.Address
Symbol string
Decimals uint8
Name string
}
type UniswapPair struct {
Token0 UniswapToken
Token1 UniswapToken
ForeignName string
Address common.Address
}
type UniswapSwap struct {
ID string
Timestamp int64
Pair UniswapPair
Amount0In float64
Amount0Out float64
Amount1In float64
Amount1Out float64
}
type UniswapScraper struct {
WsClient *ethclient.Client
RestClient *ethclient.Client
relDB *models.RelDB
// signaling channels for session initialization and finishing
//initDone chan nothing
run bool
shutdown chan nothing
shutdownDone chan nothing
// error handling; to read error or closed, first acquire read lock
// only cleanup method should hold write lock
errorLock sync.RWMutex
error error
closed bool
// used to keep track of trading pairs that we subscribed to
pairScrapers map[string]*UniswapPairScraper
exchangeName string
chanTrades chan *dia.Trade
waitTime int
// If true, only pairs given in config file are scraped. Default is false.
listenByAddress bool
fetchPoolsFromDB bool
}
// NewUniswapScraper returns a new UniswapScraper for the given pair
func NewUniswapScraper(exchange dia.Exchange, scrape bool, relDB *models.RelDB) *UniswapScraper {
log.Info("NewUniswapScraper: ", exchange.Name)
var (
s *UniswapScraper
listenByAddress bool
fetchPoolsFromDB bool
err error
)
exchangeFactoryContractAddress = exchange.Contract
listenByAddress, err = strconv.ParseBool(utils.Getenv("LISTEN_BY_ADDRESS", ""))
if err != nil {
log.Fatal("parse LISTEN_BY_ADDRESS: ", err)
}
fetchPoolsFromDB, err = strconv.ParseBool(utils.Getenv("FETCH_POOLS_FROM_DB", ""))
if err != nil {
log.Fatal("parse FETCH_POOLS_FROM_DB: ", err)
}
switch exchange.Name {
case dia.UniswapExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialEth, wsDialEth, uniswapWaitMilliseconds)
case dia.SushiSwapExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialEth, wsDialEth, sushiswapWaitMilliseconds)
case dia.SushiSwapExchangePolygon:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialPolygon, wsDialPolygon, metisWaitMilliseconds)
case dia.SushiSwapExchangeFantom:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialFantom, wsDialFantom, metisWaitMilliseconds)
case dia.SushiSwapExchangeArbitrum:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialArbitrum, wsDialArbitrum, metisWaitMilliseconds)
case dia.CamelotExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialArbitrum, wsDialArbitrum, metisWaitMilliseconds)
case dia.PanCakeSwap:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialBSC, wsDialBSC, pancakeswapWaitMilliseconds)
case dia.DfynNetwork:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialPolygon, wsDialPolygon, dfynWaitMilliseconds)
case dia.QuickswapExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialPolygon, wsDialPolygon, quickswapWaitMilliseconds)
case dia.UbeswapExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialCelo, wsDialCelo, ubeswapWaitMilliseconds)
case dia.SpookyswapExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialFantom, wsDialFantom, spookyswapWaitMilliseconds)
case dia.SpiritswapExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialFantom, wsDialFantom, spookyswapWaitMilliseconds)
case dia.SolarbeamExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialMoonriver, wsDialMoonriver, solarbeamWaitMilliseconds)
case dia.TrisolarisExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialAurora, wsDialAurora, trisolarisWaitMilliseconds)
case dia.NetswapExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialMetis, wsDialMetis, metisWaitMilliseconds)
case dia.HuckleberryExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialMoonriver, wsDialMoonriver, moonriverWaitMilliseconds)
case dia.TraderJoeExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialAvalanche, wsDialAvalanche, avalancheWaitMilliseconds)
case dia.PangolinExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialAvalanche, wsDialAvalanche, avalancheWaitMilliseconds)
case dia.TethysExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialMetis, wsDialMetis, metisWaitMilliseconds)
case dia.HermesExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialMetis, wsDialMetis, metisWaitMilliseconds)
case dia.OmniDexExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialTelos, wsDialTelos, telosWaitMilliseconds)
case dia.DiffusionExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialEvmos, wsDialEvmos, evmosWaitMilliseconds)
case dia.ApeswapExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialBSC, wsDialBSC, pancakeswapWaitMilliseconds)
case dia.BiswapExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialBSC, wsDialBSC, pancakeswapWaitMilliseconds)
case dia.ArthswapExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialAstar, wsDialAstar, astarWaitMilliseconds)
case dia.StellaswapExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialMoonbeam, wsDialMoonbeam, moonbeamWaitMilliseconds)
case dia.WanswapExchange:
s = makeUniswapScraper(exchange, listenByAddress, fetchPoolsFromDB, restDialWanchain, wsDialWanchain, wanchainWaitMilliseconds)
}
s.relDB = relDB
// Only include pools with (minimum) liquidity bigger than given env var.
