Update module name to github.com/fraktal/mev-beta and fix channel closing issues in pipeline stages
This commit is contained in:
Krypto Kajun
@@ -6,9 +6,9 @@ import (
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"sync"
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"time"
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"github.com/your-username/mev-beta/internal/config"
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"github.com/your-username/mev-beta/internal/logger"
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"github.com/your-username/mev-beta/internal/ratelimit"
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"github.com/fraktal/mev-beta/internal/config"
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"github.com/fraktal/mev-beta/internal/logger"
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"github.com/fraktal/mev-beta/internal/ratelimit"
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"github.com/ethereum/go-ethereum/core/types"
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)
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@@ -6,8 +6,8 @@ import (
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"sync"
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"time"
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"github.com/your-username/mev-beta/internal/config"
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"github.com/your-username/mev-beta/internal/logger"
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"github.com/fraktal/mev-beta/internal/config"
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"github.com/fraktal/mev-beta/internal/logger"
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"github.com/ethereum/go-ethereum/common"
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"github.com/holiman/uint256"
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"golang.org/x/sync/singleflight"
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292
pkg/market/manager_test.go
Normal file
292
pkg/market/manager_test.go
Normal file
@@ -0,0 +1,292 @@
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package market
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import (
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"context"
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"testing"
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"time"
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"github.com/fraktal/mev-beta/internal/config"
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"github.com/fraktal/mev-beta/internal/logger"
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"github.com/ethereum/go-ethereum/common"
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"github.com/holiman/uint256"
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"github.com/stretchr/testify/assert"
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)
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func TestNewMarketManager(t *testing.T) {
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// Create test config
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cfg := &config.UniswapConfig{
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Cache: config.CacheConfig{
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Expiration: 300,
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MaxSize: 10000,
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},
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}
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// Create test logger
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logger := logger.New("info", "text", "")
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// Create market manager
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manager := NewMarketManager(cfg, logger)
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// Verify manager was created correctly
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assert.NotNil(t, manager)
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assert.Equal(t, cfg, manager.config)
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assert.NotNil(t, manager.pools)
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assert.Equal(t, time.Duration(cfg.Cache.Expiration)*time.Second, manager.cacheDuration)
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assert.Equal(t, cfg.Cache.MaxSize, manager.maxCacheSize)
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}
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func TestGetPoolCacheHit(t *testing.T) {
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// Create market manager
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cfg := &config.UniswapConfig{
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Cache: config.CacheConfig{
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Expiration: 300,
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MaxSize: 10000,
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},
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}
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logger := logger.New("info", "text", "")
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manager := NewMarketManager(cfg, logger)
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// Add a pool to the cache
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poolAddress := common.HexToAddress("0x88e6A0c2dDD26FEEb64F039a2c41296FcB3f5640")
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pool := &PoolData{
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Address: poolAddress,
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Token0: common.HexToAddress("0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"),
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Token1: common.HexToAddress("0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"),
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Fee: 3000,
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Liquidity: uint256.NewInt(1000000000000000000),
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SqrtPriceX96: uint256.NewInt(2505414483750470000),
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Tick: 200000,
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TickSpacing: 60,
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LastUpdated: time.Now(),
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}
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manager.pools[poolAddress.Hex()] = pool
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// Get the pool (should be a cache hit)
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ctx := context.Background()
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result, err := manager.GetPool(ctx, poolAddress)
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// Verify results
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assert.NoError(t, err)
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assert.Equal(t, pool, result)
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}
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func TestGetPoolCacheMiss(t *testing.T) {
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// Create market manager
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cfg := &config.UniswapConfig{
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Cache: config.CacheConfig{
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Expiration: 300,
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MaxSize: 10000,
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},
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}
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logger := logger.New("info", "text", "")
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manager := NewMarketManager(cfg, logger)
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// Get a pool that's not in the cache (should trigger fetch)
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poolAddress := common.HexToAddress("0x88e6A0c2dDD26FEEb64F039a2c41296FcB3f5640")
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ctx := context.Background()
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result, err := manager.GetPool(ctx, poolAddress)
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// Verify results (should get mock data)
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assert.NoError(t, err)
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assert.NotNil(t, result)
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assert.Equal(t, poolAddress, result.Address)
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assert.Equal(t, "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48", result.Token0.Hex())
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assert.Equal(t, "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", result.Token1.Hex())
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}
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func TestGetPoolsByTokens(t *testing.T) {
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// Create market manager
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cfg := &config.UniswapConfig{
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Cache: config.CacheConfig{
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Expiration: 300,
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MaxSize: 10000,
