cow_amm_trades.py

import requests
from os import getenv
from dotenv import load_dotenv
from constants import (
    COW_AMM_ADDRESS,
    COW_SETTLEMENT_CONTRACT,
    TOKEN1,
    TOKEN2,
    ORIGINAL_TOKEN2_TRANSFER,
    ORIGINAL_TOKEN1_TRANSFER,
    ORIGINAL_BLOCK,
    ORIGINAL_TIME,
    API_KEY,
    SCAN,
    END_BLOCK
)


def compute_cow_amm_trades():
    """
    To describe how the reserves of the AMM evolve over time, we will use a list, where each
    entry is dictionary {"TOKEN1": x, "TOKEN2": y, "block": b, "time": t}  which describes the ETH
    reserves (x) and the COW reserves (y) at the end of block b (meaning that the AMM traded at
    block b) and time t (timestamp in seconds).
    """

    AMM_states = []

    # INITIALIZATION
    AMM_states.append(
        {
            TOKEN1 : ORIGINAL_TOKEN1_TRANSFER,
            TOKEN2 : ORIGINAL_TOKEN2_TRANSFER,
            "block": ORIGINAL_BLOCK,
            "time": ORIGINAL_TIME,
        }
    )

    load_dotenv()
    SCAN_API_KEY = getenv(API_KEY)
    ### main loop going over all transfers

    start_block = ORIGINAL_BLOCK + 1
    i = 1
    while True:
        url = (
            "https://api."
            + SCAN
            +".io/api?module=account&action=tokentx&address="
            + COW_AMM_ADDRESS
            + "&startblock="
            + str(start_block)
            + "&endblock="
            + str(END_BLOCK)
            +"&sort=asc"
            + "&page="
            + str(i)
            + "&offset=1000&apikey="
            + SCAN_API_KEY
        )
        
        res = requests.get(url)

        if res.ok:
            resp = res.json()["result"]
            if len(resp) == 0:
                break
            
            for a in resp:
                if int(a["blockNumber"]) != int(AMM_states[-1]["block"]):
                    AMM_states.append(
                        {
                            TOKEN1 : AMM_states[-1][TOKEN1],
                            TOKEN2 : AMM_states[-1][TOKEN2],
                            "block": int(a["blockNumber"]),
                            "time": int(a["timeStamp"]),
                        })
                sign_a = 1
                if int(a["from"],16) == int(COW_SETTLEMENT_CONTRACT,16):
                    sign_a = 1
                if int(a["to"],16) == int(COW_SETTLEMENT_CONTRACT,16):
                    sign_a = -1
                AMM_states[-1][a["tokenSymbol"]] += sign_a * int(a["value"])

            #We're not considering the liquidity injection to the pool
            
        i = i + 1
    #AMM_states.append(new_state)
    return AMM_states[:-1]