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Merge branch 'feature/v2/parsers/P2-018-curve-stableswap'

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Administrator
2025-11-10 18:44:08 +01:00
parent a81e7ab5b9 9483ec667e
commit aa5f622de7
5 changed files with 11728 additions and 9860 deletions
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231
pkg/parsers/curve.go Normal file
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package parsers
import (
"context"
"fmt"
"math/big"
"github.com/ethereum/go-ethereum/accounts/abi"
"github.com/ethereum/go-ethereum/common"
"github.com/ethereum/go-ethereum/core/types"
"github.com/ethereum/go-ethereum/crypto"
"github.com/your-org/mev-bot/pkg/cache"
mevtypes "github.com/your-org/mev-bot/pkg/types"
)
// Curve StableSwap TokenExchange event signature:
// event TokenExchange(address indexed buyer, int128 sold_id, uint256 tokens_sold, int128 bought_id, uint256 tokens_bought)
var (
// CurveTokenExchangeSignature is the event signature for Curve TokenExchange events
CurveTokenExchangeSignature = crypto.Keccak256Hash([]byte("TokenExchange(address,int128,uint256,int128,uint256)"))
// CurveTokenExchangeUnderlyingSignature is for pools with underlying tokens
CurveTokenExchangeUnderlyingSignature = crypto.Keccak256Hash([]byte("TokenExchangeUnderlying(address,int128,uint256,int128,uint256)"))
)
// CurveParser implements the Parser interface for Curve StableSwap pools
type CurveParser struct {
cache cache.PoolCache
logger mevtypes.Logger
}
// NewCurveParser creates a new Curve parser
func NewCurveParser(cache cache.PoolCache, logger mevtypes.Logger) *CurveParser {
return &CurveParser{
cache: cache,
logger: logger,
}
}
// Protocol returns the protocol type this parser handles
func (p *CurveParser) Protocol() mevtypes.ProtocolType {
return mevtypes.ProtocolCurve
}
// SupportsLog checks if this parser can handle the given log
func (p *CurveParser) SupportsLog(log types.Log) bool {
// Check if log has the TokenExchange or TokenExchangeUnderlying event signature
if len(log.Topics) == 0 {
return false
}
return log.Topics[0] == CurveTokenExchangeSignature ||
log.Topics[0] == CurveTokenExchangeUnderlyingSignature
}
// ParseLog parses a Curve TokenExchange event from a log
func (p *CurveParser) ParseLog(ctx context.Context, log types.Log, tx *types.Transaction) (*mevtypes.SwapEvent, error) {
// Verify this is a TokenExchange event
if !p.SupportsLog(log) {
return nil, fmt.Errorf("unsupported log")
}
// Get pool info from cache to extract token addresses and decimals
poolInfo, err := p.cache.GetByAddress(ctx, log.Address)
if err != nil {
return nil, fmt.Errorf("pool not found in cache: %w", err)
}
// Parse event data
// Data contains: sold_id, tokens_sold, bought_id, tokens_bought (non-indexed)
// Topics contain: [signature, buyer] (indexed)
if len(log.Topics) != 2 {
return nil, fmt.Errorf("invalid number of topics: expected 2, got %d", len(log.Topics))
}
// Define ABI for data decoding
int128Type, err := abi.NewType("int128", "", nil)
if err != nil {
return nil, fmt.Errorf("failed to create int128 type: %w", err)
}
uint256Type, err := abi.NewType("uint256", "", nil)
if err != nil {
return nil, fmt.Errorf("failed to create uint256 type: %w", err)
}
arguments := abi.Arguments{
{Type: int128Type, Name: "sold_id"},
{Type: uint256Type, Name: "tokens_sold"},
{Type: int128Type, Name: "bought_id"},
{Type: uint256Type, Name: "tokens_bought"},
}
// Decode data
values, err := arguments.Unpack(log.Data)
if err != nil {
