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
2025-11-10 10:14:26 +01:00
parent 1773daffe7
commit 803de231ba
411 changed files with 20390 additions and 8680 deletions

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// Package types provides shared types used across multiple packages to avoid circular dependencies
package types
import (
"math/big"
"time"
"github.com/ethereum/go-ethereum/common"
)
// ArbitrageOpportunity represents a potential arbitrage opportunity
// This is the canonical definition used across all packages
type ArbitrageOpportunity struct {
ID string // Unique identifier for the opportunity
Path []string // Token path for the arbitrage
Pools []string // Pools involved in the arbitrage
AmountIn *big.Int // Input amount for the arbitrage (wei)
Profit *big.Int // Estimated gross profit in wei
NetProfit *big.Int // Net profit after gas costs in wei
GasEstimate *big.Int // Estimated gas usage cost in wei
GasCost *big.Int // Calculated gas cost in wei (optional)
EstimatedProfit *big.Int // Cached estimated profit in wei
RequiredAmount *big.Int // Capital required to execute in wei
ROI float64 // Return on investment percentage
Protocol string // DEX protocol
ExecutionTime int64 // Estimated execution time in milliseconds
Confidence float64 // 0-1 confidence score
PriceImpact float64 // Price impact percentage
MaxSlippage float64 // Maximum acceptable slippage percentage
TokenIn common.Address // Input token address
TokenOut common.Address // Output token address
Timestamp int64 // Detection timestamp (unix seconds)
DetectedAt time.Time // Detection timestamp with higher precision
ExpiresAt time.Time // Expiration timestamp
Urgency int // Relative urgency (1-10)
Risk float64 // Risk assessment score (0-1)
Profitable bool // Indicates if opportunity is currently profitable
Quantities *OpportunityQuantities // Optional UniversalDecimal snapshots
}
// DecimalAmount serialises a decimal quantity without importing math helpers.
type DecimalAmount struct {
Value string `json:"value"`
Decimals uint8 `json:"decimals"`
Symbol string `json:"symbol"`
}
// OpportunityQuantities bundles the primary decimal metrics for an opportunity.
type OpportunityQuantities struct {
AmountIn DecimalAmount `json:"amount_in"`
AmountOut DecimalAmount `json:"amount_out"`
GrossProfit DecimalAmount `json:"gross_profit"`
NetProfit DecimalAmount `json:"net_profit"`
GasCost DecimalAmount `json:"gas_cost"`
ProfitPercent DecimalAmount `json:"profit_percentage"`
PriceImpact DecimalAmount `json:"price_impact"`
}
// PriceMovement represents a potential price movement
type PriceMovement struct {
Token0 string // Token address
Token1 string // Token address
Pool string // Pool address
Protocol string // DEX protocol
AmountIn *big.Int // Amount of token being swapped in
AmountOut *big.Int // Amount of token being swapped out
PriceBefore *big.Float // Price before the swap
PriceAfter *big.Float // Price after the swap (to be calculated)
PriceImpact float64 // Calculated price impact
TickBefore int // Tick before the swap
TickAfter int // Tick after the swap (to be calculated)
Timestamp int64 // Event timestamp
}
// CachedData represents cached pool data
type CachedData struct {
Address common.Address
Token0 common.Address
Token1 common.Address
Fee int64
Liquidity *big.Int
SqrtPriceX96 *big.Int
Tick int
TickSpacing int
LastUpdated int64
Protocol string
}
// SwapEvent represents a swap event
type SwapEvent struct {
Type int
Protocol string
PoolAddress common.Address
Token0 common.Address
Token1 common.Address
Amount0 *big.Int
Amount1 *big.Int
SqrtPriceX96 *big.Int
Liquidity *big.Int
Tick int
Timestamp int64
TransactionHash common.Hash
BlockNumber uint64
Fee uint32
}
// LiquidityEvent represents a liquidity event (add/remove)
type LiquidityEvent struct {
Type int
Protocol string
PoolAddress common.Address
Token0 common.Address
Token1 common.Address
Amount0 *big.Int
Amount1 *big.Int
Liquidity *big.Int
Tick int
Timestamp int64
TransactionHash common.Hash
BlockNumber uint64
Fee uint32
Sender common.Address
Recipient common.Address
EventType string // "add" or "remove"
}
// PoolData represents pool data
type PoolData struct {
Address common.Address
Token0 common.Address
Token1 common.Address
Fee int64
Liquidity *big.Int
SqrtPriceX96 *big.Int
Tick int64
TickSpacing int
LastUpdated int64
Protocol string
}
// Constants for event types
const (
Unknown = iota
Swap
AddLiquidity
RemoveLiquidity
NewPool
)