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
273
orig/pkg/exchanges/uniswap_v4.go
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273
orig/pkg/exchanges/uniswap_v4.go
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package exchanges
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import (
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"fmt"
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"math/big"
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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/internal/logger"
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"github.com/fraktal/mev-beta/pkg/math"
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)
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// UniswapV4PoolDetector implements PoolDetector for Uniswap V4
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type UniswapV4PoolDetector struct {
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client *ethclient.Client
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logger *logger.Logger
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config *ExchangeConfig
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}
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// NewUniswapV4PoolDetector creates a new Uniswap V4 pool detector
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func NewUniswapV4PoolDetector(client *ethclient.Client, logger *logger.Logger, config *ExchangeConfig) *UniswapV4PoolDetector {
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return &UniswapV4PoolDetector{
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client: client,
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logger: logger,
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config: config,
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}
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}
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// GetAllPools returns all pools containing the specified tokens
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func (d *UniswapV4PoolDetector) GetAllPools(token0, token1 common.Address) ([]common.Address, error) {
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// In a real implementation, this would query the Uniswap V4 hook contracts
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// For now, we'll return an empty slice
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return []common.Address{}, nil
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}
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// GetPoolForPair returns the pool address for a specific token pair
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func (d *UniswapV4PoolDetector) GetPoolForPair(token0, token1 common.Address) (common.Address, error) {
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// Calculate pool address using Uniswap V4 formula with hooks
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// In a real implementation, this would call the pool manager
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poolAddress := common.HexToAddress("0x0") // Placeholder
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// For now, return empty address to indicate pool not found
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return poolAddress, nil
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}
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// GetSupportedFeeTiers returns supported fee tiers for Uniswap V4 (varies by pool)
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func (d *UniswapV4PoolDetector) GetSupportedFeeTiers() []int64 {
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// Uniswap V4 pools can have different fee tiers
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return []int64{100, 500, 3000, 10000} // 0.01%, 0.05%, 0.3%, 1% in basis points
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}
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// GetPoolType returns the pool type
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func (d *UniswapV4PoolDetector) GetPoolType() string {
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return "uniswap_v4_concentrated"
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}
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// UniswapV4LiquidityFetcher implements LiquidityFetcher for Uniswap V4
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type UniswapV4LiquidityFetcher struct {
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client *ethclient.Client
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logger *logger.Logger
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config *ExchangeConfig
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engine *math.ExchangePricingEngine
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}
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// NewUniswapV4LiquidityFetcher creates a new Uniswap V4 liquidity fetcher
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func NewUniswapV4LiquidityFetcher(client *ethclient.Client, logger *logger.Logger, config *ExchangeConfig, engine *math.ExchangePricingEngine) *UniswapV4LiquidityFetcher {
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return &UniswapV4LiquidityFetcher{
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client: client,
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logger: logger,
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config: config,
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engine: engine,
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}
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}
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// GetPoolData fetches pool information for Uniswap V4
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func (f *UniswapV4LiquidityFetcher) GetPoolData(poolAddress common.Address) (*math.PoolData, error) {
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// In a real implementation, this would call the pool contract to get tick, liquidity, and other data
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// For now, return a placeholder pool data with Uniswap V4-specific fields
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fee, err := math.NewUniversalDecimal(big.NewInt(300), 4, "FEE") // 0.3% standard fee
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if err != nil {
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return nil, fmt.Errorf("error creating fee decimal: %w", err)
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}
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reserve0Value := new(big.Int)
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reserve0Value.SetString("1000000000000000000000", 10) // WETH
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reserve0, err := math.NewUniversalDecimal(reserve0Value, 18, "RESERVE0")
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if err != nil {
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return nil, fmt.Errorf("error creating reserve0 decimal: %w", err)
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}
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reserve1Value := new(big.Int)
