Arbitrage Bot : Trading algorithm

index.js

require('dotenv').config()
import('./operations.js')

const express = require('express')
const bodyParser = require('body-parser')
const http = require('http')
const Web3 = require('web3')
const HDWalletProvider = require('@truffle/hdwallet-provider')
const moment = require('moment-timezone')
const numeral = require('numeral')
const _ = require('lodash')


// SERVER CONFIG TO CREATE A LOCAL SERVER FOR POLLING PRICES AND FINDING ARBITRAGE
const PORT = process.env.PORT || 5000
const app = express();
const server = http.createServer(app).listen(PORT, () => console.log(`Listening on ${ PORT }`))

// WEB3 CONFIG FOR CONNECTING TO BLOCKCHAIN ADDRESSES
const web3 = new Web3(new Web3.providers.HttpProvider(process.env.RPC_URL_MAINNET))

// Uniswap Factory Contract: https://etherscan.io/address/0xc0a47dfe034b400b47bdad5fecda2621de6c4d95#code
const UNISWAP_FACTORY_ABI = [{"name":"NewExchange","inputs":[{"type":"address","name":"token","indexed":true},{"type":"address","name":"exchange","indexed":true}],"anonymous":false,"type":"event"},{"name":"initializeFactory","outputs":[],"inputs":[{"type":"address","name":"template"}],"constant":false,"payable":false,"type":"function","gas":35725},{"name":"createExchange","outputs":[{"type":"address","name":"out"}],"inputs":[{"type":"address","name":"token"}],"constant":false,"payable":false,"type":"function","gas":187911},{"name":"getExchange","outputs":[{"type":"address","name":"out"}],"inputs":[{"type":"address","name":"token"}],"constant":true,"payable":false,"type":"function","gas":715},{"name":"getToken","outputs":[{"type":"address","name":"out"}],"inputs":[{"type":"address","name":"exchange"}],"constant":true,"payable":false,"type":"function","gas":745},{"name":"getTokenWithId","outputs":[{"type":"address","name":"out"}],"inputs":[{"type":"uint256","name":"token_id"}],"constant":true,"payable":false,"type":"function","gas":736},{"name":"exchangeTemplate","outputs":[{"type":"address","name":"out"}],"inputs":[],"constant":true,"payable":false,"type":"function","gas":633},{"name":"tokenCount","outputs":[{"type":"uint256","name":"out"}],"inputs":[],"constant":true,"payable":false,"type":"function","gas":663}]
const UNISWAP_FACTORY_ADDRESS = '0xc0a47dfe034b400b47bdad5fecda2621de6c4d95'
const uniswapFactoryContract = new web3.eth.Contract(UNISWAP_FACTORY_ABI, UNISWAP_FACTORY_ADDRESS)

