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* Add Arb checktx filter, to raise gas * Add config params for min fee for arbitrage tx * Small improvements, add changelog * Fix bug in swap_msg logic
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,42 @@ | ||
| package types | ||
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| type LiquidityChangeType int | ||
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| const ( | ||
| AddLiquidity LiquidityChangeType = iota | ||
| RemoveLiquidity | ||
| ) | ||
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| // LiquidityChangeMsg defines a simple interface for determining if an LP msg | ||
| // is removing or adding liquidity. | ||
| type LiquidityChangeMsg interface { | ||
| LiquidityChangeType() LiquidityChangeType | ||
| } | ||
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| var _ LiquidityChangeMsg = MsgExitPool{} | ||
| var _ LiquidityChangeMsg = MsgExitSwapShareAmountIn{} | ||
| var _ LiquidityChangeMsg = MsgExitSwapExternAmountOut{} | ||
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| var _ LiquidityChangeMsg = MsgJoinPool{} | ||
| var _ LiquidityChangeMsg = MsgJoinSwapExternAmountIn{} | ||
| var _ LiquidityChangeMsg = MsgJoinSwapShareAmountOut{} | ||
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| func (msg MsgExitPool) LiquidityChangeType() LiquidityChangeType { | ||
| return RemoveLiquidity | ||
| } | ||
| func (msg MsgExitSwapShareAmountIn) LiquidityChangeType() LiquidityChangeType { | ||
| return RemoveLiquidity | ||
| } | ||
| func (msg MsgExitSwapExternAmountOut) LiquidityChangeType() LiquidityChangeType { | ||
| return RemoveLiquidity | ||
| } | ||
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| func (msg MsgJoinPool) LiquidityChangeType() LiquidityChangeType { | ||
| return AddLiquidity | ||
| } | ||
| func (msg MsgJoinSwapExternAmountIn) LiquidityChangeType() LiquidityChangeType { | ||
| return AddLiquidity | ||
| } | ||
| func (msg MsgJoinSwapShareAmountOut) LiquidityChangeType() LiquidityChangeType { | ||
| return AddLiquidity | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,42 @@ | ||
| package types | ||
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| // SwapMsg defines a simple interface for getting the token denoms on a swap message route. | ||
| type SwapMsgRoute interface { | ||
| TokenInDenom() string | ||
| TokenOutDenom() string | ||
| TokenDenomsOnPath() []string | ||
| } | ||
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| var _ SwapMsgRoute = MsgSwapExactAmountOut{} | ||
| var _ SwapMsgRoute = MsgSwapExactAmountIn{} | ||
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| func (msg MsgSwapExactAmountOut) TokenInDenom() string { | ||
| return msg.Routes[0].GetTokenInDenom() | ||
| } | ||
| func (msg MsgSwapExactAmountOut) TokenOutDenom() string { | ||
| return msg.TokenOut.Denom | ||
| } | ||
| func (msg MsgSwapExactAmountOut) TokenDenomsOnPath() []string { | ||
| denoms := make([]string, 0, len(msg.Routes)+1) | ||
| for i := 0; i < len(msg.Routes); i++ { | ||
| denoms = append(denoms, msg.Routes[i].TokenInDenom) | ||
| } | ||
| denoms = append(denoms, msg.TokenOutDenom()) | ||
| return denoms | ||
| } | ||
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| func (msg MsgSwapExactAmountIn) TokenInDenom() string { | ||
| return msg.TokenIn.Denom | ||
| } | ||
| func (msg MsgSwapExactAmountIn) TokenOutDenom() string { | ||
| lastRouteIndex := len(msg.Routes) - 1 | ||
| return msg.Routes[lastRouteIndex].GetTokenOutDenom() | ||
| } | ||
| func (msg MsgSwapExactAmountIn) TokenDenomsOnPath() []string { | ||
| denoms := make([]string, 0, len(msg.Routes)+1) | ||
| denoms = append(denoms, msg.TokenInDenom()) | ||
| for i := 0; i < len(msg.Routes); i++ { | ||
| denoms = append(denoms, msg.Routes[i].TokenOutDenom) | ||
| } | ||
| return denoms | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,5 @@ | ||
| # TXfee filters | ||
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| See https://github.com/osmosis-labs/osmosis/issues/738 | ||
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| Want to move towards that, right now this is a stepping stone for that. We currently define a filter for recognizing if a tx is an arb transaction, and if so raising its gas price accordingly. |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,51 @@ | ||
| package txfee_filters | ||
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| import ( | ||
| sdk "github.com/cosmos/cosmos-sdk/types" | ||
| gammtypes "github.com/osmosis-labs/osmosis/x/gamm/types" | ||
| ) | ||
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| // We check if a tx is an arbitrage for the mempool right now by seeing: | ||
| // 1) does start token of a msg = final token of msg (definitionally correct) | ||
| // 2) does it have multiple swap messages, with different tx ins. If so, we assume its an arb. | ||
| // - This has false positives, but is intended to avoid the obvious solution of splitting | ||
| // an arb into multiple messages. | ||
| // 3) We record all denoms seen across all swaps, and see if any duplicates. (TODO) | ||
| // 4) Contains both JoinPool and ExitPool messages in one tx. | ||
| // - Has some false positives, but they seem relatively contrived. | ||
| // TODO: Move the first component to a future router module | ||
| func IsArbTxLoose(tx sdk.Tx) bool { | ||
| msgs := tx.GetMsgs() | ||
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| swapInDenom := "" | ||
| lpTypesSeen := make(map[gammtypes.LiquidityChangeType]bool, 2) | ||
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| for _, m := range msgs { | ||
| // (4) Check that the tx doesn't have both JoinPool & ExitPool msgs | ||
| lpMsg, isLpMsg := m.(gammtypes.LiquidityChangeMsg) | ||
| if isLpMsg { | ||
| lpTypesSeen[lpMsg.LiquidityChangeType()] = true | ||
| if len(lpTypesSeen) > 1 { | ||
| return true | ||
| } | ||
| } | ||
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| swapMsg, isSwapMsg := m.(gammtypes.SwapMsgRoute) | ||
| if !isSwapMsg { | ||
| continue | ||
| } | ||
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| // (1) Check that swap denom in != swap denom out | ||
| if swapMsg.TokenInDenom() == swapMsg.TokenOutDenom() { | ||
| return true | ||
| } | ||
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| // (2) | ||
| if swapInDenom != "" && swapMsg.TokenInDenom() != swapInDenom { | ||
| return true | ||
| } | ||
| swapInDenom = swapMsg.TokenInDenom() | ||
| } | ||
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| return false | ||
| } |