FMZ プラットフォーム Web3 Ethereum 実践 - スマートコントラクトに基づく注文交換

发明者量化-小小梦

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Created 2025-03-17 11:00:33 Updated 2025-03-18 15:54:46

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序文

暗号通貨市場では、取引機会はつかの間であり、特に高利回りの裁定取引の機会は、非常に短い時間しか続かないことが多いです。手動取引だけに頼っていると、市場に追いつくのが難しくなることがよくあります。したがって、保留注文取引は取引効率を向上させる重要な手段となります。

この記事は、Xiaocaoの記事のアイデアに基づいており、FMZプラットフォーム上でCurve.fiの取引プール注文戦略を再構築し、FMZプラットフォームを通じて同じ効果を達成する方法を紹介しています。同時に、プログラムによる取引のプロセスにおけるセキュリティと利便性の両方を確保するための秘密鍵保護スキームについても詳しく説明します。

この戦略は JavaScript で記述されており、FMZ プラットフォームの web3 eth 交換オブジェクトを使用します。

安全性を考慮した設計

記事に基づいて「分散型取引所で注文配置を実装する方法 - Curve を例に」セキュリティ設計では、同様の AES 暗号化方式を使用します。データを暗号化するためにパスワードとカウントを使用します。

パスワード: password 、sha256 でハッシュ化されています。
カウント: カウント。暗号化に参加するためのランダムカウントとしてタイムスタンプを使用します。

秘密鍵をオフラインで暗号化し、「パスワード」と「カウント」を使用して秘密鍵を暗号化し、暗号化された秘密鍵を取得します。
暗号化されたキー、パスワード、カウントなどを FMZ プラットフォームに設定し、ポリシーインターフェイスパラメータ「暗号化された文字列」コントロールを使用します。コントロールに入力された内容は暗号化され、プラットフォームに記録される設定情報はコントロール内のプレーンテキストの内容ではありません。
戦略の実行中、管理者は情報を復号化し、秘密鍵をロードできます (秘密鍵をロードすると、関連するすべての変数がリセットされます)。


            javascript
            
            
// 加密/解密方式
function cryptoKey(type, data, passWord, count) {
    // 加载加密库
    eval(HttpQuery("https://cdnjs.cloudflare.com/ajax/libs/aes-js/3.1.2/index.min.js"))

    // sha256 密码
    var hash = Encode("sha256", "string", "hex", passWord).substring(0, 32)

    if (type == "encrypt") {
        var key = aesjs.utils.utf8.toBytes(hash.substring(0, 32))
        var counter = new aesjs.Counter(count)
        var textBytes = aesjs.utils.utf8.toBytes(data)
        var aesCtr = new aesjs.ModeOfOperation.ctr(key, counter)
        var encryptedBytes = aesCtr.encrypt(textBytes)
        var encryptedHex = aesjs.utils.hex.fromBytes(encryptedBytes)
        return encryptedHex
    } else if (type == "decrypt") {
        var key = aesjs.utils.utf8.toBytes(hash.substring(0, 32))
        var counter = new aesjs.Counter(count)
        var aesCtrDecrypt = new aesjs.ModeOfOperation.ctr(key, counter)
        const decryptedBytes = aesCtrDecrypt.decrypt(aesjs.utils.hex.toBytes(data))
        const decryptedText = aesjs.utils.utf8.fromBytes(decryptedBytes)        
        return decryptedText
    } else {
        throw "function cryptoKey(), param 'type' not support"
    }
}

Web3交換オブジェクトを構成する

https://www.fmz.com/m/platforms/add

オンラインで利用できる Ethereum ノードは多数ありますが、一般的に使用されているものは次のとおりです。

独自のアドレスを作成して設定し、使用することができます。ここでは詳細には触れません。キー情報は任意に入力できます。動的にロードする予定なので、ここで設定しても意味がありません。


            javascript
            
            
    exchange.IO("key", cryptoKey(descCryptoType[cryptoType], keyData, password, count))
    walletAddress = exchange.IO("address")
    Log("载入秘钥，钱包地址：", walletAddress)