// Kyber mainnet "Expected Rate": https://etherscan.io/address/0x96b610046d63638d970e6243151311d8827d69a5#readContract
const KYBER_RATE_ABI = [{"constant":false,"inputs":[{"name":"alerter","type":"address"}],"name":"removeAlerter","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"pendingAdmin","outputs":[{"name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"getOperators","outputs":[{"name":"","type":"address[]"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"token","type":"address"},{"name":"amount","type":"uint256"},{"name":"sendTo","type":"address"}],"name":"withdrawToken","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"name":"newAlerter","type":"address"}],"name":"addAlerter","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"name":"newAdmin","type":"address"}],"name":"transferAdmin","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"name":"newFactor","type":"uint256"}],"name":"setQuantityFactor","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[],"name":"claimAdmin","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"name":"newAdmin","type":"address"}],"name":"transferAdminQuickly","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"getAlerters","outputs":[{"name":"","type":"address[]"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"newOperator","type":"address"}],"name":"addOperator","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"worstCaseRateFactorInBps","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"quantityFactor","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"operator","type":"address"}],"name":"removeOperator","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"kyberNetwork","outputs":[{"name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"amount","type":"uint256"},{"name":"sendTo","type":"address"}],"name":"withdrawEther","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[{"name":"src","type":"address"},{"name":"dest","type":"address"},{"name":"srcQty","type":"uint256"},{"name":"usePermissionless","type":"bool"}],"name":"getExpectedRate","outputs":[{"name":"expectedRate","type":"uint256"},{"name":"slippageRate","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[{"name":"token","type":"address"},{"name":"user","type":"address"}],"name":"getBalance","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"bps","type":"uint256"}],"name":"setWorstCaseRateFactor","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"admin","outputs":[{"name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"inputs":[{"name":"_kyberNetwork","type":"address"},{"name":"_admin","type":"address"}],"payable":false,"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":false,"name":"newFactor","type":"uint256"},{"indexed":false,"name":"oldFactor","type":"uint256"},{"indexed":false,"name":"sender","type":"address"}],"name":"QuantityFactorSet","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"newMin","type":"uint256"},{"indexed":false,"name":"oldMin","type":"uint256"},{"indexed":false,"name":"sender","type":"address"}],"name":"MinSlippageFactorSet","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"token","type":"address"},{"indexed":false,"name":"amount","type":"uint256"},{"indexed":false,"name":"sendTo","type":"address"}],"name":"TokenWithdraw","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"amount","type":"uint256"},{"indexed":false,"name":"sendTo","type":"address"}],"name":"EtherWithdraw","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"pendingAdmin","type":"address"}],"name":"TransferAdminPending","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"newAdmin","type":"address"},{"indexed":false,"name":"previousAdmin","type":"address"}],"name":"AdminClaimed","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"newAlerter","type":"address"},{"indexed":false,"name":"isAdd","type":"bool"}],"name":"AlerterAdded","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"newOperator","type":"address"},{"indexed":false,"name":"isAdd","type":"bool"}],"name":"OperatorAdded","type":"event"}]
const KYBER_RATE_ADDRESS = '0x96b610046d63638d970e6243151311d8827d69a5'
const kyberRateContract = new web3.eth.Contract(KYBER_RATE_ABI, KYBER_RATE_ADDRESS)

