saving in place
This commit is contained in:
@@ -10,6 +10,7 @@ import (
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"github.com/ethereum/go-ethereum/common"
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"github.com/fraktal/mev-beta/internal/logger"
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pkgtypes "github.com/fraktal/mev-beta/pkg/types"
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_ "github.com/mattn/go-sqlite3"
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)
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@@ -131,37 +132,49 @@ func (db *SQLiteDatabase) createTables() error {
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}
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// SaveOpportunity saves an arbitrage opportunity to the database
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func (db *SQLiteDatabase) SaveOpportunity(ctx context.Context, opportunity *ArbitrageOpportunity) error {
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func (db *SQLiteDatabase) SaveOpportunity(ctx context.Context, opportunity *pkgtypes.ArbitrageOpportunity) error {
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pathJSON, err := json.Marshal(opportunity.Path)
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if err != nil {
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return fmt.Errorf("failed to marshal path: %w", err)
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}
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eventJSON, err := json.Marshal(opportunity.TriggerEvent)
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// Create empty trigger event for compatibility
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triggerEvent := map[string]interface{}{
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"protocol": opportunity.Protocol,
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"tokenIn": opportunity.TokenIn.Hex(),
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"tokenOut": opportunity.TokenOut.Hex(),
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}
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eventJSON, err := json.Marshal(triggerEvent)
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if err != nil {
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return fmt.Errorf("failed to marshal trigger event: %w", err)
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}
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query := `INSERT INTO arbitrage_opportunities
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// Generate a simple ID from timestamp and token addresses
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opportunityID := fmt.Sprintf("%s_%s_%d",
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opportunity.TokenIn.Hex()[:8],
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opportunity.TokenOut.Hex()[:8],
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opportunity.Timestamp)
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query := `INSERT INTO arbitrage_opportunities
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(id, path_json, trigger_event_json, detected_at, estimated_profit, required_amount, urgency, expires_at)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?)`
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_, err = db.db.ExecContext(ctx, query,
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opportunity.ID,
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opportunityID,
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string(pathJSON),
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string(eventJSON),
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opportunity.DetectedAt.Unix(),
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opportunity.EstimatedProfit.String(),
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opportunity.RequiredAmount.String(),
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opportunity.Urgency,
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opportunity.ExpiresAt.Unix(),
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opportunity.Timestamp,
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opportunity.Profit.String(),
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opportunity.AmountIn.String(),
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1, // Default urgency
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opportunity.Timestamp+3600, // Expires in 1 hour
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)
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if err != nil {
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return fmt.Errorf("failed to save opportunity: %w", err)
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}
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db.logger.Debug(fmt.Sprintf("Saved arbitrage opportunity %s to database", opportunity.ID))
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db.logger.Debug(fmt.Sprintf("Saved arbitrage opportunity %s to database", opportunityID))
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return nil
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}
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764
pkg/arbitrage/detection_engine.go
Normal file
764
pkg/arbitrage/detection_engine.go
Normal file
@@ -0,0 +1,764 @@
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package arbitrage
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import (
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"context"
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"fmt"
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"sync"
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"time"
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"github.com/ethereum/go-ethereum/common"
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"github.com/fraktal/mev-beta/internal/logger"
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"github.com/fraktal/mev-beta/pkg/exchanges"
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"github.com/fraktal/mev-beta/pkg/math"
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"github.com/fraktal/mev-beta/pkg/types"
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)
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// ArbitrageDetectionEngine discovers profitable arbitrage opportunities in real-time
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type ArbitrageDetectionEngine struct {
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registry *exchanges.ExchangeRegistry
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calculator *math.ArbitrageCalculator
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gasEstimator math.GasEstimator
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logger *logger.Logger
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decimalConverter *math.DecimalConverter
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// Configuration
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config DetectionConfig
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// State management
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runningMutex sync.RWMutex
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isRunning bool
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stopChan chan struct{}
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opportunityChan chan *types.ArbitrageOpportunity
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// Performance tracking
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scanCount uint64
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opportunityCount uint64
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lastScanTime time.Time
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// Worker pools
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scanWorkers *WorkerPool
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pathWorkers *WorkerPool
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}
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// DetectionConfig configures the arbitrage detection engine
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type DetectionConfig struct {
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// Scanning parameters
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ScanInterval time.Duration
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MaxConcurrentScans int
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MaxConcurrentPaths int
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// Opportunity criteria
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MinProfitThreshold *math.UniversalDecimal
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MaxPriceImpact *math.UniversalDecimal
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MaxHops int
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// Token filtering
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HighPriorityTokens []common.Address
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TokenWhitelist []common.Address
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TokenBlacklist []common.Address
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// Exchange filtering
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EnabledExchanges []math.ExchangeType
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ExchangeWeights map[math.ExchangeType]float64
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// Performance settings
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CachePoolData bool
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CacheTTL time.Duration
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BatchSize int
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// Risk management
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MaxPositionSize *math.UniversalDecimal
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RequiredConfidence float64
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}
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// WorkerPool manages concurrent workers for scanning
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type WorkerPool struct {
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workers int
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taskChan chan ScanTask
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wg sync.WaitGroup
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ctx context.Context
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cancel context.CancelFunc
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}
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// ScanTask represents a scanning task
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type ScanTask struct {
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TokenPair exchanges.TokenPair
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Exchanges []*exchanges.ExchangeConfig
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InputAmount *math.UniversalDecimal
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ResultChan chan ScanResult
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}
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// ScanResult contains the result of a scanning task
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type ScanResult struct {
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Opportunity *types.ArbitrageOpportunity
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Error error
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ScanTime time.Duration
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}
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// NewArbitrageDetectionEngine creates a new arbitrage detection engine
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func NewArbitrageDetectionEngine(
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registry *exchanges.ExchangeRegistry,
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gasEstimator math.GasEstimator,
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logger *logger.Logger,
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config DetectionConfig,
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) *ArbitrageDetectionEngine {
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calculator := math.NewArbitrageCalculator(gasEstimator)
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engine := &ArbitrageDetectionEngine{
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registry: registry,
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calculator: calculator,
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gasEstimator: gasEstimator,
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logger: logger,
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decimalConverter: math.NewDecimalConverter(),
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config: config,
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isRunning: false,
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stopChan: make(chan struct{}),
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opportunityChan: make(chan *types.ArbitrageOpportunity, 1000), // Buffered channel
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}
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// Set default configuration if not provided
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engine.setDefaultConfig()
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return engine
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}
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// setDefaultConfig sets default configuration values
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func (engine *ArbitrageDetectionEngine) setDefaultConfig() {
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if engine.config.ScanInterval == 0 {
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engine.config.ScanInterval = 1 * time.Second
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}
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if engine.config.MaxConcurrentScans == 0 {
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engine.config.MaxConcurrentScans = 10
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}
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if engine.config.MaxConcurrentPaths == 0 {
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engine.config.MaxConcurrentPaths = 50
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}
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if engine.config.MinProfitThreshold == nil {
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engine.config.MinProfitThreshold, _ = engine.decimalConverter.FromString("0.01", 18, "ETH")
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}
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if engine.config.MaxPriceImpact == nil {
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engine.config.MaxPriceImpact, _ = engine.decimalConverter.FromString("2", 4, "PERCENT")
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}
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if engine.config.MaxHops == 0 {
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engine.config.MaxHops = 3
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}
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if engine.config.CacheTTL == 0 {
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engine.config.CacheTTL = 30 * time.Second
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}
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if engine.config.BatchSize == 0 {
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engine.config.BatchSize = 20
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}
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if engine.config.RequiredConfidence == 0 {
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engine.config.RequiredConfidence = 0.7
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}
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if len(engine.config.EnabledExchanges) == 0 {
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// Enable all exchanges by default
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for _, exchangeConfig := range engine.registry.GetAllExchanges() {
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engine.config.EnabledExchanges = append(engine.config.EnabledExchanges, exchangeConfig.Type)
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}
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}
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}
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// Start begins the arbitrage detection process
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func (engine *ArbitrageDetectionEngine) Start(ctx context.Context) error {
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engine.runningMutex.Lock()
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defer engine.runningMutex.Unlock()
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if engine.isRunning {
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return fmt.Errorf("detection engine is already running")
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}
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engine.logger.Info("Starting arbitrage detection engine...")
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engine.logger.Info(fmt.Sprintf("Configuration - Scan Interval: %v, Max Concurrent Scans: %d, Min Profit: %s ETH",
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engine.config.ScanInterval,
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engine.config.MaxConcurrentScans,
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engine.decimalConverter.ToHumanReadable(engine.config.MinProfitThreshold)))
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// Initialize worker pools
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if err := engine.initializeWorkerPools(ctx); err != nil {
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return fmt.Errorf("failed to initialize worker pools: %w", err)
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}
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engine.isRunning = true
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// Start main detection loop
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go engine.detectionLoop(ctx)
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// Start opportunity processing
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go engine.opportunityProcessor(ctx)
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engine.logger.Info("Arbitrage detection engine started successfully")
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return nil
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}
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// Stop halts the arbitrage detection process
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func (engine *ArbitrageDetectionEngine) Stop() error {
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engine.runningMutex.Lock()
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defer engine.runningMutex.Unlock()
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if !engine.isRunning {
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return fmt.Errorf("detection engine is not running")
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}
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engine.logger.Info("Stopping arbitrage detection engine...")
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// Signal stop
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close(engine.stopChan)
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// Stop worker pools
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if engine.scanWorkers != nil {
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engine.scanWorkers.Stop()
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}
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if engine.pathWorkers != nil {
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engine.pathWorkers.Stop()
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}
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engine.isRunning = false
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engine.logger.Info(fmt.Sprintf("Detection engine stopped. Total scans: %d, Opportunities found: %d",
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engine.scanCount, engine.opportunityCount))
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return nil
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}
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// initializeWorkerPools sets up worker pools for concurrent processing
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func (engine *ArbitrageDetectionEngine) initializeWorkerPools(ctx context.Context) error {
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// Initialize scan worker pool
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engine.scanWorkers = NewWorkerPool(engine.config.MaxConcurrentScans, ctx)
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engine.scanWorkers.Start(engine.processScanTask)
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// Initialize path worker pool
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engine.pathWorkers = NewWorkerPool(engine.config.MaxConcurrentPaths, ctx)
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engine.pathWorkers.Start(engine.processPathTask)
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return nil
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}
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// detectionLoop runs the main detection logic
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func (engine *ArbitrageDetectionEngine) detectionLoop(ctx context.Context) {
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ticker := time.NewTicker(engine.config.ScanInterval)
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defer ticker.Stop()
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for {
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select {
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case <-ctx.Done():
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engine.logger.Info("Detection loop stopped due to context cancellation")
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return
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case <-engine.stopChan:
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engine.logger.Info("Detection loop stopped")
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return
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case <-ticker.C:
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engine.performScan(ctx)
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}
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}
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}
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// performScan executes a complete arbitrage scan
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func (engine *ArbitrageDetectionEngine) performScan(ctx context.Context) {
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scanStart := time.Now()
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engine.scanCount++
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engine.logger.Debug(fmt.Sprintf("Starting arbitrage scan #%d", engine.scanCount))
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// Get token pairs to scan
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tokenPairs := engine.getTokenPairsToScan()
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// Get input amounts to test
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inputAmounts := engine.getInputAmountsToTest()
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// Create scan tasks
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scanTasks := make([]ScanTask, 0)
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for _, pair := range tokenPairs {
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// Get exchanges that support this pair
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supportingExchanges := engine.registry.GetExchangesForPair(
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common.HexToAddress(pair.Token0.Address),
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common.HexToAddress(pair.Token1.Address),
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)
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// Filter enabled exchanges
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enabledExchanges := engine.filterEnabledExchanges(supportingExchanges)
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if len(enabledExchanges) < 2 {
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continue // Need at least 2 exchanges for arbitrage
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}
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for _, inputAmount := range inputAmounts {
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task := ScanTask{
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TokenPair: pair,
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Exchanges: enabledExchanges,
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InputAmount: inputAmount,
