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:
@@ -1,414 +0,0 @@
|
||||
package metrics
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"net/http"
|
||||
"sync"
|
||||
"time"
|
||||
|
||||
"github.com/fraktal/mev-beta/internal/auth"
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
)
|
||||
|
||||
// MetricsCollector collects and exposes MEV bot metrics
|
||||
type MetricsCollector struct {
|
||||
logger *logger.Logger
|
||||
mu sync.RWMutex
|
||||
|
||||
// L2 Message Metrics
|
||||
L2MessagesProcessed uint64
|
||||
L2MessagesPerSecond float64
|
||||
L2MessageLag time.Duration
|
||||
BatchesProcessed uint64
|
||||
|
||||
// DEX Interaction Metrics
|
||||
DEXInteractionsFound uint64
|
||||
SwapOpportunities uint64
|
||||
ArbitrageOpportunities uint64
|
||||
OpportunitiesDropped uint64
|
||||
OpportunityQueueLength uint64
|
||||
|
||||
// Performance Metrics
|
||||
ProcessingLatency time.Duration
|
||||
ErrorRate float64
|
||||
SuccessfulTrades uint64
|
||||
FailedTrades uint64
|
||||
|
||||
// Financial Metrics
|
||||
TotalProfit float64
|
||||
TotalLoss float64
|
||||
GasCostsSpent float64
|
||||
NetProfit float64
|
||||
|
||||
// Gas Metrics
|
||||
AverageGasPrice uint64
|
||||
L1DataFeesSpent float64
|
||||
L2ComputeFeesSpent float64
|
||||
ProfitFactor float64
|
||||
UptimeSeries []float64
|
||||
|
||||
// Health Metrics
|
||||
UptimeSeconds uint64
|
||||
LastHealthCheck time.Time
|
||||
|
||||
// Start time for calculations
|
||||
startTime time.Time
|
||||
}
|
||||
|
||||
// NewMetricsCollector creates a new metrics collector
|
||||
func NewMetricsCollector(logger *logger.Logger) *MetricsCollector {
|
||||
return &MetricsCollector{
|
||||
logger: logger,
|
||||
startTime: time.Now(),
|
||||
LastHealthCheck: time.Now(),
|
||||
UptimeSeries: make([]float64, 0, 1024),
|
||||
}
|
||||
}
|
||||
|
||||
// RecordL2Message records processing of an L2 message
|
||||
func (m *MetricsCollector) RecordL2Message(processingTime time.Duration) {
|
||||
m.mu.Lock()
|
||||
defer m.mu.Unlock()
|
||||
|
||||
m.L2MessagesProcessed++
|
||||
m.ProcessingLatency = processingTime
|
||||
|
||||
// Calculate messages per second
|
||||
elapsed := time.Since(m.startTime).Seconds()
|
||||
if elapsed > 0 {
|
||||
m.L2MessagesPerSecond = float64(m.L2MessagesProcessed) / elapsed
|
||||
}
|
||||
}
|
||||
|
||||
// RecordL2MessageLag records lag in L2 message processing
|
||||
func (m *MetricsCollector) RecordL2MessageLag(lag time.Duration) {
|
||||
m.mu.Lock()
|
||||
defer m.mu.Unlock()
|
||||
|
||||
m.L2MessageLag = lag
|
||||
}
|
||||
|
||||
// RecordBatchProcessed records processing of a batch
|
||||
func (m *MetricsCollector) RecordBatchProcessed() {
|
||||
m.mu.Lock()
|
||||
defer m.mu.Unlock()
|
||||
|
||||
m.BatchesProcessed++
|
||||
}
|
||||
|
||||
// RecordDEXInteraction records finding a DEX interaction
|
||||
func (m *MetricsCollector) RecordDEXInteraction() {
|
||||
m.mu.Lock()
|
||||
defer m.mu.Unlock()
|
||||
|
||||
m.DEXInteractionsFound++
|
||||
}
|
||||
|
||||
// RecordSwapOpportunity records finding a swap opportunity
|
||||
func (m *MetricsCollector) RecordSwapOpportunity() {
|
||||
m.mu.Lock()
|
||||
defer m.mu.Unlock()
|
||||
|
||||
m.SwapOpportunities++
|
||||
}
|
||||
|
||||
// RecordArbitrageOpportunity records finding an arbitrage opportunity
|
||||
func (m *MetricsCollector) RecordArbitrageOpportunity() {
|
||||
m.mu.Lock()
|
||||
defer m.mu.Unlock()
|
||||
|
||||
m.ArbitrageOpportunities++
|
||||
}
|
||||
|
||||
// RecordDroppedOpportunity increments the dropped opportunity counter.
