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
218
orig/pkg/dex/integration.go
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218
orig/pkg/dex/integration.go
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package dex
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import (
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"context"
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"fmt"
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"log/slog"
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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/ethereum/go-ethereum/ethclient"
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"github.com/fraktal/mev-beta/pkg/types"
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)
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// MEVBotIntegration integrates the multi-DEX system with the existing MEV bot
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type MEVBotIntegration struct {
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registry *Registry
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analyzer *CrossDEXAnalyzer
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client *ethclient.Client
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logger *slog.Logger
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}
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// NewMEVBotIntegration creates a new integration instance
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func NewMEVBotIntegration(client *ethclient.Client, logger *slog.Logger) (*MEVBotIntegration, error) {
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// Create registry
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registry := NewRegistry(client)
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// Initialize Arbitrum DEXes
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if err := registry.InitializeArbitrumDEXes(); err != nil {
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return nil, fmt.Errorf("failed to initialize DEXes: %w", err)
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}
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// Create analyzer
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analyzer := NewCrossDEXAnalyzer(registry, client)
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integration := &MEVBotIntegration{
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registry: registry,
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analyzer: analyzer,
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client: client,
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logger: logger,
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}
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logger.Info("Multi-DEX integration initialized",
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"active_dexes", registry.GetActiveDEXCount(),
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)
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return integration, nil
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}
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// ConvertToArbitrageOpportunity converts a DEX ArbitragePath to types.ArbitrageOpportunity
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func (m *MEVBotIntegration) ConvertToArbitrageOpportunity(path *ArbitragePath) *types.ArbitrageOpportunity {
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if path == nil || len(path.Hops) == 0 {
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return nil
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}
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// Build token path as strings
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tokenPath := make([]string, len(path.Hops)+1)
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tokenPath[0] = path.Hops[0].TokenIn.Hex()
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for i, hop := range path.Hops {
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tokenPath[i+1] = hop.TokenOut.Hex()
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}
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// Build pool addresses
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pools := make([]string, len(path.Hops))
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for i, hop := range path.Hops {
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pools[i] = hop.PoolAddress.Hex()
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}
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// Determine protocol (use first hop's protocol for now, or "Multi-DEX" if different protocols)
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protocol := path.Hops[0].DEX.String()
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for i := 1; i < len(path.Hops); i++ {
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if path.Hops[i].DEX != path.Hops[0].DEX {
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protocol = "Multi-DEX"
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break
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}
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}
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// Generate unique ID
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id := fmt.Sprintf("dex-%s-%d-hops-%d", protocol, len(pools), time.Now().UnixNano())
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return &types.ArbitrageOpportunity{
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ID: id,
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Path: tokenPath,
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Pools: pools,
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Protocol: protocol,
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TokenIn: path.Hops[0].TokenIn,
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TokenOut: path.Hops[len(path.Hops)-1].TokenOut,
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AmountIn: path.Hops[0].AmountIn,
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Profit: path.TotalProfit,
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NetProfit: path.NetProfit,
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GasEstimate: path.GasCost,
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GasCost: path.GasCost,
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EstimatedProfit: path.NetProfit,
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RequiredAmount: path.Hops[0].AmountIn,
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PriceImpact: 1.0 - path.Confidence, // Inverse of confidence
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ROI: path.ROI,
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Confidence: path.Confidence,
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Profitable: path.NetProfit.Sign() > 0,
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Timestamp: time.Now().Unix(),
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DetectedAt: time.Now(),
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ExpiresAt: time.Now().Add(5 * time.Minute),
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ExecutionTime: int64(len(pools) * 100), // Estimate 100ms per hop
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Risk: 1.0 - path.Confidence,
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Urgency: 5 + len(pools), // Higher urgency for multi-hop
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}
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}
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// FindOpportunitiesForTokenPair finds arbitrage opportunities for a token pair across all DEXes
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func (m *MEVBotIntegration) FindOpportunitiesForTokenPair(
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ctx context.Context,
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tokenA, tokenB common.Address,
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amountIn *big.Int,
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) ([]*types.ArbitrageOpportunity, error) {
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// Minimum profit threshold: 0.0001 ETH ($0.25 @ $2500/ETH)
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minProfitETH := 0.0001
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// Find cross-DEX opportunities
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paths, err := m.analyzer.FindArbitrageOpportunities(ctx, tokenA, tokenB, amountIn, minProfitETH)
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if err != nil {
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return nil, fmt.Errorf("failed to find opportunities: %w", err)
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}
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// Convert to types.ArbitrageOpportunity
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opportunities := make([]*types.ArbitrageOpportunity, 0, len(paths))
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for _, path := range paths {
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opp := m.ConvertToArbitrageOpportunity(path)
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if opp != nil {
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opportunities = append(opportunities, opp)
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}
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}
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m.logger.Info("Found cross-DEX opportunities",
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"token_pair", fmt.Sprintf("%s/%s", tokenA.Hex()[:10], tokenB.Hex()[:10]),
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"opportunities", len(opportunities),
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)
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return opportunities, nil
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}
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// FindMultiHopOpportunities finds multi-hop arbitrage opportunities
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func (m *MEVBotIntegration) FindMultiHopOpportunities(
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ctx context.Context,
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startToken common.Address,
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intermediateTokens []common.Address,
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amountIn *big.Int,
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maxHops int,
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) ([]*types.ArbitrageOpportunity, error) {
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minProfitETH := 0.0001
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paths, err := m.analyzer.FindMultiHopOpportunities(
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ctx,
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startToken,
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intermediateTokens,
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amountIn,
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maxHops,
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minProfitETH,
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)
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if err != nil {
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return nil, fmt.Errorf("failed to find multi-hop opportunities: %w", err)
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}
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opportunities := make([]*types.ArbitrageOpportunity, 0, len(paths))
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for _, path := range paths {
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opp := m.ConvertToArbitrageOpportunity(path)
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if opp != nil {
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opportunities = append(opportunities, opp)
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}
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}
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m.logger.Info("Found multi-hop opportunities",
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"start_token", startToken.Hex()[:10],
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"max_hops", maxHops,
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"opportunities", len(opportunities),
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)
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return opportunities, nil
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}
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// GetPriceComparison gets price comparison across all DEXes
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func (m *MEVBotIntegration) GetPriceComparison(
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ctx context.Context,
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tokenIn, tokenOut common.Address,
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amountIn *big.Int,
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) (map[string]float64, error) {
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quotes, err := m.analyzer.GetPriceComparison(ctx, tokenIn, tokenOut, amountIn)
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if err != nil {
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return nil, err
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}
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prices := make(map[string]float64)
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for protocol, quote := range quotes {
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// Calculate price as expectedOut / amountIn
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priceFloat := new(big.Float).Quo(
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new(big.Float).SetInt(quote.ExpectedOut),
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new(big.Float).SetInt(amountIn),
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)
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price, _ := priceFloat.Float64()
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prices[protocol.String()] = price
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}
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return prices, nil
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}
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// GetActiveDEXes returns list of active DEX protocols
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func (m *MEVBotIntegration) GetActiveDEXes() []string {
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dexes := m.registry.GetAll()
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names := make([]string, len(dexes))
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for i, dex := range dexes {
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names[i] = dex.Name
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}
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return names
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}
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// GetDEXCount returns the number of active DEXes
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func (m *MEVBotIntegration) GetDEXCount() int {
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return m.registry.GetActiveDEXCount()
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}
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