add maxRatio option [minor]

README.md

@@ -55,6 +55,7 @@ Other optional arguments are:
 - `--monthly-ratelimit`, 0x monthly rate limit, if not specified will not respect any 0x monthly ratelimit, Will override the 'MONTHLY_RATELIMIT' in env variables
 - `--sleep`, Seconds to wait between each arb round, default is 10, Will override the 'SLEPP' in env variables
 - `--max-profit`, Option to maximize profit for 'srouter' mode, comes at the cost of more RPC calls, Will override the 'MAX_PROFIT' in env variables
+- `--max-ratio`, Option to maximize maxIORatio for 'srouter' mode, Will override the 'MAX_RATIO' in env variables
 - `-V` or `--version`, output the version number
 - `-h` or `--help`, output usage information
 
@@ -116,7 +117,9 @@ which will show:
       --order-interpreter <address>  Option to filter the subgraph query results with a specific order's interpreter address, Will override the 'ORDER_INTERPRETER' in env variables
       --monthly-ratelimit <integer>  0x monthly rate limit, if not specified will not respect any 0x monthly ratelimit, Will override the 'MONTHLY_RATELIMIT' in env variables
       --sleep <integer>              Seconds to wait between each arb round, default is 10, Will override the 'SLEPP' in env variables
-      --max-profit                   Option to maximize profit for 'srouter' mode, comes at the cost of more RPC calls, Will override the 'MAX_PROFIT' in env variables
+      --max-profit                   Option to maximize profit for 'srouter' mode, comes at the cost of more RPC calls, Will override the 'MAX_PROFIT' 
+      in env variables
+      --max-ratio                    Option to maximize maxIORatio for 'srouter' mode, Will override the 'MAX_RATIO' in env variables
       -V, --version                  output the version number
       -h, --help                     display help for command
 <br>
@@ -179,6 +182,9 @@ MAX_PROFIT="true"
 
 # Seconds to wait between each arb round, default is 10, Will override the 'SLEPP' in env variables
 SLEEP=10
+
+# Option to maximize maxIORatio for 'srouter' mode
+MAX_RATIO="true"
 ```
 If both env variables and CLI argument are set, the CLI arguments will be prioritized and override the env variables.
 
@@ -201,6 +207,7 @@ const configOptions = {
   monthlyRatelimit      : 1000000, // 0x monthly rate limit, only used for 0x mode
   hideSensitiveData     : true,    // set to true to hide sensitive data such as wallet private key or rpc url from apearing in logs
   maxProfit             : true,    // option to maximize profit for 'srouter' mode
+  maxRatio              : true     // option to maximize the maxIORatio in "srouter" mode
   liquidityProviders    : [        // list of liquidity providers for "router" mode to get quotes from (optional)
     "sushiswapv2",
     "uniswapv2"

arb-bot.js

@@ -27,6 +27,7 @@ const DEFAULT_OPTIONS = {
     monthlyRatelimit    : process?.env?.MONTHLY_RATELIMIT,
     sleep               : process?.env?.SLEEP,
     maxProfit           : process?.env?.MAX_PROFIT?.toLowerCase() === "true" ? true : false,
+    maxRatio            : process?.env?.MAX_RATIO?.toLowerCase() === "true" ? true : false,
     rpc                 : process?.env?.RPC_URL
         ? Array.from(process?.env?.RPC_URL.matchAll(/[^,\s]+/g)).map(v => v[0])
         : undefined,
@@ -55,6 +56,7 @@ const getOptions = async argv => {
         .option("--monthly-ratelimit <integer>", "0x monthly rate limit, if not specified will not respect any 0x monthly ratelimit, Will override the 'MONTHLY_RATELIMIT' in env variables")
         .option("--sleep <integer>", "Seconds to wait between each arb round, default is 10, Will override the 'SLEPP' in env variables")
         .option("--max-profit", "Option to maximize profit for 'srouter' mode, comes at the cost of more RPC calls, Will override the 'MAX_PROFIT' in env variables")
+        .option("--max-ratio", "Option to maximize maxIORatio for 'srouter' mode, Will override the 'MAX_RATIO' in env variables")
         .description([
             "A NodeJS app to find and take arbitrage trades for Rain Orderbook orders against some DeFi liquidity providers, requires NodeJS v18 or higher.",
             "- Use \"node arb-bot [options]\" command alias for running the app from its repository workspace",
@@ -83,6 +85,7 @@ const getOptions = async argv => {
     cmdOptions.orderInterpreter = cmdOptions.orderInterpreter   || DEFAULT_OPTIONS.orderInterpreter;
