Merge pull request #6 from zarbanio/fix-strategy

fix(execution): fix strategy execution

Makefile

@@ -12,3 +12,7 @@ clean:
 	rm abis/uniswapv3_pool/uniswapv3_pool.go
 	rm abis/uniswapv3_factory/uniswapv3_factory.go
 	rm abis/uniswapv3_quoter/uniswapv3_quoter.go
+
+run:
+	go build -ldflags=-checklinkname=0 -o main main.go
+	./main run --config configs/config.minimal.sample.yaml

configs/config.all.sample.yaml

@@ -1,5 +1,5 @@
 General:
-  LogLevel: "info"
+  LogLevel: "debug"
 
 MarketMaker:
   StartQty: 10

configs/default.go

@@ -11,11 +11,11 @@ func DefaultConfig() Config {
 			LogLevel:    "info",
 		},
 		MarketMaker: MarketMaker{
-			StartQty:        1,
+			StartQty:        5,
 			StepQty:         1,
 			ProfitThreshold: 5_000, // 50_000 TMN
 			Interval:        time.Minute * 10,
-			Slippage:        0.001,
+			Slippage:        0.005,
 		},
 		Chain: Chain{
 			BlockInterval: time.Millisecond * 500,

internal/cmd/run/run.go

@@ -66,6 +66,9 @@ func main(cfg configs.Config) {
 	if err != nil {
 		logger.Panic().Err(err).Msg("error while initializing new executor wallet")
 	}
+	logger.Info().
+		Str("address", executorWallet.Address().Hex()).
+		Msg("executor wallet initialized")
 	eth, err := ethclient.Dial(cfg.Chain.Url)
 	if err != nil {
 		logger.Panic().Err(err).Msg("error while dialing eth client")
@@ -212,6 +215,7 @@ func main(cfg configs.Config) {
 		Logger:               logger,
 		NobitexRetryTimeOut:  cfg.Nobitex.RetryTimeOut,
 		NobitexSleepDuration: cfg.Nobitex.RetrySleepDuration,
+		UniswapFee:           domain.UniswapFeeFee01,
 	}
 
 	ticker := time.NewTicker(cfg.MarketMaker.Interval)

internal/executor/exec.go

@@ -3,6 +3,7 @@ package executor
 import (
 	"context"
 	"encoding/json"
+	"errors"
 	"fmt"
 	"time"
 
@@ -43,39 +44,41 @@ func (e *Executor) RunAll() {
 	}
 }
 
-func (e *Executor) Run(strategy strategy.ArbitrageStrategy) error {
-	marketdata, err := strategy.Setup()
+func (e *Executor) Run(strg strategy.ArbitrageStrategy) error {
+	marketdata, err := strg.Setup()
 	if err != nil {
-		return fmt.Errorf("failed to setup strategy %s. %w", strategy.Name(), err)
+		return fmt.Errorf("failed to setup strategy %s. %w", strg.Name(), err)
 	}
-	e.Logger.Info().Int64("cycleId", e.CycleId).Str("strategy", strategy.Name()).Object("marketdata", marketdata).Msg("strategy setup completed.")
+	e.Logger.Info().Int64("cycleId", e.CycleId).Str("strategy", strg.Name()).Object("marketdata", marketdata).Msg("strategy setup completed.")
 
-	opportunity, err := strategy.Evaluate(context.Background())
+	opportunity, err := strg.Evaluate(context.Background())
 	if err != nil {
-		return fmt.Errorf("failed to evaluate strategy %s. %w", strategy.Name(), err)
+		if !errors.As(err, &strategy.ErrorInsufficentBalance{}) {
+			return fmt.Errorf("failed to evaluate strategy %s. %w", strg.Name(), err)
+		}
 	}
 	if opportunity == nil {
 		e.Logger.Info().
 			Int64("cycleId", e.CycleId).
-			Str("strategy", strategy.Name()).
+			Str("strategy", strg.Name()).
 			Msg("no profitable opportunity found.")
 		return nil
 	}
 
 	e.Logger.Info().
 		Int64("cycleId", e.CycleId).
-		Str("strategy", strategy.Name()).
+		Str("strategy", strg.Name()).
 		Object("bestArbirageOpportunity", opportunity).
 		Msg("a profitable opportunity found.")
 
