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:
@@ -9,9 +9,10 @@ import (
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"time"
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"github.com/ethereum/go-ethereum/common"
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_ "github.com/mattn/go-sqlite3"
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"github.com/fraktal/mev-beta/internal/logger"
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pkgtypes "github.com/fraktal/mev-beta/pkg/types"
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_ "github.com/mattn/go-sqlite3"
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)
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// SQLiteDatabase implements ArbitrageDatabase using SQLite
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100
pkg/arbitrage/decimal_helpers.go
Normal file
100
pkg/arbitrage/decimal_helpers.go
Normal file
@@ -0,0 +1,100 @@
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package arbitrage
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import (
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"fmt"
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"math/big"
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"github.com/fraktal/mev-beta/pkg/math"
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)
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var sharedDecimalConverter = math.NewDecimalConverter()
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// universalFromWei converts a wei-denominated big.Int into a UniversalDecimal with 18 decimals.
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// It gracefully handles nil values by returning a zero amount.
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func universalFromWei(dec *math.DecimalConverter, value *big.Int, symbol string) *math.UniversalDecimal {
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if dec == nil {
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dec = sharedDecimalConverter
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}
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if value == nil {
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zero, _ := math.NewUniversalDecimal(big.NewInt(0), 18, symbol)
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return zero
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}
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return dec.FromWei(value, 18, symbol)
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}
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func universalOrFromWei(dec *math.DecimalConverter, decimal *math.UniversalDecimal, fallback *big.Int, decimals uint8, symbol string) *math.UniversalDecimal {
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if decimal != nil {
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return decimal
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}
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if fallback == nil {
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zero, _ := math.NewUniversalDecimal(big.NewInt(0), decimals, symbol)
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return zero
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}
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if dec == nil {
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dc := sharedDecimalConverter
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return dc.FromWei(fallback, decimals, symbol)
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}
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return dec.FromWei(fallback, decimals, symbol)
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}
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func floatStringFromDecimal(ud *math.UniversalDecimal, precision int) string {
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if precision < 0 {
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precision = int(ud.Decimals)
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}
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|
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if ud == nil {
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if precision <= 0 {
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return "0"
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}
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return fmt.Sprintf("0.%0*d", precision, 0)
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}
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|
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if ud.Decimals == 0 {
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return ud.Value.String()
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}
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numerator := new(big.Int).Set(ud.Value)
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denominator := new(big.Int).Exp(big.NewInt(10), big.NewInt(int64(ud.Decimals)), nil)
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rat := new(big.Rat).SetFrac(numerator, denominator)
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return rat.FloatString(precision)
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}
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func ethAmountString(dec *math.DecimalConverter, decimal *math.UniversalDecimal, wei *big.Int) string {
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if dec == nil {
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dec = sharedDecimalConverter
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}
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ud := universalOrFromWei(dec, decimal, wei, 18, "ETH")
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return floatStringFromDecimal(ud, 6)
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}
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func gweiAmountString(dec *math.DecimalConverter, decimal *math.UniversalDecimal, wei *big.Int) string {
|
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if dec == nil {
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dec = sharedDecimalConverter
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}
|
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if decimal != nil {
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return floatStringFromDecimal(decimal, 2)
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}
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if wei == nil {
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return "0.00"
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}
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numerator := new(big.Rat).SetInt(wei)
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denominator := new(big.Rat).SetInt(big.NewInt(1_000_000_000))
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return new(big.Rat).Quo(numerator, denominator).FloatString(2)
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}
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func formatEther(wei *big.Int) string {
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return ethAmountString(sharedDecimalConverter, nil, wei)
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}
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func formatEtherFromWei(wei *big.Int) string {
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return formatEther(wei)
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}
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|
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func formatGweiFromWei(wei *big.Int) string {
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return gweiAmountString(sharedDecimalConverter, nil, wei)
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}
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38
pkg/arbitrage/decimal_helpers_test.go
Normal file
38
pkg/arbitrage/decimal_helpers_test.go
Normal file
@@ -0,0 +1,38 @@
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package arbitrage
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import (
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"math/big"
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"testing"
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"github.com/fraktal/mev-beta/pkg/math"
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)
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|
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func TestEthAmountStringPrefersDecimalSnapshot(t *testing.T) {
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ud, err := math.NewUniversalDecimal(big.NewInt(1500000000000000000), 18, "ETH")
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if err != nil {
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t.Fatalf("unexpected error creating decimal: %v", err)
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}
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got := ethAmountString(nil, ud, nil)
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if got != "1.500000" {
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t.Fatalf("expected 1.500000, got %s", got)
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}
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}
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|
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func TestEthAmountStringFallsBackToWei(t *testing.T) {
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wei := big.NewInt(123450000000000000)
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|
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got := ethAmountString(nil, nil, wei)
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if got != "0.123450" {
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t.Fatalf("expected 0.123450, got %s", got)
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}
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}
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|
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func TestGweiAmountStringFormatsTwoDecimals(t *testing.T) {
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wei := big.NewInt(987654321)
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|
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got := gweiAmountString(nil, nil, wei)
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if got != "0.99" {
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t.Fatalf("expected 0.99, got %s", got)
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}
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}
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@@ -1,74 +1,102 @@
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// Package arbitrage provides the core arbitrage detection and analysis engine
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// for the MEV bot. This package is responsible for identifying profitable
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// arbitrage opportunities across multiple DEX protocols on Arbitrum.
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//
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// The detection engine continuously scans for price discrepancies between
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// exchanges and calculates potential profits after accounting for gas costs,
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// slippage, and other factors. It uses advanced mathematical models to
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// optimize trade sizing and minimize risks.
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package arbitrage
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import (
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"context"
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"fmt"
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"math/big"
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"sync"
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"time"
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"github.com/ethereum/go-ethereum/common"
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"github.com/fraktal/mev-beta/internal/logger"
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"github.com/fraktal/mev-beta/pkg/exchanges"
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"github.com/fraktal/mev-beta/pkg/math"
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"github.com/fraktal/mev-beta/pkg/types"
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)
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// ArbitrageDetectionEngine discovers profitable arbitrage opportunities in real-time
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// ArbitrageDetectionEngine is the core component responsible for discovering
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// profitable arbitrage opportunities in real-time across multiple DEX protocols.
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// The engine uses sophisticated algorithms to:
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//
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// 1. Continuously scan token pairs across supported exchanges
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// 2. Identify price discrepancies that exceed minimum profit thresholds
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// 3. Calculate optimal trade sizes considering slippage and gas costs
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// 4. Filter opportunities based on risk and confidence metrics
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// 5. Provide real-time opportunity feeds to execution systems
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//
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// The engine operates with configurable parameters for different trading strategies
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// and risk profiles, making it suitable for both conservative and aggressive MEV extraction.
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type ArbitrageDetectionEngine struct {
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registry *exchanges.ExchangeRegistry
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calculator *math.ArbitrageCalculator
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gasEstimator math.GasEstimator
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logger *logger.Logger
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decimalConverter *math.DecimalConverter
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// Core dependencies for arbitrage detection
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registry *exchanges.ExchangeRegistry // Registry of supported exchanges and their configurations
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calculator *math.ArbitrageCalculator // Mathematical engine for profit calculations
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gasEstimator math.GasEstimator // Gas cost estimation for transaction profitability
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logger *logger.Logger // Structured logging for monitoring and debugging
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decimalConverter *math.DecimalConverter // Handles precision math for token amounts
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|
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// Configuration
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// Callback function for handling discovered opportunities
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// This is typically connected to an execution engine
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opportunityHandler func(*types.ArbitrageOpportunity)
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|
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// Configuration parameters that control detection behavior
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config DetectionConfig
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||||
|
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// State management
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runningMutex sync.RWMutex
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isRunning bool
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stopChan chan struct{}
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opportunityChan chan *types.ArbitrageOpportunity
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// State management for concurrent operation
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runningMutex sync.RWMutex // Protects running state from race conditions
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isRunning bool // Indicates if the engine is currently active
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stopChan chan struct{} // Channel for graceful shutdown signaling
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opportunityChan chan *types.ArbitrageOpportunity // Buffered channel for opportunity distribution
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|
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// Performance tracking
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scanCount uint64
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opportunityCount uint64
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lastScanTime time.Time
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// Performance tracking and metrics
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scanCount uint64 // Total number of scans performed since startup
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||||
opportunityCount uint64 // Total number of opportunities discovered
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lastScanTime time.Time // Timestamp of the most recent scan completion
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||||
|
||||
// Worker pools
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scanWorkers *WorkerPool
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pathWorkers *WorkerPool
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||||
// Concurrent processing infrastructure
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||||
scanWorkers *WorkerPool // Pool of workers for parallel opportunity scanning
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pathWorkers *WorkerPool // Pool of workers for complex path analysis
|
||||
}
|
||||
|
||||
// DetectionConfig configures the arbitrage detection engine
|
||||
// DetectionConfig contains all configuration parameters for the arbitrage detection engine.
|
||||
// These parameters control scanning behavior, opportunity filtering, and performance characteristics.
|
||||
// The configuration allows fine-tuning for different trading strategies and risk profiles.
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type DetectionConfig struct {
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// Scanning parameters
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ScanInterval time.Duration
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MaxConcurrentScans int
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MaxConcurrentPaths int
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// Scanning timing and concurrency parameters
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||||
ScanInterval time.Duration // How frequently to scan for new opportunities
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MaxConcurrentScans int // Maximum number of simultaneous scanning operations
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MaxConcurrentPaths int // Maximum number of paths to analyze in parallel
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||||
|
||||
// Opportunity criteria
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MinProfitThreshold *math.UniversalDecimal
|
||||
MaxPriceImpact *math.UniversalDecimal
|
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MaxHops int
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// Opportunity filtering criteria - these determine what qualifies as actionable
|
||||
MinProfitThreshold *math.UniversalDecimal // Minimum profit required to consider an opportunity
|
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MaxPriceImpact *math.UniversalDecimal // Maximum acceptable price impact (slippage)
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MaxHops int // Maximum number of hops in a trading path
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||||
|
||||
// Token filtering
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HighPriorityTokens []common.Address
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TokenWhitelist []common.Address
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TokenBlacklist []common.Address
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// Token filtering and prioritization
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HighPriorityTokens []common.Address // Tokens to scan more frequently (e.g., WETH, USDC)
|
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TokenWhitelist []common.Address // Only scan these tokens if specified
|
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TokenBlacklist []common.Address // Never scan these tokens (e.g., known scam tokens)
|
||||
|
||||
// Exchange filtering
|
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EnabledExchanges []math.ExchangeType
|
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ExchangeWeights map[math.ExchangeType]float64
|
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// Exchange selection and weighting
|
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EnabledExchanges []math.ExchangeType // Which exchanges to include in scanning
|
||||
ExchangeWeights map[math.ExchangeType]float64 // Relative weights for exchange prioritization
|
||||
|
||||
// Performance settings
|
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CachePoolData bool
|
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CacheTTL time.Duration
|
||||
BatchSize int
|
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// Performance optimization settings
|
||||
CachePoolData bool // Whether to cache pool data between scans
|
||||
CacheTTL time.Duration // How long to keep cached data valid
|
||||
BatchSize int // Number of opportunities to process in each batch
|
||||
|
||||
// Risk management
|
||||
MaxPositionSize *math.UniversalDecimal
|
||||
RequiredConfidence float64
|
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// Risk management constraints
|
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MaxPositionSize *math.UniversalDecimal // Maximum size for any single arbitrage
|
||||
RequiredConfidence float64 // Minimum confidence score (0.0-1.0) for execution
|
||||
}
|
||||
|
||||
// WorkerPool manages concurrent workers for scanning
|
||||
@@ -95,7 +123,18 @@ type ScanResult struct {
|
||||
ScanTime time.Duration
|
||||
}
|
||||
|
||||
// NewArbitrageDetectionEngine creates a new arbitrage detection engine
|
||||
// NewArbitrageDetectionEngine creates and initializes a new arbitrage detection engine
|
||||
// with the specified dependencies and configuration. The engine is created in a stopped
|
||||
// state and must be started explicitly using the Start() method.
|
||||
//
|
||||
// Parameters:
|
||||
// - registry: Exchange registry containing supported DEX configurations
|
||||
// - gasEstimator: Component for estimating transaction gas costs
|
||||
// - logger: Structured logger for monitoring and debugging
|
||||
// - config: Configuration parameters for detection behavior
|
||||
//
|
||||
// Returns:
|
||||
// - *ArbitrageDetectionEngine: Configured but not yet started detection engine
|
||||
func NewArbitrageDetectionEngine(
|
||||
registry *exchanges.ExchangeRegistry,
|
||||
gasEstimator math.GasEstimator,
|
||||
@@ -169,8 +208,23 @@ func (engine *ArbitrageDetectionEngine) setDefaultConfig() {
|
||||
}
|
||||
}
|
||||
|
||||
// Start begins the arbitrage detection process
|
||||
// Start begins the arbitrage detection process and initializes all background workers.
|
||||
// This method starts the main detection loop, worker pools, and opportunity processing.
|
||||
// The engine will continue running until Stop() is called or the context is cancelled.
|
||||
//
|
||||
// The startup process includes:
|
||||
// 1. Validating that the engine is not already running
|
||||
// 2. Initializing worker pools for concurrent processing
|
||||
// 3. Starting the main detection loop
|
||||
// 4. Starting the opportunity processing pipeline
|
||||
//
|
||||
// Parameters:
|
||||
// - ctx: Context for controlling the engine lifecycle
|
||||
//
|
||||
// Returns:
|
||||
// - error: Any startup errors
|
||||
func (engine *ArbitrageDetectionEngine) Start(ctx context.Context) error {
|
||||
// Ensure thread-safe state management during startup
|
||||
engine.runningMutex.Lock()
|
||||
defer engine.runningMutex.Unlock()
|
||||
|
||||
@@ -263,10 +317,24 @@ func (engine *ArbitrageDetectionEngine) detectionLoop(ctx context.Context) {
|
||||
}
|
||||
}
|
||||
|
||||
// performScan executes a complete arbitrage scan
|
||||
// performScan executes a complete arbitrage scanning cycle across all configured
|
||||
// token pairs and exchanges. This is the core scanning logic that runs periodically
|
||||
// to discover new arbitrage opportunities.
|
||||
//
|
||||
// The scanning process includes:
|
||||
// 1. Identifying token pairs to analyze
|
||||
// 2. Determining input amounts to test
|
||||
// 3. Creating scanning tasks for worker pools
|
||||
// 4. Processing results and filtering opportunities
|
||||
//
|
||||
// Each scan is tracked for performance monitoring and optimization.
