peyha/dex-slippage-evaluator

On-chain DEX slippage evaluator

for Morpho Blue

Description

Compute for a given Morpho Blue market (collateral token, loan token and LLTV) the maximum amount of token which can be used to make a borrower at LTV=LLTV creates bad debt through on-chain slippage.

Requirements

• You should set a Node Provider URL in your $RPC_URL environment variable. This RPC_URL should handle the specified chain. On base, the public RPC is https://mainnet.base.org

export RPC_URL=<Provider_URL>

• You should set a 1Inch Dev API Key in your $ONEINCH_API_KEY environment variable

export ONEINCH_API_KEY=<API_KEY>

• You should install the required modules from requirements.txt

pip -r install requirements.txt

• You should have Python > 3.8

How to run

python predict_slippage.py <collateral_token_address> <loan_token_address> <lltv> [base|ethereum]

Example

On mainnet

python predict_slippage.py 0x7f39C581F595B53c5cb19bD0b3f8dA6c935E2Ca0 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2 0.95

Sorry I am a bit slow to load, please wait one or two minutes

Amount to cause 3.5532994923857752% slippage on wstETH/WETH:

 67.0K wstETH = 194.0M USD

On Base

''' python predict_slippage.py 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452 0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913 0.95 base

Sorry I am a bit slow to load, please wait one or two minutes

Amount to cause 3.5532994923857752% slippage on wstETH/USDC:

126.70776811077683 wstETH = 436.1K USD '''