Plateforme FMZ Web3 Ethereum Practice - Échange d'ordres basé sur un contrat intelligent

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Plateforme FMZ Web3 Ethereum Practice - Échange d'ordres basé sur un contrat intelligent

Créé le: 2025-03-17 11:00:33, Mis à jour le: 2025-03-18 15:54:46

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Plateforme FMZ Web3 Ethereum Practice - Échange d’ordres basé sur un contrat intelligent

Préface

Sur le marché des cryptomonnaies, les opportunités de trading sont éphémères, en particulier les fenêtres d’arbitrage à haut rendement, qui ne durent souvent que très peu de temps. Si vous vous fiez uniquement au trading manuel, il est souvent difficile de suivre le marché. Par conséquent, le trading d’ordres en attente devient un moyen important d’améliorer l’efficacité du trading.

Cet article s’appuie sur les idées de Xiaocao. Il reconstitue la stratégie d’ordres du pool de trading de Curve.fi sur la plateforme FMZ et explique comment obtenir le même effet grâce à cette plateforme. Dans le même temps, le système de protection des clés privées sera également discuté en détail pour garantir à la fois la sécurité et la commodité du processus de trading programmatique.

La stratégie est écrite en JavaScript et utilise l’objet d’échange web3 eth de la plateforme FMZ.

La sécurité dès la conception

D’après l’article« Comment mettre en œuvre le placement d’ordres dans les échanges décentralisés - en prenant Curve comme exemple »Dans la conception de la sécurité, nous utilisons une méthode de cryptage AES similaire. Nous utilisons un mot de passe et un compte pour crypter les données.

Mot de passe : mot de passe, haché avec sha256.
Count : count, utilisez l’horodatage comme comptage aléatoire pour participer au chiffrement.

Chiffrez la clé privée hors ligne, utilisez le « mot de passe » et le « nombre » pour crypter la clé privée et obtenir une clé secrète cryptée.
Configurez la clé chiffrée, le mot de passe, le nombre, etc. sur la plateforme FMZ et utilisez le paramètre d’interface de stratégie « Chaîne chiffrée ». Le contenu saisi dans le contrôle sera chiffré et les informations de configuration enregistrées sur la plateforme ne seront pas le texte brut du contrôle.
Lorsque la stratégie est en cours d’exécution, le dépositaire peut décrypter les informations et charger la clé secrète (après le chargement de la clé secrète, toutes les variables associées seront réinitialisées).

Plateforme FMZ Web3 Ethereum Practice - Échange d’ordres basé sur un contrat intelligent

// 加密/解密方式
function cryptoKey(type, data, passWord, count) {
    // 加载加密库
    eval(HttpQuery("https://cdnjs.cloudflare.com/ajax/libs/aes-js/3.1.2/index.min.js"))

    // sha256 密码
    var hash = Encode("sha256", "string", "hex", passWord).substring(0, 32)

    if (type == "encrypt") {
        var key = aesjs.utils.utf8.toBytes(hash.substring(0, 32))
        var counter = new aesjs.Counter(count)
        var textBytes = aesjs.utils.utf8.toBytes(data)
        var aesCtr = new aesjs.ModeOfOperation.ctr(key, counter)
        var encryptedBytes = aesCtr.encrypt(textBytes)
        var encryptedHex = aesjs.utils.hex.fromBytes(encryptedBytes)
        return encryptedHex
    } else if (type == "decrypt") {
        var key = aesjs.utils.utf8.toBytes(hash.substring(0, 32))
        var counter = new aesjs.Counter(count)
        var aesCtrDecrypt = new aesjs.ModeOfOperation.ctr(key, counter)
        const decryptedBytes = aesCtrDecrypt.decrypt(aesjs.utils.hex.toBytes(data))
        const decryptedText = aesjs.utils.utf8.fromBytes(decryptedBytes)        
        return decryptedText
    } else {
        throw "function cryptoKey(), param 'type' not support"
    }
}

Configurer l’objet d’échange Web3

https://www.fmz.com/m/platforms/add

Plateforme FMZ Web3 Ethereum Practice - Échange d’ordres basé sur un contrat intelligent

Il existe de nombreux nœuds Ethereum disponibles en ligne, les plus couramment utilisés sont :

Vous pouvez demander à créer votre propre adresse, puis la configurer. Je n’entrerai pas dans les détails ici. Vous pouvez renseigner les informations clés à volonté. Nous prévoyons de les charger dynamiquement ; il est donc inutile de les configurer ici.

    exchange.IO("key", cryptoKey(descCryptoType[cryptoType], keyData, password, count))
    walletAddress = exchange.IO("address")
    Log("载入秘钥，钱包地址：", walletAddress)

Utilisez la fonction exchange.IO(“key”, …) encapsulée par la plateforme pour charger et mettre à jour la clé privée après décryptage.

