pub struct CexDexMarkoutInspector<'db, DB: LibmdbxReader> {
pub utils: SharedInspectorUtils<'db, DB>,
/* private fields */
}
Fields§
§utils: SharedInspectorUtils<'db, DB>
Implementations§
source§impl<'db, DB: LibmdbxReader> CexDexMarkoutInspector<'db, DB>
impl<'db, DB: LibmdbxReader> CexDexMarkoutInspector<'db, DB>
pub fn new( quote: Address, db: &'db DB, cex_exchanges: &[CexExchange], trade_config: CexDexTradeConfig, metrics: Option<OutlierMetrics>, ) -> Self
source§impl<DB: LibmdbxReader> CexDexMarkoutInspector<'_, DB>
impl<DB: LibmdbxReader> CexDexMarkoutInspector<'_, DB>
pub fn detect_cex_dex( &self, dex_swaps: Vec<NormalizedSwap>, metadata: &Metadata, marked_cex_dex: bool, tx_info: &TxInfo, ) -> Option<CexDexProcessing>
pub fn process_optimistic( &self, cex_prices: CexPricesForSwaps, metadata: &Metadata, tx_info: &TxInfo, ) -> Option<OptimisticDetails>
sourcepub fn gas_accounting(
&self,
cex_dex: &mut CexDexProcessing,
gas_details: &GasDetails,
metadata: Arc<Metadata>,
)
pub fn gas_accounting( &self, cex_dex: &mut CexDexProcessing, gas_details: &GasDetails, metadata: Arc<Metadata>, )
Accounts for gas costs in the calculation of potential arbitrage profits. This function calculates the final pnl for the transaction by subtracting gas costs from the total potential arbitrage profits.
§Arguments
swaps_with_profit_by_exchange
- A vector ofPossibleCexDexLeg
instances to be analyzed.gas_details
- Details of the gas costs associated with the transaction.metadata
- Shared metadata providing additional context and price data.
§Returns
A PossibleCexDex
instance representing the finalized arbitrage
opportunity after accounting for gas costs.
sourcepub fn filter_possible_cex_dex(
&self,
possible_cex_dex: CexDexProcessing,
info: &TxInfo,
metadata: Arc<Metadata>,
) -> Option<(f64, BundleData, Vec<ExchangeLegCexPrice>)>
pub fn filter_possible_cex_dex( &self, possible_cex_dex: CexDexProcessing, info: &TxInfo, metadata: Arc<Metadata>, ) -> Option<(f64, BundleData, Vec<ExchangeLegCexPrice>)>
Filters and validates identified CEX-DEX arbitrage opportunities to minimize false positives.
§Arguments
possible_cex_dex
- The arbitrage opportunity being validated.info
- Transaction info providing additional context for validation.
§Returns
An option containing BundleData::CexDex
if a valid opportunity is
identified, otherwise None
.
sourcepub fn is_triangular_arb(&self, dex_swaps: &[NormalizedSwap]) -> bool
pub fn is_triangular_arb(&self, dex_swaps: &[NormalizedSwap]) -> bool
Filters out triangular arbitrage
Trait Implementations§
source§impl<DB: LibmdbxReader> Inspector for CexDexMarkoutInspector<'_, DB>
impl<DB: LibmdbxReader> Inspector for CexDexMarkoutInspector<'_, DB>
type Result = Vec<Bundle>
fn get_quote_token(&self) -> Address
fn inspect_block(&self, data: MultiBlockData) -> Self::Result
source§fn block_window(&self) -> usize
fn block_window(&self) -> usize
Auto Trait Implementations§
impl<'db, DB> Freeze for CexDexMarkoutInspector<'db, DB>
impl<'db, DB> !RefUnwindSafe for CexDexMarkoutInspector<'db, DB>
impl<'db, DB> Send for CexDexMarkoutInspector<'db, DB>
impl<'db, DB> Sync for CexDexMarkoutInspector<'db, DB>
impl<'db, DB> Unpin for CexDexMarkoutInspector<'db, DB>
impl<'db, DB> !UnwindSafe for CexDexMarkoutInspector<'db, DB>
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Size: 248 bytes