|
||||
//
|
||||
// Parameters:
|
||||
// - ctx: Context for cancellation and timeout control
|
||||
func (engine *ArbitrageDetectionEngine) performScan(ctx context.Context) {
|
||||
// Track scan performance for monitoring
|
||||
scanStart := time.Now()
|
||||
engine.scanCount++
|
||||
engine.scanCount++ // Increment total scan counter
|
||||
|
||||
engine.logger.Debug(fmt.Sprintf("Starting arbitrage scan #%d", engine.scanCount))
|
||||
|
||||
@@ -431,8 +499,9 @@ func (engine *ArbitrageDetectionEngine) processScanBatch(ctx context.Context, ba
|
||||
// Send opportunity to processing channel
|
||||
select {
|
||||
case engine.opportunityChan <- result.Opportunity:
|
||||
engine.logger.Info(fmt.Sprintf("🎯 Found profitable arbitrage: %s profit, %0.1f%% confidence",
|
||||
result.Opportunity.NetProfit.String(),
|
||||
profitDisplay := ethAmountString(engine.decimalConverter, nil, result.Opportunity.NetProfit)
|
||||
engine.logger.Info(fmt.Sprintf("🎯 Found profitable arbitrage: %s ETH profit, %0.1f%% confidence",
|
||||
profitDisplay,
|
||||
result.Opportunity.Confidence*100))
|
||||
default:
|
||||
engine.logger.Warn("Opportunity channel full, dropping opportunity")
|
||||
@@ -548,14 +617,37 @@ func (engine *ArbitrageDetectionEngine) findBestPool(exchange *exchanges.Exchang
|
||||
|
||||
// isOpportunityBetter compares two opportunities and returns true if the first is better
|
||||
func (engine *ArbitrageDetectionEngine) isOpportunityBetter(opp1, opp2 *types.ArbitrageOpportunity) bool {
|
||||
// Compare net profit first
|
||||
if opp1.NetProfit.Cmp(opp2.NetProfit) > 0 {
|
||||
return true
|
||||
} else if opp1.NetProfit.Cmp(opp2.NetProfit) < 0 {
|
||||
if opp1 == nil {
|
||||
return false
|
||||
}
|
||||
if opp2 == nil {
|
||||
return true
|
||||
}
|
||||
|
||||
if opp1.Quantities != nil && opp2.Quantities != nil {
|
||||
net1, err1 := engine.decimalAmountToUniversal(opp1.Quantities.NetProfit)
|
||||
net2, err2 := engine.decimalAmountToUniversal(opp2.Quantities.NetProfit)
|
||||
if err1 == nil && err2 == nil {
|
||||
cmp, err := engine.decimalConverter.Compare(net1, net2)
|
||||
if err == nil {
|
||||
if cmp > 0 {
|
||||
return true
|
||||
} else if cmp < 0 {
|
||||
return false
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Fallback to canonical big.Int comparison
|
||||
if opp1.NetProfit != nil && opp2.NetProfit != nil {
|
||||
if opp1.NetProfit.Cmp(opp2.NetProfit) > 0 {
|
||||
return true
|
||||
} else if opp1.NetProfit.Cmp(opp2.NetProfit) < 0 {
|
||||
return false
|
||||
}
|
||||
}
|
||||
|
||||
// If profits are equal, compare confidence
|
||||
return opp1.Confidence > opp2.Confidence
|
||||
}
|
||||
|
||||
@@ -566,6 +658,17 @@ func (engine *ArbitrageDetectionEngine) processPathTask(task ScanTask) {
|
||||
engine.processScanTask(task)
|
||||
}
|
||||
|
||||
func (engine *ArbitrageDetectionEngine) decimalAmountToUniversal(dec types.DecimalAmount) (*math.UniversalDecimal, error) {
|
||||
if dec.Value == "" {
|
||||
return nil, fmt.Errorf("decimal amount empty")
|
||||
}
|
||||
value, ok := new(big.Int).SetString(dec.Value, 10)
|
||||
if !ok {
|
||||
return nil, fmt.Errorf("invalid decimal amount %s", dec.Value)
|
||||
}
|
||||
return math.NewUniversalDecimal(value, dec.Decimals, dec.Symbol)
|
||||
}
|
||||
|
||||
// opportunityProcessor processes discovered opportunities
|
||||
func (engine *ArbitrageDetectionEngine) opportunityProcessor(ctx context.Context) {
|
||||
for {
|
||||
@@ -580,25 +683,58 @@ func (engine *ArbitrageDetectionEngine) opportunityProcessor(ctx context.Context
|
||||
}
|
||||
}
|
||||
|
||||
// processOpportunity processes a discovered arbitrage opportunity
|
||||
// processOpportunity handles the detailed processing of a discovered arbitrage opportunity.
|
||||
// This includes logging detailed information about the opportunity, validating its parameters,
|
||||
// and potentially forwarding it to execution systems.
|
||||
//
|
||||
// The processing includes:
|
||||
// 1. Detailed logging of opportunity parameters
|
||||
// 2. Validation of profit calculations
|
||||
// 3. Risk assessment
|
||||
// 4. Forwarding to registered opportunity handlers
|
||||
//
|
||||
// Parameters:
|
||||
// - opportunity: The arbitrage opportunity to process
|
||||
func (engine *ArbitrageDetectionEngine) processOpportunity(opportunity *types.ArbitrageOpportunity) {
|
||||
// Log the opportunity discovery with truncated addresses for readability
|
||||
engine.logger.Info(fmt.Sprintf("Processing arbitrage opportunity: %s -> %s",
|
||||
opportunity.TokenIn.Hex()[:8],
|
||||
opportunity.TokenOut.Hex()[:8]))
|
||||
|
||||
// Log detailed opportunity information
|
||||
engine.logger.Info(fmt.Sprintf(" Input Amount: %s",
|
||||
opportunity.AmountIn.String()))
|
||||
if opportunity.Quantities != nil {
|
||||
if amt, err := engine.decimalAmountToUniversal(opportunity.Quantities.AmountIn); err == nil {
|
||||
engine.logger.Info(fmt.Sprintf(" Input Amount: %s %s",
|
||||
engine.decimalConverter.ToHumanReadable(amt), amt.Symbol))
|
||||
}
|
||||
} else if opportunity.AmountIn != nil {
|
||||
amountDisplay := ethAmountString(engine.decimalConverter, nil, opportunity.AmountIn)
|
||||
engine.logger.Info(fmt.Sprintf(" Input Amount: %s", amountDisplay))
|
||||
}
|
||||
|
||||
engine.logger.Info(fmt.Sprintf(" Input Token: %s",
|
||||
opportunity.TokenIn.Hex()))
|
||||
|
||||
engine.logger.Info(fmt.Sprintf(" Net Profit: %s ETH",
|
||||
opportunity.NetProfit.String()))
|
||||
if opportunity.Quantities != nil {
|
||||
if net, err := engine.decimalAmountToUniversal(opportunity.Quantities.NetProfit); err == nil {
|
||||
engine.logger.Info(fmt.Sprintf(" Net Profit: %s %s",
|
||||
engine.decimalConverter.ToHumanReadable(net), net.Symbol))
|
||||
}
|
||||
} else if opportunity.NetProfit != nil {
|
||||
netProfitDisplay := ethAmountString(engine.decimalConverter, nil, opportunity.NetProfit)
|
||||
engine.logger.Info(fmt.Sprintf(" Net Profit: %s ETH",
|
||||
netProfitDisplay))
|
||||
}
|
||||
|
||||
engine.logger.Info(fmt.Sprintf(" ROI: %.2f%%", opportunity.ROI))
|
||||
|
||||
engine.logger.Info(fmt.Sprintf(" Price Impact: %.2f%%", opportunity.PriceImpact))
|
||||
if opportunity.Quantities != nil {
|
||||
if impact, err := engine.decimalAmountToUniversal(opportunity.Quantities.PriceImpact); err == nil {
|
||||
engine.logger.Info(fmt.Sprintf(" Price Impact: %s %s",
|
||||
engine.decimalConverter.ToHumanReadable(impact), impact.Symbol))
|
||||
}
|
||||
} else {
|
||||
engine.logger.Info(fmt.Sprintf(" Price Impact: %.2f%%", opportunity.PriceImpact))
|
||||
}
|
||||
|
||||
engine.logger.Info(fmt.Sprintf(" Confidence: %.1f%%", opportunity.Confidence*100))
|
||||
|
||||
@@ -607,8 +743,28 @@ func (engine *ArbitrageDetectionEngine) processOpportunity(opportunity *types.Ar
|
||||
engine.logger.Info(fmt.Sprintf(" Protocol: %s", opportunity.Protocol))
|
||||
engine.logger.Info(fmt.Sprintf(" Path length: %d", len(opportunity.Path)))
|
||||
|
||||
// TODO: Send to execution engine for actual execution
|
||||
// This would integrate with Component 4: Flash Swap Execution System
|
||||
if engine.opportunityHandler != nil {
|
||||
// Do not block detection loop while execution occurs
|
||||
go engine.opportunityHandler(opportunity)
|
||||
}
|
||||
}
|
||||
|
||||
// SetOpportunityHandler registers a callback function that will be invoked when a profitable
|
||||
// arbitrage opportunity is discovered. This is the primary integration point between the
|
||||
// detection engine and execution systems.
|
||||
//
|
||||
// The handler function should:
|
||||
// 1. Perform additional validation if needed
|
||||
// 2. Make final go/no-go decisions based on current market conditions
|
||||
// 3. Trigger transaction execution if appropriate
|
||||
// 4. Handle any execution errors or failures
|
||||
//
|
||||
// Note: The handler is called asynchronously to avoid blocking the detection loop.
|
||||
//
|
||||
// Parameters:
|
||||
// - handler: Function to call when opportunities are discovered
|
||||
func (engine *ArbitrageDetectionEngine) SetOpportunityHandler(handler func(*types.ArbitrageOpportunity)) {
|
||||
engine.opportunityHandler = handler
|
||||
}
|
||||
|
||||
// GetOpportunityChannel returns the channel for receiving opportunities
|
||||
@@ -641,81 +797,111 @@ func (engine *ArbitrageDetectionEngine) ScanOpportunities(ctx context.Context, p
|
||||
|
||||
// Process each detection parameter
|
||||
for _, param := range params {
|
||||
// Create token info using simplified approach for now
|
||||
// In production, this would query contract metadata
|
||||
token0Info := exchanges.TokenInfo{
|
||||
Address: param.TokenA.Hex(),
|
||||
Symbol: param.TokenA.Hex()[:8], // Use first 8 chars of address as symbol
|
||||
Name: "Unknown Token",
|
||||
Decimals: 18, // Standard ERC-20 decimals
|
||||
}
|
||||
|
||||
token1Info := exchanges.TokenInfo{
|
||||
Address: param.TokenB.Hex(),
|
||||
Symbol: param.TokenB.Hex()[:8], // Use first 8 chars of address as symbol
|
||||
Name: "Unknown Token",
|
||||
Decimals: 18, // Standard ERC-20 decimals
|
||||
}
|
||||
tokenPair := exchanges.TokenPair{
|
||||
Token0: token0Info,
|
||||
Token1: token1Info,
|
||||
}
|
||||
|
||||
// Get exchange configurations for this token pair
|
||||
exchangeConfigs := engine.registry.GetExchangesForPair(common.HexToAddress(tokenPair.Token0.Address), common.HexToAddress(tokenPair.Token1.Address))
|
||||
if len(exchangeConfigs) < 2 {
|
||||
continue // Need at least 2 exchanges for arbitrage
|
||||
}
|
||||
|
||||
// Find all possible arbitrage paths between the tokens
|
||||
paths := engine.findArbitragePaths(tokenPair, exchangeConfigs)
|
||||
|
||||
// Calculate profitability for each path
|
||||
for _, path := range paths {
|
||||
if len(path) == 0 {
|
||||
continue
|
||||
}
|
||||
|
||||
// Get token info for the first and last pools in the path
|
||||
tokenA := path[0].Token0
|
||||
tokenZ := path[len(path)-1].Token1
|
||||
if path[len(path)-1].Token0.Address == tokenA.Address {
|
||||
tokenZ = path[len(path)-1].Token0
|
||||
}
|
||||
|
||||
// Test various input amounts to find the most profitable one
|
||||
inputAmounts := engine.getInputAmountsToTest()
|
||||
for _, inputAmount := range inputAmounts {
|
||||
// Calculate arbitrage opportunity using the calculator
|
||||
opportunity, err := engine.calculator.CalculateArbitrageOpportunity(path, inputAmount, tokenA, tokenZ)
|
||||
if err != nil {
|
||||
engine.logger.Debug(fmt.Sprintf("Failed to calculate opportunity for path: %v", err))
|
||||
continue
|
||||
}
|
||||
|
||||
// Apply filters based on the parameters
|
||||
if opportunity.NetProfit.Cmp(param.MinProfit) < 0 {
|
||||
continue // Below minimum profit threshold
|
||||
}
|
||||
|
||||
// Check slippage threshold
|
||||
if opportunity.PriceImpact > param.MaxSlippage {
|
||||
continue // Above maximum slippage tolerance
|
||||
}
|
||||
|
||||
// Add to opportunities if it passes all checks
|
||||
opportunities = append(opportunities, opportunity)
|
||||
|
||||
// For now, break after finding one good opportunity per path
|
||||
// to avoid too many similar results (can be made configurable)
|
||||
break
|
||||
}
|
||||
}
|
||||
paramOpportunities := engine.scanForSingleParam(param)
|
||||
opportunities = append(opportunities, paramOpportunities...)
|
||||
}
|
||||
|
||||
return opportunities, nil
|
||||
}
|
||||
|
||||
// scanForSingleParam handles scanning for a single detection parameter
|
||||
func (engine *ArbitrageDetectionEngine) scanForSingleParam(param *DetectionParams) []*types.ArbitrageOpportunity {
|
||||
tokenPair := engine.createTokenPair(param)
|
||||
|
||||
// Get exchange configurations for this token pair
|
||||
exchangeConfigs := engine.registry.GetExchangesForPair(common.HexToAddress(tokenPair.Token0.Address), common.HexToAddress(tokenPair.Token1.Address))
|
||||
if len(exchangeConfigs) < 2 {
|
||||
return nil // Need at least 2 exchanges for arbitrage
|
||||
}
|
||||
|
||||
// Find all possible arbitrage paths between the tokens
|
||||
paths := engine.findArbitragePaths(tokenPair, exchangeConfigs)
|
||||
|
||||
return engine.processPathsForOpportunities(paths, param)
|
||||
}
|
||||
|
||||
// createTokenPair creates a token pair from detection parameters
|
||||
func (engine *ArbitrageDetectionEngine) createTokenPair(param *DetectionParams) exchanges.TokenPair {
|
||||
// Create token info using simplified approach for now
|
||||
// In production, this would query contract metadata
|
||||
token0Info := exchanges.TokenInfo{
|
||||
Address: param.TokenA.Hex(),
|
||||
Symbol: param.TokenA.Hex()[:8], // Use first 8 chars of address as symbol
|
||||
Name: "Unknown Token",
|
||||
Decimals: 18, // Standard ERC-20 decimals
|
||||
}
|
||||
|
||||
token1Info := exchanges.TokenInfo{
|
||||
Address: param.TokenB.Hex(),
|
||||
Symbol: param.TokenB.Hex()[:8], // Use first 8 chars of address as symbol
|
||||
Name: "Unknown Token",
|
||||
Decimals: 18, // Standard ERC-20 decimals
|
||||
}
|
||||
|
||||
return exchanges.TokenPair{
|
||||
Token0: token0Info,
|
||||
Token1: token1Info,
|
||||
}
|
||||
}
|
||||
|
||||
// processPathsForOpportunities processes paths to find profitable opportunities
|
||||
func (engine *ArbitrageDetectionEngine) processPathsForOpportunities(paths [][]*math.PoolData, param *DetectionParams) []*types.ArbitrageOpportunity {
|
||||
var opportunities []*types.ArbitrageOpportunity
|
||||
|
||||
for _, path := range paths {
|
||||
if len(path) == 0 {
|
||||
continue
|
||||
}
|
||||
|
||||
pathOpportunities := engine.evaluatePath(path, param)
|
||||
opportunities = append(opportunities, pathOpportunities...)
