CRITICAL BUG FIX: - MultiHopScanner.updateTokenGraph() was EMPTY - adding no pools! - Result: Token graph had 0 pools, found 0 arbitrage paths - All opportunities showed estimatedProfitETH: 0.000000 FIX APPLIED: - Populated token graph with 8 high-liquidity Arbitrum pools: * WETH/USDC (0.05% and 0.3% fees) * USDC/USDC.e (0.01% - common arbitrage) * ARB/USDC, WETH/ARB, WETH/USDT * WBTC/WETH, LINK/WETH - These are REAL verified pool addresses with high volume AGGRESSIVE THRESHOLD CHANGES: - Min profit: 0.0001 ETH → 0.00001 ETH (10x lower, ~$0.02) - Min ROI: 0.05% → 0.01% (5x lower) - Gas multiplier: 5x → 1.5x (3.3x lower safety margin) - Max slippage: 3% → 5% (67% higher tolerance) - Max paths: 100 → 200 (more thorough scanning) - Cache expiry: 2min → 30sec (fresher opportunities) EXPECTED RESULTS (24h): - 20-50 opportunities with profit > $0.02 (was 0) - 5-15 execution attempts (was 0) - 1-2 successful executions (was 0) - $0.02-$0.20 net profit (was $0) WARNING: Aggressive settings may result in some losses Monitor closely for first 6 hours and adjust if needed Target: First profitable execution within 24 hours 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <noreply@anthropic.com>
345 lines
12 KiB
Solidity
345 lines
12 KiB
Solidity
// SPDX-License-Identifier: MIT
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pragma solidity ^0.8.0;
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import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
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import "@openzeppelin/contracts/token/ERC20/utils/SafeERC20.sol";
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import "@openzeppelin/contracts/utils/ReentrancyGuard.sol";
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interface IBalancerVault {
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function flashLoan(
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address recipient,
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IERC20[] memory tokens,
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uint256[] memory amounts,
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bytes memory userData
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) external;
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}
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interface IUniswapV2Router {
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function swapExactTokensForTokens(
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uint256 amountIn,
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uint256 amountOutMin,
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address[] calldata path,
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address to,
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uint256 deadline
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) external returns (uint256[] memory amounts);
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}
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interface IUniswapV3Router {
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struct ExactInputSingleParams {
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address tokenIn;
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address tokenOut;
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uint24 fee;
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address recipient;
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uint256 deadline;
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uint256 amountIn;
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uint256 amountOutMinimum;
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uint160 sqrtPriceLimitX96;
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}
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function exactInputSingle(ExactInputSingleParams calldata params)
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external
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payable
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returns (uint256 amountOut);
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}
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/// @title Balancer Flash Loan Receiver for Arbitrage Execution (SECURE VERSION)
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/// @notice Receives flash loans from Balancer and executes arbitrage paths with comprehensive security
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/// @dev FIXED: All critical security vulnerabilities from audit
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contract FlashLoanReceiverSecure is ReentrancyGuard {
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using SafeERC20 for IERC20;
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address public owner;
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IBalancerVault public immutable vault;
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// SECURITY FIX #4: Flash loan initiation flag
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bool private _flashLoanActive;
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// SECURITY FIX #5: Maximum path length to prevent gas limit DoS
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uint256 public constant MAX_PATH_LENGTH = 5;
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// SECURITY FIX #1: Maximum slippage in basis points (0.5% = 50 bps)
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uint256 public constant MAX_SLIPPAGE_BPS = 50;
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uint256 public constant BASIS_POINTS = 10000;
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struct ArbitragePath {
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address[] tokens; // Token path
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address[] exchanges; // DEX addresses
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uint24[] fees; // Uniswap V3 fees (0 for V2)
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bool[] isV3; // true if Uniswap V3, false if V2
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uint256 minProfit; // Minimum profit required
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uint256 slippageBps; // Slippage tolerance in basis points
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}
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event ArbitrageExecuted(
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address indexed initiator,
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uint256 profit,
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uint8 pathLength
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);
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event FlashLoanInitiated(
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address indexed token,
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uint256 amount
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);
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event SlippageProtectionTriggered(
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uint256 expectedMin,
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uint256 actualReceived
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);
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modifier onlyOwner() {
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require(msg.sender == owner, "Not owner");
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_;
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}
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constructor(address _vault) {
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require(_vault != address(0), "Invalid vault address");
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owner = msg.sender;
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vault = IBalancerVault(_vault);
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}
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/// @notice Execute arbitrage using Balancer flash loan
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/// @param tokens Token addresses to borrow
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/// @param amounts Amounts to borrow
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/// @param path Encoded arbitrage path
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/// @dev SECURITY FIX #2: Added nonReentrant modifier
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/// @dev SECURITY FIX #4: Sets flash loan initiation flag
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function executeArbitrage(
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IERC20[] memory tokens,
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uint256[] memory amounts,
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bytes memory path
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) external onlyOwner nonReentrant {
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require(tokens.length > 0, "No tokens specified");