Enregistrement de l’ABI

Après avoir résolu le problème de sécurité, l’étape suivante consiste à effectuer certaines opérations sur le contrat intelligent Ethereum. Selon Curve.fi DEX mentionné par Xiaocao, nous pouvons facilement trouver cette dApp en ligne :

https://curve.fi/dex/ethereum/pools/factory-stable-ng-102/deposit/

Sur la page du pool d’échange sDAI/sUSDe, vous pouvez trouver l’adresse du contrat du pool d’échange et observer le contrat. Les méthodes que nous pouvons utiliser sont :

pièces : obtenir l’adresse du contrat du jeton participant à la transaction dans le pool
get_dy : Calcule la quantité d’échange actuelle dans le pool.
échange : exécuter l’échange.

Pour appeler ces méthodes, vous devez d’abord enregistrer l’ABI du contrat de pool. Je n’ai pas filtré les méthodes utilisées, mais j’ai directement copié-collé l’ABI complète, puis je l’ai enregistrée :

    // sDAI/sUSDe 池合约地址和ABI
    var poolAddress = "0x167478921b907422F8E88B43C4Af2B8BEa278d3A"
    // 合约ABI
    var poolABI = `[{"name":"Transfer","inputs":[{"name":"sender","type":"address","indexed":true},{"name":"receiver","type":"address","indexed":true},{"name":"value","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"Approval","inputs":[{"name":"owner","type":"address","indexed":true},{"name":"spender","type":"address","indexed":true},{"name":"value","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"TokenExchange","inputs":[{"name":"buyer","type":"address","indexed":true},{"name":"sold_id","type":"int128","indexed":false},{"name":"tokens_sold","type":"uint256","indexed":false},{"name":"bought_id","type":"int128","indexed":false},{"name":"tokens_bought","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"TokenExchangeUnderlying","inputs":[{"name":"buyer","type":"address","indexed":true},{"name":"sold_id","type":"int128","indexed":false},{"name":"tokens_sold","type":"uint256","indexed":false},{"name":"bought_id","type":"int128","indexed":false},{"name":"tokens_bought","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"AddLiquidity","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_amounts","type":"uint256[]","indexed":false},{"name":"fees","type":"uint256[]","indexed":false},{"name":"invariant","type":"uint256","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RemoveLiquidity","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_amounts","type":"uint256[]","indexed":false},{"name":"fees","type":"uint256[]","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RemoveLiquidityOne","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_id","type":"int128","indexed":false},{"name":"token_amount","type":"uint256","indexed":false},{"name":"coin_amount","type":"uint256","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RemoveLiquidityImbalance","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_amounts","type":"uint256[]","indexed":false},{"name":"fees","type":"uint256[]","indexed":false},{"name":"invariant","type":"uint256","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RampA","inputs":[{"name":"old_A","type":"uint256","indexed":false},{"name":"new_A","type":"uint256","indexed":false},{"name":"initial_time","type":"uint256","indexed":false},{"name":"future_time","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"StopRampA","inputs":[{"name":"A","type":"uint256","indexed":false},{"name":"t","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"ApplyNewFee","inputs":[{"name":"fee","type":"uint256","indexed":false},{"name":"offpeg_fee_multiplier","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"SetNewMATime","inputs":[{"name":"ma_exp_time","type":"uint256","indexed":false},{"name":"D_ma_time","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"stateMutability":"nonpayable","type":"constructor","inputs":[{"name":"_name","type":"string"},{"name":"_symbol","type":"string"},{"name":"_A","type":"uint256"},{"name":"_fee","type":"uint256"},{"name":"_offpeg_fee_multiplier","type":"uint256"},{"name":"_ma_exp_time","type":"uint256"},{"name":"_coins","type":"address[]"},{"name":"_rate_multipliers","type":"uint256[]"},{"name":"_asset_types","type":"uint8[]"},{"name":"_method_ids","type":"bytes4[]"},{"name":"_oracles","type":"address[]"}],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"exchange","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"exchange","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"exchange_received","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"exchange_received","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"add_liquidity","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_min_mint_amount","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"add_liquidity","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_min_mint_amount","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_one_coin","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"i","type":"int128"},{"name":"_min_received","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_one_coin","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"i","type":"int128"},{"name":"_min_received","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_imbalance","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_max_burn_amount","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_imbalance","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_max_burn_amount","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