liquidityThreshold, err := strconv.ParseFloat(utils.Getenv("LIQUIDITY_THRESHOLD", "0"), 64)
if err != nil {
liquidityThreshold = float64(0)
log.Warnf("parse liquidity threshold: %v. Set to default %v", err, liquidityThreshold)
}
// Only include pools with (minimum) liquidity USD value bigger than given env var.
liquidityThresholdUSD, err := strconv.ParseFloat(utils.Getenv("LIQUIDITY_THRESHOLD_USD", "0"), 64)
if err != nil {
liquidityThresholdUSD = float64(0)
log.Warnf("parse liquidity threshold: %v. Set to default %v", err, liquidityThresholdUSD)
}
// Fetch all pool with given liquidity threshold from database.
poolMap, err = s.makeUniPoolMap(liquidityThreshold, liquidityThresholdUSD)
if err != nil {
log.Fatal("build poolMap: ", err)
}
if scrape {
go s.mainLoop()
}
return s
}
// makeUniswapScraper returns a uniswap scraper as used in NewUniswapScraper.
func makeUniswapScraper(exchange dia.Exchange, listenByAddress bool, fetchPoolsFromDB bool, restDial string, wsDial string, waitMilliseconds string) *UniswapScraper {
var (
restClient, wsClient *ethclient.Client
err error
s *UniswapScraper
waitTime int
)
log.Infof("Init rest and ws client for %s.", exchange.BlockChain.Name)
restClient, err = ethclient.Dial(utils.Getenv(strings.ToUpper(exchange.BlockChain.Name)+"_URI_REST", restDial))
if err != nil {
log.Fatal("init rest client: ", err)
}
wsClient, err = ethclient.Dial(utils.Getenv(strings.ToUpper(exchange.BlockChain.Name)+"_URI_WS", wsDial))
if err != nil {
log.Fatal("init ws client: ", err)
}
waitTime, err = strconv.Atoi(utils.Getenv(strings.ToUpper(exchange.BlockChain.Name)+"_WAIT_TIME", waitMilliseconds))
if err != nil {
log.Error("could not parse wait time: ", err)
waitTime = 500
}
s = &UniswapScraper{
WsClient: wsClient,
RestClient: restClient,
shutdown: make(chan nothing),
shutdownDone: make(chan nothing),
pairScrapers: make(map[string]*UniswapPairScraper),
exchangeName: exchange.Name,
error: nil,
chanTrades: make(chan *dia.Trade),
waitTime: waitTime,
listenByAddress: listenByAddress,
fetchPoolsFromDB: fetchPoolsFromDB,
}
return s
}
// runs in a goroutine until s is closed
func (s *UniswapScraper) mainLoop() {
// Import tokens which appear as base token and we need a quotation for
var err error
reverseBasetokens, err = getReverseTokensFromConfig("uniswap/reverse_tokens/" + s.exchangeName + "Basetoken")
if err != nil {
log.Error("error getting tokens for which pairs should be reversed: ", err)
}
log.Info("reverse basetokens: ", reverseBasetokens)
reverseQuotetokens, err = getReverseTokensFromConfig("uniswap/reverse_tokens/" + s.exchangeName + "Quotetoken")
if err != nil {
log.Error("error getting tokens for which pairs should be reversed: ", err)
}
log.Info("reverse quotetokens: ", reverseQuotetokens)
// wait for all pairs have added into s.PairScrapers
time.Sleep(4 * time.Second)
s.run = true
if s.listenByAddress || s.fetchPoolsFromDB {
var wg sync.WaitGroup