|
||||
func (m *MetricsCollector) RecordDroppedOpportunity() {
|
||||
m.mu.Lock()
|
||||
defer m.mu.Unlock()
|
||||
|
||||
m.OpportunitiesDropped++
|
||||
}
|
||||
|
||||
// RecordSuccessfulTrade records a successful trade
|
||||
func (m *MetricsCollector) RecordSuccessfulTrade(profit float64, gasCost float64) {
|
||||
m.mu.Lock()
|
||||
defer m.mu.Unlock()
|
||||
|
||||
m.SuccessfulTrades++
|
||||
m.TotalProfit += profit
|
||||
m.GasCostsSpent += gasCost
|
||||
m.NetProfit = m.TotalProfit - m.TotalLoss - m.GasCostsSpent
|
||||
m.updateProfitFactor()
|
||||
|
||||
// Update error rate
|
||||
totalTrades := m.SuccessfulTrades + m.FailedTrades
|
||||
if totalTrades > 0 {
|
||||
m.ErrorRate = float64(m.FailedTrades) / float64(totalTrades)
|
||||
}
|
||||
}
|
||||
|
||||
// RecordFailedTrade records a failed trade
|
||||
func (m *MetricsCollector) RecordFailedTrade(loss float64, gasCost float64) {
|
||||
m.mu.Lock()
|
||||
defer m.mu.Unlock()
|
||||
|
||||
m.FailedTrades++
|
||||
m.TotalLoss += loss
|
||||
m.GasCostsSpent += gasCost
|
||||
m.NetProfit = m.TotalProfit - m.TotalLoss - m.GasCostsSpent
|
||||
m.updateProfitFactor()
|
||||
|
||||
// Update error rate
|
||||
totalTrades := m.SuccessfulTrades + m.FailedTrades
|
||||
if totalTrades > 0 {
|
||||
m.ErrorRate = float64(m.FailedTrades) / float64(totalTrades)
|
||||
}
|
||||
}
|
||||
|
||||
func (m *MetricsCollector) updateProfitFactor() {
|
||||
if m.GasCostsSpent <= 0 {
|
||||
m.ProfitFactor = 0
|
||||
return
|
||||
}
|
||||
m.ProfitFactor = (m.TotalProfit - m.TotalLoss) / m.GasCostsSpent
|
||||
}
|
||||
|
||||
// RecordGasMetrics records gas-related metrics
|
||||
func (m *MetricsCollector) RecordGasMetrics(gasPrice uint64, l1DataFee, l2ComputeFee float64) {
|
||||
m.mu.Lock()
|
||||
defer m.mu.Unlock()
|
||||
|
||||
m.AverageGasPrice = gasPrice
|
||||
m.L1DataFeesSpent += l1DataFee
|
||||
m.L2ComputeFeesSpent += l2ComputeFee
|
||||
}
|
||||
|
||||
// UpdateHealthCheck updates the health check timestamp
|
||||
func (m *MetricsCollector) UpdateHealthCheck() {
|
||||
m.mu.Lock()
|
||||
defer m.mu.Unlock()
|
||||
|
||||
m.LastHealthCheck = time.Now()
|
||||
m.UptimeSeconds = uint64(time.Since(m.startTime).Seconds())
|
||||
m.UptimeSeries = append(m.UptimeSeries, float64(m.UptimeSeconds))
|
||||
}
|
||||
|
||||
// GetSnapshot returns a snapshot of current metrics
|
||||
func (m *MetricsCollector) GetSnapshot() MetricsSnapshot {
|
||||
m.mu.RLock()
|
||||
defer m.mu.RUnlock()
|
||||
|
||||
return MetricsSnapshot{
|
||||
L2MessagesProcessed: m.L2MessagesProcessed,
|
||||
L2MessagesPerSecond: m.L2MessagesPerSecond,
|
||||
L2MessageLag: m.L2MessageLag,
|
||||
BatchesProcessed: m.BatchesProcessed,
|
||||
DEXInteractionsFound: m.DEXInteractionsFound,
|
||||
SwapOpportunities: m.SwapOpportunities,
|
||||
ArbitrageOpportunities: m.ArbitrageOpportunities,
|
||||
ProcessingLatency: m.ProcessingLatency,
|
||||
ErrorRate: m.ErrorRate,
|
||||
SuccessfulTrades: m.SuccessfulTrades,
|
||||
FailedTrades: m.FailedTrades,
|
||||
TotalProfit: m.TotalProfit,
