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
310
orig/pkg/mev/competition.go
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310
orig/pkg/mev/competition.go
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package mev
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import (
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"context"
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"math"
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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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mathpkg "github.com/fraktal/mev-beta/pkg/math"
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"github.com/fraktal/mev-beta/pkg/security"
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)
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// MEVOpportunity represents a potential MEV opportunity
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type MEVOpportunity struct {
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TxHash string
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Block uint64
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OpportunityType string
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EstimatedProfit *big.Int
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RequiredGas uint64
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Competition int // Number of competing bots
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Confidence float64
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}
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// BiddingStrategy represents the optimal bidding strategy
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type BiddingStrategy struct {
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PriorityFee *big.Int
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BaseFee *big.Int
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GasLimit uint64
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SuccessProbability float64
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TotalCost *big.Int
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NetProfit *big.Int
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}
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// CompetitionAnalysis represents the result of competition analysis
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type CompetitionAnalysis struct {
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CompetitorCount int
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AverageGasPrice *big.Int
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CompetitionLevel string // "low", "medium", "high"
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ThreatAssessment float64 // 0-1 scale
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RecommendedStrategy *BiddingStrategy
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AnalysisTime int64
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}
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// CompetitionAnalyzer analyzes MEV competition
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type CompetitionAnalyzer struct {
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client *ethclient.Client
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logger *logger.Logger
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decimalConverter *mathpkg.DecimalConverter
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competitorData map[common.Address]*CompetitorProfile
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gasHistory []GasDataPoint
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profitThresholds map[string]*mathpkg.UniversalDecimal
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config CompetitionConfig
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}
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// CompetitorProfile represents a competing MEV bot
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type CompetitorProfile struct {
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Address common.Address
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TransactionCount int
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AverageGasPrice *big.Int
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SuccessRate float64
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FavoredProtocols []string
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CompetitionScore float64
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LastSeenBlock uint64
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}
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// GasDataPoint represents a historical gas price data point
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type GasDataPoint struct {
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GasPrice *big.Int
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Timestamp int64
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BlockNumber uint64
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Profit *big.Int
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}
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// CompetitionConfig holds configuration for competition analysis
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type CompetitionConfig struct {
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BaseGasMultiplier float64
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MaxGasMultiplier float64
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GasHistorySize int
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CompetitorThreshold *mathpkg.UniversalDecimal
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MaxOpportunitySize *mathpkg.UniversalDecimal
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}
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// NewCompetitionAnalyzer creates a new competition analyzer
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func NewCompetitionAnalyzer(client *ethclient.Client, logger *logger.Logger) *CompetitionAnalyzer {
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analyzer := &CompetitionAnalyzer{
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client: client,
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logger: logger,
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decimalConverter: mathpkg.NewDecimalConverter(),
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competitorData: make(map[common.Address]*CompetitorProfile),
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gasHistory: make([]GasDataPoint, 0),
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profitThresholds: make(map[string]*mathpkg.UniversalDecimal),
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}
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analyzer.config = CompetitionConfig{
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BaseGasMultiplier: 1.2, // 20% premium
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MaxGasMultiplier: 3.0, // 200% max premium
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GasHistorySize: 100, // Track last 100 data points
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}
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// Set competitor threshold (0.005 ETH)
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analyzer.config.CompetitorThreshold, _ = analyzer.decimalConverter.FromString("0.005", 18, "ETH")
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// Set profit thresholds for different opportunity sizes
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analyzer.profitThresholds["small"], _ = analyzer.decimalConverter.FromString("0.01", 18, "ETH") // $10
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analyzer.profitThresholds["medium"], _ = analyzer.decimalConverter.FromString("0.05", 18, "ETH") // $50
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analyzer.profitThresholds["large"], _ = analyzer.decimalConverter.FromString("0.25", 18, "ETH") // $250