"_min_amounts","type":"uint256[]"}],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"_min_amounts","type":"uint256[]"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"_min_amounts","type":"uint256[]"},{"name":"_receiver","type":"address"},{"name":"_claim_admin_fees","type":"bool"}],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"nonpayable","type":"function","name":"withdraw_admin_fees","inputs":[],"outputs":[]},{"stateMutability":"view","type":"function","name":"last_price","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"ema_price","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_p","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"price_oracle","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"D_oracle","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"transfer","inputs":[{"name":"_to","type":"address"},{"name":"_value","type":"uint256"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"nonpayable","type":"function","name":"transferFrom","inputs":[{"name":"_from","type":"address"},{"name":"_to","type":"address"},{"name":"_value","type":"uint256"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"nonpayable","type":"function","name":"approve","inputs":[{"name":"_spender","type":"address"},{"name":"_value","type":"uint256"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"nonpayable","type":"function","name":"permit","inputs":[{"name":"_owner","type":"address"},{"name":"_spender","type":"address"},{"name":"_value","type":"uint256"},{"name":"_deadline","type":"uint256"},{"name":"_v","type":"uint8"},{"name":"_r","type":"bytes32"},{"name":"_s","type":"bytes32"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"view","type":"function","name":"DOMAIN_SEPARATOR","inputs":[],"outputs":[{"name":"","type":"bytes32"}]},{"stateMutability":"view","type":"function","name":"get_dx","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"dy","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_dy","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"dx","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"calc_withdraw_one_coin","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"i","type":"int128"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"totalSupply","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_virtual_price","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"calc_token_amount","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_is_deposit","type":"bool"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"A","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"A_precise","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"balances","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_balances","inputs":[],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"view","type":"function","name":"stored_rates","inputs":[],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"view","type":"function","name":"dynamic_fee","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"ramp_A","inputs":[{"name":"_future_A","type":"uint256"},{"name":"_future_time","type":"uint256"}],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"stop_ramp_A","inputs":[],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"set_new_fee","inputs":[{"name":"_new_fee","type":"uint256"},{"name":"_new_offpeg_fee_multiplier","type":"uint256"}],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"set_ma_exp_time","inputs":[{"name":"_ma_exp_time","type":"uint256"},{"name":"_D_ma_time","type":"uint256"}],"outputs":[]},{"stateMutability":"view","type":"function","name":"N_COINS","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"coins","inputs":[{"name":"arg0","type":"uint256"}],"outputs":[{"name":"","type":"address"}]},{"stateMutability":"view","type":"function","name":"fee","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"offpeg_fee_multiplier","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"admin_fee","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"initial_A","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"future_A","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"initial_A_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"future_A_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"admin_balances","inputs":[{"name":"arg0","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"ma_exp_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"D_ma_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"ma_last_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"name","inputs":[],"outputs":[{"name":"","type":"string"}]},{"stateMutability":"view","type":"function","name":"symbol","inputs":[],"outputs":[{"name":"","type":"string"}]},{"stateMutability":"view","type":"function","name":"decimals","inputs":[],"outputs":[{"name":"","type":"uint8"}]},{"stateMutability":"view","type":"function","name":"version","inputs":[],"outputs":[{"name":"","type":"string"}]},{"stateMutability":"view","type":"function","name":"balanceOf","inputs":[{"name":"arg0","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"allowance","inputs":[{"name":"arg0","type":"address"},{"name":"arg1","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"nonces","inputs":[{"name":"arg0","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"salt","inputs":[],"outputs":[{"name":"","type":"bytes32"}]}]`

    // 注册ABI
    exchange.IO("abi", poolAddress, poolABI)

