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>
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package execution
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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/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/types"
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)
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// ExecutionMode defines how opportunities should be executed
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type ExecutionMode int
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const (
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// SimulationMode only simulates execution without sending transactions
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SimulationMode ExecutionMode = iota
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// DryRunMode validates transactions but doesn't send
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DryRunMode
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// LiveMode executes real transactions on-chain
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LiveMode
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)
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// ExecutionResult represents the result of an arbitrage execution
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type ExecutionResult struct {
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OpportunityID string
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Success bool
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TxHash common.Hash
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GasUsed uint64
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ActualProfit *big.Int
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EstimatedProfit *big.Int
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SlippagePercent float64
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ExecutionTime time.Duration
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Error error
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Timestamp time.Time
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}
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// ExecutionConfig holds configuration for the executor
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type ExecutionConfig struct {
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Mode ExecutionMode
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MaxGasPrice *big.Int // Maximum gas price willing to pay (wei)
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MaxSlippage float64 // Maximum slippage tolerance (0.05 = 5%)
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MinProfitThreshold *big.Int // Minimum profit to execute (wei)
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SimulationRPCURL string // RPC URL for simulation/fork testing
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FlashLoanProvider string // "aave", "uniswap", "balancer"
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MaxRetries int // Maximum execution retries
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RetryDelay time.Duration
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EnableParallelExec bool // Execute multiple opportunities in parallel
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DryRun bool // If true, don't send transactions
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}
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// ArbitrageExecutor handles execution of arbitrage opportunities
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type ArbitrageExecutor struct {
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config *ExecutionConfig
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client *ethclient.Client
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logger *logger.Logger
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flashLoan FlashLoanProvider
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slippage *SlippageProtector
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simulator *ExecutionSimulator
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resultsChan chan *ExecutionResult
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stopChan chan struct{}
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}
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// FlashLoanProvider interface for different flash loan protocols
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type FlashLoanProvider interface {
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// ExecuteFlashLoan executes an arbitrage opportunity using flash loans
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ExecuteFlashLoan(ctx context.Context, opportunity *types.ArbitrageOpportunity, config *ExecutionConfig) (*ExecutionResult, error)
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// GetMaxLoanAmount returns maximum loan amount available for a token
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GetMaxLoanAmount(ctx context.Context, token common.Address) (*big.Int, error)
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// GetFee returns the flash loan fee for a given amount
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GetFee(ctx context.Context, amount *big.Int) (*big.Int, error)
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// SupportsToken checks if the provider supports a given token
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SupportsToken(token common.Address) bool
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}
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// SlippageProtector handles slippage protection and validation
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type SlippageProtector struct {
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maxSlippage float64
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logger *logger.Logger
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}
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// ExecutionSimulator simulates trades on a fork before real execution
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type ExecutionSimulator struct {
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forkClient *ethclient.Client
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logger *logger.Logger
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}
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// NewArbitrageExecutor creates a new arbitrage executor
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func NewArbitrageExecutor(
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config *ExecutionConfig,
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client *ethclient.Client,
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logger *logger.Logger,
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) (*ArbitrageExecutor, error) {
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if config == nil {
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return nil, fmt.Errorf("execution config cannot be nil")
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}
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executor := &ArbitrageExecutor{
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config: config,
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client: client,
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logger: logger,
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resultsChan: make(chan *ExecutionResult, 100),
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stopChan: make(chan struct{}),
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}
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// Initialize slippage protector
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executor.slippage = &SlippageProtector{
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maxSlippage: config.MaxSlippage,
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logger: logger,
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}
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// Initialize simulator if simulation RPC is provided
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if config.SimulationRPCURL != "" {
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forkClient, err := ethclient.Dial(config.SimulationRPCURL)
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if err != nil {
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logger.Warn(fmt.Sprintf("Failed to connect to simulation RPC: %v", err))
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} else {
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executor.simulator = &ExecutionSimulator{
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forkClient: forkClient,
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logger: logger,
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}
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logger.Info("Execution simulator initialized")
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}
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}
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// Initialize flash loan provider
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switch config.FlashLoanProvider {
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case "aave":
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executor.flashLoan = NewAaveFlashLoanProvider(client, logger)
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logger.Info("Using Aave flash loans")
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case "uniswap":
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executor.flashLoan = NewUniswapFlashLoanProvider(client, logger)
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logger.Info("Using Uniswap flash swaps")
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case "balancer":
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executor.flashLoan = NewBalancerFlashLoanProvider(client, logger)
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logger.Info("Using Balancer flash loans")
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default:
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logger.Warn(fmt.Sprintf("Unknown flash loan provider: %s, using Aave", config.FlashLoanProvider))
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executor.flashLoan = NewAaveFlashLoanProvider(client, logger)
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}
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return executor, nil
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}
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// ExecuteOpportunity executes an arbitrage opportunity
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func (ae *ArbitrageExecutor) ExecuteOpportunity(ctx context.Context, opportunity *types.ArbitrageOpportunity) (*ExecutionResult, error) {
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startTime := time.Now()
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ae.logger.Info(fmt.Sprintf("🎯 Executing arbitrage opportunity: %s", opportunity.ID))
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// Step 1: Validate opportunity is still profitable
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if !ae.validateOpportunity(opportunity) {
