feat: create v2-prep branch with comprehensive planning
Restructured project for V2 refactor: **Structure Changes:** - Moved all V1 code to orig/ folder (preserved with git mv) - Created docs/planning/ directory - Added orig/README_V1.md explaining V1 preservation **Planning Documents:** - 00_V2_MASTER_PLAN.md: Complete architecture overview - Executive summary of critical V1 issues - High-level component architecture diagrams - 5-phase implementation roadmap - Success metrics and risk mitigation - 07_TASK_BREAKDOWN.md: Atomic task breakdown - 99+ hours of detailed tasks - Every task < 2 hours (atomic) - Clear dependencies and success criteria - Organized by implementation phase **V2 Key Improvements:** - Per-exchange parsers (factory pattern) - Multi-layer strict validation - Multi-index pool cache - Background validation pipeline - Comprehensive observability **Critical Issues Addressed:** - Zero address tokens (strict validation + cache enrichment) - Parsing accuracy (protocol-specific parsers) - No audit trail (background validation channel) - Inefficient lookups (multi-index cache) - Stats disconnection (event-driven metrics) Next Steps: 1. Review planning documents 2. Begin Phase 1: Foundation (P1-001 through P1-010) 3. Implement parsers in Phase 2 4. Build cache system in Phase 3 5. Add validation pipeline in Phase 4 6. Migrate and test in Phase 5 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
1346
orig/pkg/arbitrum/parser/core.go
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1346
orig/pkg/arbitrum/parser/core.go
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File diff suppressed because it is too large
Load Diff
70
orig/pkg/arbitrum/parser/core_multicall_fixture_test.go
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70
orig/pkg/arbitrum/parser/core_multicall_fixture_test.go
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@@ -0,0 +1,70 @@
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package parser
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import (
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"encoding/hex"
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"encoding/json"
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"os"
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"path/filepath"
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"strings"
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"testing"
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"github.com/stretchr/testify/require"
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"github.com/fraktal/mev-beta/pkg/calldata"
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)
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type multicallFixture struct {
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TxHash string `json:"tx_hash"`
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Protocol string `json:"protocol"`
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CallData string `json:"call_data"`
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}
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func TestDecodeUniswapV3MulticallFixture(t *testing.T) {
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fixturePath := filepath.Join("..", "..", "..", "test", "fixtures", "multicall_samples", "uniswap_v3_usdc_weth.json")
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data, err := os.ReadFile(fixturePath)
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require.NoError(t, err, "failed to read fixture %s", fixturePath)
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var fx multicallFixture
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require.NoError(t, json.Unmarshal(data, &fx))
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require.NotEmpty(t, fx.CallData)
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hexData := strings.TrimPrefix(fx.CallData, "0x")
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payload, err := hex.DecodeString(hexData)
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require.NoError(t, err)
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decoder, err := NewABIDecoder()
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require.NoError(t, err)
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rawSwap, err := decoder.DecodeSwapTransaction(fx.Protocol, payload)
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require.NoError(t, err)
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swap, ok := rawSwap.(*SwapEvent)
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require.True(t, ok, "expected SwapEvent from fixture decode")
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require.Equal(t, "0xaf88d065e77c8cc2239327c5edb3a432268e5831", strings.ToLower(swap.TokenIn.Hex()))
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require.Equal(t, "0x82af49447d8a07e3bd95bd0d56f35241523fbab1", strings.ToLower(swap.TokenOut.Hex()))
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require.NotEmpty(t, fx.TxHash, "fixture should include tx hash reference for external verification")
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}
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func TestDecodeDiagnosticMulticallFixture(t *testing.T) {
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fixturePath := filepath.Join("..", "..", "..", "test", "fixtures", "multicall_samples", "diagnostic_zero_addresses.json")
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data, err := os.ReadFile(fixturePath)
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require.NoError(t, err, "failed to read fixture %s", fixturePath)
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var fx multicallFixture
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require.NoError(t, json.Unmarshal(data, &fx))
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require.NotEmpty(t, fx.CallData)
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hexData := strings.TrimPrefix(fx.CallData, "0x")
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payload, err := hex.DecodeString(hexData)
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require.NoError(t, err)
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ctx := &calldata.MulticallContext{TxHash: fx.TxHash, Protocol: fx.Protocol, Stage: "fixture-test"}
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tokens, err := calldata.ExtractTokensFromMulticallWithContext(payload, ctx)
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// With our new validation system, this should now return an error for corrupted data
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if err != nil {
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require.Error(t, err, "diagnostic fixture with zero addresses should return error due to enhanced validation")
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require.Contains(t, err.Error(), "no tokens extracted", "error should indicate no valid tokens found")
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} else {
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require.Len(t, tokens, 0, "if no error, should yield no valid tokens")
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}
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}
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96
orig/pkg/arbitrum/parser/core_multicall_test.go
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96
orig/pkg/arbitrum/parser/core_multicall_test.go
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@@ -0,0 +1,96 @@
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package parser
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import (
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"math/big"
