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:
177
orig/pkg/scanner/analysis/pool_analyzer.go
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177
orig/pkg/scanner/analysis/pool_analyzer.go
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package analysis
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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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"time"
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"github.com/ethereum/go-ethereum/common"
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"github.com/fraktal/mev-beta/internal/logger"
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"github.com/fraktal/mev-beta/pkg/events"
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"github.com/fraktal/mev-beta/pkg/marketdata"
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scannercommon "github.com/fraktal/mev-beta/pkg/scanner/common"
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"github.com/fraktal/mev-beta/pkg/scanner/market"
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)
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// LiquidityAnalyzer handles analysis of liquidity events
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type LiquidityAnalyzer struct {
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logger *logger.Logger
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marketDataLogger *marketdata.MarketDataLogger
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}
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// NewLiquidityAnalyzer creates a new liquidity analyzer
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func NewLiquidityAnalyzer(logger *logger.Logger, marketDataLogger *marketdata.MarketDataLogger) *LiquidityAnalyzer {
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return &LiquidityAnalyzer{
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logger: logger,
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marketDataLogger: marketDataLogger,
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}
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}
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// AnalyzeLiquidityEvent analyzes liquidity events (add/remove)
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func (l *LiquidityAnalyzer) AnalyzeLiquidityEvent(event events.Event, marketScanner *market.MarketScanner, isAdd bool) {
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action := "adding"
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eventType := "mint"
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if !isAdd {
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action = "removing"
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eventType = "burn"
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}
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l.logger.Debug(fmt.Sprintf("Analyzing liquidity event (%s) in pool %s", action, event.PoolAddress))
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// Get comprehensive pool data to determine factory
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poolInfo, poolExists := l.marketDataLogger.GetPoolInfo(event.PoolAddress)
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factory := common.Address{}
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if poolExists {
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factory = poolInfo.Factory
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} else {
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// Determine factory from known DEX protocols
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factory = marketScanner.GetFactoryForProtocol(event.Protocol)
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}
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// Create comprehensive liquidity event data for market data logger
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liquidityData := &marketdata.LiquidityEventData{
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TxHash: event.TransactionHash,
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BlockNumber: event.BlockNumber,
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LogIndex: uint(0), // Default log index (would need to be extracted from receipt)
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Timestamp: time.Now(),
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EventType: eventType,
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PoolAddress: event.PoolAddress,
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Factory: factory,
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Protocol: event.Protocol,
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Token0: event.Token0,
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Token1: event.Token1,
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Amount0: event.Amount0,
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Amount1: event.Amount1,
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Liquidity: event.Liquidity,
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Owner: common.Address{}, // Default owner (would need to be extracted from transaction)
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Recipient: common.Address{}, // Default recipient (would need to be extracted from transaction)
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}
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// Calculate USD values for liquidity amounts
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liquidityData.Amount0USD, liquidityData.Amount1USD, liquidityData.TotalUSD = l.calculateLiquidityUSDValues(liquidityData)
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// Log comprehensive liquidity event to market data logger
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ctx, cancel := context.WithTimeout(context.Background(), 5*time.Second)
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defer cancel()
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if err := l.marketDataLogger.LogLiquidityEvent(ctx, event, liquidityData); err != nil {
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l.logger.Debug(fmt.Sprintf("Failed to log liquidity event to market data logger: %v", err))
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}
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// Log the liquidity event to database (legacy)
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marketScanner.LogLiquidityEvent(event, eventType)
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// Update cached pool data
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marketScanner.UpdatePoolData(event)
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l.logger.Info(fmt.Sprintf("Liquidity %s event processed for pool %s", action, event.PoolAddress))
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}
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// AnalyzeNewPoolEvent analyzes new pool creation events
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func (l *LiquidityAnalyzer) AnalyzeNewPoolEvent(event events.Event, marketScanner *market.MarketScanner) {
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l.logger.Info(fmt.Sprintf("New pool created: %s (protocol: %s)", event.PoolAddress, event.Protocol))
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// Add to known pools by fetching and caching the pool data
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l.logger.Debug(fmt.Sprintf("Adding new pool %s to monitoring", event.PoolAddress))
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// Fetch pool data to validate it's a real pool
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poolData, err := marketScanner.GetPoolData(event.PoolAddress.Hex())
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if err != nil {
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l.logger.Error(fmt.Sprintf("Failed to fetch data for new pool %s: %v", event.PoolAddress, err))
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return
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}
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// Validate that this is a real pool contract
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if poolData.Address == (common.Address{}) {
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l.logger.Warn(fmt.Sprintf("Invalid pool contract at address %s", event.PoolAddress.Hex()))
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return
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}
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// Log pool data to database
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marketScanner.LogPoolData(poolData)
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l.logger.Info(fmt.Sprintf("Successfully added new pool %s to monitoring (tokens: %s-%s, fee: %d)",
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event.PoolAddress.Hex(), poolData.Token0.Hex(), poolData.Token1.Hex(), poolData.Fee))
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}
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// calculateLiquidityUSDValues calculates USD values for liquidity event amounts
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func (l *LiquidityAnalyzer) calculateLiquidityUSDValues(liquidityData *marketdata.LiquidityEventData) (amount0USD, amount1USD, totalUSD float64) {
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// Get token prices in USD (using a simplified approach)
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token0Price := l.getTokenPriceUSD(liquidityData.Token0)
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token1Price := l.getTokenPriceUSD(liquidityData.Token1)
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// Calculate decimals for proper conversion
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token0Decimals := l.getTokenDecimals(liquidityData.Token0)
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token1Decimals := l.getTokenDecimals(liquidityData.Token1)
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// Calculate amount0 USD
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if liquidityData.Amount0 != nil {
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amount0Float := l.bigIntToFloat(liquidityData.Amount0, token0Decimals)
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amount0USD = amount0Float * token0Price
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}
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// Calculate amount1 USD
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if liquidityData.Amount1 != nil {
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amount1Float := l.bigIntToFloat(liquidityData.Amount1, token1Decimals)
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amount1USD = amount1Float * token1Price
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}
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// Total USD value
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totalUSD = amount0USD + amount1USD
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return amount0USD, amount1USD, totalUSD
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}
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// getTokenPriceUSD gets the USD price of a token using various price sources
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func (l *LiquidityAnalyzer) getTokenPriceUSD(tokenAddr common.Address) float64 {
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if price, exists := scannercommon.GetTokenPriceUSD(tokenAddr); exists {
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return price
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}
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// For unknown tokens, return 0 (in production, would query price oracle or DEX)
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return 0.0
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}
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// getTokenDecimals returns the decimal places for a token
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func (l *LiquidityAnalyzer) getTokenDecimals(tokenAddr common.Address) uint8 {
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if decimals, exists := scannercommon.GetTokenDecimals(tokenAddr); exists {
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return decimals
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}
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// Default to 18 for unknown tokens
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return 18
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}
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// bigIntToFloat converts a big.Int amount to float64 accounting for token decimals
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func (l *LiquidityAnalyzer) bigIntToFloat(amount *big.Int, decimals uint8) float64 {
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if amount == nil {
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return 0.0
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}
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divisor := new(big.Int).Exp(big.NewInt(10), big.NewInt(int64(decimals)), nil)
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amountFloat := new(big.Float).SetInt(amount)
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divisorFloat := new(big.Float).SetInt(divisor)
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result := new(big.Float).Quo(amountFloat, divisorFloat)
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resultFloat, _ := result.Float64()
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return resultFloat
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}
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