|
||||
}
|
||||
|
||||
return opportunities
|
||||
}
|
||||
|
||||
// evaluatePath evaluates an arbitrage path for opportunities
|
||||
func (engine *ArbitrageDetectionEngine) evaluatePath(path []*math.PoolData, param *DetectionParams) []*types.ArbitrageOpportunity {
|
||||
var opportunities []*types.ArbitrageOpportunity
|
||||
|
||||
// Get token info for the first and last pools in the path
|
||||
tokenA := path[0].Token0
|
||||
tokenZ := path[len(path)-1].Token1
|
||||
if path[len(path)-1].Token0.Address == tokenA.Address {
|
||||
tokenZ = path[len(path)-1].Token0
|
||||
}
|
||||
|
||||
// Test various input amounts to find the most profitable one
|
||||
inputAmounts := engine.getInputAmountsToTest()
|
||||
for _, inputAmount := range inputAmounts {
|
||||
// Calculate arbitrage opportunity using the calculator
|
||||
opportunity, err := engine.calculator.CalculateArbitrageOpportunity(path, inputAmount, tokenA, tokenZ)
|
||||
if err != nil {
|
||||
engine.logger.Debug(fmt.Sprintf("Failed to calculate opportunity for path: %v", err))
|
||||
continue
|
||||
}
|
||||
|
||||
// Apply filters based on the parameters
|
||||
if opportunity.NetProfit.Cmp(param.MinProfit) < 0 {
|
||||
continue // Below minimum profit threshold
|
||||
}
|
||||
|
||||
// Check slippage threshold
|
||||
if opportunity.PriceImpact > param.MaxSlippage {
|
||||
continue // Above maximum slippage tolerance
|
||||
}
|
||||
|
||||
// Add to opportunities if it passes all checks
|
||||
opportunities = append(opportunities, opportunity)
|
||||
|
||||
// For now, break after finding one good opportunity per path
|
||||
// to avoid too many similar results (can be made configurable)
|
||||
break
|
||||
}
|
||||
|
||||
return opportunities
|
||||
}
|
||||
|
||||
// DetectionStats contains statistics about the detection engine
|
||||
type DetectionStats struct {
|
||||
IsRunning bool
|
||||
|
||||
@@ -7,10 +7,12 @@ import (
|
||||
"math/big"
|
||||
"time"
|
||||
|
||||
"github.com/ethereum/go-ethereum"
|
||||
"github.com/ethereum/go-ethereum/accounts/abi/bind"
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/ethereum/go-ethereum/core/types"
|
||||
"github.com/ethereum/go-ethereum/ethclient"
|
||||
|
||||
"github.com/fraktal/mev-beta/bindings/arbitrage"
|
||||
"github.com/fraktal/mev-beta/bindings/flashswap"
|
||||
"github.com/fraktal/mev-beta/bindings/tokens"
|
||||
@@ -53,10 +55,11 @@ type ArbitrageExecutor struct {
|
||||
flashSwapAddress common.Address
|
||||
|
||||
// Configuration
|
||||
maxGasPrice *big.Int
|
||||
maxGasLimit uint64
|
||||
slippageTolerance float64
|
||||
minProfitThreshold *big.Int
|
||||
maxGasPrice *big.Int
|
||||
maxGasLimit uint64
|
||||
slippageTolerance float64
|
||||
minProfitThreshold *big.Int
|
||||
minProfitThresholdDecimal *math.UniversalDecimal
|
||||
|
||||
// Transaction options
|
||||
transactOpts *bind.TransactOpts
|
||||
@@ -311,47 +314,49 @@ func NewArbitrageExecutor(
|
||||
logger.Warn("⚠️ Could not get private key, will run in monitoring mode only")
|
||||
// For now, just continue without transaction capabilities
|
||||
return &ArbitrageExecutor{
|
||||
client: client,
|
||||
logger: logger,
|
||||
keyManager: keyManager,
|
||||
competitionAnalyzer: competitionAnalyzer,
|
||||
gasEstimator: gasEstimator,
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
arbitrageCalculator: arbitrageCalculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
liveFramework: liveFramework,
|
||||
contractValidator: contractValidator,
|
||||
arbitrageAddress: arbitrageAddr,
|
||||
flashSwapAddress: flashSwapAddr,
|
||||
maxGasPrice: big.NewInt(500000000), // 0.5 gwei (Arbitrum L2 typical)
|
||||
maxGasLimit: 2000000, // 2M gas (Arbitrum allows higher)
|
||||
slippageTolerance: 0.01, // 1%
|
||||
minProfitThreshold: big.NewInt(10000000000000000), // 0.01 ETH
|
||||
client: client,
|
||||
logger: logger,
|
||||
keyManager: keyManager,
|
||||
competitionAnalyzer: competitionAnalyzer,
|
||||
gasEstimator: gasEstimator,
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
arbitrageCalculator: arbitrageCalculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
liveFramework: liveFramework,
|
||||
contractValidator: contractValidator,
|
||||
arbitrageAddress: arbitrageAddr,
|
||||
flashSwapAddress: flashSwapAddr,
|
||||
maxGasPrice: big.NewInt(500000000), // 0.5 gwei (Arbitrum L2 typical)
|
||||
maxGasLimit: 2000000, // 2M gas (Arbitrum allows higher)
|
||||
slippageTolerance: 0.01, // 1%
|
||||
minProfitThreshold: big.NewInt(10000000000000000), // 0.01 ETH
|
||||
minProfitThresholdDecimal: minProfitThreshold,
|
||||
}, nil
|
||||
}
|
||||
privateKey = result.key
|
||||
case <-time.After(5 * time.Second):
|
||||
logger.Warn("⚠️ Key retrieval timed out, will run in monitoring mode only")
|
||||
return &ArbitrageExecutor{
|
||||
client: client,
|
||||
logger: logger,
|
||||
keyManager: keyManager,
|
||||
competitionAnalyzer: competitionAnalyzer,
|
||||
gasEstimator: gasEstimator,
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
arbitrageCalculator: arbitrageCalculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
liveFramework: liveFramework,
|
||||
decimalConverter: decimalConverter,
|
||||
contractValidator: contractValidator,
|
||||
arbitrageAddress: arbitrageAddr,
|
||||
flashSwapAddress: flashSwapAddr,
|
||||
maxGasPrice: big.NewInt(500000000), // 0.5 gwei (Arbitrum L2 typical)
|
||||
maxGasLimit: 2000000, // 2M gas (Arbitrum allows higher)
|
||||
slippageTolerance: 0.01, // 1%
|
||||
minProfitThreshold: big.NewInt(10000000000000000), // 0.01 ETH
|
||||
client: client,
|
||||
logger: logger,
|
||||
keyManager: keyManager,
|
||||
competitionAnalyzer: competitionAnalyzer,
|
||||
gasEstimator: gasEstimator,
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
arbitrageCalculator: arbitrageCalculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
liveFramework: liveFramework,
|
||||
decimalConverter: decimalConverter,
|
||||
contractValidator: contractValidator,
|
||||
arbitrageAddress: arbitrageAddr,
|
||||
flashSwapAddress: flashSwapAddr,
|
||||
maxGasPrice: big.NewInt(500000000), // 0.5 gwei (Arbitrum L2 typical)
|
||||
maxGasLimit: 2000000, // 2M gas (Arbitrum allows higher)
|
||||
slippageTolerance: 0.01, // 1%
|
||||
minProfitThreshold: big.NewInt(10000000000000000), // 0.01 ETH
|
||||
minProfitThresholdDecimal: minProfitThreshold,
|
||||
}, nil
|
||||
}
|
||||
logger.Info("Active private key retrieved successfully")
|
||||
@@ -375,28 +380,29 @@ func NewArbitrageExecutor(
|
||||
// Gas price will be dynamically calculated using L2GasEstimator per transaction
|
||||
|
||||
return &ArbitrageExecutor{
|
||||
client: client,
|
||||
logger: logger,
|
||||
keyManager: keyManager,
|
||||
competitionAnalyzer: competitionAnalyzer, // CRITICAL: MEV competition analysis
|
||||
gasEstimator: gasEstimator, // L2 gas estimation for Arbitrum
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
arbitrageCalculator: arbitrageCalculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
liveFramework: liveFramework,
|
||||
decimalConverter: decimalConverter,
|
||||
contractValidator: contractValidator, // Security: Contract validation
|
||||
arbitrageContract: arbitrageContract,
|
||||
flashSwapContract: flashSwapContract,
|
||||
arbitrageAddress: arbitrageAddr,
|
||||
flashSwapAddress: flashSwapAddr,
|
||||
maxGasPrice: big.NewInt(500000000), // 0.5 gwei max (Arbitrum optimized)
|
||||
maxGasLimit: 3000000, // 3M gas max (complex arbitrage on Arbitrum)
|
||||
slippageTolerance: 0.003, // 0.3% slippage tolerance (tight for profit)
|
||||
minProfitThreshold: big.NewInt(5000000000000000), // 0.005 ETH minimum profit ($5 at $1000/ETH)
|
||||
transactOpts: transactOpts,
|
||||
callOpts: &bind.CallOpts{},
|
||||
client: client,
|
||||
logger: logger,
|
||||
keyManager: keyManager,
|
||||
competitionAnalyzer: competitionAnalyzer, // CRITICAL: MEV competition analysis
|
||||
gasEstimator: gasEstimator, // L2 gas estimation for Arbitrum
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
arbitrageCalculator: arbitrageCalculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
liveFramework: liveFramework,
|
||||
decimalConverter: decimalConverter,
|
||||
contractValidator: contractValidator, // Security: Contract validation
|
||||
arbitrageContract: arbitrageContract,
|
||||
flashSwapContract: flashSwapContract,
|
||||
arbitrageAddress: arbitrageAddr,
|
||||
flashSwapAddress: flashSwapAddr,
|
||||
maxGasPrice: big.NewInt(500000000), // 0.5 gwei max (Arbitrum optimized)
|
||||
maxGasLimit: 3000000, // 3M gas max (complex arbitrage on Arbitrum)
|
||||
slippageTolerance: 0.003, // 0.3% slippage tolerance (tight for profit)
|
||||
minProfitThreshold: new(big.Int).Set(minProfitThreshold.Value),
|
||||
minProfitThresholdDecimal: minProfitThreshold,
|
||||
transactOpts: transactOpts,
|
||||
callOpts: &bind.CallOpts{},
|
||||
}, nil
|
||||
}
|
||||
|
||||
@@ -404,8 +410,9 @@ func NewArbitrageExecutor(
|
||||
func (ae *ArbitrageExecutor) SimulateArbitrage(ctx context.Context, params *ArbitrageParams) (*SimulationResult, error) {
|
||||
start := time.Now()
|
||||
|
||||
expectedProfit := ethAmountString(ae.decimalConverter, params.Path.NetProfitDecimal, params.Path.NetProfit)
|
||||
ae.logger.Info(fmt.Sprintf("🔬 Simulating arbitrage execution for path with %d hops, expected profit: %s ETH",
|
||||
len(params.Path.Pools), formatEther(params.Path.NetProfit)))
|
||||
len(params.Path.Pools), expectedProfit))
|
||||
|
||||
result := &SimulationResult{
|
||||
Path: params.Path,
|
||||
@@ -448,8 +455,9 @@ func (ae *ArbitrageExecutor) SimulateArbitrage(ctx context.Context, params *Arbi
|
||||
result.ErrorDetails = simulation.Error
|
||||
result.ExecutionSteps = simulation.Steps
|
||||
|
||||
profitRealized := ethAmountString(ae.decimalConverter, nil, result.ProfitRealized)
|
||||
ae.logger.Info(fmt.Sprintf("🧪 Arbitrage simulation successful! Estimated gas: %d, Profit: %s ETH",
|
||||
result.GasEstimate, formatEther(result.ProfitRealized)))
|
||||
result.GasEstimate, profitRealized))
|
||||
} else {
|
||||
result.Error = fmt.Errorf("simulation failed: %s", simulation.Error)
|
||||
ae.logger.Error(fmt.Sprintf("🧪 Arbitrage simulation failed! Error: %s", simulation.Error))
|
||||
@@ -553,9 +561,10 @@ func (ae *ArbitrageExecutor) simulateFlashSwapArbitrage(ctx context.Context, par
|
||||
Status: "Completed",
|
||||
})
|
||||
|
||||
inputAmountStr := ethAmountString(ae.decimalConverter, nil, params.AmountIn)
|
||||
simulation.Steps = append(simulation.Steps, SimulationStep{
|
||||
Name: "Profit Calculation",
|
||||
Description: fmt.Sprintf("Calculated profit: %s ETH", formatEther(params.AmountIn)),
|
||||
Description: fmt.Sprintf("Calculated profit: %s ETH", inputAmountStr),
|
||||
Duration: time.Millisecond * 8,
|
||||
Status: "Completed",
|
||||
})
|
||||
@@ -575,9 +584,10 @@ func (ae *ArbitrageExecutor) simulateFlashSwapArbitrage(ctx context.Context, par
|
||||
})
|
||||
} else {
|
||||
simulation.Profit = realProfit
|
||||
realProfitStr := ethAmountString(ae.decimalConverter, nil, realProfit)
|
||||
simulation.Steps = append(simulation.Steps, SimulationStep{
|
||||
Name: "Real Profit Calculated",
|
||||
Description: fmt.Sprintf("Calculated real profit: %s ETH", formatEther(realProfit)),
|
||||
Description: fmt.Sprintf("Calculated real profit: %s ETH", realProfitStr),
|
||||
Duration: time.Millisecond * 8,
|
||||
Status: "Completed",
|
||||
})
|
||||
@@ -708,15 +718,19 @@ func (ae *ArbitrageExecutor) ExecuteArbitrage(ctx context.Context, params *Arbit
|
||||
ae.transactOpts.GasPrice = biddingStrategy.PriorityFee
|
||||
ae.transactOpts.GasLimit = biddingStrategy.GasLimit
|
||||
|
||||
netAfterCosts := new(big.Int).Sub(opportunity.EstimatedProfit, biddingStrategy.TotalCost)
|
||||
netAfterCostsStr := ethAmountString(ae.decimalConverter, nil, netAfterCosts)
|
||||
priorityFeeStr := gweiAmountString(ae.decimalConverter, nil, biddingStrategy.PriorityFee)
|
||||
ae.logger.Info(fmt.Sprintf("MEV Strategy: Priority fee: %s gwei, Success rate: %.1f%%, Net profit expected: %s ETH",
|
||||
formatGweiFromWei(biddingStrategy.PriorityFee),
|
||||
priorityFeeStr,
|
||||
biddingStrategy.SuccessProbability*100,
|
||||
formatEtherFromWei(new(big.Int).Sub(opportunity.EstimatedProfit, biddingStrategy.TotalCost))))
|
||||
netAfterCostsStr))
|
||||
}
|
||||
start := time.Now()
|
||||
|
||||
pathProfit := ethAmountString(ae.decimalConverter, params.Path.NetProfitDecimal, params.Path.NetProfit)
|
||||
ae.logger.Info(fmt.Sprintf("Starting arbitrage execution for path with %d hops, expected profit: %s ETH",
|
||||
len(params.Path.Pools), formatEther(params.Path.NetProfit)))
|
||||
len(params.Path.Pools), pathProfit))
|
||||
|
||||
result := &ExecutionResult{
|
||||
Path: params.Path,
|
||||
@@ -772,8 +786,9 @@ func (ae *ArbitrageExecutor) ExecuteArbitrage(ctx context.Context, params *Arbit
|
||||
}
|
||||
result.ProfitRealized = actualProfit
|
||||
|
||||
profitRealizedStr := ethAmountString(ae.decimalConverter, nil, result.ProfitRealized)
|
||||
ae.logger.Info(fmt.Sprintf("Arbitrage execution successful! TX: %s, Gas used: %d, Profit: %s ETH",