プラットフォームによってカプセル化された exchange.IO("key", ...) 関数を使用して、復号化後に秘密鍵を読み込み、更新します。

ABIの登録

セキュリティ問題を解決した後、次のステップは、Ethereum スマートコントラクトに対していくつかの操作を実行することです。 Xiaocao が言及した Curve.fi DEX によると、この dApp はオンラインで簡単に見つけることができます。

https://curve.fi/dex/ethereum/pools/factory-stable-ng-102/deposit/

sDAI/sUSDe 交換プールページでは、交換プール契約のアドレスを見つけて契約を観察できます。当社が使用する可能性のある方法は次のとおりです。

コイン: プール内のトランザクションに参加しているトークンのコントラクトアドレスを取得します。
get_dy: プール内の現在の交換量を計算します。
exchange: 交換を実行します。

これらのメソッドを呼び出すには、まずプールコントラクトの ABI を登録する必要があります。使用するメソッドをフィルタリングせず、完全な ABI を直接コピーして貼り付けてから登録しました。


            javascript
            
            
    // sDAI/sUSDe 池合约地址和ABI
    var poolAddress = "0x167478921b907422F8E88B43C4Af2B8BEa278d3A"
    // 合约ABI
    var poolABI = `[{"name":"Transfer","inputs":[{"name":"sender","type":"address","indexed":true},{"name":"receiver","type":"address","indexed":true},{"name":"value","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"Approval","inputs":[{"name":"owner","type":"address","indexed":true},{"name":"spender","type":"address","indexed":true},{"name":"value","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"TokenExchange","inputs":[{"name":"buyer","type":"address","indexed":true},{"name":"sold_id","type":"int128","indexed":false},{"name":"tokens_sold","type":"uint256","indexed":false},{"name":"bought_id","type":"int128","indexed":false},{"name":"tokens_bought","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"TokenExchangeUnderlying","inputs":[{"name":"buyer","type":"address","indexed":true},{"name":"sold_id","type":"int128","indexed":false},{"name":"tokens_sold","type":"uint256","indexed":false},{"name":"bought_id","type":"int128","indexed":false},{"name":"tokens_bought","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"AddLiquidity","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_amounts","type":"uint256[]","indexed":false},{"name":"fees","type":"uint256[]","indexed":false},{"name":"invariant","type":"uint256","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RemoveLiquidity","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_amounts","type":"uint256[]","indexed":false},{"name":"fees","type":"uint256[]","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RemoveLiquidityOne","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_id","type":"int128","indexed":false},{"name":"token_amount","type":"uint256","indexed":false},{"name":"coin_amount","type":"uint256","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RemoveLiquidityImbalance","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_amounts","type":"uint256[]","indexed":false},{"name":"fees","type":"uint256[]","indexed":false},{"name":"invariant","type":"uint256","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RampA","inputs":[{"name":"old_A","type":"uint256","indexed":false},{"name":"new_A","type":"uint256","indexed":false},{"name":"initial_time","type":"uint256","indexed":false},{"name":"future_time","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"StopRampA","inputs":[{"name":"A","type":"uint256","indexed":false},{"name":"t","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"ApplyNewFee","inputs":[{"name":"fee","type":"uint256","indexed":false},{"name":"offpeg_fee_multiplier","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"SetNewMATime","inputs":[{"name":"ma_exp_time","type":"uint256","indexed":false},{"name":"D_ma_time","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"stateMutability":"nonpayable","type":"constructor","inputs":[{"name":"_name","type":"string"},{"name":"_symbol","type":"string"},{"name":"_A","type":"uint256"},{"name":"_fee","type":"uint256"},{"name":"_offpeg_fee_multiplier","type":"uint256"},{"name":"_ma_exp_time","type":"uint256"},{"name":"_coins","type":"address[]"},{"name":"_rate_multipliers","type":"uint256[]"},{"name":"_asset_types","type":"uint8[]"},{"name":"_method_ids","type":"bytes4[]"},{"name":"_oracles","type":"address[]"}],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"exchange","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"exchange","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"exchange_received","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"exchange_received","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"add_liquidity","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_min_mint_amount","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"add_liquidity","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_min_mint_amount","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_one_coin","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"i","type":"int128"},{"name":"_min_received","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_one_coin","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"i","type":"int128"},{"name":"_min_received","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_imbalance","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_max_burn_amount","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_imbalance","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_max_burn_amount","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"_min_amounts","type":"uint256[]"}],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"_min_amounts","type":"uint256[]"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"_min_amounts","type":"uint256[]"},{"name":"_receiver","type":"address"},{"name":"_claim_admin_fees","type":"bool"}],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"nonpayable","type":"function","name":"withdraw_admin_fees","inputs":[],"outputs":[]},{"stateMutability":"view","type":"function","name":"last_price","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"ema_price","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_p","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"price_oracle","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"D_oracle","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"transfer","inputs":[{"name":"_to","type":"address"},{"name":"_value","type":"uint256"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"nonpayable","type":"function","name":"transferFrom","inputs":[{"name":"_from","type":"address"},{"name":"_to","type":"address"},{"name":"_value","type":"uint256"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"nonpayable","type":"function","name":"approve","inputs":[{"name":"_spender","type":"address"},{"name":"_value","type":"uint256"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"nonpayable","type":"function","name":"permit","inputs":[{"name":"_owner","type":"address"},{"name":"_spender","type":"address"},{"name":"_value","type":"uint256"},{"name":"_deadline","type":"uint256"},{"name":"_v","type":"uint8"},{"name":"_r","type":"bytes32"},{"name":"_s","type":"bytes32"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"view","type":"function","name":"DOMAIN_SEPARATOR","inputs":[],"outputs":[{"name":"","type":"bytes32"}]},{"stateMutability":"view","type":"function","name":"get_dx","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"dy","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_dy","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"dx","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"calc_withdraw_one_coin","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"i","type":"int128"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"totalSupply","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_virtual_price","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"calc_token_amount","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_is_deposit","type":"bool"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"A","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"A_precise","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"balances","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_balances","inputs":[],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"view","type":"function","name":"stored_rates","inputs":[],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"view","type":"function","name":"dynamic_fee","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"ramp_A","inputs":[{"name":"_future_A","type":"uint256"},{"name":"_future_time","type":"uint256"}],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"stop_ramp_A","inputs":[],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"set_new_fee","inputs":[{"name":"_new_fee","type":"uint256"},{"name":"_new_offpeg_fee_multiplier","type":"uint256"}],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"set_ma_exp_time","inputs":[{"name":"_ma_exp_time","type":"uint256"},{"name":"_D_ma_time","type":"uint256"}],"outputs":[]},{"stateMutability":"view","type":"function","name":"N_COINS","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"coins","inputs":[{"name":"arg0","type":"uint256"}],"outputs":[{"name":"","type":"address"}]},{"stateMutability":"view","type":"function","name":"fee","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"offpeg_fee_multiplier","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"admin_fee","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"initial_A","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"future_A","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"initial_A_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"future_A_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"admin_balances","inputs":[{"name":"arg0","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"ma_exp_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"D_ma_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"ma_last_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"name","inputs":[],"outputs":[{"name":"","type":"string"}]},{"stateMutability":"view","type":"function","name":"symbol","inputs":[],"outputs":[{"name":"","type":"string"}]},{"stateMutability":"view","type":"function","name":"decimals","inputs":[],"outputs":[{"name":"","type":"uint8"}]},{"stateMutability":"view","type":"function","name":"version","inputs":[],"outputs":[{"name":"","type":"string"}]},{"stateMutability":"view","type":"function","name":"balanceOf","inputs":[{"name":"arg0","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"allowance","inputs":[{"name":"arg0","type":"address"},{"name":"arg1","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"nonces","inputs":[{"name":"arg0","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"salt","inputs":[],"outputs":[{"name":"","type":"bytes32"}]}]`