// Kyber network proxy
const kyberNetProxyAddress = '0x818E6FECD516Ecc3849DAf6845e3EC868087B755';
const kyberNetProxyABI = [{"constant":false,"inputs":[{"name":"alerter","type":"address"}],"name":"removeAlerter","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"enabled","outputs":[{"name":"","type":"bool"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"pendingAdmin","outputs":[{"name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"getOperators","outputs":[{"name":"","type":"address[]"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"src","type":"address"},{"name":"srcAmount","type":"uint256"},{"name":"dest","type":"address"},{"name":"destAddress","type":"address"},{"name":"maxDestAmount","type":"uint256"},{"name":"minConversionRate","type":"uint256"},{"name":"walletId","type":"address"},{"name":"hint","type":"bytes"}],"name":"tradeWithHint","outputs":[{"name":"","type":"uint256"}],"payable":true,"stateMutability":"payable","type":"function"},{"constant":false,"inputs":[{"name":"token","type":"address"},{"name":"srcAmount","type":"uint256"},{"name":"minConversionRate","type":"uint256"}],"name":"swapTokenToEther","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"name":"token","type":"address"},{"name":"amount","type":"uint256"},{"name":"sendTo","type":"address"}],"name":"withdrawToken","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"maxGasPrice","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"newAlerter","type":"address"}],"name":"addAlerter","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"kyberNetworkContract","outputs":[{"name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[{"name":"user","type":"address"}],"name":"getUserCapInWei","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"src","type":"address"},{"name":"srcAmount","type":"uint256"},{"name":"dest","type":"address"},{"name":"minConversionRate","type":"uint256"}],"name":"swapTokenToToken","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"name":"newAdmin","type":"address"}],"name":"transferAdmin","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[],"name":"claimAdmin","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"name":"token","type":"address"},{"name":"minConversionRate","type":"uint256"}],"name":"swapEtherToToken","outputs":[{"name":"","type":"uint256"}],"payable":true,"stateMutability":"payable","type":"function"},{"constant":false,"inputs":[{"name":"newAdmin","type":"address"}],"name":"transferAdminQuickly","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"getAlerters","outputs":[{"name":"","type":"address[]"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[{"name":"src","type":"address"},{"name":"dest","type":"address"},{"name":"srcQty","type":"uint256"}],"name":"getExpectedRate","outputs":[{"name":"expectedRate","type":"uint256"},{"name":"slippageRate","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[{"name":"user","type":"address"},{"name":"token","type":"address"}],"name":"getUserCapInTokenWei","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"newOperator","type":"address"}],"name":"addOperator","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"name":"_kyberNetworkContract","type":"address"}],"name":"setKyberNetworkContract","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"name":"operator","type":"address"}],"name":"removeOperator","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[{"name":"field","type":"bytes32"}],"name":"info","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"src","type":"address"},{"name":"srcAmount","type":"uint256"},{"name":"dest","type":"address"},{"name":"destAddress","type":"address"},{"name":"maxDestAmount","type":"uint256"},{"name":"minConversionRate","type":"uint256"},{"name":"walletId","type":"address"}],"name":"trade","outputs":[{"name":"","type":"uint256"}],"payable":true,"stateMutability":"payable","type":"function"},{"constant":false,"inputs":[{"name":"amount","type":"uint256"},{"name":"sendTo","type":"address"}],"name":"withdrawEther","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[{"name":"token","type":"address"},{"name":"user","type":"address"}],"name":"getBalance","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"admin","outputs":[{"name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"inputs":[{"name":"_admin","type":"address"}],"payable":false,"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":true,"name":"trader","type":"address"},{"indexed":false,"name":"src","type":"address"},{"indexed":false,"name":"dest","type":"address"},{"indexed":false,"name":"actualSrcAmount","type":"uint256"},{"indexed":false,"name":"actualDestAmount","type":"uint256"}],"name":"ExecuteTrade","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"newNetworkContract","type":"address"},{"indexed":false,"name":"oldNetworkContract","type":"address"}],"name":"KyberNetworkSet","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"token","type":"address"},{"indexed":false,"name":"amount","type":"uint256"},{"indexed":false,"name":"sendTo","type":"address"}],"name":"TokenWithdraw","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"amount","type":"uint256"},{"indexed":false,"name":"sendTo","type":"address"}],"name":"EtherWithdraw","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"pendingAdmin","type":"address"}],"name":"TransferAdminPending","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"newAdmin","type":"address"},{"indexed":false,"name":"previousAdmin","type":"address"}],"name":"AdminClaimed","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"newAlerter","type":"address"},{"indexed":false,"name":"isAdd","type":"bool"}],"name":"AlerterAdded","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"name":"newOperator","type":"address"},{"indexed":false,"name":"isAdd","type":"bool"}],"name":"OperatorAdded","type":"event"}];
const kyberNetProxyContract = new web3.eth.Contract(kyberNetProxyABI, kyberNetProxyAddress);

const addresses = {
    tokens : {
        eth: "0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
        dai: "0x89d24A6b4CcB1B6fAA2625fE562bDD9a23260359",
        mkr: "0x9f8f72aa9304c8b593d555f12ef6589cc3a579a2"
    } 
};

// // Ropsten DAI
const DAI_ABI = [{"constant":true,"inputs":[],"name":"name","outputs":[{"name":"","type":"string"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"_spender","type":"address"},{"name":"_value","type":"uint256"}],"name":"approve","outputs":[{"name":"","type":"bool"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"totalSupply","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"_from","type":"address"},{"name":"_to","type":"address"},{"name":"_value","type":"uint256"}],"name":"transferFrom","outputs":[{"name":"","type":"bool"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"INITIAL_SUPPLY","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"decimals","outputs":[{"name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"_value","type":"uint256"}],"name":"burn","outputs":[{"name":"","type":"bool"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[{"name":"_owner","type":"address"}],"name":"balanceOf","outputs":[{"name":"balance","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"_from","type":"address"},{"name":"_value","type":"uint256"}],"name":"burnFrom","outputs":[{"name":"","type":"bool"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"symbol","outputs":[{"name":"","type":"string"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"name":"_to","type":"address"},{"name":"_value","type":"uint256"}],"name":"transfer","outputs":[{"name":"","type":"bool"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[{"name":"_owner","type":"address"},{"name":"_spender","type":"address"}],"name":"allowance","outputs":[{"name":"remaining","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"inputs":[{"name":"_name","type":"string"},{"name":"_symbol","type":"string"},{"name":"_decimals","type":"uint256"}],"payable":false,"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":true,"name":"_burner","type":"address"},{"indexed":false,"name":"_value","type":"uint256"}],"name":"Burn","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"name":"owner","type":"address"},{"indexed":true,"name":"spender","type":"address"},{"indexed":false,"name":"value","type":"uint256"}],"name":"Approval","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"name":"from","type":"address"},{"indexed":true,"name":"to","type":"address"},{"indexed":false,"name":"value","type":"uint256"}],"name":"Transfer","type":"event"}]
const DAI_ADDRESS = '0xad6d458402f60fd3bd25163575031acdce07538d'
const daiContract = new web3.eth.Contract(DAI_ABI, addresses.tokens.dai);