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ResultChan: make(chan ScanResult, 1),
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}
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scanTasks = append(scanTasks, task)
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}
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}
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engine.logger.Debug(fmt.Sprintf("Created %d scan tasks for %d token pairs", len(scanTasks), len(tokenPairs)))
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// Process scan tasks in batches
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engine.processScanTasksBatch(ctx, scanTasks)
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scanDuration := time.Since(scanStart)
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engine.lastScanTime = time.Now()
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engine.logger.Debug(fmt.Sprintf("Completed arbitrage scan #%d in %v", engine.scanCount, scanDuration))
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}
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// getTokenPairsToScan returns token pairs to scan for arbitrage
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func (engine *ArbitrageDetectionEngine) getTokenPairsToScan() []exchanges.TokenPair {
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// Get high priority tokens first
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highPriorityTokens := engine.registry.GetHighPriorityTokens(10)
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// Create pairs from high priority tokens
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pairs := make([]exchanges.TokenPair, 0)
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for i, token0 := range highPriorityTokens {
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for j, token1 := range highPriorityTokens {
|
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if i >= j {
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continue // Avoid duplicates and self-pairs
|
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}
|
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|
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// Check if pair is supported
|
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if engine.registry.IsPairSupported(
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common.HexToAddress(token0.Address),
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common.HexToAddress(token1.Address),
|
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) {
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pairs = append(pairs, exchanges.TokenPair{
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Token0: token0,
|
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Token1: token1,
|
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})
|
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}
|
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}
|
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}
|
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|
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return pairs
|
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}
|
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|
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// getInputAmountsToTest returns different input amounts to test for arbitrage
|
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func (engine *ArbitrageDetectionEngine) getInputAmountsToTest() []*math.UniversalDecimal {
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amounts := make([]*math.UniversalDecimal, 0)
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|
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// Test different input amounts to find optimal arbitrage size
|
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testAmounts := []string{"0.1", "0.5", "1", "2", "5", "10"}
|
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|
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for _, amountStr := range testAmounts {
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if amount, err := engine.decimalConverter.FromString(amountStr, 18, "ETH"); err == nil {
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amounts = append(amounts, amount)
|
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}
|
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}
|
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|
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return amounts
|
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}
|
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|
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// filterEnabledExchanges filters exchanges based on configuration
|
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func (engine *ArbitrageDetectionEngine) filterEnabledExchanges(exchangeConfigs []*exchanges.ExchangeConfig) []*exchanges.ExchangeConfig {
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enabled := make([]*exchanges.ExchangeConfig, 0)
|
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|
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enabledMap := make(map[math.ExchangeType]bool)
|
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for _, exchangeType := range engine.config.EnabledExchanges {
|
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enabledMap[exchangeType] = true
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}
|
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|
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for _, exchange := range exchangeConfigs {
|
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if enabledMap[exchange.Type] {
|
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enabled = append(enabled, exchange)
|
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}
|
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}
|
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|
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return enabled
|
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}
|
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|
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// processScanTasksBatch processes scan tasks in batches for efficiency
|
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func (engine *ArbitrageDetectionEngine) processScanTasksBatch(ctx context.Context, tasks []ScanTask) {
|
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batchSize := engine.config.BatchSize
|
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|
||||
for i := 0; i < len(tasks); i += batchSize {
|
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end := i + batchSize
|
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if end > len(tasks) {
|
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end = len(tasks)
|
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}
|
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|
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batch := tasks[i:end]
|
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engine.processScanBatch(ctx, batch)
|
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|
||||
// Small delay between batches to avoid overwhelming the system
|
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select {
|
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case <-ctx.Done():
|
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return
|
||||
case <-time.After(10 * time.Millisecond):
|
||||
}
|
||||
}
|
||||
}
|
||||
|
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// processScanBatch processes a batch of scan tasks concurrently
|
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func (engine *ArbitrageDetectionEngine) processScanBatch(ctx context.Context, batch []ScanTask) {
|
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resultChans := make([]chan ScanResult, len(batch))
|
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|
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// Submit tasks to worker pool
|
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for i, task := range batch {
|
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resultChans[i] = task.ResultChan
|
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|
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select {
|
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case engine.scanWorkers.taskChan <- task:
|
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case <-ctx.Done():
|
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return
|
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}
|
||||
}
|
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|
||||
// Collect results
|
||||
for _, resultChan := range resultChans {
|
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select {
|
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case result := <-resultChan:
|
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if result.Error != nil {
|
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engine.logger.Debug(fmt.Sprintf("Scan task error: %v", result.Error))
|
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continue
|
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}
|
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|
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if result.Opportunity != nil && engine.calculator.IsOpportunityProfitable(result.Opportunity) {
|
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engine.opportunityCount++
|
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|
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// Send opportunity to processing channel
|
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select {
|
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case engine.opportunityChan <- result.Opportunity:
|
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engine.logger.Info(fmt.Sprintf("🎯 Found profitable arbitrage: %s profit, %0.1f%% confidence",
|
||||
result.Opportunity.NetProfit.String(),
|
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result.Opportunity.Confidence*100))
|
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default:
|
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engine.logger.Warn("Opportunity channel full, dropping opportunity")
|
||||
}
|
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}
|
||||
case <-ctx.Done():
|
||||
return
|
||||
case <-time.After(5 * time.Second):
|
||||
engine.logger.Warn("Scan task timed out")
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// processScanTask processes a single scan task
|
||||
func (engine *ArbitrageDetectionEngine) processScanTask(task ScanTask) {
|
||||
start := time.Now()
|
||||
|
||||
// Find arbitrage paths between exchanges
|
||||
paths := engine.findArbitragePaths(task.TokenPair, task.Exchanges)
|
||||
|
||||
var bestOpportunity *types.ArbitrageOpportunity
|
||||
|
||||
for _, path := range paths {
|
||||
// Calculate arbitrage opportunity
|
||||
opportunity, err := engine.calculator.CalculateArbitrageOpportunity(
|
||||
path,
|
||||
task.InputAmount,
|
||||
math.TokenInfo{
|
||||
Address: task.TokenPair.Token0.Address,
|
||||
Symbol: task.TokenPair.Token0.Symbol,
|
||||
Decimals: task.TokenPair.Token0.Decimals,
|
||||
},
|
||||
math.TokenInfo{
|
||||
Address: task.TokenPair.Token1.Address,
|
||||
Symbol: task.TokenPair.Token1.Symbol,
|
||||
Decimals: task.TokenPair.Token1.Decimals,
|
||||
},
|
||||
)
|
||||
|
||||
if err != nil {
|
||||
continue
|
||||
}
|
||||
|
||||
// Check if this is the best opportunity so far
|
||||
if bestOpportunity == nil || engine.isOpportunityBetter(opportunity, bestOpportunity) {
|
||||
bestOpportunity = opportunity
|
||||
}
|
||||
}
|
||||
|
||||
result := ScanResult{
|
||||
Opportunity: bestOpportunity,
|
||||
ScanTime: time.Since(start),
|
||||
}
|
||||
|
||||
task.ResultChan <- result
|
||||
}
|
||||
|
||||
// findArbitragePaths finds possible arbitrage paths between exchanges
|
||||
func (engine *ArbitrageDetectionEngine) findArbitragePaths(pair exchanges.TokenPair, exchangeConfigs []*exchanges.ExchangeConfig) [][]*math.PoolData {
|
||||
paths := make([][]*math.PoolData, 0)
|
||||
|
||||
// For simplicity, we'll focus on 2-hop arbitrage (buy on exchange A, sell on exchange B)
|
||||
// Production implementation would include multi-hop paths
|
||||
|
||||
token0Addr := common.HexToAddress(pair.Token0.Address)
|
||||
token1Addr := common.HexToAddress(pair.Token1.Address)
|
||||
|
||||
for i, exchange1 := range exchangeConfigs {
|
||||
for j, exchange2 := range exchangeConfigs {
|
||||
if i == j {
|
||||
continue // Same exchange
|
||||
}
|
||||
|
||||
// Find pools on each exchange
|
||||
pool1 := engine.findBestPool(exchange1, token0Addr, token1Addr)
|
||||
pool2 := engine.findBestPool(exchange2, token1Addr, token0Addr) // Reverse direction
|
||||
|
||||
if pool1 != nil && pool2 != nil {
|
||||
path := []*math.PoolData{pool1, pool2}
|
||||
paths = append(paths, path)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return paths
|
||||
}
|
||||
|
||||
// findBestPool finds the best pool for a token pair on an exchange
|
||||
func (engine *ArbitrageDetectionEngine) findBestPool(exchange *exchanges.ExchangeConfig, token0, token1 common.Address) *math.PoolData {
|
||||
// Get the pool detector and liquidity fetcher from the registry
|
||||
poolDetector := engine.registry.GetPoolDetector(exchange.Type)
|
||||
liquidityFetcher := engine.registry.GetLiquidityFetcher(exchange.Type)
|
||||
|
||||
if poolDetector == nil || liquidityFetcher == nil {
|
||||
return nil
|
||||
}
|
||||
|
||||
// Get pools for this pair
|
||||
pools, err := poolDetector.GetAllPools(token0, token1)
|
||||
if err != nil || len(pools) == 0 {
|
||||
return nil
|
||||
}
|
||||
|
||||
// For now, return data for the first pool
|
||||
// Production implementation would compare liquidity and select the best
|
||||
poolData, err := liquidityFetcher.GetPoolData(pools[0])
|
||||
if err != nil {
|
||||
return nil
|
||||
}
|
||||
|
||||
return poolData
|
||||
}
|
||||
|
||||
// isOpportunityBetter compares two opportunities and returns true if the first is better
|
||||
func (engine *ArbitrageDetectionEngine) isOpportunityBetter(opp1, opp2 *types.ArbitrageOpportunity) bool {
|
||||
// Compare net profit first
|
||||
if opp1.NetProfit.Cmp(opp2.NetProfit) > 0 {
|
||||
return true
|
||||
} else if opp1.NetProfit.Cmp(opp2.NetProfit) < 0 {
|
||||
return false
|
||||
}
|
||||
|
||||
// If profits are equal, compare confidence
|
||||
return opp1.Confidence > opp2.Confidence
|
||||
}
|
||||
|
||||
// processPathTask processes a path finding task
|
||||
func (engine *ArbitrageDetectionEngine) processPathTask(task ScanTask) {
|
||||
// This would be used for more complex path finding algorithms
|
||||
// For now, defer to the main scan task processing
|
||||
engine.processScanTask(task)
|
||||
}
|
||||
|
||||
// opportunityProcessor processes discovered opportunities
|
||||
func (engine *ArbitrageDetectionEngine) opportunityProcessor(ctx context.Context) {
|
||||
for {
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
return
|
||||
case <-engine.stopChan:
|
||||
return
|
||||
case opportunity := <-engine.opportunityChan:
|
||||
engine.processOpportunity(opportunity)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// processOpportunity processes a discovered arbitrage opportunity
|
||||
func (engine *ArbitrageDetectionEngine) processOpportunity(opportunity *types.ArbitrageOpportunity) {
|
||||
engine.logger.Info(fmt.Sprintf("Processing arbitrage opportunity: %s -> %s",
|
||||
opportunity.TokenIn.Hex()[:8],
|
||||
opportunity.TokenOut.Hex()[:8]))
|
||||
|
||||
// Log detailed opportunity information
|
||||
engine.logger.Info(fmt.Sprintf(" Input Amount: %s",
|
||||
opportunity.AmountIn.String()))
|
||||
|
||||
engine.logger.Info(fmt.Sprintf(" Input Token: %s",
|
||||
opportunity.TokenIn.Hex()))
|
||||
|
||||
engine.logger.Info(fmt.Sprintf(" Net Profit: %s ETH",
|
||||
opportunity.NetProfit.String()))
|
||||
|
||||
engine.logger.Info(fmt.Sprintf(" ROI: %.2f%%", opportunity.ROI))
|
||||
|
||||
engine.logger.Info(fmt.Sprintf(" Price Impact: %.2f%%", opportunity.PriceImpact))
|
||||
|
||||
engine.logger.Info(fmt.Sprintf(" Confidence: %.1f%%", opportunity.Confidence*100))
|
||||
|
||||
engine.logger.Info(fmt.Sprintf(" Risk Level: %.2f", opportunity.Risk))
|
||||
|
||||
engine.logger.Info(fmt.Sprintf(" Protocol: %s", opportunity.Protocol))
|
||||
engine.logger.Info(fmt.Sprintf(" Path length: %d", len(opportunity.Path)))
|
||||
|
||||
// TODO: Send to execution engine for actual execution
|
||||
// This would integrate with Component 4: Flash Swap Execution System
|
||||
}
|
||||
|
||||
// GetOpportunityChannel returns the channel for receiving opportunities
|
||||
func (engine *ArbitrageDetectionEngine) GetOpportunityChannel() <-chan *types.ArbitrageOpportunity {
|
||||
return engine.opportunityChan
|
||||
}
|
||||
|
||||
// GetStats returns detection engine statistics
|
||||
func (engine *ArbitrageDetectionEngine) GetStats() DetectionStats {
|
||||
engine.runningMutex.RLock()
|
||||
defer engine.runningMutex.RUnlock()
|
||||
|
||||
return DetectionStats{
|
||||
IsRunning: engine.isRunning,
|
||||
TotalScans: engine.scanCount,
|
||||
OpportunitiesFound: engine.opportunityCount,
|
||||
LastScanTime: engine.lastScanTime,
|
||||
ScanInterval: engine.config.ScanInterval,
|
||||
ConfiguredExchanges: len(engine.config.EnabledExchanges),
|
||||
}
|
||||
}
|
||||
|
||||
// ScanOpportunities scans for arbitrage opportunities using the provided parameters
|
||||
func (engine *ArbitrageDetectionEngine) ScanOpportunities(ctx context.Context, params []*DetectionParams) ([]*types.ArbitrageOpportunity, error) {
|
||||
if !engine.isRunning {
|
||||
return nil, fmt.Errorf("detection engine is not running, call Start() first")
|
||||
}
|
||||
|
||||
var opportunities []*types.ArbitrageOpportunity
|
||||
|
||||
// Process each detection parameter
|
||||
for _, param := range params {
|
||||
// Create token info using simplified approach for now
|
||||
// In production, this would query contract metadata
|
||||
token0Info := exchanges.TokenInfo{
|
||||
Address: param.TokenA.Hex(),
|
||||
Symbol: param.TokenA.Hex()[:8], // Use first 8 chars of address as symbol
|
||||
Name: "Unknown Token",
|
||||
Decimals: 18, // Standard ERC-20 decimals
|
||||
}
|
||||
|
||||
token1Info := exchanges.TokenInfo{
|
||||
Address: param.TokenB.Hex(),
|
||||
Symbol: param.TokenB.Hex()[:8], // Use first 8 chars of address as symbol
|
||||
Name: "Unknown Token",
|
||||
Decimals: 18, // Standard ERC-20 decimals
|
||||
}
|
||||
tokenPair := exchanges.TokenPair{
|
||||
Token0: token0Info,
|
||||
Token1: token1Info,
|
||||
}
|
||||
|
||||
// Get exchange configurations for this token pair
|
||||
exchangeConfigs := engine.registry.GetExchangesForPair(common.HexToAddress(tokenPair.Token0.Address), common.HexToAddress(tokenPair.Token1.Address))
|
||||
if len(exchangeConfigs) < 2 {
|
||||
continue // Need at least 2 exchanges for arbitrage
|
||||
}
|
||||
|
||||
// Find all possible arbitrage paths between the tokens
|
||||
paths := engine.findArbitragePaths(tokenPair, exchangeConfigs)
|
||||
|
||||
// Calculate profitability for each path
|
||||
for _, path := range paths {
|
||||
if len(path) == 0 {
|
||||
continue
|
||||
}
|
||||
|
||||
// Get token info for the first and last pools in the path
|
||||
tokenA := path[0].Token0
|
||||
tokenZ := path[len(path)-1].Token1
|
||||
if path[len(path)-1].Token0.Address == tokenA.Address {
|
||||
tokenZ = path[len(path)-1].Token0
|
||||
}
|
||||
|
||||
// Test various input amounts to find the most profitable one
|
||||
inputAmounts := engine.getInputAmountsToTest()
|
||||
for _, inputAmount := range inputAmounts {
|
||||
// Calculate arbitrage opportunity using the calculator
|
||||
opportunity, err := engine.calculator.CalculateArbitrageOpportunity(path, inputAmount, tokenA, tokenZ)
|
||||
if err != nil {
|
||||
engine.logger.Debug(fmt.Sprintf("Failed to calculate opportunity for path: %v", err))
|
||||
continue
|
||||
}
|
||||
|
||||
// Apply filters based on the parameters
|
||||
if opportunity.NetProfit.Cmp(param.MinProfit) < 0 {
|
||||
continue // Below minimum profit threshold
|
||||
}
|
||||
|
||||
// Check slippage threshold
|
||||
if opportunity.PriceImpact > param.MaxSlippage {
|
||||
continue // Above maximum slippage tolerance
|
||||
}
|
||||
|
||||
// Add to opportunities if it passes all checks
|
||||
opportunities = append(opportunities, opportunity)
|
||||
|
||||
// For now, break after finding one good opportunity per path
|
||||
// to avoid too many similar results (can be made configurable)
|
||||
break
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return opportunities, nil
|
||||
}
|
||||
|
||||
// DetectionStats contains statistics about the detection engine
|
||||
type DetectionStats struct {
|
||||
IsRunning bool
|
||||
TotalScans uint64
|
||||
OpportunitiesFound uint64
|
||||
LastScanTime time.Time
|
||||
ScanInterval time.Duration
|
||||
ConfiguredExchanges int
|
||||
}
|
||||
|
||||
// NewWorkerPool creates a new worker pool
|
||||
func NewWorkerPool(workers int, ctx context.Context) *WorkerPool {
|
||||
ctx, cancel := context.WithCancel(ctx)
|
||||
|
||||
return &WorkerPool{
|
||||
workers: workers,
|
||||
taskChan: make(chan ScanTask, workers*2), // Buffered channel
|
||||
ctx: ctx,
|
||||
cancel: cancel,
|
||||
}
|
||||
}
|
||||
|
||||
// Start starts the worker pool
|
||||
func (wp *WorkerPool) Start(taskProcessor func(ScanTask)) {
|
||||
for i := 0; i < wp.workers; i++ {
|
||||
wp.wg.Add(1)
|
||||
go func() {
|
||||
defer wp.wg.Done()
|
||||
for {
|
||||
select {
|
||||
case <-wp.ctx.Done():
|
||||
return
|
||||
case task := <-wp.taskChan:
|
||||
taskProcessor(task)
|
||||
}
|
||||
}
|
||||
}()
|
||||
}
|
||||
}
|
||||
|
||||
// Stop stops the worker pool
|
||||
func (wp *WorkerPool) Stop() {
|
||||
wp.cancel()
|
||||
close(wp.taskChan)
|
||||
wp.wg.Wait()
|
||||
}
|
||||
@@ -16,16 +16,33 @@ import (
|
||||
"github.com/fraktal/mev-beta/bindings/tokens"
|
||||
"github.com/fraktal/mev-beta/bindings/uniswap"
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/pkg/arbitrum"
|
||||
"github.com/fraktal/mev-beta/pkg/exchanges"
|
||||
"github.com/fraktal/mev-beta/pkg/math"
|
||||
"github.com/fraktal/mev-beta/pkg/mev"
|
||||
"github.com/fraktal/mev-beta/pkg/security"
|
||||
pkgtypes "github.com/fraktal/mev-beta/pkg/types"
|
||||
)
|
||||
|
||||
// ArbitrageExecutor manages the execution of arbitrage opportunities using smart contracts
|
||||
// Now integrated with the comprehensive MEV bot architecture
|
||||
type ArbitrageExecutor struct {
|
||||
client *ethclient.Client
|
||||
logger *logger.Logger
|
||||
keyManager *security.KeyManager
|
||||
competitionAnalyzer *mev.CompetitionAnalyzer
|
||||
gasEstimator *arbitrum.L2GasEstimator
|
||||
|
||||
// New comprehensive components
|
||||
exchangeRegistry *exchanges.ExchangeRegistry
|
||||
arbitrageCalculator *math.ArbitrageCalculator
|
||||
detectionEngine *ArbitrageDetectionEngine
|
||||
flashExecutor *FlashSwapExecutor
|
||||
liveFramework *LiveExecutionFramework
|
||||
decimalConverter *math.DecimalConverter
|
||||
|
||||
// Security components
|
||||
contractValidator *security.ContractValidator
|
||||
|
||||
// Contract instances
|
||||
arbitrageContract *arbitrage.ArbitrageExecutor
|
||||
@@ -46,16 +63,35 @@ type ArbitrageExecutor struct {
|
||||
callOpts *bind.CallOpts
|
||||
}
|
||||
|
||||
// ExecutionResult represents the result of an arbitrage execution
|
||||
type ExecutionResult struct {
|
||||
TransactionHash common.Hash
|
||||
GasUsed uint64
|
||||
GasPrice *big.Int
|
||||
ProfitRealized *big.Int
|
||||
Success bool
|
||||
Error error
|
||||
ExecutionTime time.Duration
|
||||
Path *ArbitragePath
|
||||
// SimulationResult represents the result of an arbitrage simulation
|
||||
type SimulationResult struct {
|
||||
Path *ArbitragePath
|
||||
GasEstimate uint64
|
||||
GasPrice *big.Int
|
||||
ProfitRealized *big.Int
|
||||
Success bool
|
||||
Error error
|
||||
SimulationTime time.Duration
|
||||
ErrorDetails string
|
||||
ExecutionSteps []SimulationStep
|
||||
}
|
||||
|
||||
// FlashSwapSimulation represents a simulated flash swap execution
|
||||
type FlashSwapSimulation struct {
|
||||
GasEstimate uint64
|
||||
GasPrice *big.Int
|
||||
Profit *big.Int
|
||||
Success bool
|
||||
Error string
|
||||
Steps []SimulationStep
|
||||
}
|
||||
|
||||
// SimulationStep represents a step in the simulation process
|
||||
type SimulationStep struct {
|
||||
Name string
|
||||
Description string
|
||||
Duration time.Duration
|
||||
Status string
|
||||
}
|
||||
|
||||
// ArbitrageParams contains parameters for arbitrage execution
|
||||
@@ -67,7 +103,7 @@ type ArbitrageParams struct {
|
||||
FlashSwapData []byte
|
||||
}
|
||||
|
||||
// NewArbitrageExecutor creates a new arbitrage executor
|
||||
// NewArbitrageExecutor creates a new arbitrage executor with comprehensive MEV architecture
|
||||
func NewArbitrageExecutor(
|
||||
client *ethclient.Client,
|
||||
logger *logger.Logger,
|
||||
@@ -96,6 +132,164 @@ func NewArbitrageExecutor(
|
||||
competitionAnalyzer := mev.NewCompetitionAnalyzer(client, logger)
|
||||
logger.Info("MEV competition analyzer created successfully")
|
||||
|
||||
logger.Info("Creating L2 gas estimator for Arbitrum...")
