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:
Administrator
309
orig/pkg/dex/curve.go
Normal file
309
orig/pkg/dex/curve.go
Normal file
@@ -0,0 +1,309 @@
|
||||
package dex
|
||||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"math/big"
|
||||
"strings"
|
||||
|
||||
"github.com/ethereum/go-ethereum"
|
||||
"github.com/ethereum/go-ethereum/accounts/abi"
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/ethereum/go-ethereum/core/types"
|
||||
"github.com/ethereum/go-ethereum/ethclient"
|
||||
)
|
||||
|
||||
// CurveDecoder implements DEXDecoder for Curve Finance (StableSwap)
|
||||
type CurveDecoder struct {
|
||||
*BaseDecoder
|
||||
poolABI abi.ABI
|
||||
}
|
||||
|
||||
// Curve StableSwap Pool ABI (minimal)
|
||||
const curvePoolABI = `[
|
||||
{
|
||||
"name": "get_dy",
|
||||
"outputs": [{"type": "uint256", "name": ""}],
|
||||
"inputs": [
|
||||
{"type": "int128", "name": "i"},
|
||||
{"type": "int128", "name": "j"},
|
||||
{"type": "uint256", "name": "dx"}
|
||||
],
|
||||
"stateMutability": "view",
|
||||
"type": "function"
|
||||
},
|
||||
{
|
||||
"name": "exchange",
|
||||
"outputs": [{"type": "uint256", "name": ""}],
|
||||
"inputs": [
|
||||
{"type": "int128", "name": "i"},
|
||||
{"type": "int128", "name": "j"},
|
||||
{"type": "uint256", "name": "dx"},
|
||||
{"type": "uint256", "name": "min_dy"}
|
||||
],
|
||||
"stateMutability": "payable",
|
||||
"type": "function"
|
||||
},
|
||||
{
|
||||
"name": "coins",
|
||||
"outputs": [{"type": "address", "name": ""}],
|
||||
"inputs": [{"type": "uint256", "name": "arg0"}],
|
||||
"stateMutability": "view",
|
||||
"type": "function"
|
||||
},
|
||||
{
|
||||
"name": "balances",
|
||||
"outputs": [{"type": "uint256", "name": ""}],
|
||||
"inputs": [{"type": "uint256", "name": "arg0"}],
|
||||
"stateMutability": "view",
|
||||
"type": "function"
|
||||
},
|
||||
{
|
||||
"name": "A",
|
||||
"outputs": [{"type": "uint256", "name": ""}],
|
||||
"inputs": [],
|
||||
"stateMutability": "view",
|
||||
"type": "function"
|
||||
},
|
||||
{
|
||||
"name": "fee",
|
||||
"outputs": [{"type": "uint256", "name": ""}],
|
||||
"inputs": [],
|
||||
"stateMutability": "view",
|
||||
"type": "function"
|
||||
}
|
||||
]`
|
||||
|
||||
// NewCurveDecoder creates a new Curve decoder
|
||||
func NewCurveDecoder(client *ethclient.Client) *CurveDecoder {
|
||||
poolABI, _ := abi.JSON(strings.NewReader(curvePoolABI))
|
||||
|
||||
return &CurveDecoder{
|
||||
BaseDecoder: NewBaseDecoder(ProtocolCurve, client),
|
||||
poolABI: poolABI,
|
||||
}
|
||||
}
|
||||
|
||||
// DecodeSwap decodes a Curve swap transaction
|
||||
func (d *CurveDecoder) DecodeSwap(tx *types.Transaction) (*SwapInfo, error) {
|
||||
data := tx.Data()
|
||||
if len(data) < 4 {
|
||||
return nil, fmt.Errorf("transaction data too short")
|
||||
}
|
||||
|
||||
method, err := d.poolABI.MethodById(data[:4])
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get method: %w", err)
|
||||
}
|
||||
|
||||
if method.Name != "exchange" {
|
||||
return nil, fmt.Errorf("unsupported method: %s", method.Name)
|
||||
}
|
||||
|
||||
params := make(map[string]interface{})
|
||||
if err := method.Inputs.UnpackIntoMap(params, data[4:]); err != nil {
|
||||
return nil, fmt.Errorf("failed to unpack params: %w", err)
|
||||
}
|
||||
|
||||
// Curve uses indices for tokens, need to fetch actual addresses
|
||||
// This is a simplified version - production would cache token addresses
|
||||
poolAddress := *tx.To()
|
||||
|
||||
return &SwapInfo{
|
||||
Protocol: ProtocolCurve,