// FUNCTION TO CHECK CURRENCY EXCHANGE RATES
async function checkPair(args) {

    const { inputTokenSymbol, inputTokenAddress, outputTokenSymbol, outputTokenAddress, inputAmount } = args

    // Uniswap Exchange Template: https://etherscan.io/address/0x09cabec1ead1c0ba254b09efb3ee13841712be14#code
    const UNISWAP_EXCHANGE_ABI = [{"name": "TokenPurchase", "inputs": [{"type": "address", "name": "buyer", "indexed": true}, {"type": "uint256", "name": "eth_sold", "indexed": true}, {"type": "uint256", "name": "tokens_bought", "indexed": true}], "anonymous": false, "type": "event"}, {"name": "EthPurchase", "inputs": [{"type": "address", "name": "buyer", "indexed": true}, {"type": "uint256", "name": "tokens_sold", "indexed": true}, {"type": "uint256", "name": "eth_bought", "indexed": true}], "anonymous": false, "type": "event"}, {"name": "AddLiquidity", "inputs": [{"type": "address", "name": "provider", "indexed": true}, {"type": "uint256", "name": "eth_amount", "indexed": true}, {"type": "uint256", "name": "token_amount", "indexed": true}], "anonymous": false, "type": "event"}, {"name": "RemoveLiquidity", "inputs": [{"type": "address", "name": "provider", "indexed": true}, {"type": "uint256", "name": "eth_amount", "indexed": true}, {"type": "uint256", "name": "token_amount", "indexed": true}], "anonymous": false, "type": "event"}, {"name": "Transfer", "inputs": [{"type": "address", "name": "_from", "indexed": true}, {"type": "address", "name": "_to", "indexed": true}, {"type": "uint256", "name": "_value", "indexed": false}], "anonymous": false, "type": "event"}, {"name": "Approval", "inputs": [{"type": "address", "name": "_owner", "indexed": true}, {"type": "address", "name": "_spender", "indexed": true}, {"type": "uint256", "name": "_value", "indexed": false}], "anonymous": false, "type": "event"}, {"name": "setup", "outputs": [], "inputs": [{"type": "address", "name": "token_addr"}], "constant": false, "payable": false, "type": "function", "gas": 175875}, {"name": "addLiquidity", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "min_liquidity"}, {"type": "uint256", "name": "max_tokens"}, {"type": "uint256", "name": "deadline"}], "constant": false, "payable": true, "type": "function", "gas": 82616}, {"name": "removeLiquidity", "outputs": [{"type": "uint256", "name": "out"}, {"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "amount"}, {"type": "uint256", "name": "min_eth"}, {"type": "uint256", "name": "min_tokens"}, {"type": "uint256", "name": "deadline"}], "constant": false, "payable": false, "type": "function", "gas": 116814}, {"name": "__default__", "outputs": [], "inputs": [], "constant": false, "payable": true, "type": "function"}, {"name": "ethToTokenSwapInput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "min_tokens"}, {"type": "uint256", "name": "deadline"}], "constant": false, "payable": true, "type": "function", "gas": 12757}, {"name": "ethToTokenTransferInput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "min_tokens"}, {"type": "uint256", "name": "deadline"}, {"type": "address", "name": "recipient"}], "constant": false, "payable": true, "type": "function", "gas": 12965}, {"name": "ethToTokenSwapOutput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_bought"}, {"type": "uint256", "name": "deadline"}], "constant": false, "payable": true, "type": "function", "gas": 50463}, {"name": "ethToTokenTransferOutput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_bought"}, {"type": "uint256", "name": "deadline"}, {"type": "address", "name": "recipient"}], "constant": false, "payable": true, "type": "function", "gas": 50671}, {"name": "tokenToEthSwapInput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_sold"}, {"type": "uint256", "name": "min_eth"}, {"type": "uint256", "name": "deadline"}], "constant": false, "payable": false, "type": "function", "gas": 47503}, {"name": "tokenToEthTransferInput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_sold"}, {"type": "uint256", "name": "min_eth"}, {"type": "uint256", "name": "deadline"}, {"type": "address", "name": "recipient"}], "constant": false, "payable": false, "type": "function", "gas": 47712}, {"name": "tokenToEthSwapOutput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "eth_bought"}, {"type": "uint256", "name": "max_tokens"}, {"type": "uint256", "name": "deadline"}], "constant": false, "payable": false, "type": "function", "gas": 50175}, {"name": "tokenToEthTransferOutput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "eth_bought"}, {"type": "uint256", "name": "max_tokens"}, {"type": "uint256", "name": "deadline"}, {"type": "address", "name": "recipient"}], "constant": false, "payable": false, "type": "function", "gas": 50384}, {"name": "tokenToTokenSwapInput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_sold"}, {"type": "uint256", "name": "min_tokens_bought"}, {"type": "uint256", "name": "min_eth_bought"}, {"type": "uint256", "name": "deadline"}, {"type": "address", "name": "token_addr"}], "constant": false, "payable": false, "type": "function", "gas": 51007}, {"name": "tokenToTokenTransferInput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_sold"}, {"type": "uint256", "name": "min_tokens_bought"}, {"type": "uint256", "name": "min_eth_bought"}, {"type": "uint256", "name": "deadline"}, {"type": "address", "name": "recipient"}, {"type": "address", "name": "token_addr"}], "constant": false, "payable": false, "type": "function", "gas": 