refactor: support multiple concurrent arb pairs & SQS API key

README.md

@@ -10,6 +10,7 @@ Create a `.env` file with the following content:
 ```bash
 GRPC_ADDRESS=http://localhost:26657
 OSMOSIS_ACCOUNT_KEY=your_key_here
+SQS_OSMOSIS_API_KEY=your_key_here
 ```
 
 ```

go.mod

@@ -187,6 +187,7 @@ require (
 	go.opentelemetry.io/otel v1.24.0 // indirect
 	go.opentelemetry.io/otel/metric v1.24.0 // indirect
 	go.opentelemetry.io/otel/trace v1.24.0 // indirect
+	go.uber.org/atomic v1.11.0 // indirect
 	go.uber.org/multierr v1.11.0 // indirect
 	golang.org/x/crypto v0.23.0 // indirect
 	golang.org/x/exp v0.0.0-20240506185415-9bf2ced13842 // indirect

go.sum

@@ -1776,6 +1776,8 @@ go.uber.org/atomic v1.3.2/go.mod h1:gD2HeocX3+yG+ygLZcrzQJaqmWj9AIm7n08wl/qW/PE=
 go.uber.org/atomic v1.4.0/go.mod h1:gD2HeocX3+yG+ygLZcrzQJaqmWj9AIm7n08wl/qW/PE=
 go.uber.org/atomic v1.5.0/go.mod h1:sABNBOSYdrvTF6hTgEIbc7YasKWGhgEQZyfxyTvoXHQ=
 go.uber.org/atomic v1.7.0/go.mod h1:fEN4uk6kAWBTFdckzkM89CLk9XfWZrxpCo0nPH17wJc=
+go.uber.org/atomic v1.11.0 h1:ZvwS0R+56ePWxUNi+Atn9dWONBPp/AUETXlHW0DxSjE=
+go.uber.org/atomic v1.11.0/go.mod h1:LUxbIzbOniOlMKjJjyPfpl4v+PKK2cNJn91OQbhoJI0=
 go.uber.org/goleak v1.1.10/go.mod h1:8a7PlsEVH3e/a/GLqe5IIrQx6GzcnRmZEufDUTk4A7A=
 go.uber.org/mock v0.2.0 h1:TaP3xedm7JaAgScZO7tlvlKrqT0p7I6OsdGB5YNSMDU=
 go.uber.org/mock v0.2.0/go.mod h1:J0y0rp9L3xiff1+ZBfKxlC1fz2+aO16tw0tsDOixfuM=

main.go

@@ -8,6 +8,7 @@ import (
 	"github.com/joho/godotenv"
 
 	"github.com/osmosis-labs/arb-bot/src"
+	"github.com/osmosis-labs/arb-bot/src/domain"
 )
 
 func main() {
@@ -22,21 +23,44 @@ func main() {
 		fmt.Println(err)
 	}
 
+	pairs := []domain.OsmoBinanceArbPairMetadata{
+		{
+			BaseChainDenom:    "ibc/27394FB092D2ECCD56123C74F36E4C1F926001CEADA9CA97EA622B25F41E5EB2",
+			QuoteChainDenom:   "factory/osmo1em6xs47hd82806f5cxgyufguxrrc7l0aqx7nzzptjuqgswczk8csavdxek/alloyed/allUSDT",
+			ExponentBase:      6,
+			ExponentQuote:     6,
+			BinancePairTicker: "ATOMUSDT",
+			RiskFactor:        0.99,
+		},
+		{
+			BaseChainDenom:    "factory/osmo1z6r6qdknhgsc0zeracktgpcxf43j6sekq07nw8sxduc9lg0qjjlqfu25e3/alloyed/allBTC",
+			QuoteChainDenom:   "factory/osmo1em6xs47hd82806f5cxgyufguxrrc7l0aqx7nzzptjuqgswczk8csavdxek/alloyed/allUSDT",
+			ExponentBase:      8,
+			ExponentQuote:     6,
+			BinancePairTicker: "BTCUSDT",
+			RiskFactor:        0.99,
+		},
+	}
+
+	for _, pair := range pairs {
+		go runArbitrageCheck(seedConfig, pair)
+	}
+
+	// Keep the program running
+	select {}
+}
+
+func runArbitrageCheck(seedConfig src.SeedConfig, arbPairMetaData domain.OsmoBinanceArbPairMetadata) {
 	// Set up a ticker to run the function every minute
 	ticker := time.NewTicker(1 * time.Minute)
 	defer ticker.Stop()
 
 	for {
 		// Execute the function
-		err = runArbitrageCheck(seedConfig)
+		err := src.CheckArbitrage(seedConfig, arbPairMetaData)
 		fmt.Println(err)
 
 		// Wait for the next tick
 		<-ticker.C
 	}
 }
-
-func runArbitrageCheck(seedConfig src.SeedConfig) error {
-	err := src.CheckArbitrage(seedConfig)
-	return err
-}

src/arb.go

@@ -2,48 +2,62 @@ package src
 
 import (
 	"fmt"
+	"sync"
 	"time"
+
+	"github.com/osmosis-labs/arb-bot/src/domain"
+	"go.uber.org/atomic"
+)
+
+var (
+	arbitrageOpCount *atomic.Int64 = atomic.NewInt64(0)
+	arbLock          sync.Mutex
 )
 
-func CheckArbitrage(seedConfig SeedConfig) error {
+func CheckArbitrage(seedConfig SeedConfig, arbPairMetaData domain.OsmoBinanceArbPairMetadata) error {
+	// Note: this is for prints to look nice in console, we can optimize this in the future.