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reserve1Value.SetString("1000000000000", 10) // USDC
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reserve1, err := math.NewUniversalDecimal(reserve1Value, 6, "RESERVE1")
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if err != nil {
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return nil, fmt.Errorf("error creating reserve1 decimal: %w", err)
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}
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return &math.PoolData{
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Address: poolAddress.Hex(),
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ExchangeType: math.ExchangeUniswapV4,
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Fee: fee,
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Token0: math.TokenInfo{Address: "0x0", Symbol: "WETH", Decimals: 18},
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Token1: math.TokenInfo{Address: "0x1", Symbol: "USDC", Decimals: 6},
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Reserve0: reserve0,
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Reserve1: reserve1,
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SqrtPriceX96: big.NewInt(0), // Would be populated with actual sqrtPriceX96
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Tick: big.NewInt(0), // Would be populated with actual tick
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Liquidity: big.NewInt(0), // Would be populated with actual liquidity
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}, nil
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}
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// GetTokenReserves fetches reserves for a specific token pair in a pool
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func (f *UniswapV4LiquidityFetcher) GetTokenReserves(poolAddress, token0, token1 common.Address) (*big.Int, *big.Int, error) {
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// In a real implementation, this would query the pool contract
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// For now, return placeholder values
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reserve0 := new(big.Int)
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reserve0.SetString("1000000000000000000000", 10) // WETH
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reserve1 := new(big.Int)
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reserve1.SetString("1000000000000", 10) // USDC
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return reserve0, reserve1, nil
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}
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// GetPoolPrice calculates the price of token1 in terms of token0
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func (f *UniswapV4LiquidityFetcher) GetPoolPrice(poolAddress common.Address) (*big.Float, error) {
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poolData, err := f.GetPoolData(poolAddress)
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if err != nil {
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return nil, err
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}
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pricer, err := f.engine.GetExchangePricer(poolData.ExchangeType)
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if err != nil {
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return nil, err
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}
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spotPrice, err := pricer.GetSpotPrice(poolData)
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if err != nil {
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return nil, err
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}
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// Convert the UniversalDecimal Value to a *big.Float
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result := new(big.Float).SetInt(spotPrice.Value)
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return result, nil
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}
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// GetLiquidityDepth calculates the liquidity depth for an amount
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func (f *UniswapV4LiquidityFetcher) GetLiquidityDepth(poolAddress, tokenIn common.Address, amount *big.Int) (*big.Int, error) {
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// In a real implementation, this would calculate liquidity with Uniswap V4's concentrated liquidity model
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return amount, nil
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}
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// UniswapV4SwapRouter implements SwapRouter for Uniswap V4
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type UniswapV4SwapRouter struct {
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client *ethclient.Client
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logger *logger.Logger
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config *ExchangeConfig
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engine *math.ExchangePricingEngine
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}
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// NewUniswapV4SwapRouter creates a new Uniswap V4 swap router
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func NewUniswapV4SwapRouter(client *ethclient.Client, logger *logger.Logger, config *ExchangeConfig, engine *math.ExchangePricingEngine) *UniswapV4SwapRouter {
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return &UniswapV4SwapRouter{
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client: client,
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logger: logger,
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config: config,
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engine: engine,
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}
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}
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// CalculateSwap calculates the expected output amount for a swap
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func (r *UniswapV4SwapRouter) CalculateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) (*big.Int, error) {
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// Find pool for the token pair
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poolAddress, err := r.findPoolForPair(tokenIn, tokenOut)
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if err != nil {
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return nil, fmt.Errorf("failed to find pool for pair: %w", err)
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}
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// Get pool data
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poolData, err := r.GetPoolData(poolAddress)
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if err != nil {
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return nil, fmt.Errorf("failed to get pool data: %w", err)
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}
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// Create a UniversalDecimal from the amountIn
