Plataforma FMZ Web3 Ethereum Practice - Troca de ordens com base em contrato inteligente

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Plataforma FMZ Web3 Ethereum Practice - Troca de ordens com base em contrato inteligente

Criado em: 2025-03-17 11:00:33, atualizado em: 2025-03-18 15:54:46

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Plataforma FMZ Web3 Ethereum Practice - Troca de ordens com base em contrato inteligente

Prefácio

No mercado de criptomoedas, as oportunidades de negociação são passageiras, especialmente as janelas de arbitragem de alto rendimento, que geralmente duram apenas um período muito curto. Se você depende apenas da negociação manual, geralmente é difícil acompanhar o mercado. Portanto, a negociação de ordens pendentes se torna um meio importante para melhorar a eficiência da negociação.

Este artigo é baseado nas ideias do artigo de Xiaocao. Ele reconstrói a estratégia de ordem do pool de negociação da Curve.fi na plataforma FMZ e apresenta como atingir o mesmo efeito por meio da plataforma FMZ. Ao mesmo tempo, o esquema de proteção de chave privada também será discutido em detalhes para garantir segurança e conveniência no processo de negociação programática.

A estratégia é escrita em JavaScript e usa o objeto de troca web3 eth da plataforma FMZ.

Segurança por design

Com base no artigo「Como implementar a colocação de ordens em bolsas descentralizadas - tomando a Curve como exemplo」No design de segurança, usamos um método de criptografia AES semelhante. Usamos uma senha e uma contagem para criptografar os dados.

Senha: senha, com hash sha256.
Contagem: contagem, use o registro de data e hora como uma contagem aleatória para participar da criptografia.

Criptografe a chave privada offline, use a “senha” e a “contagem” para criptografar a chave privada e obtenha uma chave secreta criptografada.
Configure a chave criptografada, senha, contagem, etc. para a plataforma FMZ e use o parâmetro de interface de política “Encrypted String” control. O conteúdo inserido no controle será criptografado, e as informações de configuração registradas na plataforma não são o conteúdo de texto simples no controle.
Quando a estratégia estiver em execução, o custodiante pode descriptografar as informações e carregar a chave secreta (após carregar a chave secreta, todas as variáveis relacionadas serão redefinidas).

Plataforma FMZ Web3 Ethereum Practice - Troca de ordens com base em contrato inteligente

// 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"
    }
}

Configurar objeto de troca web3

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

Plataforma FMZ Web3 Ethereum Practice - Troca de ordens com base em contrato inteligente

Existem muitos nós Ethereum disponíveis online, os mais usados são:

Você pode solicitar a criação de seu próprio endereço e então configurá-lo para uso. Não entrarei em detalhes aqui. Você pode preencher as informações-chave à vontade. Planejamos carregá-las dinamicamente, então não há sentido em configurá-las aqui.

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

Use a função exchange.IO(“key”, …) encapsulada pela plataforma para carregar e atualizar a chave privada após a descriptografia.

Registrando ABI

Após resolver o problema de segurança, o próximo passo é realizar algumas operações no contrato inteligente Ethereum. De acordo com o Curve.fi DEX mencionado por Xiaocao, podemos facilmente encontrar este dApp online:

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

Na página do pool de câmbio sDAI/sUSDe, você pode encontrar o endereço do contrato do pool de câmbio e observar o contrato. Os métodos que podemos usar são:

coins: Obtenha o endereço do contrato do token participante da transação no pool
get_dy: Calcula a quantidade de troca atual no pool.
troca: executar troca.

Para chamar esses métodos, você precisa registrar o ABI do contrato do pool primeiro. Eu não filtrei os métodos usados, mas copiei e colei diretamente o ABI completo e então o registrei:

    // 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)

Ler saldo da carteira e saldo do token

Ler o saldo do token da carteira, a precisão do token, o nome do token, etc. são todos métodos de contratos ERC20 e são registrados por padrão.

    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)

Monitoramento de pools de câmbio

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}
}

As condições de disparo são projetadas da seguinte forma:

    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)
        */
    }

A operação de troca só pode ser realizada quando o valor de troca atual satisfaz o lucro maior que 1000 e há tokens sDAI suficientes na carteira.

Operação de troca

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 
}

Plataforma FMZ Web3 Ethereum Practice - Troca de ordens com base em contrato inteligente

Código de estratégia completo

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

De acordo com a ideia de design da estratégia original, o objetivo deveria ser capturar condições extremas de mercado semelhantes às mostradas na figura.

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