Initial commit: Set up MEV bot project structure
This commit is contained in:
Krypto Kajun
154
pkg/monitor/monitor.go
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154
pkg/monitor/monitor.go
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package monitor
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import (
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"context"
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"fmt"
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"log"
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"math/big"
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"time"
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"github.com/ethereum/go-ethereum"
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"github.com/ethereum/go-ethereum/common"
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"github.com/ethereum/go-ethereum/core/types"
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"github.com/ethereum/go-ethereum/ethclient"
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)
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// ArbitrumMonitor monitors the Arbitrum sequencer for transactions
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type ArbitrumMonitor struct {
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client *ethclient.Client
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rpcEndpoint string
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pollInterval time.Duration
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running bool
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}
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// NewArbitrumMonitor creates a new Arbitrum monitor
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func NewArbitrumMonitor(rpcEndpoint string, pollInterval time.Duration) (*ArbitrumMonitor, error) {
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client, err := ethclient.Dial(rpcEndpoint)
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if err != nil {
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return nil, fmt.Errorf("failed to connect to Arbitrum node: %v", err)
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}
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return &ArbitrumMonitor{
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client: client,
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rpcEndpoint: rpcEndpoint,
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pollInterval: pollInterval,
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running: false,
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}, nil
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}
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// Start begins monitoring the Arbitrum sequencer
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func (m *ArbitrumMonitor) Start(ctx context.Context) error {
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log.Println("Starting Arbitrum sequencer monitoring...")
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m.running = true
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// Get the latest block to start from
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header, err := m.client.HeaderByNumber(ctx, nil)
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if err != nil {
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return fmt.Errorf("failed to get latest block header: %v", err)
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}
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lastBlock := header.Number.Uint64()
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log.Printf("Starting from block: %d", lastBlock)
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for m.running {
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select {
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case <-ctx.Done():
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m.running = false
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return nil
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case <-time.After(m.pollInterval):
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// Get the latest block
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header, err := m.client.HeaderByNumber(ctx, nil)
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if err != nil {
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log.Printf("Failed to get latest block header: %v", err)
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continue
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}
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currentBlock := header.Number.Uint64()
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// Process blocks from lastBlock+1 to currentBlock
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for blockNum := lastBlock + 1; blockNum <= currentBlock; blockNum++ {
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if err := m.processBlock(ctx, blockNum); err != nil {
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log.Printf("Failed to process block %d: %v", blockNum, err)
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}
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}
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lastBlock = currentBlock
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}
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}
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return nil
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}
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// Stop stops the monitor
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func (m *ArbitrumMonitor) Stop() {
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m.running = false
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}
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// processBlock processes a single block for potential swap transactions
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func (m *ArbitrumMonitor) processBlock(ctx context.Context, blockNumber uint64) error {
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log.Printf("Processing block %d", blockNumber)
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// Get block by number
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block, err := m.client.BlockByNumber(ctx, big.NewInt(int64(blockNumber)))
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if err != nil {
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return fmt.Errorf("failed to get block %d: %v", blockNumber, err)
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}
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// Process each transaction in the block
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for _, tx := range block.Transactions() {
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if err := m.processTransaction(ctx, tx); err != nil {
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log.Printf("Failed to process transaction %s: %v", tx.Hash().Hex(), err)
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}
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}
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return nil
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}
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// processTransaction analyzes a transaction for potential swap opportunities
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func (m *ArbitrumMonitor) processTransaction(ctx context.Context, tx *types.Transaction) error {
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// Check if this is a potential swap transaction
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// This is a simplified check - in practice, you would check for
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// specific function signatures of Uniswap-like contracts
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// For now, we'll just log all transactions
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from, err := m.client.TransactionSender(ctx, tx, common.Hash{}, 0)
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if err != nil {
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// This can happen for pending transactions
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from = common.HexToAddress("0x0")
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}
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log.Printf("Transaction: %s, From: %s, To: %s, Value: %s ETH",
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tx.Hash().Hex(),
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from.Hex(),
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func() string {
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if tx.To() != nil {
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return tx.To().Hex()
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}
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return "contract creation"
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}(),
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new(big.Float).Quo(new(big.Float).SetInt(tx.Value()), big.NewFloat(1e18)).String(),
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)
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// TODO: Add logic to detect swap transactions and analyze them
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// This would involve:
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// 1. Checking if the transaction is calling a Uniswap-like contract
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// 2. Decoding the swap function call
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// 3. Extracting the token addresses and amounts