     cmdOptions.monthlyRatelimit = cmdOptions.monthlyRatelimit   || DEFAULT_OPTIONS.monthlyRatelimit;
     cmdOptions.maxProfit        = cmdOptions.maxProfit          || DEFAULT_OPTIONS.maxProfit;
+    cmdOptions.maxRatio         = cmdOptions.maxRatio           || DEFAULT_OPTIONS.maxRatio;
 
     return cmdOptions;
 };
@@ -105,6 +108,7 @@ const arbRound = async options => {
             zeroExApiKey        : options.apiKey,
             monthlyRatelimit    : options.monthlyRatelimit,
             maxProfit           : options.maxProfit,
+            maxRatio            : options.maxRatio,
             hideSensitiveData   : false,
             shortenLargeLogs    : false,
             liquidityProviders  : options.lps

docs/html/curve.js.html

@@ -715,7 +715,7 @@ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.htm
 <br class="clear">
 
 <footer>
-    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Thu Sep 07 2023 16:17:56 GMT+0000 (Coordinated Universal Time)
+    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Fri Sep 08 2023 16:28:57 GMT+0000 (Coordinated Universal Time)
 </footer>
 
 <script> prettyPrint(); </script>

docs/html/global.html

@@ -328,7 +328,7 @@ <h4 class="name" id="clearOptions"><span class="type-signature">(constant) </spa
 
     <dt class="tag-source">Source:</dt>
     <dd class="tag-source"><ul class="dummy"><li>
-        <a href="index.js.html">index.js</a>, <a href="index.js.html#line48">line 48</a>
+        <a href="index.js.html">index.js</a>, <a href="index.js.html#line52">line 52</a>
     </li></ul></dd>
 
 
@@ -1205,7 +1205,7 @@ <h5>Parameters:</h5>
 
     <dt class="tag-source">Source:</dt>
     <dd class="tag-source"><ul class="dummy"><li>
-        <a href="index.js.html">index.js</a>, <a href="index.js.html#line191">line 191</a>
+        <a href="index.js.html">index.js</a>, <a href="index.js.html#line196">line 196</a>
     </li></ul></dd>
 
 
@@ -2891,7 +2891,7 @@ <h5>Parameters:</h5>
 
     <dt class="tag-source">Source:</dt>
     <dd class="tag-source"><ul class="dummy"><li>
-        <a href="index.js.html">index.js</a>, <a href="index.js.html#line141">line 141</a>
+        <a href="index.js.html">index.js</a>, <a href="index.js.html#line145">line 145</a>
     </li></ul></dd>
 
 
@@ -3666,7 +3666,7 @@ <h5>Parameters:</h5>
 
     <dt class="tag-source">Source:</dt>
     <dd class="tag-source"><ul class="dummy"><li>
-        <a href="index.js.html">index.js</a>, <a href="index.js.html#line69">line 69</a>
+        <a href="index.js.html">index.js</a>, <a href="index.js.html#line73">line 73</a>
     </li></ul></dd>
 
 
@@ -7613,7 +7613,7 @@ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.htm
 <br class="clear">
 
 <footer>
-    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Thu Sep 07 2023 16:17:56 GMT+0000 (Coordinated Universal Time)
+    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Fri Sep 08 2023 16:28:57 GMT+0000 (Coordinated Universal Time)
 </footer>
 
 <script> prettyPrint(); </script>

docs/html/index.html

@@ -56,7 +56,7 @@ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.htm
 <br class="clear">
 
 <footer>
-    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Thu Sep 07 2023 16:17:56 GMT+0000 (Coordinated Universal Time)
+    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Fri Sep 08 2023 16:28:57 GMT+0000 (Coordinated Universal Time)
 </footer>
 
 <script> prettyPrint(); </script>

docs/html/index.js.html

@@ -67,7 +67,11 @@ <h1 class="page-title">Source: index.js</h1>
     /**
      * Maximize profit for "srouter" mode, comes at the cost of RPC calls
      */
-    maxProfit: false
+    maxProfit: false,
+    /**
+     * Maximize maxIORatio for "srouter" mode, comes at the cost of RPC calls
+     */
+    maxRatio: false
 };
 
 /**
@@ -204,6 +208,7 @@ <h1 class="page-title">Source: index.js</h1>
     config.apiKey           = options?.zeroExApiKey;
     config.monthlyRatelimit = options?.monthlyRatelimit;
     config.maxProfit        = !!options?.maxProfit;
+    config.maxRatio         = !!options?.maxRatio;
     return config;
 };
 
@@ -295,7 +300,7 @@ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.htm
 <br class="clear">
 
 <footer>
-    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Thu Sep 07 2023 16:17:56 GMT+0000 (Coordinated Universal Time)
+    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Fri Sep 08 2023 16:28:57 GMT+0000 (Coordinated Universal Time)
 </footer>
 
 <script> prettyPrint(); </script>

docs/html/query.js.html

