fix(multicall): resolve critical multicall parsing corruption issues
- Added comprehensive bounds checking to prevent buffer overruns in multicall parsing - Implemented graduated validation system (Strict/Moderate/Permissive) to reduce false positives - Added LRU caching system for address validation with 10-minute TTL - Enhanced ABI decoder with missing Universal Router and Arbitrum-specific DEX signatures - Fixed duplicate function declarations and import conflicts across multiple files - Added error recovery mechanisms with multiple fallback strategies - Updated tests to handle new validation behavior for suspicious addresses - Fixed parser test expectations for improved validation system - Applied gofmt formatting fixes to ensure code style compliance - Fixed mutex copying issues in monitoring package by introducing MetricsSnapshot - Resolved critical security vulnerabilities in heuristic address extraction - Progress: Updated TODO audit from 10% to 35% complete 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
51
docs/master-plan/01-overview.md
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51
docs/master-plan/01-overview.md
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@@ -0,0 +1,51 @@
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# MEV Bot Master Plan - Exchange Integration
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## Project Overview
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This document outlines the master plan for implementing exchange-specific helper/util/lib modules for the MEV bot. Each exchange will have its own set of functionality covering swaps, liquidity operations, and pricing mechanisms.
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|
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## Objectives
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- Create exchange-specific helper libraries
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- Implement swap functionality for each exchange
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- Implement add/remove liquidity operations
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- Implement pricing mechanisms
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- Ensure consistent interfaces across exchanges
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## Supported Exchanges
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1. Uniswap V2/V3/V4
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2. SushiSwap
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3. Curve
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4. Balancer
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5. PancakeSwap
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6. Kyber (Elastic)
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7. Camelot
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8. Trader Joe
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9. Ramses
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10. Other DEX aggregators (1inch, ParaSwap, etc.)
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## Core Components
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Each exchange module will contain:
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- **Swap Operations**: Functions to execute token swaps
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- **Liquidity Operations**: Functions to add/remove liquidity from pools
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- **Pricing Functions**: Functions to calculate prices and slippage
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- **Pool Management**: Functions to interact with liquidity pools
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- **Arbitrage Detection**: Functions to identify profitable opportunities
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## Implementation Strategy
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1. Define common interfaces
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2. Implement exchange-specific modules
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3. Create unified abstraction layer
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4. Test functionality with real data
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5. Integrate with main bot logic
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## Success Metrics
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- Consistent API across all exchange modules
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- Performance benchmarks met
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- Successful execution of swaps and liquidity operations
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- Accurate pricing calculations
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92
docs/master-plan/02-common-interfaces.md
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92
docs/master-plan/02-common-interfaces.md
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# Common Interfaces for Exchange Modules
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## Overview
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This document defines the common interfaces that all exchange-specific modules should implement to ensure consistency across the MEV bot.
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## Core Interface
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```go
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type Exchange interface {
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// Swap operations
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Swap(fromToken, toToken string, amount *big.Int) (*SwapResult, error)
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SwapExactIn(fromToken, toToken string, amountIn *big.Int) (*SwapResult, error)
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SwapExactOut(fromToken, toToken string, amountOut *big.Int) (*SwapResult, error)
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|
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// Liquidity operations
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AddLiquidity(tokenA, tokenB string, amountADesired, amountBDesired *big.Int) (*LiquidityResult, error)
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RemoveLiquidity(tokenA, tokenB string, liquidity *big.Int) (*LiquidityResult, error)
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// Pricing functions
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GetPrice(fromToken, toToken string, amount *big.Int) (*big.Int, error)
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GetAmountsOut(amountIn *big.Int, path []string) ([]*big.Int, error)
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GetAmountsIn(amountOut *big.Int, path []string) ([]*big.Int, error)
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// Pool information
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GetPoolReserves(tokenA, tokenB string) (*big.Int, *big.Int, error)
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GetPair(tokenA, tokenB string) (common.Address, error)
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// Pool management
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GetAllPools() []Pool
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GetPoolByAddress(address common.Address) (Pool, error)
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// Fee calculations
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GetSwapFee() (*big.Int, error)
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CalculateSlippage(amount *big.Int, slippagePercent float64) (*big.Int, error)
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}
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```
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## Swap Result Structure
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```go
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type SwapResult struct {
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FromToken string
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ToToken string
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AmountIn *big.Int
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AmountOut *big.Int
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ExpectedAmount *big.Int
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GasEstimate *big.Int
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Route []string
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}
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```
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## Liquidity Result Structure
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```go
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type LiquidityResult struct {
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TokenA string
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TokenB string
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AmountA *big.Int
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AmountB *big.Int
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Liquidity *big.Int
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GasEstimate *big.Int
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}
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```
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## Pool Structure
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```go
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type Pool struct {
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Address common.Address
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Token0 string
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Token1 string
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Reserve0 *big.Int
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Reserve1 *big.Int
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Fee *big.Int
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}
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```
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## Error Handling
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- All functions should return standardized errors
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- Network-related errors should be distinguishable
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- Invalid input errors should be clearly identified
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- Slippage tolerance exceeded errors should be handled
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|
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## Implementation Guidelines
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1. All external calls should be properly validated
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2. Input parameters should be sanitized before use
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3. Gas estimation should be performed where possible
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4. Proper timeout handling for external calls
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5. Fallback mechanisms for critical operations
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142
docs/master-plan/03-uniswap-integration.md
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142
docs/master-plan/03-uniswap-integration.md
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# Uniswap Integration Plan
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|
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## Overview
|
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|
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This document outlines the implementation plan for Uniswap exchange support in the MEV bot, covering both V2 and V3 versions.
|
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|
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## Uniswap V2 Implementation
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|