return nil, fmt.Errorf("failed to decode event data: %w", err)
}
if len(values) != 4 {
return nil, fmt.Errorf("invalid number of values: expected 4, got %d", len(values))
}
// Extract buyer from topics
buyer := common.BytesToAddress(log.Topics[1].Bytes())
// Extract coin indices and amounts
soldID := values[0].(*big.Int)
tokensSold := values[1].(*big.Int)
boughtID := values[2].(*big.Int)
tokensBought := values[3].(*big.Int)
// Convert coin indices to uint
soldIndex := int(soldID.Int64())
boughtIndex := int(boughtID.Int64())
// Determine which token is token0 and token1
// Curve pools typically have 2-4 coins, we'll handle the common case of 2 coins
var token0, token1 common.Address
var token0Decimals, token1Decimals uint8
var amount0In, amount1In, amount0Out, amount1Out *big.Int
// Map coin indices to tokens
// For simplicity, we assume sold_id < bought_id means token0 → token1
if soldIndex == 0 && boughtIndex == 1 {
// Selling token0 for token1
token0 = poolInfo.Token0
token1 = poolInfo.Token1
token0Decimals = poolInfo.Token0Decimals
token1Decimals = poolInfo.Token1Decimals
amount0In = tokensSold
amount1In = big.NewInt(0)
amount0Out = big.NewInt(0)
amount1Out = tokensBought
} else if soldIndex == 1 && boughtIndex == 0 {
// Selling token1 for token0
token0 = poolInfo.Token0
token1 = poolInfo.Token1
token0Decimals = poolInfo.Token0Decimals
token1Decimals = poolInfo.Token1Decimals
amount0In = big.NewInt(0)
amount1In = tokensSold
amount0Out = tokensBought
amount1Out = big.NewInt(0)
} else {
// For multi-coin pools (3+ coins), we need more complex logic
// For now, we'll use the pool's token0 and token1 as defaults
token0 = poolInfo.Token0
token1 = poolInfo.Token1
token0Decimals = poolInfo.Token0Decimals
token1Decimals = poolInfo.Token1Decimals
// Assume if sold_id is 0, we're selling token0
if soldIndex == 0 {
amount0In = tokensSold
amount1In = big.NewInt(0)
amount0Out = big.NewInt(0)
amount1Out = tokensBought
} else {
amount0In = big.NewInt(0)
amount1In = tokensSold
amount0Out = tokensBought
amount1Out = big.NewInt(0)
}
}
// Scale amounts to 18 decimals for internal representation
amount0InScaled := mevtypes.ScaleToDecimals(amount0In, token0Decimals, 18)
amount1InScaled := mevtypes.ScaleToDecimals(amount1In, token1Decimals, 18)
amount0OutScaled := mevtypes.ScaleToDecimals(amount0Out, token0Decimals, 18)
amount1OutScaled := mevtypes.ScaleToDecimals(amount1Out, token1Decimals, 18)
// Create swap event
event := &mevtypes.SwapEvent{
TxHash: tx.Hash(),
BlockNumber: log.BlockNumber,
LogIndex: uint(log.Index),
PoolAddress: log.Address,
Protocol: mevtypes.ProtocolCurve,
Token0: token0,
Token1: token1,
Token0Decimals: token0Decimals,
Token1Decimals: token1Decimals,
Amount0In: amount0InScaled,
Amount1In: amount1InScaled,
Amount0Out: amount0OutScaled,
Amount1Out: amount1OutScaled,
Sender: buyer,
Recipient: buyer, // In Curve, buyer is both sender and recipient
Fee: big.NewInt(int64(poolInfo.Fee)), // Curve pools have variable fees
}
// Validate the parsed event
if err := event.Validate(); err != nil {
return nil, fmt.Errorf("validation failed: %w", err)
}
p.logger.Debug("parsed Curve swap event",
"txHash", event.TxHash.Hex(),
"pool", event.PoolAddress.Hex(),
"soldID", soldIndex,
"boughtID", boughtIndex,
"tokensSold", tokensSold.String(),
"tokensBought", tokensBought.String(),
)
return event, nil
}
// ParseReceipt parses all Curve TokenExchange events from a transaction receipt
func (p *CurveParser) ParseReceipt(ctx context.Context, receipt *types.Receipt, tx *types.Transaction) ([]*mevtypes.SwapEvent, error) {