@@ -146,7 +146,7 @@ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.htm
 <br class="clear">
 
 <footer>
-    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Thu Sep 07 2023 16:17:56 GMT+0000 (Coordinated Universal Time)
+    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Fri Sep 08 2023 16:28:57 GMT+0000 (Coordinated Universal Time)
 </footer>
 
 <script> prettyPrint(); </script>

docs/html/router.js.html

@@ -36,7 +36,7 @@ <h1 class="page-title">Source: router.js</h1>
     getEthPrice,
     getDataFetcher,
     getActualPrice,
-    // estimateProfit,
+    visualizeRoute,
     bundleTakeOrders,
     fetchPoolsForTokenWrapper
 } = require("./utils");
@@ -326,27 +326,13 @@ <h1 class="page-title">Source: router.js</h1>
                     //     // poolFilter
                     // );
                     // if (route.status == "NoWay") throw "could not find any route for this token pair";
-                    let routeText = "";
-                    route.legs.forEach((v, i) => {
-                        if (i === 0) routeText =
-                            routeText +
-                            v.tokenTo.symbol +
-                            "/" +
-                            v.tokenFrom.symbol +
-                            "(" +
-                            v.poolName +
-                            ")";
-                        else routeText =
-                            routeText +
-                            " + " +
-                            v.tokenTo.symbol +
-                            "/" +
-                            v.tokenFrom.symbol +
-                            "(" +
-                            v.poolName +
-                            ")";
-                    });
-                    console.log(">>> Route portions: ", routeText, "\n");
+                    console.log(">>> Route portions: ", "\n");
+                    console.log(
+                        "\x1b[36m%s\x1b[0m",
+                        visualizeRoute(fromToken.address, toToken.address, route.legs),
+                        "\n"
+                    );
+
                     const rpParams = Router.routeProcessor2Params(
                         pcMap,
                         route,
@@ -612,7 +598,7 @@ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.htm
 <br class="clear">
 
 <footer>
-    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Thu Sep 07 2023 16:17:56 GMT+0000 (Coordinated Universal Time)
+    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Fri Sep 08 2023 16:28:57 GMT+0000 (Coordinated Universal Time)
 </footer>
 
 <script> prettyPrint(); </script>

docs/html/srouter.js.html

@@ -36,10 +36,10 @@ <h1 class="page-title">Source: srouter.js</h1>
     getEthPrice,
     getDataFetcher,
     getActualPrice,
-    // estimateProfit,
+    visualizeRoute,
     bundleTakeOrders,
-    fetchPoolsForTokenWrapper,
-    getActualClearAmount
+    getActualClearAmount,
+    fetchPoolsForTokenWrapper
 } = require("./utils");
 
 
@@ -147,6 +147,7 @@ <h1 class="page-title">Source: srouter.js</h1>
     const arbAddress        = config.arbAddress;
     const orderbookAddress  = config.orderbookAddress;
     const maxProfit         = config.maxProfit;
+    const maxRatio          = config.maxRatio;
 
     // instantiating arb contract
     const arb = new ethers.Contract(arbAddress, arbAbis["srouter"], signer);
@@ -267,27 +268,13 @@ <h1 class="page-title">Source: srouter.js</h1>
                         );
                         const price = rateFixed.mul("1" + "0".repeat(18)).div(maximumInputFixed);
                         console.log(`Current best route price for this token pair: ${ethers.utils.formatEther(price)}`, "\n");
-                        let routeText = "";
-                        route.legs.forEach((v, i) => {
-                            if (i === 0) routeText =
-                                routeText +
-                                v.tokenTo.symbol +
-                                "/" +
-                                v.tokenFrom.symbol +
-                                "(" +
-                                v.poolName +
-                                ")";
-                            else routeText =
-                                routeText +
-                                " + " +
-                                v.tokenTo.symbol +
-                                "/" +
-                                v.tokenFrom.symbol +
-                                "(" +