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},
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}
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logger := logger.New("info", "text", "")
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manager := NewMarketManager(cfg, logger)
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// Add some pools to the cache
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token0 := common.HexToAddress("0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48") // USDC
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token1 := common.HexToAddress("0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2") // WETH
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pool1 := &PoolData{
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Address: common.HexToAddress("0x88e6A0c2dDD26FEEb64F039a2c41296FcB3f5640"),
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Token0: token0,
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Token1: token1,
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Fee: 3000,
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}
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manager.pools[pool1.Address.Hex()] = pool1
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pool2 := &PoolData{
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Address: common.HexToAddress("0xB4e16d0168e52d35CaCD2c6185b44281Ec28C9Dc"),
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Token0: token0,
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Token1: token1,
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Fee: 500,
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}
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manager.pools[pool2.Address.Hex()] = pool2
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// Add a pool with different tokens
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token2 := common.HexToAddress("0x1f9840a85d5aF5bf1D1762F925BDADdC4201F984") // UNI
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pool3 := &PoolData{
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Address: common.HexToAddress("0x1234567890123456789012345678901234567890"),
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Token0: token0,
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Token1: token2,
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Fee: 3000,
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}
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manager.pools[pool3.Address.Hex()] = pool3
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// Get pools for the token pair
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pools := manager.GetPoolsByTokens(token0, token1)
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// Verify results
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assert.Len(t, pools, 2)
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// Check that both pools are in the result
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pool1Found := false
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pool2Found := false
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for _, pool := range pools {
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if pool.Address == pool1.Address {
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pool1Found = true
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}
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if pool.Address == pool2.Address {
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pool2Found = true
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}
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}
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assert.True(t, pool1Found)
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assert.True(t, pool2Found)
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}
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func TestGetAllPools(t *testing.T) {
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// Create market manager
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cfg := &config.UniswapConfig{
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Cache: config.CacheConfig{
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Expiration: 300,
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MaxSize: 10000,
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},
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}
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logger := logger.New("info", "text", "")
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manager := NewMarketManager(cfg, logger)
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// Add some pools to the cache
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pool1 := &PoolData{
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Address: common.HexToAddress("0x88e6A0c2dDD26FEEb64F039a2c41296FcB3f5640"),
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Token0: common.HexToAddress("0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"),
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Token1: common.HexToAddress("0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"),
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Fee: 3000,
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}
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manager.pools[pool1.Address.Hex()] = pool1
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pool2 := &PoolData{
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Address: common.HexToAddress("0xB4e16d0168e52d35CaCD2c6185b44281Ec28C9Dc"),
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Token0: common.HexToAddress("0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"),
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Token1: common.HexToAddress("0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"),
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Fee: 500,
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}
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manager.pools[pool2.Address.Hex()] = pool2
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// Get all pools
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pools := manager.GetAllPools()
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// Verify results
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assert.Len(t, pools, 2)
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}
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func TestUpdatePoolExisting(t *testing.T) {
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// Create market manager
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cfg := &config.UniswapConfig{
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Cache: config.CacheConfig{
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Expiration: 300,
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MaxSize: 10000,
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},
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}
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logger := logger.New("info", "text", "")
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manager := NewMarketManager(cfg, logger)
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// Add a pool to the cache
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poolAddress := common.HexToAddress("0x88e6A0c2dDD26FEEb64F039a2c41296FcB3f5640")
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originalLiquidity := uint256.NewInt(1000000000000000000)
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originalSqrtPrice := uint256.NewInt(2505414483750470000)
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originalTick := 200000
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pool := &PoolData{
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Address: poolAddress,
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Liquidity: originalLiquidity,
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SqrtPriceX96: originalSqrtPrice,
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Tick: originalTick,
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LastUpdated: time.Now().Add(-time.Hour), // Set to past time
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}
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manager.pools[poolAddress.Hex()] = pool
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// Update the pool
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newLiquidity := uint256.NewInt(2000000000000000000)
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newSqrtPrice := uint256.NewInt(3000000000000000000)
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newTick := 250000
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manager.UpdatePool(poolAddress, newLiquidity, newSqrtPrice, newTick)
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// Verify the pool was updated
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updatedPool := manager.pools[poolAddress.Hex()]
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assert.Equal(t, newLiquidity, updatedPool.Liquidity)
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assert.Equal(t, newSqrtPrice, updatedPool.SqrtPriceX96)
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assert.Equal(t, newTick, updatedPool.Tick)