|
||||
PoolAddress: poolAddress,
|
||||
AmountIn: params["dx"].(*big.Int),
|
||||
AmountOut: params["min_dy"].(*big.Int),
|
||||
Fee: big.NewInt(4), // 0.04% typical Curve fee
|
||||
}, nil
|
||||
}
|
||||
|
||||
// GetPoolReserves fetches current pool reserves for Curve
|
||||
func (d *CurveDecoder) GetPoolReserves(ctx context.Context, client *ethclient.Client, poolAddress common.Address) (*PoolReserves, error) {
|
||||
// Get amplification coefficient A
|
||||
aData, err := client.CallContract(ctx, ethereum.CallMsg{
|
||||
To: &poolAddress,
|
||||
Data: d.poolABI.Methods["A"].ID,
|
||||
}, nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get A: %w", err)
|
||||
}
|
||||
amplificationCoeff := new(big.Int).SetBytes(aData)
|
||||
|
||||
// Get fee
|
||||
feeData, err := client.CallContract(ctx, ethereum.CallMsg{
|
||||
To: &poolAddress,
|
||||
Data: d.poolABI.Methods["fee"].ID,
|
||||
}, nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get fee: %w", err)
|
||||
}
|
||||
fee := new(big.Int).SetBytes(feeData)
|
||||
|
||||
// Get token0 (index 0)
|
||||
token0Calldata, err := d.poolABI.Pack("coins", big.NewInt(0))
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to pack coins(0): %w", err)
|
||||
}
|
||||
token0Data, err := client.CallContract(ctx, ethereum.CallMsg{
|
||||
To: &poolAddress,
|
||||
Data: token0Calldata,
|
||||
}, nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get token0: %w", err)
|
||||
}
|
||||
token0 := common.BytesToAddress(token0Data)
|
||||
|
||||
// Get token1 (index 1)
|
||||
token1Calldata, err := d.poolABI.Pack("coins", big.NewInt(1))
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to pack coins(1): %w", err)
|
||||
}
|
||||
token1Data, err := client.CallContract(ctx, ethereum.CallMsg{
|
||||
To: &poolAddress,
|
||||
Data: token1Calldata,
|
||||
}, nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get token1: %w", err)
|
||||
}
|
||||
token1 := common.BytesToAddress(token1Data)
|
||||
|
||||
// Get balance0
|
||||
balance0Calldata, err := d.poolABI.Pack("balances", big.NewInt(0))
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to pack balances(0): %w", err)
|
||||
}
|
||||
balance0Data, err := client.CallContract(ctx, ethereum.CallMsg{
|
||||
To: &poolAddress,
|
||||
Data: balance0Calldata,
|
||||
}, nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get balance0: %w", err)
|
||||
}
|
||||
reserve0 := new(big.Int).SetBytes(balance0Data)
|
||||
|
||||
// Get balance1
|
||||
balance1Calldata, err := d.poolABI.Pack("balances", big.NewInt(1))
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to pack balances(1): %w", err)
|
||||
}
|
||||
balance1Data, err := client.CallContract(ctx, ethereum.CallMsg{
|
||||
To: &poolAddress,
|
||||
Data: balance1Calldata,
|
||||
}, nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get balance1: %w", err)
|
||||
}
|
||||
reserve1 := new(big.Int).SetBytes(balance1Data)
|
||||
|
||||
return &PoolReserves{
|
||||
Token0: token0,
|
||||
Token1: token1,
|
||||
Reserve0: reserve0,
|
||||
Reserve1: reserve1,
|
||||
Protocol: ProtocolCurve,
|
||||
PoolAddress: poolAddress,
|
||||
Fee: fee,
|
||||
A: amplificationCoeff,
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CalculateOutput calculates expected output for Curve StableSwap
|
||||
func (d *CurveDecoder) CalculateOutput(amountIn *big.Int, reserves *PoolReserves, tokenIn common.Address) (*big.Int, error) {
|
||||
if amountIn == nil || amountIn.Sign() <= 0 {
|
||||
return nil, fmt.Errorf("invalid amountIn")
|
||||
}
|
||||
|
||||
