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index.js
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index.js
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require('dotenv').config();
const Web3 = require('web3');
const BigNumber = require('bignumber.js');
const { performance } = require('perf_hooks');
const Flashswap = require('./build/contracts/Flashswap.json');
const BlockSubscriber = require('./src/block_subscriber');
const TransactionSender = require('./src/transaction_send');
const fs = require('fs');
const util = require('util');
const request = require('async-request');
var log_file = fs.createWriteStream(__dirname + '/log_arbitrage.txt', { flags: 'w' });
var log_stdout = process.stdout;
console.log = function (d) {
log_file.write(util.format(d) + '\n');
log_stdout.write(util.format(d) + '\n');
};
const web3 = new Web3(
new Web3.providers.WebsocketProvider(process.env.WSS_BLOCKS, {
reconnect: {
auto: true,
delay: 5000, // ms
maxAttempts: 15,
onTimeout: false
}
})
);
const { mainnet: addresses } = require('./addresses');
const { address: admin } = web3.eth.accounts.wallet.add(process.env.PRIVATE_KEY);
const prices = {};
const flashswap = new web3.eth.Contract(
Flashswap.abi,
Flashswap.networks[process.env.NETWORKID].address
);
const BNB_MAINNET = '0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c';
const BUSD_MAINNET = '0xe9e7CEA3DedcA5984780Bafc599bD69ADd087D56';
const getPrices = async() => {
const response = await request('https://api.coingecko.com/api/v3/simple/price?ids=binancecoin,ethereum,bitcoin,tether,usd-coin,busd&vs_currencies=usd');
const prices = {};
try {
const json = JSON.parse(response.body);
prices['0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c'.toLowerCase()] = json.binancecoin.usd;
prices['0xe9e7CEA3DedcA5984780Bafc599bD69ADd087D56'.toLowerCase()] = json.busd.usd;
prices['0x2170Ed0880ac9A755fd29B2688956BD959F933F8'.toLowerCase()] = json.ethereum.usd;
prices['0x7130d2A12B9BCbFAe4f2634d864A1Ee1Ce3Ead9c'.toLowerCase()] = json.bitcoin.usd;
prices['0x55d398326f99059ff775485246999027b3197955'.toLowerCase()] = json.tether.usd;
// prices['??'.toLowerCase()] = json['usd-coin'].usd;
} catch (e) {
console.error(e)
return {};
}
return prices;
}
const pairs = [
{
name: 'BNB to BUSD, pancake>panther',
amountTokenPay: process.env.BNB_AMOUNT,
tokenPay: BNB_MAINNET,
tokenSwap: BUSD_MAINNET,
sourceRouter: addresses.pancake.router,
targetRouter: addresses.panther.router,
sourceFactory: addresses.pancake.factory,
},
{
name: 'BNB to BUSD, panther>pancake',
amountTokenPay: process.env.BNB_AMOUNT,
tokenPay: BNB_MAINNET,
tokenSwap: BUSD_MAINNET,
sourceRouter: addresses.panther.router,
targetRouter: addresses.pancake.router,
sourceFactory: addresses.panther.factory,
},
{
name: 'BNB to BUSD, pancake>ape',
amountTokenPay: process.env.BNB_AMOUNT,
tokenPay: BNB_MAINNET,
tokenSwap: BUSD_MAINNET,
sourceRouter: addresses.pancake.router,
targetRouter: addresses.ape.router,
sourceFactory: addresses.pancake.factory,
},
{
name: 'BNB to BUSD, ape>pancake',
amountTokenPay: process.env.BNB_AMOUNT,
tokenPay: BNB_MAINNET,
tokenSwap: BUSD_MAINNET,
sourceRouter: addresses.ape.router,
targetRouter: addresses.pancake.router,
sourceFactory: addresses.ape.factory,
},
{
name: 'BNB to BUSD, pancake>bakery',
amountTokenPay: process.env.BNB_AMOUNT,
tokenPay: BNB_MAINNET,
tokenSwap: BUSD_MAINNET,
sourceRouter: addresses.pancake.router,
targetRouter: addresses.bakery.router,
sourceFactory: addresses.pancake.factory,
},
{
name: 'BNB to BUSD, bakery>pancake',
amountTokenPay: process.env.BNB_AMOUNT,
tokenPay: BNB_MAINNET,
tokenSwap: BUSD_MAINNET,
sourceRouter: addresses.bakery.router,
targetRouter: addresses.pancake.router,
sourceFactory: addresses.bakery.factory,
}
]
const init = async () => {
console.log('starting: ', JSON.stringify(pairs.map(p => p.name)));
const transactionSender = TransactionSender.factory(process.env.WSS_BLOCKS.split(','));
let nonce = await web3.eth.getTransactionCount(admin);
let gasPrice = await web3.eth.getGasPrice();
setInterval(async () => {
nonce = await web3.eth.getTransactionCount(admin);
}, 1000 * 19);
setInterval(async () => {
gasPrice = await web3.eth.getGasPrice()
}, 1000 * 60 * 3);