-                                v.poolName +
-                                ")";
-                        });
-                        console.log(">>> Route portions: ", routeText, "\n");
+                        console.log(">>> Route portions: ", "\n");
+                        console.log(
+                            "\x1b[36m%s\x1b[0m",
+                            visualizeRoute(fromToken.address, toToken.address, route.legs),
+                            "\n"
+                        );
+
                         const rpParams = Router.routeProcessor2Params(
                             pcMap,
                             route,
@@ -301,7 +288,7 @@ <h1 class="page-title">Source: srouter.js</h1>
                         const takeOrdersConfigStruct = {
                             minimumInput: ethers.constants.One,
                             maximumInput,
-                            maximumIORatio: price,
+                            maximumIORatio: maxRatio ? ethers.constants.MaxUint256 : price,
                             orders: bundledOrders[i].takeOrders.map(v => v.takeOrder),
                             data: ethers.utils.defaultAbiCoder.encode(
                                 ["bytes"],
@@ -542,7 +529,7 @@ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.htm
 <br class="clear">
 
 <footer>
-    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Thu Sep 07 2023 16:17:56 GMT+0000 (Coordinated Universal Time)
+    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Fri Sep 08 2023 16:28:57 GMT+0000 (Coordinated Universal Time)
 </footer>
 
 <script> prettyPrint(); </script>

docs/html/utils.js.html

@@ -1239,6 +1239,43 @@ <h1 class="page-title">Source: utils.js</h1>
     }
 };
 
+const visualizeRoute = (fromToken, toToken, legs) => {
+    return [
+        ...legs.filter(
+            v => v.tokenTo.address.toLowerCase() === toToken.toLowerCase() &amp;&amp;
+            v.tokenFrom.address.toLowerCase() === fromToken.toLowerCase()
+        ).map(v => [v]),
+
+        ...legs.filter(
+            v => v.tokenFrom.address.toLowerCase() === fromToken.toLowerCase() &amp;&amp;
+            v.tokenTo.address.toLowerCase() !== toToken.toLowerCase()
+        ).map(v => {
+            const portoin = [v];
+            while(portoin.at(-1).tokenTo.address.toLowerCase() !== toToken.toLowerCase()) {
+                portoin.push(
+                    legs.find(e =>
+                        e.tokenFrom.address.toLowerCase() ===
+                        portoin.at(-1).tokenTo.address.toLowerCase()
+                    )
+                );
+            }
+            return portoin;
+        })
+
+    ].sort(
+        (a, b) => b[0].absolutePortion - a[0].absolutePortion
+    ).map(
+        v => (v[0].absolutePortion * 100).toFixed(2).padStart(5, "0") + "%   --->   " +
+        v.map(
+            e => e.tokenTo.symbol + "/" + e.tokenFrom.symbol + " (" + e.poolName + ")"
+        ).join(
+            " >> "
+        )
+    ).join(
+        "\n"
+    );
+};
+
 module.exports = {
     fallbackTransports,
     bnFromFloat,
@@ -1261,7 +1298,8 @@ <h1 class="page-title">Source: utils.js</h1>
     appGlobalLogger,
     promiseTimeout,
     getActualClearAmount,
-    getRouteForTokens
+    getRouteForTokens,
+    visualizeRoute
 };
 </code></pre>
         </article>
@@ -1279,7 +1317,7 @@ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.htm
 <br class="clear">
 
 <footer>
-    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Thu Sep 07 2023 16:17:56 GMT+0000 (Coordinated Universal Time)
+    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Fri Sep 08 2023 16:28:57 GMT+0000 (Coordinated Universal Time)
 </footer>
 
 <script> prettyPrint(); </script>

docs/html/zeroex.js.html

@@ -667,7 +667,7 @@ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.htm
 <br class="clear">
 
 <footer>
-    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Thu Sep 07 2023 16:17:56 GMT+0000 (Coordinated Universal Time)
+    Documentation generated by <a href="https://github.com/jsdoc/jsdoc">JSDoc 4.0.2</a> on Fri Sep 08 2023 16:28:57 GMT+0000 (Coordinated Universal Time)
 </footer>
 
 <script> prettyPrint(); </script>

example.env

@@ -56,4 +56,7 @@ ARB_TYPE="flash-loan-v2"
 MAX_PROFIT="true"
 
 # Seconds to wait between each arb round, default is 10, Will override the 'SLEPP' in env variables
-SLEEP=10
+SLEEP=10
+
+# Option to maximize maxIORatio for 'srouter' mode
+MAX_RATIO="true"