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filter fixes #105

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222 changes: 163 additions & 59 deletions bot.ts
Original file line number Diff line number Diff line change
Expand Up @@ -19,22 +19,19 @@ import { MarketCache, PoolCache, SnipeListCache } from './cache';
import { PoolFilters } from './filters';
import { TransactionExecutor } from './transactions';
import { createPoolKeys, logger, NETWORK, sleep } from './helpers';
import { Mutex } from 'async-mutex';
import { Semaphore } from 'async-mutex';
import BN from 'bn.js';
import { WarpTransactionExecutor } from './transactions/warp-transaction-executor';
import { JitoTransactionExecutor } from './transactions/jito-rpc-transaction-executor';

export interface BotConfig {
wallet: Keypair;
checkRenounced: boolean;
checkFreezable: boolean;
checkBurned: boolean;
minPoolSize: TokenAmount;
maxPoolSize: TokenAmount;
quoteToken: Token;
quoteAmount: TokenAmount;
quoteAta: PublicKey;
oneTokenAtATime: boolean;
maxTokensAtTheTime: number;
useSnipeList: boolean;
autoSell: boolean;
autoBuyDelay: number;
Expand All @@ -45,6 +42,8 @@ export interface BotConfig {
unitPrice: number;
takeProfit: number;
stopLoss: number;
trailingStopLoss: boolean;
skipSellingIfLostMoreThan: number;
buySlippage: number;
sellSlippage: number;
priceCheckInterval: number;
Expand All @@ -55,14 +54,13 @@ export interface BotConfig {
}

export class Bot {
private readonly poolFilters: PoolFilters;

// snipe list
private readonly snipeListCache?: SnipeListCache;

// one token at the time
private readonly mutex: Mutex;
private readonly semaphore: Semaphore;
private sellExecutionCount = 0;
private readonly stopLoss = new Map<string, TokenAmount>();
private readonly activePositions = new Map<string, any>();
public readonly isWarp: boolean = false;
public readonly isJito: boolean = false;

Expand All @@ -75,13 +73,7 @@ export class Bot {
) {
this.isWarp = txExecutor instanceof WarpTransactionExecutor;
this.isJito = txExecutor instanceof JitoTransactionExecutor;

this.mutex = new Mutex();
this.poolFilters = new PoolFilters(connection, {
quoteToken: this.config.quoteToken,
minPoolSize: this.config.minPoolSize,
maxPoolSize: this.config.maxPoolSize,
});
this.semaphore = new Semaphore(config.maxTokensAtTheTime);

if (this.config.useSnipeList) {
this.snipeListCache = new SnipeListCache();
Expand All @@ -103,7 +95,7 @@ export class Bot {
}

public async buy(accountId: PublicKey, poolState: LiquidityStateV4) {
logger.trace({ mint: poolState.baseMint }, `Processing new pool...`);
logger.trace(`Processing new pool... mint: ${poolState.baseMint}`);

if (this.config.useSnipeList && !this.snipeListCache?.isInList(poolState.baseMint.toString())) {
logger.debug({ mint: poolState.baseMint.toString() }, `Skipping buy because token is not in a snipe list`);
Expand All @@ -115,18 +107,18 @@ export class Bot {
await sleep(this.config.autoBuyDelay);
}

if (this.config.oneTokenAtATime) {
if (this.mutex.isLocked() || this.sellExecutionCount > 0) {
logger.debug(
{ mint: poolState.baseMint.toString() },
`Skipping buy because one token at a time is turned on and token is already being processed`,
);
return;
}

await this.mutex.acquire();
const numberOfActionsBeingProcessed =
this.config.maxTokensAtTheTime - this.semaphore.getValue() + this.sellExecutionCount;
if (this.semaphore.isLocked() || numberOfActionsBeingProcessed >= this.config.maxTokensAtTheTime) {
logger.debug(
{ mint: poolState.baseMint.toString() },
`Skipping buy because max tokens to process at the same time is ${this.config.maxTokensAtTheTime} and currently ${numberOfActionsBeingProcessed} tokens is being processed`,
);
return;
}

await this.semaphore.acquire();

try {
const [market, mintAta] = await Promise.all([
this.marketStorage.get(poolState.marketId.toString()),
Expand Down Expand Up @@ -172,6 +164,15 @@ export class Bot {
`Confirmed buy tx`,
);