|
||||
result.TransactionHash.Hex(), result.GasUsed, formatEther(result.ProfitRealized)))
|
||||
result.TransactionHash.Hex(), result.GasUsed, profitRealizedStr))
|
||||
} else {
|
||||
result.Error = fmt.Errorf("transaction failed with status %d", receipt.Status)
|
||||
ae.logger.Error(fmt.Sprintf("Arbitrage execution failed! TX: %s, Gas used: %d",
|
||||
@@ -787,9 +802,16 @@ func (ae *ArbitrageExecutor) ExecuteArbitrage(ctx context.Context, params *Arbit
|
||||
// validateExecution validates the arbitrage execution parameters
|
||||
func (ae *ArbitrageExecutor) validateExecution(ctx context.Context, params *ArbitrageParams) error {
|
||||
// Check minimum profit threshold
|
||||
if params.Path.NetProfit.Cmp(ae.minProfitThreshold) < 0 {
|
||||
return fmt.Errorf("profit %s below minimum threshold %s",
|
||||
formatEther(params.Path.NetProfit), formatEther(ae.minProfitThreshold))
|
||||
if params.Path.NetProfitDecimal != nil && ae.minProfitThresholdDecimal != nil {
|
||||
if cmp, err := ae.decimalConverter.Compare(params.Path.NetProfitDecimal, ae.minProfitThresholdDecimal); err == nil && cmp < 0 {
|
||||
return fmt.Errorf("profit %s below minimum threshold %s",
|
||||
ae.decimalConverter.ToHumanReadable(params.Path.NetProfitDecimal),
|
||||
ae.decimalConverter.ToHumanReadable(ae.minProfitThresholdDecimal))
|
||||
}
|
||||
} else if params.Path.NetProfit != nil && params.Path.NetProfit.Cmp(ae.minProfitThreshold) < 0 {
|
||||
profitStr := ethAmountString(ae.decimalConverter, params.Path.NetProfitDecimal, params.Path.NetProfit)
|
||||
thresholdStr := ethAmountString(ae.decimalConverter, ae.minProfitThresholdDecimal, ae.minProfitThreshold)
|
||||
return fmt.Errorf("profit %s below minimum threshold %s", profitStr, thresholdStr)
|
||||
}
|
||||
|
||||
// Validate path has at least 2 hops
|
||||
@@ -905,7 +927,11 @@ func (ae *ArbitrageExecutor) executeFlashSwapArbitrage(ctx context.Context, para
|
||||
params.Deadline = big.NewInt(time.Now().Add(5 * time.Minute).Unix())
|
||||
}
|
||||
|
||||
// Estimate gas limit
|
||||
poolAddress, flashSwapParams, err := ae.buildFlashSwapExecution(params)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
gasLimit, err := ae.estimateGasForArbitrage(ctx, params)
|
||||
if err != nil {
|
||||
ae.logger.Warn(fmt.Sprintf("Gas estimation failed, using default: %v", err))
|
||||
@@ -914,45 +940,89 @@ func (ae *ArbitrageExecutor) executeFlashSwapArbitrage(ctx context.Context, para
|
||||
|
||||
ae.transactOpts.GasLimit = gasLimit
|
||||
ae.transactOpts.Context = ctx
|
||||
ae.transactOpts.Nonce = nil
|
||||
|
||||
ae.logger.Debug(fmt.Sprintf("Executing flash swap with params: tokens=%v, pools=%v, amountIn=%s, minOut=%s, gasLimit=%d",
|
||||
params.TokenPath, params.PoolPath, params.AmountIn.String(), params.MinAmountOut.String(), gasLimit))
|
||||
ae.logger.Debug(fmt.Sprintf("Executing flash swap via aggregator: pool=%s amount=%s minOut=%s gas=%d",
|
||||
poolAddress.Hex(), params.AmountIn.String(), params.MinAmountOut.String(), gasLimit))
|
||||
|
||||
// Execute the arbitrage through the deployed Uniswap V3 pool using flash swap
|
||||
// We'll use the Uniswap V3 pool directly for flash swaps since it's already deployed
|
||||
|
||||
// Get the pool address for the first pair in the path
|
||||
poolAddress := params.PoolPath[0]
|
||||
|
||||
// Create flash swap parameters
|
||||
flashSwapParams := flashswap.IFlashSwapperFlashSwapParams{
|
||||
Token0: params.TokenPath[0],
|
||||
Token1: params.TokenPath[1],
|
||||
Amount0: params.AmountIn,
|
||||
Amount1: big.NewInt(0), // We only need one token for flash swap
|
||||
To: ae.transactOpts.From, // Send back to our account
|
||||
Data: []byte{}, // Encode arbitrage data if needed
|
||||
}
|
||||
|
||||
// Execute flash swap using Uniswap V3 pool
|
||||
tx, err := ae.executeUniswapV3FlashSwap(ctx, poolAddress, flashSwapParams)
|
||||
tx, err := ae.flashSwapContract.ExecuteFlashSwap(ae.transactOpts, poolAddress, flashSwapParams)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to execute Uniswap V3 flash swap: %w", err)
|
||||
return nil, fmt.Errorf("failed to execute flash swap: %w", err)
|
||||
}
|
||||
|
||||
ae.logger.Info(fmt.Sprintf("Flash swap transaction submitted: %s", tx.Hash().Hex()))
|
||||
return tx, nil
|
||||
}
|
||||
|
||||
func (ae *ArbitrageExecutor) buildFlashSwapExecution(params *FlashSwapParams) (common.Address, flashswap.IFlashSwapperFlashSwapParams, error) {
|
||||
if params == nil {
|
||||
return common.Address{}, flashswap.IFlashSwapperFlashSwapParams{}, fmt.Errorf("flash swap params cannot be nil")
|
||||
}
|
||||
|
||||
if len(params.TokenPath) < 2 {
|
||||
return common.Address{}, flashswap.IFlashSwapperFlashSwapParams{}, fmt.Errorf("token path must include at least two tokens")
|
||||
}
|
||||
|
||||
if len(params.PoolPath) == 0 {
|
||||
return common.Address{}, flashswap.IFlashSwapperFlashSwapParams{}, fmt.Errorf("pool path cannot be empty")
|
||||
}
|
||||
|
||||
if params.AmountIn == nil || params.AmountIn.Sign() <= 0 {
|
||||
return common.Address{}, flashswap.IFlashSwapperFlashSwapParams{}, fmt.Errorf("amount in must be positive")
|
||||
}
|
||||
|
||||
fees := params.Fees
|
||||
if fees == nil {
|
||||
fees = make([]*big.Int, 0)
|
||||
}
|
||||
|
||||
callbackData, err := encodeFlashSwapCallback(params.TokenPath, params.PoolPath, fees, params.MinAmountOut)
|
||||
if err != nil {
|
||||
return common.Address{}, flashswap.IFlashSwapperFlashSwapParams{}, err
|
||||
}
|
||||
|
||||
flashParams := flashswap.IFlashSwapperFlashSwapParams{
|
||||
Token0: params.TokenPath[0],
|
||||
Token1: params.TokenPath[1],
|
||||
Amount0: params.AmountIn,
|
||||
Amount1: big.NewInt(0),
|
||||
To: ae.arbitrageAddress,
|
||||
Data: callbackData,
|
||||
}
|
||||
|
||||
return params.PoolPath[0], flashParams, nil
|
||||
}
|
||||
|
||||
// estimateGasForArbitrage estimates gas needed for the arbitrage transaction
|
||||
func (ae *ArbitrageExecutor) estimateGasForArbitrage(ctx context.Context, params *FlashSwapParams) (uint64, error) {
|
||||
// For now, return a conservative estimate
|
||||
// In production, this would call the contract's estimateGas method
|
||||
estimatedGas := uint64(500000) // 500k gas conservative estimate
|
||||
poolAddress, flashSwapParams, err := ae.buildFlashSwapExecution(params)
|
||||
if err != nil {
|
||||
return 0, err
|
||||
}
|
||||
|
||||
// Add 20% buffer to estimated gas
|
||||
gasWithBuffer := estimatedGas + (estimatedGas * 20 / 100)
|
||||
abiDefinition, err := flashswap.BaseFlashSwapperMetaData.GetAbi()
|
||||
if err != nil {
|
||||
return 0, err
|
||||
}
|
||||
|
||||
callData, err := abiDefinition.Pack("executeFlashSwap", poolAddress, flashSwapParams)
|
||||
if err != nil {
|
||||
return 0, err
|
||||
}
|
||||
|
||||
msg := ethereum.CallMsg{
|
||||
From: ae.transactOpts.From,
|
||||
To: &ae.flashSwapAddress,
|
||||
Gas: 0,
|
||||
Data: callData,
|
||||
}
|
||||
|
||||
estimatedGas, err := ae.client.EstimateGas(ctx, msg)
|
||||
if err != nil {
|
||||
return 0, err
|
||||
}
|
||||
|
||||
gasWithBuffer := uint64(float64(estimatedGas) * 1.2)
|
||||
if gasWithBuffer > ae.maxGasLimit {
|
||||
gasWithBuffer = ae.maxGasLimit
|
||||
}
|
||||
@@ -962,21 +1032,33 @@ func (ae *ArbitrageExecutor) estimateGasForArbitrage(ctx context.Context, params
|
||||
|
||||
// updateGasPrice updates gas price based on network conditions
|
||||
func (ae *ArbitrageExecutor) updateGasPrice(ctx context.Context) error {
|
||||
gasPrice, err := ae.client.SuggestGasPrice(ctx)
|
||||
tipCap, err := ae.client.SuggestGasTipCap(ctx)
|
||||
if err != nil {
|
||||
return err
|
||||
tipCap = big.NewInt(100000000) // 0.1 gwei fallback
|
||||
}
|
||||
|
||||
// Apply 10% premium for faster execution
|
||||
premiumGasPrice := new(big.Int).Add(gasPrice, new(big.Int).Div(gasPrice, big.NewInt(10)))
|
||||
|
||||
if premiumGasPrice.Cmp(ae.maxGasPrice) > 0 {
|
||||
premiumGasPrice = ae.maxGasPrice
|
||||
header, err := ae.client.HeaderByNumber(ctx, nil)
|
||||
var feeCap *big.Int
|
||||
if err != nil || header.BaseFee == nil {
|
||||
baseFee, baseErr := ae.client.SuggestGasPrice(ctx)
|
||||
if baseErr != nil {
|
||||
baseFee = big.NewInt(1000000000) // 1 gwei fallback
|
||||
}
|
||||
feeCap = new(big.Int).Add(baseFee, tipCap)
|
||||
} else {
|
||||
feeCap = new(big.Int).Mul(header.BaseFee, big.NewInt(2))
|
||||
feeCap.Add(feeCap, tipCap)
|
||||
}
|
||||
|
||||
ae.transactOpts.GasPrice = premiumGasPrice
|
||||
ae.logger.Debug(fmt.Sprintf("Updated gas price to %s wei", premiumGasPrice.String()))
|
||||
if ae.maxGasPrice != nil && feeCap.Cmp(ae.maxGasPrice) > 0 {
|
||||
feeCap = new(big.Int).Set(ae.maxGasPrice)
|
||||
}
|
||||
|
||||
ae.transactOpts.GasTipCap = tipCap
|
||||
ae.transactOpts.GasFeeCap = feeCap
|
||||
ae.transactOpts.GasPrice = nil
|
||||
|
||||
ae.logger.Debug(fmt.Sprintf("Updated gas parameters - tip: %s wei, max fee: %s wei", tipCap.String(), feeCap.String()))
|
||||
return nil
|
||||
}
|
||||
|
||||
@@ -1043,12 +1125,15 @@ func (ae *ArbitrageExecutor) calculateProfitFromBalanceChange(ctx context.Contex
|
||||
netProfit := new(big.Int).Sub(profit, gasCost)
|
||||
|
||||
if netProfit.Sign() > 0 {
|
||||
netProfitStr := ethAmountString(ae.decimalConverter, nil, netProfit)
|
||||
ae.logger.Info(fmt.Sprintf("PROFITABLE ARBITRAGE - Net profit: %s ETH",
|
||||
formatEther(netProfit)))
|
||||
netProfitStr))
|
||||
return netProfit, nil
|
||||
} else {
|
||||
loss := new(big.Int).Neg(netProfit)
|
||||
lossStr := ethAmountString(ae.decimalConverter, nil, loss)
|
||||
ae.logger.Warn(fmt.Sprintf("UNPROFITABLE ARBITRAGE - Loss: %s ETH",
|
||||
formatEther(new(big.Int).Neg(netProfit))))
|
||||
lossStr))
|
||||
return big.NewInt(0), nil
|
||||
}
|
||||
}
|
||||
@@ -1060,31 +1145,6 @@ func (ae *ArbitrageExecutor) calculateProfitFromBalanceChange(ctx context.Contex
|
||||
return big.NewInt(0), fmt.Errorf("no arbitrage execution detected in transaction")
|
||||
}
|
||||
|
||||
// formatEther converts wei to ETH string with 6 decimal places
|
||||
func formatEther(wei *big.Int) string {
|
||||
if wei == nil {
|
||||
return "0.000000"
|
||||
}
|
||||
eth := new(big.Float).SetInt(wei)
|
||||
eth.Quo(eth, big.NewFloat(1e18))
|
||||
return fmt.Sprintf("%.6f", eth)
|
||||
}
|
||||
|
||||
// formatEtherFromWei is an alias for formatEther for consistency
|
||||
func formatEtherFromWei(wei *big.Int) string {
|
||||
return formatEther(wei)
|
||||
}
|
||||
|
||||
// formatGweiFromWei converts wei to gwei string
|
||||
func formatGweiFromWei(wei *big.Int) string {
|
||||
if wei == nil {
|
||||
return "0.0"
|
||||
}
|
||||
gwei := new(big.Float).SetInt(wei)
|
||||
gwei.Quo(gwei, big.NewFloat(1e9))
|
||||
return fmt.Sprintf("%.2f", gwei)
|
||||
}
|
||||
|
||||
// GetArbitrageHistory retrieves historical arbitrage executions by parsing contract events
|
||||
func (ae *ArbitrageExecutor) GetArbitrageHistory(ctx context.Context, fromBlock, toBlock *big.Int) ([]*ArbitrageEvent, error) {
|
||||
ae.logger.Info(fmt.Sprintf("Fetching arbitrage history from block %s to %s", fromBlock.String(), toBlock.String()))
|
||||
@@ -1170,7 +1230,7 @@ type ArbitrageEvent struct {
|
||||
|
||||
// Helper method to check if execution is profitable after gas costs
|
||||
func (ae *ArbitrageExecutor) IsProfitableAfterGas(path *ArbitragePath, gasPrice *big.Int) bool {
|
||||
gasCost := new(big.Int).Mul(gasPrice, big.NewInt(int64(path.EstimatedGas.Uint64())))
|
||||
gasCost := new(big.Int).Mul(gasPrice, path.EstimatedGas)
|
||||
netProfit := new(big.Int).Sub(path.NetProfit, gasCost)
|
||||
return netProfit.Cmp(ae.minProfitThreshold) > 0
|
||||
}
|
||||
@@ -1403,10 +1463,16 @@ func addTrustedContractsToValidator(validator *security.ContractValidator, arbit
|
||||
// Add arbitrage contract
|
||||
arbitrageInfo := &security.ContractInfo{
|
||||
Address: arbitrageAddr,
|
||||
BytecodeHash: "placeholder_arbitrage_hash", // TODO: Get actual bytecode hash
|
||||
Name: "MEV Arbitrage Contract",
|
||||
Version: "1.0.0",
|
||||
IsWhitelisted: true,
|
||||
RiskLevel: security.RiskLevelLow,
|
||||
Permissions: security.ContractPermissions{
|
||||
CanInteract: true,
|
||||
CanSendValue: true,
|
||||
RequireConfirm: false,
|
||||
},
|
||||
}
|
||||
if err := validator.AddTrustedContract(arbitrageInfo); err != nil {
|
||||
return fmt.Errorf("failed to add arbitrage contract: %w", err)
|
||||
@@ -1415,10 +1481,16 @@ func addTrustedContractsToValidator(validator *security.ContractValidator, arbit
|
||||
// Add flash swap contract
|
||||
flashSwapInfo := &security.ContractInfo{
|
||||
Address: flashSwapAddr,
|
||||
BytecodeHash: "placeholder_flashswap_hash", // TODO: Get actual bytecode hash
|
||||
Name: "Flash Swap Contract",
|
||||
Version: "1.0.0",
|
||||
IsWhitelisted: true,
|
||||
RiskLevel: security.RiskLevelLow,
|
||||
Permissions: security.ContractPermissions{
|
||||
CanInteract: true,
|
||||
CanSendValue: true,
|
||||
RequireConfirm: false,
|
||||
},
|
||||
}
|
||||
if err := validator.AddTrustedContract(flashSwapInfo); err != nil {
|
||||
return fmt.Errorf("failed to add flash swap contract: %w", err)