count := 0
for address := range poolMap {
time.Sleep(time.Duration(s.waitTime) * time.Millisecond)
wg.Add(1)
go func(index int, address common.Address, w *sync.WaitGroup) {
defer w.Done()
s.ListenToPair(index, address)
}(count, common.HexToAddress(address), &wg)
count++
}
wg.Wait()
} else {
numPairs, err := s.getNumPairs()
if err != nil {
log.Fatal(err)
}
log.Info("Found ", numPairs, " pairs")
log.Info("Found ", len(s.pairScrapers), " pairScrapers")
if len(s.pairScrapers) == 0 {
s.error = errors.New("uniswap: No pairs to scrap provided")
log.Error(s.error.Error())
}
var wg sync.WaitGroup
for i := 0; i < numPairs; i++ {
time.Sleep(time.Duration(s.waitTime) * time.Millisecond)
wg.Add(1)
go func(index int, address common.Address, w *sync.WaitGroup) {
defer w.Done()
s.ListenToPair(index, address)
}(i, common.Address{}, &wg)
}
wg.Wait()
}
}
// ListenToPair subscribes to a uniswap pool.
// If @byAddress is true, it listens by pool address, otherwise by index.
func (s *UniswapScraper) ListenToPair(i int, address common.Address) {
var (
pair UniswapPair
err error
)
if !s.listenByAddress && !s.fetchPoolsFromDB {
// Get pool info from on-chain. @poolMap is empty.
pair, err = s.GetPairByID(int64(i))
if err != nil {
log.Error("error fetching pair: ", err)
}
} else {
// Relevant pool info is retrieved from @poolMap.
pair = poolMap[address.Hex()]
}
if len(pair.Token0.Symbol) < 2 || len(pair.Token1.Symbol) < 2 {
log.Info("skip pair: ", pair.ForeignName)
return
}
if helpers.AddressIsBlacklisted(pair.Token0.Address) || helpers.AddressIsBlacklisted(pair.Token1.Address) {
log.Info("skip pair ", pair.ForeignName, ", address is blacklisted")
return
}
if helpers.PoolIsBlacklisted(pair.Address) {
log.Info("skip blacklisted pool ", pair.Address)
return
}
log.Info(i, ": add pair scraper for: ", pair.ForeignName, " with address ", pair.Address.Hex())
sink, err := s.GetSwapsChannel(pair.Address)
if err != nil {
log.Error("error fetching swaps channel: ", err)
}
go func() {
for {
rawSwap, ok := <-sink
if ok {
swap, err := s.normalizeUniswapSwap(*rawSwap, pair)
if err != nil {
log.Error("error normalizing swap: ", err)
}
price, volume := getSwapData(swap)
token0 := dia.Asset{
Address: pair.Token0.Address.Hex(),
Symbol: pair.Token0.Symbol,
Name: pair.Token0.Name,
Decimals: pair.Token0.Decimals,
Blockchain: Exchanges[s.exchangeName].BlockChain.Name,
}
token1 := dia.Asset{
Address: pair.Token1.Address.Hex(),
Symbol: pair.Token1.Symbol,
Name: pair.Token1.Name,
Decimals: pair.Token1.Decimals,
Blockchain: Exchanges[s.exchangeName].BlockChain.Name,
}
t := &dia.Trade{
Symbol: pair.Token0.Symbol,
Pair: pair.ForeignName,
Price: price,
Volume: volume,
BaseToken: token1,
QuoteToken: token0,
Time: time.Unix(swap.Timestamp, 0),
PoolAddress: rawSwap.Raw.Address.Hex(),
ForeignTradeID: swap.ID,
Source: s.exchangeName,
VerifiedPair: true,
}
// TO DO: Refactor approach for reversing pairs.
