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>

docs/master-plan/03b-kyber-integration.md

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+# 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