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### Core Contract Addresses
|
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|
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- Router: `0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D`
|
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- Factory: `0x5C69bEe701ef814a2B6a3EDD4B1652CB9cc5aA6f`
|
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|
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### Required Functions
|
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|
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1. **Swap Functions**
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- `swapExactTokensForTokens`
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- `swapTokensForExactTokens`
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- `swapExactETHForTokens`
|
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- `swapTokensForExactETH`
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- `getAmountsOut`
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- `getAmountsIn`
|
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|
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2. **Liquidity Functions**
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- `addLiquidity`
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- `addLiquidityETH`
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- `removeLiquidity`
|
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- `removeLiquidityETH`
|
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- `getReserves`
|
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- `pairFor`
|
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|
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### Implementation Steps
|
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|
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1. Define UniswapV2 struct implementing the Exchange interface
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2. Initialize connection to Uniswap V2 contracts
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3. Implement swap functions with proper slippage handling
|
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4. Implement liquidity functions
|
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5. Implement pricing functions using reserves
|
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6. Add error handling for common failure cases
|
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7. Implement gas estimation for swap and liquidity operations
|
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|
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## Uniswap V3 Implementation
|
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|
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### Core Contract Addresses
|
||||
|
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- Router: `0xE592427A0AEce92De3Edee1F18E0157C05861564`
|
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- Factory: `0x1F98431c8aD98523631AE4a59f267346ea31F984`
|
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|
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## Uniswap V4 Implementation
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|
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### Core Contract Addresses
|
||||
|
||||
- Pool Manager: `0x000000000022D473030F116dDEE9F6B7653f39281251` (placeholder)
|
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- Position Manager: `0x000000000022D473030F116dDEE9F6B7653f39281252` (placeholder)
|
||||
|
||||
### Required Functions
|
||||
|
||||
1. **Swap Functions**
|
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- `exactInputSingle`
|
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- `exactOutputSingle`
|
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- `exactInput`
|
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- `exactOutput`
|
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|
||||
2. **Hook Integration**
|
||||
- Custom hook contracts
|
||||
- Flexible fee mechanisms
|
||||
- Post-swap hooks
|
||||
|
||||
### Implementation Steps
|
||||
|
||||
1. Define UniswapV4 struct implementing the Exchange interface
|
||||
2. Initialize connection to Uniswap V4 contracts
|
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3. Handle hook-based functionality
|
||||
4. Implement swap functions with hook integration
|
||||
5. Add liquidity functions with hook support
|
||||
6. Implement pricing functions using concentrated liquidity
|
||||
7. Add error handling for hook failures
|
||||
8. Implement gas estimation for hook operations
|
||||
|
||||
### Required Functions
|
||||
|
||||
1. **Swap Functions**
|
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- `exactInputSingle`
|
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- `exactOutputSingle`
|
||||
- `exactInput`
|
||||
- `exactOutput`
|
||||
- `getPool`
|
||||
- `getPosition`
|
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|
||||
2. **Liquidity Functions**
|
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- `mint`
|
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- `increaseLiquidity`
|
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- `decreaseLiquidity`
|
||||
- `collect`
|
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- `burn`
|
||||
|
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### Implementation Steps
|
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|
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1. Define UniswapV3 struct implementing the Exchange interface
|
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2. Initialize connection to Uniswap V3 contracts
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3. Handle fee tiers (500, 3000, 10000)
|
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4. Implement multi-hop swap routing
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5. Implement concentrated liquidity operations
|
||||
6. Implement tick-based pricing functions
|
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7. Add support for range orders
|
||||
|
||||
## Pricing Mechanisms
|
||||
|
||||
### Uniswap V2 Pricing
|
||||
|
||||
- Use `getAmountsOut` to calculate expected output
|
||||
- Consider slippage based on trade size relative to pool reserves
|
||||
- Implement fee calculations (0.3% standard fee)
|
||||
|
||||
### Uniswap V3 Pricing
|
||||
|
||||
- Calculate price based on current tick and liquidity
|
||||
- Consider tick range and liquidity distribution
|
||||
- Implement dynamic fee calculations based on pool configuration
|
||||
|
||||
## Testing Plan
|
||||
|
||||
1. Unit tests for all swap functions
|
||||
2. Integration tests with mainnet fork
|
||||
3. Edge case testing (zero amounts, max amounts)
|
||||
4. Gas optimization verification
|
||||
5. Slippage tolerance testing
|
||||
6. Price accuracy verification
|
||||
|
||||
## Performance Considerations
|
||||
|
||||
- Batch operations where possible to reduce gas costs
|
||||
- Cache pool information to reduce external calls
|
||||
- Optimize route selection for multi-hop swaps
|
||||
- Implement efficient price impact calculations
|
||||
|
||||
## Security Considerations
|
||||
|
||||
- Validate all input parameters
|
||||
- Implement proper slippage protection
|
||||
- Prevent sandwich attacks where possible
|
||||
- Sanitize all external data
|
||||
102
docs/master-plan/03a-uniswap-v4-integration.md
Normal file
102
docs/master-plan/03a-uniswap-v4-integration.md
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@@ -0,0 +1,102 @@
|
||||
# Uniswap V4 Integration Plan
|
||||
|
||||
## Overview
|
||||
|
||||
This document outlines the implementation plan for Uniswap V4 exchange support in the MEV bot. Uniswap V4 introduces hooks and a new architecture with the PoolManager contract that allows for more flexible and customizable pool behavior.
|
||||
|
||||
## Contract Architecture
|
||||
|
||||
### Core Contracts
|
||||
|
||||
- PoolManager: `0x000000000022D473030F116dDEE9F6B7653f39281251` (placeholder)
|
||||
- PositionManager: `0x000000000022D473030F116dDEE9F6B7653f39281252` (placeholder)
|
||||
|
||||
### Key Features
|
||||
- Hooks: Custom contracts that can run before/after swaps and liquidity operations
|
||||
- Concentrated Liquidity: Similar to V3 but with more flexibility
|
||||
- Flexible Fees: Dynamic fee structures
|
||||
- Position Management: More efficient position management
|
||||
|
||||
## Core Functions
|
||||
|
||||
### Swap Functions
|
||||
- `exactInputSingle`
|
||||
- `exactOutputSingle`
|
||||
- `exactInput`
|
||||
- `exactOutput`
|
||||
|
||||
### Liquidity Functions
|
||||
- `mint` (add liquidity to a range)
|
||||
- `burn` (remove liquidity from a range)
|
||||
- `increaseLiquidity`
|
||||
- `decreaseLiquidity`
|
||||
- `collect` (collect fees and tokens)
|
||||
|
||||
### Pool Management
|
||||
- `getPool` (get pool address by tokens and hooks)
|
||||
- `getLiquidity` (get liquidity at a tick)
|
||||
- `getPosition` (get liquidity position details)
|
||||
|
||||
## Implementation Steps
|
||||
|
||||
1. Create UniswapV4 struct implementing the Exchange interface
|
||||
2. Initialize connection to Uniswap V4 PoolManager
|
||||
3. Handle hook-based pool creation and management
|
||||
4. Implement swap functions with hook integration
|
||||
5. Implement liquidity functions with hook support
|
||||
6. Implement pricing functions using concentrated liquidity
|
||||
7. Add support for hook-specific parameters
|
||||
8. Implement gas estimation for hook operations
|
||||
9. Add error handling for hook failures
|
||||
|
||||
## Pricing Mechanisms
|
||||
|
||||
### Concentrated Liquidity Pricing
|
||||
- Calculate price based on current tick and liquidity
|
||||
- Consider tick range and liquidity distribution
|
||||
- Implement dynamic fee calculations based on pool configuration
|
||||
- Account for hook-specific pricing adjustments
|
||||
|
||||
### Hook Integration
|
||||
- Support for pre-swap hooks
|
||||
- Support for post-swap hooks
|
||||
- Custom fee calculations based on hooks
|
||||
- Position management with hooks
|
||||
|
||||
## Testing Plan
|
||||
|
||||
1. Unit tests for all swap functions
|
||||
2. Integration tests with mainnet fork
|
||||
3. Hook-specific functionality tests
|
||||
4. Edge case testing (zero amounts, max amounts)
|
||||
5. Gas optimization verification
|
||||
6. Slippage tolerance testing
|
||||
7. Price accuracy verification
|
||||
8. Hook failure scenario testing
|
||||
|
||||
## Performance Considerations
|
||||
|
||||
- Efficient hook execution to minimize gas costs
|
||||
- Batch operations where possible to reduce gas costs
|
||||
- Cache pool and hook information to reduce external calls
|
||||
- Optimize route selection for multi-hop swaps
|
||||
- Implement efficient price impact calculations
|
||||
- Consider hook-specific optimization strategies
|
||||
|
||||
## Security Considerations
|
||||
|
||||
- Validate all input parameters
|
||||
- Implement proper slippage protection
|
||||
- Verify hook contracts are legitimate
|
||||
- Prevent malicious hook execution
|
||||
- Check for reentrancy vulnerabilities in hook contracts
|
||||
- Sanitize all external data from hooks
|
||||
|
||||
## Integration with MEV Bot
|
||||
|
||||
- Identify Uniswap V4-specific arbitrage opportunities
|
||||
- Monitor hook-enabled pools for unique opportunities
|
||||
- Account for hook-specific execution costs
|
||||
- Coordinate with other exchanges for cross-exchange arbitrage
|
||||
- Consider hook-based MEV protection or opportunities
|
||||
- Optimize for V4's more flexible liquidity management
|
||||
94
docs/master-plan/03b-kyber-integration.md
Normal file
94
docs/master-plan/03b-kyber-integration.md
Normal file
@@ -0,0 +1,94 @@
|
||||
# Kyber Integration Plan
|
||||
|
||||
## Overview
|
||||
|
||||
This document outlines the implementation plan for Kyber exchange support in the MEV bot, specifically focusing on Kyber Elastic (V3+) which uses concentrated liquidity similar to Uniswap V3 but with additional flexibility.
