arb_bot and arb smart contract

arb_bot and arb smart contract

DPI_Arb_Bot-master/.gitignore

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+script/

DPI_Arb_Bot-master/setup.md

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+openethereum --chain kovan --jsonrpc-port=9999

DPI_Arb_Bot-master/smart-contract/.gitignore

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+node_modules
+build
+.env

DPI_Arb_Bot-master/smart-contract/README.md

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+1. Run `npm install`
+2. Create a `.env` file with the following contents:
+
+   ```
+   KOVAN_NODE_URL=
+   PRIV_KEY_TEST=
+   PRIV_KEY_DEPLOY=
+   ```
+3. Run `npm start` to start a local Ganache chain with forked Mainnet state
+4. Run `npm run migrate` in order to compile and migrate the project's contracts to this local Ganache chain
+5. Run `npm test` in order to run the tests.

DPI_Arb_Bot-master/smart-contract/abi.json

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+{
+  "erc20Mock": [{"inputs":[{"internalType":"address","name":"_initialAccount","type":"address"},{"internalType":"uint256","name":"_initialBalance","type":"uint256"},{"internalType":"string","name":"_name","type":"string"},{"internalType":"string","name":"_symbol","type":"string"},{"internalType":"uint8","name":"_decimals","type":"uint8"}],"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"owner","type":"address"},{"indexed":true,"internalType":"address","name":"spender","type":"address"},{"indexed":false,"internalType":"uint256","name":"value","type":"uint256"}],"name":"Approval","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"from","type":"address"},{"indexed":true,"internalType":"address","name":"to","type":"address"},{"indexed":false,"internalType":"uint256","name":"value","type":"uint256"}],"name":"Transfer","type":"event"},{"inputs":[{"internalType":"address","name":"owner","type":"address"},{"internalType":"address","name":"spender","type":"address"}],"name":"allowance","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"}],"name":"approve","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"account","type":"address"}],"name":"balanceOf","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"decimals","outputs":[{"internalType":"uint8","name":"","type":"uint8"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"subtractedValue","type":"uint256"}],"name":"decreaseAllowance","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"_to","type":"address"},{"internalType":"uint256","name":"_value","type":"uint256"}],"name":"greedIsGood","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"addedValue","type":"uint256"}],"name":"increaseAllowance","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"name","outputs":[{"internalType":"string","name":"","type":"string"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"symbol","outputs":[{"internalType":"string","name":"","type":"string"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"totalSupply","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"}],"name":"transfer","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"sender","type":"address"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"}],"name":"transferFrom","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"}],
+  "issueModule":[{"inputs":[{"internalType":"contract IController","name":"_controller","type":"address"}],"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"_setToken","type":"address"},{"indexed":false,"internalType":"address","name":"_issuer","type":"address"},{"indexed":false,"internalType":"address","name":"_to","type":"address"},{"indexed":false,"internalType":"address","name":"_hookContract","type":"address"},{"indexed":false,"internalType":"uint256","name":"_quantity","type":"uint256"}],"name":"SetTokenIssued","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"_setToken","type":"address"},{"indexed":false,"internalType":"address","name":"_redeemer","type":"address"},{"indexed":false,"internalType":"uint256","name":"_quantity","type":"uint256"}],"name":"SetTokenRedeemed","type":"event"},{"inputs":[],"name":"controller","outputs":[{"internalType":"contract IController","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"contract ISetToken","name":"_setToken","type":"address"},{"internalType":"uint256","name":"_quantity","type":"uint256"}],"name":"getRequiredComponentUnitsForIssue","outputs":[{"internalType":"address[]","name":"","type":"address[]"},{"internalType":"uint256[]","name":"","type":"uint256[]"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"contract ISetToken","name":"_setToken","type":"address"},{"internalType":"contract IManagerIssuanceHook","name":"_preIssueHook","type":"address"}],"name":"initialize","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract ISetToken","name":"_setToken","type":"address"},{"internalType":"uint256","name":"_quantity","type":"uint256"},{"internalType":"address","name":"_to","type":"address"}],"name":"issue","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract ISetToken","name":"_setToken","type":"address"},{"internalType":"uint256","name":"_quantity","type":"uint256"},{"internalType":"address","name":"_to","type":"address"},{"internalType":"contract IDepositor","name":"_issueContract","type":"address"}],"name":"issueFromContract","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract ISetToken","name":"","type":"address"}],"name":"managerIssuanceHook","outputs":[{"internalType":"contract IManagerIssuanceHook","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"contract ISetToken","name":"_setToken","type":"address"},{"internalType":"uint256","name":"_quantity","type":"uint256"}],"name":"redeem","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"removeModule","outputs":[],"stateMutability":"nonpayable","type":"function"}]
+}