Lire le solde du portefeuille et le solde des jetons

La lecture du solde du jeton du portefeuille, la précision du jeton, le nom du jeton, etc. sont toutes des méthodes de contrats ERC20 et sont enregistrées par défaut.

    var token0Name = exchange.IO("api", token0Address, "symbol")
    var token1Name = exchange.IO("api", token1Address, "symbol")
    var token0Decimals = exchange.IO("api", token0Address, "decimals")
    var token1Decimals = exchange.IO("api", token1Address, "decimals")

    var sDAI_Balance = exchange.IO("api", sDAI["address"], "balanceOf", walletAddress)
    var sUSDe_Balance = exchange.IO("api", sUSDe["address"], "balanceOf", walletAddress)

Surveillance des pools d’échange

function getBuyProfit(poolAddress, sDAI, sUSDe, amountIn, entryPriceForDAI) {    
    var data = exchange.IO("api", poolAddress, "get_dy", sDAI["idx"], sUSDe["idx"], toInnerAmount(amountIn, sDAI["decimals"]))
    Log("get_dy:", data)
    var amountOut = toAmount(data, sUSDe["decimals"])
    if (!amountOut) {
        return null
    }
    
    var profit = amountOut - entryPriceForDAI * amountIn  
    return {"profit": profit, "amountOut": amountOut, "sDAI_sUSDe_price": amountOut / amountIn}
}

Les conditions de déclenchement sont conçues comme suit :

    if (profit > 1000 && sDAI_Balance > amountIn) {
        Log("达到兑换条件，开始执行 sDAI -> sUSDe 兑换交易...")
        /* 兑换操作代码仅为教学演示，该功能请慎用，请先测试 
        executeTrade(poolAddress, sDAI, sUSDe, amountIn, 0.999*amountOut)
        */
    }

L’opération d’échange ne peut être effectuée que lorsque le montant d’échange actuel satisfait le bénéfice supérieur à 1000 et qu’il y a suffisamment de jetons sDAI dans le portefeuille.

Opération d’échange

function executeTrade(poolAddress, tokenIn, tokenOut, amountIn, minOutAmount) {
    // exchange : i , j , _dx , _min_dy
    var swapTx = exchange.IO("api", poolAddress, "exchange", tokenIn["idx"], tokenOut["idx"], toInnerAmount(amountIn, tokenIn["decimals"]), toInnerAmount(minOutAmount, tokenOut["decimals"]))
    if (swapTx) {
        while (true) {
            Sleep(1000 * 3)
            let info = e.IO("api", "eth", "eth_getTransactionReceipt", swapTx)
            if (info && info.gasUsed) {
                return true
            }
            Log('Transaction not yet mined', swapTx)
        }
    }

    return false 
}

Plateforme FMZ Web3 Ethereum Practice - Échange d’ordres basé sur un contrat intelligent

Code de stratégie complet

function toAmount(s, decimals) {
    return Number((BigDecimal(BigInt(s)) / BigDecimal(Math.pow(10, decimals))).toString())
}

function toInnerAmount(n, decimals) {
    return (BigDecimal(n) * BigDecimal(Math.pow(10, decimals))).toFixed(0)
}

function getBuyProfit(poolAddress, sDAI, sUSDe, amountIn, entryPriceForDAI) {    
    var data = exchange.IO("api", poolAddress, "get_dy", sDAI["idx"], sUSDe["idx"], toInnerAmount(amountIn, sDAI["decimals"]))
    var amountOut = toAmount(data, sUSDe["decimals"])
    if (!amountOut) {
        return null
    }
    
    var profit = amountOut - entryPriceForDAI * amountIn  
    return {"profit": profit, "amountOut": amountOut, "sDAI_sUSDe_price": amountOut / amountIn}
}

function executeTrade(poolAddress, tokenIn, tokenOut, amountIn, minOutAmount) {
    // exchange : i , j , _dx , _min_dy
    var swapTx = exchange.IO("api", poolAddress, "exchange", tokenIn["idx"], tokenOut["idx"], toInnerAmount(amountIn, tokenIn["decimals"]), toInnerAmount(minOutAmount, tokenOut["decimals"]))
    if (swapTx) {
        while (true) {
            Sleep(1000 * 3)
            let info = e.IO("api", "eth", "eth_getTransactionReceipt", swapTx)
            if (info && info.gasUsed) {
                return true
            }
            Log('Transaction not yet mined', swapTx)
        }
    }

    return false 
}

// 加密/解密方式
function cryptoKey(type, data, passWord, count) {
    // 加载加密库
    eval(HttpQuery("https://cdnjs.cloudflare.com/ajax/libs/aes-js/3.1.2/index.min.js"))

