diff --git a/onchain/script/backtesting/cache/.gitkeep b/onchain/script/backtesting/cache/.gitkeep new file mode 100644 index 0000000..e69de29 diff --git a/onchain/script/backtesting/fetch-events.ts b/onchain/script/backtesting/fetch-events.ts new file mode 100644 index 0000000..1e00001 --- /dev/null +++ b/onchain/script/backtesting/fetch-events.ts @@ -0,0 +1,299 @@ +#!/usr/bin/env tsx +/** + * Fetches Swap/Mint/Burn events from a Uniswap V3 pool via Infura + * and caches them to disk as JSON Lines. + * + * Usage: + * npx tsx fetch-events.ts --pool 0x0d59... --days 7 + * npx tsx fetch-events.ts --pool 0x0d59... --start-block 12345678 --end-block 12989078 + * npx tsx fetch-events.ts --pool 0x0d59... --days 7 --output /tmp/events.jsonl + */ + +import { createPublicClient, http, parseAbi, decodeEventLog } from "viem"; +import type { Address, Hex } from "viem"; +import { base } from "viem/chains"; +import { appendFileSync, existsSync, readFileSync, mkdirSync } from "fs"; +import { resolve } from "path"; +import { fileURLToPath } from "url"; + +// --------------------------------------------------------------------------- +// Constants +// --------------------------------------------------------------------------- + +const DEFAULT_INFURA_URL = + "https://base-mainnet.infura.io/v3/409c42ecaa4e405bb5735faac0f7aec2"; + +/** Base mainnet produces ~1 block every 2 seconds → ~43 200 blocks/day. */ +const BASE_BLOCKS_PER_DAY = 43_200; +/** Maximum blocks per eth_getLogs call. 2 000 keeps payloads manageable. */ +const BATCH_SIZE = 2_000; +/** Polite inter-batch delay to avoid 429s. */ +const BATCH_DELAY_MS = 100; + +const SWAP_TOPIC = + "0xc42079f94a6350d7e6235f29174924f928cc2ac818eb64fed8004e115fbcca67" as Hex; +const MINT_TOPIC = + "0x7a53080ba414158be7ec69b987b5fb7d07dee101fe85488f0853ae16239d0bde" as Hex; +const BURN_TOPIC = + "0x0c396cd989a39f4459b5fa1aed6a9a8dcdbc45908acfd67e028cd568da98982c" as Hex; + +const POOL_ABI = parseAbi([ + "event Swap(address indexed sender, address indexed recipient, int256 amount0, int256 amount1, uint160 sqrtPriceX96, uint128 liquidity, int24 tick)", + "event Mint(address sender, address indexed owner, int24 indexed tickLower, int24 indexed tickUpper, uint128 amount, uint256 amount0, uint256 amount1)", + "event Burn(address indexed owner, int24 indexed tickLower, int24 indexed tickUpper, uint128 amount, uint256 amount0, uint256 amount1)", +]); + +// --------------------------------------------------------------------------- +// CLI parsing +// --------------------------------------------------------------------------- + +interface Args { + pool: Address; + days: number; + startBlock: number | null; + endBlock: number | null; + output: string | null; + rpcUrl: string; +} + +function parseArgs(): Args { + const argv = process.argv.slice(2); + + function getFlag(flag: string): string | undefined { + const i = argv.indexOf(flag); + return i !== -1 ? argv[i + 1] : undefined; + } + + const pool = getFlag("--pool"); + if (!pool) { + console.error( + [ + "Usage: npx tsx fetch-events.ts --pool
", + " [--days ] number of past days to fetch (default: 7)", + " [--start-block ] explicit start block (overrides --days)", + " [--end-block ] explicit end block (default: latest)", + " [--output ] output path (default: cache/{pool}-{start}-{end}.jsonl)", + " [--rpc-url ] RPC endpoint (default: Infura Base mainnet)", + ].join("\n") + ); + process.exit(1); + } + + const startBlockRaw = getFlag("--start-block"); + const endBlockRaw = getFlag("--end-block"); + + return { + pool: pool as Address, + days: parseInt(getFlag("--days") ?? "7", 10), + startBlock: startBlockRaw !== undefined ? parseInt(startBlockRaw, 10) : null, + endBlock: endBlockRaw !