DPI_Arb_Bot-master/smart-contract/addresses.json

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+{
+  "WETH": "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2",
+  "Controller": "0xF1B12A7b1f0AF744ED21eEC7d3E891C48Fd3c329",
+  "SetTokenCreator": "0x86a73e16D2dEce40b378B6aF645A93678214EF43",
+  "BasicIssuanceModule": "0x508910aA6fF3D029Dc358dD0f775877A355BA35B",
+  "StreamingFeeModule": "0x3D8d14b7eFb8e342189ee14c3d40dCe005EB901B",
+  "ProtocolViewer": "0x17efe2A497C7B173be4eB5bb8481C2dc741509fE",
+  "DPI": "0x9F295d05bAeE0E95F52aC1db0C2bDc26A226e4BB",
+  "DPIUniswapPool": "0x8bd7244f23d583c7418a2be53461e4c45abb2e6f"
+}

DPI_Arb_Bot-master/smart-contract/arb.js

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+let s;
+DefiPulseIndexTrade.deployed().then((k) => s = k)
+s.arbTokensForIndex("0xA6a801124c243a3507e8b9b503F154c02eAe48E9")
+

DPI_Arb_Bot-master/smart-contract/contracts/DefiPulseIndexTrade.sol

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+pragma solidity >=0.6.6;
+pragma experimental ABIEncoderV2;
+
+import '@uniswap/lib/contracts/libraries/Babylonian.sol';
+
+import "./aave/FlashLoanReceiverBase.sol";
+import "./aave/ILendingPoolAddressesProvider.sol";
+import "./aave/ILendingPool.sol";
+
+import './libraries/UniswapV2Library.sol';
+import './interfaces/IUniswapV2Router02.sol';
+import './interfaces/IUniswapV2Factory.sol';
+import './interfaces/IERC20.sol';
+import './interfaces/IWETH.sol';
+import './interfaces/IBasicIssuanceModule.sol';
+import './interfaces/ISetToken.sol';
+
+
+
+contract DefiPulseIndexTrade is FlashLoanReceiverBase {
+  address immutable factory;
+  address immutable setController;
+  address immutable issueModule;
+  address immutable WETH;
+  IUniswapV2Router02 immutable router;
+  uint256 MAX_INT = 2**256 - 1;
+
+
+  constructor(address _factory, address _router,  address _setController, address _issueModule, address _addressProvider) 
+  FlashLoanReceiverBase(_addressProvider) public {
+    factory = _factory; // Uniswap Factory V02
+    router = IUniswapV2Router02(_router);  // Uniswap Router
+    setController = _setController;        // Set Controller
+    issueModule = _issueModule;            // Set Token Issue Module
+    WETH = IUniswapV2Router01(_router).WETH();
+  }
+
+
+  function initiateArbitrage(address _indexToken, uint256 _targetPriceInEther) public payable {
+    if(msg.value > 0) IWETH(WETH).deposit{value: msg.value}();
+    (bool aToB, uint256 indexAmount, address pairAddress) = getIndexAmountToBuyOrSell(_indexToken, _targetPriceInEther);
+    if(aToB) {
+      buyIndex(_indexToken, indexAmount, pairAddress);
+    } else {
+      require(indexAmount > 1 ether, "issue amount must be > 0");
+      sellIndex(_indexToken, indexAmount, pairAddress);
+    }
+    msg.sender.transfer(address(this).balance);
+  }
+
+  function approveToken(address _token) public {
+    IERC20(_token).approve(address(router), MAX_INT); //  Set Max Approval for neccessary tokens;
+    IERC20(_token).approve(setController, MAX_INT); //  Set Max Approval for neccessary tokens;
+    IERC20(_token).approve(issueModule, MAX_INT); //  Set Max Approval for neccessary tokens;
+  }
+
+  function approveSetToken(address _index) public {
+    IERC20(_index).approve(address(router), MAX_INT); //  Set Max Approval for neccessary tokens;
+    ISetToken.Position[] memory positions = ISetToken(_index).getPositions();
+
+    for(uint256 i=0; i<positions.length; i++) {
+      IERC20(positions[i].component).approve(setController, MAX_INT); // Set Max Approval for Set Contract;
+      IERC20(positions[i].component).approve(issueModule, MAX_INT); // Set Max Approval for Set Contract;