|
||||
|
||||
## Contract Architecture
|
||||
|
||||
### Core Contracts
|
||||
|
||||
- Router: `0x613a63565357403C0A62b93c3e5E2a19863c6720` (placeholder)
|
||||
- Pool Factory: `0x5a2206a46A0C1958E3D7478959E6F9777A4A2b76` (placeholder)
|
||||
- Pool Manager: Manages liquidity positions
|
||||
|
||||
### Pool Types
|
||||
- Elastic Pools (concentrated liquidity)
|
||||
- Different fee tiers (400, 1000, 2000, 4000 bps)
|
||||
- Configurable parameters per pool
|
||||
|
||||
## Core Functions
|
||||
|
||||
### Swap Functions
|
||||
- `swap` (single token swap)
|
||||
- `multiswap` (multi-hop swap)
|
||||
- `swapWithPermit` (swap with permit signature)
|
||||
|
||||
### Liquidity Functions
|
||||
- `mint` (add liquidity to a range)
|
||||
- `burn` (remove liquidity from a range)
|
||||
- `collect` (collect fees)
|
||||
- `flash` (flash loans)
|
||||
|
||||
### Pool Management
|
||||
- `getPool` (get pool address by tokens and fee tier)
|
||||
- `getLiquidity` (get liquidity at a tick)
|
||||
- `getPosition` (get liquidity position details)
|
||||
|
||||
## Implementation Steps
|
||||
|
||||
1. Create Kyber struct implementing the Exchange interface
|
||||
2. Initialize connection to Kyber contracts
|
||||
3. Implement concentrated liquidity operations
|
||||
4. Implement swap functions with tick math
|
||||
5. Implement pricing functions using tick-based pricing
|
||||
6. Add support for different fee tiers
|
||||
7. Implement gas estimation for swap and liquidity operations
|
||||
8. Add error handling for common failure cases
|
||||
|
||||
## Pricing Mechanisms
|
||||
|
||||
### Tick-based Pricing
|
||||
- Calculate price based on current tick and liquidity
|
||||
- Consider tick range and liquidity distribution
|
||||
- Implement dynamic fee calculations based on pool configuration
|
||||
|
||||
### Fee Calculation
|
||||
- Kyber uses different fee structures per pool
|
||||
- Fees may vary based on volatility and utilization
|
||||
- Fee growth tracking for position management
|
||||
|
||||
## Testing Plan
|
||||
|
||||
1. Unit tests for all swap functions
|
||||
2. Integration tests with mainnet fork
|
||||
3. Edge case testing (zero amounts, max amounts)
|
||||
4. Gas optimization verification
|
||||
5. Slippage tolerance testing
|
||||
6. Price accuracy verification
|
||||
7. Concentrated liquidity position tests
|
||||
|
||||
## Performance Considerations
|
||||
|
||||
- Efficient tick math implementations
|
||||
- Batch operations where possible to reduce gas costs
|
||||
- Cache pool information to reduce external calls
|
||||
- Optimize route selection for multi-hop swaps
|
||||
- Implement efficient price impact calculations
|
||||
|
||||
## Security Considerations
|
||||
|
||||
- Validate all input parameters
|
||||
- Implement proper slippage protection
|
||||
- Prevent sandwich attacks where possible
|
||||
- Sanitize all external data
|
||||
- Verify hook contracts (if applicable)
|
||||
- Check for reentrancy vulnerabilities
|
||||
|
||||
## Integration with MEV Bot
|
||||
|
||||
- Identify Kyber-specific arbitrage opportunities
|
||||
- Monitor concentrated liquidity pools for profitable swaps
|
||||
- Include position management in liquidity strategies
|
||||
- Coordinate with other exchanges for cross-exchange arbitrage
|
||||
- Account for Kyber's fee structures in profitability calculations
|
||||
96
docs/master-plan/04-sushiswap-integration.md
Normal file
96
docs/master-plan/04-sushiswap-integration.md
Normal file
@@ -0,0 +1,96 @@
|
||||
# SushiSwap Integration Plan
|
||||
|
||||
## Overview
|
||||
|
||||
This document outlines the implementation plan for SushiSwap exchange support in the MEV bot. SushiSwap is largely compatible with Uniswap V2 but has its own contracts and features.
|
||||
|
||||
## Contract Addresses
|
||||
|
||||
### Ethereum Mainnet
|
||||
- Router: `0xd9e1cE17f2641f24aE83637ab66a2cca9C378B9F`
|
||||
- Factory: `0xC0AEe478e3658e2610c5F7A4A2E1777cE9e4f2Ac`
|
||||
|
||||
### Other Networks
|
||||
- Polygon: Router `0x1b02dA8Cb0d097eB8D57A175b88c7D8b47997506`
|
||||
- Arbitrum: Router `0x1b02dA8Cb0d097eB8D57A175b88c7D8b47997506`
|
||||
- Avalanche: Router `0x1b02dA8Cb0d097eB8D57A175b88c7D8b47997506`
|
||||
|
||||
## Core Functions
|
||||
|
||||
### Swap Functions
|
||||
- `swapExactTokensForTokens`
|
||||
- `swapTokensForExactTokens`
|
||||
- `swapExactETHForTokens`
|
||||
- `swapTokensForExactETH`
|
||||
- `getAmountsOut`
|
||||
- `getAmountsIn`
|
||||
|
||||
### Liquidity Functions
|
||||
- `addLiquidity`
|
||||
- `addLiquidityETH`
|
||||
- `removeLiquidity`
|
||||
- `removeLiquidityETH`
|
||||
|
||||
### Sushi-specific Features
|
||||
- Onsen (yield farming) integration
|
||||
- Kashi (lending) integration
|
||||
- SushiBar (staking) integration
|
||||
- MasterChef (liquidity mining) integration
|
||||
- BentoBox (yield aggregator)
|
||||
- Kashi V3 (next-gen lending)
|
||||
|
||||
## Implementation Steps
|
||||
|
||||
1. Create SushiSwap struct implementing the Exchange interface
|
||||
2. Configure multiple network support
|
||||
3. Implement standard Uniswap V2 compatible functions
|
||||
4. Add Sushi-specific reward tracking
|
||||
5. Implement SushiBar staking functions
|
||||
6. Add MasterChef integration for liquidity mining
|
||||
7. Implement cross-chain liquidity tracking
|
||||
|
||||
## Pricing Mechanisms
|
||||
|
||||
### Standard AMM Pricing
|
||||
- Use reserves to calculate price impact
|
||||
- Apply standard constant product formula: x * y = k
|
||||
- Consider 0.3% swap fee in calculations
|
||||
|
||||
### Special Considerations
|
||||
- Handle Sushi reward calculations
|
||||
- Consider MasterChef incentive effects on liquidity
|
||||
- Track special pools with additional rewards
|
||||
|
||||
## Testing Plan
|
||||
|
||||
1. Unit tests for all swap functions
|
||||
2. Cross-network functionality verification
|
||||
3. Sushi reward tracking validation
|
||||
4. Liquidity mining calculations
|
||||
5. Integration tests with mainnet fork
|
||||
6. Edge case testing (zero amounts, max amounts)
|
||||
7. Price accuracy verification
|
||||
|
||||
## Performance Considerations
|
||||
|
||||
- Leverage existing Uniswap V2 knowledge for faster implementation
|
||||
- Optimize for multi-chain deployment
|
||||
- Cache frequently accessed pool information
|
||||
- Batch operations to reduce transaction costs
|
||||
- Consider SushiBar staking as liquidity source
|
||||
|
||||
## Security Considerations
|
||||
|
||||
- Validate all input parameters
|
||||
- Implement proper slippage protection
|
||||
- Sanitize data from external contracts
|
||||
- Verify contract addresses on different chains
|
||||
- Handle chain-specific security requirements
|
||||
|
||||
## Integration with MEV Bot
|
||||
|
||||
- Identify SushiSwap-specific arbitrage opportunities
|
||||
- Monitor Onsen pools for profitable swaps
|
||||
- Track Sushi rewards in opportunity evaluation
|
||||
- Include MasterChef incentives in profitability calculations
|
||||
- Coordinate with other exchanges for cross-exchange arbitrage
|
||||
102
docs/master-plan/05-curve-integration.md
Normal file
102
docs/master-plan/05-curve-integration.md
Normal file
@@ -0,0 +1,102 @@
|
||||
# Curve Integration Plan
|
||||
|
||||
## Overview
|
||||
|
||||
This document outlines the implementation plan for Curve exchange support in the MEV bot. Curve specializes in stablecoin and pegged-asset swaps with low slippage and low fees.
|
||||
|
||||
## Contract Architecture
|
||||
|
||||
### Core Contracts
|
||||
- Main Registry: `0x7D86446dDb609eD0F5f8684AcF3037Ffb6149cC6`
|
||||
- Factory Registry: `0xF1815bdCbcC67D79Cbb7B3C7b2E6d9992E6C1e86`
|
||||
- Router: `0x8474DdbE98F5aC77e0C38b3C97ad441436D69d2C`
|
||||
- Exchange Proxy: `0xD152CC3E6A9Ca3Cd5085767eD16a8921152B6867`
|
||||
|
||||
### Pool Types
|
||||
- StableSwap pools (3pool, 4pool, etc.)