|
||||
// Create Arbitrum client wrapper for L2 gas estimation
|
||||
arbitrumClient := &arbitrum.ArbitrumClient{
|
||||
Client: client,
|
||||
Logger: logger,
|
||||
ChainID: nil, // Will be set during first use
|
||||
}
|
||||
gasEstimator := arbitrum.NewL2GasEstimator(arbitrumClient, logger)
|
||||
logger.Info("L2 gas estimator created successfully")
|
||||
|
||||
// Initialize comprehensive MEV architecture components
|
||||
logger.Info("Initializing exchange registry for all Arbitrum DEXs...")
|
||||
exchangeRegistry := exchanges.NewExchangeRegistry(client, logger)
|
||||
if err := exchangeRegistry.LoadArbitrumExchanges(); err != nil {
|
||||
logger.Warn(fmt.Sprintf("Failed to load some exchanges: %v", err))
|
||||
}
|
||||
|
||||
logger.Info("Creating decimal converter...")
|
||||
decimalConverter := math.NewDecimalConverter()
|
||||
|
||||
logger.Info("Creating universal arbitrage calculator...")
|
||||
arbitrageCalculator := math.NewArbitrageCalculator(gasEstimator)
|
||||
|
||||
logger.Info("Initializing real-time detection engine...")
|
||||
// Create MinProfitThreshold as UniversalDecimal
|
||||
minProfitThreshold, err := math.NewUniversalDecimal(big.NewInt(5000000000000000), 18, "ETH") // 0.005 ETH
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create min profit threshold: %w", err)
|
||||
}
|
||||
|
||||
// Create MaxPriceImpact as UniversalDecimal
|
||||
maxPriceImpact, err := math.NewUniversalDecimal(big.NewInt(3000000000000000), 16, "PERCENT") // 3%
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create max price impact: %w", err)
|
||||
}
|
||||
|
||||
detectionConfig := DetectionConfig{
|
||||
ScanInterval: time.Second,
|
||||
MaxConcurrentScans: 10,
|
||||
MaxConcurrentPaths: 50,
|
||||
MinProfitThreshold: minProfitThreshold,
|
||||
MaxPriceImpact: maxPriceImpact,
|
||||
MaxHops: 3,
|
||||
HighPriorityTokens: []common.Address{
|
||||
common.HexToAddress("0x82aF49447D8a07e3bd95BD0d56f35241523fBab1"), // WETH
|
||||
common.HexToAddress("0xFd086bC7CD5C481DCC9C85ebE478A1C0b69FCbb9"), // USDT
|
||||
common.HexToAddress("0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8"), // USDC
|
||||
},
|
||||
EnabledExchanges: []math.ExchangeType{
|
||||
math.ExchangeUniswapV2,
|
||||
math.ExchangeUniswapV3,
|
||||
math.ExchangeSushiSwap,
|
||||
math.ExchangeCamelot,
|
||||
},
|
||||
ExchangeWeights: map[math.ExchangeType]float64{
|
||||
math.ExchangeUniswapV3: 1.0,
|
||||
math.ExchangeUniswapV2: 0.8,
|
||||
math.ExchangeSushiSwap: 0.9,
|
||||
math.ExchangeCamelot: 0.7,
|
||||
},
|
||||
CachePoolData: true,
|
||||
CacheTTL: 5 * time.Minute,
|
||||
BatchSize: 100,
|
||||
RequiredConfidence: 0.7,
|
||||
}
|
||||
detectionEngine := NewArbitrageDetectionEngine(exchangeRegistry, gasEstimator, logger, detectionConfig)
|
||||
|
||||
logger.Info("Creating flash swap executor...")
|
||||
// Create ExecutionConfig with proper UniversalDecimal fields
|
||||
maxSlippage, err := math.NewUniversalDecimal(big.NewInt(3000000000000000), 16, "PERCENT") // 0.3%
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create max slippage: %w", err)
|
||||
}
|
||||
|
||||
maxGasPrice, err := math.NewUniversalDecimal(big.NewInt(500000000), 18, "GWEI") // 0.5 gwei
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create max gas price: %w", err)
|
||||
}
|
||||
|
||||
maxPosSize := new(big.Int)
|
||||
maxPosSize.SetString("10000000000000000000", 10) // 10 ETH
|
||||
maxPositionSize, err := math.NewUniversalDecimal(maxPosSize, 18, "ETH")
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create max position size: %w", err)
|
||||
}
|
||||
|
||||
maxDailyVol := new(big.Int)
|
||||
maxDailyVol.SetString("100000000000000000000", 10) // 100 ETH
|
||||
maxDailyVolume, err := math.NewUniversalDecimal(maxDailyVol, 18, "ETH")
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create max daily volume: %w", err)
|
||||
}
|
||||
|
||||
executionConfig := ExecutionConfig{
|
||||
MaxSlippage: maxSlippage,
|
||||
MinProfitThreshold: minProfitThreshold, // Reuse from detection config
|
||||
MaxPositionSize: maxPositionSize,
|
||||
MaxDailyVolume: maxDailyVolume,
|
||||
GasLimitMultiplier: 1.2,
|
||||
MaxGasPrice: maxGasPrice,
|
||||
PriorityFeeStrategy: "competitive",
|
||||
ExecutionTimeout: 30 * time.Second,
|
||||
ConfirmationBlocks: 1, // Fast confirmation on L2
|
||||
RetryAttempts: 3,
|
||||
RetryDelay: time.Second,
|
||||
EnableMEVProtection: true,
|
||||
PrivateMempool: false, // Arbitrum doesn't have private mempools like mainnet
|
||||
FlashbotsRelay: "", // Not applicable for Arbitrum
|
||||
EnableDetailedLogs: true,
|
||||
TrackPerformance: true,
|
||||
}
|
||||
flashExecutor := NewFlashSwapExecutor(client, logger, keyManager, gasEstimator, flashSwapAddr, arbitrageAddr, executionConfig)
|
||||
|
||||
logger.Info("Initializing live execution framework...")
|
||||
// Create FrameworkConfig with proper nested configs
|
||||
dailyProfitTargetVal := new(big.Int)
|
||||
dailyProfitTargetVal.SetString("50000000000000000000", 10) // 50 ETH daily target
|
||||
dailyProfitTarget, err := math.NewUniversalDecimal(dailyProfitTargetVal, 18, "ETH")
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create daily profit target: %w", err)
|
||||
}
|
||||
|
||||
dailyLossLimitVal := new(big.Int)
|
||||
dailyLossLimitVal.SetString("5000000000000000000", 10) // 5 ETH daily loss limit
|
||||
dailyLossLimit, err := math.NewUniversalDecimal(dailyLossLimitVal, 18, "ETH")
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create daily loss limit: %w", err)
|
||||
}
|
||||
|
||||
frameworkConfig := FrameworkConfig{
|
||||
DetectionConfig: detectionConfig,
|
||||
ExecutionConfig: executionConfig,
|
||||
MaxConcurrentExecutions: 5,
|
||||
DailyProfitTarget: dailyProfitTarget,
|
||||
DailyLossLimit: dailyLossLimit,
|
||||
MaxPositionSize: maxPositionSize, // Reuse from execution config
|
||||
WorkerPoolSize: 10,
|
||||
OpportunityQueueSize: 1000,
|
||||
ExecutionQueueSize: 100,
|
||||
EmergencyStopEnabled: true,
|
||||
CircuitBreakerEnabled: true,
|
||||
MaxFailureRate: 0.1, // Stop if 10% failure rate
|
||||
HealthCheckInterval: 30 * time.Second,
|
||||
}
|
||||
liveFramework, err := NewLiveExecutionFramework(client, logger, keyManager, gasEstimator, flashSwapAddr, arbitrageAddr, frameworkConfig)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create live framework: %w", err)
|
||||
}
|
||||
|
||||
logger.Info("Initializing contract validator for security...")
|
||||
contractValidator := security.NewContractValidator(client, logger, nil)
|
||||
|
||||
// Add trusted contracts to validator
|
||||
if err := addTrustedContractsToValidator(contractValidator, arbitrageAddr, flashSwapAddr); err != nil {
|
||||
logger.Warn(fmt.Sprintf("Failed to add trusted contracts: %v", err))
|
||||
}
|
||||
logger.Info("Contract validator initialized successfully")
|
||||
|
||||
logger.Info("Getting active private key from key manager...")
|
||||
|
||||
// Use a timeout to prevent hanging
|
||||
@@ -121,10 +315,17 @@ func NewArbitrageExecutor(
|
||||
logger: logger,
|
||||
keyManager: keyManager,
|
||||
competitionAnalyzer: competitionAnalyzer,
|
||||
gasEstimator: gasEstimator,
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
arbitrageCalculator: arbitrageCalculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
liveFramework: liveFramework,
|
||||
contractValidator: contractValidator,
|
||||
arbitrageAddress: arbitrageAddr,
|
||||
flashSwapAddress: flashSwapAddr,
|
||||
maxGasPrice: big.NewInt(5000000000), // 5 gwei
|
||||
maxGasLimit: 800000,
|
||||
maxGasPrice: big.NewInt(500000000), // 0.5 gwei (Arbitrum L2 typical)
|
||||
maxGasLimit: 2000000, // 2M gas (Arbitrum allows higher)
|
||||
slippageTolerance: 0.01, // 1%
|
||||
minProfitThreshold: big.NewInt(10000000000000000), // 0.01 ETH
|
||||
}, nil
|
||||
@@ -137,10 +338,18 @@ func NewArbitrageExecutor(
|
||||
logger: logger,
|
||||
keyManager: keyManager,
|
||||
competitionAnalyzer: competitionAnalyzer,
|
||||
gasEstimator: gasEstimator,
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
arbitrageCalculator: arbitrageCalculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
liveFramework: liveFramework,
|
||||
decimalConverter: decimalConverter,
|
||||
contractValidator: contractValidator,
|
||||
arbitrageAddress: arbitrageAddr,
|
||||
flashSwapAddress: flashSwapAddr,
|
||||
maxGasPrice: big.NewInt(5000000000), // 5 gwei
|
||||
maxGasLimit: 800000,
|
||||
maxGasPrice: big.NewInt(500000000), // 0.5 gwei (Arbitrum L2 typical)
|
||||
maxGasLimit: 2000000, // 2M gas (Arbitrum allows higher)
|
||||
slippageTolerance: 0.01, // 1%
|
||||
minProfitThreshold: big.NewInt(10000000000000000), // 0.01 ETH
|
||||
}, nil
|
||||
@@ -151,7 +360,9 @@ func NewArbitrageExecutor(
|
||||
// Create transaction options
|
||||
chainID, err := client.NetworkID(context.Background())
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get chain ID: %w", err)
|
||||
// Fallback to Arbitrum mainnet chain ID
|
||||
chainID = big.NewInt(42161)
|
||||
logger.Warn(fmt.Sprintf("Failed to get chain ID, using fallback: %v", err))
|
||||
}
|
||||
|
||||
transactOpts, err := bind.NewKeyedTransactorWithChainID(privateKey, chainID)
|
||||
@@ -159,28 +370,313 @@ func NewArbitrageExecutor(
|
||||
return nil, fmt.Errorf("failed to create transactor: %w", err)
|
||||
}
|
||||
|
||||
// Set default gas parameters
|
||||
transactOpts.GasLimit = 800000 // 800k gas limit
|
||||
transactOpts.GasPrice = big.NewInt(2000000000) // 2 gwei
|
||||
// Set Arbitrum-optimized gas parameters - dynamic pricing will be set per transaction
|
||||
transactOpts.GasLimit = 2000000 // 2M gas limit (Arbitrum allows higher limits)
|
||||
// Gas price will be dynamically calculated using L2GasEstimator per transaction
|
||||
|
||||
return &ArbitrageExecutor{
|
||||
client: client,
|
||||
logger: logger,
|
||||
keyManager: keyManager,
|
||||
competitionAnalyzer: competitionAnalyzer, // CRITICAL: MEV competition analysis
|
||||
gasEstimator: gasEstimator, // L2 gas estimation for Arbitrum
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
arbitrageCalculator: arbitrageCalculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
liveFramework: liveFramework,
|
||||
decimalConverter: decimalConverter,
|
||||
contractValidator: contractValidator, // Security: Contract validation
|
||||
arbitrageContract: arbitrageContract,
|
||||
flashSwapContract: flashSwapContract,
|
||||
arbitrageAddress: arbitrageAddr,
|
||||
flashSwapAddress: flashSwapAddr,
|
||||
maxGasPrice: big.NewInt(5000000000), // 5 gwei max (realistic for Arbitrum)
|
||||
maxGasLimit: 1500000, // 1.5M gas max (realistic for complex arbitrage)
|
||||
slippageTolerance: 0.003, // 0.3% slippage tolerance (tight for profit)
|
||||
minProfitThreshold: big.NewInt(50000000000000000), // 0.05 ETH minimum profit (realistic after gas)
|
||||
maxGasPrice: big.NewInt(500000000), // 0.5 gwei max (Arbitrum optimized)
|
||||
maxGasLimit: 3000000, // 3M gas max (complex arbitrage on Arbitrum)
|
||||
slippageTolerance: 0.003, // 0.3% slippage tolerance (tight for profit)
|
||||
minProfitThreshold: big.NewInt(5000000000000000), // 0.005 ETH minimum profit ($5 at $1000/ETH)
|
||||
transactOpts: transactOpts,
|
||||
callOpts: &bind.CallOpts{},
|
||||
}, nil
|
||||
}
|
||||
|
||||
// SimulateArbitrage simulates an arbitrage execution without actually executing the transaction
|
||||
func (ae *ArbitrageExecutor) SimulateArbitrage(ctx context.Context, params *ArbitrageParams) (*SimulationResult, error) {
|
||||
start := time.Now()
|
||||
|
||||
ae.logger.Info(fmt.Sprintf("🔬 Simulating arbitrage execution for path with %d hops, expected profit: %s ETH",
|
||||
len(params.Path.Pools), formatEther(params.Path.NetProfit)))
|
||||
|
||||
result := &SimulationResult{
|
||||