+      IERC20(positions[i].component).approve(address(router), MAX_INT); //  Set Max Approval for neccessary tokens;
+    }
+
+  }
+
+  function issueSetToken(address _index, uint256 _amount) private {
+    IBasicIssuanceModule(issueModule).issue(ISetToken(_index), _amount, address(this));
+  }
+
+  function redeemSetToken(address _index, uint256 _amount) private {
+    IBasicIssuanceModule(issueModule).redeem(ISetToken(_index), _amount, address(this));
+  }
+
+  function getIndexAmountToBuyOrSell(address _index, uint256 _targetPriceInEther) public view returns (bool isBuy, uint256 amountIn, address pairAddress_) {
+    address pairAddress = IUniswapV2Factory(factory).getPair(WETH, _index);
+
+    (uint256 reserveA, uint256 reserveB) = UniswapV2Library.getReserves(factory, WETH, _index);
+    (bool aToB, uint256 _amount) = computeProfitMaximizingTrade(_targetPriceInEther, 1000000000, reserveA, reserveB);
+
+    uint256 maxAmount = _amount < reserveB ? _amount : reserveB;
+
+    return (aToB, maxAmount, pairAddress);
+  }
+
+  //  Loan WETH and trade for individual parts, then redeem and sell Index (will trigger executeOperation);
+  function sellIndex(address _index, uint256 amountIndexToSell, address pairAddress) internal {
+    ISetToken.Position[] memory positions = ISetToken(_index).getPositions();
+
+    // Second calculate amount of ETH needed to get individual tokens
+    uint256 totalEthNeeded = 0;
+    uint256[] memory tokenAmounts = new uint256[](positions.length);
+    address[] memory tokens = new address[](positions.length);
+
+    {
+      for(uint256 i=0; i<positions.length; i++) {
+        (uint256 tokenReserveA, uint256 tokenReserveB) = UniswapV2Library.getReserves(factory, WETH, positions[i].component);
+        uint256 tokensNeeded =  preciseMulCeil(uint256(positions[i].unit), amountIndexToSell);
+        tokenAmounts[i] = tokensNeeded;
+        tokens[i] = positions[i].component;
+
+        uint256 ethNeeded = router.getAmountIn(tokensNeeded, tokenReserveA, tokenReserveB);
+        totalEthNeeded = totalEthNeeded.add(ethNeeded).mul(1000) / 950;
+      }
+    }
+    bytes memory data = abi.encode(_index, amountIndexToSell, tokenAmounts, tokens);
+
+    // Third get Flash Loan, and execute rest once funds are received from aave (executeOperation) 
+    ILendingPool lendingPool = ILendingPool(addressesProvider.getLendingPool());
+    lendingPool.flashLoan(address(this), 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE, totalEthNeeded, data);
+  }
+
+  function executeOperation(address _reserve, uint256 _amount, uint256 _fee, bytes calldata _params)
+        external override {
+        require(_amount <= getBalanceInternal(address(this), _reserve), "Invalid balance, was the flashLoan successful?");
+        uint totalDebt = _amount.add(_fee);
+
+        // Wrap Ether
+        IWETH(WETH).deposit{value: address(this).balance}();
+
+        (address _index, uint256 _indexAmount, uint256[] memory tokenAmounts, address[] memory tokens) = abi.decode(_params, (address, uint256, uint256[], address[]));
+
+
+        acquireTokensOfSet(tokens, tokenAmounts);
+
+        // issue Set Token
+        issueSetToken(_index, _indexAmount * (1 ether));
+
+
+        address[] memory path = new address[](2);
+        path[0] = _index;
+        path[1] = WETH;
+
+        router.swapExactTokensForTokens(_indexAmount * (1 ether), 0, path, address(this), block.timestamp);
+
+
+        IWETH(WETH).withdraw(IERC20(WETH).balanceOf(address(this)));
+
+        transferFundsBackToPoolInternal(_reserve, totalDebt);
+
+    }
+
+
+
+
+  // Loan Index and Sell for Individual Parts