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// 4. Calculating potential price impact
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return nil
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}
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// GetPendingTransactions retrieves pending transactions from the mempool
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func (m *ArbitrumMonitor) GetPendingTransactions(ctx context.Context) ([]*types.Transaction, error) {
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// This is a simplified implementation
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// In practice, you might need to use a different approach to access pending transactions
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// Query for pending transactions
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txs := make([]*types.Transaction, 0)
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// Note: ethclient doesn't directly expose pending transactions
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// You might need to use a different approach or a custom RPC call
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return txs, nil
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}
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122
pkg/scanner/scanner.go
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122
pkg/scanner/scanner.go
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package scanner
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import (
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"math/big"
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"github.com/holiman/uint256"
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)
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// MarketScanner scans markets for price movement opportunities
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type MarketScanner struct {
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// Configuration fields would go here
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}
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// NewMarketScanner creates a new market scanner
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func NewMarketScanner() *MarketScanner {
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return &MarketScanner{}
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}
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// PriceMovement represents a potential price movement
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type PriceMovement struct {
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Token0 string // Token address
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Token1 string // Token address
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Pool string // Pool address
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AmountIn *big.Int // Amount of token being swapped in
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AmountOut *big.Int // Amount of token being swapped out
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PriceImpact float64 // Calculated price impact
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TickBefore int // Tick before the swap
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TickAfter int // Tick after the swap
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}
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// SwapDetails contains details about a detected swap
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type SwapDetails struct {
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PoolAddress string
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Token0 string
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Token1 string
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Amount0In *big.Int
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Amount0Out *big.Int
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Amount1In *big.Int
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Amount1Out *big.Int
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SqrtPriceX96 *uint256.Int
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Liquidity *uint256.Int
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Tick int
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}
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// AnalyzeSwap analyzes a swap to determine if it's large enough to move the price
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func (s *MarketScanner) AnalyzeSwap(swap SwapDetails) (*PriceMovement, error) {
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// This is a simplified implementation
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// In practice, you would need to:
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// 1. Calculate the price before the swap
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// 2. Calculate the price after the swap
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// 3. Determine the price impact
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priceMovement := &PriceMovement{
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Token0: swap.Token0,
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Token1: swap.Token1,
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Pool: swap.PoolAddress,
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AmountIn: new(big.Int).Add(swap.Amount0In, swap.Amount1In),
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AmountOut: new(big.Int).Add(swap.Amount0Out, swap.Amount1Out),
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TickBefore: swap.Tick,
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// TickAfter would be calculated based on the swap size and liquidity
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}
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// Calculate price impact (simplified)
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// In practice, this would involve more complex calculations
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if priceMovement.AmountIn.Cmp(big.NewInt(0)) > 0 {
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impact := new(big.Float).Quo(
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new(big.Float).SetInt(priceMovement.AmountOut),
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new(big.Float).SetInt(priceMovement.AmountIn),
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)
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priceImpact, _ := impact.Float64()
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priceMovement.PriceImpact = priceImpact
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}
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return priceMovement, nil
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}
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// IsSignificantMovement determines if a price movement is significant enough to exploit
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func (s *MarketScanner) IsSignificantMovement(movement *PriceMovement, threshold float64) bool {
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// Check if the price impact is above our threshold
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return movement.PriceImpact > threshold
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}
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// CalculateTickAfterSwap calculates the tick after a swap occurs
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func (s *MarketScanner) CalculateTickAfterSwap(
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currentTick int,
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liquidity *uint256.Int,
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amountIn *big.Int,
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zeroForOne bool, // true if swapping token0 for token1
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) int {
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// This is a simplified implementation
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// In practice, you would need to use the Uniswap V3 math formulas
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// The actual calculation would involve:
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// 1. Converting amounts to sqrt prices
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// 2. Using the liquidity to determine the price movement
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// 3. Calculating the new tick based on the price movement
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// For now, we'll return a placeholder
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return currentTick
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}
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// FindArbitrageOpportunities looks for arbitrage opportunities based on price movements
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func (s *MarketScanner) FindArbitrageOpportunities(movements []*PriceMovement) []ArbitrageOpportunity {
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opportunities := make([]ArbitrageOpportunity, 0)
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// This would contain logic to:
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// 1. Compare prices across different pools
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// 2. Calculate potential profit after gas costs
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// 3. Identify triangular arbitrage opportunities
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// 4. Check if the opportunity is profitable
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return opportunities
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}