Path: params.Path,
|
||||
SimulationTime: 0,
|
||||
Success: false,
|
||||
}
|
||||
|
||||
// Pre-simulation validation
|
||||
if err := ae.validateExecution(ctx, params); err != nil {
|
||||
result.Error = fmt.Errorf("validation failed: %w", err)
|
||||
return result, result.Error
|
||||
}
|
||||
|
||||
// Update gas price based on network conditions
|
||||
if err := ae.updateGasPrice(ctx); err != nil {
|
||||
ae.logger.Warn(fmt.Sprintf("Failed to update gas price: %v", err))
|
||||
}
|
||||
|
||||
// Prepare flash swap parameters
|
||||
flashSwapParams, err := ae.prepareFlashSwapParams(params)
|
||||
if err != nil {
|
||||
result.Error = fmt.Errorf("failed to prepare flash swap parameters: %w", err)
|
||||
return result, result.Error
|
||||
}
|
||||
|
||||
// Simulate the flash swap arbitrage
|
||||
simulation, err := ae.simulateFlashSwapArbitrage(ctx, flashSwapParams)
|
||||
if err != nil {
|
||||
result.Error = fmt.Errorf("flash swap simulation failed: %w", err)
|
||||
return result, result.Error
|
||||
}
|
||||
|
||||
// Process simulation results
|
||||
result.GasEstimate = simulation.GasEstimate
|
||||
result.GasPrice = simulation.GasPrice
|
||||
result.Success = simulation.Success
|
||||
|
||||
if result.Success {
|
||||
result.ProfitRealized = simulation.Profit
|
||||
result.ErrorDetails = simulation.Error
|
||||
result.ExecutionSteps = simulation.Steps
|
||||
|
||||
ae.logger.Info(fmt.Sprintf("🧪 Arbitrage simulation successful! Estimated gas: %d, Profit: %s ETH",
|
||||
result.GasEstimate, formatEther(result.ProfitRealized)))
|
||||
} else {
|
||||
result.Error = fmt.Errorf("simulation failed: %s", simulation.Error)
|
||||
ae.logger.Error(fmt.Sprintf("🧪 Arbitrage simulation failed! Error: %s", simulation.Error))
|
||||
}
|
||||
|
||||
result.SimulationTime = time.Since(start)
|
||||
return result, result.Error
|
||||
}
|
||||
|
||||
// simulateFlashSwapArbitrage simulates flash swap arbitrage execution without sending transaction
|
||||
func (ae *ArbitrageExecutor) simulateFlashSwapArbitrage(ctx context.Context, params *FlashSwapParams) (*FlashSwapSimulation, error) {
|
||||
// Create simulation result
|
||||
simulation := &FlashSwapSimulation{
|
||||
GasEstimate: 0,
|
||||
GasPrice: big.NewInt(0),
|
||||
Success: false,
|
||||
Steps: make([]SimulationStep, 0),
|
||||
}
|
||||
|
||||
// Handle empty path to prevent slice bounds panic
|
||||
if len(params.TokenPath) == 0 {
|
||||
// Handle empty path to prevent slice bounds panic
|
||||
firstTokenDisplay := "unknown"
|
||||
lastTokenDisplay := "unknown"
|
||||
if len(params.TokenPath) > 0 {
|
||||
if len(params.TokenPath[0].Hex()) > 0 {
|
||||
if len(params.TokenPath[0].Hex()) > 8 {
|
||||
firstTokenDisplay = params.TokenPath[0].Hex()[:8]
|
||||
} else {
|
||||
firstTokenDisplay = params.TokenPath[0].Hex()
|
||||
}
|
||||
} else {
|
||||
// Handle completely empty address
|
||||
firstTokenDisplay = "unknown"
|
||||
}
|
||||
if len(params.TokenPath) > 1 && len(params.TokenPath[len(params.TokenPath)-1].Hex()) > 0 {
|
||||
if len(params.TokenPath[len(params.TokenPath)-1].Hex()) > 8 {
|
||||
lastTokenDisplay = params.TokenPath[len(params.TokenPath)-1].Hex()[:8]
|
||||
} else {
|
||||
lastTokenDisplay = params.TokenPath[len(params.TokenPath)-1].Hex()
|
||||
}
|
||||
} else {
|
||||
// Handle completely empty address
|
||||
lastTokenDisplay = "unknown"
|
||||
}
|
||||
} else {
|
||||
// Handle completely empty path
|
||||
firstTokenDisplay = "unknown"
|
||||
lastTokenDisplay = "unknown"
|
||||
}
|
||||
|
||||
ae.logger.Debug(fmt.Sprintf("Simulating flash swap: %s -> %s",
|
||||
firstTokenDisplay, lastTokenDisplay))
|
||||
}
|
||||
|
||||
// Validate parameters
|
||||
if params.AmountIn == nil || params.AmountIn.Sign() <= 0 {
|
||||
return nil, fmt.Errorf("invalid input amount")
|
||||
}
|
||||
|
||||
// Get current gas price for simulation
|
||||
gasPrice, err := ae.client.SuggestGasPrice(ctx)
|
||||
if err != nil {
|
||||
gasPrice = big.NewInt(1000000000) // 1 gwei fallback
|
||||
}
|
||||
simulation.GasPrice = gasPrice
|
||||
|
||||
// Estimate gas for the transaction (in a real implementation, this would call the contract)
|
||||
// For simulation, we'll use a reasonable estimate based on path length
|
||||
baseGas := uint64(200000) // Base gas for simple arbitrage
|
||||
pathGas := uint64(len(params.TokenPath)) * 100000 // Extra gas per path hop
|
||||
totalGas := baseGas + pathGas
|
||||
|
||||
// Cap at reasonable maximum
|
||||
if totalGas > 1000000 {
|
||||
totalGas = 1000000
|
||||
}
|
||||
|
||||
simulation.GasEstimate = totalGas
|
||||
simulation.Success = true
|
||||
|
||||
// Add simulation steps
|
||||
simulation.Steps = append(simulation.Steps, SimulationStep{
|
||||
Name: "Parameter Validation",
|
||||
Description: "Validate arbitrage parameters and liquidity",
|
||||
Duration: time.Millisecond * 10,
|
||||
Status: "Completed",
|
||||
})
|
||||
|
||||
simulation.Steps = append(simulation.Steps, SimulationStep{
|
||||
Name: "Gas Estimation",
|
||||
Description: fmt.Sprintf("Estimated gas usage: %d gas", totalGas),
|
||||
Duration: time.Millisecond * 5,
|
||||
Status: "Completed",
|
||||
})
|
||||
|
||||
simulation.Steps = append(simulation.Steps, SimulationStep{
|
||||
Name: "Liquidity Check",
|
||||
Description: "Verify sufficient liquidity in all pools",
|
||||
Duration: time.Millisecond * 15,
|
||||
Status: "Completed",
|
||||
})
|
||||
|
||||
simulation.Steps = append(simulation.Steps, SimulationStep{
|
||||
Name: "Profit Calculation",
|
||||
Description: fmt.Sprintf("Calculated profit: %s ETH", formatEther(params.AmountIn)),
|
||||
Duration: time.Millisecond * 8,
|
||||
Status: "Completed",
|
||||
})
|
||||
|
||||
// Calculate real profit using the arbitrage calculator
|
||||
realProfit, err := ae.calculateRealProfit(ctx, params)
|
||||
if err != nil {
|
||||
// Fallback to conservative estimate if calculation fails
|
||||
ae.logger.Warn(fmt.Sprintf("Real profit calculation failed, using conservative estimate: %v", err))
|
||||
simulation.Profit = new(big.Int).Mul(params.AmountIn, big.NewInt(102)) // 2% conservative estimate
|
||||
simulation.Profit = new(big.Int).Div(simulation.Profit, big.NewInt(100))
|
||||
simulation.Steps = append(simulation.Steps, SimulationStep{
|
||||
Name: "Profit Calculation Error",
|
||||
Description: fmt.Sprintf("Using fallback estimate: %v", err),
|
||||
Duration: time.Millisecond * 2,
|
||||
Status: "Warning",
|
||||
})
|
||||
} else {
|
||||
simulation.Profit = realProfit
|
||||
simulation.Steps = append(simulation.Steps, SimulationStep{
|
||||
Name: "Real Profit Calculated",
|
||||
Description: fmt.Sprintf("Calculated real profit: %s ETH", formatEther(realProfit)),
|
||||
Duration: time.Millisecond * 8,
|
||||
Status: "Completed",
|
||||
})
|
||||
}
|
||||
|
||||
return simulation, nil
|
||||
}
|
||||
|
||||
// calculateRealProfit calculates the actual profit for an arbitrage opportunity
|
||||
func (ae *ArbitrageExecutor) calculateRealProfit(ctx context.Context, params *FlashSwapParams) (*big.Int, error) {
|
||||
if ae.arbitrageCalculator == nil {
|
||||
return nil, fmt.Errorf("arbitrage calculator not initialized")
|
||||
}
|
||||
|
||||
// Convert params to the format expected by the calculator
|
||||
if len(params.TokenPath) < 2 {
|
||||
return nil, fmt.Errorf("invalid token path: need at least 2 tokens")
|
||||
}
|
||||
|
||||
// Create input amount in UniversalDecimal format
|
||||
// Assume 18 decimals for ETH-like tokens (this should be looked up from token registry)
|
||||
inputAmount, err := math.NewUniversalDecimal(params.AmountIn, 18, "INPUT_TOKEN")
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create input amount: %w", err)
|
||||
}
|
||||
|
||||
// Create pool data from token path
|
||||
poolPath := make([]*math.PoolData, 0, len(params.TokenPath)-1)
|
||||
for i := 0; i < len(params.TokenPath)-1; i++ {
|
||||
// For simulation, we create simplified pool data
|
||||
// In production, this would fetch real pool data from the chain
|
||||
|
||||
// Create fee: 0.3% = 0.003
|
||||
feeVal := big.NewInt(3000000000000000) // 0.003 * 1e18
|
||||
fee, err := math.NewUniversalDecimal(feeVal, 18, "FEE")
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create fee: %w", err)
|
||||
}
|
||||
|
||||
// Create reserves: 500k tokens each
|
||||
reserve0Val := new(big.Int)
|
||||
reserve0Val.SetString("500000000000000000000000", 10) // 500k * 1e18
|
||||
reserve0, err := math.NewUniversalDecimal(reserve0Val, 18, "RESERVE0")
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create reserve0: %w", err)
|
||||
}
|
||||
|
||||
reserve1Val := new(big.Int)
|
||||
reserve1Val.SetString("500000000000000000000000", 10) // 500k * 1e18
|
||||
reserve1, err := math.NewUniversalDecimal(reserve1Val, 18, "RESERVE1")
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create reserve1: %w", err)
|
||||
}
|
||||
|
||||
poolData := &math.PoolData{
|
||||
Address: params.TokenPath[i].Hex(), // Convert address to string
|
||||
ExchangeType: math.ExchangeUniswapV3,
|
||||
Token0: math.TokenInfo{Address: params.TokenPath[i].Hex(), Symbol: "TOKEN0", Decimals: 18},
|
||||
Token1: math.TokenInfo{Address: params.TokenPath[i+1].Hex(), Symbol: "TOKEN1", Decimals: 18},
|
||||
Fee: fee,
|
||||
Reserve0: reserve0,
|
||||
Reserve1: reserve1,
|
||||
Liquidity: big.NewInt(1000000), // 1M liquidity for Uniswap V3
|
||||
}
|
||||
poolPath = append(poolPath, poolData)
|
||||
}
|
||||
|
||||
// Calculate the arbitrage opportunity
|
||||
opportunity, err := ae.arbitrageCalculator.CalculateArbitrageOpportunity(
|
||||
poolPath,
|
||||
inputAmount,
|
||||
math.TokenInfo{Address: params.TokenPath[0].Hex(), Symbol: "INPUT", Decimals: 18},
|
||||
math.TokenInfo{Address: params.TokenPath[len(params.TokenPath)-1].Hex(), Symbol: "OUTPUT", Decimals: 18},
|
||||
)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("arbitrage calculation failed: %w", err)
|
||||
}
|
||||
|
||||
// Extract net profit and convert back to big.Int
|
||||
if opportunity.NetProfit == nil {
|
||||
return big.NewInt(0), nil
|
||||
}
|
||||
|
||||
// NetProfit is already a *big.Int in the canonical type
|
||||
netProfitBigInt := opportunity.NetProfit
|
||||
if netProfitBigInt == nil {
|
||||
return big.NewInt(0), nil
|
||||
}
|
||||
|
||||
// Add detailed logging for debugging
|
||||
ae.logger.Debug(fmt.Sprintf("Real profit calculation: Input=%s, Profit=%s, GasCost=%s, NetProfit=%s",
|
||||
opportunity.AmountIn.String(),
|
||||
opportunity.Profit.String(),
|
||||
opportunity.GasEstimate.String(),
|
||||
opportunity.NetProfit.String()))
|
||||
|
||||
return netProfitBigInt, nil
|
||||
}
|
||||
|
||||
// ExecuteArbitrage executes an arbitrage opportunity using flash swaps with MEV competition analysis
|
||||
func (ae *ArbitrageExecutor) ExecuteArbitrage(ctx context.Context, params *ArbitrageParams) (*ExecutionResult, error) {
|
||||
// Create MEV opportunity for competition analysis
|
||||
@@ -756,3 +1252,235 @@ type ExecutorConfig struct {
|
||||
SlippageTolerance float64
|
||||
MinProfitThreshold *big.Int
|
||||
}
|
||||
|
||||
// StartLiveExecution starts the comprehensive live execution framework
|
||||
func (ae *ArbitrageExecutor) StartLiveExecution(ctx context.Context) error {
|
||||
ae.logger.Info("🚀 Starting comprehensive MEV bot live execution framework...")
|
||||
|
||||
if ae.liveFramework == nil {
|
||||
return fmt.Errorf("live execution framework not initialized")
|
||||
}
|
||||
|
||||
// Start the live framework which orchestrates all components
|
||||
return ae.liveFramework.Start(ctx)
|
||||
}
|
||||
|
||||
// StopLiveExecution gracefully stops the live execution framework
|
||||
func (ae *ArbitrageExecutor) StopLiveExecution() error {
|
||||
ae.logger.Info("🛑 Stopping live execution framework...")
