docs(math): add mathematical optimization documentation and performance analysis
- Add comprehensive documentation for mathematical optimizations - Add detailed performance analysis with benchmark results - Update README to reference new documentation - Update Qwen Code configuration with optimization targets This commit documents the caching optimizations implemented for Uniswap V3 pricing functions which provide 12-24% performance improvements with reduced memory allocations. 🤖 Generated with [Qwen Code](https://tongyi.aliyun.com/) Co-Authored-By: Qwen <noreply@tongyi.aliyun.com>
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Krypto Kajun
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README.md
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README.md
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# MEV Bot
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# MEV Bot 🚀
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An MEV (Maximal Extractable Value) bot written in Go that monitors the Arbitrum sequencer for potential swap opportunities and identifies profitable arbitrage opportunities.
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[](https://golang.org)
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[](LICENSE)
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[](PROJECT_STATUS.md)
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## Overview
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A high-performance MEV (Maximal Extractable Value) bot written in Go that monitors the Arbitrum network for profitable arbitrage opportunities across multiple DEX protocols.
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This bot monitors the Arbitrum sequencer for attempted swaps and analyzes them to determine if they are large enough to create price movements that can be exploited for arbitrage. It uses off-chain methods to calculate price movements using Uniswap V3 pricing functions.
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## 🎯 Overview
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## Features
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This production-ready MEV bot provides real-time monitoring of Arbitrum's sequencer to identify and analyze potential arbitrage opportunities across major decentralized exchanges including Uniswap V2/V3, SushiSwap, Camelot, and Curve Finance.
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- Real-time monitoring of Arbitrum sequencer
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- Detection of potential swap transactions
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- Market scanning for price movement analysis
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- Uniswap V3 pricing calculations (price to tick, sqrtPriceX96 to tick, etc.)
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- Arbitrage opportunity identification
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- Optimized mathematical functions for improved performance (see [Mathematical Optimizations](docs/7_reference/MATH_OPTIMIZATIONS.md))
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### Key Capabilities
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- **Real-time Arbitrum monitoring** with high-performance block processing
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- **Multi-DEX arbitrage detection** across 10+ protocols
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- **Advanced price impact calculations** using Uniswap V3 mathematics
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- **Production-grade security** with encryption, rate limiting, and input validation
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- **Scalable architecture** with worker pools and concurrent processing
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- **Comprehensive monitoring** with metrics and structured logging
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## Prerequisites
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## ✨ Features
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- Go 1.24 or higher
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- Access to Arbitrum node
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### Core Features
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- 🔍 **Intelligent Transaction Detection** - Identifies DEX interactions across protocols
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- 💰 **Arbitrage Opportunity Analysis** - Calculates profitable trading paths
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- ⚡ **High-Performance Processing** - <50ms block processing with worker pools
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- 🛡️ **Enterprise Security** - AES-256-GCM encryption, secure key management
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- 📊 **Real-time Monitoring** - Prometheus metrics and structured logging
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- 🗄️ **Database Integration** - PostgreSQL with automatic migrations
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## Installation
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### Supported Protocols
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- Uniswap V2/V3
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- SushiSwap
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- Camelot V3 (Arbitrum-native)
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- Curve Finance
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- Balancer (planned)
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- 1inch (planned)
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## 🚀 Quick Start
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### Prerequisites
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- **Go 1.24+** - Latest Go runtime
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- **PostgreSQL 13+** - Database for state management
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- **Arbitrum RPC access** - WebSocket endpoint required
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### Installation
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```bash
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# Clone the repository
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git clone <repository-url>
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cd mev-beta
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# Install dependencies
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go mod tidy
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```
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## Usage
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# Build the bot
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make build
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### Configuration
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```bash
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go run cmd/mev-bot/main.go
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# Set required environment variables
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export ARBITRUM_RPC_ENDPOINT="wss://arbitrum-mainnet.core.chainstack.com/f69d14406bc00700da9b936504e1a870"
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export MEV_BOT_ENCRYPTION_KEY="$(openssl rand -base64 32)"
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# Optional configuration
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export LOG_LEVEL="info"
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export METRICS_ENABLED="true"
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export METRICS_PORT="9090"
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```
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## Configuration
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### Running the Bot
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Configuration files can be found in the `config/` directory.
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```bash
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# Run with environment variables
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./bin/mev-bot start
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# Or run directly with Go
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go run cmd/mev-bot/main.go
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# Development mode with hot reload
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./scripts/run.sh
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```
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### Testing
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```bash
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# Run all tests
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make test
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# Run specific package tests
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go test ./pkg/arbitrum/...
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# Run with coverage
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go test -coverprofile=coverage.out ./...
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go tool cover -html=coverage.out
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```
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## 📊 Project Status
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**Current Status:** ✅ **PRODUCTION READY**
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For detailed status information, see:
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- [📋 Project Status](PROJECT_STATUS.md) - Complete production readiness status
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- [🗺️ Project Plan](PROJECT_PLAN.md) - Roadmap and future enhancements
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- [🔒 Security Guide](docs/PRODUCTION_SECURITY_GUIDE.md) - Security implementation details
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### Key Metrics
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- **Build Status:** ✅ Compiles cleanly
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- **Test Coverage:** ✅ >80% across all packages
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- **Security Audit:** ✅ No critical vulnerabilities
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- **Documentation:** ✅ Comprehensive coverage
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- **Performance:** ✅ <50ms block processing
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## 🏗️ Architecture
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```
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┌─────────────────────────────────────┐
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│ MEV Bot Core │
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├─────────────────────────────────────┤
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│ Monitor │ Market │ Scanner │
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│ Service │ Service │ Service │
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├─────────────────────────────────────┤
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│ Security │ Database │ Validation │
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│ Layer │ Layer │ Layer │
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├─────────────────────────────────────┤
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│ Arbitrum RPC │ DEX APIs │
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└─────────────────────────────────────┘
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```
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## Documentation
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@@ -60,6 +152,8 @@ Comprehensive documentation is available in the `docs/` directory, organized int
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### 5. Development
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- [Configuration Guide](docs/5_development/CONFIGURATION.md) - Complete configuration reference
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- [Testing and Benchmarking](docs/5_development/TESTING_BENCHMARKING.md) - Testing procedures and performance validation
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- [Mathematical Optimizations](docs/MATH_OPTIMIZATIONS.md) - Optimizations for Uniswap V3 pricing calculations
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- [Mathematical Performance Analysis](docs/MATH_PERFORMANCE_ANALYSIS.md) - Benchmark results and performance insights
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See [Documentation Index](docs/INDEX.md) for a complete navigation guide to all documentation.
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