kdb+ adapted for usage on Ethereum/EVM Chains
This code is no longer in usage at Manifold Finance, which is why we have open sourced it.
Warning
mortals require instructions, you have been warned.
These libraries are required
https://github.com/manifoldfinance/qBigInt
https://github.com/manifoldfinance/qQuarticRoots
https://github.com/manifoldfinance/qAbiEncode
Will start 4 processes.
q realtime db for user balances.
subscribe to all lender events to update db balances.
query snapshot of every user balance (will take a long time to complete but liquidations can still occur in the background).
scan for unstable health and try to liquidate (prompt will appear for unlocking your accounts).
logs folder will hold log info.
To view live user balances and health: http://localhost:5010.
Jupyter Notebook for Sushiswap/Uniswap Liquidity and Market Depth
From https://code.kx.com/q4m3/14_Introduction_to_Kdb+/1481-the-environment-variables,
set QHOME to the location of q.k.
To pass in a license, invoke q with QLIC set to the directory in which
kc.lic is located.
Other .q (or .k) files are loaded with \l path/to/file.
.so files are loaded by defining their name/path when defining the function:
https://docs.flashbots.net/flashbots-auction/overview
Notes on the current state of flashbots docs with relevance to assumptions of bundle process.
const blockNumber = await provider.getBlockNumber()
const minTimestamp = (await provider.getBlock(blockNumber)).timestamp
const maxTimestamp = minTimestamp + 120
const signedBundle = flashbotsProvider.signBundle(
[
{
signedTransaction: SIGNED_ORACLE_UPDATE_FROM_PENDING_POOL // serialized signed transaction hex
},
{
signer: wallet, // ethers signer
transaction: transaction // ethers populated transaction object
}
])
const bundleReceipt = await flashbotsProvider.sendRawBundle(
signedBundle, // bundle we signed above
targetBlockNumber, // block number at which this bundle is valid
{
minTimestamp, // optional minimum timestamp at which this bundle is valid (inclusive)
maxTimestamp, // optional maximum timestamp at which this bundle is valid (inclusive)
revertingTxHashes: [tx1, tx2] // optional list of transaction hashes allowed to revert. Without specifying here, any revert invalidates the entire bundle.
}
)
)https://docs.flashbots.net/flashbots-auction/searchers/advanced/coinbase-payment
To include as last action of smart contract
block.coinbase.transfer(AMOUNT_TO_TRANSFER)
Edge case to deal with sending to a miner contract
block.coinbase.call{value: _ethAmountToCoinbase}(new bytes(0));subject to reentrancy attacks
https://docs.flashbots.net/flashbots-auction/searchers/advanced/bundle-#
Conflicting bundles received by flashbots are ordered by the following formula:
https://docs.flashbots.net/flashbots-auction/miners/mev-geth-spec/v04
Bundles must have a target blockNumber and a priorityFeePerGas >= 1 Gwei.
https://docs.flashbots.net/flashbots-auction/miners/mev-geth-spec/v04
"When constructing a block the node should reject any bundle or megabundle that has a reverting transaction unless its hash is included in the RevertingTxHashes list of the bundle"
https://docs-staging.flashbots.net/flashbots-auction/searchers/advanced/troubleshooting
- Transaction failure (ANY within the bundle)
- Incentives (gas price/coinbase transfers) not high enough to offset value of block space
Simulate bundle:
const signedTransactions = await flashbotsProvider.signBundle(transactionBundle)
const simulation = await flashbotsProvider.simulate(signedTransactions, targetBlockNumber, targetBlockNumber + 1)
console.log(JSON.stringify(simulation, null, 2))- Competitors paying more
Get conflicting bundles for a prior block:
const signedTransactions = await flashbotsProvider.signBundle(transactionBundle)
console.log(await flashbotsProvider.getConflictingBundle(
signedTransactions,
13140328 // blockNumber
))- Bundle received too late to appear in target block
Get submission time data and compare to block time:
console.log(
await flashbotsProvider.getBundleStats("0x123456789abcdef123456789abcdef123456789abcdef123456789abcdef1234", 13509887)
)This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0. If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/.