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
284
orig/pkg/dex/uniswap_v3.go
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284
orig/pkg/dex/uniswap_v3.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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"math/big"
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"strings"
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"github.com/ethereum/go-ethereum"
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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/ethereum/go-ethereum/core/types"
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"github.com/ethereum/go-ethereum/ethclient"
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)
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// UniswapV3Decoder implements DEXDecoder for Uniswap V3
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type UniswapV3Decoder struct {
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*BaseDecoder
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poolABI abi.ABI
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routerABI abi.ABI
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}
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// UniswapV3 Pool ABI (minimal)
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const uniswapV3PoolABI = `[
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{
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"inputs": [],
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"name": "slot0",
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"outputs": [
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{"internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160"},
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{"internalType": "int24", "name": "tick", "type": "int24"},
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{"internalType": "uint16", "name": "observationIndex", "type": "uint16"},
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{"internalType": "uint16", "name": "observationCardinality", "type": "uint16"},
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{"internalType": "uint16", "name": "observationCardinalityNext", "type": "uint16"},
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{"internalType": "uint8", "name": "feeProtocol", "type": "uint8"},
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{"internalType": "bool", "name": "unlocked", "type": "bool"}
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],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"inputs": [],
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"name": "liquidity",
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"outputs": [{"internalType": "uint128", "name": "", "type": "uint128"}],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"inputs": [],
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"name": "token0",
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"outputs": [{"internalType": "address", "name": "", "type": "address"}],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"inputs": [],
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"name": "token1",
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"outputs": [{"internalType": "address", "name": "", "type": "address"}],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"inputs": [],
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"name": "fee",
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"outputs": [{"internalType": "uint24", "name": "", "type": "uint24"}],
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"stateMutability": "view",
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"type": "function"
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}
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]`
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// UniswapV3 Router ABI (minimal)
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const uniswapV3RouterABI = `[
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{
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"inputs": [
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{
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"components": [
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{"internalType": "address", "name": "tokenIn", "type": "address"},
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{"internalType": "address", "name": "tokenOut", "type": "address"},
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{"internalType": "uint24", "name": "fee", "type": "uint24"},
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{"internalType": "address", "name": "recipient", "type": "address"},
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{"internalType": "uint256", "name": "deadline", "type": "uint256"},
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{"internalType": "uint256", "name": "amountIn", "type": "uint256"},
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{"internalType": "uint256", "name": "amountOutMinimum", "type": "uint256"},
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{"internalType": "uint160", "name": "sqrtPriceLimitX96", "type": "uint160"}
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],
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"internalType": "struct ISwapRouter.ExactInputSingleParams",
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"name": "params",
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"type": "tuple"
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}
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],
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"name": "exactInputSingle",
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"outputs": [{"internalType": "uint256", "name": "amountOut", "type": "uint256"}],
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"stateMutability": "payable",
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"type": "function"
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}
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]`
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// NewUniswapV3Decoder creates a new UniswapV3 decoder
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func NewUniswapV3Decoder(client *ethclient.Client) *UniswapV3Decoder {
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poolABI, _ := abi.JSON(strings.NewReader(uniswapV3PoolABI))
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routerABI, _ := abi.JSON(strings.NewReader(uniswapV3RouterABI))
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return &UniswapV3Decoder{
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BaseDecoder: NewBaseDecoder(ProtocolUniswapV3, client),
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poolABI: poolABI,
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routerABI: routerABI,
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}
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}
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// DecodeSwap decodes a Uniswap V3 swap transaction
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func (d *UniswapV3Decoder) DecodeSwap(tx *types.Transaction) (*SwapInfo, error) {
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data := tx.Data()
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if len(data) < 4 {
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return nil, fmt.Errorf("transaction data too short")
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}
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method, err := d.routerABI.MethodById(data[:4])
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if err != nil {
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return nil, fmt.Errorf("failed to get method: %w", err)
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}
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if method.Name != "exactInputSingle" {
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return nil, fmt.Errorf("unsupported method: %s", method.Name)
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}
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params := make(map[string]interface{})
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if err := method.Inputs.UnpackIntoMap(params, data[4:]); err != nil {
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return nil, fmt.Errorf("failed to unpack params: %w", err)
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}
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paramsStruct := params["params"].(struct {
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TokenIn common.Address
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TokenOut common.Address
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Fee *big.Int
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Recipient common.Address
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Deadline *big.Int
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AmountIn *big.Int
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AmountOutMinimum *big.Int
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SqrtPriceLimitX96 *big.Int
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})
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return &SwapInfo{
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Protocol: ProtocolUniswapV3,
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TokenIn: paramsStruct.TokenIn,
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TokenOut: paramsStruct.TokenOut,
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AmountIn: paramsStruct.AmountIn,
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AmountOut: paramsStruct.AmountOutMinimum,
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Recipient: paramsStruct.Recipient,
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Fee: paramsStruct.Fee,
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Deadline: paramsStruct.Deadline,
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}, nil
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}
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// GetPoolReserves fetches current pool reserves for Uniswap V3
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func (d *UniswapV3Decoder) GetPoolReserves(ctx context.Context, client *ethclient.Client, poolAddress common.Address) (*PoolReserves, error) {
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// Get slot0 (sqrtPriceX96, tick, etc.)