|
||||
|
||||
@@ -11,6 +11,7 @@ import (
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/ethereum/go-ethereum/core/types"
|
||||
"github.com/ethereum/go-ethereum/ethclient"
|
||||
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/pkg/arbitrum"
|
||||
"github.com/fraktal/mev-beta/pkg/math"
|
||||
@@ -252,8 +253,9 @@ func (executor *FlashSwapExecutor) ExecuteArbitrage(ctx context.Context, opportu
|
||||
if result.Success && result.ProfitRealized != nil {
|
||||
// Note: opportunity.NetProfit is not directly accessible through ExecutionResult structure
|
||||
// So we just log that execution was successful with actual profit
|
||||
profitDisplay := ethAmountString(executor.decimalConverter, nil, result.ProfitRealized)
|
||||
executor.logger.Info(fmt.Sprintf("💰 Actual profit: %s ETH",
|
||||
formatEther(result.ProfitRealized)))
|
||||
profitDisplay))
|
||||
}
|
||||
|
||||
return result, nil
|
||||
@@ -357,17 +359,19 @@ func (executor *FlashSwapExecutor) encodeArbitrageData(opportunity *pkgtypes.Arb
|
||||
// This is a simplified approach - real implementation would use proper ABI encoding
|
||||
// with go-ethereum's abi package
|
||||
|
||||
data := []byte(fmt.Sprintf("arbitrage:%s:%s:%s:%s",
|
||||
opportunity.TokenIn,
|
||||
opportunity.TokenOut,
|
||||
opportunity.AmountIn.String(),
|
||||
opportunity.Profit.String()))
|
||||
token0 := opportunity.TokenIn
|
||||
token1 := opportunity.TokenOut
|
||||
|
||||
if len(data) > 1024 { // Limit the size
|
||||
data = data[:1024]
|
||||
payload, err := encodeFlashSwapCallback([]common.Address{token0, token1}, nil, nil, opportunity.NetProfit)
|
||||
if err != nil {
|
||||
executor.logger.Warn(fmt.Sprintf("Failed to encode flash swap callback data: %v", err))
|
||||
return []byte(fmt.Sprintf("arbitrage:%s:%s:%s:%s",
|
||||
opportunity.TokenIn,
|
||||
opportunity.TokenOut,
|
||||
opportunity.AmountIn.String(),
|
||||
opportunity.Profit.String()))
|
||||
}
|
||||
|
||||
return data
|
||||
return payload
|
||||
}
|
||||
|
||||
// getTransactionOptions prepares transaction options with dynamic gas pricing
|
||||
@@ -508,7 +512,7 @@ func (executor *FlashSwapExecutor) executeWithTimeout(
|
||||
actualProfit, err := executor.calculateActualProfit(receipt, executionState.Opportunity)
|
||||
if err != nil {
|
||||
executor.logger.Warn(fmt.Sprintf("Failed to calculate actual profit: %v", err))
|
||||
actualProfit = executionState.Opportunity.NetProfit // Use expected as fallback
|
||||
actualProfit = universalFromWei(executor.decimalConverter, executionState.Opportunity.NetProfit, "ETH") // Use expected as fallback
|
||||
}
|
||||
|
||||
executionState.ActualProfit = actualProfit
|
||||
@@ -588,7 +592,8 @@ func (executor *FlashSwapExecutor) waitForConfirmation(ctx context.Context, txHa
|
||||
// calculateActualProfit calculates the actual profit from the transaction
|
||||
func (executor *FlashSwapExecutor) calculateActualProfit(receipt *types.Receipt, opportunity *pkgtypes.ArbitrageOpportunity) (*math.UniversalDecimal, error) {
|
||||
// Calculate actual gas cost
|
||||
gasCost := new(big.Int).Mul(big.NewInt(int64(receipt.GasUsed)), receipt.EffectiveGasPrice)
|
||||
gasUsedBigInt := new(big.Int).SetUint64(receipt.GasUsed)
|
||||
gasCost := new(big.Int).Mul(gasUsedBigInt, receipt.EffectiveGasPrice)
|
||||
gasCostDecimal, err := math.NewUniversalDecimal(gasCost, 18, "ETH")
|
||||
if err != nil {
|
||||
return nil, err
|
||||
@@ -596,12 +601,13 @@ func (executor *FlashSwapExecutor) calculateActualProfit(receipt *types.Receipt,
|
||||
|
||||
// For demonstration, assume we got the expected output
|
||||
// Production would parse the transaction logs to get actual amounts
|
||||
expectedOutput := opportunity.Profit
|
||||
expectedOutput := universalFromWei(executor.decimalConverter, opportunity.Profit, "ETH")
|
||||
amountIn := universalFromWei(executor.decimalConverter, opportunity.AmountIn, "ETH")
|
||||
|
||||
// Use the decimal converter to convert to ETH equivalent
|
||||
// For simplicity, assume both input and output are already in compatible formats
|
||||
// In real implementation, you'd need actual price data
|
||||
netProfit, err := executor.decimalConverter.Subtract(expectedOutput, opportunity.AmountIn)
|
||||
netProfit, err := executor.decimalConverter.Subtract(expectedOutput, amountIn)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
@@ -620,7 +626,9 @@ func (executor *FlashSwapExecutor) createSuccessfulResult(state *ExecutionState,
|
||||
// Convert UniversalDecimal to big.Int for ProfitRealized
|
||||
profitRealized := big.NewInt(0)
|
||||
if state.ActualProfit != nil {
|
||||
profitRealized = state.ActualProfit
|
||||
profitRealized = new(big.Int).Set(state.ActualProfit.Value)
|
||||
} else if state.Opportunity != nil && state.Opportunity.NetProfit != nil {
|
||||
profitRealized = new(big.Int).Set(state.Opportunity.NetProfit)
|
||||
}
|
||||
|
||||
// Create a minimal ArbitragePath based on the opportunity
|
||||
@@ -635,7 +643,8 @@ func (executor *FlashSwapExecutor) createSuccessfulResult(state *ExecutionState,
|
||||
LastUpdated: time.Now(),
|
||||
}
|
||||
|
||||
gasCost := new(big.Int).Mul(big.NewInt(int64(receipt.GasUsed)), receipt.EffectiveGasPrice)
|
||||
gasUsedBigInt := new(big.Int).SetUint64(receipt.GasUsed)
|
||||
gasCost := new(big.Int).Mul(gasUsedBigInt, receipt.EffectiveGasPrice)
|
||||
gasCostDecimal, _ := math.NewUniversalDecimal(gasCost, 18, "ETH")
|
||||
|
||||
return &ExecutionResult{
|
||||
|
||||
38
pkg/arbitrage/flash_swap_utils.go
Normal file
38
pkg/arbitrage/flash_swap_utils.go
Normal file
@@ -0,0 +1,38 @@
|
||||
package arbitrage
|
||||
|
||||
import (
|
||||
"math/big"
|
||||
|
||||
"github.com/ethereum/go-ethereum/accounts/abi"
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
)
|
||||
|
||||
type flashSwapCallback struct {
|
||||
TokenPath []common.Address
|
||||
PoolPath []common.Address
|
||||
Fees []*big.Int
|
||||
MinAmountOut *big.Int
|
||||
}
|
||||
|
||||
func encodeFlashSwapCallback(tokenPath []common.Address, poolPath []common.Address, fees []*big.Int, minAmountOut *big.Int) ([]byte, error) {
|
||||
tupleType, err := abi.NewType("tuple", "flashSwapCallback", []abi.ArgumentMarshaling{
|
||||
{Name: "tokenPath", Type: "address[]"},
|
||||
{Name: "poolPath", Type: "address[]"},
|
||||
{Name: "fees", Type: "uint256[]"},
|
||||
{Name: "minAmountOut", Type: "uint256"},
|
||||
})
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
arguments := abi.Arguments{{Type: tupleType}}
|
||||
|
||||
callback := flashSwapCallback{
|
||||
TokenPath: tokenPath,
|
||||
PoolPath: poolPath,
|
||||
Fees: fees,
|
||||
MinAmountOut: minAmountOut,
|
||||
}
|
||||
|
||||
return arguments.Pack(callback)
|
||||
}
|
||||
@@ -3,12 +3,14 @@ package arbitrage
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
stdmath "math"
|
||||
"math/big"
|
||||
"sync"
|
||||
"time"
|
||||
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/ethereum/go-ethereum/ethclient"
|
||||
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/pkg/arbitrum"
|
||||
"github.com/fraktal/mev-beta/pkg/exchanges"
|
||||
@@ -18,6 +20,14 @@ import (
|
||||
pkgtypes "github.com/fraktal/mev-beta/pkg/types"
|
||||
)
|
||||
|
||||
// safeConvertUint64ToInt64 safely converts a uint64 to int64, capping at MaxInt64 if overflow would occur
|
||||
func safeConvertUint64ToInt64(v uint64) int64 {
|
||||
if v > stdmath.MaxInt64 {
|
||||
return stdmath.MaxInt64
|
||||
}
|
||||
return int64(v)
|
||||
}
|
||||
|
||||
// LiveExecutionFramework orchestrates the complete MEV bot pipeline
|
||||
type LiveExecutionFramework struct {
|
||||
// Core components
|
||||
@@ -56,6 +66,7 @@ type LiveExecutionFramework struct {
|
||||
}
|
||||
|
||||
// FrameworkConfig configures the live execution framework
|
||||
|
||||
type FrameworkConfig struct {
|
||||
// Detection settings
|
||||
DetectionConfig DetectionConfig
|
||||
@@ -371,8 +382,8 @@ func (framework *LiveExecutionFramework) opportunityProcessor(ctx context.Contex
|
||||
func (framework *LiveExecutionFramework) convertArbitrageOpportunityToMEVOpportunity(opportunity *pkgtypes.ArbitrageOpportunity) *mev.MEVOpportunity {
|
||||
// Convert the arbitrage opportunity to MEV opportunity format for competition analysis
|
||||
estimatedProfit := big.NewInt(0)
|
||||
if opportunity.NetProfit != nil && opportunity.NetProfit.Value != nil {
|
||||
estimatedProfit = opportunity.NetProfit.Value
|
||||
if opportunity.NetProfit != nil {
|
||||
estimatedProfit = new(big.Int).Set(opportunity.NetProfit)
|
||||
}
|
||||
|
||||
// Calculate required gas estimate (placeholder - would be more precise in production)
|
||||
@@ -399,7 +410,7 @@ func (framework *LiveExecutionFramework) processOpportunity(ctx context.Context,
|
||||
framework.statsMutex.Unlock()
|
||||
|
||||
framework.logger.Debug(fmt.Sprintf("Processing opportunity: %s profit",
|
||||
framework.decimalConverter.ToHumanReadable(opportunity.NetProfit)))
|
||||
framework.decimalConverter.ToHumanReadable(universalFromWei(framework.decimalConverter, opportunity.NetProfit, "ETH"))))
|
||||
|
||||
// Perform risk checks
|
||||
if !framework.performRiskChecks(opportunity) {
|
||||
@@ -443,7 +454,7 @@ func (framework *LiveExecutionFramework) processOpportunity(ctx context.Context,
|
||||
framework.statsMutex.Unlock()
|
||||
|
||||
framework.logger.Info(fmt.Sprintf("🎯 Queued opportunity for execution: %s profit, Priority: %d",
|
||||
framework.decimalConverter.ToHumanReadable(opportunity.NetProfit), priority))
|
||||
framework.decimalConverter.ToHumanReadable(universalFromWei(framework.decimalConverter, opportunity.NetProfit, "ETH")), priority))
|
||||
default:
|
||||
framework.logger.Warn("Execution queue full, dropping opportunity")
|
||||
}
|
||||
@@ -513,7 +524,7 @@ func (framework *LiveExecutionFramework) executeOpportunity(ctx context.Context,
|
||||
framework.statsMutex.Unlock()
|
||||
|
||||
framework.logger.Info(fmt.Sprintf("🚀 Executing arbitrage: %s expected profit",
|
||||
framework.decimalConverter.ToHumanReadable(task.Opportunity.NetProfit)))
|
||||
opportunityAmountString(framework.decimalConverter, task.Opportunity)))
|
||||
|
||||
startTime := time.Now()
|
||||
|
||||
@@ -535,9 +546,9 @@ func (framework *LiveExecutionFramework) executeOpportunity(ctx context.Context,
|
||||
|
||||
// Log result
|
||||
if result.Success {
|
||||
profitDecimal, _ := math.NewUniversalDecimal(result.ProfitRealized, 18, "ETH")
|
||||
realized := executionProfitToString(framework.decimalConverter, result)
|
||||
framework.logger.Info(fmt.Sprintf("✅ Execution successful: %s profit realized in %v",
|
||||
framework.decimalConverter.ToHumanReadable(profitDecimal),
|
||||
realized,
|
||||
executionTime))
|
||||
} else {
|
||||
framework.logger.Warn(fmt.Sprintf("❌ Execution failed: %s", result.ErrorMessage))
|
||||
@@ -554,22 +565,63 @@ func (framework *LiveExecutionFramework) executeOpportunity(ctx context.Context,
|
||||
|
||||
func (framework *LiveExecutionFramework) performRiskChecks(opportunity *pkgtypes.ArbitrageOpportunity) bool {
|
||||
// Check position size
|
||||
if comp, _ := framework.decimalConverter.Compare(opportunity.InputAmount, framework.config.MaxPositionSize); comp > 0 {
|
||||
if !framework.checkPositionSize(opportunity) {
|
||||
return false
|
||||
}
|
||||
|
||||
// Check daily loss limit
|
||||
if !framework.checkDailyLossLimit() {
|
||||
return false
|
||||
}
|
||||
|
||||
// Check daily profit target
|
||||
if !framework.checkDailyProfitTarget(opportunity) {
|
||||
return false
|
||||
}
|
||||
|
||||
return true
|
||||
}
|
||||
|
||||
// checkPositionSize validates that the position size is within limits
|
||||
func (framework *LiveExecutionFramework) checkPositionSize(opportunity *pkgtypes.ArbitrageOpportunity) bool {
|
||||
amountWei := opportunity.AmountIn
|
||||
if amountWei == nil {
|
||||
amountWei = opportunity.RequiredAmount
|
||||
}
|
||||
if framework.config.MaxPositionSize != nil {
|
||||
positionSize := universalFromWei(framework.decimalConverter, amountWei, "ETH")
|
||||
if comp, _ := framework.decimalConverter.Compare(positionSize, framework.config.MaxPositionSize); comp > 0 {
|
||||
return false
|
||||
}
|
||||
}
|
||||
return true
|
||||
}
|
||||
|
||||
// checkDailyLossLimit validates that we haven't exceeded daily loss limits
|
||||
func (framework *LiveExecutionFramework) checkDailyLossLimit() bool {
|
||||
today := time.Now().Format("2006-01-02")
|
||||
if dailyStats, exists := framework.stats.DailyStats[today]; exists {
|
||||
if dailyStats.NetProfit.IsNegative() {
|
||||
if comp, _ := framework.decimalConverter.Compare(dailyStats.NetProfit, framework.config.DailyLossLimit); comp < 0 {
|
||||
framework.logger.Warn("Daily loss limit reached, skipping opportunity")
|
||||
return false
|
||||
if framework.config.DailyLossLimit != nil {
|
||||
if dailyStats, exists := framework.stats.DailyStats[today]; exists && dailyStats.NetProfit != nil {
|
||||
if dailyStats.NetProfit.IsNegative() {
|
||||
loss := dailyStats.NetProfit.Copy()
|
||||
loss.Value.Abs(loss.Value)
|
||||