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return &ExecutionResult{
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OpportunityID: opportunity.ID,
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Success: false,
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Error: fmt.Errorf("opportunity validation failed"),
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Timestamp: time.Now(),
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}, nil
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}
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// Step 2: Check slippage limits
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if err := ae.slippage.ValidateSlippage(opportunity); err != nil {
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ae.logger.Warn(fmt.Sprintf("Slippage validation failed: %v", err))
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return &ExecutionResult{
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OpportunityID: opportunity.ID,
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Success: false,
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Error: fmt.Errorf("slippage too high: %w", err),
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Timestamp: time.Now(),
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}, nil
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}
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// Step 3: Simulate execution if simulator available
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if ae.simulator != nil && ae.config.Mode != LiveMode {
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simulationResult, err := ae.simulator.Simulate(ctx, opportunity, ae.config)
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if err != nil {
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ae.logger.Error(fmt.Sprintf("Simulation failed: %v", err))
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return &ExecutionResult{
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OpportunityID: opportunity.ID,
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Success: false,
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Error: fmt.Errorf("simulation failed: %w", err),
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Timestamp: time.Now(),
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}, nil
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}
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// If in simulation mode, return simulation result
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if ae.config.Mode == SimulationMode {
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simulationResult.ExecutionTime = time.Since(startTime)
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return simulationResult, nil
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}
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ae.logger.Info(fmt.Sprintf("Simulation succeeded: profit=%s ETH", simulationResult.ActualProfit.String()))
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}
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// Step 4: Execute via flash loan (if not in dry-run mode)
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if ae.config.DryRun || ae.config.Mode == DryRunMode {
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ae.logger.Info("Dry-run mode: skipping real execution")
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return &ExecutionResult{
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OpportunityID: opportunity.ID,
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Success: true,
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EstimatedProfit: opportunity.NetProfit,
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Error: nil,
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ExecutionTime: time.Since(startTime),
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Timestamp: time.Now(),
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}, nil
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}
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// Step 5: Real execution
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result, err := ae.flashLoan.ExecuteFlashLoan(ctx, opportunity, ae.config)
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if err != nil {
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ae.logger.Error(fmt.Sprintf("Flash loan execution failed: %v", err))
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return &ExecutionResult{
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OpportunityID: opportunity.ID,
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Success: false,
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Error: err,
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ExecutionTime: time.Since(startTime),
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Timestamp: time.Now(),
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}, err
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}
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result.ExecutionTime = time.Since(startTime)
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ae.logger.Info(fmt.Sprintf("✅ Arbitrage executed successfully: profit=%s ETH, gas=%d",
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result.ActualProfit.String(), result.GasUsed))
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// Send result to channel for monitoring
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select {
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case ae.resultsChan <- result:
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default:
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ae.logger.Warn("Results channel full, dropping result")
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}
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return result, nil
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}
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// validateOpportunity validates that an opportunity is still valid
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func (ae *ArbitrageExecutor) validateOpportunity(opp *types.ArbitrageOpportunity) bool {
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// Check minimum profit threshold
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if opp.NetProfit.Cmp(ae.config.MinProfitThreshold) < 0 {
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ae.logger.Debug(fmt.Sprintf("Opportunity below profit threshold: %s < %s",
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opp.NetProfit.String(), ae.config.MinProfitThreshold.String()))
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return false
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}
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// Check opportunity hasn't expired
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if time.Now().After(opp.ExpiresAt) {
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ae.logger.Debug("Opportunity has expired")
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return false
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}
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// Additional validation checks can be added here
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// - Re-fetch pool states
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// - Verify liquidity still available
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// - Check gas prices haven't spiked
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return true
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}
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// ValidateSlippage checks if slippage is within acceptable limits
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func (sp *SlippageProtector) ValidateSlippage(opp *types.ArbitrageOpportunity) error {
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// Calculate expected slippage based on pool liquidity
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// This is a simplified version - production would need more sophisticated calculation
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if opp.PriceImpact > sp.maxSlippage {
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return fmt.Errorf("slippage %.2f%% exceeds maximum %.2f%%",
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opp.PriceImpact*100, sp.maxSlippage*100)
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}
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return nil
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}
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// Simulate simulates execution on a fork
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func (es *ExecutionSimulator) Simulate(
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ctx context.Context,
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opportunity *types.ArbitrageOpportunity,
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config *ExecutionConfig,
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) (*ExecutionResult, error) {
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es.logger.Info(fmt.Sprintf("🧪 Simulating arbitrage: %s", opportunity.ID))
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// In a real implementation, this would:
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// 1. Fork the current blockchain state
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// 2. Execute the arbitrage path on the fork
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// 3. Validate results match expectations
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// 4. Return simulated result
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// For now, return a simulated success
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return &ExecutionResult{
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OpportunityID: opportunity.ID,
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Success: true,
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ActualProfit: opportunity.NetProfit,
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EstimatedProfit: opportunity.NetProfit,
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SlippagePercent: 0.01, // 1% simulated slippage
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Timestamp: time.Now(),
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}, nil
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}
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// GetResultsChannel returns the channel for execution results
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func (ae *ArbitrageExecutor) GetResultsChannel() <-chan *ExecutionResult {
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return ae.resultsChan
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}
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// Stop stops the executor
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func (ae *ArbitrageExecutor) Stop() {
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close(ae.stopChan)
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ae.logger.Info("Arbitrage executor stopped")
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}
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Reference in New Issue
Block a user