+	arbLock.Lock()
+	defer arbLock.Unlock()
+
 	time := getTime()
 	fmt.Println("=======Starting ARB in ", time, "=======")
 
-	btcBalance, usdtBalance, err := GetTotalBalance(seedConfig)
+	baseBalance, quoteBalance, err := GetTotalBalance(seedConfig, arbPairMetaData)
 	if err != nil {
 		return err
 	}
 
-	fmt.Println("Balance before arb is, btc: ", btcBalance, " usdt: ", usdtBalance)
+	fmt.Println("Balance before arb is, base: ", baseBalance, " quote: ", quoteBalance)
 
-	binanceBTCPrice, err := GetBinanceBTCToUSDTPrice()
+	binanceBasePrice, err := GetBinancePrice(arbPairMetaData.BinancePairTicker)
 	if err != nil {
-		return fmt.Errorf("error fetching Binance BTC price: %v", err)
+		return fmt.Errorf("error fetching Binance price: %v", err)
 	}
 
-	arbAmount, err := calculateArbAmount(btcBalance, usdtBalance, binanceBTCPrice)
+	arbAmount, err := calculateArbAmount(baseBalance, quoteBalance, binanceBasePrice)
 	if err != nil {
 		return err
 	}
-	fmt.Println("Binance BTC Price:", binanceBTCPrice)
+	fmt.Println("Binance base Price:", binanceBasePrice)
 
-	osmosisBTCPrice, route, err := GetOsmosisBTCToUSDCPriceAndRoute(arbAmount)
+	osmosisBTCPrice, route, err := GetOsmosisBTCToUSDCPriceAndRoute(arbAmount, arbPairMetaData.BaseChainDenom, arbPairMetaData.QuoteChainDenom, arbPairMetaData.ExponentBase, arbPairMetaData.ExponentQuote)
 	if err != nil {
-		return fmt.Errorf("error fetching Osmosis BTC price: %v", err)
+		return fmt.Errorf("error fetching Osmosis base price: %v", err)
 	}
 
 	fmt.Println("Osmosis BTC Price:", osmosisBTCPrice)
 
-	if binanceBTCPrice < osmosisBTCPrice*riskFactor {
-		fmt.Println("Arbitrage Opportunity: Buy BTC on Binance, Sell BTC on Osmosis")
+	if binanceBasePrice < osmosisBTCPrice*arbPairMetaData.RiskFactor {
 
-		_, route, err := GetOsmosisUSDCToBTCPriceAndRoute(arbAmount)
+		fmt.Println("Arbitrage Opportunity: Buy base on Binance, Sell base on Osmosis")
+
+		_, route, err := GetOsmosisUSDCToBTCPriceAndRoute(arbAmount, arbPairMetaData.BaseChainDenom, arbPairMetaData.QuoteChainDenom, arbPairMetaData.ExponentBase, arbPairMetaData.ExponentQuote)
 
 		if err != nil {
 			return err
 		}
 
-		err = SellOsmosisBTC(seedConfig, route, binanceBTCPrice)
+		err = SellOsmosisBase(seedConfig, arbPairMetaData.BaseChainDenom, route, binanceBasePrice)
 		if err != nil {
 			return err
 		}
@@ -53,17 +67,19 @@ func CheckArbitrage(seedConfig SeedConfig) error {
 			return err
 		}
 
-		btcBalance, usdtBalance, err := GetTotalBalance(seedConfig)
+		btcBalance, usdtBalance, err := GetTotalBalance(seedConfig, arbPairMetaData)
 		if err != nil {
 			return err
 		}
 
-		fmt.Println("Balance after arb is, btc: ", btcBalance, " usdt: ", usdtBalance)
+		fmt.Println("Balance after arb is, base: ", btcBalance, " quote: ", usdtBalance)
+
+		arbitrageOpCount.Add(1)
 
-	} else if binanceBTCPrice*riskFactor > osmosisBTCPrice {
-		fmt.Println("Arbitrage Opportunity: Sell BTC on Binance, Buy BTC on Osmosis")
+	} else if binanceBasePrice*arbPairMetaData.RiskFactor > osmosisBTCPrice {
+		fmt.Println("Arbitrage Opportunity: Sell base on Binance, Buy base on Osmosis")
 
-		err = BuyOsmosisBTC(seedConfig, route, binanceBTCPrice)
+		err = BuyOsmosisBase(seedConfig, arbPairMetaData.BaseChainDenom, route, binanceBasePrice)