== undefined ? parseInt(endBlockRaw, 10) : null, + output: getFlag("--output") ?? null, + rpcUrl: getFlag("--rpc-url") ?? DEFAULT_INFURA_URL, + }; +} + +// --------------------------------------------------------------------------- +// Helpers +// --------------------------------------------------------------------------- + +function sleep(ms: number): Promise { + return new Promise((resolve) => setTimeout(resolve, ms)); +} + +/** + * Returns the last non-empty line of a file, or null if the file does not + * exist or is empty. Reads the whole file — acceptable for cache sizes here. + */ +function readLastLine(filePath: string): string | null { + if (!existsSync(filePath)) return null; + const content = readFileSync(filePath, "utf8").trimEnd(); + if (!content) return null; + const lastNewline = content.lastIndexOf("\n"); + return lastNewline === -1 ? content : content.slice(lastNewline + 1); +} + +/** Recursively convert BigInt values to decimal strings for JSON serialisation. */ +function serializeBigInts(value: unknown): unknown { + if (typeof value === "bigint") return value.toString(); + if (Array.isArray(value)) return value.map(serializeBigInts); + if (value !== null && typeof value === "object") { + return Object.fromEntries( + Object.entries(value as Record).map(([k, v]) => [ + k, + serializeBigInts(v), + ]) + ); + } + return value; +} + +function defaultCacheDir(): string { + const __dirname = fileURLToPath(new URL(".", import.meta.url)); + return resolve(__dirname, "cache"); +} + +// --------------------------------------------------------------------------- +// Main +// --------------------------------------------------------------------------- + +async function main(): Promise { + const args = parseArgs(); + + const client = createPublicClient({ + chain: base, + transport: http(args.rpcUrl), + }); + + // ------------------------------------------------------------------ + // Resolve block range + // ------------------------------------------------------------------ + const latestBlock = Number(await client.getBlockNumber()); + + let startBlock: number; + let endBlock: number; + + if (args.startBlock !== null && args.endBlock !== null) { + startBlock = args.startBlock; + endBlock = args.endBlock; + } else if (args.startBlock !== null) { + startBlock = args.startBlock; + endBlock = latestBlock; + } else { + endBlock = args.endBlock ?? latestBlock; + startBlock = endBlock - args.days * BASE_BLOCKS_PER_DAY; + } + + console.log( + `Pool: ${args.pool}`, + `\nRange: ${startBlock} → ${endBlock} (${endBlock - startBlock + 1} blocks)` + ); + + // ------------------------------------------------------------------ + // Determine output path and set up cache directory + // ------------------------------------------------------------------ + mkdirSync(defaultCacheDir(), { recursive: true }); + + const outputPath = + args.output ?? + resolve(defaultCacheDir(), `${args.pool}-${startBlock}-${endBlock}.jsonl`); + + // ------------------------------------------------------------------ + // Resume support: read last written block from existing cache file + // ------------------------------------------------------------------ + let resumeFromBlock = startBlock; + const lastLine = readLastLine(outputPath); + + if (lastLine !== null) { + try { + const lastEntry = JSON.parse(lastLine) as { block: number }; + if (typeof lastEntry.block === "number") { + resumeFromBlock = lastEntry.block + 1; + console.log( + `Resuming from block ${resumeFromBlock} (last cached: ${lastEntry.block})` + ); + } + } catch { + console.warn("Could not parse last cache line; starting from beginning"); + } + } + + if (resumeFromBlock > endBlock) { + console.log( + `Cache already complete (${endBlock - startBlock + 1} blocks). Nothing to do.