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 priceLow
- 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 protocolpool_address
- the address of the poolpool_name
- the name of the poolexcepted_price
- the forecasted pricereal_price
- real price in the Swap eventtx_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": []
}