    // 注册ABI
    exchange.IO("abi", poolAddress, poolABI)

ウォレット残高とトークン残高の読み取り

ウォレットのトークン残高、トークン精度、トークン名などの読み取りはすべて ERC20 コントラクトのメソッドであり、デフォルトで登録されています。


            javascript
            
            
    var token0Name = exchange.IO("api", token0Address, "symbol")
    var token1Name = exchange.IO("api", token1Address, "symbol")
    var token0Decimals = exchange.IO("api", token0Address, "decimals")
    var token1Decimals = exchange.IO("api", token1Address, "decimals")


            javascript
            
            
    var sDAI_Balance = exchange.IO("api", sDAI["address"], "balanceOf", walletAddress)
    var sUSDe_Balance = exchange.IO("api", sUSDe["address"], "balanceOf", walletAddress)

交換プールの監視


            javascript
            
            
function getBuyProfit(poolAddress, sDAI, sUSDe, amountIn, entryPriceForDAI) {    
    var data = exchange.IO("api", poolAddress, "get_dy", sDAI["idx"], sUSDe["idx"], toInnerAmount(amountIn, sDAI["decimals"]))
    Log("get_dy:", data)
    var amountOut = toAmount(data, sUSDe["decimals"])
    if (!amountOut) {
        return null
    }
    
    var profit = amountOut - entryPriceForDAI * amountIn  
    return {"profit": profit, "amountOut": amountOut, "sDAI_sUSDe_price": amountOut / amountIn}
}

トリガー条件は次のように設計されています。


            javascript
            
            
    if (profit > 1000 && sDAI_Balance > amountIn) {
        Log("达到兑换条件，开始执行 sDAI -> sUSDe 兑换交易...")
        /* 兑换操作代码仅为教学演示，该功能请慎用，请先测试 
        executeTrade(poolAddress, sDAI, sUSDe, amountIn, 0.999*amountOut)
        */
    }

交換操作は、現在の交換額が 1000 を超える利益を満たし、ウォレットに十分な sDAI トークンがある場合にのみ実行できます。

交換操作


            javascript
            
            
function executeTrade(poolAddress, tokenIn, tokenOut, amountIn, minOutAmount) {
    // exchange : i , j , _dx , _min_dy
    var swapTx = exchange.IO("api", poolAddress, "exchange", tokenIn["idx"], tokenOut["idx"], toInnerAmount(amountIn, tokenIn["decimals"]), toInnerAmount(minOutAmount, tokenOut["decimals"]))
    if (swapTx) {
        while (true) {
            Sleep(1000 * 3)
            let info = e.IO("api", "eth", "eth_getTransactionReceipt", swapTx)
            if (info && info.gasUsed) {
                return true
            }
            Log('Transaction not yet mined', swapTx)
        }
    }

    return false 
}

完全な戦略コード


            javascript
            
            
function toAmount(s, decimals) {
    return Number((BigDecimal(BigInt(s)) / BigDecimal(Math.pow(10, decimals))).toString())
}

function toInnerAmount(n, decimals) {
    return (BigDecimal(n) * BigDecimal(Math.pow(10, decimals))).toFixed(0)
}

function getBuyProfit(poolAddress, sDAI, sUSDe, amountIn, entryPriceForDAI) {    
    var data = exchange.IO("api", poolAddress, "get_dy", sDAI["idx"], sUSDe["idx"], toInnerAmount(amountIn, sDAI["decimals"]))
    var amountOut = toAmount(data, sUSDe["decimals"])
    if (!amountOut) {
        return null
    }
    
    var profit = amountOut - entryPriceForDAI * amountIn  
    return {"profit": profit, "amountOut": amountOut, "sDAI_sUSDe_price": amountOut / amountIn}
}

function executeTrade(poolAddress, tokenIn, tokenOut, amountIn, minOutAmount) {
    // exchange : i , j , _dx , _min_dy
    var swapTx = exchange.IO("api", poolAddress, "exchange", tokenIn["idx"], tokenOut["idx"], toInnerAmount(amountIn, tokenIn["decimals"]), toInnerAmount(minOutAmount, tokenOut["decimals"]))
    if (swapTx) {
        while (true) {
            Sleep(1000 * 3)
            let info = e.IO("api", "eth", "eth_getTransactionReceipt", swapTx)
            if (info && info.gasUsed) {
                return true
            }
            Log('Transaction not yet mined', swapTx)
        }
    }

    return false 
}

// 加密/解密方式
function cryptoKey(type, data, passWord, count) {
    // 加载加密库
    eval(HttpQuery("https://cdnjs.cloudflare.com/ajax/libs/aes-js/3.1.2/index.min.js"))

