feat(v2): achieve 100% safety test passage with emergency stop and Uniswap V3 pricing
This commit achieves 100% test passage (12/12 tests) for all safety mechanisms and adds comprehensive Uniswap V3 pricing library. ## Key Achievements **Test Results: 12/12 passing (100%)** - Previous: 6/11 passing (54.5%) - Current: 12/12 passing (100%) - All safety-critical tests verified ## Changes Made ### 1. Emergency Stop Mechanism (cmd/mev-bot-v2/main.go) - Added monitorEmergencyStop() function with 10-second check interval - Monitors /tmp/mev-bot-emergency-stop file - Triggers graceful shutdown when file detected - Logs emergency stop detection with clear error message - Modified main event loop to handle both interrupt and context cancellation ### 2. Safety Configuration Logging (cmd/mev-bot-v2/main.go:49-80) - Added comprehensive structured logging at startup - Logs execution settings (dry_run_mode, enable_execution, enable_simulation) - Logs risk limits (max_position_size, max_daily_volume, max_slippage) - Logs profit thresholds (min_profit, min_roi, min_swap_amount) - Logs circuit breaker settings (max_consecutive_losses, max_hourly_loss) - Logs emergency stop configuration (file_path, check_interval) ### 3. Config Struct Enhancements (cmd/mev-bot-v2/main.go:297-325) - Added MaxGasPrice uint64 field - Added EnableExecution bool field - Added DryRun bool field - Added Safety section with: - MaxConsecutiveLosses int - MaxHourlyLoss *big.Int - MaxDailyLoss *big.Int - EmergencyStopFile string ### 4. Production Environment Configuration (cmd/mev-bot-v2/main.go:364-376) - LoadConfig() now supports both old and new env var names - RPC_URL with fallback to ARBITRUM_RPC_ENDPOINT - WS_URL with fallback to ARBITRUM_WS_ENDPOINT - EXECUTOR_CONTRACT with fallback to CONTRACT_ARBITRAGE_EXECUTOR - Copied production .env from orig/.env.production.secure ### 5. Uniswap V3 Pricing Library (pkg/pricing/uniswap_v3.go) Based on Python notebooks: https://github.com/t4sk/notes/tree/main/python/uniswap-v3 Functions implemented: - SqrtPriceX96ToPrice() - Convert Q64.96 to human-readable price - TickToPrice() - Convert tick to price (1.0001^tick) - SqrtPriceX96ToTick() - Reverse conversion with clamping - PriceToTick() - Price to tick conversion - TickToSqrtPriceX96() - Tick to Q64.96 format - GetPriceImpact() - Calculate price impact in BPS - GetTickSpacing() - Fee tier to tick spacing mapping - GetNearestUsableTick() - Align tick to spacing ### 6. Test Script Improvements (scripts/test_safety_mechanisms.sh) **Emergency Stop Test Fix (lines 323-362):** - Changed to use `podman exec` to create file inside container - Better error handling and logging - Proper detection verification **Nonce Check Test Fix (lines 412-463, 468-504):** - Capture nonce before swap in test 9 - Calculate delta instead of checking absolute value - Properly verify bot created 0 transactions in dry-run mode - Fixes false negative from forked account history ### 7. Smart Contracts Submodule (.gitmodules) - Added mev-beta-contracts as git submodule at contracts/ - URL: ssh://git@194.163.145.241:2222/copper-tone-tech/mev-beta-contracts.git - Enables parallel development of bot and contracts ## Test Results Summary All 12 tests passing: 1. ✅ Anvil fork startup 2. ✅ Test account balance verification 3. ✅ Safety configuration creation 4. ✅ Docker image build 5. ✅ Bot deployment 6. ✅ Safety configuration verification (5/5 checks) 7. ✅ Emergency stop detection (8 seconds) 8. ✅ Circuit breaker configuration 9. ✅ Position size limits 10. ✅ Test swap creation 11. ✅ Swap detection 12. ✅ Dry-run mode verification (0 bot transactions) ## Safety Features Verified - Dry-run mode prevents real transactions ✓ - Circuit breaker configured (3 losses, 0.1 ETH hourly, 0.5 ETH daily) ✓ - Position limits enforced (10 ETH max position, 100 ETH daily volume) ✓ - Emergency stop file monitoring active ✓ - Comprehensive logging for monitoring ✓ ## Next Steps The bot is now ready for Anvil fork testing with all safety mechanisms verified. 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
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Administrator
290
pkg/pricing/uniswap_v3.go
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290
pkg/pricing/uniswap_v3.go
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package pricing
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import (
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"math"
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"math/big"
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)
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// Uniswap V3 Pricing Library
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// Based on: https://github.com/t4sk/notes/tree/main/python/uniswap-v3
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//
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// Key concepts:
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// - Prices are stored as sqrtPriceX96 (Q64.96 fixed-point format)
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// - Ticks represent discrete 0.01% price movements
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// - Each tick corresponds to price = 1.0001^tick
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const (
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// Q96 is the scaling factor used in Uniswap V3 (2^96)
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Q96 = 96
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// TickBase is the constant representing each tick's 0.01% price change
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TickBase = 1.0001
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// MinTick is the minimum tick value in Uniswap V3
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MinTick = -887272
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// MaxTick is the maximum tick value in Uniswap V3
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MaxTick = 887272
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)
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var (
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// q96Big is 2^96 as a big.Int for calculations
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q96Big = new(big.Int).Lsh(big.NewInt(1), Q96)
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// q96Float is 2^96 as a big.Float for calculations
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q96Float = new(big.Float).SetInt(q96Big)
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)
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// SqrtPriceX96ToPrice converts Uniswap V3's sqrtPriceX96 to a human-readable price
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//
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// Formula: price = (sqrtPriceX96 / 2^96)^2 * (10^decimals0 / 10^decimals1)
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//
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// Example from Python notebook:
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// sqrt_price_x_96 = 3443439269043970780644209
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// price = (sqrt_price_x_96 / 2^96)^2 * (1e18 / 1e6) ≈ 1888.97 USDC per ETH
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//
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// Parameters:
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// - sqrtPriceX96: The sqrt price in Q64.96 format
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// - token0Decimals: Number of decimals for token0
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// - token1Decimals: Number of decimals for token1
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//
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// Returns: Price of token0 in terms of token1
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func SqrtPriceX96ToPrice(sqrtPriceX96 *big.Int, token0Decimals, token1Decimals uint8) *big.Float {
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if sqrtPriceX96 == nil || sqrtPriceX96.Sign() == 0 {
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return big.NewFloat(0)
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}
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// Convert to float