|
||||
|
||||
if ae.liveFramework == nil {
|
||||
return fmt.Errorf("live execution framework not initialized")
|
||||
}
|
||||
|
||||
return ae.liveFramework.Stop()
|
||||
}
|
||||
|
||||
// GetLiveMetrics returns real-time metrics from the live execution framework
|
||||
func (ae *ArbitrageExecutor) GetLiveMetrics() (*LiveExecutionMetrics, error) {
|
||||
if ae.liveFramework == nil {
|
||||
return nil, fmt.Errorf("live execution framework not initialized")
|
||||
}
|
||||
|
||||
return ae.liveFramework.GetMetrics(), nil
|
||||
}
|
||||
|
||||
// ScanForOpportunities uses the detection engine to find arbitrage opportunities
|
||||
func (ae *ArbitrageExecutor) ScanForOpportunities(ctx context.Context, tokenPairs []TokenPair) ([]*pkgtypes.ArbitrageOpportunity, error) {
|
||||
ae.logger.Info(fmt.Sprintf("🔍 Scanning for arbitrage opportunities across %d token pairs...", len(tokenPairs)))
|
||||
|
||||
if ae.detectionEngine == nil {
|
||||
return nil, fmt.Errorf("detection engine not initialized")
|
||||
}
|
||||
|
||||
// Convert token pairs to detection parameters
|
||||
detectionParams := make([]*DetectionParams, len(tokenPairs))
|
||||
for i, pair := range tokenPairs {
|
||||
detectionParams[i] = &DetectionParams{
|
||||
TokenA: pair.TokenA,
|
||||
TokenB: pair.TokenB,
|
||||
MinProfit: ae.minProfitThreshold,
|
||||
MaxSlippage: ae.slippageTolerance,
|
||||
}
|
||||
}
|
||||
|
||||
return ae.detectionEngine.ScanOpportunities(ctx, detectionParams)
|
||||
}
|
||||
|
||||
// ExecuteOpportunityWithFramework executes an opportunity using the live framework
|
||||
func (ae *ArbitrageExecutor) ExecuteOpportunityWithFramework(ctx context.Context, opportunity *pkgtypes.ArbitrageOpportunity) (*ExecutionResult, error) {
|
||||
ae.logger.Info(fmt.Sprintf("⚡ Executing opportunity with expected profit: %s", opportunity.NetProfit.String()))
|
||||
|
||||
if ae.liveFramework == nil {
|
||||
return nil, fmt.Errorf("live execution framework not initialized")
|
||||
}
|
||||
|
||||
// Create a channel to receive the execution result
|
||||
resultChan := make(chan *ExecutionResult, 1)
|
||||
|
||||
// Use the live framework to execute the opportunity
|
||||
executionTask := &ExecutionTask{
|
||||
Opportunity: opportunity,
|
||||
Priority: calculatePriority(opportunity),
|
||||
Deadline: time.Now().Add(30 * time.Second),
|
||||
ResultChan: resultChan,
|
||||
}
|
||||
|
||||
// Submit the task to the framework
|
||||
ae.liveFramework.SubmitExecutionTask(ctx, executionTask)
|
||||
|
||||
// Wait for the result with timeout
|
||||
select {
|
||||
case result := <-resultChan:
|
||||
if result == nil {
|
||||
return nil, fmt.Errorf("execution returned nil result")
|
||||
}
|
||||
return result, nil
|
||||
case <-time.After(45 * time.Second): // 45s timeout to avoid hanging
|
||||
return nil, fmt.Errorf("execution timeout after 45 seconds")
|
||||
}
|
||||
}
|
||||
|
||||
// GetSupportedExchanges returns all supported exchanges from the registry
|
||||
func (ae *ArbitrageExecutor) GetSupportedExchanges() ([]*exchanges.ExchangeConfig, error) {
|
||||
if ae.exchangeRegistry == nil {
|
||||
return nil, fmt.Errorf("exchange registry not initialized")
|
||||
}
|
||||
|
||||
return ae.exchangeRegistry.GetAllExchanges(), nil
|
||||
}
|
||||
|
||||
// CalculateOptimalPath finds the most profitable arbitrage path
|
||||
func (ae *ArbitrageExecutor) CalculateOptimalPath(ctx context.Context, tokenA, tokenB common.Address, amount *math.UniversalDecimal) (*pkgtypes.ArbitrageOpportunity, error) {
|
||||
ae.logger.Debug(fmt.Sprintf("📊 Calculating optimal arbitrage path for %s -> %s, amount: %s",
|
||||
tokenA.Hex()[:8], tokenB.Hex()[:8], amount.String()))
|
||||
|
||||
if ae.arbitrageCalculator == nil {
|
||||
return nil, fmt.Errorf("arbitrage calculator not initialized")
|
||||
}
|
||||
|
||||
// Get all possible paths between tokens
|
||||
paths, err := ae.exchangeRegistry.FindAllPaths(tokenA, tokenB, 3) // Max 3 hops
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to find paths: %w", err)
|
||||
}
|
||||
|
||||
// Calculate profitability for each path
|
||||
var bestOpportunity *pkgtypes.ArbitrageOpportunity
|
||||
for _, path := range paths {
|
||||
// Convert the exchanges.ArbitragePath to []*math.PoolData
|
||||
poolData, err := ae.convertArbitragePathToPoolData(path)
|
||||
if err != nil {
|
||||
ae.logger.Debug(fmt.Sprintf("Failed to convert arbitrage path to pool data: %v", err))
|
||||
continue
|
||||
}
|
||||
|
||||
opportunity, err := ae.arbitrageCalculator.CalculateArbitrage(ctx, amount, poolData)
|
||||
if err != nil {
|
||||
ae.logger.Debug(fmt.Sprintf("Path calculation failed: %v", err))
|
||||
continue
|
||||
}
|
||||
|
||||
if bestOpportunity == nil || opportunity.NetProfit.Cmp(bestOpportunity.NetProfit) > 0 {
|
||||
bestOpportunity = opportunity
|
||||
}
|
||||
}
|
||||
|
||||
if bestOpportunity == nil {
|
||||
return nil, fmt.Errorf("no profitable arbitrage paths found")
|
||||
}
|
||||
|
||||
ae.logger.Info(fmt.Sprintf("💎 Found optimal path with profit: %s, confidence: %.2f%%",
|
||||
bestOpportunity.NetProfit.String(), bestOpportunity.Confidence*100))
|
||||
|
||||
return bestOpportunity, nil
|
||||
}
|
||||
|
||||
// Helper types are now defined in types.go
|
||||
|
||||
// addTrustedContractsToValidator adds trusted contracts to the contract validator
|
||||
func addTrustedContractsToValidator(validator *security.ContractValidator, arbitrageAddr, flashSwapAddr common.Address) error {
|
||||
// Add arbitrage contract
|
||||
arbitrageInfo := &security.ContractInfo{
|
||||
Address: arbitrageAddr,
|
||||
Name: "MEV Arbitrage Contract",
|
||||
Version: "1.0.0",
|
||||
IsWhitelisted: true,
|
||||
RiskLevel: security.RiskLevelLow,
|
||||
}
|
||||
if err := validator.AddTrustedContract(arbitrageInfo); err != nil {
|
||||
return fmt.Errorf("failed to add arbitrage contract: %w", err)
|
||||
}
|
||||
|
||||
// Add flash swap contract
|
||||
flashSwapInfo := &security.ContractInfo{
|
||||
Address: flashSwapAddr,
|
||||
Name: "Flash Swap Contract",
|
||||
Version: "1.0.0",
|
||||
IsWhitelisted: true,
|
||||
RiskLevel: security.RiskLevelLow,
|
||||
}
|
||||
if err := validator.AddTrustedContract(flashSwapInfo); err != nil {
|
||||
return fmt.Errorf("failed to add flash swap contract: %w", err)
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// convertArbitragePathToPoolData converts an exchanges.ArbitragePath to []*math.PoolData
|
||||
func (ae *ArbitrageExecutor) convertArbitragePathToPoolData(path *exchanges.ArbitragePath) ([]*math.PoolData, error) {
|
||||
var poolData []*math.PoolData
|
||||
|
||||
// This is a simplified approach - in a real implementation, you'd fetch the actual pool details
|
||||
// For now, we'll create mock PoolData objects based on the path information
|
||||
for i, poolAddr := range path.Pools {
|
||||
// Create mock token info - would come from actual pool in production
|
||||
token0Info := math.TokenInfo{
|
||||
Address: path.TokenIn.Hex(),
|
||||
Symbol: "TOKEN0", // would be fetched in real implementation
|
||||
Decimals: 18, // typical for most tokens
|
||||
}
|
||||
token1Info := math.TokenInfo{
|
||||
Address: path.TokenOut.Hex(),
|
||||
Symbol: "TOKEN1", // would be fetched in real implementation
|
||||
Decimals: 18, // typical for most tokens
|
||||
}
|
||||
|
||||
// Create mock fee - would come from actual pool in production
|
||||
feeValue, _ := ae.decimalConverter.FromString("3000", 0, "FEE") // 0.3% fee in fee units
|
||||
|
||||
// Create mock reserves
|
||||
reserve0Value, _ := ae.decimalConverter.FromString("1000000", 18, "RESERVE") // 1M tokens
|
||||
reserve1Value, _ := ae.decimalConverter.FromString("1000000", 18, "RESERVE") // 1M tokens
|
||||
|
||||
// Create mock PoolData
|
||||
pool := &math.PoolData{
|
||||
Address: poolAddr.Hex(),
|
||||
ExchangeType: path.Exchanges[i], // Use the corresponding exchange type
|
||||
Token0: token0Info,
|
||||
Token1: token1Info,
|
||||
Fee: feeValue,
|
||||
Reserve0: reserve0Value,
|
||||
Reserve1: reserve1Value,
|
||||
Liquidity: big.NewInt(1000000), // 1M liquidity for mock
|
||||
}
|
||||
|
||||
poolData = append(poolData, pool)
|
||||
}
|
||||
|
||||
return poolData, nil
|
||||
}
|
||||
|
||||
// calculatePriority calculates execution priority based on opportunity characteristics
|
||||
func calculatePriority(opportunity *pkgtypes.ArbitrageOpportunity) int {
|
||||
// Higher profit = higher priority
|
||||
profitScore := int(opportunity.NetProfit.Int64() / 1000000000000000) // ETH in finney
|
||||
|
||||
// Higher confidence = higher priority
|
||||
confidenceScore := int(opportunity.Confidence * 100)
|
||||
|
||||
// Lower risk = higher priority
|
||||
riskScore := 100 - int(opportunity.Risk*100)
|
||||
|
||||
return profitScore + confidenceScore + riskScore
|
||||
}
|
||||
|
||||
816
pkg/arbitrage/flash_executor.go
Normal file
816
pkg/arbitrage/flash_executor.go
Normal file
@@ -0,0 +1,816 @@
|
||||
package arbitrage
|
||||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"math/big"
|
||||
"strings"
|
||||
"time"
|
||||
|
||||
"github.com/ethereum/go-ethereum/accounts/abi/bind"
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/ethereum/go-ethereum/core/types"
|
||||
"github.com/ethereum/go-ethereum/ethclient"
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/pkg/arbitrum"
|
||||
"github.com/fraktal/mev-beta/pkg/math"
|
||||
"github.com/fraktal/mev-beta/pkg/security"
|
||||
pkgtypes "github.com/fraktal/mev-beta/pkg/types"
|
||||
)
|
||||
|
||||
// FlashSwapExecutor executes arbitrage using flash swaps for capital efficiency
|
||||
type FlashSwapExecutor struct {
|
||||
client *ethclient.Client
|
||||
logger *logger.Logger
|
||||
keyManager *security.KeyManager
|
||||
gasEstimator *arbitrum.L2GasEstimator
|
||||
decimalConverter *math.DecimalConverter
|
||||
|
||||
// Contract addresses
|
||||
flashSwapContract common.Address
|
||||
arbitrageContract common.Address
|
||||
|
||||
// Configuration
|
||||
config ExecutionConfig
|
||||
|
||||
// State tracking
|
||||
pendingExecutions map[common.Hash]*ExecutionState
|
||||
executionHistory []*ExecutionResult
|
||||
totalProfit *math.UniversalDecimal
|
||||
totalGasCost *math.UniversalDecimal
|
||||
}
|
||||
|
||||
// ExecutionConfig configures the flash swap executor
|
||||
type ExecutionConfig struct {
|
||||
// Risk management
|
||||
MaxSlippage *math.UniversalDecimal
|
||||
MinProfitThreshold *math.UniversalDecimal
|
||||
MaxPositionSize *math.UniversalDecimal
|
||||
MaxDailyVolume *math.UniversalDecimal
|
||||
|
||||
// Gas settings
|
||||
GasLimitMultiplier float64
|
||||
MaxGasPrice *math.UniversalDecimal
|
||||
PriorityFeeStrategy string // "conservative", "aggressive", "competitive"
|
||||
|
||||
// Execution settings
|
||||
ExecutionTimeout time.Duration
|
||||
ConfirmationBlocks uint64
|
||||
RetryAttempts int
|
||||
RetryDelay time.Duration
|
||||
|
||||
// MEV protection
|
||||
EnableMEVProtection bool
|
||||
PrivateMempool bool
|
||||
FlashbotsRelay string
|
||||
|
||||
// Monitoring
|
||||
EnableDetailedLogs bool
|
||||
TrackPerformance bool
|
||||
}
|
||||
|
||||
// ExecutionState tracks the state of an ongoing execution
|
||||
type ExecutionState struct {
|
||||
Opportunity *pkgtypes.ArbitrageOpportunity
|
||||
TransactionHash common.Hash
|
||||
Status ExecutionStatus
|
||||
StartTime time.Time
|
||||
SubmissionTime time.Time
|
||||
ConfirmationTime time.Time
|
||||
GasUsed uint64
|
||||
EffectiveGasPrice *big.Int
|
||||
ActualProfit *math.UniversalDecimal
|
||||
Error error
|
||||
}
|
||||
|
||||
// ExecutionStatus represents the current status of an execution
|
||||
type ExecutionStatus string
|
||||
|
||||
const (
|
||||
StatusPending ExecutionStatus = "pending"
|
||||
StatusSubmitted ExecutionStatus = "submitted"
|
||||
StatusConfirmed ExecutionStatus = "confirmed"
|
||||
StatusFailed ExecutionStatus = "failed"
|
||||
StatusReverted ExecutionStatus = "reverted"
|
||||
)
|
||||
|
||||
// FlashSwapCalldata represents the data needed for a flash swap execution
|
||||
type FlashSwapCalldata struct {
|
||||
InitiatorPool common.Address
|
||||
TokenPath []common.Address
|
||||
Pools []common.Address
|
||||
AmountIn *big.Int
|
||||
MinAmountOut *big.Int
|
||||
Recipient common.Address
|
||||
Data []byte
|
||||
}
|
||||
|
||||
// NewFlashSwapExecutor creates a new flash swap executor
|
||||
func NewFlashSwapExecutor(
|
||||
client *ethclient.Client,
|
||||
logger *logger.Logger,
|
||||
keyManager *security.KeyManager,
|
||||
gasEstimator *arbitrum.L2GasEstimator,
|
||||
flashSwapContract,
|
||||
arbitrageContract common.Address,
|
||||
config ExecutionConfig,
|
||||
) *FlashSwapExecutor {
|
||||
|
||||
executor := &FlashSwapExecutor{
|
||||
client: client,
|
||||
logger: logger,
|
||||
keyManager: keyManager,
|
||||
gasEstimator: gasEstimator,
|
||||
decimalConverter: math.NewDecimalConverter(),
|
||||
flashSwapContract: flashSwapContract,
|
||||
arbitrageContract: arbitrageContract,
|
||||
config: config,
|
||||
pendingExecutions: make(map[common.Hash]*ExecutionState),
|
||||
executionHistory: make([]*ExecutionResult, 0),
|
||||
}
|
||||
|
||||
// Initialize counters
|
||||
executor.totalProfit, _ = executor.decimalConverter.FromString("0", 18, "ETH")
|
||||
executor.totalGasCost, _ = executor.decimalConverter.FromString("0", 18, "ETH")
|
||||
|
||||
// Set default configuration
|
||||
executor.setDefaultConfig()
|
||||
|
||||
return executor
|
||||
}
|
||||
|
||||
// setDefaultConfig sets default configuration values
|
||||
func (executor *FlashSwapExecutor) setDefaultConfig() {
|
||||
if executor.config.MaxSlippage == nil {
|
||||
executor.config.MaxSlippage, _ = executor.decimalConverter.FromString("1", 4, "PERCENT") // 1%
|
||||
}
|
||||
|
||||
if executor.config.MinProfitThreshold == nil {
|
||||
executor.config.MinProfitThreshold, _ = executor.decimalConverter.FromString("0.01", 18, "ETH")
|
||||
}
|
||||
|
||||
if executor.config.MaxPositionSize == nil {
|
||||
executor.config.MaxPositionSize, _ = executor.decimalConverter.FromString("10", 18, "ETH")
|
||||
}
|
||||
|
||||
if executor.config.GasLimitMultiplier == 0 {
|
||||
executor.config.GasLimitMultiplier = 1.2 // 20% buffer
|
||||
}
|
||||
|
||||
if executor.config.ExecutionTimeout == 0 {
|
||||
executor.config.ExecutionTimeout = 30 * time.Second
|
||||
}
|
||||
|
||||
if executor.config.ConfirmationBlocks == 0 {
|
||||
executor.config.ConfirmationBlocks = 1 // Arbitrum has fast finality
|
||||
}
|
||||
|
||||
if executor.config.RetryAttempts == 0 {
|
||||
executor.config.RetryAttempts = 3
|
||||
}
|
||||
|
||||
if executor.config.RetryDelay == 0 {
|
||||
executor.config.RetryDelay = 2 * time.Second
|
||||
}
|
||||
|
||||
if executor.config.PriorityFeeStrategy == "" {
|
||||
executor.config.PriorityFeeStrategy = "competitive"
|
||||
}
|
||||
}
|
||||
|
||||
// ExecuteArbitrage executes an arbitrage opportunity using flash swaps
|
||||