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decimalAmountIn, err := math.NewUniversalDecimal(amountIn, 18, "AMOUNT_IN")
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if err != nil {
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return nil, fmt.Errorf("error creating amount in decimal: %w", err)
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}
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// Get the pricer
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pricer, err := r.engine.GetExchangePricer(poolData.ExchangeType)
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if err != nil {
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return nil, err
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}
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// Calculate amount out using Uniswap V4's concentrated liquidity formula
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amountOut, err := pricer.CalculateAmountOut(decimalAmountIn, poolData)
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if err != nil {
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return nil, err
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}
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return amountOut.Value, nil
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}
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// findPoolForPair finds the pool address for a given token pair
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func (r *UniswapV4SwapRouter) findPoolForPair(token0, token1 common.Address) (common.Address, error) {
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// In a real implementation, this would query the Uniswap V4 pool manager
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// For now, return a placeholder address
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return common.HexToAddress("0x0"), nil
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}
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// GetPoolData is a helper to fetch pool data (for internal use)
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func (r *UniswapV4SwapRouter) GetPoolData(poolAddress common.Address) (*math.PoolData, error) {
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fetcher := NewUniswapV4LiquidityFetcher(r.client, r.logger, r.config, r.engine)
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return fetcher.GetPoolData(poolAddress)
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}
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// GenerateSwapData generates the calldata for a swap transaction
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func (r *UniswapV4SwapRouter) GenerateSwapData(tokenIn, tokenOut common.Address, amountIn, minAmountOut *big.Int, deadline *big.Int) ([]byte, error) {
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// In a real implementation, this would generate the encoded function call
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// For Uniswap V4, this would typically be exactInputSingle or exactOutputSingle
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return []byte{}, nil
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}
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// GetSwapRoute returns the route for a swap (for Uniswap V4, typically direct within a pool)
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func (r *UniswapV4SwapRouter) GetSwapRoute(tokenIn, tokenOut common.Address) ([]common.Address, error) {
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// For Uniswap V4, the route is usually direct within a concentrated liquidity pool
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// For now, return the token pair as a direct route
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return []common.Address{tokenIn, tokenOut}, nil
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}
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// ValidateSwap validates a swap before execution
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func (r *UniswapV4SwapRouter) ValidateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) error {
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if amountIn.Sign() <= 0 {
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return fmt.Errorf("amountIn must be positive")
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}
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if tokenIn == tokenOut {
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return fmt.Errorf("tokenIn and tokenOut cannot be the same")
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}
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if tokenIn == common.HexToAddress("0x0") || tokenOut == common.HexToAddress("0x0") {
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return fmt.Errorf("invalid token addresses")
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}
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return nil
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}
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// RegisterUniswapV4WithRegistry registers Uniswap V4 implementation with the exchange registry
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func RegisterUniswapV4WithRegistry(registry *ExchangeRegistry) error {
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config := &ExchangeConfig{
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Type: math.ExchangeUniswapV4,
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Name: "Uniswap V4",
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FactoryAddress: common.HexToAddress("0x000000000022D473030F116dDEE9F6B7653f39281251"), // Uniswap V4 Pool Manager (placeholder)
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RouterAddress: common.HexToAddress("0x000000000022D473030F116dDEE9F6B7653f39281252"), // Uniswap V4 Router (placeholder)
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PoolInitCodeHash: "0x0000000000000000000000000000000000000000000000000000000000000000", // Placeholder
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SwapSelector: []byte{0x44, 0x13, 0x70, 0x64}, // exactInputSingle
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StableSwapSelector: []byte{0x44, 0x13, 0x70, 0x65}, // exactOutputSingle
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ChainID: 1, // Ethereum mainnet
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SupportsFlashSwaps: true,
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RequiresApproval: true,
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MaxHops: 2,
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DefaultSlippagePercent: 0.5,
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Url: "https://uniswap.org",
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ApiUrl: "https://api.uniswap.org",
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}
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registry.exchanges[math.ExchangeUniswapV4] = config
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// Register the implementations as well
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return nil
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}
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