 		if err != nil {
 			return err
 		}
@@ -73,17 +89,21 @@ func CheckArbitrage(seedConfig SeedConfig) error {
 			return err
 		}
 
-		btcBalance, usdtBalance, err := GetTotalBalance(seedConfig)
+		baseBalance, quoteBalance, err := GetTotalBalance(seedConfig, arbPairMetaData)
 		if err != nil {
 			return err
 		}
 
-		fmt.Println("Balance after arb is, btc: ", btcBalance, " usdt: ", usdtBalance)
+		fmt.Println("Balance after arb is, base: ", baseBalance, " quote: ", quoteBalance)
+
+		arbitrageOpCount.Add(1)
 
 	} else {
 		fmt.Println("No arb opportunity")
 	}
 
+	fmt.Println("arb count: ", arbitrageOpCount)
+
 	return nil
 }
 
@@ -104,13 +124,13 @@ func calculateArbAmount(btcBalance, usdtBalance, btcPrice float64) (float64, err
 	return arbAmount, nil
 }
 
-func GetTotalBalance(seedConfig SeedConfig) (float64, float64, error) {
+func GetTotalBalance(seedConfig SeedConfig, arbMetadata domain.OsmoBinanceArbPairMetadata) (float64, float64, error) {
 	binanceBTCBalance, binanceUSDTBalance, err := GetBinanceBTCUSDTBalance()
 	if err != nil {
 		return 0, 0, fmt.Errorf("error fetching Binance balance: %v", err)
 	}
 
-	osmosisBTCBalance, osmosisUSDTBalance, err := GetOsmosisBTCUSDTBalance(seedConfig)
+	osmosisBTCBalance, osmosisUSDTBalance, err := GetOsmosisBTCUSDTBalance(seedConfig, arbMetadata)
 	if err != nil {
 		return 0, 0, fmt.Errorf("error fetching Osmosis balance: %v", err)
 	}

src/binance.go

@@ -16,8 +16,8 @@ type BinanceResponse struct {
 	Price  string `json:"price"`
 }
 
-func GetBinanceBTCToUSDTPrice() (float64, error) {
-	url := fmt.Sprintf("https://api.binance.com/api/v3/ticker/price?symbol=%s", binanceBTCUSDTTicker)
+func GetBinancePrice(ticker string) (float64, error) {
+	url := fmt.Sprintf("https://api.binance.com/api/v3/ticker/price?symbol=%s", ticker)
 	resp, err := http.Get(url)
 	if err != nil {
 		return 0, fmt.Errorf("error fetching price from Binance: %v", err)
@@ -42,8 +42,8 @@ func GetBinanceBTCToUSDTPrice() (float64, error) {
 	return price, nil
 }
 
-func GetBinanceUSDCToBTCPrice() (float64, error) {
-	btcPrice, err := GetBinanceBTCToUSDTPrice()
+func GetBinanceInvertedPrice(ticker string) (float64, error) {
+	btcPrice, err := GetBinancePrice(ticker)
 	if err != nil {
 		return 0, err
 	}

src/constants.go

@@ -2,17 +2,5 @@ package src
 
 const (
 	osmosisQuoteAPI = "https://sqs.osmosis.zone/router/quote"
-	osmosisRouteAPI = "https://sqs.osmosis.zone/router/routes"
-
-	BTCDenom  = "factory/osmo1z0qrq605sjgcqpylfl4aa6s90x738j7m58wyatt0tdzflg2ha26q67k743/wbtc"
-	USDCDenom = "ibc/498A0751C798A0D9A389AA3691123DADA57DAA4FE165D5C75894505B876BA6E4"
-	BidDenom  = "stake"
-
-	binanceBTCUSDTTicker = "BTCUSDT"
-
-	defaultArbAmt = 0.0001
-	riskFactor    = 0.98
-
-	osmosisWBTCExponent = 8
-	osmosisUSDCExponent = 6
+	BidDenom        = "uosmo"
 )

src/domain/arb_pair_metadata.go

@@ -0,0 +1,13 @@
+package domain
+
+// OsmoBinanceArbPairMetadata is a struct that holds the metadata for a pair of tokens that we want to arbitrage between
+type OsmoBinanceArbPairMetadata struct {
+	BaseChainDenom  string
+	QuoteChainDenom string
+	ExponentBase    int
+	ExponentQuote   int
+
+	BinancePairTicker string
+
+	RiskFactor float64
+}