tomoon | 一个币种从选择到投入生产全过程

这里介绍了，量化系统中，从选取一个 coin 到正式跑量化的过程。

目前，程序跑的是 bsc 网络，只对接 pancakeswap 。

找 coin

找 coin 属性应该满足如下条件

属于 bsc 网络的
cex 和 dex 的名称
cex 的 pair
cex 合约地址以及精度信息
- 相关的合约地址，可以到下面的网址中查
- coinmarketcap

ps: 2022-3-20

我将上述操作的全部合集代码放在了下面的博文中

ganache | 简介

查看 coin 在 cex 的情况

一定要看提币手续费！！！
一定要看提币手续费！！！
一定要看提币手续费！！！

其中一个币的提币手续费竟然到了 60U 。千万不要懒！！！

查看 coin 是否满足条件

目前，量化只支持

swapExactTokensForTokens

所以，一旦链上信息存在 FeeOnTransferTokens 的函数，就要放弃了。

另外，即便是 swapExactTokensForTokens ，还需要查看这个 coin 是否燃烧等条件。

所有的信息，都要从链上获得，我总结了一些币种，可以查看

tomoon ｜ bsc 的币种资料

下面的脚本代码，可以检测该币种是否支持 swapExactTokensForTokens。

"""
检测 swaptoken 是否可以
author: xiniu
"""
import time

from web3 import Web3

from config.contract import BSC_BUSD
from coin.coin import bsc

abi = """[{"inputs":[{"internalType":"address","name":"_factory","type":"address"},{"internalType":"address","name":"_WETH","type":"address"}],"stateMutability":"nonpayable","type":"constructor"},{"inputs":[],"name":"WETH","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"tokenA","type":"address"},{"internalType":"address","name":"tokenB","type":"address"},{"internalType":"uint256","name":"amountADesired","type":"uint256"},{"internalType":"uint256","name":"amountBDesired","type":"uint256"},{"internalType":"uint256","name":"amountAMin","type":"uint256"},{"internalType":"uint256","name":"amountBMin","type":"uint256"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"addLiquidity","outputs":[{"internalType":"uint256","name":"amountA","type":"uint256"},{"internalType":"uint256","name":"amountB","type":"uint256"},{"internalType":"uint256","name":"liquidity","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"amountTokenDesired","type":"uint256"},{"internalType":"uint256","name":"amountTokenMin","type":"uint256"},{"internalType":"uint256","name":"amountETHMin","type":"uint256"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"addLiquidityETH","outputs":[{"internalType":"uint256","name":"amountToken","type":"uint256"},{"internalType":"uint256","name":"amountETH","type":"uint256"},{"internalType":"uint256","name":"liquidity","type":"uint256"}],"stateMutability":"payable","type":"function"},{"inputs":[],"name":"factory","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"},{"internalType":"uint256","name":"reserveIn","type":"uint256"},{"internalType":"uint256","name":"reserveOut","type":"uint256"}],"name":"getAmountIn","outputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"}],"stateMutability":"pure","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"uint256","name":"reserveIn","type":"uint256"},{"internalType":"uint256","name":"reserveOut","type":"uint256"}],"name":"getAmountOut","outputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"}],"stateMutability":"pure","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"}],"name":"getAmountsIn","outputs":[{"internalType":"uint256[]","name":"amounts","type":"uint256[]"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"}],"name":"getAmountsOut","outputs":[{"internalType":"uint256[]","name":"amounts","type":"uint256[]"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountA","type":"uint256"},{"internalType":"uint256","name":"reserveA","type":"uint256"},{"internalType":"uint256","name":"reserveB","type":"uint256"}],"name":"quote","outputs":[{"internalType":"uint256","name":"amountB","type":"uint256"}],"stateMutability":"pure","type":"function"},{"inputs":[{"internalType":"address","name":"tokenA","type":"address"},{"internalType":"address","name":"tokenB","type":"address"},{"internalType":"uint256","name":"liquidity","type":"uint256"},{"internalType":"uint256","name":"amountAMin","type":"uint256"},{"internalType":"uint256","name":"amountBMin","type":"uint256"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"removeLiquidity","outputs":[{"internalType":"uint256","name":"amountA","type":"uint256"},{"internalType":"uint256","name":"amountB","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"liquidity","type":"uint256"},{"internalType":"uint256","name":"amountTokenMin","type":"uint256"},{"internalType":"uint256","name":"amountETHMin","type":"uint256"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"removeLiquidityETH","outputs":[{"internalType":"uint256","name":"amountToken","type":"uint