Add buffers monitoring test (#86)

Bringing back the PR #75 after temporarily reverting it in PR #85 as,
for some reason, there were some formatting issues and the PR still
managed to get merged.

---------

Co-authored-by: Felix Henneke <felix.henneke@protonmail.com>

src/apis/coingeckoapi.py

@@ -0,0 +1,45 @@
+"""
+CoingeckoAPI for fetching the price in usd of a given token.
+"""
+# pylint: disable=logging-fstring-interpolation
+
+from typing import Optional
+import requests
+from src.helper_functions import get_logger
+from src.constants import (
+    header,
+    REQUEST_TIMEOUT,
+)
+
+
+class CoingeckoAPI:
+    """
+    Class for fetching token prices from Coingecko.
+    """
+
+    def __init__(self) -> None:
+        self.logger = get_logger()
+
+    def get_token_price_in_usd(self, address: str) -> Optional[float]:
+        """
+        Returns the Coingecko price in usd of the given token.
+        """
+        coingecko_url = (
+            "https://api.coingecko.com/api/v3/simple/token_price/ethereum?contract_addresses="
+            + address
+            + "&vs_currencies=usd"
+        )
+        try:
+            coingecko_data = requests.get(
+                coingecko_url,
+                headers=header,
+                timeout=REQUEST_TIMEOUT,
+            )
+            coingecko_rsp = coingecko_data.json()
+            coingecko_price_in_usd = float(coingecko_rsp[address]["usd"])
+        except requests.RequestException as err:
+            self.logger.warning(
+                f"Connection error while fetching Coingecko price for token {address}, error: {err}"
+            )
+            return None
+        return coingecko_price_in_usd

src/apis/tokenlistapi.py

@@ -0,0 +1,47 @@
+"""
+TokenListAPI for fetching a curated token list.
+"""
+# pylint: disable=logging-fstring-interpolation
+from typing import Optional
+import requests
+from src.helper_functions import get_logger
+from src.constants import (
+    header,
+    REQUEST_TIMEOUT,
+)
+
+
+class TokenListAPI:
+    """
+    Class for fetching a curated token list.
+    """
+
+    def __init__(self) -> None:
+        self.logger = get_logger()
+        self.token_lists = [
+            "http://t2crtokens.eth.link",
+            "https://tokens.1inch.eth.link",
+            "https://tokenlist.aave.eth.link",
+        ]
+
+    def get_token_list(self) -> Optional[list[str]]:
+        """
+        Returns a token list.
+        """
+        token_list: list[str] = []
+        for url in self.token_lists:
+            try:
+                data = requests.get(
+                    url,
+                    headers=header,
+                    timeout=REQUEST_TIMEOUT,
+                )
+                rsp = data.json()
+                if "tokens" in rsp:
+                    for token in rsp["tokens"]:
+                        token_list.append(token["address"].lower())
+            except requests.RequestException as err:
+                self.logger.warning(f"Exception while fetching a token list: {err}")
+            if len(token_list) > 0:
+                return token_list
+        return None

src/constants.py

@@ -25,6 +25,12 @@
 # cap parameter, per CIP-20, measured in ETH
 CAP_PARAMETER = 0.01
 
+# number of tx hashes before a new buffers check is ran
+BUFFER_INTERVAL = 150
+
+# threshold of value of buffers above which an alert is generated
+BUFFERS_VALUE_USD_THRESHOLD = 200000
+
 # threshold parameter to generate an alert when receiving kickbacks
 KICKBACKS_ALERT_THRESHOLD = 0.03
 

src/daemon.py

@@ -27,6 +27,9 @@
 from src.monitoring_tests.mev_blocker_kickbacks_test import (
     MEVBlockerRefundsMonitoringTest,
 )
+from src.monitoring_tests.buffers_monitoring_test import (
+    BuffersMonitoringTest,
+)
 from src.constants import SLEEP_TIME_IN_SEC
 
