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

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

View File

@@ -25,57 +25,57 @@ func SqrtPriceX96ToPrice(sqrtPriceX96 *big.Int) *big.Float {
// Convert to big.Float for precision
sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
// Calculate sqrtPrice^2
price := new(big.Float).Mul(sqrtPrice, sqrtPrice)
// Divide by 2^192 (which is (2^96)^2)
q192 := new(big.Float).SetInt(new(big.Int).Exp(big.NewInt(2), big.NewInt(192), nil))
price.Quo(price, q192)
return price
}
// PriceToSqrtPriceX96 converts a price to sqrtPriceX96
func PriceToSqrtPriceX96(price *big.Float) *big.Int {
// sqrtPriceX96 = sqrt(price) * 2^96
// Calculate sqrt(price)
sqrtPrice := new(big.Float).Sqrt(price)
// Multiply by 2^96
q96 := new(big.Float).SetInt(new(big.Int).Exp(big.NewInt(2), big.NewInt(96), nil))
sqrtPrice.Mul(sqrtPrice, q96)
// Convert to big.Int
sqrtPriceX96 := new(big.Int)
sqrtPrice.Int(sqrtPriceX96)
return sqrtPriceX96
}
// TickToSqrtPriceX96 converts a tick to sqrtPriceX96
func TickToSqrtPriceX96(tick int) *big.Int {
// sqrtPriceX96 = 1.0001^(tick/2) * 2^96
// Calculate 1.0001^(tick/2)
base := 1.0001
power := float64(tick) / 2.0
result := math.Pow(base, power)
// Convert to big.Float
price := new(big.Float).SetFloat64(result)
// Multiply by 2^96
q96Int := new(big.Int)
q96Int.SetString(Q96, 10)
q96 := new(big.Float).SetInt(q96Int)
price.Mul(price, q96)
// Convert to big.Int
sqrtPriceX96 := new(big.Int)
price.Int(sqrtPriceX96)
return sqrtPriceX96
}
@@ -84,33 +84,33 @@ func SqrtPriceX96ToTick(sqrtPriceX96 *big.Int) int {
// tick = log_1.0001(sqrtPriceX96 / 2^96)^2
// tick = log_1.0001(price)
// tick = 2 * log_1.0001(sqrtPriceX96 / 2^96)
if sqrtPriceX96.Cmp(big.NewInt(0)) <= 0 {
return 0 // Invalid input
}
// Convert to big.Float
sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
q96Int := new(big.Int)
q96Int.SetString(Q96, 10)
q96 := new(big.Float).SetInt(q96Int)
// Calculate sqrtPriceX96 / 2^96
ratio := new(big.Float).Quo(sqrtPrice, q96)
// Calculate (sqrtPriceX96 / 2^96)^2 to get price
price := new(big.Float).Mul(ratio, ratio)
// Calculate log_1.0001(price)
// log_1.0001(x) = ln(x) / ln(1.0001)
priceFloat, _ := price.Float64()
lnPrice := math.Log(priceFloat)
lnBase := math.Log(1.0001)
logRatio := lnPrice / lnBase
// Convert to int
tick := int(logRatio)
return tick
}
@@ -118,7 +118,7 @@ func SqrtPriceX96ToTick(sqrtPriceX96 *big.Int) int {
func GetTickAtSqrtPrice(sqrtPriceX96 *uint256.Int) int {
// This is a simplified implementation
// In practice, you would use a more precise logarithmic calculation
// Convert to big.Int for calculation
sqrtPriceBig := sqrtPriceX96.ToBig()
return SqrtPriceX96ToTick(sqrtPriceBig)
@@ -136,4 +136,4 @@ func GetPreviousTick(currentTick int, tickSpacing int) int {
// Round down to nearest tick spacing
tick := (currentTick / tickSpacing) * tickSpacing
return tick
}
}

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@@ -14,16 +14,16 @@ func TestSqrtPriceX96ToPrice(t *testing.T) {
expected := 1.0
actual := SqrtPriceX96ToPrice(sqrtPriceX96)
actualFloat, _ := actual.Float64()
assert.InDelta(t, expected, actualFloat, 0.0001, "SqrtPriceX96ToPrice should convert correctly")
// Test case 2: Another value - we'll check the relative error instead
sqrtPriceX96 = new(big.Int)
sqrtPriceX96.SetString("158556325028528675187087900672", 10) // 2 * 2^96
expected = 4.0 // (2)^2
expected = 4.0 // (2)^2
actual = SqrtPriceX96ToPrice(sqrtPriceX96)
actualFloat, _ = actual.Float64()
// Check that it's close to 4.0 (allowing for floating point precision issues)
assert.InDelta(t, expected, actualFloat, 0.01, "SqrtPriceX96ToPrice should convert correctly for 2*2^96")
}
@@ -34,17 +34,17 @@ func TestPriceToSqrtPriceX96(t *testing.T) {
sqrtPriceX96 := new(big.Int)
sqrtPriceX96.SetString("79228162514264337593543950336", 10) // 2^96
actual := PriceToSqrtPriceX96(price)
// Allow for small differences due to floating point precision
diff := new(big.Int).Sub(sqrtPriceX96, actual)
assert.True(t, diff.Cmp(big.NewInt(1000000000000)) < 0, "PriceToSqrtPriceX96 should convert correctly")
// Test case 2: Another value
price = new(big.Float).SetFloat64(4.0)
sqrtPriceX96 = new(big.Int)
sqrtPriceX96.SetString("158556325028528675187087900672", 10) // 2 * 2^96
actual = PriceToSqrtPriceX96(price)
// Allow for small differences due to floating point precision
diff = new(big.Int).Sub(sqrtPriceX96, actual)
// Print actual and expected for debugging
@@ -61,7 +61,7 @@ func TestTickToSqrtPriceX96(t *testing.T) {
expected := new(big.Int)
expected.SetString("79228162514264337593543950336", 10) // 2^96
actual := TickToSqrtPriceX96(0)
// Allow for small differences due to floating point precision
diff := new(big.Int).Sub(expected, actual)
assert.True(t, diff.Cmp(big.NewInt(1000000000000)) < 0, "TickToSqrtPriceX96 should convert tick 0 correctly")
@@ -73,6 +73,6 @@ func TestSqrtPriceX96ToTick(t *testing.T) {
sqrtPriceX96.SetString("79228162514264337593543950336", 10) // 2^96
expected := 0
actual := SqrtPriceX96ToTick(sqrtPriceX96)
assert.Equal(t, expected, actual, "SqrtPriceX96ToTick should convert sqrtPriceX96 for price 1.0 correctly")
}
}