+  function buyIndex(address _index, uint256 amountIndexToBuy, address pairAddress) internal returns (address t0, address t1, uint256 a0, uint256 a1) {
+
+    bytes memory data = abi.encode(_index, amountIndexToBuy, pairAddress);
+
+    address token0 = IUniswapV2Pair(pairAddress).token0();
+    address token1 = IUniswapV2Pair(pairAddress).token1();
+    uint amount0Out = _index == token0 ? amountIndexToBuy : 0;
+    uint amount1Out = _index == token1 ? amountIndexToBuy : 0;
+
+    IUniswapV2Pair(pairAddress).swap(amount0Out, amount1Out, address(this), data);
+
+    return (token0, token1, amount0Out, amount1Out);
+  }
+
+  function completeBuyIndex(address _index, uint256 _amountIndexToBuy) private {
+    redeemSetToken(_index, _amountIndexToBuy);
+
+    liquidateSetPositions(_index);
+  }
+
+  function uniswapV2Call(address _sender, uint _amount0, uint _amount1, bytes calldata _data) external {
+      address token0 = IUniswapV2Pair(msg.sender).token0(); // fetch the address of token0
+      address token1 = IUniswapV2Pair(msg.sender).token1(); // fetch the address of token1
+      assert(msg.sender == IUniswapV2Factory(factory).getPair(token0, token1));
+
+      (address _index, uint256 _indexAmount) = abi.decode(_data, (address, uint256));
+
+      completeBuyIndex(_index, _indexAmount);
+
+      uint256 amount = token0 == address(WETH) ? _amount1 : _amount0;
+
+
+      address[] memory path = new address[](2);
+      path[0] = _amount0 == 0 ? token0 : token1;
+      path[1] = _amount0 == 0 ? token1 : token0;
+
+      IERC20(WETH).transfer(msg.sender, amount);
+      IWETH(WETH).withdraw(IERC20(WETH).balanceOf(address(this)));
+  }
+
+  function acquireTokensOfSet(address[] memory tokens, uint256[] memory tokenAmounts) private {
+
+    for(uint256 i=0; i<tokens.length; i++) {
+      address[] memory path = new address[](2);
+      path[0] = WETH;
+      path[1] = tokens[i];
+      router.swapTokensForExactTokens(tokenAmounts[i], MAX_INT, path, address(this), block.timestamp); 
+    }
+
+  }
+
+  function liquidateSetPositions(address _index) private {
+    ISetToken.Position[] memory positions = ISetToken(_index).getPositions();
+
+    for(uint256 i=0; i<positions.length; i++) {
+      uint256 tokenBalance = IERC20(positions[i].component).balanceOf(address(this));
+      address[] memory path = new address[](2);
+      path[0] = positions[i].component;
+      path[1] = WETH;
+      router.swapExactTokensForTokens(IERC20(positions[i].component).balanceOf(address(this)), 0, path, address(this), block.timestamp); 
+    }
+  }
+
+  // computes the direction and magnitude of the profit-maximizing trade
+  // https://github.com/Uniswap/uniswap-v2-periphery/blob/master/contracts/examples/ExampleSwapToPrice.sol
+  function computeProfitMaximizingTrade(
+    uint256 truePriceTokenA,
+    uint256 truePriceTokenB,
+    uint256 reserveA,
+    uint256 reserveB
+  ) private pure returns (bool aToB, uint256 amountIn) {
+    aToB = reserveA.mul(truePriceTokenB) / reserveB < truePriceTokenA;
+
+    uint256 invariant = reserveA.mul(reserveB);
+
+    uint256 leftSide = Babylonian.sqrt(
+      invariant.mul(aToB ? truePriceTokenA : truePriceTokenB).mul(1000) /
+      uint256(aToB ? truePriceTokenB : truePriceTokenA).mul(997)
+    );
+    uint256 rightSide = (aToB ? reserveA.mul(1000) : reserveB.mul(1000)) / 997;
+
+    // compute the amount that must be sent to move the price to the profit-maximizing price
+    amountIn = leftSide.sub(rightSide);
+  }
+
+
+  // From Precise Unit SafeMath
+  function preciseMulCeil(uint256 a, uint256 b) internal pure returns (uint256) {
+    if (a == 0 || b == 0) {
+      return 0;
+    }
+    return a.mul(b).sub(1).div(10 ** 18).add(1);
+  }
+
+}