// Update active positions
this.activePositions.set(poolState.baseMint.toString(), {
purchasePrice: this.config.quoteAmount.toFixed(),
takeProfitPrice: new TokenAmount(this.config.quoteToken, this.config.quoteAmount.raw.mul(new BN(this.config.takeProfit)).div(new BN(100)).add(this.config.quoteAmount.raw)).toFixed(),
currentPrice: this.config.quoteAmount.toFixed(), // initial current price set to purchase price
percentageChange: '0', // initial percentage change
});
this.displayActivePositions()

break;
}

Expand All @@ -190,16 +191,12 @@ export class Bot {
} catch (error) {
logger.error({ mint: poolState.baseMint.toString(), error }, `Failed to buy token`);
} finally {
if (this.config.oneTokenAtATime) {
this.mutex.release();
}
this.semaphore.release();
}
}

public async sell(accountId: PublicKey, rawAccount: RawAccount) {
if (this.config.oneTokenAtATime) {
this.sellExecutionCount++;
}
this.sellExecutionCount++;

try {
logger.trace({ mint: rawAccount.mint }, `Processing new token...`);
Expand Down Expand Up @@ -227,10 +224,14 @@ export class Bot {
const market = await this.marketStorage.get(poolData.state.marketId.toString());
const poolKeys: LiquidityPoolKeysV4 = createPoolKeys(new PublicKey(poolData.id), poolData.state, market);

await this.priceMatch(tokenAmountIn, poolKeys);

for (let i = 0; i < this.config.maxSellRetries; i++) {
try {
const shouldSell = await this.waitForSellSignal(tokenAmountIn, poolKeys);

if (!shouldSell) {
return;
}

logger.info(
{ mint: rawAccount.mint },
`Send sell transaction attempt: ${i + 1}/${this.config.maxSellRetries}`,
Expand Down Expand Up @@ -258,6 +259,11 @@ export class Bot {
},
`Confirmed sell tx`,
);

// Remove token from active positions
this.activePositions.delete(rawAccount.mint.toString());
this.displayActivePositions()

break;
}

Expand All @@ -276,9 +282,7 @@ export class Bot {
} catch (error) {
logger.error({ mint: rawAccount.mint.toString(), error }, `Failed to sell token`);
} finally {
if (this.config.oneTokenAtATime) {
this.sellExecutionCount--;
}
this.sellExecutionCount--;
}
}

Expand Down Expand Up @@ -330,18 +334,18 @@ export class Bot {
...(this.isWarp || this.isJito
? []
: [
ComputeBudgetProgram.setComputeUnitPrice({ microLamports: this.config.unitPrice }),
ComputeBudgetProgram.setComputeUnitLimit({ units: this.config.unitLimit }),
]),
ComputeBudgetProgram.setComputeUnitPrice({ microLamports: this.config.unitPrice }),
ComputeBudgetProgram.setComputeUnitLimit({ units: this.config.unitLimit }),
]),
...(direction === 'buy'
? [
createAssociatedTokenAccountIdempotentInstruction(
wallet.publicKey,
ataOut,
wallet.publicKey,
tokenOut.mint,
),
]
createAssociatedTokenAccountIdempotentInstruction(
wallet.publicKey,
ataOut,
wallet.publicKey,
tokenOut.mint,
),
]
: []),
...innerTransaction.instructions,
...(direction === 'sell' ? [createCloseAccountInstruction(ataIn, wallet.publicKey, wallet.publicKey)] : []),
Expand All @@ -359,13 +363,19 @@ export class Bot {
return true;
}

const filters = new PoolFilters(this.connection, {
quoteToken: this.config.quoteToken,
minPoolSize: this.config.minPoolSize,
maxPoolSize: this.config.maxPoolSize,
});

const timesToCheck = this.config.filterCheckDuration / this.config.filterCheckInterval;
let timesChecked = 0;
let matchCount = 0;

do {
try {
const shouldBuy = await this.poolFilters.execute(poolKeys);
const shouldBuy = await filters.execute(poolKeys);

if (shouldBuy) {
matchCount++;
Expand All @@ -390,19 +400,27 @@ export class Bot {
return false;
}

private async priceMatch(amountIn: TokenAmount, poolKeys: LiquidityPoolKeysV4) {
private async waitForSellSignal(amountIn: TokenAmount, poolKeys: LiquidityPoolKeysV4) {
if (this.config.priceCheckDuration === 0 || this.config.priceCheckInterval === 0) {
return;
return true;
}

const timesToCheck = this.config.priceCheckDuration / this.config.priceCheckInterval;
const profitFraction = this.config.quoteAmount.mul(this.config.takeProfit).numerator.div(new BN(100));
const profitAmount = new TokenAmount(this.config.quoteToken, profitFraction, true);
const takeProfit = this.config.quoteAmount.add(profitAmount);
let stopLoss: TokenAmount;

if (!this.stopLoss.get(poolKeys.baseMint.toString())) {
const lossFraction = this.config.quoteAmount.mul(this.config.stopLoss).numerator.div(new BN(100));
const lossAmount = new TokenAmount(this.config.quoteToken, lossFraction, true);
stopLoss = this.config.quoteAmount.subtract(lossAmount);

this.stopLoss.set(poolKeys.baseMint.toString(), stopLoss);
} else {
stopLoss = this.stopLoss.get(poolKeys.baseMint.toString())!;
}

const lossFraction = this.config.quoteAmount.mul(this.config.stopLoss).numerator.div(new BN(100));
const lossAmount = new TokenAmount(this.config.quoteToken, lossFraction, true);
const stopLoss = this.config.quoteAmount.subtract(lossAmount);
const slippage = new Percent(this.config.sellSlippage, 100);
let timesChecked = 0;