if reserves.A == nil {
|
||||
return nil, fmt.Errorf("missing amplification coefficient A")
|
||||
}
|
||||
|
||||
var x, y *big.Int // x = balance of input token, y = balance of output token
|
||||
if tokenIn == reserves.Token0 {
|
||||
x = reserves.Reserve0
|
||||
y = reserves.Reserve1
|
||||
} else if tokenIn == reserves.Token1 {
|
||||
x = reserves.Reserve1
|
||||
y = reserves.Reserve0
|
||||
} else {
|
||||
return nil, fmt.Errorf("tokenIn not in pool")
|
||||
}
|
||||
|
||||
if x.Sign() == 0 || y.Sign() == 0 {
|
||||
return nil, fmt.Errorf("insufficient liquidity")
|
||||
}
|
||||
|
||||
// Simplified StableSwap calculation
|
||||
// Real implementation: y_new = get_y(A, x + dx, D)
|
||||
// This is an approximation for demonstration
|
||||
|
||||
// For stable pairs, use near 1:1 pricing with low slippage
|
||||
amountOut := new(big.Int).Set(amountIn)
|
||||
|
||||
// Apply fee (0.04% = 9996/10000)
|
||||
fee := reserves.Fee
|
||||
if fee == nil {
|
||||
fee = big.NewInt(4) // 0.04%
|
||||
}
|
||||
|
||||
feeBasisPoints := new(big.Int).Sub(big.NewInt(10000), fee)
|
||||
amountOut.Mul(amountOut, feeBasisPoints)
|
||||
amountOut.Div(amountOut, big.NewInt(10000))
|
||||
|
||||
// For production: Implement full StableSwap invariant D calculation
|
||||
// D = A * n^n * sum(x_i) + D = A * n^n * D + D^(n+1) / (n^n * prod(x_i))
|
||||
// Then solve for y given new x
|
||||
|
||||
return amountOut, nil
|
||||
}
|
||||
|
||||
// CalculatePriceImpact calculates price impact for Curve
|
||||
func (d *CurveDecoder) CalculatePriceImpact(amountIn *big.Int, reserves *PoolReserves, tokenIn common.Address) (float64, error) {
|
||||
// Curve StableSwap has very low price impact for stable pairs
|
||||
// Price impact increases with distance from balance point
|
||||
|
||||
if amountIn == nil || amountIn.Sign() <= 0 {
|
||||
return 0, nil
|
||||
}
|
||||
|
||||
var x *big.Int
|
||||
if tokenIn == reserves.Token0 {
|
||||
x = reserves.Reserve0
|
||||
} else {
|
||||
x = reserves.Reserve1
|
||||
}
|
||||
|
||||
if x.Sign() == 0 {
|
||||
return 1.0, nil
|
||||
}
|
||||
|
||||
// Simple approximation: impact proportional to (amountIn / reserve)^2
|
||||
// StableSwap has lower impact than constant product
|
||||
amountInFloat := new(big.Float).SetInt(amountIn)
|
||||
reserveFloat := new(big.Float).SetInt(x)
|
||||
|
||||
ratio := new(big.Float).Quo(amountInFloat, reserveFloat)
|
||||
impact := new(big.Float).Mul(ratio, ratio) // Square for stable curves
|
||||
impact.Mul(impact, big.NewFloat(0.1)) // Scale down for StableSwap efficiency
|
||||
|
||||
impactValue, _ := impact.Float64()
|
||||
return impactValue, nil
|
||||
}
|
||||
|
||||
// GetQuote gets a price quote for Curve
|
||||
func (d *CurveDecoder) GetQuote(ctx context.Context, client *ethclient.Client, tokenIn, tokenOut common.Address, amountIn *big.Int) (*PriceQuote, error) {
|
||||
// TODO: Implement pool lookup via Curve registry
|
||||
// For now, return error
|
||||
return nil, fmt.Errorf("GetQuote not yet implemented for Curve")
|
||||
}
|
||||
|
||||
// IsValidPool checks if a pool is a valid Curve pool
|
||||
func (d *CurveDecoder) IsValidPool(ctx context.Context, client *ethclient.Client, poolAddress common.Address) (bool, error) {
|
||||
// Try to call A() - if it succeeds, it's likely a Curve pool
|
||||
_, err := client.CallContract(ctx, ethereum.CallMsg{
|
||||
To: &poolAddress,
|
||||
Data: d.poolABI.Methods["A"].ID,
|
||||
}, nil)
|
||||
|
||||
return err == nil, nil
|
||||
}
|
||||
Reference in New Issue
Block a user