    // sha256 密码
    var hash = Encode("sha256", "string", "hex", passWord).substring(0, 32)

    if (type == "encrypt") {
        var key = aesjs.utils.utf8.toBytes(hash.substring(0, 32))
        var counter = new aesjs.Counter(count)
        var textBytes = aesjs.utils.utf8.toBytes(data)
        var aesCtr = new aesjs.ModeOfOperation.ctr(key, counter)
        var encryptedBytes = aesCtr.encrypt(textBytes)
        var encryptedHex = aesjs.utils.hex.fromBytes(encryptedBytes)
        return encryptedHex
    } else if (type == "decrypt") {
        var key = aesjs.utils.utf8.toBytes(hash.substring(0, 32))
        var counter = new aesjs.Counter(count)
        var aesCtrDecrypt = new aesjs.ModeOfOperation.ctr(key, counter)
        const decryptedBytes = aesCtrDecrypt.decrypt(aesjs.utils.hex.toBytes(data))
        const decryptedText = aesjs.utils.utf8.fromBytes(decryptedBytes)        
        return decryptedText
    } else {
        throw "function cryptoKey(), param 'type' not support"
    }
}

// 加密/解密选项
const descCryptoType = ["encrypt", "decrypt"]

function main() {
    LogReset(1)

    var count = _G("count")
    if (!count) {
        count = new Date().getTime()
        _G("count", count)
    }

    var walletAddress = null
    if (cryptoType == 1) {
        exchange.IO("key", cryptoKey(descCryptoType[cryptoType], keyData, password, count))
        walletAddress = exchange.IO("address")
        Log("载入秘钥，钱包地址：", walletAddress)
    } else {
        Log("加密后的秘钥：", cryptoKey(descCryptoType[cryptoType], keyData, password, count))
        return 
    }
    
    Log("钱包ETH余额：", toAmount(exchange.IO("api", "eth", "eth_getBalance", walletAddress, "latest"), 18))
    