DPI_Arb_Bot-master/smart-contract/contracts/GSN/Context.sol

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+
+// SPDX-License-Identifier: MIT
+
+pragma solidity ^0.6.0;
+
+/*
+ * @dev Provides information about the current execution context, including the
+ * sender of the transaction and its data. While these are generally available
+ * via msg.sender and msg.data, they should not be accessed in such a direct
+ * manner, since when dealing with GSN meta-transactions the account sending and
+ * paying for execution may not be the actual sender (as far as an application
+ * is concerned).
+ *
+ * This contract is only required for intermediate, library-like contracts.
+ */
+abstract contract Context {
+    function _msgSender() internal view virtual returns (address payable) {
+        return msg.sender;
+    }
+
+    function _msgData() internal view virtual returns (bytes memory) {
+        this; // silence state mutability warning without generating bytecode - see https://github.com/ethereum/solidity/issues/2691
+        return msg.data;
+    }
+}

DPI_Arb_Bot-master/smart-contract/contracts/Migrations.sol

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+// SPDX-License-Identifier: MIT
+pragma solidity >=0.6.6;
+
+contract Migrations {
+  address public owner;
+  uint public last_completed_migration;
+
+  constructor() public {
+    owner = msg.sender;
+  }
+
+  modifier restricted() {
+    if (msg.sender == owner) _;
+  }
+
+  function setCompleted(uint completed) public restricted {
+    last_completed_migration = completed;
+  }
+}

DPI_Arb_Bot-master/smart-contract/contracts/MyDapp.sol

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+// SPDX-License-Identifier: MIT
+pragma solidity >=0.4.21 <0.7.0;
+
+import "./interfaces/IERC20.sol";
+import "./UniswapLiteBase.sol";
+
+contract MyDapp is UniswapLiteBase {
+    address constant daiAddress = 0x6B175474E89094C44Da98b954EedeAC495271d0F;
+
+    function getEthPriceInDai() public view returns (uint256 tokenAmount) {
+        return _getEthToTokenInput(daiAddress, 1 ether);
+    }
+
+    function swapEthToDai() external payable returns (uint256 tokensBought) {
+        uint256 amount = _ethToToken(daiAddress, msg.value);
+        IERC20(daiAddress).transfer(msg.sender, amount);
+        return amount;
+    }
+}