Merge pull request #1 from cowprotocol/imbalances_v1

raw token imbalances v1

.env.sample

@@ -0,0 +1,12 @@
+# .env.sample
+
+# URLs for DB connection
+ETHEREUM_DB_URL=
+GNOSIS_DB_URL=
+
+# URLs for Node provider connection
+ETHEREUM_NODE_URL=
+GNOSIS_NODE_URL=
+
+# optional
+INFURA_KEY=infura_key_here

.gitignore

@@ -0,0 +1,4 @@
+.env
+__pycache__
+.pytest_cache
+src/tempCodeRunnerFile.py

README.md

@@ -1 +1,17 @@
-# token-imbalances
+# token-imbalances
+
+This script is to calculate the raw token imbalances before and after a settlement.
+
+
+**Install requirements from root directory:**
+```bash
+pip install -r requirements.txt
+```
+
+**Environment Variables**: Make sure the `.env` file is correctly set up locally. You can use the `.env.sample` file as reference.
+
+**From the root directory, run:**
+
+```bash
+python -m src.daemon
+```

contracts/erc20_abi.py

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+erc20_abi = [
+  {
+    "constant": True,
+    "inputs": [],
+    "name": "name",
+    "outputs": [
+      {
+        "name": "",
+        "type": "string"
+      }
+    ],
+    "payable": False,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "constant": False,
+    "inputs": [
+      {
+        "name": "_spender",
+        "type": "address"
+      },
+      {
+        "name": "_value",
+        "type": "uint256"
+      }
+    ],
+    "name": "approve",
+    "outputs": [
+      {
+        "name": "",
+        "type": "bool"
+      }
+    ],
+    "payable": False,
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "constant": True,
+    "inputs": [],
+    "name": "totalSupply",
+    "outputs": [
+      {
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "payable": False,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "constant": False,
+    "inputs": [
+      {
+        "name": "_from",
+        "type": "address"
+      },
+      {
+        "name": "_to",
+        "type": "address"
+      },
+      {
+        "name": "_value",
+        "type": "uint256"
+      }
+    ],
+    "name": "transferFrom",
+    "outputs": [
+      {
+        "name": "",
+        "type": "bool"
+      }
+    ],
+    "payable": False,
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "constant": True,
+    "inputs": [],
+    "name": "decimals",
+    "outputs": [
+      {
+        "name": "",
+        "type": "uint8"
+      }
+    ],
+    "payable": False,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "constant": True,
+    "inputs": [
+      {
+        "name": "_owner",
+        "type": "address"
+      }
+    ],
+    "name": "balanceOf",
+    "outputs": [
+      {
+        "name": "balance",
+        "type": "uint256"
+      }
+    ],
+    "payable": False,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "constant": True,
+    "inputs": [],
+    "name": "symbol",
+    "outputs": [
+      {
+        "name": "",
+        "type": "string"
+      }
+    ],
+    "payable": False,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "constant": False,
+    "inputs": [
+      {
+        "name": "_to",
+        "type": "address"
+      },
+      {
+        "name": "_value",
+        "type": "uint256"
+      }
+    ],
+    "name": "transfer",
+    "outputs": [
+      {
+        "name": "",
+        "type": "bool"
+      }
+    ],
+    "payable": False,
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "constant": True,
+    "inputs": [
+      {
+        "name": "_owner",
+        "type": "address"
+      },
+      {
+        "name": "_spender",
+        "type": "address"
+      }
+    ],
+    "name": "allowance",
+    "outputs": [
+      {
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "payable": False,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "payable": True,
+    "stateMutability": "payable",
+    "type": "fallback"
+  },
+  {
+    "anonymous": False,
+    "inputs": [
+      {
+        "indexed": True,
+        "name": "owner",
+        "type": "address"
+      },
+      {
+        "indexed": True,
+        "name": "spender",
+        "type": "address"
+      },
+      {
+        "indexed": False,
+        "name": "value",
+        "type": "uint256"
+      }
+    ],
+    "name": "Approval",
+    "type": "event"
+  },
+  {
+    "anonymous": False,
+    "inputs": [
+      {
+        "indexed": True,
+        "name": "from",
+        "type": "address"
+      },
+      {
+        "indexed": True,
+        "name": "to",
+        "type": "address"
+      },
+      {
+        "indexed": False,
+        "name": "value",
+        "type": "uint256"
+      }
+    ],
+    "name": "Transfer",
+    "type": "event"
+  }
+]

requirements.txt

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+web3==6.0.0
+pandas==2.2.1
+SQLAlchemy==2.0.28
+psycopg2==2.9.9
+python-dotenv==1.0.0