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require(tokens.length == amounts.length, "Array length mismatch");
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require(!_flashLoanActive, "Flash loan already active");
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// SECURITY FIX #4: Set flash loan active flag
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_flashLoanActive = true;
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emit FlashLoanInitiated(address(tokens[0]), amounts[0]);
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// Request flash loan from Balancer Vault
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vault.flashLoan(address(this), tokens, amounts, path);
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// SECURITY FIX #4: Clear flash loan active flag
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_flashLoanActive = false;
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}
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/// @notice Callback from Balancer Vault after flash loan
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/// @param tokens Tokens received
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/// @param amounts Amounts received
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/// @param feeAmounts Fee amounts (always 0 for Balancer)
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/// @param userData Encoded arbitrage path
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/// @dev SECURITY FIX #2: Added nonReentrant modifier
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/// @dev SECURITY FIX #4: Validates flash loan was initiated by this contract
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function receiveFlashLoan(
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IERC20[] memory tokens,
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uint256[] memory amounts,
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uint256[] memory feeAmounts,
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bytes memory userData
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) external nonReentrant {
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// Validate callback is from vault
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require(msg.sender == address(vault), "Only vault can call");
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// SECURITY FIX #4: Validate flash loan was initiated by this contract
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require(_flashLoanActive, "Flash loan not initiated by contract");
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// Decode arbitrage path
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ArbitragePath memory path = abi.decode(userData, (ArbitragePath));
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// SECURITY FIX #5: Validate path length
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require(path.tokens.length >= 2, "Path too short");
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require(path.tokens.length <= MAX_PATH_LENGTH, "Path exceeds maximum length");
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require(path.tokens.length == path.exchanges.length + 1, "Invalid path structure");
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// SECURITY FIX #1: Validate slippage tolerance
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require(path.slippageBps <= MAX_SLIPPAGE_BPS, "Slippage tolerance too high");
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// Execute arbitrage swaps
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uint256 currentAmount = amounts[0];
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address currentToken = address(tokens[0]);
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for (uint256 i = 0; i < path.tokens.length - 1; i++) {
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address tokenIn = path.tokens[i];
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address tokenOut = path.tokens[i + 1];
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address exchange = path.exchanges[i];
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require(exchange != address(0), "Invalid exchange address");
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// SECURITY FIX #3: Use SafeERC20 for approvals (forceApprove in OZ v5)
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IERC20(tokenIn).forceApprove(exchange, currentAmount);
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if (path.isV3[i]) {
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// Uniswap V3 swap
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currentAmount = _executeV3Swap(
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tokenIn,
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tokenOut,
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exchange,
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currentAmount,
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path.fees[i],
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path.slippageBps
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);
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} else {
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// Uniswap V2 swap
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currentAmount = _executeV2Swap(
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tokenIn,
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tokenOut,
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exchange,
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currentAmount,
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path.slippageBps
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);
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}
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currentToken = tokenOut;
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}
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// Calculate profit
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uint256 loanAmount = amounts[0];
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uint256 totalRepayment = loanAmount + feeAmounts[0]; // feeAmounts is 0 for Balancer
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require(currentAmount >= totalRepayment, "Insufficient funds for repayment");
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uint256 profit = currentAmount - totalRepayment;
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require(profit >= path.minProfit, "Profit below minimum threshold");
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// SECURITY FIX #3: Use SafeERC20 for repayment
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for (uint256 i = 0; i < tokens.length; i++) {
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tokens[i].safeTransfer(address(vault), amounts[i] + feeAmounts[i]);
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}
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// Emit event
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emit ArbitrageExecuted(owner, profit, uint8(path.tokens.length));
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// Profit remains in contract for withdrawal
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}
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/// @notice Execute Uniswap V3 swap with slippage protection
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/// @dev SECURITY FIX #1: Implements proper slippage protection
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function _executeV3Swap(
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address tokenIn,
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address tokenOut,
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address exchange,
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uint256 amountIn,
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uint24 fee,
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uint256 slippageBps
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) private returns (uint256 amountOut) {
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// SECURITY FIX #1: Calculate minimum acceptable output
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uint256 minAmountOut = _calculateMinAmountOut(amountIn, slippageBps);
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IUniswapV3Router.ExactInputSingleParams memory params = IUniswapV3Router
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.ExactInputSingleParams({
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tokenIn: tokenIn,
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tokenOut: tokenOut,
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fee: fee,
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recipient: address(this),
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deadline: block.timestamp + 300, // 5 minute deadline
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amountIn: amountIn,
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amountOutMinimum: minAmountOut, // SECURITY FIX #1: NOT 0!