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// Check that the last updated time is more recent (allowing for small time differences)
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assert.True(t, updatedPool.LastUpdated.Unix() >= pool.LastUpdated.Unix())
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}
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func TestUpdatePoolNew(t *testing.T) {
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// Create market manager
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cfg := &config.UniswapConfig{
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Cache: config.CacheConfig{
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Expiration: 300,
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MaxSize: 10000,
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},
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}
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logger := logger.New("info", "text", "")
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manager := NewMarketManager(cfg, logger)
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// Update a pool that doesn't exist yet
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poolAddress := common.HexToAddress("0x88e6A0c2dDD26FEEb64F039a2c41296FcB3f5640")
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liquidity := uint256.NewInt(1000000000000000000)
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sqrtPrice := uint256.NewInt(2505414483750470000)
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tick := 200000
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manager.UpdatePool(poolAddress, liquidity, sqrtPrice, tick)
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// Verify the pool was created
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createdPool := manager.pools[poolAddress.Hex()]
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assert.NotNil(t, createdPool)
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assert.Equal(t, poolAddress, createdPool.Address)
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assert.Equal(t, liquidity, createdPool.Liquidity)
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assert.Equal(t, sqrtPrice, createdPool.SqrtPriceX96)
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assert.Equal(t, tick, createdPool.Tick)
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}
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func TestGetCacheStats(t *testing.T) {
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// Create market manager
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cfg := &config.UniswapConfig{
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Cache: config.CacheConfig{
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Expiration: 300,
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MaxSize: 10000,
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},
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}
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logger := logger.New("info", "text", "")
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manager := NewMarketManager(cfg, logger)
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// Add some pools to the cache
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pool1 := &PoolData{
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Address: common.HexToAddress("0x88e6A0c2dDD26FEEb64F039a2c41296FcB3f5640"),
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}
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manager.pools[pool1.Address.Hex()] = pool1
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pool2 := &PoolData{
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Address: common.HexToAddress("0xB4e16d0168e52d35CaCD2c6185b44281Ec28C9Dc"),
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}
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manager.pools[pool2.Address.Hex()] = pool2
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// Get cache stats
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currentSize, maxSize := manager.GetCacheStats()
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// Verify results
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assert.Equal(t, 2, currentSize)
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assert.Equal(t, 10000, maxSize)
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}
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@@ -7,9 +7,12 @@ import (
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"sync"
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"time"
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"github.com/your-username/mev-beta/internal/config"
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"github.com/your-username/mev-beta/internal/logger"
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"github.com/your-username/mev-beta/pkg/scanner"
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"github.com/fraktal/mev-beta/internal/config"
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"github.com/fraktal/mev-beta/internal/logger"
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"github.com/fraktal/mev-beta/pkg/events"
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"github.com/fraktal/mev-beta/pkg/scanner"
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"github.com/fraktal/mev-beta/pkg/uniswap"
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"github.com/ethereum/go-ethereum/common"
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"github.com/ethereum/go-ethereum/core/types"
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"github.com/holiman/uint256"
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)
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@@ -23,10 +26,11 @@ type Pipeline struct {
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stages []PipelineStage
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bufferSize int
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concurrency int
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eventParser *events.EventParser
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}
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// PipelineStage represents a stage in the processing pipeline
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type PipelineStage func(context.Context, <-chan *types.Transaction, chan<- *scanner.SwapDetails) error
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type PipelineStage func(context.Context, <-chan *scanner.EventDetails, chan<- *scanner.EventDetails) error
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// NewPipeline creates a new transaction processing pipeline
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func NewPipeline(
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@@ -35,14 +39,27 @@ func NewPipeline(
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marketMgr *MarketManager,
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scanner *scanner.MarketScanner,
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) *Pipeline {
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return &Pipeline{
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pipeline := &Pipeline{
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config: cfg,
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logger: logger,
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marketMgr: marketMgr,
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scanner: scanner,
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bufferSize: cfg.ChannelBufferSize,
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concurrency: cfg.MaxWorkers,
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eventParser: events.NewEventParser(),
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}
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// Add default stages
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pipeline.AddStage(TransactionDecoderStage(cfg, logger, marketMgr))
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return pipeline
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}
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// AddDefaultStages adds the default processing stages to the pipeline
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func (p *Pipeline) AddDefaultStages() {
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p.AddStage(TransactionDecoderStage(p.config, p.logger, p.marketMgr))
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p.AddStage(MarketAnalysisStage(p.config, p.logger, p.marketMgr))
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p.AddStage(ArbitrageDetectionStage(p.config, p.logger, p.marketMgr))
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}
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// AddStage adds a processing stage to the pipeline
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@@ -51,52 +68,91 @@ func (p *Pipeline) AddStage(stage PipelineStage) {
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}
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// ProcessTransactions processes a batch of transactions through the pipeline
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func (p *Pipeline) ProcessTransactions(ctx context.Context, transactions []*types.Transaction) error {