|
||||
- CryptoSwap pools (tricrypto, etc.)
|
||||
- MetaStable pools
|
||||
- Lending pools
|
||||
- Factory pools
|
||||
|
||||
## Core Functions
|
||||
|
||||
### Swap Functions
|
||||
- `exchange` (basic swap)
|
||||
- `exchange_underlying` (swap underlying assets)
|
||||
- `get_dy` (calculate output without executing)
|
||||
- `get_dx` (calculate input without executing)
|
||||
- `exchange_extra` (swap with additional features)
|
||||
|
||||
### Pool Management
|
||||
- `add_liquidity`
|
||||
- `remove_liquidity`
|
||||
- `remove_liquidity_one_coin`
|
||||
- `calc_token_amount` (estimate LP token amount)
|
||||
- `calc_withdraw_one_coin` (estimate withdrawal amount)
|
||||
|
||||
### Pool-Specific Functions
|
||||
- Pool-specific swap functions for different curve types
|
||||
- Virtual price calculations
|
||||
- Fee distribution functions
|
||||
- Pool parameter modifications
|
||||
|
||||
## Implementation Steps
|
||||
|
||||
1. Create Curve struct implementing the Exchange interface
|
||||
2. Implement adapter for different pool types
|
||||
3. Handle curve's unique pricing mechanism (constant function AMM optimized for similar assets)
|
||||
4. Implement multi-hop swaps between different pool types
|
||||
5. Add support for underlying asset swaps
|
||||
6. Implement virtual price calculations
|
||||
7. Add support for factory-deployed pools
|
||||
8. Create pool discovery and indexing functions
|
||||
|
||||
## Pricing Mechanisms
|
||||
|
||||
### Curve-Specific Pricing
|
||||
- Use Curve's mathematical formula for stablecoin swaps
|
||||
- Account for amplification coefficient (A)
|
||||
- Consider fee structure (dynamic based on trade size)
|
||||
- Handle different pool types with varying parameters
|
||||
- Calculate virtual price for accurate pricing
|
||||
|
||||
### Multi-Asset Pools
|
||||
- Support for pools with 2, 3, 4+ assets
|
||||
- Handle asymmetric deposits/withdrawals
|
||||
- Calculate effective rates between different asset pairs
|
||||
|
||||
## Testing Plan
|
||||
|
||||
1. Unit tests for stablecoin swap functions
|
||||
2. Testing with different amplification coefficients
|
||||
3. Virtual price calculation verification
|
||||
4. Multi-asset pool testing
|
||||
5. Factory pool integration tests
|
||||
6. Edge case testing (extreme amounts, pool imbalance)
|
||||
7. Price accuracy verification across different pool types
|
||||
8. Gas optimization testing
|
||||
|
||||
## Performance Considerations
|
||||
|
||||
- Optimize for low slippage stablecoin swaps
|
||||
- Cache pool parameters to reduce external calls
|
||||
- Implement efficient multi-hop routing
|
||||
- Consider pool liquidity depth for trade execution
|
||||
- Batch operations where possible
|
||||
|
||||
## Security Considerations
|
||||
|
||||
- Validate curve pool addresses and parameters
|
||||
- Implement proper slippage protection despite low slippage
|
||||
- Handle emergency pause functions
|
||||
- Verify gauge contracts for liquidity mining
|
||||
- Sanitize data from external curve contracts
|
||||
|
||||
## Integration with MEV Bot
|
||||
|
||||
- Identify curve-specific arbitrage opportunities
|
||||
- Monitor stablecoin pools for profitable swaps
|
||||
- Track meta-stable pools for cross-chain opportunities
|
||||
- Include lending pools in yield farming strategies
|
||||
- Coordinate with other exchanges for maximum profit
|
||||
107
docs/master-plan/06-balancer-integration.md
Normal file
107
docs/master-plan/06-balancer-integration.md
Normal file
@@ -0,0 +1,107 @@
|
||||
# Balancer Integration Plan
|
||||
|
||||
## Overview
|
||||
|
||||
This document outlines the implementation plan for Balancer exchange support in the MEV bot. Balancer is an automated portfolio manager, liquidity provider, and price sensor that supports pools with up to 8 tokens at any weighted ratio.
|
||||
|
||||
## Contract Architecture
|
||||
|
||||
### Core Contracts
|
||||
- Vault: `0xBA12222222228d8Ba445958a75a0704d566BF2C8`
|
||||
- Weighted Pool Factory: `0x8E9AA87E45e92bad84D5F8DD1bfc9578C171874D`
|
||||
- Stable Pool Factory: `0xc66Ba2b6595d3613CCe04132849632C544f5C791`
|
||||
- Liquidity Bootstrapping Pool Factory: `0x7512224C69C447D30793f18fCD4AC25f830c6308`
|
||||
- MetaStable Pool Factory: `0x67d2691E47E8834e0D0955Fd0f1FA0d14C59b3c1`
|
||||
|
||||
### Pool Types
|
||||
- Weighted Pools (constant weight AMM)
|
||||
- Stable Pools (for similarly-priced assets)
|
||||
- Liquidity Bootstrapping Pools (LBP)
|
||||
- MetaStable Pools
|
||||
- Composable Stable Pools
|
||||
|
||||
## Core Functions
|
||||
|
||||
### Swap Functions
|
||||
- `batchSwap` (single function for all swap types)
|
||||
- `queryBatchSwap` (simulate swaps without execution)
|
||||
- Pool-specific swap functions
|
||||
|
||||
### Liquidity Functions
|
||||
- `joinPool` (add liquidity)
|
||||
- `exitPool` (remove liquidity)
|
||||
- `queryJoin` (simulate adding liquidity)
|
||||
- `queryExit` (simulate removing liquidity)
|
||||
|
||||
### Vault Functions
|
||||
- `manageUserBalance` (internal token transfers)
|
||||
- `managePoolBalance` (pool-specific operations)
|
||||
- `getPoolTokens` (get pool composition)
|
||||
- `getPoolId` (get pool identifier)
|
||||
|
||||
## Implementation Steps
|
||||
|
||||
1. Create Balancer struct implementing the Exchange interface
|
||||
2. Implement Vault interaction layer
|
||||
3. Handle different pool types with appropriate pricing models
|
||||
4. Implement batchSwap functionality for multi-hop trades
|
||||
5. Add pool discovery and indexing functions
|
||||
6. Create weighted pool management functions
|
||||
7. Implement stable pool functions for similar assets
|
||||
8. Add support for Liquidity Bootstrapping Pools
|
||||
|
||||
## Pricing Mechanisms
|
||||
|
||||
### Weighted Pool Pricing
|
||||
- Implement constant mean market maker formula
|
||||
- Handle pool weights and token balances
|
||||
- Calculate spot prices based on weights
|
||||
- Account for swap fees which are configurable per pool
|
||||
|
||||
### Stable Pool Pricing
|
||||
- Use StableMath library for stablecoin swaps
|
||||
- Handle amplification parameters
|
||||
- Consider fee structure for stable pools
|
||||
- Implement efficient computation for multi-asset swaps
|
||||
|
||||
### Balancer-Specific Considerations
|
||||
- Account for different fee structures per pool
|
||||
- Handle pool specialization (GENERAL, MINIMAL_SWAP_INFO, TWO_TOKEN)
|
||||
- Consider oracle-enabled pools for price tracking
|
||||
- Handle pool weights that can change over time (Gradual Weight Updates)
|
||||
|
||||
## Testing Plan
|
||||
|
||||
1. Unit tests for weighted pool swaps
|
||||
2. Stable pool functionality testing
|
||||
3. Multi-hop trade execution testing
|
||||
4. Pool composition verification
|
||||
5. Fee calculation accuracy testing
|
||||
6. Edge case testing (pool imbalance, extreme weights)
|
||||
7. Integration tests with mainnet fork
|
||||
8. Gas optimization verification
|
||||
|
||||
## Performance Considerations
|
||||
|
||||
- Efficient batch operations using Vault
|
||||
- Optimize for pools with different token counts
|
||||
- Cache pool composition and weights
|
||||
- Implement efficient routing for multi-token pools
|
||||
- Consider pool liquidity depth for trade execution
|
||||
|
||||
## Security Considerations
|
||||
|
||||
- Validate pool parameters and token composition
|
||||
- Implement proper slippage protection
|
||||
- Verify pool permissions and restrictions
|
||||
- Handle pool-level rate limits
|
||||
- Check for pool-specific security measures
|
||||
|
||||
## Integration with MEV Bot
|
||||
|
||||
- Identify Balancer-specific arbitrage opportunities
|
||||
- Monitor weighted pools for profitable swaps
|
||||
- Track LBP opportunities during new token launches
|
||||
- Include stable pools in stablecoin strategies
|
||||
- Coordinate with other exchanges for cross-exchange arbitrage
|
||||
- Consider Balancer's voting escrow (veBAL) incentives
|
||||
111
docs/master-plan/07-pancakeswap-integration.md
Normal file
111
docs/master-plan/07-pancakeswap-integration.md
Normal file
@@ -0,0 +1,111 @@
|
||||
# PancakeSwap Integration Plan
|
||||
|
||||
## Overview
|
||||
|
||||
This document outlines the implementation plan for PancakeSwap exchange support in the MEV bot. PancakeSwap is a decentralized exchange running on Binance Smart Chain, offering similar functionality to Uniswap but with BNB chain-specific features.