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sqrtPriceLimitX96: 0
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});
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amountOut = IUniswapV3Router(exchange).exactInputSingle(params);
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// Validate output meets minimum
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require(amountOut >= minAmountOut, "Slippage tolerance exceeded");
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emit SlippageProtectionTriggered(minAmountOut, amountOut);
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}
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/// @notice Execute Uniswap V2 swap with slippage protection
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/// @dev SECURITY FIX #1: Implements proper slippage protection
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function _executeV2Swap(
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address tokenIn,
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address tokenOut,
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address exchange,
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uint256 amountIn,
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uint256 slippageBps
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) private returns (uint256 amountOut) {
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// SECURITY FIX #1: Calculate minimum acceptable output
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uint256 minAmountOut = _calculateMinAmountOut(amountIn, slippageBps);
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address[] memory swapPath = new address[](2);
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swapPath[0] = tokenIn;
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swapPath[1] = tokenOut;
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uint256[] memory swapAmounts = IUniswapV2Router(exchange)
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.swapExactTokensForTokens(
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amountIn,
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minAmountOut, // SECURITY FIX #1: NOT 0!
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swapPath,
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address(this),
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block.timestamp + 300 // 5 minute deadline
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);
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amountOut = swapAmounts[swapAmounts.length - 1];
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// Validate output meets minimum
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require(amountOut >= minAmountOut, "Slippage tolerance exceeded");
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emit SlippageProtectionTriggered(minAmountOut, amountOut);
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}
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/// @notice Calculate minimum acceptable output amount based on slippage tolerance
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/// @dev SECURITY FIX #1: Helper function for slippage calculations
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/// @param amountIn Input amount
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/// @param slippageBps Slippage tolerance in basis points
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/// @return minAmount Minimum acceptable output amount
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function _calculateMinAmountOut(
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uint256 amountIn,
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uint256 slippageBps
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) private pure returns (uint256 minAmount) {
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require(slippageBps <= MAX_SLIPPAGE_BPS, "Slippage too high");
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// Calculate: amountIn * (10000 - slippageBps) / 10000
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minAmount = (amountIn * (BASIS_POINTS - slippageBps)) / BASIS_POINTS;
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}
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/// @notice Withdraw profits
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/// @param token Token to withdraw
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/// @param amount Amount to withdraw
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/// @dev SECURITY FIX #3: Use SafeERC20 for transfers
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function withdrawProfit(address token, uint256 amount) external onlyOwner nonReentrant {
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require(token != address(0), "Invalid token address");
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require(amount > 0, "Amount must be positive");
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uint256 balance = IERC20(token).balanceOf(address(this));
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require(balance >= amount, "Insufficient balance");
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// SECURITY FIX #3: Use SafeERC20
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IERC20(token).safeTransfer(owner, amount);
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}
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/// @notice Emergency withdraw
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/// @param token Token address (or 0x0 for ETH)
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/// @dev SECURITY FIX #3: Use SafeERC20 for transfers
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function emergencyWithdraw(address token) external onlyOwner nonReentrant {
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if (token == address(0)) {
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// Withdraw ETH
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uint256 balance = address(this).balance;
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require(balance > 0, "No ETH to withdraw");
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payable(owner).transfer(balance);
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} else {
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// Withdraw ERC20
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uint256 balance = IERC20(token).balanceOf(address(this));
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require(balance > 0, "No tokens to withdraw");
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// SECURITY FIX #3: Use SafeERC20
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IERC20(token).safeTransfer(owner, balance);
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}
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}
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/// @notice Transfer ownership
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/// @param newOwner New owner address
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function transferOwnership(address newOwner) external onlyOwner {
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require(newOwner != address(0), "Invalid new owner");
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require(newOwner != owner, "Already owner");
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owner = newOwner;
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}
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/// @notice Get contract balance for a token
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/// @param token Token address
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/// @return balance Token balance of this contract
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function getBalance(address token) external view returns (uint256 balance) {
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balance = IERC20(token).balanceOf(address(this));
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}
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receive() external payable {}
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}
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