var events []*mevtypes.SwapEvent
for _, log := range receipt.Logs {
if p.SupportsLog(*log) {
event, err := p.ParseLog(ctx, *log, tx)
if err != nil {
// Log error but continue processing other logs
p.logger.Warn("failed to parse log",
"txHash", tx.Hash().Hex(),
"logIndex", log.Index,
"error", err,
)
continue
}
events = append(events, event)
}
}
return events, nil
}

446
pkg/parsers/curve_test.go Normal file
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package parsers
import (
"context"
"math/big"
"testing"
"github.com/ethereum/go-ethereum/common"
"github.com/ethereum/go-ethereum/core/types"
"github.com/ethereum/go-ethereum/crypto"
"github.com/your-org/mev-bot/pkg/cache"
mevtypes "github.com/your-org/mev-bot/pkg/types"
)
func TestNewCurveParser(t *testing.T) {
cache := cache.NewPoolCache()
logger := &mockLogger{}
parser := NewCurveParser(cache, logger)
if parser == nil {
t.Fatal("NewCurveParser returned nil")
}
if parser.cache != cache {
t.Error("NewCurveParser cache not set correctly")
}
if parser.logger != logger {
t.Error("NewCurveParser logger not set correctly")
}
}
func TestCurveParser_Protocol(t *testing.T) {
parser := NewCurveParser(cache.NewPoolCache(), &mockLogger{})
if parser.Protocol() != mevtypes.ProtocolCurve {
t.Errorf("Protocol() = %v, want %v", parser.Protocol(), mevtypes.ProtocolCurve)
}
}
func TestCurveParser_SupportsLog(t *testing.T) {
parser := NewCurveParser(cache.NewPoolCache(), &mockLogger{})
tests := []struct {
name string
log types.Log
want bool
}{
{
name: "valid TokenExchange event",
log: types.Log{
Topics: []common.Hash{CurveTokenExchangeSignature},
},
want: true,
},
{
name: "valid TokenExchangeUnderlying event",
log: types.Log{
Topics: []common.Hash{CurveTokenExchangeUnderlyingSignature},
},
want: true,
},
{
name: "empty topics",
log: types.Log{
Topics: []common.Hash{},
},
want: false,
},
{
name: "wrong event signature",
log: types.Log{
Topics: []common.Hash{common.HexToHash("0x1234")},
},
want: false,
},
{
name: "UniswapV2 event signature",
log: types.Log{
Topics: []common.Hash{SwapEventSignature},
},
want: false,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
if got := parser.SupportsLog(tt.log); got != tt.want {
t.Errorf("SupportsLog() = %v, want %v", got, tt.want)
}
})
}
}
func TestCurveParser_ParseLog(t *testing.T) {
ctx := context.Background()
// Create pool cache and add test pool
poolCache := cache.NewPoolCache()
poolAddress := common.HexToAddress("0x1111111111111111111111111111111111111111")
token0 := common.HexToAddress("0x2222222222222222222222222222222222222222") // USDC
token1 := common.HexToAddress("0x3333333333333333333333333333333333333333") // USDT
testPool := &mevtypes.PoolInfo{
Address: poolAddress,
Protocol: mevtypes.ProtocolCurve,
Token0: token0,
Token1: token1,
Token0Decimals: 6, // USDC
Token1Decimals: 6, // USDT
Reserve0: big.NewInt(1000000000000), // 1M USDC
Reserve1: big.NewInt(1000000000000), // 1M USDT
Fee: 4, // 0.04% typical Curve fee
IsActive: true,
AmpCoefficient: big.NewInt(2000), // Typical A parameter for stablecoin pools
}
err := poolCache.Add(ctx, testPool)
if err != nil {
t.Fatalf("Failed to add test pool: %v", err)
}
parser := NewCurveParser(poolCache, &mockLogger{})
// Create test transaction
tx := types.NewTransaction(
0,
poolAddress,
big.NewInt(0),
0,
big.NewInt(0),
[]byte{},
)
buyer := common.HexToAddress("0x4444444444444444444444444444444444444444")
tests := []struct {
name string
soldID int128
tokensSold *big.Int
boughtID int128
tokensBought *big.Int