    // sDAI/sUSDe 池合约地址和ABI
    var poolAddress = "0x167478921b907422F8E88B43C4Af2B8BEa278d3A"
    // 合约ABI
    var poolABI = `[{"name":"Transfer","inputs":[{"name":"sender","type":"address","indexed":true},{"name":"receiver","type":"address","indexed":true},{"name":"value","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"Approval","inputs":[{"name":"owner","type":"address","indexed":true},{"name":"spender","type":"address","indexed":true},{"name":"value","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"TokenExchange","inputs":[{"name":"buyer","type":"address","indexed":true},{"name":"sold_id","type":"int128","indexed":false},{"name":"tokens_sold","type":"uint256","indexed":false},{"name":"bought_id","type":"int128","indexed":false},{"name":"tokens_bought","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"TokenExchangeUnderlying","inputs":[{"name":"buyer","type":"address","indexed":true},{"name":"sold_id","type":"int128","indexed":false},{"name":"tokens_sold","type":"uint256","indexed":false},{"name":"bought_id","type":"int128","indexed":false},{"name":"tokens_bought","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"AddLiquidity","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_amounts","type":"uint256[]","indexed":false},{"name":"fees","type":"uint256[]","indexed":false},{"name":"invariant","type":"uint256","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RemoveLiquidity","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_amounts","type":"uint256[]","indexed":false},{"name":"fees","type":"uint256[]","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RemoveLiquidityOne","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_id","type":"int128","indexed":false},{"name":"token_amount","type":"uint256","indexed":false},{"name":"coin_amount","type":"uint256","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RemoveLiquidityImbalance","inputs":[{"name":"provider","type":"address","indexed":true},{"name":"token_amounts","type":"uint256[]","indexed":false},{"name":"fees","type":"uint256[]","indexed":false},{"name":"invariant","type":"uint256","indexed":false},{"name":"token_supply","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"RampA","inputs":[{"name":"old_A","type":"uint256","indexed":false},{"name":"new_A","type":"uint256","indexed":false},{"name":"initial_time","type":"uint256","indexed":false},{"name":"future_time","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"StopRampA","inputs":[{"name":"A","type":"uint256","indexed":false},{"name":"t","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"ApplyNewFee","inputs":[{"name":"fee","type":"uint256","indexed":false},{"name":"offpeg_fee_multiplier","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"name":"SetNewMATime","inputs":[{"name":"ma_exp_time","type":"uint256","indexed":false},{"name":"D_ma_time","type":"uint256","indexed":false}],"anonymous":false,"type":"event"},{"stateMutability":"nonpayable","type":"constructor","inputs":[{"name":"_name","type":"string"},{"name":"_symbol","type":"string"},{"name":"_A","type":"uint256"},{"name":"_fee","type":"uint256"},{"name":"_offpeg_fee_multiplier","type":"uint256"},{"name":"_ma_exp_time","type":"uint256"},{"name":"_coins","type":"address[]"},{"name":"_rate_multipliers","type":"uint256[]"},{"name":"_asset_types","type":"uint8[]"},{"name":"_method_ids","type":"bytes4[]"},{"name":"_oracles","type":"address[]"}],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"exchange","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"exchange","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"exchange_received","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"exchange_received","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"_dx","type":"uint256"},{"name":"_min_dy","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"add_liquidity","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_min_mint_amount","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"add_liquidity","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_min_mint_amount","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_one_coin","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"i","type":"int128"},{"name":"_min_received","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_one_coin","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"i","type":"int128"},{"name":"_min_received","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_imbalance","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_max_burn_amount","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity_imbalance","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_max_burn_amount","type":"uint256"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"_min_amounts","type":"uint256[]"}],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"_min_amounts","type":"uint256[]"},{"name":"_receiver","type":"address"}],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"nonpayable","type":"function","name":"remove_liquidity","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"_min_amounts","type":"uint256[]"},{"name":"_receiver","type":"address"},{"name":"_claim_admin_fees","type":"bool"}],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"nonpayable