Ecosyste.ms: Awesome

An open API service indexing awesome lists of open source software.

Awesome Lists | Featured Topics | Projects

https://github.com/sambacha/q-evm

MEV Bot and Flashbots Bundler written in q using kdb+
https://github.com/sambacha/q-evm

bot defi ethereum evm flashbots foundry hevm kdb kx mev q qlang solidity

Last synced: 5 days ago
JSON representation

MEV Bot and Flashbots Bundler written in q using kdb+

Host: GitHub
URL: https://github.com/sambacha/q-evm
Owner: sambacha
License: other
Created: 2022-04-17T22:48:27.000Z (almost 3 years ago)
Default Branch: master
Last Pushed: 2022-09-15T22:47:07.000Z (over 2 years ago)
Last Synced: 2025-01-20T12:03:34.319Z (12 days ago)
Topics: bot, defi, ethereum, evm, flashbots, foundry, hevm, kdb, kx, mev, q, qlang, solidity
Language: q
Homepage:
Size: 447 KB
Stars: 421
Watchers: 13
Forks: 92
Open Issues: 0
Metadata Files:
- Readme: README.md
- License: LICENSE.txt

Awesome Lists containing this project

README

        
# kdb+/q for EVM

> [What is kdb+/q?, see kx.com](https://kx.com)

## Overview

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.

## Setup

>**Warning**      

>  mortals require instructions, you have been warned.

1. [You will need a license for kdb+ to use this, here is the install instructions via code.kx.com](https://code.kx.com/q/learn/install/)

2. [Get the 64bit License via the On-Demand Personal exemption](https://kx.com/64bit-on-demand-personal-edition/)

## Required Libraries

These libraries are *required*

[https://github.com/manifoldfinance/qBigInt](https://github.com/manifoldfinance/qBigInt)

[https://github.com/manifoldfinance/qQuarticRoots](https://github.com/manifoldfinance/qQuarticRoots)

[https://github.com/manifoldfinance/qAbiEncode](https://github.com/manifoldfinance/qAbiEncode)

## Example: Aave

[see /aave dir](/aave)

![](https://d.pr/i/K4XegR.jpeg)

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`.    

## Utils

[Jupyter Notebook for Sushiswap/Uniswap Liquidity and Market Depth](https://gist.github.com/sambacha/a21955e8a8feec7579a607f153476547#file-sushiswap_liquiditypairs-ipynb)

## Install

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:

## Flashbots Overview

https://docs.flashbots.net/flashbots-auction/overview

Notes on the current state of flashbots docs with relevance to assumptions of bundle process.

### Anatomy of a bundle

```ts

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.

    }

  )

)

```

### Miner reward through coinbase.transfer()

https://docs.flashbots.net/flashbots-auction/searchers/advanced/coinbase-payment

To include as last action of smart contract

```solidity

block.coinbase.transfer(AMOUNT_TO_TRANSFER)

```

Edge case to deal with sending to a miner contract

```solidity

block.coinbase.call{value: _ethAmountToCoinbase}(new bytes(0));

```

subject to [reentrancy attacks](https://medium.com/coinmonks/protect-your-solidity-smart-contracts-from-reentrancy-attacks-9972c3af7c21)

### Bundle pricing

https://docs.flashbots.net/flashbots-auction/searchers/advanced/bundle-pricing

Conflicting bundles received by flashbots are ordered by the following formula:

![\bg_white \Large score=\frac{minerBribe + totalGasUsed * priorityFeePerGas - mempoolGasUsed * priorityFeePerGas}{totalGasUsed}](https://latex.codecogs.com/png.latex?\bg_white&space;\Large&space;score=\frac{minerBribe&space;+&space;totalGasUsed&space;*&space;priorityFeePerGas&space;-&space;mempoolGasUsed&space;*&space;priorityFeePerGas}{totalGasUsed})

### Eligibility

https://docs.flashbots.net/flashbots-auction/miners/mev-geth-spec/v04

Bundles must have a target `blockNumber` and a `priorityFeePerGas` >= 1 Gwei.

### Reverting txs

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"

### Debugging

https://docs-staging.flashbots.net/flashbots-auction/searchers/advanced/troubleshooting

1. Transaction failure (ANY within the bundle)

2. Incentives (gas price/coinbase transfers) not high enough to offset value of block space

Simulate bundle:

```ts

  const signedTransactions = await flashbotsProvider.signBundle(transactionBundle)

  const simulation = await flashbotsProvider.simulate(signedTransactions, targetBlockNumber, targetBlockNumber + 1)

  console.log(JSON.stringify(simulation, null, 2))

```

3. Competitors paying more

Get conflicting bundles for a prior block:

```ts

const signedTransactions = await flashbotsProvider.signBundle(transactionBundle)

console.log(await flashbotsProvider.getConflictingBundle(

      signedTransactions,

      13140328 // blockNumber

  ))

```

4. Bundle received too late to appear in target block

Get submission time data and compare to block time:

```ts

console.log(

  await flashbotsProvider.getBundleStats("0x123456789abcdef123456789abcdef123456789abcdef123456789abcdef1234", 13509887)

  )

```

## License

  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/.