|
||||
|
||||
## Contract Architecture
|
||||
|
||||
### Core Contracts
|
||||
- Router: `0x10ED43C718612782E9E672E01bCc53Bb3a3b6B2e` (V2), `0x13f4EA83D0bd40E75C8222255bc855a9243358F6` (V3)
|
||||
- Factory: `0xcA143Ce32Fe78f1f7019d7d551a6402fC535aa17` (V2), `0x0BFbCF9fa4f9C56B0F40a6C1cA9bC67Ec9872923` (V3)
|
||||
- MasterChef: `0xa5f8C5Dbd5F286960b9d90548680aE5ebFf07652` (V2 farming)
|
||||
- MasterChefV3: `0x556B9306565093C852F783C116e951053Ac0C548`
|
||||
|
||||
### Unique Features
|
||||
- Syrup Pools (single asset staking)
|
||||
- Prediction markets
|
||||
- Lottery
|
||||
- NFT marketplace integration
|
||||
|
||||
## Core Functions
|
||||
|
||||
### V2 Swap Functions
|
||||
- `swapExactTokensForTokens`
|
||||
- `swapTokensForExactTokens`
|
||||
- `swapExactBNBForTokens`
|
||||
- `swapTokensForExactBNB`
|
||||
- `getAmountsOut`
|
||||
- `getAmountsIn`
|
||||
|
||||
### V3 Swap Functions
|
||||
- `exactInputSingle`
|
||||
- `exactOutputSingle`
|
||||
- `exactInput`
|
||||
- `exactOutput`
|
||||
|
||||
### Liquidity Functions
|
||||
- `addLiquidity`
|
||||
- `addLiquidityBNB`
|
||||
- `removeLiquidity`
|
||||
- `removeLiquidityBNB`
|
||||
|
||||
### Farming Functions
|
||||
- `deposit` (to MasterChef)
|
||||
- `withdraw` (from MasterChef)
|
||||
- `pendingCake` (pending rewards)
|
||||
|
||||
## Implementation Steps
|
||||
|
||||
1. Create PancakeSwap struct implementing the Exchange interface
|
||||
2. Implement both V2 and V3 contract support
|
||||
3. Handle BNB-specific swap functions
|
||||
4. Implement MasterChef integration for yield farming
|
||||
5. Add Syrup Pool support
|
||||
6. Create BSC-specific gas estimation
|
||||
7. Implement PCS-specific routing logic
|
||||
8. Add support for PCS tokens and farms
|
||||
|
||||
## Pricing Mechanisms
|
||||
|
||||
### V2 Pricing
|
||||
- Standard constant product AMM formula
|
||||
- 0.25% swap fee (compared to 0.3% on Uniswap)
|
||||
- Use reserves to calculate price impact
|
||||
|
||||
### V3 Pricing
|
||||
- Concentrated liquidity model
|
||||
- Tick-based pricing mechanism
|
||||
- Variable swap fees based on pool (0.01%, 0.05%, 0.25%, 1%)
|
||||
|
||||
### PCS-Specific Considerations
|
||||
- Lower standard swap fees (0.25% vs 0.3%)
|
||||
- BNB integration for direct swaps
|
||||
- Farming reward tracking in profitability calculations
|
||||
|
||||
## Testing Plan
|
||||
|
||||
1. Unit tests for V2 and V3 swap functions
|
||||
2. BNB-specific swap testing
|
||||
3. MasterChef integration testing
|
||||
4. Syrup Pool functionality verification
|
||||
5. Cross-chain arbitrage opportunity testing
|
||||
6. Edge case testing (zero amounts, max amounts)
|
||||
7. Price accuracy verification
|
||||
8. Gas optimization testing on BSC
|
||||
|
||||
## Performance Considerations
|
||||
|
||||
- BSC's faster block times (compared to Ethereum)
|
||||
- Lower gas costs for more frequent operations
|
||||
- Efficient routing between V2 and V3 pools
|
||||
- Cache frequently accessed pool information
|
||||
- Batch operations to reduce transaction costs
|
||||
|
||||
## Security Considerations
|
||||
|
||||
- Validate BSC-specific contract addresses
|
||||
- Implement proper slippage protection
|
||||
- Handle BSC's different security model
|
||||
- Verify farm and pool parameters
|
||||
- Sanitize data from external PCS contracts
|
||||
|
||||
## Integration with MEV Bot
|
||||
|
||||
- Identify PCS-specific arbitrage opportunities
|
||||
- Monitor V2 and V3 pools for profitable swaps
|
||||
- Track farming rewards in profitability calculations
|
||||
- Include Syrup Pools in yield strategies
|
||||
- Coordinate with other exchanges for cross-chain arbitrage
|
||||
- Consider CAKE token incentives in trade decisions
|
||||
- Monitor new farm launches for early entry opportunities
|
||||
103
docs/master-plan/08-dex-aggregators.md
Normal file
103
docs/master-plan/08-dex-aggregators.md
Normal file
@@ -0,0 +1,103 @@
|
||||
# DEX Aggregator Integration Plan
|
||||
|
||||
## Overview
|
||||
|
||||
This document outlines the implementation plan for integrating with DEX aggregators in the MEV bot. DEX aggregators source liquidity from multiple exchanges to provide better prices and lower slippage.
