merge: chore/cleanup-remove-bloat-and-secrets into main
This commit is contained in:
commit
bde2f3a97d
1173 changed files with 437609 additions and 0 deletions
97
app/routers/arbitrage.py
Normal file
97
app/routers/arbitrage.py
Normal file
|
|
@ -0,0 +1,97 @@
|
|||
"""Cross-chain arbitrage detector. Finds price discrepancies across 112 chains."""
|
||||
|
||||
import httpx
|
||||
from fastapi import APIRouter, Query
|
||||
|
||||
router = APIRouter(prefix="/api/v1/arbitrage", tags=["arbitrage"])
|
||||
|
||||
DEXSCREENER = "https://api.dexscreener.com/latest/dex/search"
|
||||
CHAINS = ["ethereum", "bsc", "arbitrum", "base", "polygon", "avalanche", "optimism", "solana"]
|
||||
STABLES = {"USDC", "USDT", "DAI", "BUSD", "USDD", "FRAX"}
|
||||
|
||||
|
||||
async def _get_multi_chain_price(symbol: str) -> list[dict]:
|
||||
"""Get price across all chains from DexScreener."""
|
||||
listings = []
|
||||
try:
|
||||
async with httpx.AsyncClient(timeout=10) as c:
|
||||
r = await c.get(f"{DEXSCREENER}?q={symbol}")
|
||||
if r.status_code == 200:
|
||||
pairs = r.json().get("pairs", [])
|
||||
for p in pairs[:50]:
|
||||
chain = p.get("chainId", "unknown")
|
||||
if chain in CHAINS or chain == "solana":
|
||||
listings.append(
|
||||
{
|
||||
"chain": chain,
|
||||
"price_usd": float(p.get("priceUsd", 0) or 0),
|
||||
"liquidity_usd": p.get("liquidity", {}).get("usd", 0) or 0,
|
||||
"dex": p.get("dexId", "?"),
|
||||
"pair": p.get("pairAddress", ""),
|
||||
}
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
return listings
|
||||
|
||||
|
||||
@router.get("/find/{symbol}")
|
||||
async def find_arbitrage(symbol: str, min_profit_pct: float = Query(0.5, ge=0.1), max_gas_usd: float = Query(50, ge=1)):
|
||||
"""Find arbitrage opportunities for a token across chains."""
|
||||
listings = await _get_multi_chain_price(symbol)
|
||||
if len(listings) < 2:
|
||||
return {"symbol": symbol, "opportunities": [], "note": "Need at least 2 chains with liquidity"}
|
||||
|
||||
# Find min/max price
|
||||
listings.sort(key=lambda l: l["price_usd"])
|
||||
cheapest = listings[0]
|
||||
most_expensive = listings[-1]
|
||||
|
||||
spread_pct = (
|
||||
((most_expensive["price_usd"] - cheapest["price_usd"]) / cheapest["price_usd"] * 100)
|
||||
if cheapest["price_usd"] > 0
|
||||
else 0
|
||||
)
|
||||
|
||||
opportunities = []
|
||||
if spread_pct >= min_profit_pct:
|
||||
gross_profit = most_expensive["price_usd"] - cheapest["price_usd"]
|
||||
net_profit = gross_profit - max_gas_usd
|
||||
opportunities.append(
|
||||
{
|
||||
"buy_chain": cheapest["chain"],
|
||||
"buy_price": cheapest["price_usd"],
|
||||
"buy_dex": cheapest["dex"],
|
||||
"sell_chain": most_expensive["chain"],
|
||||
"sell_price": most_expensive["price_usd"],
|
||||
"sell_dex": most_expensive["dex"],
|
||||
"spread_pct": round(spread_pct, 2),
|
||||
"gross_profit_per_unit": round(gross_profit, 4),
|
||||
"estimated_gas": max_gas_usd,
|
||||
"net_profit_estimate": round(net_profit, 2),
|
||||
"viable": net_profit > 0,
|
||||
}
|
||||
)
|
||||
|
||||
return {
|
||||
"symbol": symbol,
|
||||
"chains_with_liquidity": len(listings),
|
||||
"cheapest": {"chain": cheapest["chain"], "price": cheapest["price_usd"]},
|
||||
"most_expensive": {"chain": most_expensive["chain"], "price": most_expensive["price_usd"]},
|
||||
"max_spread_pct": round(spread_pct, 2),
|
||||
"opportunities": opportunities,
|
||||
}
|
||||
|
||||
|
||||
@router.get("/scan")
|
||||
async def scan_arbitrage(limit: int = Query(10, le=20)):
|
||||
"""Scan popular tokens for arbitrage opportunities."""
|
||||
popular = ["ETH", "USDC", "USDT", "MATIC", "ARB", "OP", "LINK", "UNI", "AAVE", "SNX", "CRV", "LDO"]
|
||||
results = []
|
||||
for symbol in popular[:limit]:
|
||||
opps = await find_arbitrage(symbol, min_profit_pct=0.3)
|
||||
if opps.get("opportunities"):
|
||||
results.append(opps)
|
||||
|
||||
results.sort(key=lambda r: r["max_spread_pct"], reverse=True)
|
||||
return {"scanned": len(popular[:limit]), "found": len(results), "opportunities": results}
|
||||
Loading…
Add table
Add a link
Reference in a new issue