switch {
case utils.Contains(reverseBasetokens, pair.Token1.Address.Hex()):
// If we need quotation of a base token, reverse pair
tSwapped, err := dia.SwapTrade(*t)
if err == nil {
t = &tSwapped
}
case utils.Contains(reverseQuotetokens, pair.Token0.Address.Hex()):
// If we don't need quotation of quote token, reverse pair.
tSwapped, err := dia.SwapTrade(*t)
if err == nil {
t = &tSwapped
}
case token0.Address == "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" && !utils.Contains(&mainBaseAssets, token1.Address):
// Reverse almost all pairs WETH-XXX ...
if s.exchangeName == dia.UniswapExchange || s.exchangeName == dia.SushiSwapExchange {
tSwapped, err := dia.SwapTrade(*t)
if err == nil {
t = &tSwapped
}
}
// ...and USDT-XXX on Ethereum, i.e. Uniswap and Sushiswap
case token0.Address == mainBaseAssets[0] && token0.Blockchain == dia.ETHEREUM:
tSwapped, err := dia.SwapTrade(*t)
if err == nil {
t = &tSwapped
}
// Reverse USDC-XXX pairs on Fantom
case token0.Address == "0x04068DA6C83AFCFA0e13ba15A6696662335D5B75" && token0.Blockchain == dia.FANTOM:
tSwapped, err := dia.SwapTrade(*t)
if err == nil {
t = &tSwapped
}
}
if price > 0 {
log.Info("tx hash: ", swap.ID)
log.Infof("Got trade at time %v - symbol: %s, pair: %s, price: %v, volume:%v", t.Time, t.Symbol, t.Pair, t.Price, t.Volume)
// log.Infof("Base token info --- Symbol: %s - Address: %s - Blockchain: %s ", t.BaseToken.Symbol, t.BaseToken.Address, t.BaseToken.Blockchain)
// log.Info("----------------")
s.chanTrades <- t
}
}
}
}()
}
// GetSwapsChannel returns a channel for swaps of the pair with address @pairAddress
func (s *UniswapScraper) GetSwapsChannel(pairAddress common.Address) (chan *uniswap.UniswapV2PairSwap, error) {
sink := make(chan *uniswap.UniswapV2PairSwap)
var pairFiltererContract *uniswap.UniswapV2PairFilterer
pairFiltererContract, err := uniswap.NewUniswapV2PairFilterer(pairAddress, s.WsClient)
if err != nil {
log.Fatal(err)
}
_, err = pairFiltererContract.WatchSwap(&bind.WatchOpts{}, sink, []common.Address{}, []common.Address{})
if err != nil {
log.Error("error in get swaps channel: ", err)
}
return sink, nil
}
// getReverseTokensFromConfig returns a list of addresses from config file.
func getReverseTokensFromConfig(filename string) (*[]string, error) {
var reverseTokens []string
// Load file and read data
filehandle := configCollectors.ConfigFileConnectors(filename, ".json")
jsonFile, err := os.Open(filehandle)
if err != nil {
return &[]string{}, err
}
defer func() {
err = jsonFile.Close()
if err != nil {
log.Error(err)
}
}()
byteData, err := ioutil.ReadAll(jsonFile)
if err != nil {
return &[]string{}, err
}
// Unmarshal read data
type lockedAsset struct {
Address string `json:"Address"`
Symbol string `json:"Symbol"`
}
type lockedAssetList struct {
AllAssets []lockedAsset `json:"Tokens"`
}
var allAssets lockedAssetList
err = json.Unmarshal(byteData, &allAssets)
if err != nil {
return &[]string{}, err
}
// Extract addresses
for _, token := range allAssets.AllAssets {
reverseTokens = append(reverseTokens, token.Address)
}
return &reverseTokens, nil
}
// getAddressesFromConfig returns a list of Uniswap pool addresses taken from a config file.
