Uniswap Cycle Arbitrage Analysis

Previous work on cycle arbitrage: https://github.com/ccyanxyz/uniswap-arbitrage-analysis
General structure:

.
├── abi // smart contract ABI file
├── data // output data
├── go-ethereum // modified go-ethereum 
├── reports // data analysis results
├── template // latex figure templates
├── test // test scripts
├── uniswap-v2-py // uniswap v2 python client
└── utils // helper scripts

Go-ethereum: this is a modified go-ethereum client allowing us to export all transactions and receipts related to uniswap/sushiswap, the output is a 22959997 line file, each line contains a transaction and the corresponding receipt, key modifications:
- go-ethereum/core/blockchain.go: start from line 792, function ExportReceiptsN
- go-ethereum/core/transaction.go: start from line 49, Txdata structure
Key Python scripts:
- get_all_pairs_thegraph.py: get all uniswap pairs via TheGraph API
- get_all_cycle_arbs.py: identify and extract all successful cyclic arbitrages
- count_cycles.py: count the cycle lengths
- get_start_token_stats.py: count the start tokens for cyclic arbitrages
- get_daily_revenue.py: get daily revenue of all cyclic arbitrages
- get_gas_trend.py: get daily gas cost for cyclic arbitrages
- get_profit_rev_dist.py: get profit/revenue distribution for cyclic arbitrages
- get_bot_stats.py: get stats of cyclic arbitrage contracts
- get_tx_list.py: get all transactions related to those arbitrage contracts we identified, including the UniswapV2Router contract
- get_failed_stats.py: get stats of failed cyclic arbitrages excluding those initiated from the UniswapV2Router contract
- get_failed_router_stats.py: get stats of all failed cyclic arbitrage transactions initiated from the UniswapV2Router contract
- get_top10bot_daily_revenue.py: get the daily revenue stats of the top 10 bots in terms of total revenue
- get_blockwise_stats.py: get blockwise reserves info of all uniswap pairs
- get_toppair_blockwise_reserves.py: get the blockwise reserves of those pairs in the top 10 arbitrage path
- draw_xxx.py: draw the analysis results with python matplotlib
- tex_xxx.py: draw the analysis results with Latex templates

Name		Name	Last commit message	Last commit date
Latest commit History 142 Commits
abi		abi
data		data
go-ethereum		go-ethereum
reports		reports
template		template
test		test
uniswap-v2-py		uniswap-v2-py
utils		utils
.gitignore		.gitignore
ana.py		ana.py
build_block_line_idx.py		build_block_line_idx.py
calc_3path_blockwise_arb_index.py		calc_3path_blockwise_arb_index.py
calc_avg_revenue_cycle_length.py		calc_avg_revenue_cycle_length.py
calc_blockwise_arb_index.py		calc_blockwise_arb_index.py
common.py		common.py
config.json		config.json
count_all_uni_txs.py		count_all_uni_txs.py
count_cycles.py		count_cycles.py
count_uni_sushi_tx.py		count_uni_sushi_tx.py
draw_length_stats.py		draw_length_stats.py
draw_profit_rev_distribution.py		draw_profit_rev_distribution.py
draw_start_token.py		draw_start_token.py
extract_uni_cycle_arb.py		extract_uni_cycle_arb.py
generate_addr_bloom.py		generate_addr_bloom.py
get_3path_blockwise_reserves.py		get_3path_blockwise_reserves.py
get_addr_func_sig.py		get_addr_func_sig.py
get_addr_stats.py		get_addr_stats.py
get_addr_tx_list.py		get_addr_tx_list.py
get_all_cross_arbs.py		get_all_cross_arbs.py
get_all_cycle_arbs.py		get_all_cycle_arbs.py
get_all_pairs.py		get_all_pairs.py
get_all_pairs_thegraph.py		get_all_pairs_thegraph.py
get_all_sushi_cycle_arbs.py		get_all_sushi_cycle_arbs.py
get_all_sushi_pairs.py		get_all_sushi_pairs.py
get_arb_index_before_after_arb.py		get_arb_index_before_after_arb.py
get_block_ts.py		get_block_ts.py
get_blockwise_lp_supply.py		get_blockwise_lp_supply.py
get_blockwise_stats.py		get_blockwise_stats.py
get_bot_stats.py		get_bot_stats.py
get_bot_txcount.py		get_bot_txcount.py
get_cycle_length_stats.py		get_cycle_length_stats.py
get_daily_revenue.py		get_daily_revenue.py
get_eoa_addr_stats.py		get_eoa_addr_stats.py
get_failed_router_arbs.py		get_failed_router_arbs.py
get_failed_router_stats.py		get_failed_router_stats.py
get_failed_stats.py		get_failed_stats.py
get_gas_trend.py		get_gas_trend.py
get_lp_stats.py		get_lp_stats.py
get_neg_rev_txs.py		get_neg_rev_txs.py
get_path_stats.py		get_path_stats.py
get_profit_rev_dist.py		get_profit_rev_dist.py
get_router_frontrun.py		get_router_frontrun.py
get_start_token_stats.py		get_start_token_stats.py
get_sushi_blockwise_reserves.py		get_sushi_blockwise_reserves.py
get_top10bot_daily_revenue.py		get_top10bot_daily_revenue.py
get_toppair_blockwise_reserves.py		get_toppair_blockwise_reserves.py
get_toppath_symbols.py		get_toppath_symbols.py
get_tx_from.py		get_tx_from.py
get_tx_list.py		get_tx_list.py
get_uni_sushi_price_diff.py		get_uni_sushi_price_diff.py
helper.py		helper.py
info.txt		info.txt
rate.py		rate.py
readme.md		readme.md
remove_1inch.py		remove_1inch.py
rpc.py		rpc.py
test.py		test.py
tex_daily_marketsize.py		tex_daily_marketsize.py
tex_gas_trend.py		tex_gas_trend.py
tex_top_paths.py		tex_top_paths.py
tex_topbot_daily_revenue.py		tex_topbot_daily_revenue.py

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