Expand All @@ -419,18 +437,64 @@ export class Bot {
amountIn: amountIn,
currencyOut: this.config.quoteToken,
slippage,
}).amountOut;
}).amountOut as TokenAmount;

// Update the active position with the new current price
try {
this.updateActivePosition(poolKeys.baseMint.toString(), amountOut, stopLoss);
this.displayActivePositions();
} catch (updateError) {
console.error("Error updating position:", updateError);
}

if (this.config.trailingStopLoss) {
const trailingLossFraction = amountOut.mul(this.config.stopLoss).numerator.div(new BN(100));
const trailingLossAmount = new TokenAmount(this.config.quoteToken, trailingLossFraction, true);
const trailingStopLoss = amountOut.subtract(trailingLossAmount);

if (trailingStopLoss.gt(stopLoss)) {
logger.trace(`Token: ${poolKeys.baseMint.toString()} Updating trailing stop loss from ${stopLoss.toFixed()} to ${trailingStopLoss.toFixed()}`);
this.stopLoss.set(poolKeys.baseMint.toString(), trailingStopLoss);
stopLoss = trailingStopLoss;
}
}

logger.debug(
{ mint: poolKeys.baseMint.toString() },
`Take profit: ${takeProfit.toFixed()} | Stop loss: ${stopLoss.toFixed()} | Current: ${amountOut.toFixed()}`,
);
if (this.config.skipSellingIfLostMoreThan > 0) {
const stopSellingFraction = this.config.quoteAmount
.mul(this.config.skipSellingIfLostMoreThan)
.numerator.div(new BN(100));

const stopSellingAmount = new TokenAmount(this.config.quoteToken, stopSellingFraction, true);

if (amountOut.lt(stopSellingAmount)) {
logger.debug(`Token: ${poolKeys.baseMint.toString()} dropped more than ${this.config.skipSellingIfLostMoreThan}%, sell stopped. Initial: ${this.config.quoteAmount.toFixed()} | Current: ${amountOut.toFixed()}`);
this.stopLoss.delete(poolKeys.baseMint.toString());

// Remove the token from active positions
this.activePositions.delete(poolKeys.baseMint.toString());
this.displayActivePositions();

return false;
}
}

if (amountOut.lt(stopLoss)) {
this.stopLoss.delete(poolKeys.baseMint.toString());

// Remove the token from active positions
this.activePositions.delete(poolKeys.baseMint.toString());
this.displayActivePositions();

break;
}

if (amountOut.gt(takeProfit)) {
this.stopLoss.delete(poolKeys.baseMint.toString());

// Remove the token from active positions
this.activePositions.delete(poolKeys.baseMint.toString());
this.displayActivePositions();

break;
}

Expand All @@ -441,5 +505,45 @@ export class Bot {
timesChecked++;
}
} while (timesChecked < timesToCheck);

return true;
}



// Method to display active positions
public displayActivePositions() {
if (this.activePositions.size === 0) {
return; // No active locations, don't show anything
}

logger.info(`Active Positions:`)
for (const [token, position] of this.activePositions.entries()) {
const { purchasePrice, takeProfitPrice, currentPrice, percentageChange, stopLoss } = position;
logger.info(`Token: ${token} | Purchase Price: ${purchasePrice} | Take Profit: ${takeProfitPrice} | Stop loss: ${stopLoss} | Current Price: ${currentPrice} | Percentage Change: ${percentageChange}%`)
}
}

public updateActivePosition(token: string, currentPrice: TokenAmount, stopLoss: TokenAmount) {
if (this.activePositions.has(token)) {
const position = this.activePositions.get(token);

if (position && position.purchasePrice) {
const purchasePrice = this.config.quoteAmount;
const percentageChange = currentPrice.numerator
.mul(purchasePrice.denominator)
.div(purchasePrice.numerator)
.sub(purchasePrice.denominator)
.mul(new BN(100))
.div(purchasePrice.denominator);
position.currentPrice = currentPrice.toFixed();
position.stopLoss = stopLoss.toFixed();
position.percentageChange = percentageChange;
this.activePositions.set(token, position);
} else {
console.error("Invalid position or purchasePrice:", position);
}

}
}
}
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