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>

orig/pkg/exchanges/README.md

@@ -0,0 +1,137 @@
+# MEV Bot Exchange Support
+
+## Overview
+This directory contains implementations for various decentralized exchange (DEX) protocols in the MEV Bot. Each exchange protocol is implemented with a consistent interface to allow for cross-exchange arbitrage opportunities.
+
+## Supported Exchanges
+
+### Core V2-style AMMs
+- **Uniswap V2**: Standard constant product AMM
+- **SushiSwap**: Fork of Uniswap V2 with additional features
+- **PancakeSwap**: Binance Smart Chain implementation similar to Uniswap V2
+
+### V3-style Concentrated Liquidity
+- **Uniswap V3**: Concentrated liquidity with ticks and fee tiers
+- **Uniswap V4**: Next-generation AMM with hooks and more flexibility
+- **Kyber**: Elastic AMM with concentrated liquidity and custom hooks
+- **Camelot**: Arbitrum-focused AMM with concentrated liquidity
+
+### StableSwap AMMs
+- **Curve**: Stableswap algorithm for similar-asset swaps
+- **Balancer**: Weighted and stable pool implementations
+
+### Multi-Asset AMMs
+- **Balancer**: Weighted, stable, and composable stable pools
+- **Dex Aggregators**: Integration with 1inch, ParaSwap, etc.
+
+## Architecture
+
+Each exchange implementation follows the same interface pattern with three primary components:
+
+### 1. PoolDetector
+- Discovers pools for token pairs
+- Handles multiple fee tiers
+- Identifies pool types
+
+### 2. LiquidityFetcher
+- Fetches pool reserves and data
+- Calculates spot prices
+- Estimates liquidity depth
+
+### 3. SwapRouter
+- Calculates swap amounts
+- Generates transaction data
+- Validates swaps
+
+## Exchange-Specific Features
+
+### Uniswap V4
+- Hooks support for custom logic
+- Concentrated liquidity model
+- Flexible fees and parameters
+
+### Kyber
+- Elastic AMM architecture
+- Concentrated liquidity
+- Customizable parameters
+
+### Curve
+- Stableswap invariant
+- Multi-asset support
+- Amplification coefficients
+
+### Balancer
+- Weighted pools
+- Stable pools
+- Composable stable pools
+- Managed pools
+
+### Aggregators
+- Multi-DEX routing
+- Gas optimization
+- Price comparison across exchanges
+
+## Common Interface Usage
+
+All exchanges implement the following interfaces:
+
+```go
+type PoolDetector interface {
+    GetAllPools(token0, token1 common.Address) ([]common.Address, error)
+    GetPoolForPair(token0, token1 common.Address) (common.Address, error)
+    GetSupportedFeeTiers() []int64
+    GetPoolType() string
+}
+
+type LiquidityFetcher interface {
+    GetPoolData(poolAddress common.Address) (*math.PoolData, error)
+    GetTokenReserves(poolAddress, token0, token1 common.Address) (*big.Int, *big.Int, error)
+    GetPoolPrice(poolAddress common.Address) (*big.Float, error)
+    GetLiquidityDepth(poolAddress, tokenIn common.Address, amount *big.Int) (*big.Int, error)
+}
+
+type SwapRouter interface {
+    CalculateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) (*big.Int, error)
+    GenerateSwapData(tokenIn, tokenOut common.Address, amountIn, minAmountOut *big.Int, deadline *big.Int) ([]byte, error)
+    GetSwapRoute(tokenIn, tokenOut common.Address) ([]common.Address, error)
+    ValidateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) error
+}
+```
+
+## Cross-Exchange Arbitrage
+
+The system supports identifying and executing arbitrage opportunities across all supported exchanges. The `CrossExchangeArbitrageFinder` component:
+
+- Monitors prices across all exchanges
+- Identifies profitable opportunities
+- Considers gas costs and slippage
+- Executes arbitrage when profitable
+
+## Configuration
+
+Each exchange has specific configuration parameters including:
+
+- Contract addresses (factory, router)
+- Chain ID
+- Default slippage tolerance
+- Gas estimation parameters
+- Pool initialization code hash
+- Supported fee tiers
+
+## Math Support
+
+The system includes exchange-specific pricing models via the `ExchangePricingEngine`:
+
+- Uniswap V2: Constant product formula
+- Uniswap V3/V4: Concentrated liquidity with ticks
+- Curve: Stableswap invariant
+- Balancer: Weighted and stable pool formulas
+- Kyber: Elastic concentrated liquidity
+
+## Performance Considerations
+
+- Efficient pool discovery mechanisms
+- Cached price calculations
+- Optimized route finding
+- Gas cost estimation
+- Slippage protection