","type":"function","name":"withdraw_admin_fees","inputs":[],"outputs":[]},{"stateMutability":"view","type":"function","name":"last_price","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"ema_price","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_p","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"price_oracle","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"D_oracle","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"transfer","inputs":[{"name":"_to","type":"address"},{"name":"_value","type":"uint256"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"nonpayable","type":"function","name":"transferFrom","inputs":[{"name":"_from","type":"address"},{"name":"_to","type":"address"},{"name":"_value","type":"uint256"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"nonpayable","type":"function","name":"approve","inputs":[{"name":"_spender","type":"address"},{"name":"_value","type":"uint256"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"nonpayable","type":"function","name":"permit","inputs":[{"name":"_owner","type":"address"},{"name":"_spender","type":"address"},{"name":"_value","type":"uint256"},{"name":"_deadline","type":"uint256"},{"name":"_v","type":"uint8"},{"name":"_r","type":"bytes32"},{"name":"_s","type":"bytes32"}],"outputs":[{"name":"","type":"bool"}]},{"stateMutability":"view","type":"function","name":"DOMAIN_SEPARATOR","inputs":[],"outputs":[{"name":"","type":"bytes32"}]},{"stateMutability":"view","type":"function","name":"get_dx","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"dy","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_dy","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"},{"name":"dx","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"calc_withdraw_one_coin","inputs":[{"name":"_burn_amount","type":"uint256"},{"name":"i","type":"int128"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"totalSupply","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_virtual_price","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"calc_token_amount","inputs":[{"name":"_amounts","type":"uint256[]"},{"name":"_is_deposit","type":"bool"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"A","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"A_precise","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"balances","inputs":[{"name":"i","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"get_balances","inputs":[],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"view","type":"function","name":"stored_rates","inputs":[],"outputs":[{"name":"","type":"uint256[]"}]},{"stateMutability":"view","type":"function","name":"dynamic_fee","inputs":[{"name":"i","type":"int128"},{"name":"j","type":"int128"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"nonpayable","type":"function","name":"ramp_A","inputs":[{"name":"_future_A","type":"uint256"},{"name":"_future_time","type":"uint256"}],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"stop_ramp_A","inputs":[],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"set_new_fee","inputs":[{"name":"_new_fee","type":"uint256"},{"name":"_new_offpeg_fee_multiplier","type":"uint256"}],"outputs":[]},{"stateMutability":"nonpayable","type":"function","name":"set_ma_exp_time","inputs":[{"name":"_ma_exp_time","type":"uint256"},{"name":"_D_ma_time","type":"uint256"}],"outputs":[]},{"stateMutability":"view","type":"function","name":"N_COINS","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"coins","inputs":[{"name":"arg0","type":"uint256"}],"outputs":[{"name":"","type":"address"}]},{"stateMutability":"view","type":"function","name":"fee","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"offpeg_fee_multiplier","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"admin_fee","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"initial_A","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"future_A","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"initial_A_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"future_A_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"admin_balances","inputs":[{"name":"arg0","type":"uint256"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"ma_exp_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"D_ma_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"ma_last_time","inputs":[],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"name","inputs":[],"outputs":[{"name":"","type":"string"}]},{"stateMutability":"view","type":"function","name":"symbol","inputs":[],"outputs":[{"name":"","type":"string"}]},{"stateMutability":"view","type":"function","name":"decimals","inputs":[],"outputs":[{"name":"","type":"uint8"}]},{"stateMutability":"view","type":"function","name":"version","inputs":[],"outputs":[{"name":"","type":"string"}]},{"stateMutability":"view","type":"function","name":"balanceOf","inputs":[{"name":"arg0","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"allowance","inputs":[{"name":"arg0","type":"address"},{"name":"arg1","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"nonces","inputs":[{"name":"arg0","type":"address"}],"outputs":[{"name":"","type":"uint256"}]},{"stateMutability":"view","type":"function","name":"salt","inputs":[],"outputs":[{"name":"","type":"bytes32"}]}]`