func getAddressesFromConfig(filename string) (pairAddresses []common.Address, err error) {
// Load file and read data
filehandle := configCollectors.ConfigFileConnectors(filename, ".json")
jsonFile, err := os.Open(filehandle)
if err != nil {
return
}
defer func() {
err = jsonFile.Close()
if err != nil {
log.Error(err)
}
}()
byteData, err := ioutil.ReadAll(jsonFile)
if err != nil {
return
}
// Unmarshal read data
type scrapedPair struct {
Address string `json:"Address"`
ForeignName string `json:"ForeignName"`
}
type scrapedPairList struct {
AllPairs []scrapedPair `json:"Pools"`
}
var allPairs scrapedPairList
err = json.Unmarshal(byteData, &allPairs)
if err != nil {
return
}
// Extract addresses
for _, token := range allPairs.AllPairs {
pairAddresses = append(pairAddresses, common.HexToAddress(token.Address))
}
return
}
// normalizeUniswapSwap takes a swap as returned by the swap contract's channel and converts it to a UniswapSwap type
func (s *UniswapScraper) normalizeUniswapSwap(swap uniswap.UniswapV2PairSwap, pair UniswapPair) (normalizedSwap UniswapSwap, err error) {
decimals0 := int(pair.Token0.Decimals)
decimals1 := int(pair.Token1.Decimals)
amount0In, _ := new(big.Float).Quo(big.NewFloat(0).SetInt(swap.Amount0In), new(big.Float).SetFloat64(math.Pow10(decimals0))).Float64()
amount0Out, _ := new(big.Float).Quo(big.NewFloat(0).SetInt(swap.Amount0Out), new(big.Float).SetFloat64(math.Pow10(decimals0))).Float64()
amount1In, _ := new(big.Float).Quo(big.NewFloat(0).SetInt(swap.Amount1In), new(big.Float).SetFloat64(math.Pow10(decimals1))).Float64()
amount1Out, _ := new(big.Float).Quo(big.NewFloat(0).SetInt(swap.Amount1Out), new(big.Float).SetFloat64(math.Pow10(decimals1))).Float64()
normalizedSwap = UniswapSwap{
ID: swap.Raw.TxHash.Hex(),
Timestamp: time.Now().Unix(),
Pair: pair,
Amount0In: amount0In,
Amount0Out: amount0Out,
Amount1In: amount1In,
Amount1Out: amount1Out,
}
return
}
// pairHealthCheck returns true if the involved tokens are not blacklisted and do not have zero entries
func (up *UniswapPair) pairHealthCheck() bool {
if up.Token0.Symbol == "" || up.Token1.Symbol == "" || up.Token0.Address.Hex() == "" || up.Token1.Address.Hex() == "" {
return false
}
if helpers.SymbolIsBlackListed(up.Token0.Symbol) || helpers.SymbolIsBlackListed(up.Token1.Symbol) {
if helpers.SymbolIsBlackListed(up.Token0.Symbol) {
log.Infof("skip pair %s. symbol %s is blacklisted", up.ForeignName, up.Token0.Symbol)
} else {
log.Infof("skip pair %s. symbol %s is blacklisted", up.ForeignName, up.Token1.Symbol)
}
return false
}
if helpers.AddressIsBlacklisted(up.Token0.Address) || helpers.AddressIsBlacklisted(up.Token1.Address) {
log.Info("skip pair ", up.ForeignName, ", address is blacklisted")
return false
}
return true
}
// FetchAvailablePairs returns a list with all available trade pairs as dia.ExchangePair for the pairDiscorvery service
func (s *UniswapScraper) FetchAvailablePairs() (pairs []dia.ExchangePair, err error) {
time.Sleep(100 * time.Millisecond)
uniPairs, err := s.GetAllPairs()
if err != nil {
return
}
for _, pair := range uniPairs {
if !pair.pairHealthCheck() {
continue
}
quotetoken := dia.Asset{
Symbol: pair.Token0.Symbol,
Name: pair.Token0.Name,
