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암호화폐 시장에서 거래 기회는 매우 짧습니다. 특히 고수익 차익거래 기회는 종종 매우 짧은 시간 동안만 지속됩니다. 수동 거래에만 의존한다면 시장 흐름을 따라가기가 어려울 때가 많습니다. 따라서 보류 주문 거래는 거래 효율성을 향상시키는 중요한 수단이 됩니다.
이 글은 Xiaocao의 글의 아이디어를 기반으로 합니다. FMZ 플랫폼에서 Curve.fi의 트레이딩 풀 주문 전략을 재구성하고 FMZ 플랫폼을 통해 동일한 효과를 얻는 방법을 소개합니다. 동시에, 프로그래밍 방식 거래 과정에서 보안과 편의성을 모두 보장하기 위해 개인 키 보호 방안에 대해서도 자세히 논의할 것입니다.
이 전략은 JavaScript로 작성되었으며 FMZ 플랫폼의 web3 eth 교환 객체를 사용합니다.
기사를 바탕으로「분산형 거래소에서 주문 배치를 구현하는 방법 - Curve를 예로 들어」보안 설계에서는 비슷한 AES 암호화 방식을 사용합니다. 우리는 비밀번호와 카운트를 사용해 데이터를 암호화합니다.
// 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"
}
}
온라인에서 사용할 수 있는 이더리움 노드는 여러 개가 있으며, 일반적으로 사용되는 노드는 다음과 같습니다.
자신의 주소를 생성한 다음 사용하도록 구성할 수 있습니다. 여기서는 자세히 설명하지 않겠습니다. 키 정보는 원하는 대로 입력할 수 있습니다. 동적으로 로드할 계획이므로 여기서 구성할 필요가 없습니다.
exchange.IO("key", cryptoKey(descCryptoType[cryptoType], keyData, password, count))
walletAddress = exchange.IO("address")
Log("载入秘钥,钱包地址:", walletAddress)
플랫폼에 캡슐화된 exchange.IO(“key”, …) 함수를 사용하여 복호화 후 개인 키를 로드하고 업데이트합니다.
보안 문제를 해결한 후 다음 단계는 Ethereum 스마트 계약에서 일부 작업을 수행하는 것입니다. Xiaocao가 언급한 Curve.fi DEX에 따르면, 우리는 온라인에서 이 dApp을 쉽게 찾을 수 있습니다:
https://curve.fi/dex/ethereum/pools/factory-stable-ng-102/deposit/
sDAI/sUSDe 거래소 풀 페이지에서 거래소 풀 계약의 주소를 찾고 계약을 확인할 수 있습니다. 우리가 사용할 수 있는 방법은 다음과 같습니다.
이러한 메서드를 호출하려면 먼저 풀 계약의 ABI를 등록해야 합니다. 사용된 메서드는 필터링하지 않고 전체 ABI를 직접 복사하여 붙여넣은 다음 등록했습니다.
// 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)
지갑 토큰 잔액, 토큰 정밀도, 토큰 이름 등을 읽는 것은 모두 ERC20 계약의 방법이며, 기본적으로 등록됩니다.
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}
}
트리거 조건은 다음과 같이 설계되었습니다.
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)
*/
}
현재 교환 금액이 1000보다 큰 이익을 충족하고 지갑에 충분한 sDAI 토큰이 있는 경우에만 교환 작업을 수행할 수 있습니다.
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)
}
}
원래 전략의 설계 아이디어에 따르면, 목표는 그림에 나타난 것과 유사한 극한의 시장 상황을 포착하는 것입니다.
여러분의 읽어주시고 응원해주셔서 감사합니다.