[TOC]
क्रिप्टोकरेंसी बाजार में, ट्रेडिंग के अवसर क्षणभंगुर होते हैं, विशेष रूप से उच्च-उपज वाले आर्बिट्रेज विंडो, जो अक्सर बहुत कम समय तक ही चलते हैं। यदि आप पूरी तरह से मैनुअल ट्रेडिंग पर निर्भर हैं, तो बाजार के साथ तालमेल बनाए रखना अक्सर मुश्किल होता है। इसलिए, लंबित ऑर्डर ट्रेडिंग, ट्रेडिंग दक्षता में सुधार करने का एक महत्वपूर्ण साधन बन जाता है।
यह लेख ज़ियाओकाओ के लेख के विचारों पर आधारित है। यह FMZ प्लेटफ़ॉर्म पर Curve.fi की ट्रेडिंग पूल ऑर्डर रणनीति का पुनर्निर्माण करता है और FMZ प्लेटफ़ॉर्म के माध्यम से समान प्रभाव प्राप्त करने का तरीका बताता है। साथ ही, प्रोग्रामेटिक ट्रेडिंग की प्रक्रिया में सुरक्षा और सुविधा दोनों सुनिश्चित करने के लिए निजी कुंजी सुरक्षा योजना पर भी विस्तार से चर्चा की जाएगी।
यह रणनीति जावास्क्रिप्ट में लिखी गई है और FMZ प्लेटफॉर्म के web3 एथ एक्सचेंज ऑब्जेक्ट का उपयोग करती है।
लेख के आधार पर「विकेन्द्रीकृत एक्सचेंजों में ऑर्डर प्लेसमेंट को कैसे लागू किया जाए - कर्व को एक उदाहरण के रूप में लेना」सुरक्षा डिज़ाइन में, हम एक समान AES एन्क्रिप्शन विधि का उपयोग करते हैं। हम डेटा को एन्क्रिप्ट करने के लिए पासवर्ड और गिनती का उपयोग करते हैं।
// 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"
}
}
ऑनलाइन कई एथेरियम नोड्स उपलब्ध हैं, जिनमें से आमतौर पर उपयोग किए जाने वाले हैं:
आप अपना खुद का पता बनाने के लिए आवेदन कर सकते हैं और फिर उसे उपयोग के लिए कॉन्फ़िगर कर सकते हैं। मैं यहाँ विवरण में नहीं जाऊँगा। आप अपनी इच्छानुसार मुख्य जानकारी भर सकते हैं। हम इसे गतिशील रूप से लोड करने की योजना बना रहे हैं, इसलिए इसे यहाँ कॉन्फ़िगर करने का कोई मतलब नहीं है।
exchange.IO("key", cryptoKey(descCryptoType[cryptoType], keyData, password, count))
walletAddress = exchange.IO("address")
Log("载入秘钥,钱包地址:", walletAddress)
डिक्रिप्शन के बाद निजी कुंजी को लोड और अपडेट करने के लिए प्लेटफ़ॉर्म द्वारा समाहित exchange.IO(“key”, …) फ़ंक्शन का उपयोग करें।
सुरक्षा समस्या को हल करने के बाद, अगला कदम एथेरियम स्मार्ट कॉन्ट्रैक्ट पर कुछ ऑपरेशन करना है। ज़ियाओकाओ द्वारा उल्लिखित Curve.fi DEX के अनुसार, हम इस dApp को आसानी से ऑनलाइन पा सकते हैं:
https://curve.fi/dex/ethereum/pools/factory-stable-ng-102/deposit/
sDAI/sUSDe एक्सचेंज पूल पृष्ठ पर, आप एक्सचेंज पूल अनुबंध का पता पा सकते हैं और अनुबंध का अवलोकन कर सकते हैं। हम निम्नलिखित तरीकों का उपयोग कर सकते हैं:
इन विधियों को कॉल करने के लिए, आपको पहले पूल अनुबंध के ABI को पंजीकृत करना होगा। मैंने उपयोग की गई विधियों को फ़िल्टर नहीं किया, बल्कि सीधे संपूर्ण ABI को कॉपी करके पेस्ट किया और फिर उसे पंजीकृत किया:
// 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)
वॉलेट टोकन बैलेंस, टोकन परिशुद्धता, टोकन नाम आदि को पढ़ना सभी ERC20 अनुबंधों के तरीके हैं और डिफ़ॉल्ट रूप से पंजीकृत हैं।
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)
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}
}
ट्रिगर स्थितियाँ निम्नानुसार डिज़ाइन की गई हैं:
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)
*/
}
विनिमय ऑपरेशन केवल तभी किया जा सकता है जब वर्तमान विनिमय राशि 1000 से अधिक लाभ को संतुष्ट करती है और वॉलेट में पर्याप्त sDAI टोकन हैं।
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
}
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)
}
}
मूल रणनीति के डिजाइन विचार के अनुसार, लक्ष्य आंकड़े में दिखाए गए समान चरम बाजार स्थितियों को पकड़ना होना चाहिए।
आपके पढ़ने और समर्थन के लिए धन्यवाद।