run_uniswapv1_experiments.py

from subprocess import Popen, PIPE
import matplotlib
matplotlib.use('Agg')
from matplotlib import pyplot as plt
import sys, os
from copy import deepcopy
import pandas as pd
import argparse
import logging
#from find_mev_krun_uniswapv2 import reordering_mev
from find_mev_uniswapv1 import reordering_mev

# price in eth
def get_price(token, reserves, block):
    weth = '0'
    if token == weth:
        return 1.0
    pre_reserve = reserves[(reserves.Token0 == token) & (reserves.Token1 == weth) & (reserves.Block <  int(block))]
    # pre_reserve = pre_reserve.iloc[-1]
    if len(pre_reserve) > 0:
        return (int(pre_reserve.iloc[-1].Reserve1) + 0.0) / (int(pre_reserve.iloc[-1].Reserve0))
    pre_reserve = reserves[(reserves.Token0 == weth) & (reserves.Token1 == token) & (reserves.Block <  int(block))]
    # pre_reserve = pre_reserve.iloc[-1]
    if len(pre_reserve) > 0:
        return (int(pre_reserve.iloc[-1].Reserve0) + 0.0) / (int(pre_reserve.iloc[-1].Reserve1))
    return None


parser = argparse.ArgumentParser(description='Run UniswapV1 experiments')

parser.add_argument(
    '-v', '--verbose',
    help="Be verbose",
    action="store_const", dest="loglevel", const=logging.INFO,
    default=logging.WARNING
)

parser.add_argument(
    '-e', '--exchange',
    help="uniswapv1",
    default='uniswapv1'
)


parser.add_argument(
    '-b', '--block',
    help="Block number to find MEV in",
    required=True
)

parser.add_argument(
    '-d', '--date',
    help="Date",
    required=""
)

parser.add_argument(
    '-a', '--address',
    nargs='+',
    help="pair address",
    required=True

)

parser.add_argument(
    '-c', '--convergence',
    help="collect convervgence data",
    action="store_true"
)

parser.add_argument(
    '-p', '--paths',
    help="collect paths data to validate",
    default=""
)


args = parser.parse_args()    
logging.basicConfig(level=args.loglevel, format='%(message)s')

logger = logging.getLogger(__name__)

logger.info('Block : %s', args.block)

exchange_name = args.exchange

addresses = set(args.address)

date = args.date
month = date[:7]


reserves = pd.read_csv('data-scripts/latest-data/%s-reserves.csv' % (exchange_name), dtype={'Token1': object, 'Token0': object})
#uniswapv2_pairs = pd.read_csv('data-scripts/latest-data/data/uniswapv2_pairs.csv').set_index('pair')

balances = {}
tokens = {}
prices = {}

for address in addresses:
    balances[address] = (0,0)
    address_reserves = reserves[(reserves.Address == address)]
    pre_reserve = address_reserves[(address_reserves.Block <  int(args.block))]
    if len(pre_reserve) > 0:
        pre_reserve = pre_reserve.iloc[-1]
        balances[address] = (int(pre_reserve.Reserve0), int(pre_reserve.Reserve1))
    token0 = address_reserves.iloc[0].Token0
    token1 = address_reserves.iloc[0].Token1
    tokens[address] = (token0, token1)
    prices[token0] = get_price(token0, reserves, args.block)
    prices[token1] = get_price(token1, reserves, args.block)
    if prices[token0] is None or prices[token1] is None:
        logger.warning("unknown prices for %s", address)
        sys.exit(1)

logger.info(tokens)
logger.info(balances)


if exchange_name == 'uniswapv1':
    acc = 'UniswapV1'

identifier = args.block + '-' + '-'.join([address[:8] for address in addresses])
    
spec_file = 'experiments/' + identifier + '/bound.k'
outfile = 'output/'+ identifier +'.out'

transactions = {}

# if date != "":
#     transactions_filepath = 'data-scripts/latest-data/' + exchange_name + '-indexed/' + date + '.csv' 
#     pipe = Popen('grep -A 1 "block ' + args.block + '" ' + transactions_filepath, shell=True, stdout=PIPE, stderr=PIPE)
#     transactions = associate_address(str(pipe.stdout.read() + pipe.stderr.read(), "utf-8"), tokens)
# else:
#     for address in addresses:
#         transactions_filepath = 'data-scripts/latest-data/' + exchange_name + '-processed/' + address + '.csv'
#         pipe = Popen('grep -A 1 "block ' + args.block + '" ' + transactions_filepath, shell=True, stdout=PIPE, stderr=PIPE)
#         transactions[address] = str(pipe.stdout.read() + pipe.stderr.read(), "utf-8")

for address in addresses:
    transactions_filepath = 'data-scripts/latest-data/' + exchange_name + '-processed/' + address + '.csv'
    pipe = Popen('grep -A 1 "block ' + args.block + '" ' + transactions_filepath, shell=True, stdout=PIPE, stderr=PIPE)
    transactions[address] = str(pipe.stdout.read() + pipe.stderr.read(), "utf-8")


logger.info(transactions)


# TODO : check if exists
# transactions_filepath = 'data-scripts/latest-data/' + exchange_name + '-processed/' + args.address + '.csv'

# pipe = Popen('grep -A 1 "block ' + args.block + '" ' + transactions_filepath, shell=True, stdout=PIPE, stderr=PIPE)
# transactions = pipe.stdout.read() + pipe.stderr.read()
# transactions = str(transactions, "utf-8")

total_mev = 0
tx_ordering_u = []
tx_ordering_l = []

for address in addresses:
    mev, u, l = reordering_mev(transactions[address], spec_file, outfile, acc, tokens[address], balances[address], address, prices, args.block, args.convergence)
    total_mev += mev
    tx_ordering_u.append(u)
    tx_ordering_l.append(l)

path_filename = args.paths

if path_filename != '':
    path_f = open(path_filename, 'a')    
    path_f.write('{},{},{},{},{}\n'.format(args.block, total_mev, '1', acc, ','.join(tx_ordering_u)))
    path_f.write('{},{},{},{},{}\n'.format(args.block, total_mev, '0', acc, ','.join(tx_ordering_l)))
    path_f.close()