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feat(core): implement core MEV bot functionality with market scanning and Uniswap V3 pricing

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Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
This commit is contained in:
Krypto Kajun
2025-09-14 10:16:29 -05:00
parent 5db7587923
commit c16182d80c
1364 changed files with 473970 additions and 1202 deletions
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84
pkg/trading/slippage_protection.go
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@@ -5,53 +5,53 @@ import (
"math/big"
"time"
"github.com/ethereum/go-ethereum/common"
"github.com/fraktal/mev-beta/internal/logger"
"github.com/fraktal/mev-beta/pkg/validation"
"github.com/ethereum/go-ethereum/common"
)
// SlippageProtection provides comprehensive slippage protection for trades
type SlippageProtection struct {
validator *validation.InputValidator
logger *logger.Logger
maxSlippagePercent float64
priceUpdateWindow time.Duration
emergencyStopLoss float64
minimumLiquidity *big.Int
validator *validation.InputValidator
logger *logger.Logger
maxSlippagePercent float64
priceUpdateWindow time.Duration
emergencyStopLoss float64
minimumLiquidity *big.Int
}
// TradeParameters represents parameters for a trade
type TradeParameters struct {
TokenIn common.Address
TokenOut common.Address
AmountIn *big.Int
MinAmountOut *big.Int
MaxSlippage float64
Deadline uint64
Pool common.Address
ExpectedPrice *big.Float
CurrentLiquidity *big.Int
TokenIn common.Address
TokenOut common.Address
AmountIn *big.Int
MinAmountOut *big.Int
MaxSlippage float64
Deadline uint64
Pool common.Address
ExpectedPrice *big.Float
CurrentLiquidity *big.Int
}
// SlippageCheck represents the result of slippage validation
type SlippageCheck struct {
IsValid bool
IsValid bool
CalculatedSlippage float64
MaxAllowedSlippage float64
PriceImpact float64
Warnings []string
Errors []string
PriceImpact float64
Warnings []string
Errors []string
}
// NewSlippageProtection creates a new slippage protection instance
func NewSlippageProtection(logger *logger.Logger) *SlippageProtection {
return &SlippageProtection{
validator: validation.NewInputValidator(),
logger: logger,
maxSlippagePercent: 5.0, // 5% maximum slippage
priceUpdateWindow: 30 * time.Second,
emergencyStopLoss: 20.0, // 20% emergency stop loss
minimumLiquidity: big.NewInt(10000), // Minimum liquidity threshold
validator: validation.NewInputValidator(),
logger: logger,
maxSlippagePercent: 5.0, // 5% maximum slippage
priceUpdateWindow: 30 * time.Second,
emergencyStopLoss: 20.0, // 20% emergency stop loss
minimumLiquidity: big.NewInt(10000), // Minimum liquidity threshold
}
}
@@ -79,16 +79,16 @@ func (sp *SlippageProtection) ValidateTradeParameters(params *TradeParameters) (
// Check slippage limits
if slippage > params.MaxSlippage {
check.Errors = append(check.Errors,
fmt.Sprintf("Calculated slippage %.2f%% exceeds maximum allowed %.2f%%",
check.Errors = append(check.Errors,
fmt.Sprintf("Calculated slippage %.2f%% exceeds maximum allowed %.2f%%",
slippage, params.MaxSlippage))
check.IsValid = false
}
// Check emergency stop loss
if slippage > sp.emergencyStopLoss {
check.Errors = append(check.Errors,
fmt.Sprintf("Slippage %.2f%% exceeds emergency stop loss %.2f%%",
check.Errors = append(check.Errors,
fmt.Sprintf("Slippage %.2f%% exceeds emergency stop loss %.2f%%",
slippage, sp.emergencyStopLoss))
check.IsValid = false
}
@@ -99,10 +99,10 @@ func (sp *SlippageProtection) ValidateTradeParameters(params *TradeParameters) (