    // sha256 密码
    var hash = Encode("sha256", "string", "hex", passWord).substring(0, 32)

    if (type == "encrypt") {
        var key = aesjs.utils.utf8.toBytes(hash.substring(0, 32))
        var counter = new aesjs.Counter(count)
        var textBytes = aesjs.utils.utf8.toBytes(data)
        var aesCtr = new aesjs.ModeOfOperation.ctr(key, counter)
        var encryptedBytes = aesCtr.encrypt(textBytes)
        var encryptedHex = aesjs.utils.hex.fromBytes(encryptedBytes)
        return encryptedHex
    } else if (type == "decrypt") {
        var key = aesjs.utils.utf8.toBytes(hash.substring(0, 32))
        var counter = new aesjs.Counter(count)
        var aesCtrDecrypt = new aesjs.ModeOfOperation.ctr(key, counter)
        const decryptedBytes = aesCtrDecrypt.decrypt(aesjs.utils.hex.toBytes(data))
        const decryptedText = aesjs.utils.utf8.fromBytes(decryptedBytes)        
        return decryptedText
    } else {
        throw "function cryptoKey(), param 'type' not support"
    }
}

// 加密/解密选项
const descCryptoType = ["encrypt", "decrypt"]

function main() {
    LogReset(1)

    var count = _G("count")
    if (!count) {
        count = new Date().getTime()
        _G("count", count)
    }

    var walletAddress = null
    if (cryptoType == 1) {
        exchange.IO("key", cryptoKey(descCryptoType[cryptoType], keyData, password, count))
        walletAddress = exchange.IO("address")
        Log("载入秘钥，钱包地址：", walletAddress)
    } else {
        Log("加密后的秘钥：", cryptoKey(descCryptoType[cryptoType], keyData, password, count))
        return 
    }
    
    Log("钱包ETH余额：", toAmount(exchange.IO("api", "eth", "eth_getBalance", walletAddress, "latest"), 18))
    