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// ArbitrageOpportunity represents a potential arbitrage opportunity
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type ArbitrageOpportunity struct {
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Path []string // Token path for the arbitrage
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Pools []string // Pools involved in the arbitrage
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Profit *big.Int // Estimated profit in wei
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GasEstimate *big.Int // Estimated gas cost
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ROI float64 // Return on investment percentage
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}
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130
pkg/uniswap/pricing.go
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130
pkg/uniswap/pricing.go
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@@ -0,0 +1,130 @@
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package uniswap
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import (
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"math/big"
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"github.com/holiman/uint256"
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)
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const (
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// Q96 represents 2^96 used in Uniswap V3 sqrtPriceX96 calculations
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Q96 = 79228162514264337593543950336 // 2^96
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// Tick spacing for different fee tiers
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LowTickSpacing = 10
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MediumTickSpacing = 60
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HighTickSpacing = 200
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)
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// SqrtPriceX96ToPrice converts sqrtPriceX96 to a price
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// Price is represented as token1/token0
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func SqrtPriceX96ToPrice(sqrtPriceX96 *big.Int) *big.Float {
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// price = (sqrtPriceX96 / 2^96)^2
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// price = sqrtPriceX96^2 / 2^192
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// Convert to big.Float for precision
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sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
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// Calculate sqrtPrice^2
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price := new(big.Float).Mul(sqrtPrice, sqrtPrice)
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// Divide by 2^192 (which is (2^96)^2)
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q192 := new(big.Float).SetInt(new(big.Int).Exp(big.NewInt(2), big.NewInt(192), nil))
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price.Quo(price, q192)
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return price
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}
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// PriceToSqrtPriceX96 converts a price to sqrtPriceX96
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func PriceToSqrtPriceX96(price *big.Float) *big.Int {
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// sqrtPriceX96 = sqrt(price) * 2^96
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// Calculate sqrt(price)
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sqrtPrice := new(big.Float).Sqrt(price)
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// Multiply by 2^96
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q96 := new(big.Float).SetInt(new(big.Int).Exp(big.NewInt(2), big.NewInt(96), nil))
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sqrtPrice.Mul(sqrtPrice, q96)
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// Convert to big.Int
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sqrtPriceX96 := new(big.Int)
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sqrtPrice.Int(sqrtPriceX96)
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return sqrtPriceX96
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}
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// TickToSqrtPriceX96 converts a tick to sqrtPriceX96
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func TickToSqrtPriceX96(tick int) *big.Int {
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// sqrtPriceX96 = 1.0001^(tick/2) * 2^96
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// Calculate 1.0001^(tick/2)
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base := new(big.Float).SetFloat64(1.0001)
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tickF := new(big.Float).SetFloat64(float64(tick) / 2.0)
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power := new(big.Float).Pow(base, tickF)
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// Multiply by 2^96
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q96 := new(big.Float).SetInt(new(big.Int).Exp(big.NewInt(2), big.NewInt(96), nil))
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sqrtPrice := new(big.Float).Mul(power, q96)
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// Convert to big.Int
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sqrtPriceX96 := new(big.Int)
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sqrtPrice.Int(sqrtPriceX96)
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return sqrtPriceX96
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}
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// SqrtPriceX96ToTick converts sqrtPriceX96 to a tick
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func SqrtPriceX96ToTick(sqrtPriceX96 *big.Int) int {
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// tick = log_1.0001(sqrtPriceX96 / 2^96)^2
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// tick = log_1.0001(price)
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// tick = 2 * log_1.0001(sqrtPriceX96 / 2^96)
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if sqrtPriceX96.Cmp(big.NewInt(0)) <= 0 {
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return 0 // Invalid input
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}
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// Convert to big.Float
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sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
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q96 := new(big.Float).SetInt(new(big.Int).SetInt64(Q96))
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// Calculate sqrtPriceX96 / 2^96
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ratio := new(big.Float).Quo(sqrtPrice, q96)
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// Calculate (sqrtPriceX96 / 2^96)^2 to get price
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price := new(big.Float).Mul(ratio, ratio)
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// Calculate log_1.0001(price)
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// log_1.0001(x) = ln(x) / ln(1.0001)
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lnPrice := new(big.Float).Log(price)
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lnBase := new(big.Float).Log(new(big.Float).SetFloat64(1.0001))
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logRatio := new(big.Float).Quo(lnPrice, lnBase)
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// Convert to int
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tick, _ := logRatio.Int64()
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return int(tick)
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}
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// GetTickAtSqrtPrice calculates the tick for a given sqrtPriceX96 using uint256
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func GetTickAtSqrtPrice(sqrtPriceX96 *uint256.Int) int {
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// This is a simplified implementation
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// In practice, you would use a more precise logarithmic calculation
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// Convert to big.Int for calculation
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sqrtPriceBig := sqrtPriceX96.ToBig()
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return SqrtPriceX96ToTick(sqrtPriceBig)
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}
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// GetNextTick calculates the next initialized tick
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func GetNextTick(currentTick int, tickSpacing int) int {
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// Round down to nearest tick spacing
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tick := ((currentTick / tickSpacing) + 1) * tickSpacing
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return tick
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}
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// GetPreviousTick calculates the previous initialized tick
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func GetPreviousTick(currentTick int, tickSpacing int) int {
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// Round down to nearest tick spacing
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tick := (currentTick / tickSpacing) * tickSpacing
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return tick
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}
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Reference in New Issue
Block a user