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August 20, 2024 15:06
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| // --- `@solana/web3.js` v1 --- | |
| import web3 from '@solana/web3.js'; | |
| (async (rpcUrl: string) => { | |
| const rpc = new web3.Connection(rpcUrl); | |
| const subject = new web3.PublicKey('j1oAbxxiDUWvoHxEDhWE7THLjEkDQW2cSHYn2vttxTF'); | |
| const signatures = await rpc.getSignaturesForAddress(subject, { | |
| limit: 1000, | |
| }, 'finalized'); | |
| const mevProbability = estimateMevProbability(signatures); | |
| console.log( | |
| `Estimated MEV probability for address "${subject}":\n`, | |
| mevProbability, | |
| ); | |
| // | |
| // --- OUTPUT (as of: Aug 20 2024 15:04:22 UTC) --- | |
| // | |
| // Estimated MEV probability for address "j1oAbxxiDUWvoHxEDhWE7THLjEkDQW2cSHYn2vttxTF": | |
| // 0.9999685386458833 | |
| // | |
| // | |
| })(process.env.SOL_RPC_URL || 'https://mainnet.helius-rpc.com/?api-key=00000000-0000-0000-0000-000000000000'); | |
| // ----------------------------------------------------------------------------- | |
| /* | |
| // --- `@solana/web3.js` v2: --- | |
| import { createSolanaRpc, address } from '@solana/web3.js'; | |
| (async (rpcUrl: string) => { | |
| const rpc = createSolanaRpc(rpcUrl); | |
| const subject = address('j1oAbxxiDUWvoHxEDhWE7THLjEkDQW2cSHYn2vttxTF'); | |
| const signatures = await rpc.getSignaturesForAddress(subject, { | |
| commitment: 'finalized', | |
| limit: 1000, | |
| }).send(); | |
| const mevProbability = estimateMevProbability(signatures); | |
| console.log( | |
| `Estimated MEV probability for address "${subject}":\n`, | |
| mevProbability, | |
| ); | |
| })(process.env.SOL_RPC_URL || 'https://mainnet.helius-rpc.com/?api-key=00000000-0000-0000-0000-000000000000'); | |
| */ | |
| // ----------------------------------------------------------------------------- | |
| type GetSignaturesForAddressTransaction = | |
| | { blockTime?: number | null; slot: number } | |
| | { blockTime?: number | null; slot: bigint }; | |
| // NOTE: signatures must be sorted chronologically (in either ascending or | |
| // descending order, based on `blockTime`/`slot`). | |
| function estimateMevProbability<T extends GetSignaturesForAddressTransaction>( | |
| signatures: readonly T[], | |
| useBlockTime = false, | |
| ): number { | |
| const dists: number[] = []; | |
| let last = 0; | |
| for (const entry of signatures) { | |
| const n = Number(useBlockTime ? entry.blockTime : entry.slot); | |
| if (isNaN(n) || n <= 0) continue; | |
| if (last !== 0) { | |
| dists.push(Math.abs(last - n)); | |
| } | |
| last = n; | |
| } | |
| return _noiseToSignal(dists, useBlockTime ? 157.0 : 829.0, 2.0); | |
| } | |
| // ----------------------------------------------------------------------------- | |
| function _noiseToSignal(xs: number[], targetRatio: number, stdCutoff = 2.0): number { | |
| if (xs.length <= 1 || targetRatio <= 0.0 || stdCutoff <= 0.0) return NaN; | |
| let mean = _mean(xs); | |
| let std = _std(xs, _variance(xs, mean)); | |
| const cutoff = stdCutoff * std; | |
| xs = xs.filter(x => Math.abs(x - mean) < cutoff); | |
| mean = _mean(xs); | |
| std = _std(xs, _variance(xs, mean)); | |
| const coeff = (mean * std) / xs.length; | |
| return 1 - Math.tanh(coeff / targetRatio); | |
| } | |
| function _sum(xs: number[], f?: (x: number) => number): number { | |
| if (xs.length <= 0) return 0.0; | |
| let sum = 0.0, comp = 0.0, t = 0.0, y = 0.0; | |
| for (const x of xs) { | |
| y = (f ? f(x) : x) - comp; | |
| t = sum + y; | |
| comp = (t - sum) - y; | |
| sum = t; | |
| } | |
| return sum; | |
| } | |
| function _mean(xs: number[]): number { | |
| return xs.length > 0 ? _sum(xs) / xs.length : 0.0; | |
| } | |
| function _variance(xs: number[], mean: number = NaN): number { | |
| if (xs.length <= 1) return 0.0; | |
| mean = isNaN(mean) ? _mean(xs) : mean; | |
| return _sum(xs, x => { x -= mean; return x * x }) / (xs.length - 1); | |
| } | |
| function _std(xs: number[], variance: number = NaN): number { | |
| if (xs.length <= 1) return 0.0; | |
| variance = isNaN(variance) ? _variance(xs, NaN) : variance; | |
| return Math.sqrt(variance); | |
| } |
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