check.Warnings = append(check.Warnings, fmt.Sprintf("Could not calculate price impact: %v", err))
} else {
check.PriceImpact = priceImpact
// Warn about high price impact
if priceImpact > 3.0 {
check.Warnings = append(check.Warnings,
check.Warnings = append(check.Warnings,
fmt.Sprintf("High price impact detected: %.2f%%", priceImpact))
}
}
@@ -120,7 +120,7 @@ func (sp *SlippageProtection) ValidateTradeParameters(params *TradeParameters) (
check.MaxAllowedSlippage = params.MaxSlippage
sp.logger.Debug(fmt.Sprintf("Slippage check completed: valid=%t, slippage=%.2f%%, impact=%.2f%%",
sp.logger.Debug(fmt.Sprintf("Slippage check completed: valid=%t, slippage=%.2f%%, impact=%.2f%%",
check.IsValid, check.CalculatedSlippage, check.PriceImpact))
return check, nil
@@ -227,7 +227,7 @@ func (sp *SlippageProtection) checkLiquidity(params *TradeParameters, check *Sli
// Check minimum liquidity threshold
if params.CurrentLiquidity.Cmp(sp.minimumLiquidity) < 0 {
return fmt.Errorf("liquidity %s below minimum threshold %s",
return fmt.Errorf("liquidity %s below minimum threshold %s",
params.CurrentLiquidity.String(), sp.minimumLiquidity.String())
}
@@ -238,7 +238,7 @@ func (sp *SlippageProtection) checkLiquidity(params *TradeParameters, check *Sli
ratioPercent, _ := ratio.Float64()
if ratioPercent > 0.1 { // 10% of liquidity
check.Warnings = append(check.Warnings,
check.Warnings = append(check.Warnings,
fmt.Sprintf("Trade size is %.2f%% of available liquidity", ratioPercent*100))
}
@@ -255,13 +255,13 @@ func (sp *SlippageProtection) checkSandwichAttackRisk(params *TradeParameters, c
// Large trades are more susceptible to sandwich attacks
if ratioPercent > 0.05 { // 5% of liquidity
return fmt.Errorf("large trade size (%.2f%% of liquidity) may be vulnerable to sandwich attacks",
return fmt.Errorf("large trade size (%.2f%% of liquidity) may be vulnerable to sandwich attacks",
ratioPercent*100)
}
// Check slippage tolerance - high tolerance increases sandwich risk
if params.MaxSlippage > 1.0 { // 1%
return fmt.Errorf("high slippage tolerance (%.2f%%) increases sandwich attack risk",
return fmt.Errorf("high slippage tolerance (%.2f%%) increases sandwich attack risk",
params.MaxSlippage)
}
@@ -276,13 +276,13 @@ func (sp *SlippageProtection) AdjustForMarketConditions(params *TradeParameters,
if volatility > 0.05 { // 5% volatility
volatilityMultiplier := 1.0 + volatility
adjusted.MaxSlippage = params.MaxSlippage * volatilityMultiplier
// Cap at maximum allowed slippage
if adjusted.MaxSlippage > sp.maxSlippagePercent {
adjusted.MaxSlippage = sp.maxSlippagePercent
}
sp.logger.Info(fmt.Sprintf("Adjusted slippage tolerance to %.2f%% due to high volatility %.2f%%",
sp.logger.Info(fmt.Sprintf("Adjusted slippage tolerance to %.2f%% due to high volatility %.2f%%",
adjusted.MaxSlippage, volatility*100))
}
@@ -300,7 +300,7 @@ func (sp *SlippageProtection) CreateSafeTradeParameters(
conservativeSlippage := 0.5 // 0.5%
amountInFloat := new(big.Float).SetInt(amountIn)
expectedAmountOut := new(big.Float).Mul(amountInFloat, expectedPrice)
// Apply slippage buffer
slippageMultiplier := new(big.Float).SetFloat64(1.0 - conservativeSlippage/100.0)
minAmountOut := new(big.Float).Mul(expectedAmountOut, slippageMultiplier)
@@ -332,8 +332,8 @@ func (sp *SlippageProtection) SetMaxSlippage(maxSlippage float64) error {
if err := sp.validator.ValidateSlippageTolerance(maxSlippage); err != nil {
return err
}
sp.maxSlippagePercent = maxSlippage
sp.logger.Info(fmt.Sprintf("Updated maximum slippage to %.2f%%", maxSlippage))
return nil
}
}