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func (p *Pipeline) ProcessTransactions(ctx context.Context, transactions []*types.Transaction, blockNumber uint64, timestamp uint64) error {
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if len(p.stages) == 0 {
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return fmt.Errorf("no pipeline stages configured")
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}
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// Create the initial input channel
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inputChan := make(chan *types.Transaction, p.bufferSize)
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// Parse events from transactions
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eventChan := make(chan *events.Event, p.bufferSize)
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// Send transactions to the input channel
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// Parse transactions in a goroutine
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go func() {
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defer close(inputChan)
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defer close(eventChan)
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for _, tx := range transactions {
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select {
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case inputChan <- tx:
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case <-ctx.Done():
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return
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// Skip transactions that don't interact with DEX contracts
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if !p.eventParser.IsDEXInteraction(tx) {
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continue
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}
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events, err := p.eventParser.ParseTransaction(tx, blockNumber, timestamp)
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if err != nil {
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p.logger.Error(fmt.Sprintf("Error parsing transaction %s: %v", tx.Hash().Hex(), err))
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continue
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}
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for _, event := range events {
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select {
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case eventChan <- event:
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case <-ctx.Done():
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return
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}
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}
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}
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}()
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// Process through each stage
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var currentChan <-chan *scanner.SwapDetails = nil
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var currentChan <-chan *scanner.EventDetails = nil
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for i, stage := range p.stages {
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// Create output channel for this stage
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outputChan := make(chan *scanner.SwapDetails, p.bufferSize)
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outputChan := make(chan *scanner.EventDetails, p.bufferSize)
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// For the first stage, we need to convert transactions to swap details
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// For the first stage, we process events
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if i == 0 {
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// Special handling for first stage
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go func(stage PipelineStage, input <-chan *types.Transaction, output chan<- *scanner.SwapDetails) {
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go func(stage PipelineStage, input <-chan *events.Event, output chan<- *scanner.EventDetails) {
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defer close(output)
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err := stage(ctx, input, output)
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// Convert events.Event to scanner.EventDetails
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convertedInput := make(chan *scanner.EventDetails, p.bufferSize)
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go func() {
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defer close(convertedInput)
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for event := range input {
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eventDetails := &scanner.EventDetails{
|
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Type: event.Type,
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Protocol: event.Protocol,
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PoolAddress: event.PoolAddress.Hex(),
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Token0: event.Token0.Hex(),
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Token1: event.Token1.Hex(),
|
||||
Amount0In: event.Amount0,
|
||||
Amount0Out: big.NewInt(0),
|
||||
Amount1In: big.NewInt(0),
|
||||
Amount1Out: event.Amount1,
|
||||
SqrtPriceX96: event.SqrtPriceX96,
|
||||
Liquidity: event.Liquidity,
|
||||
Tick: event.Tick,
|
||||
Timestamp: time.Unix(int64(event.Timestamp), 0),
|
||||
TransactionHash: event.TransactionHash,
|
||||
}
|
||||
select {
|
||||
case convertedInput <- eventDetails:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
}
|
||||
}()
|
||||
|
||||
err := stage(ctx, convertedInput, output)
|
||||
if err != nil {
|
||||
p.logger.Error(fmt.Sprintf("Pipeline stage %d error: %v", i, err))
|
||||
}
|
||||
}(stage, inputChan, outputChan)
|
||||
}(stage, eventChan, outputChan)
|
||||
} else {
|
||||
// For subsequent stages
|
||||
go func(stage PipelineStage, input <-chan *scanner.SwapDetails, output chan<- *scanner.SwapDetails) {
|
||||
go func(stage PipelineStage, input <-chan *scanner.EventDetails, output chan<- *scanner.EventDetails) {
|
||||
defer close(output)
|
||||
// We need to create a dummy input channel for this stage
|
||||
// This is a simplification - in practice you'd have a more complex pipeline
|
||||
dummyInput := make(chan *types.Transaction, p.bufferSize)
|
||||
close(dummyInput)
|
||||
err := stage(ctx, dummyInput, output)
|
||||
err := stage(ctx, input, output)
|
||||
if err != nil {
|
||||
p.logger.Error(fmt.Sprintf("Pipeline stage %d error: %v", i, err))
|
||||
}
|
||||
@@ -115,16 +171,16 @@ func (p *Pipeline) ProcessTransactions(ctx context.Context, transactions []*type
|
||||
}
|
||||
|
||||
// processSwapDetails processes the final output of the pipeline
|
||||
func (p *Pipeline) processSwapDetails(ctx context.Context, swapDetails <-chan *scanner.SwapDetails) {
|
||||
func (p *Pipeline) processSwapDetails(ctx context.Context, eventDetails <-chan *scanner.EventDetails) {
|
||||
for {
|
||||
select {
|
||||
case swap, ok := <-swapDetails:
|
||||
case event, ok := <-eventDetails:
|
||||
if !ok {
|
||||
return // Channel closed
|
||||
}
|
||||
|
||||
// Submit to the market scanner for processing
|
||||
p.scanner.SubmitSwap(*swap)
|
||||
p.scanner.SubmitEvent(*event)
|
||||
|
||||
case <-ctx.Done():
|
||||
return
|
||||
@@ -138,26 +194,26 @@ func TransactionDecoderStage(
|
||||
logger *logger.Logger,
|
||||
marketMgr *MarketManager,
|
||||
) PipelineStage {
|
||||
return func(ctx context.Context, input <-chan *types.Transaction, output chan<- *scanner.SwapDetails) error {
|
||||
return func(ctx context.Context, input <-chan *scanner.EventDetails, output chan<- *scanner.EventDetails) error {
|
||||
var wg sync.WaitGroup
|
||||
|
||||
// Process transactions concurrently
|
||||
// Process events concurrently
|
||||
for i := 0; i < cfg.MaxWorkers; i++ {
|
||||
wg.Add(1)
|
||||
go func() {
|
||||
defer wg.Done()
|
||||
for {
|
||||
select {
|
||||
case tx, ok := <-input:
|
||||
case event, ok := <-input:
|
||||
if !ok {
|
||||
return // Channel closed
|
||||
}
|
||||
|
||||
// Process the transaction
|
||||
swapDetails := decodeTransaction(tx, logger)
|
||||
if swapDetails != nil {
|
||||
// Process the event (in this case, it's already decoded)
|
||||
// In a real implementation, you might do additional processing here
|
||||
if event != nil {
|
||||
select {
|
||||
case output <- swapDetails:
|
||||
case output <- event:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
@@ -170,7 +226,7 @@ func TransactionDecoderStage(
|
||||
}()
|
||||
}
|
||||
|
||||
// Wait for all workers to finish
|
||||
// Wait for all workers to finish, then close the output channel
|
||||
go func() {
|
||||
wg.Wait()
|
||||
close(output)
|
||||
@@ -180,70 +236,274 @@ func TransactionDecoderStage(
|
||||
}
|
||||
}
|
||||
|
||||
// decodeTransaction decodes a transaction to extract swap details
|
||||
func decodeTransaction(tx *types.Transaction, logger *logger.Logger) *scanner.SwapDetails {
|
||||
// This is a simplified implementation
|
||||
// In practice, you would:
|
||||
// 1. Check if the transaction is calling a Uniswap-like contract
|
||||
// 2. Decode the function call data
|
||||
// 3. Extract token addresses, amounts, etc.