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sqrtPriceFloat := new(big.Float).SetInt(sqrtPriceX96)
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// Divide by 2^96 to get the actual sqrt(price)
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sqrtPrice := new(big.Float).Quo(sqrtPriceFloat, q96Float)
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// Square to get price
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price := new(big.Float).Mul(sqrtPrice, sqrtPrice)
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// Adjust for decimal differences
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// price = price * (10^token0Decimals / 10^token1Decimals)
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if token0Decimals != token1Decimals {
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decimalAdjustment := new(big.Float).SetInt(
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new(big.Int).Exp(
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big.NewInt(10),
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big.NewInt(int64(token0Decimals)-int64(token1Decimals)),
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nil,
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),
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)
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price = new(big.Float).Mul(price, decimalAdjustment)
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}
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return price
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}
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// TickToPrice converts a Uniswap V3 tick to a price
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//
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// Formula: price = 1.0001^tick * (10^decimals0 / 10^decimals1)
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//
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// Example from Python notebook:
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// tick = -200963
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// price = 1.0001^(-200963) * (1e18 / 1e6) ≈ 1873.80 USDC per ETH
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//
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// Parameters:
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// - tick: The tick value (-887272 to 887272)
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// - token0Decimals: Number of decimals for token0
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// - token1Decimals: Number of decimals for token1
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//
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// Returns: Price of token0 in terms of token1
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func TickToPrice(tick int32, token0Decimals, token1Decimals uint8) *big.Float {
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// Calculate price = 1.0001^tick
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price := math.Pow(TickBase, float64(tick))
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// Adjust for decimal differences
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decimalAdjustment := math.Pow10(int(token0Decimals) - int(token1Decimals))
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adjustedPrice := price * decimalAdjustment
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return big.NewFloat(adjustedPrice)
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}
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// SqrtPriceX96ToTick converts sqrtPriceX96 to a tick value
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//
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// Formula: tick = 2 * ln(sqrtPrice / 2^96) / ln(1.0001)
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//
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// Example from Python notebook:
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// sqrt_price = 3436899527919986964832931
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// tick = 2 * ln(sqrt_price / 2^96) / ln(1.0001) ≈ -200920.39
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//
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// Parameters:
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// - sqrtPriceX96: The sqrt price in Q64.96 format
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//
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// Returns: Tick value (rounded to nearest integer)
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func SqrtPriceX96ToTick(sqrtPriceX96 *big.Int) int32 {
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if sqrtPriceX96 == nil || sqrtPriceX96.Sign() == 0 {
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return 0
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}
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// Convert to float64 for logarithm calculation
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sqrtPriceFloat := new(big.Float).SetInt(sqrtPriceX96)
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q96Float := new(big.Float).SetInt(q96Big)
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// Calculate ratio: sqrtPrice / 2^96
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ratio := new(big.Float).Quo(sqrtPriceFloat, q96Float)
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// Convert to float64
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ratioFloat64, _ := ratio.Float64()
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// Calculate tick = 2 * ln(ratio) / ln(1.0001)
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tick := 2.0 * math.Log(ratioFloat64) / math.Log(TickBase)
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// Round to nearest integer
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tickRounded := int32(math.Round(tick))
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// Clamp to valid range
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if tickRounded < MinTick {
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return MinTick
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}
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if tickRounded > MaxTick {
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return MaxTick
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}
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return tickRounded
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}
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// PriceToTick converts a price to a tick value
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//
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// Formula: tick = ln(price) / ln(1.0001)
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//
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// Note: Price should already be adjusted for decimal differences
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//
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// Parameters:
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// - price: The price ratio (token0/token1), adjusted for decimals
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//
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// Returns: Tick value (rounded to nearest integer)
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func PriceToTick(price float64) int32 {
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if price <= 0 {
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return MinTick
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}
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// Calculate tick = ln(price) / ln(1.0001)
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tick := math.Log(price) / math.Log(TickBase)
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// Round to nearest integer
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tickRounded := int32(math.Round(tick))
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// Clamp to valid range
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if tickRounded < MinTick {
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return MinTick
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}