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return analyzer
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}
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// AnalyzeCompetition analyzes the competitive landscape for an opportunity
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func (analyzer *CompetitionAnalyzer) AnalyzeCompetition(ctx context.Context, opportunity *MEVOpportunity) (*CompetitionData, error) {
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analyzer.logger.Info("Analyzing competition for MEV opportunity",
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"type", opportunity.OpportunityType,
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"estimated_profit", opportunity.EstimatedProfit.String())
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// Get current base fee
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head, err := analyzer.client.HeaderByNumber(ctx, nil)
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if err != nil {
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return nil, err
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}
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baseFee := head.BaseFee
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// Calculate basic gas price estimate
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estimatedGasPrice := new(big.Int).Mul(baseFee, big.NewInt(12)) // 20% above base fee
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estimatedGasPrice.Div(estimatedGasPrice, big.NewInt(10))
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// Adjust based on competition level
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competitionFactor := analyzer.calculateCompetitionFactor(opportunity)
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adjustedGasPrice := new(big.Int).Mul(estimatedGasPrice, big.NewInt(int64(competitionFactor*100)))
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adjustedGasPrice.Div(adjustedGasPrice, big.NewInt(100))
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// Ensure minimum gas price
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minGasPrice := big.NewInt(2000000000) // 2 gwei minimum
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if adjustedGasPrice.Cmp(minGasPrice) < 0 {
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adjustedGasPrice = minGasPrice
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}
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// Calculate success probability based on competition
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successProbability := analyzer.estimateSuccessProbability(opportunity, competitionFactor)
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// Calculate net profit after gas costs
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// Calculate net profit after gas costs
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requiredGasInt64, err := security.SafeUint64ToInt64(opportunity.RequiredGas)
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if err != nil {
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analyzer.logger.Error("Required gas exceeds int64 maximum", "requiredGas", opportunity.RequiredGas, "error", err)
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// Use maximum safe value as fallback
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requiredGasInt64 = math.MaxInt64
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}
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gasCost := new(big.Int).Mul(big.NewInt(requiredGasInt64), adjustedGasPrice)
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netProfit := new(big.Int).Sub(opportunity.EstimatedProfit, gasCost)
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// Create competition data
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competitionData := &CompetitionData{
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OpportunityType: opportunity.OpportunityType,
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EstimatedProfit: opportunity.EstimatedProfit,
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NetProfit: netProfit,
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BaseFee: baseFee,
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SuggestedGasPrice: adjustedGasPrice,
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RequiredGas: opportunity.RequiredGas,
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CompetitionLevel: competitionFactor,
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SuccessProbability: successProbability,
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TotalCost: gasCost,
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Threshold: analyzer.config.CompetitorThreshold,
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}
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return competitionData, nil
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}
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// CalculateOptimalBid calculates the optimal bidding strategy
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func (analyzer *CompetitionAnalyzer) CalculateOptimalBid(ctx context.Context, opportunity *MEVOpportunity, competition *CompetitionData) (*BiddingStrategy, error) {
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analyzer.logger.Info("Calculating optimal bid for opportunity",
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"type", opportunity.OpportunityType,
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"estimated_profit", opportunity.EstimatedProfit.String())
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// Start with the suggested gas price from competition analysis
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baseGasPrice := competition.SuggestedGasPrice
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// Calculate base strategy with safe gas conversion
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requiredGasInt64, err := security.SafeUint64ToInt64(opportunity.RequiredGas)
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if err != nil {
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analyzer.logger.Error("Required gas exceeds int64 maximum", "requiredGas", opportunity.RequiredGas, "error", err)
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// Use maximum safe value as fallback
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requiredGasInt64 = math.MaxInt64
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}
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gasCostForBaseStrategy := new(big.Int).Mul(baseGasPrice, big.NewInt(requiredGasInt64))
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strategy := &BiddingStrategy{
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PriorityFee: baseGasPrice,
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BaseFee: competition.BaseFee,
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GasLimit: opportunity.RequiredGas,
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SuccessProbability: competition.SuccessProbability,
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TotalCost: gasCostForBaseStrategy,
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NetProfit: competition.NetProfit,
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}
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// Adjust for profitability - if opportunity is very profitable, we can afford higher gas
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profitRatio := new(big.Float).Quo(
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new(big.Float).SetInt(opportunity.EstimatedProfit),
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new(big.Float).SetInt(strategy.TotalCost),
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)
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profitRatioFloat, _ := profitRatio.Float64()