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"strings"
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"testing"
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"github.com/ethereum/go-ethereum/accounts/abi"
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"github.com/ethereum/go-ethereum/common"
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"github.com/stretchr/testify/require"
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)
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const uniswapV3RouterABI = `[
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{
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"name":"multicall",
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"type":"function",
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"stateMutability":"payable",
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"inputs":[
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{"name":"deadline","type":"uint256"},
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{"name":"data","type":"bytes[]"}
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],
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"outputs":[]
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},
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{
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"name":"exactInputSingle",
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"type":"function",
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"stateMutability":"payable",
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"inputs":[
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{
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"name":"params",
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"type":"tuple",
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"components":[
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{"name":"tokenIn","type":"address"},
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{"name":"tokenOut","type":"address"},
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{"name":"fee","type":"uint24"},
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{"name":"recipient","type":"address"},
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{"name":"deadline","type":"uint256"},
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{"name":"amountIn","type":"uint256"},
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{"name":"amountOutMinimum","type":"uint256"},
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{"name":"sqrtPriceLimitX96","type":"uint160"}
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]
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}
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],
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"outputs":[{"name":"","type":"uint256"}]
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}
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]`
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type exactInputSingleParams struct {
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TokenIn common.Address `abi:"tokenIn"`
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TokenOut common.Address `abi:"tokenOut"`
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Fee *big.Int `abi:"fee"`
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Recipient common.Address `abi:"recipient"`
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Deadline *big.Int `abi:"deadline"`
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AmountIn *big.Int `abi:"amountIn"`
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AmountOutMinimum *big.Int `abi:"amountOutMinimum"`
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SqrtPriceLimitX96 *big.Int `abi:"sqrtPriceLimitX96"`
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}
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func TestDecodeUniswapV3Multicall(t *testing.T) {
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decoder, err := NewABIDecoder()
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require.NoError(t, err)
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routerABI, err := abi.JSON(strings.NewReader(uniswapV3RouterABI))
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require.NoError(t, err)
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tokenIn := common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831")
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tokenOut := common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1")
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params := exactInputSingleParams{
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TokenIn: tokenIn,
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TokenOut: tokenOut,
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Fee: big.NewInt(500),
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Recipient: common.HexToAddress("0x1111111254eeb25477b68fb85ed929f73a960582"),
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Deadline: big.NewInt(0),
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AmountIn: big.NewInt(1_000_000),
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AmountOutMinimum: big.NewInt(950_000),
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SqrtPriceLimitX96: big.NewInt(0),
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}
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innerCall, err := routerABI.Pack("exactInputSingle", params)
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require.NoError(t, err)
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multicallPayload, err := routerABI.Pack("multicall", big.NewInt(0), [][]byte{innerCall})
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require.NoError(t, err)
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rawSwap, err := decoder.DecodeSwapTransaction("uniswap_v3", multicallPayload)
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require.NoError(t, err)
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swap, ok := rawSwap.(*SwapEvent)
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require.True(t, ok, "expected SwapEvent from multicall decode")
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require.Equal(t, tokenIn, swap.TokenIn)
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require.Equal(t, tokenOut, swap.TokenOut)
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require.Equal(t, big.NewInt(1_000_000), swap.AmountIn)
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require.Equal(t, big.NewInt(950_000), swap.AmountOut)
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}
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92
orig/pkg/arbitrum/parser/executor.go
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92
orig/pkg/arbitrum/parser/executor.go
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@@ -0,0 +1,92 @@
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package parser
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import (
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"context"
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"fmt"
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"time"
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logpkg "github.com/fraktal/mev-beta/internal/logger"
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pkgtypes "github.com/fraktal/mev-beta/pkg/types"
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)
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// OpportunityDispatcher represents the arbitrage service entry point that can
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// accept opportunities discovered by the transaction analyzer.