|
||||
TotalLoss: m.TotalLoss,
|
||||
GasCostsSpent: m.GasCostsSpent,
|
||||
NetProfit: m.NetProfit,
|
||||
ProfitFactor: m.ProfitFactor,
|
||||
AverageGasPrice: m.AverageGasPrice,
|
||||
L1DataFeesSpent: m.L1DataFeesSpent,
|
||||
L2ComputeFeesSpent: m.L2ComputeFeesSpent,
|
||||
UptimeSeconds: m.UptimeSeconds,
|
||||
LastHealthCheck: m.LastHealthCheck,
|
||||
}
|
||||
}
|
||||
|
||||
// MetricsSnapshot represents a point-in-time view of metrics
|
||||
type MetricsSnapshot struct {
|
||||
L2MessagesProcessed uint64 `json:"l2_messages_processed"`
|
||||
L2MessagesPerSecond float64 `json:"l2_messages_per_second"`
|
||||
L2MessageLag time.Duration `json:"l2_message_lag_ms"`
|
||||
BatchesProcessed uint64 `json:"batches_processed"`
|
||||
DEXInteractionsFound uint64 `json:"dex_interactions_found"`
|
||||
SwapOpportunities uint64 `json:"swap_opportunities"`
|
||||
ArbitrageOpportunities uint64 `json:"arbitrage_opportunities"`
|
||||
OpportunitiesDropped uint64 `json:"opportunities_dropped"`
|
||||
OpportunityQueueLength uint64 `json:"opportunity_queue_length"`
|
||||
ProcessingLatency time.Duration `json:"processing_latency_ms"`
|
||||
ErrorRate float64 `json:"error_rate"`
|
||||
SuccessfulTrades uint64 `json:"successful_trades"`
|
||||
FailedTrades uint64 `json:"failed_trades"`
|
||||
TotalProfit float64 `json:"total_profit_eth"`
|
||||
TotalLoss float64 `json:"total_loss_eth"`
|
||||
GasCostsSpent float64 `json:"gas_costs_spent_eth"`
|
||||
NetProfit float64 `json:"net_profit_eth"`
|
||||
AverageGasPrice uint64 `json:"average_gas_price_gwei"`
|
||||
L1DataFeesSpent float64 `json:"l1_data_fees_spent_eth"`
|
||||
L2ComputeFeesSpent float64 `json:"l2_compute_fees_spent_eth"`
|
||||
ProfitFactor float64 `json:"profit_factor"`
|
||||
UptimeSeconds uint64 `json:"uptime_seconds"`
|
||||
LastHealthCheck time.Time `json:"last_health_check"`
|
||||
}
|
||||
|
||||
// MetricsServer serves metrics over HTTP
|
||||
type MetricsServer struct {
|
||||
collector *MetricsCollector
|
||||
logger *logger.Logger
|
||||
server *http.Server
|
||||
middleware *auth.Middleware
|
||||
}
|
||||
|
||||
// NewMetricsServer creates a new metrics server
|
||||
func NewMetricsServer(collector *MetricsCollector, logger *logger.Logger, port string) *MetricsServer {
|
||||
mux := http.NewServeMux()
|
||||
|
||||
// Create authentication configuration
|
||||
authConfig := &auth.AuthConfig{
|
||||
Logger: logger,
|
||||
RequireHTTPS: false, // Set to true in production
|
||||
AllowedIPs: []string{"127.0.0.1", "::1"}, // Localhost only by default
|
||||
}
|
||||
|
||||
// Create authentication middleware
|
||||
middleware := auth.NewMiddleware(authConfig)
|
||||
|
||||
server := &MetricsServer{
|
||||
collector: collector,
|
||||
logger: logger,
|
||||
server: &http.Server{
|
||||
Addr: ":" + port,
|
||||
Handler: mux,
|
||||
ReadHeaderTimeout: 5 * time.Second, // Prevent Slowloris attacks
|
||||
},
|
||||
middleware: middleware,
|
||||
}
|
||||
|
||||
// Register endpoints with authentication
|
||||