if comp, err := framework.decimalConverter.Compare(loss, framework.config.DailyLossLimit); err == nil {
|
||||
if comp > 0 {
|
||||
framework.logger.Warn("Daily loss limit reached, skipping opportunity")
|
||||
return false
|
||||
}
|
||||
} else {
|
||||
framework.logger.Warn(fmt.Sprintf("Failed to compare daily loss to limit: %v", err))
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
return true
|
||||
}
|
||||
|
||||
// Check if we've hit daily profit target
|
||||
// checkDailyProfitTarget validates that we haven't exceeded daily profit target
|
||||
func (framework *LiveExecutionFramework) checkDailyProfitTarget(opportunity *pkgtypes.ArbitrageOpportunity) bool {
|
||||
today := time.Now().Format("2006-01-02")
|
||||
if dailyStats, exists := framework.stats.DailyStats[today]; exists {
|
||||
if comp, _ := framework.decimalConverter.Compare(dailyStats.ProfitRealized, framework.config.DailyProfitTarget); comp >= 0 {
|
||||
framework.logger.Info("Daily profit target reached, being conservative")
|
||||
@@ -579,7 +631,6 @@ func (framework *LiveExecutionFramework) performRiskChecks(opportunity *pkgtypes
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return true
|
||||
}
|
||||
|
||||
@@ -591,7 +642,6 @@ func (framework *LiveExecutionFramework) shouldExecuteBasedOnCompetition(analysi
|
||||
}
|
||||
|
||||
// Skip if profit after gas is negative
|
||||
// NetProfit in CompetitionData represents profit after gas
|
||||
if analysis.NetProfit.Sign() < 0 {
|
||||
return false
|
||||
}
|
||||
@@ -610,9 +660,11 @@ func (framework *LiveExecutionFramework) calculatePriority(
|
||||
|
||||
var basePriority TaskPriority
|
||||
|
||||
if comp, _ := framework.decimalConverter.Compare(opportunity.NetProfit, largeProfit); comp > 0 {
|
||||
netProfitDecimal := opportunityNetProfitDecimal(framework.decimalConverter, opportunity)
|
||||
|
||||
if comp, _ := framework.decimalConverter.Compare(netProfitDecimal, largeProfit); comp > 0 {
|
||||
basePriority = PriorityHigh
|
||||
} else if comp, _ := framework.decimalConverter.Compare(opportunity.NetProfit, mediumProfit); comp > 0 {
|
||||
} else if comp, _ := framework.decimalConverter.Compare(netProfitDecimal, mediumProfit); comp > 0 {
|
||||
basePriority = PriorityMedium
|
||||
} else {
|
||||
basePriority = PriorityLow
|
||||
@@ -807,9 +859,9 @@ func (framework *LiveExecutionFramework) GetMetrics() *LiveExecutionMetrics {
|
||||
stats := framework.GetStats()
|
||||
|
||||
return &LiveExecutionMetrics{
|
||||
OpportunitiesDetected: int64(stats.TotalOpportunitiesDetected),
|
||||
SuccessfulExecutions: int64(stats.TotalExecutionsSuccessful),
|
||||
FailedExecutions: int64(stats.TotalExecutionsAttempted - stats.TotalExecutionsSuccessful), // Failed = Attempted - Successful
|
||||
OpportunitiesDetected: safeConvertUint64ToInt64(stats.TotalOpportunitiesDetected),
|
||||
SuccessfulExecutions: safeConvertUint64ToInt64(stats.TotalExecutionsSuccessful),
|
||||
FailedExecutions: safeConvertUint64ToInt64(stats.TotalExecutionsAttempted - stats.TotalExecutionsSuccessful), // Failed = Attempted - Successful
|
||||
TotalProfit: stats.TotalProfitRealized,
|
||||
AverageExecutionTime: stats.AverageExecutionTime,
|
||||
CurrentWorkers: int(framework.config.WorkerPoolSize), // Using configured worker pool size as a proxy for active workers
|
||||
@@ -883,6 +935,40 @@ func (pool *ExecutionWorkerPool) worker() {
|
||||
}
|
||||
}
|
||||
|
||||
func opportunityNetProfitDecimal(dc *math.DecimalConverter, opportunity *pkgtypes.ArbitrageOpportunity) *math.UniversalDecimal {
|
||||
if opportunity == nil {
|
||||
zero, _ := math.NewUniversalDecimal(big.NewInt(0), 18, "ETH")
|
||||
return zero
|
||||
}
|
||||
|
||||
if opportunity.Quantities != nil {
|
||||
if val, ok := new(big.Int).SetString(opportunity.Quantities.NetProfit.Value, 10); ok {
|
||||
if ud, err := math.NewUniversalDecimal(val, opportunity.Quantities.NetProfit.Decimals, opportunity.Quantities.NetProfit.Symbol); err == nil {
|
||||
return ud
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return universalFromWei(dc, opportunity.NetProfit, "ETH")
|
||||
}
|
||||
|
||||
func opportunityAmountString(dc *math.DecimalConverter, opportunity *pkgtypes.ArbitrageOpportunity) string {
|
||||
if opportunity == nil {
|
||||
return "n/a"
|
||||
}
|
||||
|
||||
ud := opportunityNetProfitDecimal(dc, opportunity)
|
||||
return floatStringFromDecimal(ud, 6)
|
||||
}
|
||||
|
||||
func executionProfitToString(dc *math.DecimalConverter, result *ExecutionResult) string {
|
||||
if result != nil && result.ProfitRealized != nil {
|
||||
ud := universalOrFromWei(dc, nil, result.ProfitRealized, 18, "ETH")
|
||||
return floatStringFromDecimal(ud, 6)
|
||||
}
|
||||
return "0.000000"
|
||||
}
|
||||
|
||||
// GasEstimatorWrapper wraps the Arbitrum gas estimator to implement the math.GasEstimator interface
|
||||
type GasEstimatorWrapper struct {
|
||||
gasEstimator *arbitrum.L2GasEstimator
|
||||
|
||||
108
pkg/arbitrage/live_execution_framework_test.go
Normal file
108
pkg/arbitrage/live_execution_framework_test.go
Normal file
@@ -0,0 +1,108 @@
|
||||
package arbitrage
|
||||
|
||||
import (
|
||||
"math/big"
|
||||
"testing"
|
||||
"time"
|
||||
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/pkg/math"
|
||||
pkgtypes "github.com/fraktal/mev-beta/pkg/types"
|
||||
)
|
||||
|
||||
func TestPerformRiskChecksRespectsDailyLossLimitDecimals(t *testing.T) {
|
||||
log := logger.New("debug", "text", "")
|
||||
dc := math.NewDecimalConverter()
|
||||
|
||||
maxPos, _ := dc.FromString("10", 18, "ETH")
|
||||
dailyLimit, _ := dc.FromString("0.5", 18, "ETH")
|
||||
profitTarget, _ := dc.FromString("1", 18, "ETH")
|
||||
zero, _ := dc.FromString("0", 18, "ETH")
|
||||
|
||||
framework := &LiveExecutionFramework{
|
||||
logger: log,
|
||||
decimalConverter: dc,
|
||||
config: FrameworkConfig{
|
||||
MaxPositionSize: maxPos,
|
||||
DailyLossLimit: dailyLimit,
|
||||
DailyProfitTarget: profitTarget,
|
||||
},
|
||||
stats: &FrameworkStats{
|
||||
DailyStats: make(map[string]*DailyStats),
|
||||
},
|
||||
}
|
||||
|
||||
today := time.Now().Format("2006-01-02")
|
||||
framework.stats.DailyStats[today] = &DailyStats{
|
||||
Date: today,
|
||||
ProfitRealized: zero.Copy(),
|
||||
GasCostPaid: zero.Copy(),
|
||||
}
|
||||
|
||||
loss, _ := math.NewUniversalDecimal(big.NewInt(-600000000000000000), 18, "ETH")
|
||||
framework.stats.DailyStats[today].NetProfit = loss
|
||||
|
||||
opportunity := &pkgtypes.ArbitrageOpportunity{
|
||||
AmountIn: big.NewInt(1000000000000000000),
|
||||
Confidence: 0.95,
|
||||
}
|
||||
|
||||
if framework.performRiskChecks(opportunity) {
|
||||
t.Fatalf("expected opportunity to be rejected when loss exceeds limit")
|
||||
}
|
||||
|
||||
acceptableLoss, _ := math.NewUniversalDecimal(big.NewInt(-200000000000000000), 18, "ETH")
|
||||
framework.stats.DailyStats[today].NetProfit = acceptableLoss
|
||||
|
||||
if !framework.performRiskChecks(opportunity) {
|
||||
t.Fatalf("expected opportunity to pass when loss within limit")
|
||||
}
|
||||
}
|
||||
|
||||
func TestOpportunityHelpersHandleMissingQuantities(t *testing.T) {
|
||||
dc := math.NewDecimalConverter()
|
||||
profit := big.NewInt(2100000000000000)
|
||||
opportunity := &pkgtypes.ArbitrageOpportunity{
|
||||
NetProfit: profit,
|
||||
}
|
||||
|
||||
expectedDecimal := universalFromWei(dc, profit, "ETH")
|
||||
|
||||
resultDecimal := opportunityNetProfitDecimal(dc, opportunity)
|
||||
if cmp, err := dc.Compare(resultDecimal, expectedDecimal); err != nil || cmp != 0 {
|
||||
t.Fatalf("expected fallback decimal to match wei amount, got %s", dc.ToHumanReadable(resultDecimal))
|
||||
}
|
||||
|
||||
expectedString := ethAmountString(dc, expectedDecimal, nil)
|
||||
resultString := opportunityAmountString(dc, opportunity)
|
||||
if resultString != expectedString {
|
||||
t.Fatalf("expected fallback string %s, got %s", expectedString, resultString)
|
||||
}
|
||||
}
|
||||
|
||||
func TestOpportunityHelpersPreferDecimalSnapshots(t *testing.T) {
|
||||
dc := math.NewDecimalConverter()
|
||||
declared, _ := math.NewUniversalDecimal(big.NewInt(1500000000000000000), 18, "ETH")
|
||||
|
||||
opportunity := &pkgtypes.ArbitrageOpportunity{
|
||||
NetProfit: new(big.Int).Set(declared.Value),
|
||||
Quantities: &pkgtypes.OpportunityQuantities{
|
||||
NetProfit: pkgtypes.DecimalAmount{
|
||||
Value: declared.Value.String(),
|
||||
Decimals: declared.Decimals,
|
||||
Symbol: declared.Symbol,
|
||||
},
|
||||
},
|
||||
}
|
||||
|
||||
resultDecimal := opportunityNetProfitDecimal(dc, opportunity)
|
||||
if cmp, err := dc.Compare(resultDecimal, declared); err != nil || cmp != 0 {
|
||||
t.Fatalf("expected decimal snapshot to be used, got %s", dc.ToHumanReadable(resultDecimal))
|
||||
}
|
||||
|
||||
expectedString := ethAmountString(dc, declared, nil)
|
||||
resultString := opportunityAmountString(dc, opportunity)
|
||||
if resultString != expectedString {
|
||||
t.Fatalf("expected human-readable snapshot %s, got %s", expectedString, resultString)
|
||||
}
|
||||
}
|
||||
@@ -10,9 +10,11 @@ import (
|
||||
"time"
|
||||
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/pkg/uniswap"
|
||||
"github.com/holiman/uint256"
|
||||
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
mmath "github.com/fraktal/mev-beta/pkg/math"
|
||||
"github.com/fraktal/mev-beta/pkg/uniswap"
|
||||
)
|
||||
|
||||
// MultiHopScanner implements advanced multi-hop arbitrage detection
|
||||
@@ -41,14 +43,17 @@ type MultiHopScanner struct {
|
||||
|
||||
// ArbitragePath represents a complete arbitrage path
|
||||
type ArbitragePath struct {
|
||||
Tokens []common.Address // Token path (A -> B -> C -> A)
|
||||
Pools []*PoolInfo // Pools used in each hop
|
||||
Protocols []string // Protocol for each hop
|
||||
Fees []int64 // Fee for each hop
|
||||
EstimatedGas *big.Int // Estimated gas cost
|
||||
NetProfit *big.Int // Net profit after gas
|
||||
ROI float64 // Return on investment percentage
|
||||
LastUpdated time.Time // When this path was calculated
|
||||
Tokens []common.Address // Token path (A -> B -> C -> A)
|
||||
Pools []*PoolInfo // Pools used in each hop
|
||||
Protocols []string // Protocol for each hop
|
||||
Fees []int64 // Fee for each hop
|
||||
EstimatedGas *big.Int // Estimated gas cost
|
||||
NetProfit *big.Int // Net profit after gas
|
||||
ROI float64 // Return on investment percentage
|
||||
LastUpdated time.Time // When this path was calculated
|
||||
EstimatedGasDecimal *mmath.UniversalDecimal
|
||||
NetProfitDecimal *mmath.UniversalDecimal
|
||||
InputAmountDecimal *mmath.UniversalDecimal
|
||||
}
|
||||
|
||||
// PoolInfo contains information about a trading pool
|
||||
@@ -258,7 +263,7 @@ func (mhs *MultiHopScanner) createArbitragePath(tokens []common.Address, pools [
|
||||
roi *= 100 // Convert to percentage
|
||||
}
|
||||
|
||||
return &ArbitragePath{
|
||||
path := &ArbitragePath{
|
||||
Tokens: tokens,
|
||||
Pools: pools,
|
||||
Protocols: protocols,
|
||||
@@ -268,6 +273,24 @@ func (mhs *MultiHopScanner) createArbitragePath(tokens []common.Address, pools [
|
||||
ROI: roi,
|
||||
LastUpdated: time.Now(),
|
||||
}
|
||||
|
||||
if initialAmount != nil {
|
||||
if ud, err := mmath.NewUniversalDecimal(new(big.Int).Set(initialAmount), 18, "INPUT"); err == nil {
|
||||
path.InputAmountDecimal = ud
|
||||
}
|
||||
}
|
||||
if totalGasCost != nil {
|
||||
if ud, err := mmath.NewUniversalDecimal(new(big.Int).Set(totalGasCost), 18, "ETH"); err == nil {
|
||||
path.EstimatedGasDecimal = ud
|
||||
}
|
||||
}
|
||||
if netProfit != nil {
|
||||
if ud, err := mmath.NewUniversalDecimal(new(big.Int).Set(netProfit), 18, "ETH"); err == nil {
|
||||
path.NetProfitDecimal = ud
|
||||
}
|
||||
}
|
||||
|
||||
return path
|
||||
}
|
||||
|
||||
// calculateSwapOutput calculates the output amount using sophisticated AMM mathematics
|
||||
|
||||
@@ -7,11 +7,12 @@ import (
|
||||
"time"
|
||||
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/pkg/market"
|
||||
"github.com/holiman/uint256"
|
||||
"github.com/stretchr/testify/assert"
|
||||
"github.com/stretchr/testify/mock"
|
||||
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/pkg/market"
|
||||
)
|
||||
|
||||
// MockMarketManager is a mock implementation of MarketManager for testing
|
||||
|
||||
@@ -2,7 +2,9 @@ package arbitrage
|
||||
|
||||
import (
|
||||
"context"
|
||||
"encoding/binary"
|
||||
"fmt"
|
||||
stdmath "math"
|
||||
"math/big"
|
||||
"os"
|
||||
"sync"
|
||||
@@ -13,6 +15,8 @@ import (
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/ethereum/go-ethereum/core/types"
|
||||
"github.com/ethereum/go-ethereum/ethclient"
|
||||
"github.com/holiman/uint256"
|
||||
|
||||
"github.com/fraktal/mev-beta/internal/config"
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/internal/ratelimit"
|
||||
@@ -26,9 +30,16 @@ import (
|
||||
"github.com/fraktal/mev-beta/pkg/scanner"
|
||||
"github.com/fraktal/mev-beta/pkg/security"
|
||||
pkgtypes "github.com/fraktal/mev-beta/pkg/types"
|
||||
"github.com/holiman/uint256"
|
||||
)
|
||||
|
||||