|
||||
|
||||
// For now, we'll return mock data for demonstration
|
||||
if tx.To() != nil {
|
||||
swap := &scanner.SwapDetails{
|
||||
PoolAddress: tx.To().Hex(),
|
||||
Token0: "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48", // USDC
|
||||
Token1: "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", // WETH
|
||||
Amount0In: big.NewInt(1000000000), // 1000 USDC
|
||||
Amount0Out: big.NewInt(0),
|
||||
Amount1In: big.NewInt(0),
|
||||
Amount1Out: big.NewInt(500000000000000000), // 0.5 WETH
|
||||
SqrtPriceX96: uint256.NewInt(2505414483750470000),
|
||||
Liquidity: uint256.NewInt(1000000000000000000),
|
||||
Tick: 200000,
|
||||
Timestamp: time.Now(),
|
||||
TransactionHash: tx.Hash(),
|
||||
}
|
||||
|
||||
logger.Debug(fmt.Sprintf("Decoded swap transaction: %s", tx.Hash().Hex()))
|
||||
return swap
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// MarketAnalysisStage performs market analysis on swap details
|
||||
// MarketAnalysisStage performs market analysis on event details
|
||||
func MarketAnalysisStage(
|
||||
cfg *config.BotConfig,
|
||||
logger *logger.Logger,
|
||||
marketMgr *MarketManager,
|
||||
) PipelineStage {
|
||||
return func(ctx context.Context, input <-chan *types.Transaction, output chan<- *scanner.SwapDetails) error {
|
||||
// This is a placeholder for market analysis
|
||||
// In practice, you would:
|
||||
// 1. Get pool data from market manager
|
||||
// 2. Analyze price impact
|
||||
// 3. Check for arbitrage opportunities
|
||||
return func(ctx context.Context, input <-chan *scanner.EventDetails, output chan<- *scanner.EventDetails) error {
|
||||
var wg sync.WaitGroup
|
||||
|
||||
// Process events concurrently
|
||||
for i := 0; i < cfg.MaxWorkers; i++ {
|
||||
wg.Add(1)
|
||||
go func() {
|
||||
defer wg.Done()
|
||||
for {
|
||||
select {
|
||||
case event, ok := <-input:
|
||||
if !ok {
|
||||
return // Channel closed
|
||||
}
|
||||
|
||||
// Only process swap events
|
||||
if event.Type != events.Swap {
|
||||
// Forward non-swap events without processing
|
||||
select {
|
||||
case output <- event:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
continue
|
||||
}
|
||||
|
||||
// Get pool data from market manager
|
||||
poolAddress := common.HexToAddress(event.PoolAddress)
|
||||
poolData, err := marketMgr.GetPool(ctx, poolAddress)
|
||||
if err != nil {
|
||||
logger.Error(fmt.Sprintf("Error getting pool data for %s: %v", event.PoolAddress, err))
|
||||
// Forward the event even if we can't get pool data
|
||||
select {
|
||||
case output <- event:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
continue
|
||||
}
|
||||
|
||||
// Calculate price impact using Uniswap V3 math
|
||||
priceImpact, err := calculatePriceImpact(event, poolData)
|
||||
if err != nil {
|
||||
logger.Error(fmt.Sprintf("Error calculating price impact for pool %s: %v", event.PoolAddress, err))
|
||||
// Forward the event even if we can't calculate price impact
|
||||
select {
|
||||
case output <- event:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
continue
|
||||
}
|
||||
|
||||
// Add price impact to the event
|
||||
// Note: In a real implementation, you might want to create a new struct
|
||||
// that extends EventDetails with additional fields
|
||||
logger.Debug(fmt.Sprintf("Price impact for pool %s: %f", event.PoolAddress, priceImpact))
|
||||
|
||||
// Forward the processed event
|
||||
select {
|
||||
case output <- event:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
}
|
||||
}()
|
||||
}
|
||||
|
||||
// Wait for all workers to finish, then close the output channel
|
||||
go func() {
|
||||
wg.Wait()
|
||||
close(output)
|
||||
}()
|
||||
|
||||
close(output)
|
||||
return nil
|
||||
}
|
||||
}
|
||||
|
||||
// calculatePriceImpact calculates the price impact of a swap using Uniswap V3 math
|
||||
func calculatePriceImpact(event *scanner.EventDetails, poolData *PoolData) (float64, error) {
|
||||
// Convert event amounts to uint256 for calculations
|
||||
amount0In := uint256.NewInt(0)
|
||||
amount0In.SetFromBig(event.Amount0In)
|
||||
|
||||
amount1In := uint256.NewInt(0)
|
||||
amount1In.SetFromBig(event.Amount1In)
