c762564d40
- Fix 71 invalid-syntax files (class-body newline-broken assignments) - Add from/None chain to 307 B904 raise-without-from sites - Add B008 ignore to ruff.toml (already in pyproject.toml) - Noqa F401 on __init__.py re-exports (137 sites) - Noqa E402 on deferred imports (63 sites) - Bulk-add stdlib/FastAPI/project imports for F821 (127 sites) - Replace ×→x, –→-, …→... in docstrings (4093 chars) - Manual refactor of 5 SIM103/SIM116 patterns Tests: 791 passed (66 deselected due to pre-existing Redis issues in test_rag.py) Co-authored-by: opencode <opencode@rugmunch.io>
97 lines
3.9 KiB
Python
97 lines
3.9 KiB
Python
"""Cross-chain arbitrage detector. Finds price discrepancies across 112 chains."""
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import httpx
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from fastapi import APIRouter, Query
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router = APIRouter(prefix="/api/v1/arbitrage", tags=["arbitrage"])
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DEXSCREENER = "https://api.dexscreener.com/latest/dex/search"
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CHAINS = ["ethereum", "bsc", "arbitrum", "base", "polygon", "avalanche", "optimism", "solana"]
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STABLES = {"USDC", "USDT", "DAI", "BUSD", "USDD", "FRAX"}
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async def _get_multi_chain_price(symbol: str) -> list[dict]:
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"""Get price across all chains from DexScreener."""
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listings = []
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try:
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async with httpx.AsyncClient(timeout=10) as c:
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r = await c.get(f"{DEXSCREENER}?q={symbol}")
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if r.status_code == 200:
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pairs = r.json().get("pairs", [])
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for p in pairs[:50]:
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chain = p.get("chainId", "unknown")
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if chain in CHAINS or chain == "solana":
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listings.append(
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{
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"chain": chain,
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"price_usd": float(p.get("priceUsd", 0) or 0),
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"liquidity_usd": p.get("liquidity", {}).get("usd", 0) or 0,
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"dex": p.get("dexId", "?"),
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"pair": p.get("pairAddress", ""),
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}
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)
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except Exception:
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pass
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return listings
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@router.get("/find/{symbol}")
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async def find_arbitrage(symbol: str, min_profit_pct: float = Query(0.5, ge=0.1), max_gas_usd: float = Query(50, ge=1)):
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"""Find arbitrage opportunities for a token across chains."""
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listings = await _get_multi_chain_price(symbol)
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if len(listings) < 2:
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return {"symbol": symbol, "opportunities": [], "note": "Need at least 2 chains with liquidity"}
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# Find min/max price
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listings.sort(key=lambda l: l["price_usd"]) # noqa: E741
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cheapest = listings[0]
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most_expensive = listings[-1]
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spread_pct = (
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((most_expensive["price_usd"] - cheapest["price_usd"]) / cheapest["price_usd"] * 100)
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if cheapest["price_usd"] > 0
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else 0
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)
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opportunities = []
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if spread_pct >= min_profit_pct:
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gross_profit = most_expensive["price_usd"] - cheapest["price_usd"]
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net_profit = gross_profit - max_gas_usd
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opportunities.append(
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{
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"buy_chain": cheapest["chain"],
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"buy_price": cheapest["price_usd"],
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"buy_dex": cheapest["dex"],
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"sell_chain": most_expensive["chain"],
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"sell_price": most_expensive["price_usd"],
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"sell_dex": most_expensive["dex"],
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"spread_pct": round(spread_pct, 2),
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"gross_profit_per_unit": round(gross_profit, 4),
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"estimated_gas": max_gas_usd,
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"net_profit_estimate": round(net_profit, 2),
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"viable": net_profit > 0,
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}
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)
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return {
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"symbol": symbol,
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"chains_with_liquidity": len(listings),
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"cheapest": {"chain": cheapest["chain"], "price": cheapest["price_usd"]},
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"most_expensive": {"chain": most_expensive["chain"], "price": most_expensive["price_usd"]},
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"max_spread_pct": round(spread_pct, 2),
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"opportunities": opportunities,
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}
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@router.get("/scan")
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async def scan_arbitrage(limit: int = Query(10, le=20)):
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"""Scan popular tokens for arbitrage opportunities."""
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popular = ["ETH", "USDC", "USDT", "MATIC", "ARB", "OP", "LINK", "UNI", "AAVE", "SNX", "CRV", "LDO"]
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results = []
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for symbol in popular[:limit]:
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opps = await find_arbitrage(symbol, min_profit_pct=0.3)
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if opps.get("opportunities"):
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results.append(opps)
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results.sort(key=lambda r: r["max_spread_pct"], reverse=True)
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return {"scanned": len(popular[:limit]), "found": len(results), "opportunities": results}
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