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type OpportunityDispatcher interface {
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SubmitBridgeOpportunity(ctx context.Context, bridgeOpportunity interface{}) error
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}
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// Executor routes arbitrage opportunities discovered in the Arbitrum parser to
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// the core arbitrage service.
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type Executor struct {
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logger *logpkg.Logger
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dispatcher OpportunityDispatcher
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metrics *ExecutorMetrics
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serviceName string
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}
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// ExecutorMetrics captures lightweight counters about dispatched opportunities.
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type ExecutorMetrics struct {
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OpportunitiesForwarded int64
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OpportunitiesRejected int64
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LastDispatchTime time.Time
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}
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// NewExecutor creates a new parser executor that forwards opportunities to the
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// provided dispatcher (typically the arbitrage service).
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func NewExecutor(dispatcher OpportunityDispatcher, log *logpkg.Logger) *Executor {
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if log == nil {
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log = logpkg.New("info", "text", "")
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}
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return &Executor{
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logger: log,
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dispatcher: dispatcher,
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metrics: &ExecutorMetrics{
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OpportunitiesForwarded: 0,
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OpportunitiesRejected: 0,
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},
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serviceName: "arbitrum-parser",
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}
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}
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// ExecuteArbitrage forwards the opportunity to the arbitrage service.
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func (e *Executor) ExecuteArbitrage(ctx context.Context, arbOp *pkgtypes.ArbitrageOpportunity) error {
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if arbOp == nil {
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e.metrics.OpportunitiesRejected++
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return fmt.Errorf("arbitrage opportunity cannot be nil")
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}
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if e.dispatcher == nil {
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e.metrics.OpportunitiesRejected++
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return fmt.Errorf("no dispatcher configured for executor")
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}
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if ctx == nil {
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ctx = context.Background()
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}
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e.logger.Info("Forwarding arbitrage opportunity detected by parser",
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"id", arbOp.ID,
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"path_length", len(arbOp.Path),
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"pools", len(arbOp.Pools),
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"profit", arbOp.NetProfit,
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)
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if err := e.dispatcher.SubmitBridgeOpportunity(ctx, arbOp); err != nil {
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e.metrics.OpportunitiesRejected++
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e.logger.Error("Failed to forward arbitrage opportunity",
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"id", arbOp.ID,
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"error", err,
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)
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return err
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}
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e.metrics.OpportunitiesForwarded++
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e.metrics.LastDispatchTime = time.Now()
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return nil
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}
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// Metrics returns a snapshot of executor metrics.
