279 lines
6.6 KiB
YAML
279 lines
6.6 KiB
YAML
# Initial Markets Configuration for MEV Bot
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# This file defines the initial tokens, factories, and routers to build markets from
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version: "1.0"
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network: "arbitrum"
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chain_id: 42161
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# Core tokens for market building
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tokens:
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# Major tokens
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WETH:
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address: "0x82af49447d8a07e3bd95bd0d56f35241523fbab1"
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symbol: "WETH"
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decimals: 18
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priority: 100
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USDC:
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address: "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"
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symbol: "USDC"
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decimals: 6
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priority: 95
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USDT:
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address: "0xFd086bC7CD5C481DCC9C85ebE478A1C0b69FCbb9"
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symbol: "USDT"
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decimals: 6
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priority: 90
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ARB:
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address: "0x912CE59144191C1204E64559FE8253a0e49E6548"
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symbol: "ARB"
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decimals: 18
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priority: 85
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GMX:
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address: "0xfc5A1A6EB076a2C7aD06eD22C90d7E710E35ad0a"
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symbol: "GMX"
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decimals: 18
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priority: 80
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LINK:
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address: "0xf97f4df75117a78c1A5a0DBb814Af92458539FB4"
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symbol: "LINK"
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decimals: 18
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priority: 75
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UNI:
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address: "0xFa7F8980b0f1E64A2062791cc3b0871572f1F7f0"
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symbol: "UNI"
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decimals: 18
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priority: 70
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WBTC:
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address: "0x2f2a2543B76A4166549F7aaB2e75Bef0aefC5B0f"
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symbol: "WBTC"
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decimals: 8
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priority: 95
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# DEX Factories for market discovery
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factories:
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uniswap_v3:
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address: "0x1F98431c8aD98523631AE4a59f267346ea31F984"
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type: "uniswap_v3"
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init_code_hash: "0xe34f199b19b2b4f47f68442619d555527d244f78a3297ea89325f843f87b8b54"
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fee_tiers: [500, 3000, 10000]
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priority: 100
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uniswap_v2:
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address: "0x5C69bEe701ef814a2B6a3EDD4B1652CB9cc5aA6f"
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type: "uniswap_v2"
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init_code_hash: "0x96e8ac4277198ff8b6f785478aa9a39f403cb768dd02cbee326c3e7da348845f"
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fee_tiers: [3000]
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priority: 90
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sushiswap:
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address: "0xc35DADB65012eC5796536bD9864eD8773aBc74C4"
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type: "uniswap_v2"
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init_code_hash: "0xe18a34eb0e04b04f7a0ac29a6e80748dca96319b42c54d679cb821dca90c6303"
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fee_tiers: [3000]
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priority: 85
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camelot_v3:
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address: "0x1a3c9B1d2F0529D97f2afC5136Cc23e58f1FD35B"
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type: "algebra"
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init_code_hash: "0xa856464ae65f7619087bc369daaf7e387dae1e5af69cfa7935850ebf754b04c1"
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fee_tiers: [500, 3000, 10000]
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priority: 80
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balancer_v2:
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address: "0x8E9aa87E45f6a460D4448f8154F1CA8C5C8a63b5"
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type: "balancer_v2"
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fee_tiers: [100, 500, 3000]
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priority: 70
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curve_stable:
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address: "0xb17b674D9c5CB2e441F8e196a2f048A81355d031"
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type: "curve"
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fee_tiers: [400]
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priority: 65
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curve_crypto:
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address: "0x9AF14D26075f142eb3F292D5065EB3faa646167b"
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type: "curve"
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fee_tiers: [400]
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priority: 65
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# DEX Routers for trading
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routers:
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uniswap_v3_router:
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address: "0xE592427A0AEce92De3Edee1F18E0157C05861564"
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factory: "uniswap_v3"
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type: "uniswap_v3"
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priority: 100
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uniswap_v3_router02:
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address: "0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45"
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factory: "uniswap_v3"
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type: "uniswap_v3"
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priority: 100
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uniswap_v2_router:
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address: "0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D"
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factory: "uniswap_v2"
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type: "uniswap_v2"
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priority: 90
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sushiswap_router:
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address: "0x1b02dA8Cb0d097eB8D57A175b88c7D8b47997506"
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factory: "sushiswap"
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type: "uniswap_v2"
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priority: 85
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camelot_router:
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address: "0x1F721E2E82F6676FCE4eA07A5958cF098D339e18"
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factory: "camelot_v3"
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type: "algebra"
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priority: 80
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balancer_vault:
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address: "0xBA12222222228d8Ba445958a75a0704d566BF2C8"
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factory: "balancer_v2"
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type: "balancer_v2"
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priority: 70
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oneInch_v5:
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address: "0x1111111254EEB25477B68fb85Ed929f73A960582"
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type: "aggregator"
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priority: 75
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# Known pools to monitor immediately
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priority_pools:
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# WETH/USDC pools across exchanges
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- pool: "0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443"
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factory: "uniswap_v3"
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token0: "0x82af49447d8a07e3bd95bd0d56f35241523fbab1" # WETH
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token1: "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48" # USDC
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fee: 500
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priority: 100
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- pool: "0x17c14D2c404D167802b16C450d3c99F88F2c4F4d"
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factory: "uniswap_v3"
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token0: "0x82af49447d8a07e3bd95bd0d56f35241523fbab1" # WETH
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token1: "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48" # USDC
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fee: 3000
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priority: 95
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# ARB/WETH pools
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- pool: "0xC6F780497A95e246EB9449f5e4770916DCd6396A"
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factory: "uniswap_v3"
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token0: "0x912CE59144191C1204E64559FE8253a0e49E6548" # ARB
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token1: "0x82af49447d8a07e3bd95bd0d56f35241523fbab1" # WETH
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fee: 3000
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priority: 90
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# GMX/WETH pools
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- pool: "0x80A9ae39310abf666A87C743d6ebBD0E8C42158E"
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factory: "uniswap_v3"
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token0: "0xfc5A1A6EB076a2C7aD06eD22C90d7E710E35ad0a" # GMX
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token1: "0x82af49447d8a07e3bd95bd0d56f35241523fbab1" # WETH
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fee: 3000
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priority: 85
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# Market scan settings
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market_scan:
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# How often to scan for new pools (seconds)
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scan_interval: 600
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# Maximum pools to track simultaneously
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max_pools: 500
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# Minimum liquidity threshold (USD)
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min_liquidity_usd: 10000
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# Minimum volume threshold (24h USD)
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min_volume_24h_usd: 50000
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# Pool discovery settings
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discovery:
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# Maximum blocks to look back for pool creation events (reduced to avoid limits)
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max_blocks_back: 1000
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# Minimum age for pools (blocks)
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min_pool_age: 100
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# Check for new pools every N blocks
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discovery_interval: 100
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# Arbitrage settings
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arbitrage:
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# Minimum profit threshold (USD)
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min_profit_usd: 50.0
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# Maximum slippage tolerance
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max_slippage: 0.005
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# Maximum gas price willing to pay (gwei)
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max_gas_price: 20.0
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# Profit margins by strategy type
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profit_margins:
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arbitrage: 0.05 # 5%
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sandwich: 0.02 # 2%
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liquidation: 0.10 # 10%
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# Logging configuration
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logging:
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# Log levels: debug, info, warn, error
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level: "info"
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# JSONL files for event logging
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files:
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swaps: "logs/swaps.jsonl"
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liquidations: "logs/liquidations.jsonl"
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liquidity: "logs/liquidity.jsonl"
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market_scans: "logs/market_scans.jsonl"
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arbitrage: "logs/arbitrage_opportunities.jsonl"
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performance: "logs/performance.jsonl"
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# Real-time monitoring
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real_time:
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enabled: true
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websocket_port: 8080
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metrics_port: 9090
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# Risk management
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risk:
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# Maximum position size (ETH)
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max_position_eth: 1.0
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# Maximum daily loss (ETH)
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max_daily_loss_eth: 0.1
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# Maximum concurrent transactions
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max_concurrent_txs: 5
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# Circuit breaker thresholds
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circuit_breaker:
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consecutive_failures: 10
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profit_loss_ratio: 0.3
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high_gas_threshold: 50.0 # gwei
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# Performance monitoring
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monitoring:
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# Track performance metrics
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enabled: true
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# Update interval (seconds)
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update_interval: 60
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# Metrics to track
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metrics:
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- total_profit
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- total_gas_cost
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- success_rate
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- average_profit_per_trade
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- blocks_processed
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- swaps_detected
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- arbitrage_opportunities
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- liquidation_opportunities |