    // 注册ABI
    exchange.IO("abi", poolAddress, poolABI)

    // 获取池子中的代币地址、名称
    var token0Address = exchange.IO("api", poolAddress, "coins", 0)
    var token1Address = exchange.IO("api", poolAddress, "coins", 1)    
    var token0Name = exchange.IO("api", token0Address, "symbol")
    var token1Name = exchange.IO("api", token1Address, "symbol")
    var token0Decimals = exchange.IO("api", token0Address, "decimals")
    var token1Decimals = exchange.IO("api", token1Address, "decimals")

    var sDAI = {}
    var sUSDe = {}
    if (token0Name == "sDAI") {
        sDAI["name"] = token0Name
        sDAI["address"] = token0Address
        sDAI["idx"] = 0
        sDAI["decimals"] = token0Decimals ? token0Decimals : 18
    } else {
        throw "pool error"
    }
    if (token1Name == "sUSDe") {
        sUSDe["name"] = token1Name
        sUSDe["address"] = token1Address
        sUSDe["idx"] = 1
        sUSDe["decimals"] = token1Decimals ? token1Decimals : 18
    } else {
        throw "pool error"
    }

    // 假设 DAI 入手成本价： 0.9929
    var entryPriceForDAI = 0.9929
    
    while (true) {
        var sDAI_Balance = exchange.IO("api", sDAI["address"], "balanceOf", walletAddress)
        var sUSDe_Balance = exchange.IO("api", sUSDe["address"], "balanceOf", walletAddress)
        if (!sDAI_Balance || !sUSDe_Balance) {
            Sleep(1000 * 5)
            continue 
        }
        
        var tbl = {"type": "table", "title": "data", "cols": ["tokenName", "address", "idx", "decimals", "balance"], "rows": []}
        tbl["rows"].push([sDAI["name"], sDAI["address"], sDAI["idx"], sDAI["decimals"], toAmount(sDAI_Balance, sDAI["decimals"])])
        tbl["rows"].push([sUSDe["name"], sUSDe["address"], sUSDe["idx"], sUSDe["decimals"], toAmount(sUSDe_Balance, sUSDe["decimals"])])

        // 监控兑换价格，根据 DAI 入手成本价，计算实时利润等信息
        var amountIn = 100000
        var ret = getBuyProfit(poolAddress, sDAI, sUSDe, amountIn, entryPriceForDAI)
        if (!ret) {
            Sleep(1000 * 5)
            continue 
        }

        var profit = ret["profit"] 
        var amountOut = ret["amountOut"]
        var sDAI_sUSDe_price = ret["sDAI_sUSDe_price"]
        if (profit > 1000 && sDAI_Balance > amountIn) {
            Log("达到兑换条件，开始执行 sDAI -> sUSDe 兑换交易...")

            /* 兑换操作代码仅为教学演示，该功能请慎用，请先测试 
            executeTrade(poolAddress, sDAI, sUSDe, amountIn, 0.999*amountOut)
            */
        }

        LogStatus(_D(), ", amountIn:", amountIn, ", amountOut:", amountOut, ", sDAI_sUSDe_price:", sDAI_sUSDe_price, ", profit:", profit, "\n`" + JSON.stringify(tbl) + "`")
        Sleep(1000 * 60)
    }
}

END

元の戦略の設計アイデアによれば、目標は図に示すような極端な市場状況を捉えることです。

ご愛読と応援ありがとうございます。

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