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func (e *Executor) Metrics() ExecutorMetrics {
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return *e.metrics
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}
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1072
orig/pkg/arbitrum/parser/transaction_analyzer.go
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1072
orig/pkg/arbitrum/parser/transaction_analyzer.go
Normal file
File diff suppressed because it is too large
Load Diff
146
orig/pkg/arbitrum/parser/types.go
Normal file
146
orig/pkg/arbitrum/parser/types.go
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@@ -0,0 +1,146 @@
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package parser
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import (
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"math/big"
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"time"
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"github.com/ethereum/go-ethereum/common"
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"github.com/fraktal/mev-beta/pkg/types"
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)
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// SwapParams represents parsed swap parameters
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type SwapParams struct {
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TokenIn common.Address
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TokenOut common.Address
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AmountIn *big.Int
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AmountOut *big.Int
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MinAmountOut *big.Int
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Recipient common.Address
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Fee *big.Int
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Pool common.Address
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}
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// MEV opportunity structures
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type MEVOpportunities struct {
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BlockNumber uint64
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Timestamp time.Time
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SwapEvents []*SwapEvent
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LiquidationEvents []*LiquidationEvent
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LiquidityEvents []*LiquidityEvent
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ArbitrageOps []*types.ArbitrageOpportunity
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SandwichOps []*SandwichOpportunity
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LiquidationOps []*LiquidationOpportunity
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TotalProfit *big.Int
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ProcessingTime time.Duration
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}
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// ParserOpportunity represents parser-specific arbitrage data (extends canonical ArbitrageOpportunity)
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type ParserOpportunity struct {
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*types.ArbitrageOpportunity
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ProfitMargin float64
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Exchanges []string
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}
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type SandwichOpportunity struct {
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TargetTx string
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TokenIn common.Address
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TokenOut common.Address
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FrontrunAmount *big.Int
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BackrunAmount *big.Int
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ExpectedProfit *big.Int
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MaxSlippage float64
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GasCost *big.Int
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ProfitMargin float64
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}
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type LiquidationOpportunity struct {
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Protocol string
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Borrower common.Address
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CollateralToken common.Address
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DebtToken common.Address
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MaxLiquidation *big.Int
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ExpectedProfit *big.Int
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HealthFactor float64
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GasCost *big.Int
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ProfitMargin float64
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}
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// RawL2Transaction represents a raw L2 transaction
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type RawL2Transaction struct {
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Hash string `json:"hash"`
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From string `json:"from"`
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To string `json:"to"`
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Input string `json:"input"`
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Gas string `json:"gas"`
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GasPrice string `json:"gasPrice"`
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Value string `json:"value"`
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}
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// RawL2Block represents a raw L2 block
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type RawL2Block struct {
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Number string `json:"number"`
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Transactions []RawL2Transaction `json:"transactions"`
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}
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// SwapEvent represents a swap event
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type SwapEvent struct {
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Timestamp time.Time
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BlockNumber uint64
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TxHash string
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Protocol string
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Router common.Address
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Pool common.Address
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TokenIn common.Address
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TokenOut common.Address
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AmountIn *big.Int
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AmountOut *big.Int
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Sender common.Address
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Recipient common.Address
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GasPrice string
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GasUsed uint64
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PriceImpact float64
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MEVScore float64
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Profitable bool
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// Additional fields for protocol-specific data
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Fee uint64 // Uniswap V3 fee
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Deadline uint64 // Transaction deadline
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CurveI uint64 // Curve exchange input token index
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CurveJ uint64 // Curve exchange output token index
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}
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// LiquidationEvent represents a liquidation event
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type LiquidationEvent struct {
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Timestamp time.Time
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BlockNumber uint64
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TxHash string
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Protocol string
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Liquidator common.Address
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Borrower common.Address
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CollateralToken common.Address
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DebtToken common.Address
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CollateralAmount *big.Int
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DebtAmount *big.Int
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Bonus *big.Int
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HealthFactor float64
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MEVOpportunity bool
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EstimatedProfit *big.Int
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}
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// LiquidityEvent represents a liquidity event
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type LiquidityEvent struct {
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Timestamp time.Time
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BlockNumber uint64
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TxHash string
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Protocol string
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Pool common.Address
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EventType string
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Token0 common.Address
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Token1 common.Address
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Amount0 *big.Int
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Amount1 *big.Int
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Liquidity *big.Int
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PriceAfter *big.Float
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ImpactSize float64
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ArbitrageOpp bool
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}
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Reference in New Issue
Block a user