wantAmount0In *big.Int
wantAmount1In *big.Int
wantAmount0Out *big.Int
wantAmount1Out *big.Int
wantErr bool
}{
{
name: "swap token0 for token1 (USDC → USDT)",
soldID: 0,
tokensSold: big.NewInt(1000000), // 1 USDC (6 decimals)
boughtID: 1,
tokensBought: big.NewInt(999500), // 0.9995 USDT (6 decimals)
wantAmount0In: mevtypes.ScaleToDecimals(big.NewInt(1000000), 6, 18),
wantAmount1In: big.NewInt(0),
wantAmount0Out: big.NewInt(0),
wantAmount1Out: mevtypes.ScaleToDecimals(big.NewInt(999500), 6, 18),
wantErr: false,
},
{
name: "swap token1 for token0 (USDT → USDC)",
soldID: 1,
tokensSold: big.NewInt(1000000), // 1 USDT (6 decimals)
boughtID: 0,
tokensBought: big.NewInt(999500), // 0.9995 USDC (6 decimals)
wantAmount0In: big.NewInt(0),
wantAmount1In: mevtypes.ScaleToDecimals(big.NewInt(1000000), 6, 18),
wantAmount0Out: mevtypes.ScaleToDecimals(big.NewInt(999500), 6, 18),
wantAmount1Out: big.NewInt(0),
wantErr: false,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
// Encode event data: sold_id, tokens_sold, bought_id, tokens_bought
data := make([]byte, 32*4) // 4 * 32 bytes
// int128 sold_id
soldIDBig := big.NewInt(int64(tt.soldID))
soldIDBig.FillBytes(data[0:32])
// uint256 tokens_sold
tt.tokensSold.FillBytes(data[32:64])
// int128 bought_id
boughtIDBig := big.NewInt(int64(tt.boughtID))
boughtIDBig.FillBytes(data[64:96])
// uint256 tokens_bought
tt.tokensBought.FillBytes(data[96:128])
log := types.Log{
Address: poolAddress,
Topics: []common.Hash{
CurveTokenExchangeSignature,
common.BytesToHash(buyer.Bytes()),
},
Data: data,
BlockNumber: 1000,
Index: 0,
}
event, err := parser.ParseLog(ctx, log, tx)
if tt.wantErr {
if err == nil {
t.Error("ParseLog() expected error, got nil")
}
return
}
if err != nil {
t.Fatalf("ParseLog() unexpected error: %v", err)
}
if event == nil {
t.Fatal("ParseLog() returned nil event")
}
// Verify event fields
if event.TxHash != tx.Hash() {
t.Errorf("TxHash = %v, want %v", event.TxHash, tx.Hash())
}
if event.Protocol != mevtypes.ProtocolCurve {
t.Errorf("Protocol = %v, want %v", event.Protocol, mevtypes.ProtocolCurve)
}
if event.Amount0In.Cmp(tt.wantAmount0In) != 0 {
t.Errorf("Amount0In = %v, want %v", event.Amount0In, tt.wantAmount0In)
}
if event.Amount1In.Cmp(tt.wantAmount1In) != 0 {
t.Errorf("Amount1In = %v, want %v", event.Amount1In, tt.wantAmount1In)
}
if event.Amount0Out.Cmp(tt.wantAmount0Out) != 0 {
t.Errorf("Amount0Out = %v, want %v", event.Amount0Out, tt.wantAmount0Out)
}
if event.Amount1Out.Cmp(tt.wantAmount1Out) != 0 {
t.Errorf("Amount1Out = %v, want %v", event.Amount1Out, tt.wantAmount1Out)
}
if event.Sender != buyer {
t.Errorf("Sender = %v, want %v", event.Sender, buyer)
}
if event.Recipient != buyer {
t.Errorf("Recipient = %v, want %v (Curve uses buyer for both)", event.Recipient, buyer)
}
})
}
}
func TestCurveParser_ParseReceipt(t *testing.T) {
ctx := context.Background()
// Create pool cache and add test pool
poolCache := cache.NewPoolCache()
poolAddress := common.HexToAddress("0x1111111111111111111111111111111111111111")
token0 := common.HexToAddress("0x2222222222222222222222222222222222222222")
token1 := common.HexToAddress("0x3333333333333333333333333333333333333333")
testPool := &mevtypes.PoolInfo{
Address: poolAddress,
Protocol: mevtypes.ProtocolCurve,
Token0: token0,
Token1: token1,
Token0Decimals: 6,
Token1Decimals: 6,
Reserve0: big.NewInt(1000000000000),
Reserve1: big.NewInt(1000000000000),
Fee: 4,
IsActive: true,
AmpCoefficient: big.NewInt(2000),
}
err := poolCache.Add(ctx, testPool)
if err != nil {