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// If profit ratio is high, we can bid more aggressively
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if profitRatioFloat > 10 { // If profit is >10x gas cost
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// Increase bid by up to 50% for high-value opportunities
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aggressiveMultiplier := 1.5
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increasedPriority := new(big.Int).Mul(strategy.PriorityFee, big.NewInt(int64(aggressiveMultiplier*100)))
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increasedPriority.Div(increasedPriority, big.NewInt(100))
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// Cap at max multiplier
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maxGasPrice := new(big.Int).Mul(competition.BaseFee, big.NewInt(int64(analyzer.config.MaxGasMultiplier*100)))
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maxGasPrice.Div(maxGasPrice, big.NewInt(100))
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if increasedPriority.Cmp(maxGasPrice) > 0 {
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increasedPriority = maxGasPrice
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}
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// Calculate new total cost with increased priority fee using safe conversion
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requiredGasInt64_safe, err := security.SafeUint64ToInt64(opportunity.RequiredGas)
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if err != nil {
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analyzer.logger.Error("Required gas exceeds int64 maximum for TotalCost in strategy", "requiredGas", opportunity.RequiredGas, "error", err)
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// Use maximum safe value as fallback
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requiredGasInt64_safe = math.MaxInt64
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}
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strategy.TotalCost = new(big.Int).Mul(increasedPriority, big.NewInt(requiredGasInt64_safe))
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strategy.PriorityFee = increasedPriority
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}
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// Update net profit
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strategy.NetProfit = new(big.Int).Sub(opportunity.EstimatedProfit, strategy.TotalCost)
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// Ensure net profit is positive
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if strategy.NetProfit.Sign() <= 0 {
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analyzer.logger.Warn("Opportunity not profitable after optimal bidding",
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"estimated_profit", opportunity.EstimatedProfit.String(),
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"total_cost", strategy.TotalCost.String())
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return nil, nil
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}
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return strategy, nil
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}
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// calculateCompetitionFactor estimates competition level for an opportunity
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func (analyzer *CompetitionAnalyzer) calculateCompetitionFactor(opportunity *MEVOpportunity) float64 {
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// Base competition factor
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competitionFactor := 1.0
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// Higher competition for more profitable opportunities
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if opportunity.EstimatedProfit.Cmp(big.NewInt(100000000000000000)) > 0 { // >0.1 ETH
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competitionFactor += 0.3
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}
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if opportunity.EstimatedProfit.Cmp(big.NewInt(500000000000000000)) > 0 { // >0.5 ETH
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competitionFactor += 0.4
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}
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// Factor in known competitors
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competitionFactor += float64(opportunity.Competition) * 0.1
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// Cap at reasonable maximum
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if competitionFactor > analyzer.config.MaxGasMultiplier {
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competitionFactor = analyzer.config.MaxGasMultiplier
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}
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return competitionFactor
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}
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// estimateSuccessProbability estimates the success probability
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func (analyzer *CompetitionAnalyzer) estimateSuccessProbability(opportunity *MEVOpportunity, competitionFactor float64) float64 {
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// Base success probability is inversely related to competition
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baseSuccessRate := 1.0 / competitionFactor
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// Adjust based on opportunity characteristics
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if opportunity.OpportunityType == "sandwich" {
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// Sandwich attacks are harder to execute successfully
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baseSuccessRate *= 0.7
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} else if opportunity.OpportunityType == "arbitrage" {
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// Arbitrage has higher success rate
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baseSuccessRate *= 0.9
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}
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// Ensure it's between 0 and 1
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if baseSuccessRate > 1.0 {
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baseSuccessRate = 1.0
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}
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if baseSuccessRate < 0.05 {
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baseSuccessRate = 0.05 // Minimum 5% chance
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}
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return baseSuccessRate
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}
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// CompetitionData holds the results of competition analysis
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type CompetitionData struct {
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OpportunityType string
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EstimatedProfit *big.Int
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NetProfit *big.Int
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BaseFee *big.Int
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SuggestedGasPrice *big.Int
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RequiredGas uint64
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CompetitionLevel float64
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SuccessProbability float64
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TotalCost *big.Int
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Threshold *mathpkg.UniversalDecimal
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}
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