|
||||
|
||||
## Major DEX Aggregators
|
||||
|
||||
### 1inch
|
||||
- Contract: `0x1111111254fb6c44bAC0beD2854e76F90643097d` (mainnet)
|
||||
- Features: Multi-chain support, gas estimation, complex routing
|
||||
|
||||
### ParaSwap
|
||||
- Contract: `0xDEF171Fe48CF0115B1d80b88dc8eAB59176FEe57`
|
||||
- Features: Open-source API, multiple DEX support, price optimization
|
||||
|
||||
### Matcha (0x)
|
||||
- Contract: Various proxy contracts
|
||||
- Features: Multi-DEX integration, API support, MEV protection
|
||||
|
||||
### OpenOcean
|
||||
- Features: Cross-chain aggregation, gasless swaps
|
||||
- Contract: Multiple chain-specific contracts
|
||||
|
||||
## Core Functions
|
||||
|
||||
### Swap Functions
|
||||
- `swap` (executing trades)
|
||||
- `unoswap` (1inch specific)
|
||||
- `multiswap` (multi-hop routing)
|
||||
- `buy` (for reverse trades)
|
||||
|
||||
### Quote Functions
|
||||
- `getRate` (price estimation)
|
||||
- `getAmountsOut` (with multi-DEX routing)
|
||||
- `getSwapCalldata` (for simulation)
|
||||
|
||||
### Aggregation Functions
|
||||
- Route optimization across multiple DEXs
|
||||
- Gas cost comparison
|
||||
- Price impact minimization
|
||||
|
||||
## Implementation Steps
|
||||
|
||||
1. Create Aggregator struct implementing the Exchange interface
|
||||
2. Implement 1inch aggregation functionality
|
||||
3. Add ParaSwap integration
|
||||
4. Integrate Matcha/0x
|
||||
5. Add OpenOcean support
|
||||
6. Implement routing optimization algorithm
|
||||
7. Create gas estimation functions
|
||||
8. Add multi-chain support
|
||||
|
||||
## Pricing Mechanisms
|
||||
|
||||
### Multi-DEX Routing
|
||||
- Compare prices across multiple exchanges
|
||||
- Consider gas costs in profitability
|
||||
- Account for slippage across different platforms
|
||||
- Optimize route based on total cost (swap + gas)
|
||||
|
||||
### Aggregation-Specific Considerations
|
||||
- Split trades across multiple DEXs to reduce slippage
|
||||
- Consider front-running protection
|
||||
- Account for different fee structures
|
||||
- Evaluate MEV protection mechanisms
|
||||
|
||||
## Testing Plan
|
||||
|
||||
1. Unit tests for each aggregator integration
|
||||
2. Price comparison accuracy testing
|
||||
3. Route optimization verification
|
||||
4. Gas estimation accuracy testing
|
||||
5. Multi-hop trade execution testing
|
||||
6. Edge case testing (large trades, multiple splits)
|
||||
7. Cross-chain functionality testing
|
||||
8. Performance comparison with direct DEX swaps
|
||||
|
||||
## Performance Considerations
|
||||
|
||||
- Optimize for lowest possible slippage
|
||||
- Minimize gas costs across all operations
|
||||
- Efficient routing algorithms
|
||||
- Cache commonly used routes
|
||||
- Batch operations where possible
|
||||
- Consider transaction complexity limits
|
||||
|
||||
## Security Considerations
|
||||
|
||||
- Validate aggregator contract addresses
|
||||
- Implement proper slippage protection
|
||||
- Verify routing safety
|
||||
- Consider MEV risks in aggregation
|
||||
- Sanitize data from multiple DEX sources
|
||||
|
||||
## Integration with MEV Bot
|
||||
|
||||
- Compare aggregator routes with direct swaps
|
||||
- Include gas costs in profitability calculations
|
||||
- Monitor aggregator-specific MEV opportunities
|
||||
- Track split trades as potential MEV targets
|
||||
- Consider front-running protection for aggregated trades
|
||||
- Optimize for different trade sizes and market conditions
|
||||
93
docs/master-plan/09-cross-exchange-arbitrage.md
Normal file
93
docs/master-plan/09-cross-exchange-arbitrage.md
Normal file
@@ -0,0 +1,93 @@
|
||||
# Cross-Exchange Arbitrage Integration Plan
|
||||
|
||||
## Overview
|
||||
|
||||
This document outlines the implementation plan for identifying and executing cross-exchange arbitrage opportunities in the MEV bot. This involves finding price differences between exchanges for the same asset pair and executing profitable trades.
|
||||
|
||||
## Core Components
|
||||
|
||||
### Opportunity Detection
|
||||
- Real-time price monitoring across exchanges
|
||||
- Latency-optimized price feeds
|
||||
- Cross-exchange comparison algorithms
|
||||
- Profit calculation considering gas costs
|
||||
|
||||
### Supported Arbitrage Types
|
||||
- Direct arbitrage (A→B on exchange 1, B→A on exchange 2)
|
||||
- Triangle arbitrage (A→B→C→A across multiple exchanges)
|
||||
- Multi-hop arbitrage (complex routing across multiple exchanges)
|
||||
- Cross-chain arbitrage (same token on different chains)
|
||||
|
||||
### Execution Strategies
|
||||
- Atomic arbitrage (single transaction)
|
||||
- Multi-transaction arbitrage
|
||||
- Sandwich-resistant arbitrage
|
||||
- Gas-optimized execution
|
||||
|
||||
## Implementation Steps
|
||||
|
||||
1. Create Arbitrage struct for opportunity detection and execution
|
||||
2. Implement real-time price monitoring across exchanges
|
||||
3. Develop latency-optimized price comparison functions
|
||||
4. Add gas cost estimation for arbitrage transactions
|
||||
5. Implement atomic arbitrage execution
|
||||
6. Create multi-transaction arbitrage strategies
|
||||
7. Add protection against frontrunning
|
||||
8. Implement risk management functions
|
||||
|
||||
## Pricing and Profitability
|
||||
|
||||
### Cross-Exchange Price Comparison
|
||||
- Real-time price feeds from all supported exchanges
|
||||
- Price normalization across different exchange types
|
||||
- Time-adjusted pricing for fast-moving markets
|
||||
- Slippage estimation for trade execution
|
||||
|
||||
### Profit Calculation
|
||||
- Calculate potential profit before gas costs
|
||||
- Factor in gas costs for the arbitrage transaction
|
||||
- Account for execution uncertainty
|
||||
- Consider minimum profitability thresholds
|
||||
|
||||
### Risk Management
|
||||
- Slippage protection for large trades
|
||||
- Volume consideration based on pool liquidity
|
||||
- Market volatility adjustment
|
||||
- Maximum trade size limits
|
||||
|
||||
## Testing Plan
|
||||
|
||||
1. Historical backtesting of arbitrage opportunities
|
||||
2. Simulation of arbitrage execution
|
||||
3. Gas cost estimation accuracy testing
|
||||
4. Front-running resistance testing
|
||||
5. Risk management function verification
|
||||
6. Edge case testing (volatile markets, low liquidity)
|
||||
7. Performance testing under high-frequency conditions
|
||||
8. Accuracy of profit calculation
|
||||
|
||||
## Performance Considerations
|
||||
|
||||
- Extremely low-latency price monitoring
|
||||
- Optimized comparison algorithms
|
||||
- Efficient gas estimation
|
||||
- Fast transaction construction
|
||||
- Minimal external calls during opportunity evaluation
|
||||
- Caching of exchange state where possible
|
||||
|
||||
## Security Considerations
|
||||
|
||||
- Proper validation of opportunity parameters
|
||||
- Slippage protection implementation
|
||||
- Gas price monitoring and adjustment
|
||||
- Protection against invalid opportunity signals
|
||||
- Validation of exchange state before execution
|
||||
|
||||
## Integration with MEV Bot
|
||||
|
||||
- Coordinate with individual exchange modules
|
||||
- Integrate with transaction submission system
|
||||
- Include in overall profitability evaluation
|
||||
- Consider network congestion in execution timing
|
||||
- Track performance and frequency of successful arbitrages
|
||||
- Optimize for different market conditions
|
||||
131
docs/master-plan/10-development-testing.md
Normal file
131
docs/master-plan/10-development-testing.md
Normal file
@@ -0,0 +1,131 @@
|
||||
# Development and Testing Plan
|
||||
|
||||
## Overview
|
||||
|
||||
This document outlines the development methodology and testing strategy for implementing exchange-specific helper libraries in the MEV bot project.
|
||||
|
||||
## Development Methodology
|
||||
|
||||
### Iterative Development
|
||||
1. Implement core interface for each exchange
|
||||
2. Add basic swap functionality
|
||||
3. Implement liquidity operations
|
||||
4. Add pricing functions
|
||||
5. Enhance with exchange-specific features
|
||||
6. Optimize performance
|
||||
|
||||
### Code Organization
|
||||
- Separate packages for each exchange: `pkg/exchanges/uniswap`, `pkg/exchanges/sushiswap`, etc.
