def are_valid_swaps(swaps):
if not all(is_successful_swap(s) for s in swaps):
return False
if args.buys and any(s['metadata']['side'] != 'buy' for s in swaps):
return False
if args.sells and any(s['metadata']['side'] != 'sell' for s in swaps):
return False
tokens = args.tokens.split(',') if len(args.tokens) else []
if len(tokens) > 0 and any(\
s['metadata']['makerToken'] not in tokens or \
s['metadata']['takerToken'] not in tokens \
for s in swaps):
return False
return True
help='include protocol fees')
args.add_argument('--no-native',
action='store_true',
help='exclude native orders')
return args.parse_args()
args = get_program_args()
data = load_ab_data(args.path)
tokens = args.tokens.split(',') if args.tokens else None
print(f'Loaded {len(data)} data items')
costs_by_url_by_value = {}
urls = sorted(set(list(itertools.chain(*(d.keys() for d in data)))))
for d in data:
if not all(is_successful_swap(swap) for swap in d.values()):
continue
costs = {}
for url, swap in d.items():
metadata = swap['metadata']
if tokens:
if metadata['makerToken'] not in tokens \
or metadata['takerToken'] not in tokens:
continue
if args.no_native:
if any(s['name'] == '0x' for s in swap['sources']):
continue
if args.forwarder:
if metadata['takerToken'] != 'ETH':
continue
fees = 0
args.add_argument('path', type=str)
args.add_argument('--url', type=str)
return args.parse_args()
def get_slippage(swap_data):
price = max(
Decimal(o['makerAssetAmount']) / Decimal(o['takerAssetAmount'])
for o in swap_data['orders'])
filled_price = Decimal(swap_data['metadata']['swapResult']['boughtAmount']) / \
Decimal(swap_data['metadata']['swapResult']['soldAmount'])
return (filled_price - price) / price
args = get_program_args()
data = [d for d in load_data(args.path, args.url) if is_successful_swap(d)]
print(f'Loaded {len(data)} data items')
sources = sorted(
set(
itertools.chain(
*[
i for i in
[[s['name'] for s in d['sources'] if s['name'] != '0x']
for d in data]
], )))
print(f'Found {len(sources)} sources')
data_by_source = {
s: [
d for d in data
swap_by_pair = {
p: [
d for d in data if get_pair(d) == p
] for p in pairs
}
sns.catplot(
x='pair',
y='revert rate',
hue='delay',
data=pd.DataFrame([
[
pair,
min_delay,
sum(1 for s in swap_by_pair[pair]
if not is_successful_swap(s)
and s['metadata']['fillDelay'] >= min_delay
and s['metadata']['fillDelay'] < max_delay
) / max(1, sum(1 for s in swap_by_pair[pair]
if s['metadata']['fillDelay'] >= min_delay
and s['metadata']['fillDelay'] < max_delay
)),
] for pair, (min_delay, max_delay) in itertools.product(pairs, DELAYS)
],
columns=['pair', 'delay', 'revert rate'],
),
kind='bar',
legend_out=False,
legend=True,
)
sns.set(color_codes=True)
sns.set_palette('muted')
def get_program_args():
args = argparse.ArgumentParser()
args.add_argument('path', type=str)
args.add_argument('--url', type=str)
return args.parse_args()
args = get_program_args()
data = [
d for d in load_data(args.path, args.url)
if len(d['sources']) == 1 and is_successful_swap(d)
]
print(f'Loaded {len(data)} data items')
sources = sorted(set(d['sources'][0]['name'] for d in data))
sns.catplot(
x='source',
y='gas used',
hue='swap value',
data=pd.DataFrame(
[[
d['sources'][0]['name'], d['metadata']['swapResult']['gasUsed'],
get_max_value(d)
] for d in data],
columns=['source', 'gas used', 'swap value'],
),