51098}, {"name": "tokenToTokenSwapOutput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_bought"}, {"type": "uint256", "name": "max_tokens_sold"}, {"type": "uint256", "name": "max_eth_sold"}, {"type": "uint256", "name": "deadline"}, {"type": "address", "name": "token_addr"}], "constant": false, "payable": false, "type": "function", "gas": 54928}, {"name": "tokenToTokenTransferOutput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_bought"}, {"type": "uint256", "name": "max_tokens_sold"}, {"type": "uint256", "name": "max_eth_sold"}, {"type": "uint256", "name": "deadline"}, {"type": "address", "name": "recipient"}, {"type": "address", "name": "token_addr"}], "constant": false, "payable": false, "type": "function", "gas": 55019}, {"name": "tokenToExchangeSwapInput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_sold"}, {"type": "uint256", "name": "min_tokens_bought"}, {"type": "uint256", "name": "min_eth_bought"}, {"type": "uint256", "name": "deadline"}, {"type": "address", "name": "exchange_addr"}], "constant": false, "payable": false, "type": "function", "gas": 49342}, {"name": "tokenToExchangeTransferInput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_sold"}, {"type": "uint256", "name": "min_tokens_bought"}, {"type": "uint256", "name": "min_eth_bought"}, {"type": "uint256", "name": "deadline"}, {"type": "address", "name": "recipient"}, {"type": "address", "name": "exchange_addr"}], "constant": false, "payable": false, "type": "function", "gas": 49532}, {"name": "tokenToExchangeSwapOutput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_bought"}, {"type": "uint256", "name": "max_tokens_sold"}, {"type": "uint256", "name": "max_eth_sold"}, {"type": "uint256", "name": "deadline"}, {"type": "address", "name": "exchange_addr"}], "constant": false, "payable": false, "type": "function", "gas": 53233}, {"name": "tokenToExchangeTransferOutput", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_bought"}, {"type": "uint256", "name": "max_tokens_sold"}, {"type": "uint256", "name": "max_eth_sold"}, {"type": "uint256", "name": "deadline"}, {"type": "address", "name": "recipient"}, {"type": "address", "name": "exchange_addr"}], "constant": false, "payable": false, "type": "function", "gas": 53423}, {"name": "getEthToTokenInputPrice", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "eth_sold"}], "constant": true, "payable": false, "type": "function", "gas": 5542}, {"name": "getEthToTokenOutputPrice", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_bought"}], "constant": true, "payable": false, "type": "function", "gas": 6872}, {"name": "getTokenToEthInputPrice", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "tokens_sold"}], "constant": true, "payable": false, "type": "function", "gas": 5637}, {"name": "getTokenToEthOutputPrice", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "uint256", "name": "eth_bought"}], "constant": true, "payable": false, "type": "function", "gas": 6897}, {"name": "tokenAddress", "outputs": [{"type": "address", "name": "out"}], "inputs": [], "constant": true, "payable": false, "type": "function", "gas": 1413}, {"name": "factoryAddress", "outputs": [{"type": "address", "name": "out"}], "inputs": [], "constant": true, "payable": false, "type": "function", "gas": 1443}, {"name": "balanceOf", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "address", "name": "_owner"}], "constant": true, "payable": false, "type": "function", "gas": 1645}, {"name": "transfer", "outputs": [{"type": "bool", "name": "out"}], "inputs": [{"type": "address", "name": "_to"}, {"type": "uint256", "name": "_value"}], "constant": false, "payable": false, "type": "function", "gas": 75034}, {"name": "transferFrom", "outputs": [{"type": "bool", "name": "out"}], "inputs": [{"type": "address", "name": "_from"}, {"type": "address", "name": "_to"}, {"type": "uint256", "name": "_value"}], "constant": false, "payable": false, "type": "function", "gas": 110907}, {"name": "approve", "outputs": [{"type": "bool", "name": "out"}], "inputs": [{"type": "address", "name": "_spender"}, {"type": "uint256", "name": "_value"}], "constant": false, "payable": false, "type": "function", "gas": 38769}, {"name": "allowance", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [{"type": "address", "name": "_owner"}, {"type": "address", "name": "_spender"}], "constant": true, "payable": false, "type": "function", "gas": 1925}, {"name": "name", "outputs": [{"type": "bytes32", "name": "out"}], "inputs": [], "constant": true, "payable": false, "type": "function", "gas": 1623}, {"name": "symbol", "outputs": [{"type": "bytes32", "name": "out"}], "inputs": [], "constant": true, "payable": false, "type": "function", "gas": 1653}, {"name": "decimals", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [], "constant": true, "payable": false, "type": "function", "gas": 1683}, {"name": "totalSupply", "outputs": [{"type": "uint256", "name": "out"}], "inputs": [], "constant": true, "payable": false, "type": "function", "gas": 1713}]
    const exchange1Address = await uniswapFactoryContract.methods.getExchange(outputTokenAddress).call()
    const exchangeContract = new web3.eth.Contract(UNISWAP_EXCHANGE_ABI, exchange1Address)