|
||||
- Shared interfaces in `pkg/interfaces`
|
||||
- Common utilities in `pkg/utils`
|
||||
- Configuration in `pkg/config`
|
||||
|
||||
### Version Control
|
||||
- Feature branches for each exchange implementation
|
||||
- Regular integration with main branch
|
||||
- Clear commit messages following conventional commits
|
||||
- Pull request reviews for all changes
|
||||
|
||||
## Testing Strategy
|
||||
|
||||
### Unit Testing
|
||||
- Test each function in isolation
|
||||
- Mock external dependencies
|
||||
- Test edge cases and error conditions
|
||||
- Verify interface compliance
|
||||
- Target >90% code coverage for core exchange functions
|
||||
|
||||
### Integration Testing
|
||||
- Test with mainnet fork environments
|
||||
- Validate against real exchange contracts
|
||||
- Test multi-step operations
|
||||
- Verify gas cost estimations
|
||||
- Cross-platform consistency checks
|
||||
|
||||
### Performance Testing
|
||||
- Measure execution latency
|
||||
- Test throughput under load
|
||||
- Benchmark gas consumption
|
||||
- Profile memory usage
|
||||
- Stress test with high-frequency requests
|
||||
|
||||
### Security Testing
|
||||
- Validate input sanitization
|
||||
- Test for common vulnerabilities
|
||||
- Verify slippage protection
|
||||
- Check for reentrancy issues
|
||||
- Audit external calls
|
||||
|
||||
## Quality Assurance
|
||||
|
||||
### Code Review Process
|
||||
- Required review for all pull requests
|
||||
- Automated linting and formatting
|
||||
- Security checks with gosec
|
||||
- Documentation verification
|
||||
- Test coverage verification
|
||||
|
||||
### Continuous Integration
|
||||
- Automated testing on push/PR
|
||||
- Build verification
|
||||
- Security scanning
|
||||
- Performance regression checks
|
||||
- Code quality metrics
|
||||
|
||||
## Implementation Timeline
|
||||
|
||||
### Phase 1: Foundation (Week 1-2)
|
||||
- Set up project structure
|
||||
- Implement common interfaces
|
||||
- Create base exchange module
|
||||
- Set up testing framework
|
||||
|
||||
### Phase 2: Core Exchanges (Week 3-6)
|
||||
- Implement Uniswap V2/V3 support
|
||||
- Implement SushiSwap support
|
||||
- Add basic Curve support
|
||||
- Complete unit tests for core exchanges
|
||||
|
||||
### Phase 3: Advanced Exchanges (Week 7-9)
|
||||
- Implement Balancer support
|
||||
- Implement PancakeSwap support
|
||||
- Add DEX aggregator support
|
||||
- Complete integration tests
|
||||
|
||||
### Phase 4: Arbitrage & Optimization (Week 10-12)
|
||||
- Implement cross-exchange arbitrage
|
||||
- Performance optimization
|
||||
- Security hardening
|
||||
- Final testing and documentation
|
||||
|
||||
## Tools and Infrastructure
|
||||
|
||||
### Development Tools
|
||||
- Go 1.21+
|
||||
- Ethereum development framework (Geth/Erigon)
|
||||
- Test automation tools
|
||||
- Profiling and debugging tools
|
||||
- Code coverage tools
|
||||
|
||||
### Testing Infrastructure
|
||||
- Local Ethereum node
|
||||
- Mainnet fork environment
|
||||
- Testnet deployment
|
||||
- Mock exchange contracts
|
||||
- Performance benchmarking tools
|
||||
|
||||
## Risk Management
|
||||
|
||||
### Technical Risks
|
||||
- Smart contract changes affecting compatibility
|
||||
- Gas cost fluctuations
|
||||
- Network congestion
|
||||
- Price feed inaccuracies
|
||||
- Security vulnerabilities
|
||||
|
||||
### Mitigation Strategies
|
||||
- Regular contract verification
|
||||
- Gas price monitoring
|
||||
- Multiple price feed sources
|
||||
- Comprehensive testing
|
||||
- Security audits
|
||||
174
docs/master-plan/11-deployment-monitoring.md
Normal file
174
docs/master-plan/11-deployment-monitoring.md
Normal file
@@ -0,0 +1,174 @@
|
||||
# Deployment and Monitoring Plan
|
||||
|
||||
## Overview
|
||||
|
||||
This document outlines the deployment strategy and monitoring requirements for the exchange-specific helper libraries in the MEV bot project.
|
||||
|
||||
## Deployment Strategy
|
||||
|
||||
### Environment Configuration
|
||||
- Development: Local environment with testnet contracts
|
||||
- Staging: Private network with mainnet contracts
|
||||
- Production: Mainnet with proper security measures
|
||||
|
||||
### Deployment Process
|
||||
1. Automated build and compilation
|
||||
2. Pre-deployment validation checks
|
||||
3. Staging environment testing
|
||||
4. Production deployment
|
||||
5. Post-deployment health verification
|
||||
|
||||
### Configuration Management
|
||||
- Environment-specific configuration files
|
||||
- Secure credential management
|
||||
- Feature flagging for gradual rollouts
|
||||
- Contract address management per network
|
||||
- API key and endpoint management
|
||||
|
||||
## Monitoring Requirements
|
||||
|
||||
### Performance Metrics
|
||||
- API response times
|
||||
- Transaction execution latency
|
||||
- Gas cost tracking
|
||||
- Throughput measurements
|
||||
- Success/failure rates
|
||||
|
||||
### Business Metrics
|
||||
- Number of successful swaps
|
||||
- Liquidity operations executed
|
||||
- Arbitrage opportunities captured
|
||||
- Profitability tracking
|
||||
- Exchange utilization rates
|
||||
|
||||
### System Metrics
|
||||
- Memory usage
|
||||
- CPU utilization
|
||||
- Network I/O
|
||||
- Database performance
|
||||
- Error rates
|
||||
|
||||
## Alerting System
|
||||
|
||||
### Critical Alerts
|
||||
- Failed transactions
|
||||
- Security incidents
|
||||
- Significant performance degradation
|
||||
- Profitability drops
|
||||
- Exchange connectivity issues
|
||||
|
||||
### Warning Alerts
|
||||
- High slippage in trades
|
||||
- Low liquidity pools
|
||||
- Unusual price differences
|
||||
- API rate limiting
|
||||
- Memory usage approaching limits
|
||||
|
||||
### Monitoring Tools
|
||||
- Prometheus for metrics collection
|
||||
- Grafana for dashboard visualization
|
||||
- AlertManager for notification routing
|
||||
- ELK stack for log analysis
|
||||
- Custom health check endpoints
|
||||
|
||||
## Logging Strategy
|
||||
|
||||
### Log Levels
|
||||
- DEBUG: Detailed diagnostic information
|
||||
- INFO: General operational information
|
||||
- WARN: Potential issues requiring attention
|
||||
- ERROR: Problems in operation
|
||||
- CRITICAL: Critical problems requiring immediate attention
|
||||
|
||||
### Log Content
|
||||
- Transaction details and outcomes
|
||||
- Performance metrics
|
||||
- Error stack traces
|
||||
- Exchange communication logs
|
||||
- Profitability calculations
|
||||
|
||||
### Log Management
|
||||
- Structured logging format (JSON)
|
||||
- Centralized log aggregation
|
||||
- Log retention policies
|
||||
- Log rotation and archival
|
||||
- Searchable log indices
|
||||
|
||||
## Security Monitoring
|
||||
|
||||
### Anomaly Detection
|
||||
- Unusual transaction patterns
|
||||
- Abnormal gas consumption
|
||||
- Unexpected contract interactions
|
||||
- Suspicious API access patterns
|
||||
- Deviation from expected behavior
|
||||
|
||||
### Compliance Tracking
|
||||
- Transaction volume monitoring
|
||||
- Profit reporting
|
||||
- Risk exposure tracking
|
||||
- Regulatory compliance checks
|
||||
- Audit trail maintenance
|
||||
|
||||
## Maintenance Procedures
|
||||
|
||||
### Regular Maintenance
|
||||
- Dependency updates
|
||||
- Security patching
|
||||
- Performance tuning
|
||||
- Database optimization
|
||||
- Configuration reviews
|
||||
|
||||
### Incident Response
|
||||
- Issue detection and classification
|
||||
- Escalation procedures
|
||||
- Rollback strategies
|
||||
- Communication protocols
|
||||
- Post-incident analysis
|
||||
|
||||
## Rollback Plan
|
||||
|
||||
### Automated Rollback Conditions
|
||||
- Critical system failures
|
||||
- Security vulnerabilities
|
||||
- Significant profit degradation
|
||||
- Unforeseen side effects
|
||||
|
||||
### Rollback Procedures
|
||||
- Version rollback to last known good state
|
||||
- Configuration rollback
|
||||
- Database migration reversal
|
||||
- Health check verification
|
||||
- Communication to stakeholders
|
||||
|
||||
## Backup and Recovery
|
||||
|
||||
### Data Backup
|
||||
- Configuration files
|
||||
- Transaction history
|
||||
- Performance metrics
|
||||
- Log archives
|
||||
- Database snapshots
|
||||
|
||||
### Recovery Procedures
|
||||
- System restoration from backups
|
||||
- Data integrity verification
|
||||
- Service verification
|
||||
- Communication to stakeholders
|
||||
- Post-recovery validation
|
||||
|
||||
## Performance Optimization
|
||||
|
||||
### Continuous Optimization
|
||||
- Regular performance profiling
|
||||
- Query optimization
|
||||
- Resource allocation adjustment
|
||||
- Caching strategy review
|
||||
- Algorithm efficiency improvements
|
||||
|
||||
### Scaling Considerations
|
||||
- Horizontal scaling capabilities
|
||||
- Load balancing mechanisms
|
||||
- Database connection management
|
||||
- Caching layer optimization
|
||||
- Circuit breaker implementation
|
||||
116
docs/master-plan/12-summary-roadmap.md
Normal file
116
docs/master-plan/12-summary-roadmap.md
Normal file
@@ -0,0 +1,116 @@
|
||||
# MEV Bot Master Plan Summary & Roadmap
|
||||
|
||||
## Project Summary
|
||||
|
||||
This master plan outlines the comprehensive implementation of exchange-specific helper libraries for the MEV bot. The project encompasses support for multiple DEX protocols including Uniswap, SushiSwap, Curve, Balancer, PancakeSwap, and DEX aggregators, with advanced cross-exchange arbitrage capabilities.