-	err = e.Execute(strategy.Name(), opportunity.NobitexOrderCandidate)
+	err = e.Execute(strg.Name(), opportunity.NobitexOrderCandidate)
 	if err != nil {
-		return fmt.Errorf("failed to execute strategy %s. %w", strategy.Name(), err)
+		return fmt.Errorf("failed to execute strategy %s. %w", strg.Name(), err)
 	}
 
-	err = e.Execute(strategy.Name(), opportunity.UniV3OrderCandidate)
+	err = e.Execute(strg.Name(), opportunity.UniV3OrderCandidate)
 	if err != nil {
-		return fmt.Errorf("failed to execute strategy %s. %w", strategy.Name(), err)
+		return fmt.Errorf("failed to execute strategy %s. %w", strg.Name(), err)
 	}
 
 	_, err = e.Store.CreateNewTrade(context.Background(), e.PairId, e.OrderId, e.TransactionId)
@@ -93,7 +96,7 @@ func (e *Executor) Run(strategy strategy.ArbitrageStrategy) error {
 		return err
 	}
 
-	strategy.Teardown()
+	strg.Teardown()
 
 	return nil
 }

internal/keystore/hdwallet.go

@@ -3,6 +3,7 @@ package keystore
 import (
 	"crypto/ecdsa"
 	"log"
+	"strings"
 
 	"github.com/ethereum/go-ethereum/common"
 	"github.com/ethereum/go-ethereum/common/hexutil"
@@ -15,6 +16,10 @@ type KeyStore struct {
 }
 
 func New(key string) (*KeyStore, error) {
+	ok := strings.HasPrefix(key, "0x")
+	if !ok {
+		key = "0x" + key
+	}
 	privateKeyBytes, err := hexutil.Decode(key)
 	if err != nil {
 		log.Fatalf("Failed to decode private key: %v", err)

internal/nobitex/http.go

@@ -70,7 +70,6 @@ func (c *httpClient) placeOrder(order order.Order) (placeOrderResponse, error) {
 		"amount":      amount,
 		"price":       price,
 	})
-	fmt.Println(string(body))
 	if err != nil {
 		return placeOrderResponse{}, err
 	}

internal/nobitex/nobitex_test.go

@@ -86,12 +86,12 @@ func TestPlaceOrder(t *testing.T) {
 				Price           string    `json:"price"`
 				Amount          string    `json:"amount"`
 				TotalPrice      string    `json:"totalPrice"`
-				MatchedAmount   int       `json:"matchedAmount"`
+				MatchedAmount   string    `json:"matchedAmount"`
 				UnmatchedAmount string    `json:"unmatchedAmount"`
 				Id              int       `json:"id"`
 				Status          string    `json:"status"`
 				Partial         bool      `json:"partial"`
-				Fee             int       `json:"fee"`
+				Fee             string    `json:"fee"`
 				User            string    `json:"user"`
 				CreatedAt       time.Time `json:"created_at"`
 			}{
@@ -101,12 +101,12 @@ func TestPlaceOrder(t *testing.T) {
 				Price:           "50000",
 				Amount:          "1",
 				TotalPrice:      "50000",
-				MatchedAmount:   1,
+				MatchedAmount:   "1",
 				UnmatchedAmount: "0",
 				Id:              123,
 				Status:          "open",
 				Partial:         false,
-				Fee:             100,
+				Fee:             "100",
 				User:            "johndoe",
 				CreatedAt:       time.Now(),
 			},

internal/nobitex/responses.go

@@ -57,12 +57,12 @@ type (
 			Price           string    `json:"price"`
 			Amount          string    `json:"amount"`
 			TotalPrice      string    `json:"totalPrice"`
-			MatchedAmount   int       `json:"matchedAmount"`
+			MatchedAmount   string    `json:"matchedAmount"`
 			UnmatchedAmount string    `json:"unmatchedAmount"`
 			Id              int       `json:"id"`
 			Status          string    `json:"status"`
 			Partial         bool      `json:"partial"`
-			Fee             int       `json:"fee"`
+			Fee             string    `json:"fee"`
 			User            string    `json:"user"`
 			CreatedAt       time.Time `json:"created_at"`
 		} `json:"order"`

internal/strategy/buy_uniswap_sell_nobitex.go

@@ -71,6 +71,9 @@ func (s *BuyDaiUniswapSellTetherNobitex) getNobitexBalances() (map[symbol.Symbol
 		return nil, fmt.Errorf("failed to get nobitex balances. %w", err)
 	}
 	for _, balance := range balances {
+		if balance.Balance.IsZero() {
+			continue
+		}
 		s.Marketsdata[Nobitex].Balances[balance.Symbol] = balance.Balance
 	}
 	return s.Marketsdata[Nobitex].Balances, nil
@@ -106,26 +109,26 @@ func (s *BuyDaiUniswapSellTetherNobitex) getNobitexPrices() (map[symbol.Symbol]d
 