    // sDAI/sUSDe 池合约地址和ABI
    var poolAddress = "0x167478921b907422F8E88B43C4Af2B8BEa278d3A"
    // 合约ABI
    var poolABI = `[{"name":"Transfer","inputs":[{"name":"sender","type":"address","indexed":true},{"name":"receiver","type":"address","indexed":true},{"name":"value","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"Approval","inputs":[{"name":"owner","type":"address","indexed":true},{"name":"spender","type":"address","indexed":true},{"name":"value","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"TokenExchange","inputs":[{"name":"buyer","type":"address","indexed":true},{"name":"sold_id","type":"int128","indexed":false},{"name":"tokens_sold","type":"uint256","indexed":false},{"name":"bought_id","type":"int128","indexed":false},{"name":"tokens_bought","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"TokenExchangeUnderlying","inputs":[{"name":"buyer","type":"address","indexed":true},{"name":"sold_id","type":"int128","indexed":false},{"name":"tokens_sold","type":"uint256","indexed":false},{"name":"bought_id","type":"int128","indexed":false},{"name":"tokens_bought","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"AddLiquidity","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_amounts","type":"uint256[]","indexed":false},{"name":"fees","type":"uint256[]","indexed":false},{"name":"invariant","type":"uint256","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RemoveLiquidity","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_amounts","type":"uint256[]","indexed":false},{"name":"fees","type":"uint256[]","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RemoveLiquidityOne","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_id","type":"int128","indexed":false},{"name":"token_amount","type":"uint256","indexed":false},{"name":"coin_amount","type":"uint256","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RemoveLiquidityImbalance","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_amounts","type":"uint256[]","indexed":false},{"name":"fees","type":"uint256[]","indexed":false},{"name":"invariant","type":"uint256","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RampA","inputs":[{"name":"old_A","type":"uint256","indexed":false},{"name":"new_A","type":"uint256","indexed":false},{"name":"initial_time","type":"uint256","indexed":false},{"name":"future_time","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"StopRampA","inputs":[{"name":"A","type":"uint256","indexed":false},{"name":"t","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"ApplyNewFee","inputs":[{"name":"fee","type":"uint256","indexed":false},{"name":"offpeg_fee_multiplier","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"SetNewMATime","inputs":[{"name":"ma_exp_time","type":"uint256","indexed":false},{"name":"D_ma_time","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"stateMutability":"nonpayable","type":"constructor","inputs":[{"name":"_name","type":"string"},{"name":"_symbol","type":"string"},{"name":"_A","type":"uint256"},{"name":"_fee","type":"uint256"},{"name":"_offpeg_fee_multiplier","type":"uint256"},{"name":"_ma_exp_time","type":"uint256"},{"name":"_coins","type":"address[]"},{"name":"_rate_multipliers","type":"uint256[]"},{"name":"_asset_types","type":"uint8[]"},{"name":"_method_ids","type":"bytes4[]"},{"name":"_oracles","type":"address[]"}],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"exchange","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"exchange","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"exchange_received","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"exchange_received","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"add_liquidity","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_min_mint_amount","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"add_liquidity","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_min_mint_amount","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_one_coin","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"i","type":"int128"},{"name":"_min_received","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_one_coin","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"i","type":"int128"},{"name":"_min_received","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_imbalance","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_max_burn_amount","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_imbalance","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_max_burn_amount","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"_min_amounts","type":"uint256[]"}],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"_min_amounts","type":"uint256[]"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"_min_amounts","type":"uint256[]"},{"name":"_receiver","type":"address"},{"name":"_claim_admin_fees","type":"bool"}],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"nonpayable","type":"function","name":"withdraw_admin_fees","inputs":[],"outputs":[]},{"stateMutability":"view","type":"function","name":"last_price","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"ema_price","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_p","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"price_oracle","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"D_oracle","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"transfer","inputs":[{"name":"_to","type":"address"},{"name":"_value","type":"uint256"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"nonpayable","type":"function","name":"transferFrom","inputs":[{"name":"_from","type":"address"},{"name":"_to","type":"address"},{"name":"_value","type":"uint256"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"nonpayable","type":"function","name":"approve","inputs":[{"name":"_spender","type":"address"},{"name":"_value","type":"uint256"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"nonpayable","type":"function","name":"permit","inputs":[{"name":"_owner","type":"address"},{"name":"_spender","type":"address"},{"name":"_value","type":"uint256"},{"name":"_deadline","type":"uint256"},{"name":"_v","type":"uint8"},{"name":"_r","type":"bytes32"},{"name":"_s","type":"bytes32"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"view","type":"function","name":"DOMAIN_SEPARATOR","inputs":[],"outputs":[{"name":"","type":"bytes32"}]},{"stateMutability":"view","type":"function","name":"get_dx","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"dy","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_dy","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"dx","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"calc_withdraw_one_coin","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"i","type":"int128"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"totalSupply","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_virtual_price","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"calc_token_amount","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_is_deposit","type":"bool"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"A","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"A_precise","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"balances","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_balances","inputs":[],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"view","type":"function","name":"stored_rates","inputs":[],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"view","type":"function","name":"dynamic_fee","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"ramp_A","inputs":[{"name":"_future_A","type":"uint256"},{"name":"_future_time","type":"uint256"}],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"stop_ramp_A","inputs":[],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"set_new_fee","inputs":[{"name":"_new_fee","type":"uint256"},{"name":"_new_offpeg_fee_multiplier","type":"uint256"}],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"set_ma_exp_time","inputs":[{"name":"_ma_exp_time","type":"uint256"},{"name":"_D_ma_time","type":"uint256"}],"outputs":[]},{"stateMutability":"view","type":"function","name":"N_COINS","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"coins","inputs":[{"name":"arg0","type":"uint256"}],"outputs":[{"name":"","type":"address"}]},{"stateMutability":"view","type":"function","name":"fee","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"offpeg_fee_multiplier","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"admin_fee","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"initial_A","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"future_A","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"initial_A_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"future_A_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"admin_balances","inputs":[{"name":"arg0","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"ma_exp_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"D_ma_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"ma_last_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"name","inputs":[],"outputs":[{"name":"","type":"string"}]},{"stateMutability":"view","type":"function","name":"symbol","inputs":[],"outputs":[{"name":"","type":"string"}]},{"stateMutability":"view","type":"function","name":"decimals","inputs":[],"outputs":[{"name":"","type":"uint8"}]},{"stateMutability":"view","type":"function","name":"version","inputs":[],"outputs":[{"name":"","type":"string"}]},{"stateMutability":"view","type":"function","name":"balanceOf","inputs":[{"name":"arg0","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"allowance","inputs":[{"name":"arg0","type":"address"},{"name":"arg1","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"nonces","inputs":[{"name":"arg0","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"salt","inputs":[],"outputs":[{"name":"","type":"bytes32"}]}]`