func (executor *FlashSwapExecutor) ExecuteArbitrage(ctx context.Context, opportunity *pkgtypes.ArbitrageOpportunity) (*ExecutionResult, error) {
|
||||
executor.logger.Info(fmt.Sprintf("🚀 Executing arbitrage opportunity: %s profit expected",
|
||||
opportunity.NetProfit.String()))
|
||||
|
||||
// Validate opportunity before execution
|
||||
if err := executor.validateOpportunity(opportunity); err != nil {
|
||||
return nil, fmt.Errorf("opportunity validation failed: %w", err)
|
||||
}
|
||||
|
||||
// Create execution state
|
||||
executionState := &ExecutionState{
|
||||
Opportunity: opportunity,
|
||||
Status: StatusPending,
|
||||
StartTime: time.Now(),
|
||||
}
|
||||
|
||||
// Prepare flash swap transaction
|
||||
flashSwapData, err := executor.prepareFlashSwap(opportunity)
|
||||
if err != nil {
|
||||
result := executor.createFailedResult(executionState, fmt.Errorf("failed to prepare flash swap: %w", err))
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// Get transaction options with dynamic gas pricing
|
||||
transactOpts, err := executor.getTransactionOptions(ctx, flashSwapData)
|
||||
if err != nil {
|
||||
return executor.createFailedResult(executionState, fmt.Errorf("failed to get transaction options: %w", err)), nil
|
||||
}
|
||||
|
||||
// Execute with retry logic
|
||||
var result *ExecutionResult
|
||||
for attempt := 0; attempt <= executor.config.RetryAttempts; attempt++ {
|
||||
if attempt > 0 {
|
||||
executor.logger.Info(fmt.Sprintf("Retrying execution attempt %d/%d", attempt, executor.config.RetryAttempts))
|
||||
time.Sleep(executor.config.RetryDelay)
|
||||
}
|
||||
|
||||
result = executor.executeWithTimeout(ctx, executionState, flashSwapData, transactOpts)
|
||||
|
||||
// If successful or non-retryable error, break
|
||||
errorMsg := ""
|
||||
if result.Error != nil {
|
||||
errorMsg = result.Error.Error()
|
||||
}
|
||||
if result.Success || !executor.isRetryableError(errorMsg) {
|
||||
break
|
||||
}
|
||||
|
||||
// Update gas price for retry
|
||||
if attempt < executor.config.RetryAttempts {
|
||||
transactOpts, err = executor.updateGasPriceForRetry(ctx, transactOpts, attempt)
|
||||
if err != nil {
|
||||
executor.logger.Warn(fmt.Sprintf("Failed to update gas price for retry: %v", err))
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Update statistics
|
||||
executor.updateExecutionStats(result)
|
||||
|
||||
status := "Unknown"
|
||||
if result.Success {
|
||||
status = "Success"
|
||||
} else if result.Error != nil {
|
||||
status = "Failed"
|
||||
} else {
|
||||
status = "Incomplete"
|
||||
}
|
||||
|
||||
executor.logger.Info(fmt.Sprintf("✅ Arbitrage execution completed: %s", status))
|
||||
if result.Success && result.ProfitRealized != nil {
|
||||
// Note: opportunity.NetProfit is not directly accessible through ExecutionResult structure
|
||||
// So we just log that execution was successful with actual profit
|
||||
executor.logger.Info(fmt.Sprintf("💰 Actual profit: %s ETH",
|
||||
formatEther(result.ProfitRealized)))
|
||||
}
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// validateOpportunity validates an opportunity before execution
|
||||
func (executor *FlashSwapExecutor) validateOpportunity(opportunity *pkgtypes.ArbitrageOpportunity) error {
|
||||
// Check minimum profit threshold
|
||||
minProfitWei := big.NewInt(10000000000000000) // 0.01 ETH in wei
|
||||
if opportunity.NetProfit.Cmp(minProfitWei) < 0 {
|
||||
return fmt.Errorf("profit %s below minimum threshold %s",
|
||||
opportunity.NetProfit.String(),
|
||||
minProfitWei.String())
|
||||
}
|
||||
|
||||
// Check maximum position size
|
||||
maxPositionWei := big.NewInt(1000000000000000000) // 1 ETH in wei
|
||||
if opportunity.AmountIn.Cmp(maxPositionWei) > 0 {
|
||||
return fmt.Errorf("position size %s exceeds maximum %s",
|
||||
opportunity.AmountIn.String(),
|
||||
maxPositionWei.String())
|
||||
}
|
||||
|
||||
// Check price impact
|
||||
maxPriceImpact := 5.0 // 5% max
|
||||
if opportunity.PriceImpact > maxPriceImpact {
|
||||
return fmt.Errorf("price impact %.2f%% too high",
|
||||
opportunity.PriceImpact)
|
||||
}
|
||||
|
||||
// Check confidence level
|
||||
if opportunity.Confidence < 0.7 {
|
||||
return fmt.Errorf("confidence level %.1f%% too low", opportunity.Confidence*100)
|
||||
}
|
||||
|
||||
// Check execution path
|
||||
if len(opportunity.Path) < 2 {
|
||||
return fmt.Errorf("empty execution path")
|
||||
}
|
||||
|
||||
// Basic validation for path
|
||||
if len(opportunity.Path) < 2 {
|
||||
return fmt.Errorf("path must have at least 2 tokens")
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// prepareFlashSwap prepares the flash swap transaction data
|
||||
func (executor *FlashSwapExecutor) prepareFlashSwap(opportunity *pkgtypes.ArbitrageOpportunity) (*FlashSwapCalldata, error) {
|
||||
if len(opportunity.Path) < 2 {
|
||||
return nil, fmt.Errorf("path must have at least 2 tokens")
|
||||
}
|
||||
|
||||
// Convert path strings to token addresses
|
||||
tokenPath := make([]common.Address, 0, len(opportunity.Path))
|
||||
for _, tokenAddr := range opportunity.Path {
|
||||
tokenPath = append(tokenPath, common.HexToAddress(tokenAddr))
|
||||
}
|
||||
|
||||
// Use pool addresses from opportunity if available
|
||||
poolAddresses := make([]common.Address, 0, len(opportunity.Pools))
|
||||
for _, poolAddr := range opportunity.Pools {
|
||||
poolAddresses = append(poolAddresses, common.HexToAddress(poolAddr))
|
||||
}
|
||||
|
||||
// Calculate minimum output with slippage protection
|
||||
expectedOutput := opportunity.Profit
|
||||
// Calculate minimum output with slippage protection using basic math
|
||||
slippagePercent := opportunity.MaxSlippage / 100.0 // Convert percentage to decimal
|
||||
slippageFactor := big.NewFloat(1.0 - slippagePercent)
|
||||
expectedFloat := new(big.Float).SetInt(expectedOutput)
|
||||
minOutputFloat := new(big.Float).Mul(expectedFloat, slippageFactor)
|
||||
|
||||
minAmountOut, _ := minOutputFloat.Int(nil)
|
||||
|
||||
// Ensure minAmountOut is not negative
|
||||
if minAmountOut.Sign() < 0 {
|
||||
minAmountOut = big.NewInt(0)
|
||||
}
|
||||
|
||||
// Create flash swap data
|
||||
calldata := &FlashSwapCalldata{
|
||||
InitiatorPool: poolAddresses[0], // First pool initiates the flash swap
|
||||
TokenPath: tokenPath,
|
||||
Pools: poolAddresses,
|
||||
AmountIn: opportunity.AmountIn,
|
||||
MinAmountOut: minAmountOut,
|
||||
Recipient: executor.arbitrageContract, // Our arbitrage contract
|
||||
Data: executor.encodeArbitrageData(opportunity),
|
||||
}
|
||||
|
||||
return calldata, nil
|
||||
}
|
||||
|
||||
// encodeArbitrageData encodes the arbitrage execution data
|
||||
func (executor *FlashSwapExecutor) encodeArbitrageData(opportunity *pkgtypes.ArbitrageOpportunity) []byte {
|
||||
// In production, this would properly ABI-encode the arbitrage parameters
|
||||
// For demonstration, we'll create a simple encoding that includes key parameters
|
||||
|
||||
// This is a simplified approach - real implementation would use proper ABI encoding
|
||||
// with go-ethereum's abi package
|
||||
|
||||
data := []byte(fmt.Sprintf("arbitrage:%s:%s:%s:%s",
|
||||
opportunity.TokenIn,
|
||||
opportunity.TokenOut,
|
||||
opportunity.AmountIn.String(),
|
||||
opportunity.Profit.String()))
|
||||
|
||||
if len(data) > 1024 { // Limit the size
|
||||
data = data[:1024]
|
||||
}
|
||||
|
||||
return data
|
||||
}
|
||||
|
||||
// getTransactionOptions prepares transaction options with dynamic gas pricing
|
||||
func (executor *FlashSwapExecutor) getTransactionOptions(ctx context.Context, flashSwapData *FlashSwapCalldata) (*bind.TransactOpts, error) {
|
||||
// Get active private key
|
||||
privateKey, err := executor.keyManager.GetActivePrivateKey()
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get private key: %w", err)
|
||||
}
|
||||
|
||||
// Get chain ID
|
||||
chainID, err := executor.client.ChainID(ctx)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get chain ID: %w", err)
|
||||
}
|
||||
|
||||
// Create transaction options
|
||||
transactOpts, err := bind.NewKeyedTransactorWithChainID(privateKey, chainID)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create transactor: %w", err)
|
||||
}
|
||||
|
||||
// For gas estimation, we would normally call the contract method with callMsg
|
||||
// Since we're using a mock implementation, we'll use a reasonable default
|
||||
// In production, you'd do: gasLimit, err := client.EstimateGas(ctx, callMsg)
|
||||
|
||||
// For demonstration purposes, we'll use a reasonable default gas limit
|
||||
estimatedGas := uint64(800000) // Standard for complex flash swaps
|
||||
|
||||
// Apply gas limit multiplier
|
||||
adjustedGasLimit := uint64(float64(estimatedGas) * executor.config.GasLimitMultiplier)
|
||||
transactOpts.GasLimit = adjustedGasLimit
|
||||
|
||||
// Get gas price from network for proper EIP-1559 transaction
|
||||
suggestedTip, err := executor.client.SuggestGasTipCap(ctx)
|
||||
if err != nil {
|
||||
// Default priority fee
|
||||
suggestedTip = big.NewInt(100000000) // 0.1 gwei
|
||||
}
|
||||
|
||||
baseFee, err := executor.client.HeaderByNumber(ctx, nil)
|
||||
if err != nil || baseFee.BaseFee == nil {
|
||||
// For networks that don't support EIP-1559 or on error
|
||||
defaultBaseFee := big.NewInt(1000000000) // 1 gwei
|
||||
transactOpts.GasFeeCap = new(big.Int).Add(defaultBaseFee, suggestedTip)
|
||||
} else {
|
||||
// EIP-1559 gas pricing: FeeCap = baseFee*2 + priorityFee
|
||||
transactOpts.GasFeeCap = new(big.Int).Add(
|
||||
new(big.Int).Mul(baseFee.BaseFee, big.NewInt(2)),
|
||||
suggestedTip,
|
||||
)
|
||||
}
|
||||
|
||||
transactOpts.GasTipCap = suggestedTip
|
||||
|
||||
executor.logger.Debug(fmt.Sprintf("Gas estimate - Limit: %d, MaxFee: %s, Priority: %s",
|
||||
adjustedGasLimit,
|
||||
transactOpts.GasFeeCap.String(),
|
||||
transactOpts.GasTipCap.String()))
|
||||
|
||||
// Apply priority fee strategy
|
||||
executor.applyPriorityFeeStrategy(transactOpts)
|
||||
|
||||
return transactOpts, nil
|
||||
}
|
||||
|
||||
// applyPriorityFeeStrategy adjusts gas pricing based on strategy
|
||||
func (executor *FlashSwapExecutor) applyPriorityFeeStrategy(transactOpts *bind.TransactOpts) {
|
||||
switch executor.config.PriorityFeeStrategy {
|
||||
case "aggressive":
|
||||
// Increase priority fee by 50%
|
||||
if transactOpts.GasTipCap != nil {
|
||||
newTip := new(big.Int).Mul(transactOpts.GasTipCap, big.NewInt(150))
|
||||
transactOpts.GasTipCap = new(big.Int).Div(newTip, big.NewInt(100))
|
||||
}
|
||||
case "competitive":
|
||||
// Increase priority fee by 25%
|
||||
if transactOpts.GasTipCap != nil {
|
||||
newTip := new(big.Int).Mul(transactOpts.GasTipCap, big.NewInt(125))
|
||||
transactOpts.GasTipCap = new(big.Int).Div(newTip, big.NewInt(100))
|
||||
}
|
||||
case "conservative":
|
||||
// Use default priority fee (no change)
|
||||
}
|
||||
|
||||
// Ensure we don't exceed maximum gas price
|
||||
if executor.config.MaxGasPrice != nil && transactOpts.GasFeeCap != nil {
|
||||
if transactOpts.GasFeeCap.Cmp(big.NewInt(50000000000)) > 0 {
|
||||
transactOpts.GasFeeCap = new(big.Int).Set(big.NewInt(50000000000))
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// executeWithTimeout executes the flash swap with timeout protection
|
||||
func (executor *FlashSwapExecutor) executeWithTimeout(
|
||||
ctx context.Context,
|
||||
executionState *ExecutionState,
|
||||
flashSwapData *FlashSwapCalldata,
|
||||
transactOpts *bind.TransactOpts,
|
||||
) *ExecutionResult {
|
||||
|
||||
// Create timeout context
|
||||
timeoutCtx, cancel := context.WithTimeout(ctx, executor.config.ExecutionTimeout)
|
||||
defer cancel()
|
||||
|
||||
// Submit transaction
|
||||
tx, err := executor.submitTransaction(timeoutCtx, flashSwapData, transactOpts)
|
||||
if err != nil {
|
||||
return executor.createFailedResult(executionState, fmt.Errorf("transaction submission failed: %w", err))
|
||||
}
|
||||
|
||||
executionState.TransactionHash = tx.Hash()
|
||||
executionState.Status = StatusSubmitted
|
||||
executionState.SubmissionTime = time.Now()
|
||||
executor.pendingExecutions[tx.Hash()] = executionState
|
||||
|
||||
executor.logger.Info(fmt.Sprintf("📤 Transaction submitted: %s", tx.Hash().Hex()))
|
||||
|
||||
// Wait for confirmation
|
||||
receipt, err := executor.waitForConfirmation(timeoutCtx, tx.Hash())
|
||||
if err != nil {
|
||||
return executor.createFailedResult(executionState, fmt.Errorf("confirmation failed: %w", err))
|
||||
}
|
||||
|
||||
executionState.ConfirmationTime = time.Now()
|
||||
executionState.GasUsed = receipt.GasUsed
|
||||
executionState.EffectiveGasPrice = receipt.EffectiveGasPrice
|
||||
|
||||
// Check transaction status
|
||||
if receipt.Status == types.ReceiptStatusFailed {
|
||||
executionState.Status = StatusReverted
|
||||
return executor.createFailedResult(executionState, fmt.Errorf("transaction reverted"))
|
||||
}
|
||||
|
||||
executionState.Status = StatusConfirmed
|
||||
|
||||
// Calculate actual results
|
||||
actualProfit, err := executor.calculateActualProfit(receipt, executionState.Opportunity)
|
||||
if err != nil {
|
||||
executor.logger.Warn(fmt.Sprintf("Failed to calculate actual profit: %v", err))
|
||||
actualProfit = executionState.Opportunity.NetProfit // Use expected as fallback
|
||||
}
|
||||
|
||||
executionState.ActualProfit = actualProfit
|
||||
|
||||
// Create successful result
|
||||
return executor.createSuccessfulResult(executionState, receipt)
|
||||
}
|
||||
|
||||
// submitTransaction submits the flash swap transaction
|
||||
func (executor *FlashSwapExecutor) submitTransaction(
|
||||
ctx context.Context,
|
||||
flashSwapData *FlashSwapCalldata,
|
||||
transactOpts *bind.TransactOpts,
|
||||
) (*types.Transaction, error) {
|
||||
|
||||
// This is a simplified implementation
|
||||
// Production would call the actual flash swap contract
|
||||
|
||||
executor.logger.Debug("Submitting flash swap transaction...")
|
||||
executor.logger.Debug(fmt.Sprintf(" Initiator Pool: %s", flashSwapData.InitiatorPool.Hex()))
|
||||
executor.logger.Debug(fmt.Sprintf(" Amount In: %s", flashSwapData.AmountIn.String()))
|
||||
executor.logger.Debug(fmt.Sprintf(" Min Amount Out: %s", flashSwapData.MinAmountOut.String()))
|
||||
executor.logger.Debug(fmt.Sprintf(" Token Path: %d tokens", len(flashSwapData.TokenPath)))
|
||||
executor.logger.Debug(fmt.Sprintf(" Pool Path: %d pools", len(flashSwapData.Pools)))
|
||||
|
||||
// For demonstration, create a mock transaction
|
||||
// Production would interact with actual contracts
|
||||
|
||||
// This is where we would actually call the flash swap contract method
|
||||
// For now, we'll simulate creating a transaction that would call the flash swap function
|
||||
// In production, you'd call the actual contract function like:
|
||||
// tx, err := executor.flashSwapContract.FlashSwap(transactOpts, flashSwapData.InitiatorPool, ...)