 func (s *BuyDaiUniswapSellTetherNobitex) Evaluate(ctx context.Context) (*ArbitrageOpportunity, error) {
 	startQty := s.Config.StartQty // in dai
-	endQty := decimal.Min(
-		s.Marketsdata[Nobitex].Balances[symbol.USDT],
-		s.Marketsdata[UniswapV3].Balances[symbol.DAI],
-	)
+	endQty := s.Marketsdata[Nobitex].Balances[symbol.USDT]
 	stepQty := s.Config.StepQty // in dai
 
+	s.Logger.Debug().
+		Str("startQty", domain.CommaSeparate(startQty.String())).
+		Str("endQty", domain.CommaSeparate(endQty.String())).
+		Str("stepQty", domain.CommaSeparate(stepQty.String())).
+		Str("strategy", s.Name()).
+		Msg("evaluating arbitrage opportunity")
+
 	var bestArbirageOpportunity *ArbitrageOpportunity
 
 	for qty := startQty; qty.LessThanOrEqual(endQty); qty = qty.Add(stepQty) {
-		uniswapV3OrderCandidate, err := s.findUniswapOrderCandidate(ctx, qty)
-		if err != nil {
-			if errors.Is(err, ErrorInsufficentBalance{}) {
-				break
-			}
-			return nil, err
-		}
+		s.Logger.Debug().
+			Str("qty", domain.CommaSeparate(qty.String())).
+			Msg("evaluating arbitrage opportunity")
 
 		nobitexOrderCandidate, err := s.findNobitexOrderCandidate(ctx, qty)
 		if err != nil {
-			if errors.Is(err, ErrorInsufficentBalance{}) {
+			if errors.As(err, &ErrorInsufficentBalance{}) {
 				break
 			}
 			if errors.Is(err, ErrorInvalidAmount) {
@@ -135,14 +138,34 @@ func (s *BuyDaiUniswapSellTetherNobitex) Evaluate(ctx context.Context) (*Arbitra
 			return nil, err
 		}
 
+		s.Logger.Debug().
+			Object("nobitexOrderCandidate", nobitexOrderCandidate).
+			Msg("nobitex order candidate found")
+
+		uniswapV3OrderCandidate, err := s.findUniswapOrderCandidate(ctx, qty)
+		if err != nil {
+			if errors.As(err, &ErrorInsufficentBalance{}) {
+				break
+			}
+			return nil, err
+		}
+
+		s.Logger.Debug().
+			Object("uniswapV3OrderCandidate", uniswapV3OrderCandidate).
+			Msg("uniswap v3 order candidate found")
+
 		arbitrageOpportunity := &ArbitrageOpportunity{
 			UniV3OrderCandidate:   *uniswapV3OrderCandidate,
 			NobitexOrderCandidate: *nobitexOrderCandidate,
 		}
-		s.Logger.Debug().Object("ArbitrageOpportunity", arbitrageOpportunity).Msg("arbitrage opportunity")
+		s.Logger.Debug().Object("arbitrageOpportunity", arbitrageOpportunity).Msg("arbitrage opportunity")
 
 		if arbitrageOpportunity.EstimatedProfit().GreaterThan(bestArbirageOpportunity.EstimatedProfit()) {
 			bestArbirageOpportunity = arbitrageOpportunity
+
+			s.Logger.Debug().
+				Object("arbitrageOpportunity", bestArbirageOpportunity).
+				Msg("best arbitrage opportunity so far")
 		}
 	}
 

internal/strategy/sell_uniswap_buy_nobitex.go

@@ -55,6 +55,9 @@ func (s *SellDaiUniswapBuyTetherNobitex) getNobitexBalances() (map[symbol.Symbol
 		return nil, fmt.Errorf("failed to get nobitex balances. %w", err)
 	}
 	for _, balance := range balances {
+		if balance.Balance.IsZero() {
+			continue
+		}
 		s.Marketsdata[Nobitex].Balances[balance.Symbol] = balance.Balance
 	}
 	return s.Marketsdata[Nobitex].Balances, nil
@@ -94,28 +97,38 @@ func (s *SellDaiUniswapBuyTetherNobitex) Evaluate(ctx context.Context) (*Arbitra
 	}
 