|
||||
|
||||
// Determine which token is being swapped in
|
||||
var amountIn *uint256.Int
|
||||
if amount0In.Cmp(uint256.NewInt(0)) > 0 {
|
||||
amountIn = amount0In
|
||||
} else {
|
||||
amountIn = amount1In
|
||||
}
|
||||
|
||||
// If no amount is being swapped in, return 0 impact
|
||||
if amountIn.Cmp(uint256.NewInt(0)) == 0 {
|
||||
return 0.0, nil
|
||||
}
|
||||
|
||||
// Calculate price impact as a percentage of liquidity
|
||||
// priceImpact = amountIn / liquidity
|
||||
liquidity := poolData.Liquidity
|
||||
|
||||
// If liquidity is 0, we can't calculate impact
|
||||
if liquidity.Cmp(uint256.NewInt(0)) == 0 {
|
||||
return 0.0, nil
|
||||
}
|
||||
|
||||
// Calculate impact
|
||||
impact := new(uint256.Int).Div(amountIn, liquidity)
|
||||
|
||||
// Convert to float64 for percentage
|
||||
impactFloat := new(big.Float).SetInt(impact.ToBig())
|
||||
percentage, _ := impactFloat.Float64()
|
||||
|
||||
// Convert to percentage (multiply by 100)
|
||||
return percentage * 100.0, nil
|
||||
}
|
||||
|
||||
// ArbitrageDetectionStage detects arbitrage opportunities
|
||||
func ArbitrageDetectionStage(
|
||||
cfg *config.BotConfig,
|
||||
logger *logger.Logger,
|
||||
marketMgr *MarketManager,
|
||||
) PipelineStage {
|
||||
return func(ctx context.Context, input <-chan *types.Transaction, output chan<- *scanner.SwapDetails) error {
|
||||
// This is a placeholder for arbitrage detection
|
||||
// In practice, you would:
|
||||
// 1. Compare prices across multiple pools
|
||||
// 2. Calculate potential profit
|
||||
// 3. Filter based on profitability
|
||||
return func(ctx context.Context, input <-chan *scanner.EventDetails, output chan<- *scanner.EventDetails) error {
|
||||
var wg sync.WaitGroup
|
||||
|
||||
// Process events concurrently
|
||||
for i := 0; i < cfg.MaxWorkers; i++ {
|
||||
wg.Add(1)
|
||||
go func() {
|
||||
defer wg.Done()
|
||||
for {
|
||||
select {
|
||||
case event, ok := <-input:
|
||||
if !ok {
|
||||
return // Channel closed
|
||||
}
|
||||
|
||||
// Only process swap events
|
||||
if event.Type != events.Swap {
|
||||
// Forward non-swap events without processing
|
||||
select {
|
||||
case output <- event:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
continue
|
||||
}
|
||||
|
||||
// Look for arbitrage opportunities
|
||||
opportunities, err := findArbitrageOpportunities(ctx, event, marketMgr, logger)
|
||||
if err != nil {
|
||||
logger.Error(fmt.Sprintf("Error finding arbitrage opportunities for pool %s: %v", event.PoolAddress, err))
|
||||
// Forward the event even if we encounter an error
|
||||
select {
|
||||
case output <- event:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
continue
|
||||
}
|
||||
|
||||
// Log any found opportunities
|
||||
if len(opportunities) > 0 {
|
||||
logger.Info(fmt.Sprintf("Found %d arbitrage opportunities for pool %s", len(opportunities), event.PoolAddress))
|
||||
for _, opp := range opportunities {
|
||||
logger.Info(fmt.Sprintf("Arbitrage opportunity: %+v", opp))
|
||||
}
|
||||
}
|
||||
|
||||
// Forward the processed event
|
||||
select {
|
||||
case output <- event:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
}
|
||||
}()
|
||||
}
|
||||
|
||||
// Wait for all workers to finish, then close the output channel
|
||||
go func() {
|
||||
wg.Wait()
|
||||
close(output)
|
||||
}()
|
||||
|
||||
close(output)
|
||||
return nil
|
||||
}
|
||||
}
|
||||
|
||||
// findArbitrageOpportunities looks for arbitrage opportunities based on a swap event
|
||||
func findArbitrageOpportunities(ctx context.Context, event *scanner.EventDetails, marketMgr *MarketManager, logger *logger.Logger) ([]scanner.ArbitrageOpportunity, error) {
|
||||
opportunities := make([]scanner.ArbitrageOpportunity, 0)
|
||||
|
||||
// Get all pools for the same token pair
|
||||
token0 := common.HexToAddress(event.Token0)
|
||||
token1 := common.HexToAddress(event.Token1)
|
||||
pools := marketMgr.GetPoolsByTokens(token0, token1)
|
||||
|
||||
// If we don't have multiple pools, we can't do arbitrage
|
||||
if len(pools) < 2 {
|
||||
return opportunities, nil
|
||||
}
|
||||
|
||||
// Get the pool that triggered the event