src/balanceof_imbalances.py

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+import sys
+import os
+# for debugging purposes 
+sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
+
+from web3 import Web3
+from typing import Dict, Optional, Set
+from src.config import ETHEREUM_NODE_URL
+from src.constants import SETTLEMENT_CONTRACT_ADDRESS, NATIVE_ETH_TOKEN_ADDRESS
+from contracts.erc20_abi import erc20_abi
+
+# conducting sanity test only for ethereum mainnet transactions
+
+class BalanceOfImbalances:
+    def __init__(self, ETHEREUM_NODE_URL: str):
+        self.web3 = Web3(Web3.HTTPProvider(ETHEREUM_NODE_URL))
+
+    def get_token_balance(self, token_address: str, account: str, block_identifier: int) -> Optional[int]:
+        """ Retrieve the ERC-20 token balance of an account at a given block. """
+        token_contract = self.web3.eth.contract(address=token_address, abi=erc20_abi)
+        try:
+            return token_contract.functions.balanceOf(account).call(block_identifier=block_identifier)
+        except Exception as e:
+            print(f"Error fetching balance for token {token_address}: {e}")
+            return None
+
+    def get_eth_balance(self, account: str, block_identifier: int) -> Optional[int]:
+        """Get the ETH balance for a given account and block number."""
+        try:
+            return self.web3.eth.get_balance(account, block_identifier=block_identifier)
+        except Exception as e:
+            print(f"Error fetching ETH balance: {e}")
+            return None
+
+    def extract_token_addresses(self, tx_receipt: Dict) -> Set[str]:
+        """Extract unique token addresses from 'Transfer' events in a transaction receipt."""
+        token_addresses = set()
+        transfer_topics = {
+            self.web3.keccak(text="Transfer(address,address,uint256)").hex(),
+            self.web3.keccak(text="ERC20Transfer(address,address,uint256)").hex(),
+            self.web3.keccak(text="Withdrawal(address,uint256)").hex()
+        }
+        for log in tx_receipt['logs']:
+            if log['topics'][0].hex() in transfer_topics:
+                token_addresses.add(log['address'])
+        return token_addresses
+
+    def get_transaction_receipt(self, tx_hash: str) -> Optional[Dict]:
+        """Fetch the transaction receipt for the given hash."""
+        try:
+            return self.web3.eth.get_transaction_receipt(tx_hash)
+        except Exception as e:
+            print(f"Error fetching transaction receipt for hash {tx_hash}: {e}")
+            return None
+
+    def get_balances(self, token_addresses: Set[str], block_number: int) -> Dict[str, Optional[int]]:
+        """Get balances for all tokens at the given block number."""
+        balances = {}
+        balances[NATIVE_ETH_TOKEN_ADDRESS] = self.get_eth_balance(SETTLEMENT_CONTRACT_ADDRESS, block_number)
+
+        for token_address in token_addresses:
+            balances[token_address] = self.get_token_balance(token_address, SETTLEMENT_CONTRACT_ADDRESS, block_number)
+
+        return balances
+
+    def calculate_imbalances(self, prev_balances: Dict[str, Optional[int]], final_balances: Dict[str, Optional[int]]) -> Dict[str, int]:
+        """Calculate imbalances between previous and final balances."""
+        imbalances = {}
+        for token_address in prev_balances:
+            if prev_balances[token_address] is not None and final_balances[token_address] is not None:
+                imbalance = final_balances[token_address] - prev_balances[token_address]
+                imbalances[token_address] = imbalance
+        return imbalances
+
+    def compute_imbalances(self, tx_hash: str) -> Dict[str, int]:
+        """Compute token imbalances before and after a transaction."""
+        tx_receipt = self.get_transaction_receipt(tx_hash)
+        if tx_receipt is None:
+            return {}
+
+        token_addresses = self.extract_token_addresses(tx_receipt)
+        if not token_addresses:
+            print("No tokens involved in this transaction.")
+            return {}
+
+        prev_block = tx_receipt['blockNumber'] - 1
+        final_block = tx_receipt['blockNumber']
+
+        prev_balances = self.get_balances(token_addresses, prev_block)
+        final_balances = self.get_balances(token_addresses, final_block)
+
+        return self.calculate_imbalances(prev_balances, final_balances)
+
+def main():
+    tx_hash = input("Enter transaction hash: ")
+    bo = BalanceOfImbalances(ETHEREUM_NODE_URL)
+    imbalances = bo.compute_imbalances(tx_hash)
+    print("Token Imbalances:")
+    for token_address, imbalance in imbalances.items():
+        print(f"Token: {token_address}, Imbalance: {imbalance}")
+
+if __name__ == "__main__":
+    main()

src/config.py

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+import os
+from dotenv import load_dotenv
+
+load_dotenv()
+ETHEREUM_NODE_URL = os.getenv('ETHEREUM_NODE_URL')
+GNOSIS_NODE_URL = os.getenv('GNOSIS_NODE_URL')
+
+CHAIN_RPC_ENDPOINTS = {
+    'Ethereum': ETHEREUM_NODE_URL,
+    'Gnosis': GNOSIS_NODE_URL
+}
+
+CHAIN_SLEEP_TIMES = {
+    'Ethereum': 60,
+    'Gnosis': 120
+}

src/constants.py

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+from web3 import Web3
+
+SETTLEMENT_CONTRACT_ADDRESS = Web3.to_checksum_address('0x9008D19f58AAbD9eD0D60971565AA8510560ab41')
+NATIVE_ETH_TOKEN_ADDRESS = Web3.to_checksum_address('0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee')
+WETH_TOKEN_ADDRESS = Web3.to_checksum_address('0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2')
+SDAI_TOKEN_ADDRESS = Web3.to_checksum_address('0x83F20F44975D03b1b09e64809B757c47f942BEeA')