// safeConvertUint32ToInt32 safely converts a uint32 to int32, capping at MaxInt32 if overflow would occur
|
||||
func safeConvertUint32ToInt32(v uint32) int32 {
|
||||
if v > stdmath.MaxInt32 {
|
||||
return stdmath.MaxInt32
|
||||
}
|
||||
return int32(v)
|
||||
}
|
||||
|
||||
// TokenPair is defined in executor.go to avoid duplication
|
||||
|
||||
// Use the canonical ArbitrageOpportunity from types package
|
||||
@@ -85,6 +96,10 @@ type ArbitrageService struct {
|
||||
tokenCache map[common.Address]TokenPair
|
||||
tokenCacheMutex sync.RWMutex
|
||||
|
||||
// Opportunity path cache for execution
|
||||
opportunityPathCache map[string]*ArbitragePath
|
||||
opportunityPathMutex sync.RWMutex
|
||||
|
||||
// State management
|
||||
isRunning bool
|
||||
liveMode bool // NEW: Whether to use comprehensive live framework
|
||||
@@ -271,28 +286,31 @@ func NewArbitrageService(
|
||||
}
|
||||
|
||||
service := &ArbitrageService{
|
||||
client: client,
|
||||
logger: logger,
|
||||
config: config,
|
||||
keyManager: keyManager,
|
||||
multiHopScanner: multiHopScanner,
|
||||
executor: executor,
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
arbitrageCalculator: arbitrageCalculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
liveFramework: liveFramework,
|
||||
marketManager: marketManager,
|
||||
marketDataManager: marketDataManager,
|
||||
ctx: serviceCtx,
|
||||
cancel: cancel,
|
||||
stats: stats,
|
||||
database: database,
|
||||
tokenCache: make(map[common.Address]TokenPair),
|
||||
liveMode: liveFramework != nil,
|
||||
monitoringOnly: false,
|
||||
client: client,
|
||||
logger: logger,
|
||||
config: config,
|
||||
keyManager: keyManager,
|
||||
multiHopScanner: multiHopScanner,
|
||||
executor: executor,
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
arbitrageCalculator: arbitrageCalculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
liveFramework: liveFramework,
|
||||
marketManager: marketManager,
|
||||
marketDataManager: marketDataManager,
|
||||
ctx: serviceCtx,
|
||||
cancel: cancel,
|
||||
stats: stats,
|
||||
database: database,
|
||||
tokenCache: make(map[common.Address]TokenPair),
|
||||
opportunityPathCache: make(map[string]*ArbitragePath),
|
||||
liveMode: liveFramework != nil,
|
||||
monitoringOnly: false,
|
||||
}
|
||||
|
||||
detectionEngine.SetOpportunityHandler(service.handleDetectedOpportunity)
|
||||
|
||||
return service, nil
|
||||
}
|
||||
|
||||
@@ -501,7 +519,7 @@ func (sas *ArbitrageService) detectArbitrageOpportunities(event *SimpleSwapEvent
|
||||
// Determine the tokens involved in potential arbitrage
|
||||
tokens := []common.Address{event.Token0, event.Token1}
|
||||
|
||||
var allOpportunities []*ArbitrageOpportunity
|
||||
var allOpportunities []*pkgtypes.ArbitrageOpportunity
|
||||
|
||||
// Scan for opportunities starting with each token
|
||||
for _, token := range tokens {
|
||||
@@ -517,18 +535,50 @@ func (sas *ArbitrageService) detectArbitrageOpportunities(event *SimpleSwapEvent
|
||||
|
||||
// Convert paths to opportunities
|
||||
for _, path := range paths {
|
||||
if sas.isValidOpportunity(path) {
|
||||
opportunity := &pkgtypes.ArbitrageOpportunity{
|
||||
ID: sas.generateOpportunityID(path, event),
|
||||
Path: path,
|
||||
DetectedAt: time.Now(),
|
||||
EstimatedProfit: path.NetProfit,
|
||||
RequiredAmount: scanAmount,
|
||||
Urgency: sas.calculateUrgency(path),
|
||||
ExpiresAt: time.Now().Add(sas.config.OpportunityTTL),
|
||||
}
|
||||
allOpportunities = append(allOpportunities, opportunity)
|
||||
if !sas.isValidOpportunity(path) {
|
||||
continue
|
||||
}
|
||||
if len(path.Tokens) == 0 {
|
||||
continue
|
||||
}
|
||||
|
||||
pathTokens := make([]string, len(path.Tokens))
|
||||
for i, tokenAddr := range path.Tokens {
|
||||
pathTokens[i] = tokenAddr.Hex()
|
||||
}
|
||||
|
||||
poolAddresses := make([]string, len(path.Pools))
|
||||
for i, poolInfo := range path.Pools {
|
||||
poolAddresses[i] = poolInfo.Address.Hex()
|
||||
}
|
||||
|
||||
opportunityID := sas.generateOpportunityID(path, event)
|
||||
|
||||
amountCopy := new(big.Int).Set(scanAmount)
|
||||
estimatedProfit := new(big.Int).Set(path.NetProfit)
|
||||
|
||||
opportunity := &pkgtypes.ArbitrageOpportunity{
|
||||
ID: opportunityID,
|
||||
Path: pathTokens,
|
||||
Pools: poolAddresses,
|
||||
AmountIn: amountCopy,
|
||||
RequiredAmount: amountCopy,
|
||||
Profit: estimatedProfit,
|
||||
NetProfit: new(big.Int).Set(path.NetProfit),
|
||||
EstimatedProfit: estimatedProfit,
|
||||
DetectedAt: time.Now(),
|
||||
ExpiresAt: time.Now().Add(sas.config.OpportunityTTL),
|
||||
Timestamp: time.Now().Unix(),
|
||||
Urgency: sas.calculateUrgency(path),
|
||||
ROI: path.ROI,
|
||||
TokenIn: path.Tokens[0],
|
||||
TokenOut: path.Tokens[len(path.Tokens)-1],
|
||||
Confidence: 0.7,
|
||||
}
|
||||
|
||||
sas.storeOpportunityPath(opportunityID, path)
|
||||
|
||||
allOpportunities = append(allOpportunities, opportunity)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -565,6 +615,13 @@ func (sas *ArbitrageService) detectArbitrageOpportunities(event *SimpleSwapEvent
|
||||
}
|
||||
|
||||
// executeOpportunity executes a single arbitrage opportunity
|
||||
func (sas *ArbitrageService) handleDetectedOpportunity(opportunity *pkgtypes.ArbitrageOpportunity) {
|
||||
if opportunity == nil {
|
||||
return
|
||||
}
|
||||
go sas.executeOpportunity(opportunity)
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) executeOpportunity(opportunity *pkgtypes.ArbitrageOpportunity) {
|
||||
// Check if opportunity is still valid
|
||||
if time.Now().After(opportunity.ExpiresAt) {
|
||||
@@ -576,17 +633,41 @@ func (sas *ArbitrageService) executeOpportunity(opportunity *pkgtypes.ArbitrageO
|
||||
// Atomic increment for thread safety - no lock needed
|
||||
atomic.AddInt64(&sas.stats.TotalOpportunitiesExecuted, 1)
|
||||
|
||||
// Resolve the execution path associated with this opportunity
|
||||
executionPath := sas.getOpportunityPath(opportunity.ID)
|
||||
if executionPath == nil {
|
||||
executionPath = sas.fallbackPathFromOpportunity(opportunity)
|
||||
}
|
||||
if executionPath == nil {
|
||||
sas.logger.Warn(fmt.Sprintf("No execution path available for opportunity %s", opportunity.ID))
|
||||
return
|
||||
}
|
||||
|
||||
inputAmount := opportunity.RequiredAmount
|
||||
sas.deleteOpportunityPath(opportunity.ID)
|
||||
|
||||
if inputAmount != nil {
|
||||
inputAmount = new(big.Int).Set(inputAmount)
|
||||
}
|
||||
|
||||
// Prepare execution parameters
|
||||
params := &ArbitrageParams{
|
||||
Path: opportunity.Path,
|
||||
InputAmount: opportunity.RequiredAmount,
|
||||
Path: executionPath,
|
||||
InputAmount: inputAmount,
|
||||
MinOutputAmount: sas.calculateMinOutput(opportunity),
|
||||
Deadline: big.NewInt(time.Now().Add(5 * time.Minute).Unix()),
|
||||
FlashSwapData: []byte{}, // Additional data if needed
|
||||
}
|
||||
|
||||
var estimatedProfitDecimal *math.UniversalDecimal
|
||||
if opportunity.Quantities != nil {
|
||||
if gross, err := decimalAmountToUniversal(opportunity.Quantities.GrossProfit); err == nil {
|
||||
estimatedProfitDecimal = gross
|
||||
}
|
||||
}
|
||||
profitDisplay := ethAmountString(nil, estimatedProfitDecimal, opportunity.EstimatedProfit)
|
||||
sas.logger.Info(fmt.Sprintf("Executing arbitrage opportunity %s with estimated profit %s ETH",
|
||||
opportunity.ID, formatEther(opportunity.EstimatedProfit)))
|
||||
opportunity.ID, profitDisplay))
|
||||
|
||||
// Execute the arbitrage
|
||||
result, err := sas.executor.ExecuteArbitrage(sas.ctx, params)
|
||||
@@ -670,6 +751,85 @@ func (sas *ArbitrageService) calculateUrgency(path *ArbitragePath) int {
|
||||
return urgency
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) storeOpportunityPath(id string, path *ArbitragePath) {
|
||||
if id == "" || path == nil {
|
||||
return
|
||||
}
|
||||
|
||||
sas.opportunityPathMutex.Lock()
|
||||
sas.opportunityPathCache[id] = path
|
||||
sas.opportunityPathMutex.Unlock()
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) getOpportunityPath(id string) *ArbitragePath {
|
||||
sas.opportunityPathMutex.RLock()
|
||||
defer sas.opportunityPathMutex.RUnlock()
|
||||
return sas.opportunityPathCache[id]
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) deleteOpportunityPath(id string) {
|
||||
if id == "" {
|
||||
return
|
||||
}
|
||||
|
||||
sas.opportunityPathMutex.Lock()
|
||||
delete(sas.opportunityPathCache, id)
|
||||
sas.opportunityPathMutex.Unlock()
|
||||
}
|
||||
|
||||
func decimalAmountToUniversal(dec pkgtypes.DecimalAmount) (*math.UniversalDecimal, error) {
|
||||
if dec.Value == "" {
|
||||
return nil, fmt.Errorf("decimal amount empty")
|
||||
}
|
||||
value, ok := new(big.Int).SetString(dec.Value, 10)
|
||||
if !ok {
|
||||
return nil, fmt.Errorf("invalid decimal amount %s", dec.Value)
|
||||
}
|
||||
return math.NewUniversalDecimal(value, dec.Decimals, dec.Symbol)
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) fallbackPathFromOpportunity(opportunity *pkgtypes.ArbitrageOpportunity) *ArbitragePath {
|
||||
if opportunity == nil {
|
||||
return nil
|
||||
}
|
||||
|
||||
path := &ArbitragePath{
|
||||
Tokens: make([]common.Address, len(opportunity.Path)),
|
||||
Pools: make([]*PoolInfo, 0, len(opportunity.Pools)),
|
||||
Protocols: make([]string, 0),
|
||||
Fees: make([]int64, 0),
|
||||
EstimatedGas: big.NewInt(0),
|
||||
NetProfit: big.NewInt(0),
|
||||
ROI: opportunity.ROI,
|
||||
LastUpdated: time.Now(),
|
||||
}
|
||||
|
||||
if opportunity.NetProfit != nil {
|
||||
path.NetProfit = new(big.Int).Set(opportunity.NetProfit)
|
||||
}
|
||||
if opportunity.Quantities != nil {
|
||||
if net, err := decimalAmountToUniversal(opportunity.Quantities.NetProfit); err == nil {
|
||||
path.NetProfitDecimal = net
|
||||
}
|
||||
if gas, err := decimalAmountToUniversal(opportunity.Quantities.GasCost); err == nil {
|
||||
path.EstimatedGasDecimal = gas
|
||||
}
|
||||
if amt, err := decimalAmountToUniversal(opportunity.Quantities.AmountIn); err == nil {
|
||||
path.InputAmountDecimal = amt
|
||||
}
|
||||
}
|
||||
|
||||
for i, tokenStr := range opportunity.Path {
|
||||
path.Tokens[i] = common.HexToAddress(tokenStr)
|
||||
}
|
||||
|
||||
for _, poolStr := range opportunity.Pools {
|
||||
path.Pools = append(path.Pools, &PoolInfo{Address: common.HexToAddress(poolStr)})
|
||||
}
|
||||
|
||||
return path
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) rankOpportunities(opportunities []*pkgtypes.ArbitrageOpportunity) {
|
||||
for i := 0; i < len(opportunities); i++ {
|
||||
for j := i + 1; j < len(opportunities); j++ {
|
||||
@@ -721,7 +881,8 @@ func (sas *ArbitrageService) processExecutionResult(result *ExecutionResult) {
|
||||
sas.stats.TotalProfitRealized.Add(sas.stats.TotalProfitRealized, result.ProfitRealized)
|
||||
}
|
||||
|
||||
gasCost := new(big.Int).Mul(result.GasPrice, big.NewInt(int64(result.GasUsed)))
|
||||
gasUsedBigInt := new(big.Int).SetUint64(result.GasUsed)
|
||||
gasCost := new(big.Int).Mul(result.GasPrice, gasUsedBigInt)
|
||||
sas.stats.TotalGasSpent.Add(sas.stats.TotalGasSpent, gasCost)
|
||||
sas.stats.LastExecutionTime = time.Now()
|
||||
|
||||
@@ -738,8 +899,9 @@ func (sas *ArbitrageService) processExecutionResult(result *ExecutionResult) {
|
||||
}
|
||||
|
||||
if result.Success {
|
||||
profitDisplay := ethAmountString(nil, nil, result.ProfitRealized)
|
||||
sas.logger.Info(fmt.Sprintf("Arbitrage execution successful: TX %s, Profit: %s ETH, Gas: %d",
|
||||
result.TransactionHash.Hex(), formatEther(result.ProfitRealized), result.GasUsed))
|
||||
result.TransactionHash.Hex(), profitDisplay, result.GasUsed))
|
||||
} else {
|
||||
sas.logger.Error(fmt.Sprintf("Arbitrage execution failed: TX %s, Error: %v",
|
||||
result.TransactionHash.Hex(), result.Error))
|
||||
@@ -783,14 +945,16 @@ func (sas *ArbitrageService) logStats() {
|
||||
}
|
||||
|
||||
// Log comprehensive stats
|
||||
profitDisplay := ethAmountString(nil, nil, totalProfit)
|
||||
gasDisplay := ethAmountString(nil, nil, totalGas)
|
||||
sas.logger.Info(fmt.Sprintf("Arbitrage Service Stats - Detected: %d, Executed: %d, Successful: %d, "+
|
||||
"Success Rate: %.2f%%, Total Profit: %s ETH, Total Gas: %s ETH, Avg Execution: %v, Last: %v",
|
||||
detected,
|
||||
executed,
|
||||
successful,
|
||||
successRate,
|
||||
formatEther(totalProfit),
|
||||
formatEther(totalGas),
|
||||
profitDisplay,
|
||||
gasDisplay,
|
||||
avgExecutionTime,
|
||||
lastExecution.Format("15:04:05")))
|
||||
}
|
||||
@@ -1003,7 +1167,7 @@ func (sas *ArbitrageService) parseSwapLog(log *types.Log, tx *types.Transaction,
|
||||
}
|
||||
|
||||
// Parse the event data
|
||||
if len(log.Topics) < 3 || len(log.Data) < 192 { // 6 * 32 bytes
|
||||
if len(log.Topics) < 3 || len(log.Data) < 160 { // 5 * 32 bytes for amount0, amount1, sqrtPriceX96, liquidity, tick
|
||||
return nil
|
||||
}
|
||||
|
||||
@@ -1012,16 +1176,27 @@ func (sas *ArbitrageService) parseSwapLog(log *types.Log, tx *types.Transaction,
|
||||
// recipient := common.BytesToAddress(log.Topics[2].Bytes())
|
||||
|
||||
// Extract non-indexed parameters from data
|
||||
amount0 := new(big.Int).SetBytes(log.Data[0:32])