Address: pair.Token0.Address.Hex(),
Decimals: pair.Token0.Decimals,
Blockchain: Exchanges[s.exchangeName].BlockChain.Name,
}
basetoken := dia.Asset{
Symbol: pair.Token1.Symbol,
Name: pair.Token1.Name,
Address: pair.Token1.Address.Hex(),
Decimals: pair.Token1.Decimals,
Blockchain: Exchanges[s.exchangeName].BlockChain.Name,
}
pairToNormalise := dia.ExchangePair{
Symbol: pair.Token0.Symbol,
ForeignName: pair.ForeignName,
Exchange: "UniswapV2",
Verified: true,
UnderlyingPair: dia.Pair{BaseToken: basetoken, QuoteToken: quotetoken},
}
normalizedPair, _ := s.NormalizePair(pairToNormalise)
pairs = append(pairs, normalizedPair)
}
return
}
// FillSymbolData is not used by DEX scrapers.
func (s *UniswapScraper) FillSymbolData(symbol string) (dia.Asset, error) {
return dia.Asset{}, nil
}
// GetAllPairs is similar to FetchAvailablePairs. But instead of dia.ExchangePairs it returns all pairs as UniswapPairs,
// i.e. including the pair's address
func (s *UniswapScraper) GetAllPairs() ([]UniswapPair, error) {
time.Sleep(20 * time.Millisecond)
connection := s.RestClient
var contract *uniswap.IUniswapV2FactoryCaller
contract, err := uniswap.NewIUniswapV2FactoryCaller(common.HexToAddress(exchangeFactoryContractAddress), connection)
if err != nil {
log.Error(err)
}
numPairs, err := contract.AllPairsLength(&bind.CallOpts{})
if err != nil {
return []UniswapPair{}, err
}
wg := sync.WaitGroup{}
defer wg.Wait()
pairs := make([]UniswapPair, int(numPairs.Int64()))
for i := 0; i < int(numPairs.Int64()); i++ {
// Sleep in order not to run into rate limits.
time.Sleep(time.Duration(s.waitTime) * time.Millisecond)
wg.Add(1)
go func(index int) {
defer wg.Done()
uniPair, err := s.GetPairByID(int64(index))
if err != nil {
log.Error("error retrieving pair by ID: ", err)
return
}
pairs[index] = uniPair
}(i)
}
return pairs, nil
}
func (up *UniswapScraper) NormalizePair(pair dia.ExchangePair) (dia.ExchangePair, error) {
return pair, nil
}
// GetPairByID returns the UniswapPair with the integer id @num
func (s *UniswapScraper) GetPairByID(num int64) (UniswapPair, error) {
var contract *uniswap.IUniswapV2FactoryCaller
contract, err := uniswap.NewIUniswapV2FactoryCaller(common.HexToAddress(exchangeFactoryContractAddress), s.RestClient)
if err != nil {
log.Error(err)
return UniswapPair{}, err
}
numToken := big.NewInt(num)
pairAddress, err := contract.AllPairs(&bind.CallOpts{}, numToken)
if err != nil {
log.Error(err)
return UniswapPair{}, err
}
pair, err := s.GetPairByAddress(pairAddress)
if err != nil {
log.Error(err)
return UniswapPair{}, err
}
return pair, err
}
// GetPairByAddress returns the UniswapPair with pair address @pairAddress
func (s *UniswapScraper) GetPairByAddress(pairAddress common.Address) (pair UniswapPair, err error) {
connection := s.RestClient
var pairContract *uniswap.IUniswapV2PairCaller
pairContract, err = uniswap.NewIUniswapV2PairCaller(pairAddress, connection)
if err != nil {
log.Error(err)
return UniswapPair{}, err
}
// Getting tokens from pair ---------------------
address0, _ := pairContract.Token0(&bind.CallOpts{})
address1, _ := pairContract.Token1(&bind.CallOpts{})
var token0Contract *uniswap.IERC20Caller
var token1Contract *uniswap.IERC20Caller