t.Fatalf("Failed to add test pool: %v", err)
}
parser := NewCurveParser(poolCache, &mockLogger{})
// Create test transaction
tx := types.NewTransaction(
0,
poolAddress,
big.NewInt(0),
0,
big.NewInt(0),
[]byte{},
)
// Encode minimal valid event data
soldID := big.NewInt(0)
tokensSold := big.NewInt(1000000)
boughtID := big.NewInt(1)
tokensBought := big.NewInt(999500)
data := make([]byte, 32*4)
soldID.FillBytes(data[0:32])
tokensSold.FillBytes(data[32:64])
boughtID.FillBytes(data[64:96])
tokensBought.FillBytes(data[96:128])
buyer := common.HexToAddress("0x4444444444444444444444444444444444444444")
tests := []struct {
name string
receipt *types.Receipt
wantCount int
}{
{
name: "receipt with single Curve swap event",
receipt: &types.Receipt{
Logs: []*types.Log{
{
Address: poolAddress,
Topics: []common.Hash{
CurveTokenExchangeSignature,
common.BytesToHash(buyer.Bytes()),
},
Data: data,
BlockNumber: 1000,
Index: 0,
},
},
},
wantCount: 1,
},
{
name: "receipt with multiple Curve swap events",
receipt: &types.Receipt{
Logs: []*types.Log{
{
Address: poolAddress,
Topics: []common.Hash{
CurveTokenExchangeSignature,
common.BytesToHash(buyer.Bytes()),
},
Data: data,
BlockNumber: 1000,
Index: 0,
},
{
Address: poolAddress,
Topics: []common.Hash{
CurveTokenExchangeUnderlyingSignature,
common.BytesToHash(buyer.Bytes()),
},
Data: data,
BlockNumber: 1000,
Index: 1,
},
},
},
wantCount: 2,
},
{
name: "receipt with mixed events",
receipt: &types.Receipt{
Logs: []*types.Log{
{
Address: poolAddress,
Topics: []common.Hash{
CurveTokenExchangeSignature,
common.BytesToHash(buyer.Bytes()),
},
Data: data,
BlockNumber: 1000,
Index: 0,
},
{
Address: poolAddress,
Topics: []common.Hash{
SwapEventSignature, // UniswapV2 signature
common.BytesToHash(buyer.Bytes()),
common.BytesToHash(buyer.Bytes()),
},
Data: []byte{},
BlockNumber: 1000,
Index: 1,
},
},
},
wantCount: 1, // Only the Curve event
},
{
name: "empty receipt",
receipt: &types.Receipt{
Logs: []*types.Log{},
},
wantCount: 0,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
events, err := parser.ParseReceipt(ctx, tt.receipt, tx)
if err != nil {
t.Fatalf("ParseReceipt() unexpected error: %v", err)
}
if len(events) != tt.wantCount {
t.Errorf("ParseReceipt() returned %d events, want %d", len(events), tt.wantCount)
}
// Verify all returned events are valid
for i, event := range events {
if event == nil {
t.Errorf("Event %d is nil", i)
continue
}
if event.Protocol != mevtypes.ProtocolCurve {
t.Errorf("Event %d Protocol = %v, want %v", i, event.Protocol, mevtypes.ProtocolCurve)
}
}
})
}
}
func TestCurveTokenExchangeSignature(t *testing.T) {
// Verify the event signature is correct
expected := crypto.Keccak256Hash([]byte("TokenExchange(address,int128,uint256,int128,uint256)"))
if CurveTokenExchangeSignature != expected {
t.Errorf("CurveTokenExchangeSignature = %v, want %v", CurveTokenExchangeSignature, expected)
}
}
func TestCurveTokenExchangeUnderlyingSignature(t *testing.T) {
// Verify the underlying event signature is correct
expected := crypto.Keccak256Hash([]byte("TokenExchangeUnderlying(address,int128,uint256,int128,uint256)"))
if CurveTokenExchangeUnderlyingSignature != expected {
t.Errorf("CurveTokenExchangeUnderlyingSignature = %v, want %v", CurveTokenExchangeUnderlyingSignature, expected)
}
}

334
pkg/parsers/example_usage.go Normal file
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package parsers
// This file demonstrates how to use the parser factory with multiple protocol parsers,
// swap logging, and Arbiscan validation for MEV bot operations.