256"},{"internalType":"uint256","name":"amountETH","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"liquidity","type":"uint256"},{"internalType":"uint256","name":"amountTokenMin","type":"uint256"},{"internalType":"uint256","name":"amountETHMin","type":"uint256"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"removeLiquidityETHSupportingFeeOnTransferTokens","outputs":[{"internalType":"uint256","name":"amountETH","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"liquidity","type":"uint256"},{"internalType":"uint256","name":"amountTokenMin","type":"uint256"},{"internalType":"uint256","name":"amountETHMin","type":"uint256"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"bool","name":"approveMax","type":"bool"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"removeLiquidityETHWithPermit","outputs":[{"internalType":"uint256","name":"amountToken","type":"uint256"},{"internalType":"uint256","name":"amountETH","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"liquidity","type":"uint256"},{"internalType":"uint256","name":"amountTokenMin","type":"uint256"},{"internalType":"uint256","name":"amountETHMin","type":"uint256"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"bool","name":"approveMax","type":"bool"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"removeLiquidityETHWithPermitSupportingFeeOnTransferTokens","outputs":[{"internalType":"uint256","name":"amountETH","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"tokenA","type":"address"},{"internalType":"address","name":"tokenB","type":"address"},{"internalType":"uint256","name":"liquidity","type":"uint256"},{"internalType":"uint256","name":"amountAMin","type":"uint256"},{"internalType":"uint256","name":"amountBMin","type":"uint256"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"bool","name":"approveMax","type":"bool"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"removeLiquidityWithPermit","outputs":[{"internalType":"uint256","name":"amountA","type":"uint256"},{"internalType":"uint256","name":"amountB","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"swapETHForExactTokens","outputs":[{"internalType":"uint256[]","name":"amounts","type":"uint256[]"}],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountOutMin","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"swapExactETHForTokens","outputs":[{"internalType":"uint256[]","name":"amounts","type":"uint256[]"}],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountOutMin","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"swapExactETHForTokensSupportingFeeOnTransferTokens","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"uint256","name":"amountOutMin","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"swapExactTokensForETH","outputs":[{"internalType":"uint256[]","name":"amounts","type":"uint256[]"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"uint256","name":"amountOutMin","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"swapExactTokensForETHSupportingFeeOnTransferTokens","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"uint256","name":"amountOutMin","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"swapExactTokensForTokens","outputs":[{"internalType":"uint256[]","name":"amounts","type":"uint256[]"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"uint256","name":"amountOutMin","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"swapExactTokensForTokensSupportingFeeOnTransferTokens","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"},{"internalType":"uint256","name":"amountInMax","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"swapTokensForExactETH","outputs":[{"internalType":"uint256[]","name":"amounts","type":"uint256[]"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"},{"internalType":"uint256","name":"amountInMax","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"}],"name":"swapTokensForExactTokens","outputs":[{"internalType":"uint256[]","name":"amounts","type":"uint256[]"}],"stateMutability":"nonpayable","type":"function"},{"stateMutability":"payable","type":"receive"}]
"""
w3 = Web3(Web3.HTTPProvider("https://bsc-dataseed.binance.org/"))

contractObj = w3.eth.contract(
    address=Web3.toChecksumAddress("0x10ed43c718714eb63d5aa57b78b54704e256024e"), abi=abi)