` + ); + return; + } + + // ------------------------------------------------------------------ + // Fetch in batches + // ------------------------------------------------------------------ + const totalBatches = Math.ceil((endBlock - startBlock + 1) / BATCH_SIZE); + // Batch index that corresponds to resumeFromBlock (1-based for display) + const startBatchNum = + Math.floor((resumeFromBlock - startBlock) / BATCH_SIZE) + 1; + + let totalEvents = 0; + let batchNum = startBatchNum; + + for (let from = resumeFromBlock; from <= endBlock; from += BATCH_SIZE) { + const to = Math.min(from + BATCH_SIZE - 1, endBlock); + + process.stdout.write(`Fetching blocks ${from}-${to}... `); + + // Retry loop with exponential back-off on 429 / rate-limit errors + let logs: Awaited>; + let retries = 0; + + while (true) { + try { + logs = await client.getLogs({ + address: args.pool, + // topic0 OR-filter: match any of the three event signatures + topics: [[SWAP_TOPIC, MINT_TOPIC, BURN_TOPIC]], + fromBlock: BigInt(from), + toBlock: BigInt(to), + }); + break; + } catch (err: unknown) { + const msg = err instanceof Error ? err.message : String(err); + const isRateLimit = + msg.includes("429") || + msg.toLowerCase().includes("rate limit") || + msg.toLowerCase().includes("too many requests"); + + if (isRateLimit && retries < 5) { + const delay = 1_000 * 2 ** retries; + process.stdout.write(`\nRate limited — retrying in ${delay} ms...\n`); + await sleep(delay); + retries++; + } else { + throw err; + } + } + } + + // Decode and append each log as a JSON Line + let batchEvents = 0; + + for (const log of logs) { + if (log.blockNumber === null || log.transactionHash === null) continue; + + try { + const decoded = decodeEventLog({ + abi: POOL_ABI, + data: log.data as Hex, + topics: log.topics as [Hex, ...Hex[]], + }); + + const entry: Record = { + block: Number(log.blockNumber), + txHash: log.transactionHash, + logIndex: log.logIndex, + event: decoded.eventName, + ...(serializeBigInts(decoded.args) as Record), + }; + + appendFileSync(outputPath, JSON.stringify(entry) + "\n"); + batchEvents++; + totalEvents++; + } catch { + // Skip any log we cannot decode (shouldn't happen for our known pool) + } + } + + console.log(`${batchEvents} events (${batchNum}/${totalBatches} batches)`); + batchNum++; + + // Polite inter-batch delay (skip after last batch) + if (from + BATCH_SIZE <= endBlock) { + await sleep(BATCH_DELAY_MS); + } + } + + console.log(`\nDone. ${totalEvents} new events written to:\n ${outputPath}`); +} + +main().catch((err: unknown) => { + console.error(err instanceof Error ? err.message : err); + process.exit(1); +}); diff --git a/onchain/script/backtesting/package.json b/onchain/script/backtesting/package.json new file mode 100644 index 0000000..452ee28 --- /dev/null +++ b/onchain/script/backtesting/package.json @@ -0,0 +1,16 @@ +{ + "name": "backtesting", + "version": "0.0.1", + "type": "module", + "scripts": { + "fetch": "tsx fetch-events.ts" + }, + "dependencies": { + "viem": "^2.22.13" + }, + "devDependencies": { + "@types/node": "^24.0.0", + "tsx": "^4.19.0", + "typescript": "^5.7.0" + } +} diff --git a/onchain/script/backtesting/tsconfig.json b/onchain/script/backtesting/tsconfig.json new file mode 100644 index 0000000..336bbdd --- /dev/null +++ b/onchain/script/backtesting/tsconfig.json @@ -0,0 +1,15 @@ +{ + "compilerOptions": { + "target": "ES2022", + "module": "ES2022", + "lib": ["ES2022"], + "moduleResolution": "bundler", + "strict": true, + "esModuleInterop": true, + "skipLibCheck": true, + "noUnusedLocals": true, + "noUnusedParameters": true, + "noImplicitReturns": true + }, + "include": ["*.ts"] +}