import (
"context"
"fmt"
"log/slog"
"math/big"
"os"
"github.com/ethereum/go-ethereum/common"
"github.com/ethereum/go-ethereum/core/types"
"github.com/your-org/mev-bot/pkg/cache"
"github.com/your-org/mev-bot/pkg/observability"
mevtypes "github.com/your-org/mev-bot/pkg/types"
"github.com/your-org/mev-bot/pkg/validation"
)
// ExampleSetup demonstrates complete parser setup with all supported protocols
func ExampleSetup() {
ctx := context.Background()
// 1. Create logger
logger := observability.NewLogger(slog.LevelInfo)
// 2. Create pool cache
poolCache := cache.NewPoolCache()
// 3. Populate cache with known pools (would come from pool discovery in production)
populatePoolCache(ctx, poolCache)
// 4. Create parser factory
factory := NewFactory()
// 5. Register all protocol parsers
uniswapV2Parser := NewUniswapV2Parser(poolCache, logger)
uniswapV3Parser := NewUniswapV3Parser(poolCache, logger)
curveParser := NewCurveParser(poolCache, logger)
factory.RegisterParser(mevtypes.ProtocolUniswapV2, uniswapV2Parser)
factory.RegisterParser(mevtypes.ProtocolUniswapV3, uniswapV3Parser)
factory.RegisterParser(mevtypes.ProtocolCurve, curveParser)
// 6. Create swap logger for testing and validation
swapLogger, _ := NewSwapLogger("./logs/swaps", logger)
// 7. Create Arbiscan validator
arbiscanAPIKey := os.Getenv("ARBISCAN_API_KEY")
arbiscanValidator := NewArbiscanValidator(arbiscanAPIKey, logger, swapLogger)
// 8. Create validator with rules
validationRules := validation.DefaultValidationRules()
validator := validation.NewValidator(validationRules)
// Now ready to parse transactions
fmt.Println("✅ Parser factory initialized with 3 protocols")
fmt.Println("✅ Swap logging enabled")
fmt.Println("✅ Arbiscan validation enabled")
// Example usage (see ExampleParseTransaction)
_ = factory
_ = validator
_ = swapLogger
_ = arbiscanValidator
}
// ExampleParseTransaction shows how to parse a transaction with multiple swaps
func ExampleParseTransaction(
factory *factory,
tx *types.Transaction,
receipt *types.Receipt,
validator validation.Validator,
swapLogger *SwapLogger,
) ([]*mevtypes.SwapEvent, error) {
ctx := context.Background()
// 1. Parse all swap events from the transaction
events, err := factory.ParseTransaction(ctx, tx, receipt)
if err != nil {
return nil, fmt.Errorf("failed to parse transaction: %w", err)
}
// 2. Validate each event
validEvents := validator.FilterValid(ctx, events)
// 3. Log valid swaps for testing/analysis
if len(validEvents) > 0 {
swapLogger.LogSwapBatch(ctx, validEvents, "multi-protocol")
}
// 4. Return valid events for arbitrage detection
return validEvents, nil
}
// ExampleArbitrageDetection shows how to detect arbitrage opportunities
func ExampleArbitrageDetection(events []*mevtypes.SwapEvent, poolCache cache.PoolCache) {
ctx := context.Background()
// Group events by token pairs
type TokenPair struct {
Token0, Token1 common.Address
}
eventsByPair := make(map[TokenPair][]*mevtypes.SwapEvent)
for _, event := range events {
pair := TokenPair{
Token0: event.Token0,
Token1: event.Token1,
}
eventsByPair[pair] = append(eventsByPair[pair], event)
}
// For each token pair, compare prices across protocols
for pair, pairEvents := range eventsByPair {
if len(pairEvents) < 2 {
continue // Need at least 2 events to compare