    const AMOUNT_ETH = 1;
    const RECENT_ETH_PRICE = 230;
    const AMOUNT_ETH_WEI = web3.utils.toWei(AMOUNT_ETH.toString());
    const AMOUNT_TOKEN_WEI = web3.utils.toWei((AMOUNT_ETH * RECENT_ETH_PRICE).toString());

    const uniResults = await Promise.all([
          exchangeContract
            .methods
            .getTokenToEthInputPrice(
                inputAmount
            ) 
            .call(),
          exchangeContract
            .methods
            .getEthToTokenInputPrice(
                inputAmount
            ) 
            .call()
    ]);

    const kyberResults = await Promise.all([
          kyberRateContract
            .methods
            .getExpectedRate(
              outputTokenAddress, 
              inputTokenAddress, 
              AMOUNT_TOKEN_WEI,
              true
            ) 
            .call(),
          kyberRateContract
            .methods
            .getExpectedRate(
              inputTokenAddress, 
              outputTokenAddress, 
              AMOUNT_ETH_WEI,
              true
            ) 
            .call()
    ]);
    
    const kyberRates = {
        buy: kyberResults[0].expectedRate,
        sell: kyberResults[1].expectedRate
    };
    
    const uniswapRates = {
        buy: uniResults[0],
        sell: uniResults[1]
    };

    console.table([{
        'Input Token': inputTokenSymbol,
        'Output Token': outputTokenSymbol,
        'Input Amount': web3.utils.fromWei(inputAmount, 'Ether'),
        'Uniswap Return': web3.utils.fromWei(uniswapRates.sell, 'Ether'),
        'Kyber Expected Rate': web3.utils.fromWei(kyberRates.sell, 'Ether'),
        'Kyber Min Return': web3.utils.fromWei(kyberResults[1].slippageRate, 'Ether'),
        'Timestamp': moment().tz('America/Chicago').format(),
    }])