 	startQty := s.Config.StartQty
-	endQty := decimal.Min(
-		s.Marketsdata[Nobitex].Balances[symbol.USDT],
-		s.Marketsdata[UniswapV3].Balances[symbol.DAI],
-	)
+	endQty := s.Marketsdata[UniswapV3].Balances[symbol.DAI]
 	stepQty := s.Config.StepQty
 
 	var bestArbirageOpportunity *ArbitrageOpportunity
 
+	s.Logger.Debug().
+		Str("startQty", domain.CommaSeparate(startQty.String())).
+		Str("endQty", domain.CommaSeparate(endQty.String())).
+		Str("stepQty", domain.CommaSeparate(stepQty.String())).
+		Str("strategy", s.Name()).
+		Msg("evaluating arbitrage opportunity")
+
 	for qty := startQty; qty.LessThanOrEqual(endQty); qty = qty.Add(stepQty) {
+		s.Logger.Debug().
+			Str("qty", domain.CommaSeparate(qty.String())).
+			Msg("evaluating arbitrage opportunity")
+
 		uniswapV3OrderCandidate, err := s.findUniswapOrderCandidate(ctx, qty)
 		if err != nil {
-			if errors.Is(err, ErrorInsufficentBalance{}) {
-				s.Logger.Warn().Err(err).Msg("not enough balance to find the best arbitrage opportunity.")
+			if errors.As(err, &ErrorInsufficentBalance{}) {
 				break
 			}
 			return nil, fmt.Errorf("failed to find uniswap order candidate. %w", err)
 		}
 
+		s.Logger.Debug().
+			Object("uniswapV3OrderCandidate", uniswapV3OrderCandidate).
+			Msg("uniswap v3 order candidate found")
+
 		nobitexOrderCandidate, err := s.findNobitexOrderCandidate(qty)
 		if err != nil {
-			if errors.Is(err, ErrorInsufficentBalance{}) {
-				s.Logger.Warn().Err(err).Msg("not enough balance to find the best arbitrage opportunity.")
+			if errors.As(err, &ErrorInsufficentBalance{}) {
 				break
 			}
 			if errors.Is(err, ErrorInvalidAmount) {
@@ -125,6 +138,10 @@ func (s *SellDaiUniswapBuyTetherNobitex) Evaluate(ctx context.Context) (*Arbitra
 			return nil, fmt.Errorf("failed to find nobitex order candidate. %w", err)
 		}
 
+		s.Logger.Debug().
+			Object("nobitexOrderCandidate", nobitexOrderCandidate).
+			Msg("nobitex order candidate found")
+
 		arbitrageOpportunity := &ArbitrageOpportunity{
 			UniV3OrderCandidate:   *uniswapV3OrderCandidate,
 			NobitexOrderCandidate: *nobitexOrderCandidate,
@@ -134,6 +151,10 @@ func (s *SellDaiUniswapBuyTetherNobitex) Evaluate(ctx context.Context) (*Arbitra
 
 		if arbitrageOpportunity.EstimatedProfit().GreaterThan(bestArbirageOpportunity.EstimatedProfit()) {
 			bestArbirageOpportunity = arbitrageOpportunity
+
+			s.Logger.Debug().
+				Object("arbitrageOpportunity", bestArbirageOpportunity).
+				Msg("best arbitrage opportunity so far")
 		}
 	}
 

store/order_test.go

@@ -2,7 +2,6 @@ package store
 
 import (
 	"context"
-	"fmt"
 	"testing"
 	"time"
 
@@ -95,7 +94,6 @@ func TestUpdateOrder(t *testing.T) {
 
 	newID, err := psql.CreateNewOrder(context.Background(), *newOrder)
 	require.NoError(t, err)
-	fmt.Printf("newID: %v\n", newID)
 	matchedAmount := decimal.NewFromInt(0)
 	unmatchedAmount := decimal.NewFromInt(0)
 	status := order.Canceled

store/transaction_test.go

@@ -109,7 +109,6 @@ func TestUpdateTransaction(t *testing.T) {
 
 	newID, err := p.CreateTransaction(context.Background(), dummyTransaction, *dummyTransaction.To())
 	require.NoError(t, err)
-	fmt.Printf("newID: %v\n", newID)
 
 	// Create the updated fields
 	updatedFields := transaction.UpdatedFields{