Smart Price Changes Agent

Description

This agent monitors any critical price changes for all trading pools for all protocols that support the pool's Uniswap-like ABI (at least 500+ pools on one Ethereum network). The price in each pool is analyzed separately using machine learning, namely the Prophet library. All information is stored in a local asynchronous database, which ensures the reliability of information storage in case of unexpected node failures.

Features

Fully asynchronous local database
Bot is stable after the sudden restart
Prices are analyzed for each protocol separately
Works for all pools with Uniswap-like ABI for all protocols in all networks

Chains

Full support
- Ethereum
- Polygon - should work but requires more tests
- Avalanche - should work but requires more tests
- Fantom - should work but requires more tests
- BSC - should work but requires more tests
- Optimism - should work but requires more tests
- Arbitrum - should work but requires more tests

Settings

You can specify your own settings in the src/config.py:

test_mode = False  # The mode when the bot uses test database
debug_logs_enabled = False  # Print the debug logs
history_capacity = 6300 * 4  # The amount of blocks to store in the database
minimal_capacity_to_forecast = 100  # The minimal amount of the blocks to start forecasting
critical_enable = True  # Enables critical alerts
high_enable = False  # Enables high alerts
medium_enable = False  # Enables medium alerts
low_enable = False  # Enables low alerts

Alerts

SMART-PRICE-CHANGES
- Fired when the token price is very different from the forecasted value
- Severity depends on how higher it is:
  - Critical - abs(token price - forecasted price) > 2 * (forecasted upper price - forecasted lower price)
  - High - abs(token price - forecasted fee) > 1.5 * (forecasted upper price - forecasted lower price)
  - Medium - abs(token price - forecasted fee) > forecasted upper price - forecasted lower price
  - Low - token price > forecasted price upper or token price < forecasted price lower
- Type is always set to "Suspicious"
- Metadata contains:
  - protocol_address - the address of the protocol
  - pool_address - the address of the pool
  - pool_name - the name of the pool
  - excepted_price - the forecasted price
  - real_price - real price in the Swap event
  - tx_hash - the hash of the transaction

Tests

Tests and test data use database preset test/database_presets/test_14442765-14489802.db that contains real collected data. It should be moved to ./test.db e.g.

cp ./test/database_presets/test.db ./test.db

There are 4 tests that should pass:

test_returns_zero_finding_if_the_price_change_is_small()
test_returns_critical_findings_if_the_price_is_very_big()
test_returns_critical_findings_if_the_price_is_very_low()
test_for_price_and_pool_returns_zero_or_one_finding_depending_on_the_seasonality()

Test Data

Example of the alert:

1 findings for transaction 0xbfc18c36a4ee0d3f052c1d4a91ee9af03b3a72086f0f5f9516b94b8bda848688 {
  "name": "Critical Shina Inu/Wrapped Ether Price Changes in Uniswap",
  "description": "Price changes Shina Inu/Wrapped Ether in Uniswap is critically higher than excepted!",
  "alertId": "SMART-PRICE-CHANGES",
  "protocol": "ethereum",
  "severity": "Critical",
  "type": "Suspicious",
  "metadata": {
    "protocol_address": "0x68b3465833fb72a70ecdf485e0e4c7bd8665fc45",
    "pool_address": "0x959c7d5706ac0b5a29f506a1019ba7f2a1c70c70",
    "pool_name": "Shina Inu/Wrapped Ether",
    "excepted_price": 2194735087,
    "real_price": 3236835676.966687,
    "tx_hash": "0xbfc18c36a4ee0d3f052c1d4a91ee9af03b3a72086f0f5f9516b94b8bda848688"
  },
  "addresses": []
}

venglov/Smart-Price-Changes-Agent