|
||||
|
||||
// For this mock implementation, we'll return a transaction that would call the mock contract
|
||||
nonce, err := executor.client.PendingNonceAt(context.Background(), transactOpts.From)
|
||||
if err != nil {
|
||||
nonce = 0 // fallback
|
||||
}
|
||||
|
||||
// Create a mock transaction
|
||||
tx := types.NewTransaction(
|
||||
nonce,
|
||||
flashSwapData.InitiatorPool, // Flash swap contract address
|
||||
big.NewInt(0), // Value - no direct ETH transfer in flash swaps
|
||||
transactOpts.GasLimit,
|
||||
transactOpts.GasFeeCap,
|
||||
flashSwapData.Data, // Encoded flash swap data
|
||||
)
|
||||
|
||||
// In a real implementation, you'd need to sign and send the transaction
|
||||
// For now, return a transaction object for the simulation
|
||||
return tx, nil
|
||||
}
|
||||
|
||||
// waitForConfirmation waits for transaction confirmation
|
||||
func (executor *FlashSwapExecutor) waitForConfirmation(ctx context.Context, txHash common.Hash) (*types.Receipt, error) {
|
||||
executor.logger.Debug(fmt.Sprintf("Waiting for confirmation of transaction: %s", txHash.Hex()))
|
||||
|
||||
// For demonstration, simulate a successful transaction
|
||||
// Production would poll for actual transaction receipt
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
return nil, fmt.Errorf("timeout waiting for confirmation")
|
||||
case <-time.After(3 * time.Second): // Simulate network delay
|
||||
// Create mock receipt
|
||||
receipt := &types.Receipt{
|
||||
TxHash: txHash,
|
||||
Status: types.ReceiptStatusSuccessful,
|
||||
GasUsed: 750000,
|
||||
EffectiveGasPrice: big.NewInt(100000000), // 0.1 gwei
|
||||
BlockNumber: big.NewInt(1000000),
|
||||
}
|
||||
return receipt, nil
|
||||
}
|
||||
}
|
||||
|
||||
// calculateActualProfit calculates the actual profit from the transaction
|
||||
func (executor *FlashSwapExecutor) calculateActualProfit(receipt *types.Receipt, opportunity *pkgtypes.ArbitrageOpportunity) (*math.UniversalDecimal, error) {
|
||||
// Calculate actual gas cost
|
||||
gasCost := new(big.Int).Mul(big.NewInt(int64(receipt.GasUsed)), receipt.EffectiveGasPrice)
|
||||
gasCostDecimal, err := math.NewUniversalDecimal(gasCost, 18, "ETH")
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
// For demonstration, assume we got the expected output
|
||||
// Production would parse the transaction logs to get actual amounts
|
||||
expectedOutput := opportunity.Profit
|
||||
|
||||
// Use the decimal converter to convert to ETH equivalent
|
||||
// For simplicity, assume both input and output are already in compatible formats
|
||||
// In real implementation, you'd need actual price data
|
||||
netProfit, err := executor.decimalConverter.Subtract(expectedOutput, opportunity.AmountIn)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
// Subtract gas costs from net profit
|
||||
netProfit, err = executor.decimalConverter.Subtract(netProfit, gasCostDecimal)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return netProfit, nil
|
||||
}
|
||||
|
||||
// createSuccessfulResult creates a successful execution result
|
||||
func (executor *FlashSwapExecutor) createSuccessfulResult(state *ExecutionState, receipt *types.Receipt) *ExecutionResult {
|
||||
// Convert UniversalDecimal to big.Int for ProfitRealized
|
||||
profitRealized := big.NewInt(0)
|
||||
if state.ActualProfit != nil {
|
||||
profitRealized = state.ActualProfit
|
||||
}
|
||||
|
||||
// Create a minimal ArbitragePath based on the opportunity
|
||||
path := &ArbitragePath{
|
||||
Tokens: []common.Address{state.Opportunity.TokenIn, state.Opportunity.TokenOut}, // Basic 2-token path
|
||||
Pools: []*PoolInfo{}, // Empty for now
|
||||
Protocols: []string{}, // Empty for now
|
||||
Fees: []int64{}, // Empty for now
|
||||
EstimatedGas: big.NewInt(0), // To be calculated
|
||||
NetProfit: profitRealized,
|
||||
ROI: 0, // To be calculated
|
||||
LastUpdated: time.Now(),
|
||||
}
|
||||
|
||||
gasCost := new(big.Int).Mul(big.NewInt(int64(receipt.GasUsed)), receipt.EffectiveGasPrice)
|
||||
gasCostDecimal, _ := math.NewUniversalDecimal(gasCost, 18, "ETH")
|
||||
|
||||
return &ExecutionResult{
|
||||
TransactionHash: state.TransactionHash,
|
||||
GasUsed: receipt.GasUsed,
|
||||
GasPrice: receipt.EffectiveGasPrice,
|
||||
GasCost: gasCostDecimal,
|
||||
ProfitRealized: profitRealized,
|
||||
Success: true,
|
||||
Error: nil,
|
||||
ErrorMessage: "",
|
||||
Status: "Success",
|
||||
ExecutionTime: time.Since(state.StartTime),
|
||||
Path: path,
|
||||
}
|
||||
}
|
||||
|
||||
// createFailedResult creates a failed execution result
|
||||
func (executor *FlashSwapExecutor) createFailedResult(state *ExecutionState, err error) *ExecutionResult {
|
||||
// Create a minimal ArbitragePath based on the opportunity
|
||||
path := &ArbitragePath{
|
||||
Tokens: []common.Address{state.Opportunity.TokenIn, state.Opportunity.TokenOut}, // Basic 2-token path
|
||||
Pools: []*PoolInfo{}, // Empty for now
|
||||
Protocols: []string{}, // Empty for now
|
||||
Fees: []int64{}, // Empty for now
|
||||
EstimatedGas: big.NewInt(0), // To be calculated
|
||||
NetProfit: big.NewInt(0),
|
||||
ROI: 0, // To be calculated
|
||||
LastUpdated: time.Now(),
|
||||
}
|
||||
|
||||
gasCostDecimal, _ := math.NewUniversalDecimal(big.NewInt(0), 18, "ETH")
|
||||
|
||||
return &ExecutionResult{
|
||||
TransactionHash: state.TransactionHash,
|
||||
GasUsed: 0,
|
||||
GasPrice: big.NewInt(0),
|
||||
GasCost: gasCostDecimal,
|
||||
ProfitRealized: big.NewInt(0),
|
||||
Success: false,
|
||||
Error: err,
|
||||
ErrorMessage: err.Error(),
|
||||
Status: "Failed",
|
||||
ExecutionTime: time.Since(state.StartTime),
|
||||
Path: path,
|
||||
}
|
||||
}
|
||||
|
||||
// isRetryableError determines if an error is retryable
|
||||
func (executor *FlashSwapExecutor) isRetryableError(errorMsg string) bool {
|
||||
retryableErrors := []string{
|
||||
"gas price too low",
|
||||
"nonce too low",
|
||||
"timeout",
|
||||
"network error",
|
||||
"connection refused",
|
||||
"transaction underpriced",
|
||||
"replacement transaction underpriced",
|
||||
"known transaction",
|
||||
}
|
||||
|
||||
for _, retryable := range retryableErrors {
|
||||
if strings.Contains(strings.ToLower(errorMsg), strings.ToLower(retryable)) {
|
||||
return true
|
||||
}
|
||||
}
|
||||
|
||||
return false
|
||||
}
|
||||
|
||||
// updateGasPriceForRetry updates gas price for retry attempts
|
||||
func (executor *FlashSwapExecutor) updateGasPriceForRetry(
|
||||
ctx context.Context,
|
||||
transactOpts *bind.TransactOpts,
|
||||
attempt int,
|
||||
) (*bind.TransactOpts, error) {
|
||||
|
||||
// Increase gas price by 20% for each retry
|
||||
multiplier := 1.0 + float64(attempt)*0.2
|
||||
|
||||
if transactOpts.GasFeeCap != nil {
|
||||
newGasFeeCap := new(big.Float).Mul(
|
||||
new(big.Float).SetInt(transactOpts.GasFeeCap),
|
||||
big.NewFloat(multiplier),
|
||||
)
|
||||
newGasFeeCapInt, _ := newGasFeeCap.Int(nil)
|
||||
transactOpts.GasFeeCap = newGasFeeCapInt
|
||||
}
|
||||
|
||||
if transactOpts.GasTipCap != nil {
|
||||
newGasTipCap := new(big.Float).Mul(
|
||||
new(big.Float).SetInt(transactOpts.GasTipCap),
|
||||
big.NewFloat(multiplier),
|
||||
)
|
||||
newGasTipCapInt, _ := newGasTipCap.Int(nil)
|
||||
transactOpts.GasTipCap = newGasTipCapInt
|
||||
}
|
||||
|
||||
executor.logger.Debug(fmt.Sprintf("Updated gas prices for retry %d: MaxFee=%s, Priority=%s",
|
||||
attempt,
|
||||
transactOpts.GasFeeCap.String(),
|
||||
transactOpts.GasTipCap.String()))
|
||||
|
||||
return transactOpts, nil
|
||||
}
|
||||
|
||||
// updateExecutionStats updates execution statistics
|
||||
func (executor *FlashSwapExecutor) updateExecutionStats(result *ExecutionResult) {
|
||||
executor.executionHistory = append(executor.executionHistory, result)
|
||||
|
||||
if result.Success && result.ProfitRealized != nil {
|
||||
profitDecimal, _ := math.NewUniversalDecimal(result.ProfitRealized, 18, "ETH")
|
||||
executor.totalProfit, _ = executor.decimalConverter.Add(executor.totalProfit, profitDecimal)
|
||||
}
|
||||
|
||||
if result.GasCost != nil {
|
||||
executor.totalGasCost, _ = executor.decimalConverter.Add(executor.totalGasCost, result.GasCost)
|
||||
}
|
||||
|
||||
// Clean up pending executions
|
||||
delete(executor.pendingExecutions, result.TransactionHash)
|
||||
|
||||
// Keep only last 100 execution results
|
||||
if len(executor.executionHistory) > 100 {
|
||||
executor.executionHistory = executor.executionHistory[len(executor.executionHistory)-100:]
|
||||
}
|
||||
}
|
||||
|
||||
// GetExecutionStats returns execution statistics
|
||||
func (executor *FlashSwapExecutor) GetExecutionStats() ExecutionStats {
|
||||
successCount := 0
|
||||
totalExecutions := len(executor.executionHistory)
|
||||
|
||||
for _, result := range executor.executionHistory {
|
||||
if result.Success {
|
||||
successCount++
|
||||
}
|
||||
}
|
||||
|
||||
successRate := 0.0
|
||||
if totalExecutions > 0 {
|
||||
successRate = float64(successCount) / float64(totalExecutions) * 100
|
||||
}
|
||||
|
||||
return ExecutionStats{
|
||||
TotalExecutions: totalExecutions,
|
||||
SuccessfulExecutions: successCount,
|
||||
SuccessRate: successRate,
|
||||
TotalProfit: executor.totalProfit,
|
||||
TotalGasCost: executor.totalGasCost,
|
||||
PendingExecutions: len(executor.pendingExecutions),
|
||||
}
|
||||
}
|
||||
|
||||
// ExecutionStats contains execution statistics
|
||||
type ExecutionStats struct {
|
||||
TotalExecutions int
|
||||
SuccessfulExecutions int
|
||||
SuccessRate float64
|
||||
TotalProfit *math.UniversalDecimal
|
||||
TotalGasCost *math.UniversalDecimal
|
||||
PendingExecutions int
|
||||
}
|
||||
|
||||
// GetPendingExecutions returns currently pending executions
|
||||
func (executor *FlashSwapExecutor) GetPendingExecutions() map[common.Hash]*ExecutionState {
|
||||
return executor.pendingExecutions
|
||||
}
|
||||
|
||||
// GetExecutionHistory returns recent execution history
|
||||
func (executor *FlashSwapExecutor) GetExecutionHistory(limit int) []*ExecutionResult {
|
||||
if limit <= 0 || limit > len(executor.executionHistory) {
|
||||
limit = len(executor.executionHistory)
|
||||
}
|
||||
|
||||
start := len(executor.executionHistory) - limit
|
||||
return executor.executionHistory[start:]
|
||||
}
|
||||
919
pkg/arbitrage/live_execution_framework.go
Normal file
919
pkg/arbitrage/live_execution_framework.go
Normal file
@@ -0,0 +1,919 @@
|
||||
package arbitrage
|
||||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"math/big"
|
||||
"sync"
|
||||
"time"
|
||||
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/ethereum/go-ethereum/ethclient"
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/pkg/arbitrum"
|
||||
"github.com/fraktal/mev-beta/pkg/exchanges"
|
||||
"github.com/fraktal/mev-beta/pkg/math"
|
||||
"github.com/fraktal/mev-beta/pkg/mev"
|
||||
"github.com/fraktal/mev-beta/pkg/security"
|
||||
pkgtypes "github.com/fraktal/mev-beta/pkg/types"
|
||||
)
|
||||
|
||||
// LiveExecutionFramework orchestrates the complete MEV bot pipeline
|
||||
type LiveExecutionFramework struct {
|
||||
// Core components
|
||||
client *ethclient.Client
|
||||
logger *logger.Logger
|
||||
keyManager *security.KeyManager
|
||||
gasEstimator *arbitrum.L2GasEstimator
|
||||
decimalConverter *math.DecimalConverter
|
||||
|
||||
// Exchange and market components
|
||||
exchangeRegistry *exchanges.ExchangeRegistry
|
||||
pricingEngine *math.ExchangePricingEngine
|
||||
calculator *math.ArbitrageCalculator
|
||||
|
||||
// Detection and execution
|
||||
detectionEngine *ArbitrageDetectionEngine
|
||||
flashExecutor *FlashSwapExecutor
|
||||
competitionAnalyzer *mev.CompetitionAnalyzer
|
||||
|
||||
// Configuration
|
||||
config FrameworkConfig
|
||||
|
||||
// State management
|
||||
isRunning bool
|
||||
runningMutex sync.RWMutex
|
||||
stopChan chan struct{}
|
||||
|
||||
// Performance tracking
|
||||
stats *FrameworkStats
|
||||
statsMutex sync.RWMutex
|
||||
|
||||
// Opportunity processing
|
||||
opportunityQueue chan *pkgtypes.ArbitrageOpportunity
|
||||
executionQueue chan *ExecutionTask
|
||||
workerPool *ExecutionWorkerPool
|
||||
}
|
||||
|
||||
// FrameworkConfig configures the live execution framework
|
||||
type FrameworkConfig struct {
|
||||
// Detection settings
|
||||
DetectionConfig DetectionConfig
|
||||
|
||||
// Execution settings
|
||||
ExecutionConfig ExecutionConfig
|
||||
|
||||
// Risk management
|
||||
MaxConcurrentExecutions int
|
||||
DailyProfitTarget *math.UniversalDecimal
|
||||
DailyLossLimit *math.UniversalDecimal
|
||||
MaxPositionSize *math.UniversalDecimal
|
||||
|
||||
// Performance settings
|
||||
WorkerPoolSize int
|
||||
OpportunityQueueSize int
|
||||
ExecutionQueueSize int
|
||||
|
||||
// Emergency controls
|
||||
EmergencyStopEnabled bool
|
||||
CircuitBreakerEnabled bool
|
||||
MaxFailureRate float64 // Stop if failure rate exceeds this
|
||||
HealthCheckInterval time.Duration
|
||||
}
|
||||
|
||||
// ExecutionTask is defined in executor.go to avoid duplication
|
||||
|
||||
// LiveExecutionMetrics contains metrics from the live execution framework
|
||||
type LiveExecutionMetrics struct {
|
||||
OpportunitiesDetected int64
|
||||
OpportunitiesExecuted int64
|
||||
SuccessfulExecutions int64
|
||||
FailedExecutions int64
|
||||
TotalProfit *math.UniversalDecimal
|
||||
TotalGasCost *math.UniversalDecimal
|
||||
AverageExecutionTime time.Duration
|
||||
AverageGasUsed uint64
|
||||
CurrentWorkers int
|
||||
QueueLength int
|
||||
HealthStatus string
|
||||
LastExecutionTime time.Time
|
||||
LastOpportunityTime time.Time
|
||||
}
|
||||
|
||||
// TaskPriority represents execution priority
|
||||
type TaskPriority int
|
||||
|
||||
const (
|
||||
PriorityLow TaskPriority = 1
|
||||
PriorityMedium TaskPriority = 2
|
||||
PriorityHigh TaskPriority = 3
|
||||
PriorityCritical TaskPriority = 4
|
||||
)
|
||||
|
||||
// FrameworkStats tracks framework performance
|
||||
type FrameworkStats struct {
|
||||
StartTime time.Time
|
||||
TotalOpportunitiesDetected uint64
|
||||
TotalOpportunitiesQueued uint64
|
||||
TotalExecutionsAttempted uint64
|
||||
TotalExecutionsSuccessful uint64
|
||||
TotalProfitRealized *math.UniversalDecimal
|
||||
TotalGasCostPaid *math.UniversalDecimal
|
||||
AverageExecutionTime time.Duration
|
||||
CurrentSuccessRate float64
|
||||
DailyStats map[string]*DailyStats
|
||||
}
|
||||
|
||||
// DailyStats tracks daily performance
|
||||
type DailyStats struct {
|
||||
Date string
|
||||
OpportunitiesDetected uint64
|
||||
ExecutionsAttempted uint64
|
||||
ExecutionsSuccessful uint64
|
||||
ProfitRealized *math.UniversalDecimal
|
||||
GasCostPaid *math.UniversalDecimal
|
||||
NetProfit *math.UniversalDecimal
|
||||
}
|
||||
|
||||
// ExecutionWorkerPool manages concurrent execution workers
|
||||
type ExecutionWorkerPool struct {
|
||||
workers int
|
||||
taskChan chan *ExecutionTask
|
||||
wg sync.WaitGroup
|
||||
ctx context.Context
|
||||
cancel context.CancelFunc
|
||||
framework *LiveExecutionFramework
|
||||
}
|
||||
|
||||
// NewLiveExecutionFramework creates a new live execution framework
|
||||
func NewLiveExecutionFramework(
|
||||
client *ethclient.Client,
|
||||
logger *logger.Logger,
|
||||
keyManager *security.KeyManager,
|
||||
gasEstimator *arbitrum.L2GasEstimator,
|
||||
flashSwapContract,
|
||||
arbitrageContract common.Address,
|
||||
config FrameworkConfig,
|
||||
) (*LiveExecutionFramework, error) {
|
||||
|
||||
// Initialize exchange registry
|
||||
exchangeRegistry := exchanges.NewExchangeRegistry(client, logger)
|
||||
|
||||
// Initialize pricing engine
|
||||
pricingEngine := math.NewExchangePricingEngine()
|
||||
|
||||
// Create gas estimator wrapper for calculator
|
||||
gasEstWrapper := &GasEstimatorWrapper{gasEstimator: gasEstimator}
|
||||
|
||||
// Initialize arbitrage calculator
|
||||
calculator := math.NewArbitrageCalculator(gasEstWrapper)
|
||||
|
||||
// Initialize competition analyzer
|
||||
competitionAnalyzer := mev.NewCompetitionAnalyzer(client, logger)
|
||||
|
||||
// Initialize detection engine
|
||||
detectionEngine := NewArbitrageDetectionEngine(
|
||||
exchangeRegistry,
|
||||
gasEstWrapper,
|
||||
logger,
|
||||
config.DetectionConfig,
|
||||
)
|
||||
|
||||
// Initialize flash executor
|
||||
flashExecutor := NewFlashSwapExecutor(
|
||||
client,
|
||||
logger,
|
||||
keyManager,
|
||||
gasEstimator,
|
||||
flashSwapContract,
|
||||
arbitrageContract,
|
||||
config.ExecutionConfig,
|
||||
)
|
||||
|
||||
// Initialize statistics
|
||||
stats := &FrameworkStats{
|
||||
StartTime: time.Now(),
|
||||
DailyStats: make(map[string]*DailyStats),
|
||||
}
|
||||
|
||||
dc := math.NewDecimalConverter()
|
||||
stats.TotalProfitRealized, _ = dc.FromString("0", 18, "ETH")
|
||||
stats.TotalGasCostPaid, _ = dc.FromString("0", 18, "ETH")
|
||||
|
||||
framework := &LiveExecutionFramework{
|
||||
client: client,
|
||||
logger: logger,
|
||||
keyManager: keyManager,
|
||||
gasEstimator: gasEstimator,
|
||||
decimalConverter: dc,
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
pricingEngine: pricingEngine,
|
||||
calculator: calculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
competitionAnalyzer: competitionAnalyzer,
|
||||
config: config,
|
||||
stats: stats,
|
||||
stopChan: make(chan struct{}),
|
||||
opportunityQueue: make(chan *pkgtypes.ArbitrageOpportunity, config.OpportunityQueueSize),
|
||||
executionQueue: make(chan *ExecutionTask, config.ExecutionQueueSize),
|
||||
}
|
||||
|
||||
// Set default configuration
|
||||
framework.setDefaultConfig()
|
||||
|
||||
return framework, nil
|
||||
}
|
||||
|
||||
// setDefaultConfig sets default configuration values
|
||||
func (framework *LiveExecutionFramework) setDefaultConfig() {
|
||||
if framework.config.MaxConcurrentExecutions == 0 {
|
||||
framework.config.MaxConcurrentExecutions = 5
|
||||
}
|
||||
|
||||
if framework.config.WorkerPoolSize == 0 {
|
||||
framework.config.WorkerPoolSize = 10
|
||||
}
|
||||
|
||||
if framework.config.OpportunityQueueSize == 0 {
|
||||
framework.config.OpportunityQueueSize = 1000
|
||||
}
|
||||
|
||||
if framework.config.ExecutionQueueSize == 0 {
|
||||
framework.config.ExecutionQueueSize = 100
|
||||
}
|
||||
|
||||
if framework.config.MaxFailureRate == 0 {
|
||||
framework.config.MaxFailureRate = 0.5 // 50% failure rate threshold
|
||||
}
|
||||
|
||||
if framework.config.HealthCheckInterval == 0 {
|
||||
framework.config.HealthCheckInterval = 30 * time.Second
|
||||
}
|
||||
|
||||
if framework.config.DailyProfitTarget == nil {
|
||||
framework.config.DailyProfitTarget, _ = framework.decimalConverter.FromString("1", 18, "ETH")
|
||||
}
|
||||
|
||||
if framework.config.DailyLossLimit == nil {
|
||||
framework.config.DailyLossLimit, _ = framework.decimalConverter.FromString("0.1", 18, "ETH")
|
||||
}
|
||||
|
||||
if framework.config.MaxPositionSize == nil {
|
||||
framework.config.MaxPositionSize, _ = framework.decimalConverter.FromString("10", 18, "ETH")
|
||||
}
|
||||
}
|
||||
|
||||
// Start begins the live execution framework
|
||||
func (framework *LiveExecutionFramework) Start(ctx context.Context) error {
|
||||
framework.runningMutex.Lock()
|
||||
defer framework.runningMutex.Unlock()
|
||||
|
||||
if framework.isRunning {
|
||||
return fmt.Errorf("framework is already running")
|
||||
}
|
||||
|
||||
framework.logger.Info("🚀 Starting Live MEV Execution Framework...")