|
||||
|
||||
## Project Scope
|
||||
|
||||
### Core Components
|
||||
1. Common interface definitions for all exchanges
|
||||
2. Exchange-specific implementation modules
|
||||
3. Cross-exchange arbitrage detection
|
||||
4. Pricing and liquidity management
|
||||
5. Testing and deployment infrastructure
|
||||
|
||||
### Supported Exchanges
|
||||
- Uniswap (V2/V3)
|
||||
- SushiSwap
|
||||
- Curve Finance
|
||||
- Balancer
|
||||
- PancakeSwap
|
||||
- DEX Aggregators (1inch, ParaSwap, etc.)
|
||||
|
||||
## Implementation Roadmap
|
||||
|
||||
### Phase 1: Foundation (Weeks 1-2)
|
||||
- [x] Define common interfaces
|
||||
- [x] Set up project structure in `docs/master-plan/`
|
||||
- [x] Create core documentation
|
||||
- [ ] Implement base exchange module
|
||||
|
||||
### Phase 2: Core Exchange Support (Weeks 3-6)
|
||||
- [x] Implement Uniswap V2/V3/V4 modules
|
||||
- [x] Implement SushiSwap module
|
||||
- [x] Basic Curve integration
|
||||
- [x] Unit tests for core exchanges
|
||||
|
||||
### Phase 3: Advanced Exchanges (Weeks 7-9)
|
||||
- [x] Implement Balancer module
|
||||
- [x] Implement PancakeSwap module
|
||||
- [x] Implement Kyber module
|
||||
- [x] DEX aggregator integration
|
||||
- [x] Cross-chain functionality
|
||||
|
||||
### Phase 4: Arbitrage & Optimization (Weeks 10-12)
|
||||
- [ ] Cross-exchange arbitrage implementation
|
||||
- [ ] Performance optimization
|
||||
- [ ] Security hardening
|
||||
- [ ] Documentation completion
|
||||
|
||||
### Phase 5: Deployment & Operations (Weeks 13-14)
|
||||
- [ ] Staging deployment
|
||||
- [ ] Production deployment
|
||||
- [ ] Monitoring setup
|
||||
- [ ] Final testing and validation
|
||||
|
||||
## Success Criteria
|
||||
|
||||
### Technical Metrics
|
||||
- Consistent API across all exchange modules
|
||||
- Sub-100ms response time for price queries
|
||||
- >=90% test coverage for core functionality
|
||||
- Successful execution of swaps and liquidity operations
|
||||
- Accurate profitability calculations including gas costs
|
||||
|
||||
### Business Metrics
|
||||
- Successful identification of arbitrage opportunities
|
||||
- Profitable execution of MEV strategies
|
||||
- Minimal transaction failures
|
||||
- Efficient gas utilization
|
||||
- Scalable architecture supporting multiple chains
|
||||
|
||||
## Risk Assessment
|
||||
|
||||
### High Priority Risks
|
||||
- Smart contract changes breaking compatibility
|
||||
- Security vulnerabilities in exchange contracts
|
||||
- Gas price volatility affecting profitability
|
||||
- Front-running reducing profits
|
||||
|
||||
### Mitigation Strategies
|
||||
- Comprehensive testing with mainnet forks
|
||||
- Regular contract verification
|
||||
- Multiple gas pricing strategies
|
||||
- Advanced transaction ordering techniques
|
||||
|
||||
## Resource Requirements
|
||||
|
||||
### Development Team
|
||||
- 2-3 Go developers experienced with blockchain
|
||||
- 1 DevOps engineer for deployment infrastructure
|
||||
- 1 Security specialist for code audits
|
||||
|
||||
### Infrastructure
|
||||
- Ethereum node access
|
||||
- Multiple blockchain API keys
|
||||
- Testnet and mainnet deployment environments
|
||||
- Monitoring and alerting infrastructure
|
||||
|
||||
## Quality Assurance
|
||||
|
||||
### Code Quality
|
||||
- All code follows Go best practices
|
||||
- Comprehensive unit and integration tests
|
||||
- Security audits before production deployment
|
||||
- Peer review for all pull requests
|
||||
|
||||
### Performance Requirements
|
||||
- Support for high-frequency trading strategies
|
||||
- Efficient caching of exchange state
|
||||
- Optimized routing algorithms
|
||||
- Minimal external dependency calls
|
||||
|
||||
## Conclusion
|
||||
|
||||
This master plan provides a comprehensive roadmap for implementing the exchange-specific helper libraries required for the MEV bot. The modular approach ensures scalability and maintainability while the focus on testing and monitoring ensures reliability in production environments.
|
||||
22
docs/master-plan/README.md
Normal file
22
docs/master-plan/README.md
Normal file
@@ -0,0 +1,22 @@
|
||||
# MEV Bot Master Plan - Table of Contents
|
||||
|
||||
## Complete Documentation Structure
|
||||
|
||||
1. [Overview](01-overview.md) - Project objectives and scope
|
||||
2. [Common Interfaces](02-common-interfaces.md) - Shared API definitions
|
||||
3. [Uniswap V2/V3 Integration](03-uniswap-integration.md) - Uniswap V2/V3 implementation plan
|
||||
4. [Uniswap V4 Integration](03a-uniswap-v4-integration.md) - Uniswap V4 implementation plan
|
||||
5. [Kyber Integration](03b-kyber-integration.md) - Kyber implementation plan
|
||||
6. [SushiSwap Integration](04-sushiswap-integration.md) - SushiSwap implementation plan
|
||||
7. [Curve Integration](05-curve-integration.md) - Curve Finance implementation plan
|
||||
8. [Balancer Integration](06-balancer-integration.md) - Balancer implementation plan
|
||||
9. [PancakeSwap Integration](07-pancakeswap-integration.md) - PancakeSwap implementation plan
|
||||
10. [DEX Aggregators](08-dex-aggregators.md) - Aggregator integration plan
|
||||
11. [Cross-Exchange Arbitrage](09-cross-exchange-arbitrage.md) - Arbitrage strategy implementation
|
||||
12. [Development & Testing](10-development-testing.md) - Development methodology and testing strategy
|
||||
13. [Deployment & Monitoring](11-deployment-monitoring.md) - Deployment and monitoring plan
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14. [Summary & Roadmap](12-summary-roadmap.md) - Project summary and implementation timeline
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|
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## Purpose
|
||||
|
||||
This master plan provides comprehensive documentation for implementing exchange-specific helper libraries in the MEV bot project. Each document covers a specific aspect of the implementation, providing detailed technical specifications, implementation steps, testing strategies, and security considerations.
|
||||
Reference in New Issue
Block a user