Initial commit: Set up MEV bot project structure

pkg/scanner/scanner.go

@@ -0,0 +1,122 @@
+package scanner
+
+import (
+	"math/big"
+	
+	"github.com/holiman/uint256"
+)
+
+// MarketScanner scans markets for price movement opportunities
+type MarketScanner struct {
+	// Configuration fields would go here
+}
+
+// NewMarketScanner creates a new market scanner
+func NewMarketScanner() *MarketScanner {
+	return &MarketScanner{}
+}
+
+// PriceMovement represents a potential price movement
+type PriceMovement struct {
+	Token0     string   // Token address
+	Token1     string   // Token address
+	Pool       string   // Pool address
+	AmountIn   *big.Int // Amount of token being swapped in
+	AmountOut  *big.Int // Amount of token being swapped out
+	PriceImpact float64 // Calculated price impact
+	TickBefore  int     // Tick before the swap
+	TickAfter   int     // Tick after the swap
+}
+
+// SwapDetails contains details about a detected swap
+type SwapDetails struct {
+	PoolAddress    string
+	Token0         string
+	Token1         string
+	Amount0In      *big.Int
+	Amount0Out     *big.Int
+	Amount1In      *big.Int
+	Amount1Out     *big.Int
+	SqrtPriceX96   *uint256.Int
+	Liquidity      *uint256.Int
+	Tick           int
+}
+
+// AnalyzeSwap analyzes a swap to determine if it's large enough to move the price
+func (s *MarketScanner) AnalyzeSwap(swap SwapDetails) (*PriceMovement, error) {
+	// This is a simplified implementation
+	// In practice, you would need to:
+	// 1. Calculate the price before the swap
+	// 2. Calculate the price after the swap
+	// 3. Determine the price impact
+	
+	priceMovement := &PriceMovement{
+		Token0:     swap.Token0,
+		Token1:     swap.Token1,
+		Pool:       swap.PoolAddress,
+		AmountIn:   new(big.Int).Add(swap.Amount0In, swap.Amount1In),
+		AmountOut:  new(big.Int).Add(swap.Amount0Out, swap.Amount1Out),
+		TickBefore: swap.Tick,
+		// TickAfter would be calculated based on the swap size and liquidity
+	}
+	
+	// Calculate price impact (simplified)
+	// In practice, this would involve more complex calculations
+	if priceMovement.AmountIn.Cmp(big.NewInt(0)) > 0 {
+		impact := new(big.Float).Quo(
+			new(big.Float).SetInt(priceMovement.AmountOut),
+			new(big.Float).SetInt(priceMovement.AmountIn),
+		)
+		priceImpact, _ := impact.Float64()
+		priceMovement.PriceImpact = priceImpact
+	}
+	
+	return priceMovement, nil
+}
+
+// IsSignificantMovement determines if a price movement is significant enough to exploit
+func (s *MarketScanner) IsSignificantMovement(movement *PriceMovement, threshold float64) bool {
+	// Check if the price impact is above our threshold
+	return movement.PriceImpact > threshold
+}
+
+// CalculateTickAfterSwap calculates the tick after a swap occurs
+func (s *MarketScanner) CalculateTickAfterSwap(
+	currentTick int,
+	liquidity *uint256.Int,
+	amountIn *big.Int,
+	zeroForOne bool, // true if swapping token0 for token1
+) int {
+	// This is a simplified implementation
+	// In practice, you would need to use the Uniswap V3 math formulas
+	
+	// The actual calculation would involve:
+	// 1. Converting amounts to sqrt prices
+	// 2. Using the liquidity to determine the price movement
+	// 3. Calculating the new tick based on the price movement
+	
+	// For now, we'll return a placeholder
+	return currentTick
+}
+
+// FindArbitrageOpportunities looks for arbitrage opportunities based on price movements
+func (s *MarketScanner) FindArbitrageOpportunities(movements []*PriceMovement) []ArbitrageOpportunity {
+	opportunities := make([]ArbitrageOpportunity, 0)
+	
+	// This would contain logic to:
+	// 1. Compare prices across different pools
+	// 2. Calculate potential profit after gas costs
+	// 3. Identify triangular arbitrage opportunities
+	// 4. Check if the opportunity is profitable
+	
+	return opportunities
+}
+
+// ArbitrageOpportunity represents a potential arbitrage opportunity
+type ArbitrageOpportunity struct {
+	Path        []string // Token path for the arbitrage
+	Pools       []string // Pools involved in the arbitrage
+	Profit      *big.Int // Estimated profit in wei
+	GasEstimate *big.Int // Estimated gas cost
+	ROI         float64  // Return on investment percentage
+}