Merge pull request #78 from lidofinance/deposit-formula-improve

Deposit formula improve

scripts/depositor.py

@@ -14,6 +14,8 @@
 def main():
     logger.info({'msg': 'Start up metrics service on port: 8080.'})
     start_http_server(8080)
+
     flashbot(web3, web3.eth.account.from_key(variables.FLASHBOT_SIGNATURE), FLASHBOTS_RPC[variables.WEB3_CHAIN_ID])
+
     depositor_bot = DepositorBot()
     depositor_bot.run_as_daemon()

scripts/depositor_utils/depositor_bot.py

@@ -4,6 +4,7 @@
 from typing import List, Tuple
 
 from brownie import web3, Wei, chain
+from eth_account import Account
 from hexbytes import HexBytes
 from web3.exceptions import BlockNotFound
 from web3.types import TxParams
@@ -256,11 +257,12 @@ def do_deposit(self):
 
         logger.info({'msg': 'Creating tx in blockchain.'})
 
+        contract = web3.eth.contract(
+            address=DepositSecurityModuleInterface.address,
+            abi=DepositSecurityModuleInterface.abi,
+        )
+
         try:
-            contract = web3.eth.contract(
-                address=DepositSecurityModuleInterface.address,
-                abi=DepositSecurityModuleInterface.abi,
-            )
             func = contract.functions.depositBufferedEther(
                 self.deposit_root,
                 self.keys_op_index,
@@ -284,31 +286,29 @@ def do_deposit(self):
                 "data": func._encode_transaction_data()
             }
 
-            from eth_account.account import Account
-            signer = Account.from_key(variables.ACCOUNT.private_key)
+            signer = Account.from_key(private_key=variables.ACCOUNT.private_key)
 
             for i in range(10):
                 # Try to get in next 10 blocks
                 result = web3.flashbots.send_bundle(
-                    [{"signer": signer, "transaction": tx}],
+                    [{"signed_transaction": signer.sign_transaction(tx).rawTransaction}],
                     self._current_block.number + i
                 )
 
             # We are waiting for `self._current_block.number + i` block number and get receipt by tx hash
             result.wait()
             rec = result.receipts()
-            if not rec:
-                raise Exception('No reception provided')
-        except Exception as error:
-            logger.error({'msg': f'Deposit failed.', 'error': str(error)})
-            DEPOSIT_FAILURE.inc()
-        else:
+
             logger.info({'msg': 'Transaction executed.', 'value': {
                 'blockHash': rec[-1]['blockHash'].hex(),
                 'blockNumber': rec[-1]['blockNumber'],
                 'gasUsed': rec[-1]['gasUsed'],
                 'transactionHash': rec[-1]['transactionHash'].hex(),
             }})
+        except Exception as error:
+            logger.error({'msg': f'Deposit failed.', 'error': str(error)})
+            DEPOSIT_FAILURE.inc()
+        else:
             SUCCESS_DEPOSIT.inc()
 
         logger.info({'msg': f'Deposit method end. Sleep for 1 minute.'})

scripts/utils/gas_strategy.py

@@ -83,11 +83,13 @@ def get_recommended_gas_fee(self, percentiles: Iterable[Tuple[int, int]]) -> flo
 
     def get_recommended_buffered_ether_to_deposit(self, gas_fee):
         """Returns suggested minimum buffered ether to deposit"""
-        apr = 0.049  # Protocol APR
+        apr = 0.044  # Protocol APR
         # ether/14 days : select sum(tr.value)/1e18 from ethereum."transactions" as tr
         # where tr.to = '\xae7ab96520DE3A18E5e111B5EaAb095312D7fE84'
         # and tr.block_time >= '2021-12-01' and tr.block_time < '2021-12-15' and tr.value < 600*1e18;
-        a = 60  # ~ ether/hour
+        a = 24  # ~ ether/hour
+        keys_hour = a / 32
         p = 32 * 10**18 * apr / 365 / 24  # ~ Profit in hour
         c = 378300  # wei is constant for every deposit tx that should be paid
-        return sqrt(c * gas_fee * a / 32 / p) * 32 * 10**18
+        multiply_constant = 1.5  # we will get profit with constant from 1 to 2, but the most profitable will be 1.5
+        return sqrt(multiply_constant * c * gas_fee * keys_hour / p) * 32 * 10**18

tests/test_gas_srategy.py

@@ -49,7 +49,10 @@ def test_recommended_buffered_ether():
     assert 1 < buffered_ether / 10**18 < 100
 
     buffered_ether = gas_fee_strategy.get_recommended_buffered_ether_to_deposit(50 * 10**9)
-    assert 400 < buffered_ether / 10**18 < 700
+    assert 350 < buffered_ether / 10**18 < 400
 
     buffered_ether = gas_fee_strategy.get_recommended_buffered_ether_to_deposit(70 * 10**9)
-    assert 500 < buffered_ether / 10**18 < 1000
+    assert 400 < buffered_ether / 10**18 < 600
+
+    buffered_ether = gas_fee_strategy.get_recommended_buffered_ether_to_deposit(150 * 10**9)
+    assert 600 < buffered_ether / 10**18 < 700

tests/utils/mock_provider.py

@@ -22,18 +22,4 @@ def make_request(self, method: RPCEndpoint, params: Any) -> RPCResponse:
             if result is not None:
                 return result[1]
 
-        infura_project_id = os.getenv('WEB3_INFURA_PROJECT_ID')
-        network = os.getenv('NETWORK')
-        prov = HTTPProvider(f'https://{network}.infura.io/v3/{infura_project_id}')
-        request_data = prov.encode_rpc_request(method, params)
-        raw_response = make_post_request(
-            prov.endpoint_uri,
-            request_data,
-            **prov.get_request_kwargs()
-        )
-        response = prov.decode_rpc_response(raw_response)
-
-        # print(method)
-        # print(f'({params}, {response}),')
-
-        return response
+        raise Exception('There is no mock for response')