mux.HandleFunc("/metrics", middleware.RequireAuthentication(server.handleMetrics))
|
||||
mux.HandleFunc("/health", middleware.RequireAuthentication(server.handleHealth))
|
||||
mux.HandleFunc("/metrics/prometheus", middleware.RequireAuthentication(server.handlePrometheus))
|
||||
|
||||
return server
|
||||
}
|
||||
|
||||
// Start starts the metrics server
|
||||
func (s *MetricsServer) Start() error {
|
||||
s.logger.Info("Starting metrics server on " + s.server.Addr)
|
||||
return s.server.ListenAndServe()
|
||||
}
|
||||
|
||||
// Stop stops the metrics server
|
||||
func (s *MetricsServer) Stop() error {
|
||||
s.logger.Info("Stopping metrics server")
|
||||
return s.server.Close()
|
||||
}
|
||||
|
||||
// handleMetrics serves metrics in JSON format
|
||||
func (s *MetricsServer) handleMetrics(w http.ResponseWriter, r *http.Request) {
|
||||
snapshot := s.collector.GetSnapshot()
|
||||
|
||||
w.Header().Set("Content-Type", "application/json")
|
||||
w.WriteHeader(http.StatusOK)
|
||||
|
||||
// Simple JSON serialization
|
||||
response := `{
|
||||
"l2_messages_processed": ` + uintToString(snapshot.L2MessagesProcessed) + `,
|
||||
"l2_messages_per_second": ` + floatToString(snapshot.L2MessagesPerSecond) + `,
|
||||
"l2_message_lag_ms": ` + durationToString(snapshot.L2MessageLag) + `,
|
||||
"batches_processed": ` + uintToString(snapshot.BatchesProcessed) + `,
|
||||
"dex_interactions_found": ` + uintToString(snapshot.DEXInteractionsFound) + `,
|
||||
"swap_opportunities": ` + uintToString(snapshot.SwapOpportunities) + `,
|
||||
"arbitrage_opportunities": ` + uintToString(snapshot.ArbitrageOpportunities) + `,
|
||||
"processing_latency_ms": ` + durationToString(snapshot.ProcessingLatency) + `,
|
||||
"error_rate": ` + floatToString(snapshot.ErrorRate) + `,
|
||||
"successful_trades": ` + uintToString(snapshot.SuccessfulTrades) + `,
|
||||
"failed_trades": ` + uintToString(snapshot.FailedTrades) + `,
|
||||
"total_profit_eth": ` + floatToString(snapshot.TotalProfit) + `,
|
||||
"total_loss_eth": ` + floatToString(snapshot.TotalLoss) + `,
|
||||
"gas_costs_spent_eth": ` + floatToString(snapshot.GasCostsSpent) + `,
|
||||
"net_profit_eth": ` + floatToString(snapshot.NetProfit) + `,
|
||||
"profit_factor": ` + floatToString(snapshot.ProfitFactor) + `,
|
||||
"average_gas_price_gwei": ` + uintToString(snapshot.AverageGasPrice) + `,
|
||||
"l1_data_fees_spent_eth": ` + floatToString(snapshot.L1DataFeesSpent) + `,
|
||||
"l2_compute_fees_spent_eth": ` + floatToString(snapshot.L2ComputeFeesSpent) + `,
|
||||
"uptime_seconds": ` + uintToString(snapshot.UptimeSeconds) + `
|
||||
}`
|
||||
|
||||
w.Write([]byte(response))
|
||||
}
|
||||
|
||||
// handleHealth serves health check
|
||||
func (s *MetricsServer) handleHealth(w http.ResponseWriter, r *http.Request) {
|
||||
s.collector.UpdateHealthCheck()
|
||||
|
||||
w.Header().Set("Content-Type", "application/json")
|
||||
w.WriteHeader(http.StatusOK)
|
||||
w.Write([]byte(`{"status": "healthy", "timestamp": "` + time.Now().Format(time.RFC3339) + `"}`))
|
||||
}
|
||||
|