coins = ["CAKE"]
coin_pairs = ["WBNB"] # 最大池子的路径

contract_usdt = w3.eth.contract(
    address=Web3.toChecksumAddress("0x55d398326f99059ff775485246999027b3197955"), abi=BSC_BUSD)


def get_usdt():
    balance = contract_usdt.functions.balanceOf(dex_address).call()
    return balance


def get_coin(contract, decimal_coin):
    contract_coin = w3.eth.contract(
        address=Web3.toChecksumAddress(contract), abi=BSC_BUSD)
    balance = contract_coin.functions.balanceOf(dex_address).call()
    return balance


def encode_swap(coin_amount, base_amount, paths, cex_address):
    deadline = int(time.time()) + 300
    tx_dic = contractObj.functions.swapExactTokensForTokens(
        int(coin_amount),
        int(base_amount - base_amount * 0.01),
        paths,
        # Web3.toChecksumAddress(cex_address),
        Web3.toChecksumAddress(dex_address),
        deadline
    ). \
        buildTransaction(
        {
            'gas': 500000,
        }
    )
    return tx_dic


def send_transaction(tx_dic):
    nonce = w3.eth.getTransactionCount(dex_address)
    print(nonce)
    tx_dic["nonce"] = nonce
    tx_dic['gasPrice'] = w3.eth.gasPrice
    sign_tx = w3.eth.account.signTransaction(tx_dic, private_key=dex_private)
    txn_hash = w3.eth.sendRawTransaction(sign_tx.rawTransaction)
    return Web3.toHex(txn_hash)


def get_wait_receipt(tx):
    data = w3.eth.waitForTransactionReceipt(tx)
    return data


if __name__ == '__main__':
    nonce = w3.eth.getTransactionCount(dex_address)
    l = len(coins)
    for i in range(l):
        coin = coins[i]
        print(coin)
        coin_contract = bsc.get("coin").get(coin).get("address")
        coin_pair = coin_pairs[i]
        if coin_pair != "USDT":
            dex_sell_paths = [Web3.toChecksumAddress(coin_contract),
                              Web3.toChecksumAddress(bsc.get("base").get(coin_pair)),
                              Web3.toChecksumAddress(bsc.get("base").get("USDT"))]
            dex_buy_paths = [Web3.toChecksumAddress(bsc.get("base").get("USDT")),
                             Web3.toChecksumAddress(bsc.get("base").get(coin_pair)),
                             Web3.toChecksumAddress(coin_contract)]
        else:
            dex_sell_paths = [Web3.toChecksumAddress(coin_contract),
                              Web3.toChecksumAddress(bsc.get("base").get("USDT"))]
            dex_buy_paths = [Web3.toChecksumAddress(bsc.get("base").get("USDT")), Web3.toChecksumAddress(coin_contract)]
        usdt = get_usdt()
        print(f"\t usdt: {usdt / (10 ** 18)}")
        tx_dic = encode_swap(usdt, 0, dex_buy_paths, dex_address)
        tx = send_transaction(tx_dic)
        get_wait_receipt(tx)
        while 1:
            __nonce = w3.eth.getTransactionCount(dex_address)
            if __nonce > nonce:
                nonce = w3.eth.getTransactionCount(dex_address)
                break
            time.sleep(3)
        coin_balance = get_coin(coin_contract, bsc.get("coin").get(coin).get("decimal"))
        print(f'\t coin: {coin_balance / (10 ** bsc.get("coin").get(coin).get("decimal"))}')

        tx_dic = encode_swap(coin_balance, 0, dex_sell_paths,
                             dex_address)
        tx = send_transaction(tx_dic)
        get_wait_receipt(tx)

        while 1:
            __nonce = w3.eth.getTransactionCount(dex_address)
            if __nonce > nonce:
                nonce = w3.eth.getTransactionCount(dex_address)
                break
            time.sleep(3)

        usdt = get_usdt()
        print(f"\t usdt: {usdt / (10 ** 18)}")