|
||||
amount1 := new(big.Int).SetBytes(log.Data[32:64])
|
||||
// Parse signed amounts correctly (amount0 and amount1 are int256)
|
||||
amount0, err := sas.parseSignedInt256(log.Data[0:32])
|
||||
if err != nil {
|
||||
return nil
|
||||
}
|
||||
amount1, err := sas.parseSignedInt256(log.Data[32:64])
|
||||
if err != nil {
|
||||
return nil
|
||||
}
|
||||
sqrtPriceX96 := new(big.Int).SetBytes(log.Data[64:96])
|
||||
liquidity := new(big.Int).SetBytes(log.Data[96:128])
|
||||
|
||||
// Extract tick (int24, but stored as int256)
|
||||
tickBytes := log.Data[128:160]
|
||||
tick := new(big.Int).SetBytes(tickBytes)
|
||||
if tick.Bit(255) == 1 { // Check if negative (two's complement)
|
||||
tick.Sub(tick, new(big.Int).Lsh(big.NewInt(1), 256))
|
||||
tick, err := sas.parseSignedInt24(log.Data[128:160])
|
||||
if err != nil {
|
||||
return nil
|
||||
}
|
||||
|
||||
// CRITICAL FIX: Validate pool address is not zero before processing
|
||||
if log.Address == (common.Address{}) {
|
||||
return nil // Skip events with zero pool addresses
|
||||
}
|
||||
|
||||
// Get pool tokens by querying the actual pool contract
|
||||
@@ -1030,6 +1205,12 @@ func (sas *ArbitrageService) parseSwapLog(log *types.Log, tx *types.Transaction,
|
||||
return nil // Skip if we can't get pool tokens
|
||||
}
|
||||
|
||||
// DEBUG: Log details about this swap event creation
|
||||
if log.Address == (common.Address{}) {
|
||||
sas.logger.Error(fmt.Sprintf("ZERO ADDRESS DEBUG [ARBITRAGE-1]: Creating SimpleSwapEvent with zero address - TxHash: %s, LogIndex: %d, BlockNumber: %d, LogTopics: %d, LogData: %d bytes",
|
||||
tx.Hash().Hex(), log.Index, log.BlockNumber, len(log.Topics), len(log.Data)))
|
||||
}
|
||||
|
||||
return &SimpleSwapEvent{
|
||||
TxHash: tx.Hash(),
|
||||
PoolAddress: log.Address,
|
||||
@@ -1039,13 +1220,70 @@ func (sas *ArbitrageService) parseSwapLog(log *types.Log, tx *types.Transaction,
|
||||
Amount1: amount1,
|
||||
SqrtPriceX96: sqrtPriceX96,
|
||||
Liquidity: liquidity,
|
||||
Tick: int32(tick.Int64()),
|
||||
Tick: tick,
|
||||
BlockNumber: blockNumber,
|
||||
LogIndex: log.Index,
|
||||
Timestamp: time.Now(),
|
||||
}
|
||||
}
|
||||
|
||||
// parseSignedInt256 correctly parses a signed 256-bit integer from bytes
|
||||
func (sas *ArbitrageService) parseSignedInt256(data []byte) (*big.Int, error) {
|
||||
if len(data) != 32 {
|
||||
return nil, fmt.Errorf("invalid data length for int256: got %d, need 32", len(data))
|
||||
}
|
||||
|
||||
value := new(big.Int).SetBytes(data)
|
||||
|
||||
// Check if the value is negative (MSB set)
|
||||
if len(data) > 0 && data[0]&0x80 != 0 {
|
||||
// Convert from two's complement
|
||||
// Subtract 2^256 to get the negative value
|
||||
maxUint256 := new(big.Int)
|
||||
maxUint256.Lsh(big.NewInt(1), 256)
|
||||
value.Sub(value, maxUint256)
|
||||
}
|
||||
|
||||
return value, nil
|
||||
}
|
||||
|
||||
// parseSignedInt24 correctly parses a signed 24-bit integer stored in a 32-byte field
|
||||
func (sas *ArbitrageService) parseSignedInt24(data []byte) (int32, error) {
|
||||
if len(data) != 32 {
|
||||
return 0, fmt.Errorf("invalid data length for int24: got %d, need 32", len(data))
|
||||
}
|
||||
|
||||
signByte := data[28]
|
||||
if signByte != 0x00 && signByte != 0xFF {
|
||||
return 0, fmt.Errorf("invalid sign extension byte 0x%02x for int24", signByte)
|
||||
}
|
||||
if signByte == 0x00 && data[29]&0x80 != 0 {
|
||||
return 0, fmt.Errorf("value uses more than 23 bits for positive int24")
|
||||
}
|
||||
if signByte == 0xFF && data[29]&0x80 == 0 {
|
||||
return 0, fmt.Errorf("value uses more than 23 bits for negative int24")
|
||||
}
|
||||
|
||||
// Extract the last 4 bytes (since int24 is stored as int256)
|
||||
value := binary.BigEndian.Uint32(data[28:32])
|
||||
|
||||
// Convert to int24 by masking and sign-extending
|
||||
int24Value := int32(safeConvertUint32ToInt32(value & 0xFFFFFF)) // Mask to 24 bits
|
||||
|
||||
// Check if negative (bit 23 set)
|
||||
if int24Value&0x800000 != 0 {
|
||||
// Sign extend to int32
|
||||
int24Value |= ^0xFFFFFF // Set all bits above bit 23 to 1 for negative numbers
|
||||
}
|
||||
|
||||
// Validate range for int24
|
||||
if int24Value < -8388608 || int24Value > 8388607 {
|
||||
return 0, fmt.Errorf("value %d out of range for int24", int24Value)
|
||||
}
|
||||
|
||||
return int24Value, nil
|
||||
}
|
||||
|
||||
// getPoolTokens retrieves token addresses for a Uniswap V3 pool with caching
|
||||
func (sas *ArbitrageService) getPoolTokens(poolAddress common.Address) (token0, token1 common.Address, err error) {
|
||||
// Check cache first
|
||||
@@ -1104,9 +1342,10 @@ func (sas *ArbitrageService) getSwapEventsFromBlock(blockNumber uint64) []*Simpl
|
||||
swapEventSig := common.HexToHash("0xc42079f94a6350d7e6235f29174924f928cc2ac818eb64fed8004e115fbcca67")
|
||||
|
||||
// Create filter query for this specific block
|
||||
blockNumberBigInt := new(big.Int).SetUint64(blockNumber)
|
||||
query := ethereum.FilterQuery{
|
||||
FromBlock: big.NewInt(int64(blockNumber)),
|
||||
ToBlock: big.NewInt(int64(blockNumber)),
|
||||
FromBlock: blockNumberBigInt,
|
||||
ToBlock: blockNumberBigInt,
|
||||
Topics: [][]common.Hash{{swapEventSig}},
|
||||
}
|
||||
|
||||
@@ -1246,22 +1485,36 @@ func (sas *ArbitrageService) createArbitrumMonitor() (*monitor.ArbitrumMonitor,
|
||||
|
||||
func (sas *ArbitrageService) parseSwapEvent(log types.Log, blockNumber uint64) *SimpleSwapEvent {
|
||||
// Validate log structure
|
||||
if len(log.Topics) < 3 || len(log.Data) < 192 { // 6 * 32 bytes
|
||||
if len(log.Topics) < 3 || len(log.Data) < 160 { // 5 * 32 bytes for amount0, amount1, sqrtPriceX96, liquidity, tick
|
||||
sas.logger.Debug(fmt.Sprintf("Invalid log structure: topics=%d, data_len=%d", len(log.Topics), len(log.Data)))
|
||||
return nil
|
||||
}
|
||||
|
||||
// Extract non-indexed parameters from data
|
||||
amount0 := new(big.Int).SetBytes(log.Data[0:32])
|
||||
amount1 := new(big.Int).SetBytes(log.Data[32:64])
|
||||
// Parse signed amounts correctly (amount0 and amount1 are int256)
|
||||
amount0, err := sas.parseSignedInt256(log.Data[0:32])
|
||||
if err != nil {
|
||||
sas.logger.Debug(fmt.Sprintf("Failed to parse amount0: %v", err))
|
||||
return nil
|
||||
}
|
||||
amount1, err := sas.parseSignedInt256(log.Data[32:64])
|
||||
if err != nil {
|
||||
sas.logger.Debug(fmt.Sprintf("Failed to parse amount1: %v", err))
|
||||
return nil
|
||||
}
|
||||
sqrtPriceX96 := new(big.Int).SetBytes(log.Data[64:96])
|
||||
liquidity := new(big.Int).SetBytes(log.Data[96:128])
|
||||
|
||||
// Extract tick (int24, but stored as int256)
|
||||
tickBytes := log.Data[128:160]
|
||||
tick := new(big.Int).SetBytes(tickBytes)
|
||||
if tick.Bit(255) == 1 { // Check if negative (two's complement)
|
||||
tick.Sub(tick, new(big.Int).Lsh(big.NewInt(1), 256))
|
||||
tick, err := sas.parseSignedInt24(log.Data[128:160])
|
||||
if err != nil {
|
||||
sas.logger.Debug(fmt.Sprintf("Failed to parse tick: %v", err))
|
||||
return nil
|
||||
}
|
||||
|
||||
// CRITICAL FIX: Validate pool address is not zero before processing
|
||||
if log.Address == (common.Address{}) {
|
||||
return nil // Skip events with zero pool addresses
|
||||
}
|
||||
|
||||
// Get pool tokens by querying the actual pool contract
|
||||
@@ -1274,6 +1527,12 @@ func (sas *ArbitrageService) parseSwapEvent(log types.Log, blockNumber uint64) *
|
||||
sas.logger.Debug(fmt.Sprintf("Successfully got pool tokens: %s/%s for pool %s",
|
||||
token0.Hex(), token1.Hex(), log.Address.Hex()))
|
||||
|
||||
// DEBUG: Log details about this swap event creation
|
||||
if log.Address == (common.Address{}) {
|
||||
sas.logger.Error(fmt.Sprintf("ZERO ADDRESS DEBUG [ARBITRAGE-2]: Creating SimpleSwapEvent with zero address - TxHash: %s, LogIndex: %d, BlockNumber: %d, LogTopics: %d, LogData: %d bytes",
|
||||
log.TxHash.Hex(), log.Index, log.BlockNumber, len(log.Topics), len(log.Data)))
|
||||
}
|
||||
|
||||
return &SimpleSwapEvent{
|
||||
TxHash: log.TxHash,
|
||||
PoolAddress: log.Address,
|
||||
@@ -1283,7 +1542,7 @@ func (sas *ArbitrageService) parseSwapEvent(log types.Log, blockNumber uint64) *
|
||||
Amount1: amount1,
|
||||
SqrtPriceX96: sqrtPriceX96,
|
||||
Liquidity: liquidity,
|
||||
Tick: int32(tick.Int64()),
|
||||
Tick: tick,
|
||||
BlockNumber: blockNumber,
|
||||
LogIndex: log.Index,
|
||||
Timestamp: time.Now(),
|
||||
@@ -1414,7 +1673,7 @@ func (sas *ArbitrageService) ScanTokenPairs(ctx context.Context, pairs []TokenPa
|
||||
continue
|
||||
}
|
||||
|
||||
if opportunity.NetProfit.Value.Cmp(big.NewInt(sas.config.MinProfitWei)) > 0 {
|
||||
if opportunity.NetProfit.Cmp(big.NewInt(sas.config.MinProfitWei)) > 0 {
|
||||
allOpportunities = append(allOpportunities, opportunity)
|
||||
}
|
||||
}
|
||||
|
||||
161
pkg/arbitrage/swap_parser_test.go
Normal file
161
pkg/arbitrage/swap_parser_test.go
Normal file
@@ -0,0 +1,161 @@
|
||||
package arbitrage
|
||||
|
||||
import (
|
||||
"testing"
|
||||
)
|
||||
|
||||
func TestParseSignedInt256(t *testing.T) {
|
||||
sas := &ArbitrageService{}
|
||||
|
||||
tests := []struct {
|
||||
name string
|
||||
input []byte
|
||||
expected string
|
||||
}{
|
||||
{
|
||||
name: "positive value",
|
||||
input: make([]byte, 32), // All zeros = 0
|
||||
expected: "0",
|
||||
},
|
||||
{
|
||||
name: "negative value",
|
||||
input: func() []byte {
|
||||
// Create a -1 value in two's complement (all 1s)
|
||||
data := make([]byte, 32)
|
||||
for i := range data {
|
||||
data[i] = 0xFF
|
||||
}
|
||||
return data
|
||||
}(),
|
||||
expected: "-1",
|
||||
},
|
||||
{
|
||||
name: "large positive value",
|
||||
input: func() []byte {
|
||||
data := make([]byte, 32)
|
||||
data[31] = 0x01 // Small positive number
|
||||
return data
|
||||
}(),
|
||||
expected: "1",
|
||||
},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
t.Run(tt.name, func(t *testing.T) {
|
||||
result, err := sas.parseSignedInt256(tt.input)
|
||||
if err != nil {
|
||||
t.Fatalf("parseSignedInt256() error = %v", err)
|
||||
}
|
||||
if result.String() != tt.expected {
|
||||
t.Errorf("parseSignedInt256() = %v, want %v", result.String(), tt.expected)
|
||||
}
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
func TestParseSignedInt24(t *testing.T) {
|
||||
sas := &ArbitrageService{}
|
||||
|
||||
tests := []struct {
|
||||
name string
|
||||
input []byte
|
||||
expected int32
|
||||
}{
|
||||
{
|
||||
name: "zero value",
|
||||
input: make([]byte, 32), // All zeros
|
||||
expected: 0,
|
||||
},
|
||||
{
|
||||
name: "positive value",
|
||||
input: func() []byte {
|
||||
data := make([]byte, 32)
|
||||
data[31] = 0x01 // 1
|
||||
return data
|
||||
}(),
|
||||
expected: 1,
|
||||
},
|
||||
{
|
||||
name: "negative value (-1)",
|
||||
input: func() []byte {
|
||||
data := make([]byte, 32)
|
||||
data[28] = 0xFF
|
||||
// Set the 24-bit value to all 1s (which is -1 in two's complement)
|
||||
data[29] = 0xFF
|
||||
data[30] = 0xFF
|
||||
data[31] = 0xFF
|
||||
return data
|
||||
}(),
|
||||
expected: -1,
|
||||
},
|
||||
{
|
||||
name: "max positive int24",
|
||||
input: func() []byte {
|
||||
data := make([]byte, 32)
|
||||
// 0x7FFFFF = 8388607 (max int24)
|
||||
data[29] = 0x7F
|
||||
data[30] = 0xFF
|
||||
data[31] = 0xFF
|
||||
return data
|
||||
}(),
|
||||
expected: 8388607,
|
||||
},
|
||||
{
|
||||
name: "min negative int24",
|
||||
input: func() []byte {
|
||||
data := make([]byte, 32)
|
||||
data[28] = 0xFF
|
||||
// 0x800000 = -8388608 (min int24)
|
||||
data[29] = 0x80
|
||||
data[30] = 0x00
|
||||
data[31] = 0x00
|
||||
return data
|
||||
}(),
|
||||
expected: -8388608,
|
||||
},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
t.Run(tt.name, func(t *testing.T) {
|
||||
result, err := sas.parseSignedInt24(tt.input)
|
||||
if err != nil {
|
||||
t.Fatalf("parseSignedInt24() error = %v", err)
|
||||
}
|
||||
if result != tt.expected {
|
||||
t.Errorf("parseSignedInt24() = %v, want %v", result, tt.expected)
|
||||
}
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
func TestParseSignedInt24Errors(t *testing.T) {
|
||||
sas := &ArbitrageService{}
|
||||
|
||||
tests := []struct {
|
||||
name string
|
||||
input []byte
|
||||
}{
|
||||
{
|
||||
name: "invalid length",
|
||||
input: make([]byte, 16), // Wrong length
|
||||
},
|
||||
{
|
||||
name: "out of range positive",
|
||||
input: func() []byte {
|
||||
data := make([]byte, 32)
|
||||
// Set a value > 8388607
|
||||
data[28] = 0x01 // This makes it > 24 bits
|
||||
return data
|
||||
}(),
|
||||
},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
t.Run(tt.name, func(t *testing.T) {
|
||||
_, err := sas.parseSignedInt24(tt.input)
|
||||
if err == nil {
|
||||
t.Errorf("parseSignedInt24() expected error but got none")
|
||||
}
|
||||
})
|
||||
}
|
||||
}
|
||||
@@ -5,6 +5,7 @@ import (
|
||||
"time"
|
||||
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
|
||||
"github.com/fraktal/mev-beta/pkg/math"
|
||||
"github.com/fraktal/mev-beta/pkg/mev"
|
||||
"github.com/fraktal/mev-beta/pkg/types"
|
||||
|
||||
Reference in New Issue
Block a user