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
2025-11-10 10:14:26 +01:00
parent 1773daffe7
commit 803de231ba
411 changed files with 20390 additions and 8680 deletions

110
orig/pkg/dex/decoder.go Normal file
View File

@@ -0,0 +1,110 @@
package dex
import (
"context"
"math/big"
"github.com/ethereum/go-ethereum/common"
"github.com/ethereum/go-ethereum/core/types"
"github.com/ethereum/go-ethereum/ethclient"
)
// DEXDecoder is the interface that all DEX protocol decoders must implement
type DEXDecoder interface {
// DecodeSwap decodes a swap transaction
DecodeSwap(tx *types.Transaction) (*SwapInfo, error)
// GetPoolReserves fetches current pool reserves
GetPoolReserves(ctx context.Context, client *ethclient.Client, poolAddress common.Address) (*PoolReserves, error)
// CalculateOutput calculates the expected output for a given input
CalculateOutput(amountIn *big.Int, reserves *PoolReserves, tokenIn common.Address) (*big.Int, error)
// CalculatePriceImpact calculates the price impact of a trade
CalculatePriceImpact(amountIn *big.Int, reserves *PoolReserves, tokenIn common.Address) (float64, error)
// GetQuote gets a price quote for a swap
GetQuote(ctx context.Context, client *ethclient.Client, tokenIn, tokenOut common.Address, amountIn *big.Int) (*PriceQuote, error)
// IsValidPool checks if a pool address is valid for this DEX
IsValidPool(ctx context.Context, client *ethclient.Client, poolAddress common.Address) (bool, error)
// GetProtocol returns the protocol this decoder handles
GetProtocol() DEXProtocol
}
// BaseDecoder provides common functionality for all decoders
type BaseDecoder struct {
protocol DEXProtocol
client *ethclient.Client
}
// NewBaseDecoder creates a new base decoder
func NewBaseDecoder(protocol DEXProtocol, client *ethclient.Client) *BaseDecoder {
return &BaseDecoder{
protocol: protocol,
client: client,
}
}
// GetProtocol returns the protocol
func (bd *BaseDecoder) GetProtocol() DEXProtocol {
return bd.protocol
}
// CalculatePriceImpact is a default implementation of price impact calculation
// This works for constant product AMMs (UniswapV2, SushiSwap)
func (bd *BaseDecoder) CalculatePriceImpact(amountIn *big.Int, reserves *PoolReserves, tokenIn common.Address) (float64, error) {
if amountIn == nil || amountIn.Sign() <= 0 {
return 0, nil
}
var reserveIn, reserveOut *big.Int
if tokenIn == reserves.Token0 {
reserveIn = reserves.Reserve0
reserveOut = reserves.Reserve1
} else {
reserveIn = reserves.Reserve1
reserveOut = reserves.Reserve0
}
if reserveIn.Sign() == 0 || reserveOut.Sign() == 0 {
return 1.0, nil // 100% price impact if no liquidity
}
// Price before = reserveOut / reserveIn
// Price after = newReserveOut / newReserveIn
// Price impact = (priceAfter - priceBefore) / priceBefore
// Calculate expected output using constant product formula
amountInWithFee := new(big.Int).Mul(amountIn, big.NewInt(997)) // 0.3% fee
numerator := new(big.Int).Mul(amountInWithFee, reserveOut)
denominator := new(big.Int).Add(
new(big.Int).Mul(reserveIn, big.NewInt(1000)),
amountInWithFee,
)
amountOut := new(big.Int).Div(numerator, denominator)
// Calculate price impact
priceBefore := new(big.Float).Quo(
new(big.Float).SetInt(reserveOut),
new(big.Float).SetInt(reserveIn),
)
newReserveIn := new(big.Int).Add(reserveIn, amountIn)
newReserveOut := new(big.Int).Sub(reserveOut, amountOut)
priceAfter := new(big.Float).Quo(
new(big.Float).SetInt(newReserveOut),
new(big.Float).SetInt(newReserveIn),
)
impact := new(big.Float).Quo(
new(big.Float).Sub(priceAfter, priceBefore),
priceBefore,
)
impactFloat, _ := impact.Float64()
return impactFloat, nil
}