    // FIND OUT POSSIBLE ARBITRAGES
    const gasPrice = await web3.eth.getGasPrice();
    const txCost = web3.utils.fromWei(gasPrice, 'ether');
    const currentEthPrice = (uniswapRates.buy + uniswapRates.sell)/2; 

    console.table([{
        'Tx Cost': txCost,
        'currentEthPrice': currentEthPrice,
        'Uniswap Buy': web3.utils.fromWei(uniswapRates.buy, 'Ether'),
        'Uniswap Sell': web3.utils.fromWei(uniswapRates.sell, 'Ether'),
        'Kyber Buy': web3.utils.fromWei(uniswapRates.buy, 'Ether'),
        'Kyber Sell': web3.utils.fromWei(uniswapRates.sell, 'Ether'),
    }])

    // profit1 = profit if we buy input token on kyber and sell it on uniswap
    const profit1 = AMOUNT_ETH * (uniswapRates.sell - kyberRates.buy) - gasPrice * currentEthPrice;

    // profit2 = profit if we buy input token on uniswap and sell it on kyber
    const profit2 = AMOUNT_ETH * (kyberRates.sell - uniswapRates.buy) - gasPrice * currentEthPrice;
      
    console.log(`Profit from Kyber<>Uniswap : ${profit1}`)
    console.log(`Profit from Uniswap<Kyber> : ${profit2}`)

    if(profit1 > 0 && profit1 > profit2) {

        //Execute arb Kyber <=> Uniswap
        console.log('Arb opportunity found!');
        console.log(`Buy ETH on Kyber at ${web3.utils.fromWei(kyberRates.buy, 'ether')} ${outputTokenSymbol}`);
        console.log(`Sell ETH on Uniswap at ${web3.utils.fromWei(uniswapRates.sell, 'ether')} ${outputTokenSymbol}`);
        console.log(`Expected profit: ${profit1} ${outputTokenSymbol}`);

        swapCurrenciesOnKyber(outputTokenAddress, inputTokenAddress, inputAmount, userAddress,kyberNetProxyContract);
        sellEthOnUniswap(inputAmount, web3.utils.fromWei(uniswapRates.sell, 'ether'), exchangeContract);

    } else if(profit2 > 0) {

        //Execute arb Uniswap <=> Kyber
        console.log('Arb opportunity found!');
        console.log(`Buy ETH from Uniswap at ${web3.utils.fromWei(uniswapRates.buy, 'ether')} ${outputTokenSymbol}`);
        console.log(`Sell ETH from Kyber at ${web3.utils.fromWei(kyberRates.sell, 'ether')} ${outputTokenSymbol}`);
        console.log(`Expected profit: ${profit2} ${outputTokenSymbol}`);

        buyEthOnUniswap(inputAmount, web3.utils.fromWei(uniswapRates.buy, 'ether'), exchangeContract); 
        swapCurrenciesOnKyber(inputTokenAddress, outputTokenAddress, inputAmount, userAddress, kyberNetProxyContract);
    }
}

let priceMonitor
let monitoringPrice = false

async function monitorPrice() {
  if(monitoringPrice) {
    return
  }

  console.log("Checking prices...")
  monitoringPrice = true

  try {

    // ADD TOKEN PAIRS HERE

    await checkPair({
      inputTokenSymbol: 'ETH',
      inputTokenAddress: addresses.tokens.eth,
      outputTokenSymbol: 'MKR',
      outputTokenAddress: addresses.tokens.mkr,
      inputAmount: web3.utils.toWei('1', 'ETHER')
    })

    await checkPair({
      inputTokenSymbol: 'ETH',
      inputTokenAddress: addresses.tokens.eth,
      outputTokenSymbol: 'DAI/SAI',
      outputTokenAddress: addresses.tokens.dai,
      inputAmount: web3.utils.toWei('1', 'ETHER')
    })