 
@@ -44,6 +47,7 @@ def main() -> None:
         PartialFillCostCoverageTest(),
         CostCoveragePerSolverTest(),
         MEVBlockerRefundsMonitoringTest(),
+        BuffersMonitoringTest(),
     ]
 
     start_block: Optional[int] = None

src/monitoring_tests/buffers_monitoring_test.py

@@ -0,0 +1,100 @@
+"""
+Checks the value of buffers every 150 settlements by invoking
+the ehtplorer api, and in some cases, coingecko.
+"""
+# pylint: disable=logging-fstring-interpolation
+import requests
+from src.monitoring_tests.base_test import BaseTest
+from src.apis.coingeckoapi import CoingeckoAPI
+from src.apis.tokenlistapi import TokenListAPI
+from src.constants import (
+    BUFFER_INTERVAL,
+    header,
+    REQUEST_TIMEOUT,
+    BUFFERS_VALUE_USD_THRESHOLD,
+)
+
+
+class BuffersMonitoringTest(BaseTest):
+    """
+    This test checks the value of the settlement contract buffers
+    every 150 settlements and generates an alert if it is higher than 200_000 USD.
+    Price feeds from ethplorer and coingecko (as backup) are used.
+    """
+
+    def __init__(self) -> None:
+        super().__init__()
+        self.coingecko_api = CoingeckoAPI()
+        self.tokenlist_api = TokenListAPI()
+        self.counter: int = 0
+
+    def compute_buffers_value(self) -> bool:
+        """
+        Evaluates current state of buffers.
+        """
+        # get all token balances of the smart contract
+        try:
+            ethplorer_data = requests.get(
+                "https://api.ethplorer.io/getAddressInfo/"
+                + "0x9008D19f58AAbD9eD0D60971565AA8510560ab41?apiKey=freekey",
+                headers=header,
+                timeout=REQUEST_TIMEOUT,
+            )
+            ethplorer_rsp = ethplorer_data.json()
+            if "tokens" not in ethplorer_rsp:
+                return False
+            token_list = self.tokenlist_api.get_token_list()
+            if token_list is None:
+                return False
+
+            value_in_usd = 0.0
+            for token in ethplorer_rsp["tokens"]:
+                if token["tokenInfo"]["address"] not in token_list:
+                    continue
+                balance = token["balance"]
+                decimals = int(token["tokenInfo"]["decimals"])
+                if token["tokenInfo"]["price"] is not False:
+                    price_in_usd = token["tokenInfo"]["price"]["rate"]
+                    token_buffer_value_in_usd = (
+                        balance / 10**decimals
+                    ) * price_in_usd
+                    # in case some price is way off and it blows a lot the total value held in the
+                    # smart contract we use a second price feed, from coingecko, to correct in case
+                    # the initial price is indeed off
+                    if token_buffer_value_in_usd > 10000:
+                        coingecko_price_in_usd = (
+                            self.coingecko_api.get_token_price_in_usd(
+                                token["tokenInfo"]["address"]
+                            )
+                        )
+                        coingecko_value_in_usd = (
+                            balance / 10**decimals
+                        ) * coingecko_price_in_usd
+                        if coingecko_value_in_usd < token_buffer_value_in_usd:
+                            token_buffer_value_in_usd = coingecko_value_in_usd
+                    value_in_usd += token_buffer_value_in_usd
+            log_output = f"Buffer value is {value_in_usd} USD"
+            if value_in_usd > BUFFERS_VALUE_USD_THRESHOLD:
+                self.alert(log_output)
+            else:
+                self.logger.info(log_output)
+
+        except requests.RequestException as err:
+            self.logger.warning(
+                f"Connection Error while fetching buffer tokens and prices, error: {err}"
+            )
+            return False
+        return True
+
+    def run(self, tx_hash: str) -> bool:
+        """
+        Wrapper function for the whole test. Checks if BUFFER_INTERVAL many settlements have
+        been observed, in which case it invokes the main function that checks the current
+        value of buffers.
+        """
+        self.counter += 1
+        if self.counter > BUFFER_INTERVAL:
+            success = self.compute_buffers_value()
+            if success:
+                self.counter = 0
+        return True