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": []
}