    // 注册ABI
    exchange.IO("abi", poolAddress, poolABI)

    // 获取池子中的代币地址、名称
    var token0Address = exchange.IO("api", poolAddress, "coins", 0)
    var token1Address = exchange.IO("api", poolAddress, "coins", 1)    
    var token0Name = exchange.IO("api", token0Address, "symbol")
    var token1Name = exchange.IO("api", token1Address, "symbol")
    var token0Decimals = exchange.IO("api", token0Address, "decimals")
    var token1Decimals = exchange.IO("api", token1Address, "decimals")

    var sDAI = {}
    var sUSDe = {}
    if (token0Name == "sDAI") {
        sDAI["name"] = token0Name
        sDAI["address"] = token0Address
        sDAI["idx"] = 0
        sDAI["decimals"] = token0Decimals ? token0Decimals : 18
    } else {
        throw "pool error"
    }
    if (token1Name == "sUSDe") {
        sUSDe["name"] = token1Name
        sUSDe["address"] = token1Address
        sUSDe["idx"] = 1
        sUSDe["decimals"] = token1Decimals ? token1Decimals : 18
    } else {
        throw "pool error"
    }

    // 假设 DAI 入手成本价： 0.9929
    var entryPriceForDAI = 0.9929
    
    while (true) {
        var sDAI_Balance = exchange.IO("api", sDAI["address"], "balanceOf", walletAddress)
        var sUSDe_Balance = exchange.IO("api", sUSDe["address"], "balanceOf", walletAddress)
        if (!sDAI_Balance || !sUSDe_Balance) {
            Sleep(1000 * 5)
            continue 
        }
        
        var tbl = {"type": "table", "title": "data", "cols": ["tokenName", "address", "idx", "decimals", "balance"], "rows": []}
        tbl["rows"].push([sDAI["name"], sDAI["address"], sDAI["idx"], sDAI["decimals"], toAmount(sDAI_Balance, sDAI["decimals"])])
        tbl["rows"].push([sUSDe["name"], sUSDe["address"], sUSDe["idx"], sUSDe["decimals"], toAmount(sUSDe_Balance, sUSDe["decimals"])])

        // 监控兑换价格，根据 DAI 入手成本价，计算实时利润等信息
        var amountIn = 100000
        var ret = getBuyProfit(poolAddress, sDAI, sUSDe, amountIn, entryPriceForDAI)
        if (!ret) {
            Sleep(1000 * 5)
            continue 
        }

        var profit = ret["profit"] 
        var amountOut = ret["amountOut"]
        var sDAI_sUSDe_price = ret["sDAI_sUSDe_price"]
        if (profit > 1000 && sDAI_Balance > amountIn) {
            Log("达到兑换条件，开始执行 sDAI -> sUSDe 兑换交易...")

            /* 兑换操作代码仅为教学演示，该功能请慎用，请先测试 
            executeTrade(poolAddress, sDAI, sUSDe, amountIn, 0.999*amountOut)
            */
        }

        LogStatus(_D(), ", amountIn:", amountIn, ", amountOut:", amountOut, ", sDAI_sUSDe_price:", sDAI_sUSDe_price, ", profit:", profit, "\n`" + JSON.stringify(tbl) + "`")
        Sleep(1000 * 60)
    }
}

END

Selon l’idée de conception de la stratégie originale, l’objectif devrait être de capturer des conditions de marché extrêmes similaires à celles présentées dans la figure.

Plateforme FMZ Web3 Ethereum Practice - Échange d’ordres basé sur un contrat intelligent

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