const owner = await flashswap.methods.owner().call();
console.log(`started: wallet ${admin} - gasPrice ${gasPrice} - contract owner: ${owner}`);
let handler = async () => {
const myPrices = await getPrices();
if (Object.keys(myPrices).length > 0) {
for (const [key, value] of Object.entries(myPrices)) {
prices[key.toLowerCase()] = value;
}
}
};
await handler(); // get prices from CoinGecko
setInterval(handler, 1000 * 60 * 5);
const onBlock = async (block, web3, provider) => {
const start = performance.now();
const calls = [];
// const flashswap = new web3.eth.Contract(
// Flashswap.abi,
// Flashswap.networks[process.env.NETWORKID].address
// );
pairs.forEach((pair) => {
calls.push(async () => {
// 1e18 is a decimal for amoutTokenPay, you will need to change it based on currency
const check = await flashswap.methods.check(pair.tokenPay, pair.tokenSwap, new BigNumber(pair.amountTokenPay * 1e18), pair.sourceRouter, pair.targetRouter).call();
const profit = check[0];
let s = pair.tokenPay.toLowerCase();
const price = prices[s];
if (!price) {
console.log('invalid price', pair.tokenPay);
return;
}
const profitUsd = profit / 1e18 * price;
const percentage = (100 * (profit / 1e18)) / pair.amountTokenPay;
console.log(`[${block.number}] [${new Date().toLocaleString()}]: [${provider}] [${pair.name}] Arbitrage checked! Expected profit: ${(profit / 1e18).toFixed(3)} $${profitUsd.toFixed(2)} - ${percentage.toFixed(2)}%`);
if (profit > 0) {
console.log(`[${block.number}] [${new Date().toLocaleString()}]: [${provider}] [${pair.name}] Arbitrage opportunity found! Expected profit: ${(profit / 1e18).toFixed(3)} $${profitUsd.toFixed(2)} - ${percentage.toFixed(2)}%`);
const tx = flashswap.methods.startArbitrage(
block.number + process.env.BLOCKNUMBER,
pair.tokenPay,
pair.tokenSwap,
new BigNumber(pair.amountTokenPay * 1e18),
pair.sourceRouter,
pair.targetRouter,
pair.sourceFactory,
);
let estimateGas
try {
estimateGas = await tx.estimateGas({from: admin});
} catch (e) {
console.log(`[${block.number}] [${new Date().toLocaleString()}]: [${pair.name}]`, 'gasCost error', e.message);
return;
}
const myGasPrice = new BigNumber(gasPrice).plus(gasPrice * 0.2212).toString();
const txCostBNB = Web3.utils.toBN(estimateGas) * Web3.utils.toBN(myGasPrice);
// calculate the estimated gas cost in USD
let gasCostUsd = (txCostBNB / 1e18) * prices[BNB_MAINNET.toLowerCase()];
const profitMinusFeeInUsd = profitUsd - gasCostUsd;
if (profitMinusFeeInUsd < 0.6) {
console.log(`[${block.number}] [${new Date().toLocaleString()}] [${provider}]: [${pair.name}] stopped: `, JSON.stringify({
profit: "$" + profitMinusFeeInUsd.toFixed(2),
profitWithoutGasCost: "$" + profitUsd.toFixed(2),
gasCost: "$" + gasCostUsd.toFixed(2),
duration: `${(performance.now() - start).toFixed(2)} ms`,
provider: provider,
myGasPrice: myGasPrice.toString(),
txCostBNB: txCostBNB / 1e18,
estimateGas: estimateGas,
}));
}
if (profitMinusFeeInUsd > 0.6) {
console.log(`[${block.number}] [${new Date().toLocaleString()}] [${provider}]: [${pair.name}] and go: `, JSON.stringify({
profit: "$" + profitMinusFeeInUsd.toFixed(2),
profitWithoutGasCost: "$" + profitUsd.toFixed(2),
gasCost: "$" + gasCostUsd.toFixed(2),
duration: `${(performance.now() - start).toFixed(2)} ms`,
provider: provider,
}));
const data = tx.encodeABI();
const txData = {
from: admin,
to: flashswap.options.address,
data: data,
gas: estimateGas,
gasPrice: new BigNumber(myGasPrice),
nonce: nonce
};
let number = performance.now() - start;
if (number > 1500) {
console.error('out of time window: ', number);
return;
}
console.log(`[${block.number}] [${new Date().toLocaleString()}] [${provider}]: sending transactions...`, JSON.stringify(txData))
try {
await transactionSender.sendTransaction(txData);
} catch (e) {
console.error('transaction error', e);
}
}
}
})
})
try {
await Promise.all(calls.map(fn => fn()));
} catch (e) {
console.log('error', e)
}
let number = performance.now() - start;
if (number > 1500) {
console.error('warning to slow', number);
}
if (block.number % 40 === 0) {
console.log(`[${block.number}] [${new Date().toLocaleString()}]: alive (${provider}) - took ${number.toFixed(2)} ms`);
}
};
BlockSubscriber.subscribe(process.env.WSS_BLOCKS.split(','), onBlock);
}
init();