  } catch (error) {
    console.error(error)
    monitoringPrice = false
    clearInterval(priceMonitor)
    return
  }

  monitoringPrice = false
}

// Check markets every n seconds
const POLLING_INTERVAL = process.env.POLLING_INTERVAL || 1000 // 1 Second
priceMonitor = setInterval(async () => { await monitorPrice() }, POLLING_INTERVAL)

operations.js

// FUNCTION TO BUY ETH ON UNISWAP
async function buyEthOnUniswap(ethAmount, tokenAmount, exchangeContract) {

  // Set Deadline 1 minute from now; transaction should happen within the deadline else rates would change
  const moment = require('moment') // import moment.js library
  const now = moment().unix() // fetch current unix timestamp
  const DEADLINE = now + 60 // add 60 seconds
  console.log("Deadline", DEADLINE)

  // Transaction Settings
  const SETTINGS = {
    gasLimit: 8000000, // Override gas settings: https://github.com/ethers-io/ethers.js/issues/469
    gasPrice: web3.utils.toWei('50', 'Gwei'),
    from: process.env.ACCOUNT_MAINNET, // Use your account here
    value: ethAmount // Amount of Ether to Swap
  }

  // Perform Swap
  console.log('Swapping currencies on Kyber ...')
  let result = await exchangeContract.methods.tokenToEthSwapInput(daiAmount.toString(), ethAmount, DEADLINE).send(SETTINGS)
  console.log(`Success! Transaction Hash: ${result.transactionHash}`)
}

// FUNCTION TO SWAP CURRENCIES by Selling Eth
async function sellEthOnUniswap(ethAmount, daiAmount, exchangeContract) {

  // Set Deadline 1 minute from now; transaction should happen within the deadline else rates would change
  const moment = require('moment') // import moment.js library
  const now = moment().unix() // fetch current unix timestamp
  const DEADLINE = now + 60 // add 60 seconds
  console.log("Deadline", DEADLINE)

  // Transaction Settings
  const SETTINGS = {
    gasLimit: 8000000, // Override gas settings: https://github.com/ethers-io/ethers.js/issues/469
    gasPrice: web3.utils.toWei('50', 'Gwei'),
    from: process.env.ACCOUNT_MAINNET, // Use your account here
    value: daiAmount // Amount of Token to Swap
  }

  // Perform Swap
  console.log('Swapping currencies...')
  let result = await exchangeContract.methods.ethToTokenSwapInput(daiAmount.toString(), DEADLINE).send(SETTINGS)
  console.log(`Success! Transaction Hash: ${result.transactionHash}`)
}

// FUNCTION TO SWAP CURRENCIES by Buying Eth
async function swapCurrenciesOnKyber(sourceTokenAddress, destinationTokenAddress, sourceAmount, userAddress, kyberNetProxyContract) {

  console.log('Trading currencies on Kyber ...')

  // Set Deadline 1 minute from now; transaction should happen within the deadline else rates would change
  const moment = require('moment') // import moment.js library
  const now = moment().unix() // fetch current unix timestamp
  const DEADLINE = now + 60 // add 60 seconds
  console.log("Deadline", DEADLINE)

 const txCount = await web3.eth.getTransactionCount(userAddress) + txNum;
    const expectedRateCall = await kyberNetProxyContract.methods.getExpectedRate(srcTokenAddress, destTokenAddress, web3.utils.toWei(srcTokenAmountNative)).call();
    console.log(expectedRateCall);

    const expectedRate = expectedRateCall.expectedRate;
    const slippageRate = expectedRateCall.slippageRate;

    const minConversionRate = slippageRate;
    const walletId = '0x0000000000000000000000000000000000000000';

    const txData = kyberNetProxyContract.methods.trade(
        sourceTokenAddress,
        sourceAmount,
        destinationTokenAddress,
        userAddress,
        web3.utils.toWei('9999999'),
        minConversionRate,
        walletId
    ).encodeABI();

    const rawTransaction = new Tx({
        from: userAddress,
        to: kyberNetProxyAddress,
        data: txData,
        gasLimit: web3.utils.toHex('500000'),
        gasPrice: web3.utils.toHex(web3.utils.toWei('20', 'gwei')),
        nonce: txCount
    });

    rawTransaction.sign(process.env.PRIVATE_KEY);
    const serializedTransaction = rawTransaction.serialize();
  console.log(`Success! Transaction Hash: ${serializedTransaction.transactionHash}`)
}