DeFi 新玩法 | 一文教你用 Node.js 在 Uniswap 和 SushiSwap 之间套利

    subscribeTo(uniswap, "usdc", "eth", (latestTrade) => {  
    latestUniPrice = latestTrade.price;  
    if (profitableArb(latestUniPrice, latestSushiPrice)) {  
    executeTrade("usdc", "eth");  
    }  
    });







    subscribeTo(sushiswap, "usdc", "eth", (latestTrade) => {  
    latestSushiPrice = latestTrade.price;  
    if (profitableArb(latestSushiPrice, latestUniPrice)) {  
    executeTrade("usdc", "eth");  
    }  
    });

    function estimateProfitAfterTradingFees(uniswapPrice, sushiswapPrice) {  
    const diff = Math.abs(sushiswapPrice - uniswapPrice);  
    const diffRatio = diff / Math.max(sushiswapPrice, uniswapPrice);




    // multiply by 2 because we trade 2 times  
    // (once on Uniswap and once on SushiSwap)  
    const fees = UNISWAP_FEE * 2;




    return diffRatio - fees;  
    }

    { token0Reserves: 400, token1Reserves: 1 }

    const profitRate = estimateProfitAfterTradingFees(uniPrice, sushiPrice);  
    const maxBet = findMaxBet(profitRate, uniReserves, sushiReserves);  
    const expectedProfit = maxBet * profitRate;







    if (expectedProfit > 0) {  
    executeTrade(maxBet);  
    }

    function getGasPrice(n = 1) {  
    const fixedFee = 0.0001 * n;  
    const gasPrice = (expectedProfit - fixedFee) / ESTIMATED_GAS_USAGE;  
    }

    const uniswapRouterAddress = "0x7a250d5630b4cf539739df2c5dacb4c659f2488d";  
    const sushiswapRouterAdress = "0xd9e1ce17f2641f24ae83637ab66a2cca9c378b9f";




    const usdcErc20Address = "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48";  
    const wethErc20Address = "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2";

    // allow Uniswap and Sushiswap to move up to 1000.0 of my units of USDC  
    approveUniswap(usdcErc20Address, 1000.0);  
    approveSushiswap(usdcErc20Address, 1000.0);

    // allow Uniswap and Sushiswap to move up to 5 of my units of ETH  
    approveUniswap(wethErc20Address, 5.0);  
    approveSushiswap(wethErc20Address, 5.0);

    const gasPriceGwei = "100"; // in GWEI  
    const gasPriceWei = ethers.utils.parseUnits(gasPriceGwei, "gwei");

    const wallet = new ethers.Wallet(  
    Buffer.from(  
    "", // paste your private key from metamask here  
    "hex"  
    )  
    );  
    const signer = wallet.connect(provider);

    function approveUniswap(  
    erc20Address,  
    amountToApproveInNativeUnitFloat  
    ) {  
    const erc20Contract = new ethers.Contract(erc20Address, erc20Abi, signer);




    return erc20Contract.decimals().then((decimals) => {  
    return erc20Contract  
    .approve(  
    uniswapRouterAddress,  
    ethers.utils.parseUnits(  
    `${amountToApproveInNativeUnitFloat}`,  
    decimals  
    ),  
    // manually set gas price since ethers.js can't estimate  
    { gasLimit: 100000, gasPrice: gasPriceWei }  
    );  
    });  
    }

    const uniswapRouterAbi = [  
    "function swapExactTokensForTokens(uint amountIn, uint amountOutMin, address[] calldata path, address to, uint deadline) external returns (uint[] memory amounts)",  
    ];




    function buyEthWithUsdc(amountUsdcFloat) {  
    const exchangeContract = new ethers.Contract(uniswapRouterAddress, uniswapRouterAbi, signer)

    // usdc uses 6 decimals  
    return exchangeContract.swapExactTokensForTokens(  
    ethers.utils.parseUnits(`${amountUsdcFloat}`, 6),  
    ethers.utils.parseUnits(`${amountUsdcFloat}`, 6, // this is the expected minimum output  
    [usdcErc20Address, wethErc20Address], // notice the ordering of this array, give usdc, get weth  
    wallet.address,  
    createDeadline(), // Math.floor(Date.now() / 1000) + 20  
    createGasOverrides() // { gasLimit: ethers.utils.hexlify(300000), gasPrice: gasPriceWei }  
    );  
    }

    // aka sellEthForUsdc  
    function buyUsdcWithEth(amountEthFloat) {  
    const exchangeContract = new ethers.Contract(uniswapRouterAddress, uniswapRouterAbi, signer)




    // eth uses 18 decimals  
    return exchangeContract.swapExactTokensForTokens(  
    ethers.utils.parseUnits(`${amountEthFloat}`, 18),  
    0,  
    [wethErc20Address, usdcErc20Address], // notice the ordering of this array: give weth, get usdc  
    wallet.address,  
    createDeadline(), // Math.floor(Date.now() / 1000) + 20  
    createGasOverrides() // { gasLimit: ethers.utils.hexlify(300000), gasPrice: gasPriceWei }  
    );  
    }