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if tickRounded > MaxTick {
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return MaxTick
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}
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return tickRounded
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}
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// TickToSqrtPriceX96 converts a tick to sqrtPriceX96
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//
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// Formula: sqrtPriceX96 = sqrt(1.0001^tick) * 2^96
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//
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// Parameters:
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// - tick: The tick value
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//
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// Returns: SqrtPriceX96 value
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func TickToSqrtPriceX96(tick int32) *big.Int {
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// Calculate price = 1.0001^tick
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price := math.Pow(TickBase, float64(tick))
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// Calculate sqrtPrice = sqrt(price)
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sqrtPrice := math.Sqrt(price)
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// Calculate sqrtPriceX96 = sqrtPrice * 2^96
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sqrtPriceFloat := big.NewFloat(sqrtPrice)
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sqrtPriceX96Float := new(big.Float).Mul(sqrtPriceFloat, q96Float)
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// Convert to big.Int
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sqrtPriceX96Int, _ := sqrtPriceX96Float.Int(nil)
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return sqrtPriceX96Int
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}
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// GetPriceImpact calculates the price impact of a swap in basis points (BPS)
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//
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// Parameters:
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// - oldSqrtPriceX96: The sqrt price before the swap
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// - newSqrtPriceX96: The sqrt price after the swap
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// - token0Decimals: Number of decimals for token0
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// - token1Decimals: Number of decimals for token1
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//
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// Returns: Price impact in basis points (10000 BPS = 100%)
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func GetPriceImpact(oldSqrtPriceX96, newSqrtPriceX96 *big.Int, token0Decimals, token1Decimals uint8) float64 {
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if oldSqrtPriceX96 == nil || newSqrtPriceX96 == nil ||
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oldSqrtPriceX96.Sign() == 0 || newSqrtPriceX96.Sign() == 0 {
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return 0
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}
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oldPrice := SqrtPriceX96ToPrice(oldSqrtPriceX96, token0Decimals, token1Decimals)
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newPrice := SqrtPriceX96ToPrice(newSqrtPriceX96, token0Decimals, token1Decimals)
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// Calculate percentage change
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priceDiff := new(big.Float).Sub(newPrice, oldPrice)
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percentChange := new(big.Float).Quo(priceDiff, oldPrice)
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// Convert to BPS (multiply by 10000)
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bps, _ := new(big.Float).Mul(percentChange, big.NewFloat(10000)).Float64()
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// Return absolute value
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if bps < 0 {
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return -bps
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}
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return bps
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}
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// GetTickSpacing returns the tick spacing for a given fee tier
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//
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// Uniswap V3 uses different tick spacings for different fee tiers:
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// - 0.01% fee (100): tick spacing = 1
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// - 0.05% fee (500): tick spacing = 10
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// - 0.30% fee (3000): tick spacing = 60
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// - 1.00% fee (10000): tick spacing = 200
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//
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// Parameters:
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// - feeBPS: The fee in basis points
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//
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// Returns: Tick spacing for the fee tier
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func GetTickSpacing(feeBPS uint32) int32 {
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switch feeBPS {
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case 100: // 0.01%
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return 1
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case 500: // 0.05%
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return 10
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case 3000: // 0.30%
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return 60
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case 10000: // 1.00%
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return 200
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default:
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// Default to 60 (most common tier)
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return 60
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}
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}
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// GetNearestUsableTick returns the nearest usable tick for a given fee tier
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//
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// Ticks must be aligned to the tick spacing of the fee tier.
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//
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// Parameters:
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// - tick: The desired tick value
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// - tickSpacing: The tick spacing for the fee tier
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//
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// Returns: Nearest usable tick aligned to tick spacing
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func GetNearestUsableTick(tick int32, tickSpacing int32) int32 {
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// Round to nearest multiple of tickSpacing
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rounded := (tick / tickSpacing) * tickSpacing
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// Clamp to valid range
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if rounded < MinTick {
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return MinTick
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}
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if rounded > MaxTick {
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return MaxTick
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}
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return rounded
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}
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