5bb78bd9be
- Create project structure with FastAPI - Add database models for blocks, transactions, arbitrages, pools, and DEXes - Implement Solana RPC client for fetching blockchain data - Create arbitrage detection algorithm - Implement comprehensive API endpoints for analytics - Set up database migrations with Alembic - Add detailed project documentation generated with BackendIM... (backend.im) Co-Authored-By: Claude <noreply@anthropic.com>
64 lines
3.0 KiB
Python
64 lines
3.0 KiB
Python
from datetime import datetime
|
|
from sqlalchemy import (
|
|
Column, Integer, String, DateTime, Float,
|
|
BigInteger, ForeignKey, JSON, Boolean, Text
|
|
)
|
|
from sqlalchemy.orm import relationship
|
|
|
|
from app.db.base_class import Base
|
|
|
|
|
|
class Arbitrage(Base):
|
|
"""Arbitrage transaction model."""
|
|
|
|
id = Column(Integer, primary_key=True, index=True)
|
|
transaction_id = Column(Integer, ForeignKey("transaction.id"), nullable=False)
|
|
initiator_address = Column(String, index=True, nullable=False)
|
|
start_token_address = Column(String, index=True, nullable=False)
|
|
start_token_symbol = Column(String, nullable=True)
|
|
start_amount = Column(Float, nullable=False)
|
|
end_amount = Column(Float, nullable=False)
|
|
profit_amount = Column(Float, nullable=False) # end_amount - start_amount
|
|
profit_percentage = Column(Float, nullable=False) # (end_amount - start_amount) / start_amount * 100
|
|
success = Column(Boolean, nullable=False, default=False)
|
|
failure_reason = Column(Text, nullable=True)
|
|
gas_cost = Column(Float, nullable=True) # Estimated gas cost in SOL
|
|
net_profit = Column(Float, nullable=True) # profit_amount - gas_cost
|
|
legs_count = Column(Integer, nullable=False, default=0)
|
|
route_description = Column(Text, nullable=True) # Human-readable route
|
|
included_dexes = Column(JSON, nullable=True) # List of DEX names involved
|
|
created_at = Column(DateTime, default=datetime.utcnow, nullable=False)
|
|
|
|
# Relationships
|
|
transaction = relationship("Transaction", back_populates="arbitrages")
|
|
legs = relationship("ArbitrageLeg", back_populates="arbitrage", cascade="all, delete-orphan")
|
|
|
|
def __repr__(self):
|
|
token = self.start_token_symbol or self.start_token_address[:8]
|
|
return f"<Arbitrage(token={token}, profit={self.profit_percentage:.2f}%)>"
|
|
|
|
|
|
class ArbitrageLeg(Base):
|
|
"""Individual hop/leg in an arbitrage path."""
|
|
|
|
id = Column(Integer, primary_key=True, index=True)
|
|
arbitrage_id = Column(Integer, ForeignKey("arbitrage.id"), nullable=False)
|
|
leg_index = Column(Integer, nullable=False) # Order in the arbitrage path
|
|
pool_id = Column(Integer, ForeignKey("pool.id"), nullable=False)
|
|
token_in_address = Column(String, index=True, nullable=False)
|
|
token_in_symbol = Column(String, nullable=True)
|
|
token_in_amount = Column(Float, nullable=False)
|
|
token_out_address = Column(String, index=True, nullable=False)
|
|
token_out_symbol = Column(String, nullable=True)
|
|
token_out_amount = Column(Float, nullable=False)
|
|
price_impact = Column(Float, nullable=True) # Price impact percentage
|
|
created_at = Column(DateTime, default=datetime.utcnow, nullable=False)
|
|
|
|
# Relationships
|
|
arbitrage = relationship("Arbitrage", back_populates="legs")
|
|
pool = relationship("Pool", back_populates="arbitrage_legs")
|
|
|
|
def __repr__(self):
|
|
in_token = self.token_in_symbol or self.token_in_address[:8]
|
|
out_token = self.token_out_symbol or self.token_out_address[:8]
|
|
return f"<ArbitrageLeg(index={self.leg_index}, swap={in_token}->{out_token})>" |