|
||||
eventPoolAddress := common.HexToAddress(event.PoolAddress)
|
||||
|
||||
// Find the pool that triggered the event
|
||||
var eventPool *PoolData
|
||||
for _, pool := range pools {
|
||||
if pool.Address == eventPoolAddress {
|
||||
eventPool = pool
|
||||
break
|
||||
}
|
||||
}
|
||||
|
||||
// If we can't find the event pool, return
|
||||
if eventPool == nil {
|
||||
return opportunities, nil
|
||||
}
|
||||
|
||||
// Convert sqrtPriceX96 to price for the event pool
|
||||
eventPoolPrice := uniswap.SqrtPriceX96ToPrice(eventPool.SqrtPriceX96.ToBig())
|
||||
|
||||
// Compare with other pools
|
||||
for _, pool := range pools {
|
||||
// Skip the event pool
|
||||
if pool.Address == eventPoolAddress {
|
||||
continue
|
||||
}
|
||||
|
||||
// Convert sqrtPriceX96 to price for comparison pool
|
||||
compPoolPrice := uniswap.SqrtPriceX96ToPrice(pool.SqrtPriceX96.ToBig())
|
||||
|
||||
// Calculate potential profit (simplified)
|
||||
// In practice, this would involve more complex calculations
|
||||
profit := new(big.Float).Sub(compPoolPrice, eventPoolPrice)
|
||||
|
||||
// If there's a price difference, we might have an opportunity
|
||||
if profit.Cmp(big.NewFloat(0)) > 0 {
|
||||
opp := scanner.ArbitrageOpportunity{
|
||||
Path: []string{event.Token0, event.Token1},
|
||||
Pools: []string{event.PoolAddress, pool.Address.Hex()},
|
||||
Profit: big.NewInt(1000000000000000000), // 1 ETH (mock value)
|
||||
GasEstimate: big.NewInt(200000000000000000), // 0.2 ETH (mock value)
|
||||
ROI: 5.0, // 500% (mock value)
|
||||
Protocol: event.Protocol,
|
||||
}
|
||||
opportunities = append(opportunities, opp)
|
||||
}
|
||||
}
|
||||
|
||||
return opportunities, nil
|
||||
}
|
||||
204
pkg/market/pipeline_test.go
Normal file
204
pkg/market/pipeline_test.go
Normal file
@@ -0,0 +1,204 @@
|
||||
package market
|
||||
|
||||
import (
|
||||
"context"
|
||||
"math/big"
|
||||
"testing"
|
||||
|
||||
"github.com/fraktal/mev-beta/internal/config"
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
scannerpkg "github.com/fraktal/mev-beta/pkg/scanner"
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/holiman/uint256"
|
||||
"github.com/stretchr/testify/assert"
|
||||
"github.com/stretchr/testify/mock"
|
||||
)
|
||||
|
||||
// MockMarketManager is a mock implementation of MarketManager for testing
|
||||
type MockMarketManager struct {
|
||||
mock.Mock
|
||||
}
|
||||
|
||||
func (m *MockMarketManager) GetPool(ctx context.Context, poolAddress common.Address) (*PoolData, error) {
|
||||
args := m.Called(ctx, poolAddress)
|
||||
return args.Get(0).(*PoolData), args.Error(1)
|
||||
}
|
||||
|
||||
func (m *MockMarketManager) GetPoolsByTokens(token0, token1 common.Address) []*PoolData {
|
||||
args := m.Called(token0, token1)
|
||||
return args.Get(0).([]*PoolData)
|
||||
}
|
||||
|
||||
// MockLogger is a mock implementation of logger.Logger for testing
|
||||
type MockLogger struct {
|
||||
mock.Mock
|
||||
}
|
||||
|
||||
func (m *MockLogger) Debug(msg string) {
|
||||
m.Called(msg)
|
||||
}
|
||||
|
||||
func (m *MockLogger) Info(msg string) {
|
||||
m.Called(msg)
|
||||
}
|
||||
|
||||
func (m *MockLogger) Warn(msg string) {
|
||||
m.Called(msg)
|
||||
}
|
||||
|
||||
func (m *MockLogger) Error(msg string, err ...interface{}) {
|
||||
m.Called(msg, err)
|
||||
}
|
||||
|
||||
func TestNewPipeline(t *testing.T) {
|
||||
// Create mock config
|
||||
cfg := &config.BotConfig{
|
||||
MaxWorkers: 5,
|
||||
ChannelBufferSize: 10,
|
||||
}
|
||||
|
||||
// Create mock logger
|
||||
logger := logger.New("info", "text", "")
|
||||
|
||||
// Create mock market manager
|
||||
marketMgr := &MarketManager{}
|
||||
|
||||
// Create mock scanner
|
||||
scannerObj := &scannerpkg.MarketScanner{}
|
||||
|
||||
// Create pipeline
|
||||
pipeline := NewPipeline(cfg, logger, marketMgr, scannerObj)
|
||||
|
||||
// Verify pipeline was created correctly
|
||||
assert.NotNil(t, pipeline)
|
||||
assert.Equal(t, cfg, pipeline.config)
|
||||
assert.Equal(t, logger, pipeline.logger)
|
||||
assert.Equal(t, marketMgr, pipeline.marketMgr)
|
||||
assert.Equal(t, scannerObj, pipeline.scanner)
|
||||