}
// Compare V2 vs V3 prices
for i, event1 := range pairEvents {
for j, event2 := range pairEvents {
if i >= j {
continue
}
// Check if protocols are different
if event1.Protocol == event2.Protocol {
continue
}
// Calculate implied prices
price1 := calculateImpliedPrice(event1)
price2 := calculateImpliedPrice(event2)
// Calculate price difference
priceDiff := new(big.Float).Sub(price1, price2)
priceDiff.Abs(priceDiff)
// If price difference > threshold, we have an arbitrage opportunity
threshold := big.NewFloat(0.001) // 0.1%
if priceDiff.Cmp(threshold) > 0 {
fmt.Printf("🎯 Arbitrage opportunity found!\n")
fmt.Printf(" Pair: %s/%s\n", pair.Token0.Hex()[:10], pair.Token1.Hex()[:10])
fmt.Printf(" %s price: %s\n", event1.Protocol, price1.Text('f', 6))
fmt.Printf(" %s price: %s\n", event2.Protocol, price2.Text('f', 6))
fmt.Printf(" Difference: %s\n", priceDiff.Text('f', 6))
// Calculate potential profit
profit := simulateArbitrage(ctx, event1, event2, poolCache)
if profit.Sign() > 0 {
fmt.Printf(" 💰 Estimated profit: %s ETH\n", profit.Text('f', 6))
}
}
}
}
}
}
// ExampleMultiHopArbitrage shows how to detect multi-hop arbitrage (A→B→C→A)
func ExampleMultiHopArbitrage(poolCache cache.PoolCache) {
ctx := context.Background()
// Example: WETH → USDC → DAI → WETH arbitrage on Uniswap V3
// Pool 1: WETH/USDC
poolWETH_USDC, _ := poolCache.GetByAddress(ctx, common.HexToAddress("0x1111"))
// Pool 2: USDC/DAI
poolUSDC_DAI, _ := poolCache.GetByAddress(ctx, common.HexToAddress("0x2222"))
// Pool 3: DAI/WETH
poolDAI_WETH, _ := poolCache.GetByAddress(ctx, common.HexToAddress("0x3333"))
// Simulate route: 1 WETH → USDC → DAI → WETH
startAmount := big.NewInt(1000000000000000000) // 1 WETH
// Step 1: WETH → USDC
usdcAmount, priceAfter1, _ := CalculateSwapAmounts(
poolWETH_USDC.SqrtPriceX96,
poolWETH_USDC.Liquidity,
startAmount,
true, // WETH = token0
3000, // 0.3% fee
)
// Step 2: USDC → DAI
daiAmount, priceAfter2, _ := CalculateSwapAmounts(
poolUSDC_DAI.SqrtPriceX96,
poolUSDC_DAI.Liquidity,
usdcAmount,
true, // USDC = token0
500, // 0.05% fee (Curve-like)
)
// Step 3: DAI → WETH
finalWETH, priceAfter3, _ := CalculateSwapAmounts(
poolDAI_WETH.SqrtPriceX96,
poolDAI_WETH.Liquidity,
daiAmount,
false, // WETH = token1
3000, // 0.3% fee
)
// Calculate profit
profit := new(big.Int).Sub(finalWETH, startAmount)
if profit.Sign() > 0 {
fmt.Printf("🚀 Multi-hop arbitrage opportunity!\n")
fmt.Printf(" Route: WETH → USDC → DAI → WETH\n")
fmt.Printf(" Input: %s WETH\n", formatAmount(startAmount, 18))
fmt.Printf(" Output: %s WETH\n", formatAmount(finalWETH, 18))
fmt.Printf(" 💰 Profit: %s WETH\n", formatAmount(profit, 18))
fmt.Printf(" Prices: %v → %v → %v\n", priceAfter1, priceAfter2, priceAfter3)
} else {
fmt.Printf("❌ No profit: %s WETH loss\n", formatAmount(new(big.Int).Abs(profit), 18))
}
}
// Helper functions
func populatePoolCache(ctx context.Context, poolCache cache.PoolCache) {
// Example pools (would come from discovery service in production)
// Uniswap V2: WETH/USDC
poolCache.Add(ctx, &mevtypes.PoolInfo{
Address: common.HexToAddress("0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443"),
Protocol: mevtypes.ProtocolUniswapV2,
Token0: common.HexToAddress("0x82aF49447D8a07e3bd95BD0d56f35241523fBab1"), // WETH
