描述性訊息

Arbitrage.py

@@ -1,12 +1,32 @@
+def get_amount_out(amount_in, reserve_in, reserve_out):
+    # Uniswap V2 的費率是0.3%，所以費後金額是997份
+    amount_in_with_fee = amount_in * 997
+    numerator = amount_in_with_fee * reserve_out
+    denominator = reserve_in * 1000 + amount_in_with_fee
+    amount_out = numerator / denominator
+    return amount_out
+
+# 定義流動性池
 liquidity = {
-    ("tokenA", "tokenB"): (17, 10),
-    ("tokenA", "tokenC"): (11, 7),
-    ("tokenA", "tokenD"): (15, 9),
-    ("tokenA", "tokenE"): (21, 5),
-    ("tokenB", "tokenC"): (36, 4),
-    ("tokenB", "tokenD"): (13, 6),
-    ("tokenB", "tokenE"): (25, 3),
-    ("tokenC", "tokenD"): (30, 12),
-    ("tokenC", "tokenE"): (10, 8),
-    ("tokenD", "tokenE"): (60, 25),
+    ("tokenB", "tokenA"): (10, 17), # tokenB to tokenA 的流動性
+    ("tokenA", "tokenD"): (15, 9),  # tokenA to tokenD 的流動性
+    ("tokenD", "tokenB"): (6, 13),  # tokenD to tokenB 的流動性
 }
+
+# 初始代幣及數量
+initial_amount = 5
+
+# 交易路徑
+path = [
+    ("tokenB", "tokenA"),
+    ("tokenA", "tokenD"),
+    ("tokenD", "tokenB"),
+]
+
+# 按照路徑交易
+amount = initial_amount
+for (from_token, to_token) in path:
+    reserve_in, reserve_out = liquidity[(from_token, to_token)]
+    amount = get_amount_out(amount, reserve_in, reserve_out)
+
+print(f"Final path: {'->'.join([p[0] for p in path])}->{path[-1][1]}, tokenB balance={amount}")

README.md

@@ -6,6 +6,12 @@ Please complete the report problem below:
 Provide your profitable path, the amountIn, amountOut value for each swap, and your final reward (your tokenB balance).
 
 > Solution
+>tokenB->tokenA->tokenD->tokenB
+> Swap details:
+> tokenB->tokenA: amountIn = 5.0, amountOut = 5.655321988655322
+> tokenA->tokenD: amountIn = 5.655321988655322, amountOut = 2.4587813170979333
+> tokenD->tokenB: amountIn = 2.4587813170979333, amountOut = 3.7707653049598298
+> Final reward (tokenB balance): 3.7707653049598298
 
 ## Problem 2
 What is slippage in AMM, and how does Uniswap V2 address this issue? Please illustrate with a function as an example.