assert.Equal(t, cfg.ChannelBufferSize, pipeline.bufferSize)
|
||||
assert.Equal(t, cfg.MaxWorkers, pipeline.concurrency)
|
||||
assert.NotNil(t, pipeline.eventParser)
|
||||
assert.Len(t, pipeline.stages, 1) // Should have TransactionDecoderStage by default
|
||||
}
|
||||
|
||||
func TestAddStage(t *testing.T) {
|
||||
// Create pipeline
|
||||
cfg := &config.BotConfig{
|
||||
MaxWorkers: 5,
|
||||
ChannelBufferSize: 10,
|
||||
}
|
||||
logger := logger.New("info", "text", "")
|
||||
marketMgr := &MarketManager{}
|
||||
scannerObj := &scannerpkg.MarketScanner{}
|
||||
pipeline := NewPipeline(cfg, logger, marketMgr, scannerObj)
|
||||
|
||||
// Add a new stage
|
||||
newStage := func(ctx context.Context, input <-chan *scannerpkg.EventDetails, output chan<- *scannerpkg.EventDetails) error {
|
||||
return nil
|
||||
}
|
||||
pipeline.AddStage(newStage)
|
||||
|
||||
// Verify stage was added
|
||||
assert.Len(t, pipeline.stages, 2) // TransactionDecoderStage + newStage
|
||||
}
|
||||
|
||||
func TestAddDefaultStages(t *testing.T) {
|
||||
// Create pipeline
|
||||
cfg := &config.BotConfig{
|
||||
MaxWorkers: 5,
|
||||
ChannelBufferSize: 10,
|
||||
}
|
||||
logger := logger.New("info", "text", "")
|
||||
marketMgr := &MarketManager{}
|
||||
scannerObj := &scannerpkg.MarketScanner{}
|
||||
pipeline := NewPipeline(cfg, logger, marketMgr, scannerObj)
|
||||
|
||||
// Add default stages
|
||||
pipeline.AddDefaultStages()
|
||||
|
||||
// Verify stages were added (should be 4 total: TransactionDecoder, MarketAnalysis, ArbitrageDetection, plus the initial TransactionDecoder)
|
||||
assert.Len(t, pipeline.stages, 4)
|
||||
}
|
||||
|
||||
func TestTransactionDecoderStage(t *testing.T) {
|
||||
// Create mock config
|
||||
cfg := &config.BotConfig{
|
||||
MaxWorkers: 1, // Use 1 worker for simplicity in test
|
||||
ChannelBufferSize: 10,
|
||||
}
|
||||
|
||||
// Create mock logger
|
||||
log := logger.New("info", "text", "")
|
||||
|
||||
// Create mock market manager
|
||||
marketMgr := &MarketManager{}
|
||||
|
||||
// Create the stage
|
||||
stage := TransactionDecoderStage(cfg, log, marketMgr)
|
||||
|
||||
// Verify the stage function was created
|
||||
assert.NotNil(t, stage)
|
||||
}
|
||||
|
||||
func TestCalculatePriceImpact(t *testing.T) {
|
||||
// Create test event
|
||||
event := &scannerpkg.EventDetails{
|
||||
Amount0In: big.NewInt(1000000000), // 1000 tokens
|
||||
Amount1In: big.NewInt(0),
|
||||
}
|
||||
|
||||
// Create test pool data
|
||||
liquidity := uint256.NewInt(1000000000000000000) // 1 ETH in liquidity
|
||||
poolData := &PoolData{
|
||||
Liquidity: liquidity,
|
||||
}
|
||||
|
||||
// Calculate price impact
|
||||
impact, err := calculatePriceImpact(event, poolData)
|
||||
|
||||
// Verify results
|
||||
assert.NoError(t, err)
|
||||
assert.InDelta(t, 0.001, impact, 0.001) // 0.001% impact (1000/1000000000000000000 * 100)
|
||||
}
|
||||
|
||||
func TestCalculatePriceImpactNoAmount(t *testing.T) {
|
||||
// Create test event with no amount
|
||||
event := &scannerpkg.EventDetails{
|
||||
Amount0In: big.NewInt(0),
|
||||
Amount1In: big.NewInt(0),
|
||||
}
|
||||
|
||||
// Create test pool data
|
||||
liquidity := uint256.NewInt(10000000000000000000) // 10 ETH in liquidity
|
||||
poolData := &PoolData{
|
||||
Liquidity: liquidity,
|
||||
}
|
||||
|
||||
// Calculate price impact
|
||||
impact, err := calculatePriceImpact(event, poolData)
|
||||
|
||||
// Verify results
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, 0.0, impact)
|
||||
}
|
||||
|
||||
func TestCalculatePriceImpactNoLiquidity(t *testing.T) {
|
||||
// Create test event
|
||||
event := &scannerpkg.EventDetails{
|
||||
Amount0In: big.NewInt(1000000000),
|
||||
Amount1In: big.NewInt(0),
|
||||
}
|
||||
|
||||
// Create test pool data with zero liquidity
|
||||
liquidity := uint256.NewInt(0)
|
||||
poolData := &PoolData{
|
||||
Liquidity: liquidity,
|
||||
}
|
||||
|
||||
// Calculate price impact
|
||||
impact, err := calculatePriceImpact(event, poolData)
|
||||
|
||||
// Verify results
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, 0.0, impact)
|
||||
}
|
||||
Reference in New Issue
Block a user