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slot0Data, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: d.poolABI.Methods["slot0"].ID,
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}, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get slot0: %w", err)
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}
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var slot0 struct {
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SqrtPriceX96 *big.Int
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Tick int32
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}
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if err := d.poolABI.UnpackIntoInterface(&slot0, "slot0", slot0Data); err != nil {
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return nil, fmt.Errorf("failed to unpack slot0: %w", err)
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}
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// Get liquidity
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liquidityData, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: d.poolABI.Methods["liquidity"].ID,
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}, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get liquidity: %w", err)
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}
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liquidity := new(big.Int).SetBytes(liquidityData)
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// Get token0
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token0Data, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: d.poolABI.Methods["token0"].ID,
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}, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get token0: %w", err)
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}
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token0 := common.BytesToAddress(token0Data)
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// Get token1
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token1Data, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: d.poolABI.Methods["token1"].ID,
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}, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get token1: %w", err)
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}
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token1 := common.BytesToAddress(token1Data)
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// Get fee
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feeData, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: d.poolABI.Methods["fee"].ID,
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}, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get fee: %w", err)
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}
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fee := new(big.Int).SetBytes(feeData)
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return &PoolReserves{
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Token0: token0,
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Token1: token1,
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Protocol: ProtocolUniswapV3,
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PoolAddress: poolAddress,
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SqrtPriceX96: slot0.SqrtPriceX96,
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Tick: slot0.Tick,
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Liquidity: liquidity,
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Fee: fee,
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}, nil
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}
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// CalculateOutput calculates expected output for Uniswap V3
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func (d *UniswapV3Decoder) CalculateOutput(amountIn *big.Int, reserves *PoolReserves, tokenIn common.Address) (*big.Int, error) {
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if reserves.SqrtPriceX96 == nil || reserves.Liquidity == nil {
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return nil, fmt.Errorf("invalid reserves for UniswapV3")
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}
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// Simplified calculation - in production, would need tick math
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// This is an approximation using sqrtPriceX96
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sqrtPrice := new(big.Float).SetInt(reserves.SqrtPriceX96)
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q96 := new(big.Float).SetInt(new(big.Int).Lsh(big.NewInt(1), 96))
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price := new(big.Float).Quo(sqrtPrice, q96)
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price.Mul(price, price) // Square to get actual price
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amountInFloat := new(big.Float).SetInt(amountIn)
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amountOutFloat := new(big.Float).Mul(amountInFloat, price)
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// Apply fee (0.3% default)
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feeFactor := new(big.Float).SetFloat64(0.997)
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amountOutFloat.Mul(amountOutFloat, feeFactor)
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amountOut, _ := amountOutFloat.Int(nil)
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return amountOut, nil
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}
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// CalculatePriceImpact calculates price impact for Uniswap V3
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func (d *UniswapV3Decoder) CalculatePriceImpact(amountIn *big.Int, reserves *PoolReserves, tokenIn common.Address) (float64, error) {
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// For UniswapV3, price impact depends on liquidity depth at current tick
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// This is a simplified calculation
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if reserves.Liquidity.Sign() == 0 {
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return 1.0, nil
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}
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amountInFloat := new(big.Float).SetInt(amountIn)
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liquidityFloat := new(big.Float).SetInt(reserves.Liquidity)
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impact := new(big.Float).Quo(amountInFloat, liquidityFloat)
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impactValue, _ := impact.Float64()
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return impactValue, nil
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}
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// GetQuote gets a price quote for Uniswap V3
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func (d *UniswapV3Decoder) GetQuote(ctx context.Context, client *ethclient.Client, tokenIn, tokenOut common.Address, amountIn *big.Int) (*PriceQuote, error) {
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// TODO: Implement actual pool lookup via factory
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// For now, return error
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return nil, fmt.Errorf("GetQuote not yet implemented for UniswapV3")
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}
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// IsValidPool checks if a pool is a valid Uniswap V3 pool
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func (d *UniswapV3Decoder) IsValidPool(ctx context.Context, client *ethclient.Client, poolAddress common.Address) (bool, error) {
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// Try to call slot0() - if it succeeds, it's a valid pool
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_, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: d.poolABI.Methods["slot0"].ID,
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}, nil)
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return err == nil, nil
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}
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