||||
// handlePrometheus serves metrics in Prometheus format
|
||||
func (s *MetricsServer) handlePrometheus(w http.ResponseWriter, r *http.Request) {
|
||||
snapshot := s.collector.GetSnapshot()
|
||||
|
||||
w.Header().Set("Content-Type", "text/plain")
|
||||
w.WriteHeader(http.StatusOK)
|
||||
|
||||
prometheus := `# HELP mev_bot_l2_messages_processed Total L2 messages processed
|
||||
# TYPE mev_bot_l2_messages_processed counter
|
||||
mev_bot_l2_messages_processed ` + uintToString(snapshot.L2MessagesProcessed) + `
|
||||
|
||||
# HELP mev_bot_l2_messages_per_second L2 messages processed per second
|
||||
# TYPE mev_bot_l2_messages_per_second gauge
|
||||
mev_bot_l2_messages_per_second ` + floatToString(snapshot.L2MessagesPerSecond) + `
|
||||
|
||||
# HELP mev_bot_processing_latency_ms Latest pipeline processing latency in milliseconds
|
||||
# TYPE mev_bot_processing_latency_ms gauge
|
||||
mev_bot_processing_latency_ms ` + durationToString(snapshot.ProcessingLatency) + `
|
||||
|
||||
# HELP mev_bot_successful_trades Total successful trades
|
||||
# TYPE mev_bot_successful_trades counter
|
||||
mev_bot_successful_trades ` + uintToString(snapshot.SuccessfulTrades) + `
|
||||
|
||||
# HELP mev_bot_failed_trades Total failed trades
|
||||
# TYPE mev_bot_failed_trades counter
|
||||
mev_bot_failed_trades ` + uintToString(snapshot.FailedTrades) + `
|
||||
|
||||
# HELP mev_bot_trade_error_rate Fraction of failed trades over total attempts
|
||||
# TYPE mev_bot_trade_error_rate gauge
|
||||
mev_bot_trade_error_rate ` + floatToString(snapshot.ErrorRate) + `
|
||||
|
||||
# HELP mev_bot_net_profit_eth Net profit in ETH
|
||||
# TYPE mev_bot_net_profit_eth gauge
|
||||
mev_bot_net_profit_eth ` + floatToString(snapshot.NetProfit) + `
|
||||
|
||||
# HELP mev_bot_profit_factor Profit factor (net profit divided by gas costs)
|
||||
# TYPE mev_bot_profit_factor gauge
|
||||
mev_bot_profit_factor ` + floatToString(snapshot.ProfitFactor) + `
|
||||
|
||||
# HELP mev_bot_total_profit_eth Cumulative gross profit in ETH
|
||||
# TYPE mev_bot_total_profit_eth counter
|
||||
mev_bot_total_profit_eth ` + floatToString(snapshot.TotalProfit) + `
|
||||
|
||||
# HELP mev_bot_gas_spent_eth Cumulative gas spend in ETH
|
||||
# TYPE mev_bot_gas_spent_eth counter
|
||||
mev_bot_gas_spent_eth ` + floatToString(snapshot.GasCostsSpent) + `
|
||||
|
||||
# HELP mev_bot_uptime_seconds Bot uptime in seconds
|
||||
# TYPE mev_bot_uptime_seconds counter
|
||||
mev_bot_uptime_seconds ` + uintToString(snapshot.UptimeSeconds) + `
|
||||
`
|
||||
|
||||
w.Write([]byte(prometheus))
|
||||
}
|
||||
|
||||
// Helper functions for string conversion
|
||||
func uintToString(val uint64) string {
|
||||
return fmt.Sprintf("%d", val)
|
||||
}
|
||||
|
||||
func floatToString(val float64) string {
|
||||
return fmt.Sprintf("%.6f", val)
|
||||
}
|
||||
|
||||
func durationToString(val time.Duration) string {
|
||||
return fmt.Sprintf("%.2f", float64(val.Nanoseconds())/1000000.0)
|
||||
}
|
||||
Reference in New Issue
Block a user