token0Contract, err = uniswap.NewIERC20Caller(address0, connection)
if err != nil {
log.Error(err)
}
token1Contract, err = uniswap.NewIERC20Caller(address1, connection)
if err != nil {
log.Error(err)
}
symbol0, err := token0Contract.Symbol(&bind.CallOpts{})
if err != nil {
log.Error(err)
}
symbol1, err := token1Contract.Symbol(&bind.CallOpts{})
if err != nil {
log.Error(err)
}
decimals0, err := s.GetDecimals(address0)
if err != nil {
log.Error(err)
return UniswapPair{}, err
}
decimals1, err := s.GetDecimals(address1)
if err != nil {
log.Error(err)
return UniswapPair{}, err
}
name0, err := s.GetName(address0)
if err != nil {
log.Error(err)
return UniswapPair{}, err
}
name1, err := s.GetName(address1)
if err != nil {
log.Error(err)
return UniswapPair{}, err
}
token0 := UniswapToken{
Address: address0,
Symbol: symbol0,
Decimals: decimals0,
Name: name0,
}
token1 := UniswapToken{
Address: address1,
Symbol: symbol1,
Decimals: decimals1,
Name: name1,
}
foreignName := symbol0 + "-" + symbol1
pair = UniswapPair{
ForeignName: foreignName,
Address: pairAddress,
Token0: token0,
Token1: token1,
}
return pair, nil
}
// GetDecimals returns the decimals of the token with address @tokenAddress
func (s *UniswapScraper) GetDecimals(tokenAddress common.Address) (decimals uint8, err error) {
var contract *uniswap.IERC20Caller
contract, err = uniswap.NewIERC20Caller(tokenAddress, s.RestClient)
if err != nil {
log.Error(err)
return
}
decimals, err = contract.Decimals(&bind.CallOpts{})
return
}
func (s *UniswapScraper) GetName(tokenAddress common.Address) (name string, err error) {
var contract *uniswap.IERC20Caller
contract, err = uniswap.NewIERC20Caller(tokenAddress, s.RestClient)
if err != nil {
log.Error(err)
return
}
name, err = contract.Name(&bind.CallOpts{})
return
}
// getNumPairs returns the number of available pairs on Uniswap
func (s *UniswapScraper) getNumPairs() (int, error) {
var contract *uniswap.IUniswapV2FactoryCaller
contract, err := uniswap.NewIUniswapV2FactoryCaller(common.HexToAddress(exchangeFactoryContractAddress), s.RestClient)
if err != nil {
log.Error(err)
}
// Getting pairs ---------------
numPairs, err := contract.AllPairsLength(&bind.CallOpts{})
if err != nil {
return 0, err
}
return int(numPairs.Int64()), err
}
// getSwapData returns price, volume and sell/buy information of @swap
func getSwapData(swap UniswapSwap) (price float64, volume float64) {
if swap.Amount0In == float64(0) {
volume = swap.Amount0Out
price = swap.Amount1In / swap.Amount0Out
return
}
volume = -swap.Amount0In
price = swap.Amount1Out / swap.Amount0In
return
}
// Close closes any existing API connections, as well as channels of
// PairScrapers from calls to ScrapePair
func (s *UniswapScraper) Close() error {
if s.closed {
return errors.New("UniswapScraper: Already closed")
}
s.WsClient.Close()
s.RestClient.Close()
close(s.shutdown)
<-s.shutdownDone
s.errorLock.RLock()
defer s.errorLock.RUnlock()
return s.error
}
// ScrapePair returns a PairScraper that can be used to get trades for a single pair from
// this APIScraper
func (s *UniswapScraper) ScrapePair(pair dia.ExchangePair) (PairScraper, error) {
s.errorLock.RLock()
defer s.errorLock.RUnlock()