Token1: common.HexToAddress("0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8"), // USDC
Token0Decimals: 18,
Token1Decimals: 6,
Fee: 30, // 0.3%
IsActive: true,
})
// Uniswap V3: WETH/USDC 0.05%
poolCache.Add(ctx, &mevtypes.PoolInfo{
Address: common.HexToAddress("0xC31E54c7a869B9FcBEcc14363CF510d1c41fa444"),
Protocol: mevtypes.ProtocolUniswapV3,
Token0: common.HexToAddress("0x82aF49447D8a07e3bd95BD0d56f35241523fBab1"), // WETH
Token1: common.HexToAddress("0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8"), // USDC
Token0Decimals: 18,
Token1Decimals: 6,
Fee: 500, // 0.05%
SqrtPriceX96: new(big.Int).Lsh(big.NewInt(1), 96),
Liquidity: big.NewInt(1000000000000),
IsActive: true,
})
// Curve: USDC/USDT
poolCache.Add(ctx, &mevtypes.PoolInfo{
Address: common.HexToAddress("0x7f90122BF0700F9E7e1F688fe926940E8839F353"),
Protocol: mevtypes.ProtocolCurve,
Token0: common.HexToAddress("0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8"), // USDC
Token1: common.HexToAddress("0xFd086bC7CD5C481DCC9C85ebE478A1C0b69FCbb9"), // USDT
Token0Decimals: 6,
Token1Decimals: 6,
Fee: 4, // 0.04%
AmpCoefficient: big.NewInt(2000),
IsActive: true,
})
}
func calculateImpliedPrice(event *mevtypes.SwapEvent) *big.Float {
// Calculate price as amountOut / amountIn
var amountIn, amountOut *big.Int
if event.Amount0In.Sign() > 0 {
amountIn = event.Amount0In
amountOut = event.Amount1Out
} else {
amountIn = event.Amount1In
amountOut = event.Amount0Out
}
if amountIn.Sign() == 0 {
return big.NewFloat(0)
}
amountInFloat := new(big.Float).SetInt(amountIn)
amountOutFloat := new(big.Float).SetInt(amountOut)
price := new(big.Float).Quo(amountOutFloat, amountInFloat)
return price
}
func simulateArbitrage(
ctx context.Context,
event1, event2 *mevtypes.SwapEvent,
poolCache cache.PoolCache,
) *big.Float {
// Simplified arbitrage simulation
// In production, this would:
// 1. Calculate optimal trade size
// 2. Account for gas costs
// 3. Account for slippage
// 4. Check liquidity constraints
// For now, return mock profit
return big.NewFloat(0.05) // 0.05 ETH profit
}
func formatAmount(amount *big.Int, decimals uint8) string {
// Convert to float and format
amountFloat := new(big.Float).SetInt(amount)
divisor := new(big.Float).SetInt(new(big.Int).Exp(big.NewInt(10), big.NewInt(int64(decimals)), nil))
result := new(big.Float).Quo(amountFloat, divisor)
return result.Text('f', 6)
}
// ExampleRealTimeMonitoring shows how to monitor pending transactions
func ExampleRealTimeMonitoring() {
fmt.Println("📡 Real-time MEV bot monitoring pattern:")
fmt.Println("")
fmt.Println("1. Subscribe to pending transactions (mempool)")
fmt.Println("2. Parse swaps using factory.ParseTransaction()")
fmt.Println("3. Validate using validator.FilterValid()")
fmt.Println("4. Detect arbitrage across protocols")
fmt.Println("5. Calculate profitability (profit - gas)")
fmt.Println("6. Execute if profitable (front-run, sandwich, or arbitrage)")
fmt.Println("7. Log results with swapLogger for analysis")
fmt.Println("8. Validate accuracy with arbiscanValidator")
fmt.Println("")
fmt.Println("Performance targets:")
fmt.Println(" - Parse: < 5ms")
fmt.Println(" - Validate: < 2ms")
fmt.Println(" - Detect: < 10ms")
fmt.Println(" - Execute: < 30ms")
fmt.Println(" - Total: < 50ms end-to-end")
}