if s.error != nil {
return nil, s.error
}
if s.closed {
return nil, errors.New("UniswapScraper: Call ScrapePair on closed scraper")
}
ps := &UniswapPairScraper{
parent: s,
pair: pair,
}
s.pairScrapers[pair.ForeignName] = ps
return ps, nil
}
// UniswapPairScraper implements PairScraper for Uniswap
type UniswapPairScraper struct {
parent *UniswapScraper
pair dia.ExchangePair
closed bool
}
// Close stops listening for trades of the pair associated with s
func (ps *UniswapPairScraper) Close() error {
ps.closed = true
return nil
}
// Channel returns a channel that can be used to receive trades
func (ps *UniswapScraper) Channel() chan *dia.Trade {
return ps.chanTrades
}
// Error returns an error when the channel Channel() is closed
// and nil otherwise
func (ps *UniswapPairScraper) Error() error {
s := ps.parent
s.errorLock.RLock()
defer s.errorLock.RUnlock()
return s.error
}
// Pair returns the pair this scraper is subscribed to
func (ps *UniswapPairScraper) Pair() dia.ExchangePair {
return ps.pair
}
// makeUniPoolMap returns a map with pool addresses as keys and the underlying UniswapPair as values.
// If s.listenByAddress is true, it only loads the corresponding assets from the list.
func (s *UniswapScraper) makeUniPoolMap(liquiThreshold float64, liquidityThresholdUSD float64) (map[string]UniswapPair, error) {
pm := make(map[string]UniswapPair)
var (
pools []dia.Pool
err error
)
if s.listenByAddress {
// Only load pool info for addresses from json file.
poolAddresses, errAddr := getAddressesFromConfig("uniswap/subscribe_pools/" + s.exchangeName)
if errAddr != nil {
log.Error("fetch pool addresses from config file: ", errAddr)
}
for _, address := range poolAddresses {
pool, errPool := s.relDB.GetPoolByAddress(Exchanges[s.exchangeName].BlockChain.Name, address.Hex())
if errPool != nil {
log.Fatalf("Get pool with address %s: %v", address.Hex(), errPool)
}
pools = append(pools, pool)
}
} else if s.fetchPoolsFromDB {
// Load all pools above liqui threshold.
pools, err = s.relDB.GetAllPoolsExchange(s.exchangeName, liquiThreshold)
if err != nil {
return pm, err
}
} else {
// Pool info will be fetched from on-chain and poolMap is not needed.
return pm, nil
}
log.Info("Found ", len(pools), " pools.")
log.Info("make pool map...")
lowerBoundCount := 0
for _, pool := range pools {
if len(pool.Assetvolumes) != 2 {
log.Warn("not enough assets in pool with address: ", pool.Address)
continue
}
liquidity, lowerBound := pool.GetPoolLiquidityUSD()
// Discard pool if complete USD liquidity is below threshold.
if !lowerBound && liquidity < liquidityThresholdUSD {
continue
}
if lowerBound {
lowerBoundCount++
}
up := UniswapPair{
Address: common.HexToAddress(pool.Address),
}
if pool.Assetvolumes[0].Index == 0 {
up.Token0 = asset2UniAsset(pool.Assetvolumes[0].Asset)
up.Token1 = asset2UniAsset(pool.Assetvolumes[1].Asset)
} else {
up.Token0 = asset2UniAsset(pool.Assetvolumes[1].Asset)
up.Token1 = asset2UniAsset(pool.Assetvolumes[0].Asset)
}
up.ForeignName = up.Token0.Symbol + "-" + up.Token1.Symbol
pm[pool.Address] = up
}
log.Infof("found %v subscribable pools.", len(pm))
log.Infof("%v pools with lowerBound=true.", lowerBoundCount)
return pm, err