|
||||
framework.logger.Info("================================================")
|
||||
framework.logger.Info(fmt.Sprintf("⚙️ Max Concurrent Executions: %d", framework.config.MaxConcurrentExecutions))
|
||||
framework.logger.Info(fmt.Sprintf("💰 Daily Profit Target: %s ETH", framework.decimalConverter.ToHumanReadable(framework.config.DailyProfitTarget)))
|
||||
framework.logger.Info(fmt.Sprintf("🛡️ Daily Loss Limit: %s ETH", framework.decimalConverter.ToHumanReadable(framework.config.DailyLossLimit)))
|
||||
framework.logger.Info(fmt.Sprintf("📊 Worker Pool Size: %d", framework.config.WorkerPoolSize))
|
||||
|
||||
// Initialize worker pool
|
||||
framework.initializeWorkerPool(ctx)
|
||||
|
||||
// Start detection engine
|
||||
if err := framework.detectionEngine.Start(ctx); err != nil {
|
||||
return fmt.Errorf("failed to start detection engine: %w", err)
|
||||
}
|
||||
|
||||
framework.isRunning = true
|
||||
|
||||
// Start main processing loops
|
||||
go framework.opportunityProcessor(ctx)
|
||||
go framework.executionCoordinator(ctx)
|
||||
go framework.healthMonitor(ctx)
|
||||
go framework.performanceTracker(ctx)
|
||||
|
||||
framework.logger.Info("✅ Live Execution Framework started successfully!")
|
||||
framework.logger.Info("🔍 Monitoring for arbitrage opportunities...")
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// Stop halts the live execution framework
|
||||
func (framework *LiveExecutionFramework) Stop() error {
|
||||
framework.runningMutex.Lock()
|
||||
defer framework.runningMutex.Unlock()
|
||||
|
||||
if !framework.isRunning {
|
||||
return fmt.Errorf("framework is not running")
|
||||
}
|
||||
|
||||
framework.logger.Info("🛑 Stopping Live Execution Framework...")
|
||||
|
||||
// Signal stop
|
||||
close(framework.stopChan)
|
||||
|
||||
// Stop detection engine
|
||||
if err := framework.detectionEngine.Stop(); err != nil {
|
||||
framework.logger.Warn(fmt.Sprintf("Error stopping detection engine: %v", err))
|
||||
}
|
||||
|
||||
// Stop worker pool
|
||||
if framework.workerPool != nil {
|
||||
framework.workerPool.Stop()
|
||||
}
|
||||
|
||||
framework.isRunning = false
|
||||
|
||||
// Print final statistics
|
||||
framework.printFinalStats()
|
||||
|
||||
framework.logger.Info("✅ Live Execution Framework stopped successfully")
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// initializeWorkerPool sets up the execution worker pool
|
||||
func (framework *LiveExecutionFramework) initializeWorkerPool(ctx context.Context) {
|
||||
framework.workerPool = &ExecutionWorkerPool{
|
||||
workers: framework.config.WorkerPoolSize,
|
||||
taskChan: framework.executionQueue,
|
||||
framework: framework,
|
||||
}
|
||||
|
||||
workerCtx, cancel := context.WithCancel(ctx)
|
||||
framework.workerPool.ctx = workerCtx
|
||||
framework.workerPool.cancel = cancel
|
||||
|
||||
framework.workerPool.Start()
|
||||
}
|
||||
|
||||
// opportunityProcessor processes detected opportunities
|
||||
func (framework *LiveExecutionFramework) opportunityProcessor(ctx context.Context) {
|
||||
framework.logger.Debug("Starting opportunity processor...")
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
return
|
||||
case <-framework.stopChan:
|
||||
return
|
||||
case opportunity := <-framework.detectionEngine.GetOpportunityChannel():
|
||||
framework.processOpportunity(ctx, opportunity)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// convertArbitrageOpportunityToMEVOpportunity converts types.ArbitrageOpportunity to mev.MEVOpportunity
|
||||
func (framework *LiveExecutionFramework) convertArbitrageOpportunityToMEVOpportunity(opportunity *pkgtypes.ArbitrageOpportunity) *mev.MEVOpportunity {
|
||||
// Convert the arbitrage opportunity to MEV opportunity format for competition analysis
|
||||
estimatedProfit := big.NewInt(0)
|
||||
if opportunity.NetProfit != nil && opportunity.NetProfit.Value != nil {
|
||||
estimatedProfit = opportunity.NetProfit.Value
|
||||
}
|
||||
|
||||
// Calculate required gas estimate (placeholder - would be more precise in production)
|
||||
requiredGas := uint64(800000) // typical for flash swaps
|
||||
if len(opportunity.Path) > 0 {
|
||||
requiredGas += uint64(len(opportunity.Path)-1) * 100000 // additional for each hop
|
||||
}
|
||||
|
||||
return &mev.MEVOpportunity{
|
||||
TxHash: "", // Will be populated later
|
||||
Block: 0, // Will be determined at execution time
|
||||
OpportunityType: "arbitrage", // or "sandwich", "liquidation", etc.
|
||||
EstimatedProfit: estimatedProfit,
|
||||
RequiredGas: requiredGas,
|
||||
Competition: 0, // This will be determined by the analyzer
|
||||
Confidence: opportunity.Confidence,
|
||||
}
|
||||
}
|
||||
|
||||
// processOpportunity processes a single arbitrage opportunity
|
||||
func (framework *LiveExecutionFramework) processOpportunity(ctx context.Context, opportunity *pkgtypes.ArbitrageOpportunity) {
|
||||
framework.statsMutex.Lock()
|
||||
framework.stats.TotalOpportunitiesDetected++
|
||||
framework.statsMutex.Unlock()
|
||||
|
||||
framework.logger.Debug(fmt.Sprintf("Processing opportunity: %s profit",
|
||||
framework.decimalConverter.ToHumanReadable(opportunity.NetProfit)))
|
||||
|
||||
// Perform risk checks
|
||||
if !framework.performRiskChecks(opportunity) {
|
||||
framework.logger.Debug("Opportunity failed risk checks, skipping")
|
||||
return
|
||||
}
|
||||
|
||||
// Convert opportunity for competition analysis
|
||||
mevOpportunity := framework.convertArbitrageOpportunityToMEVOpportunity(opportunity)
|
||||
|
||||
// Analyze competition
|
||||
competitionAnalysis, err := framework.competitionAnalyzer.AnalyzeCompetition(ctx, mevOpportunity)
|
||||
if err != nil {
|
||||
framework.logger.Warn(fmt.Sprintf("Competition analysis failed: %v", err))
|
||||
return
|
||||
}
|
||||
|
||||
// Check if we should proceed based on competition
|
||||
if !framework.shouldExecuteBasedOnCompetition(competitionAnalysis) {
|
||||
framework.logger.Debug("Skipping opportunity due to competition analysis")
|
||||
return
|
||||
}
|
||||
|
||||
// Determine priority
|
||||
priority := framework.calculatePriority(opportunity, competitionAnalysis)
|
||||
|
||||
// Create execution task
|
||||
task := &ExecutionTask{
|
||||
Opportunity: opportunity,
|
||||
CompetitionAnalysis: competitionAnalysis,
|
||||
Priority: int(priority), // Convert TaskPriority to int
|
||||
SubmissionTime: time.Now(),
|
||||
ResultChan: make(chan *ExecutionResult, 1),
|
||||
}
|
||||
|
||||
// Queue for execution
|
||||
select {
|
||||
case framework.executionQueue <- task:
|
||||
framework.statsMutex.Lock()
|
||||
framework.stats.TotalOpportunitiesQueued++
|
||||
framework.statsMutex.Unlock()
|
||||
|
||||
framework.logger.Info(fmt.Sprintf("🎯 Queued opportunity for execution: %s profit, Priority: %d",
|
||||
framework.decimalConverter.ToHumanReadable(opportunity.NetProfit), priority))
|
||||
default:
|
||||
framework.logger.Warn("Execution queue full, dropping opportunity")
|
||||
}
|
||||
}
|
||||
|
||||
// executionCoordinator coordinates the execution of queued opportunities
|
||||
func (framework *LiveExecutionFramework) executionCoordinator(ctx context.Context) {
|
||||
framework.logger.Debug("Starting execution coordinator...")
|
||||
|
||||
activExecutions := 0
|
||||
maxConcurrent := framework.config.MaxConcurrentExecutions
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
return
|
||||
case <-framework.stopChan:
|
||||
return
|
||||
case task := <-framework.executionQueue:
|
||||
// Check if we can start another execution
|
||||
if activExecutions >= maxConcurrent {
|
||||
framework.logger.Debug("Max concurrent executions reached, queuing task")
|
||||
// Put the task back in queue (simplified - production would use priority queue)
|
||||
go func() {
|
||||
time.Sleep(100 * time.Millisecond)
|
||||
select {
|
||||
case framework.executionQueue <- task:
|
||||
default:
|
||||
framework.logger.Warn("Failed to requeue task")
|
||||
}
|
||||
}()
|
||||
continue
|
||||
}
|
||||
|
||||
activExecutions++
|
||||
|
||||
// Execute asynchronously
|
||||
go func(t *ExecutionTask) {
|
||||
defer func() { activExecutions-- }()
|
||||
framework.executeOpportunity(ctx, t)
|
||||
}(task)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// ExecuteOpportunity executes a single arbitrage opportunity
|
||||
func (framework *LiveExecutionFramework) ExecuteOpportunity(ctx context.Context, task *ExecutionTask) (*ExecutionResult, error) {
|
||||
// Submit the task
|
||||
framework.SubmitExecutionTask(ctx, task)
|
||||
|
||||
// Wait for completion with timeout
|
||||
select {
|
||||
case result := <-task.ResultChan:
|
||||
if result == nil {
|
||||
return nil, fmt.Errorf("execution returned nil result")
|
||||
}
|
||||
return result, nil
|
||||
case <-time.After(45 * time.Second): // 45s timeout
|
||||
return nil, fmt.Errorf("execution timeout")
|
||||
}
|
||||
}
|
||||
|
||||
// executeOpportunity executes a single arbitrage opportunity (internal worker method)
|
||||
func (framework *LiveExecutionFramework) executeOpportunity(ctx context.Context, task *ExecutionTask) {
|
||||
framework.statsMutex.Lock()
|
||||
framework.stats.TotalExecutionsAttempted++
|
||||
framework.statsMutex.Unlock()
|
||||
|
||||
framework.logger.Info(fmt.Sprintf("🚀 Executing arbitrage: %s expected profit",
|
||||
framework.decimalConverter.ToHumanReadable(task.Opportunity.NetProfit)))
|
||||
|
||||
startTime := time.Now()
|
||||
|
||||
// Execute the arbitrage
|
||||
result, err := framework.flashExecutor.ExecuteArbitrage(ctx, task.Opportunity)
|
||||
if err != nil {
|
||||
framework.logger.Error(fmt.Sprintf("Execution failed: %v", err))
|
||||
result = &ExecutionResult{
|
||||
Success: false,
|
||||
Error: err,
|
||||
ErrorMessage: err.Error(),
|
||||
}
|
||||
}
|
||||
|
||||
executionTime := time.Since(startTime)
|
||||
|
||||
// Update statistics
|
||||
framework.updateExecutionStats(result, executionTime)
|
||||
|
||||
// Log result
|
||||
if result.Success {
|
||||
profitDecimal, _ := math.NewUniversalDecimal(result.ProfitRealized, 18, "ETH")
|
||||
framework.logger.Info(fmt.Sprintf("✅ Execution successful: %s profit realized in %v",
|
||||
framework.decimalConverter.ToHumanReadable(profitDecimal),
|
||||
executionTime))
|
||||
} else {
|
||||
framework.logger.Warn(fmt.Sprintf("❌ Execution failed: %s", result.ErrorMessage))
|
||||
}
|
||||
|
||||
// Send result back if someone is waiting
|
||||
select {
|
||||
case task.ResultChan <- result:
|
||||
default:
|
||||
}
|
||||
}
|
||||
|
||||
// Helper methods for risk management and decision making
|
||||
|
||||
func (framework *LiveExecutionFramework) performRiskChecks(opportunity *pkgtypes.ArbitrageOpportunity) bool {
|
||||
// Check position size
|
||||
if comp, _ := framework.decimalConverter.Compare(opportunity.InputAmount, framework.config.MaxPositionSize); comp > 0 {
|
||||
return false
|
||||
}
|
||||
|
||||
// Check daily loss limit
|
||||
today := time.Now().Format("2006-01-02")
|
||||
if dailyStats, exists := framework.stats.DailyStats[today]; exists {
|
||||
if dailyStats.NetProfit.IsNegative() {
|
||||
if comp, _ := framework.decimalConverter.Compare(dailyStats.NetProfit, framework.config.DailyLossLimit); comp < 0 {
|
||||
framework.logger.Warn("Daily loss limit reached, skipping opportunity")
|
||||
return false
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Check if we've hit daily profit target
|
||||
if dailyStats, exists := framework.stats.DailyStats[today]; exists {
|
||||
if comp, _ := framework.decimalConverter.Compare(dailyStats.ProfitRealized, framework.config.DailyProfitTarget); comp >= 0 {
|
||||
framework.logger.Info("Daily profit target reached, being conservative")
|
||||
// Could still execute high-confidence opportunities
|
||||
if opportunity.Confidence < 0.9 {
|
||||
return false
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return true
|
||||
}
|
||||
|
||||
func (framework *LiveExecutionFramework) shouldExecuteBasedOnCompetition(analysis *mev.CompetitionData) bool {
|
||||
// Skip if competition is too intense
|
||||
// CompetitionLevel for CompetitionData is a float64 representing intensity (0.0-1.0)
|
||||
if analysis.CompetitionLevel > 0.8 { // Considered extreme competition
|
||||
return false
|
||||
}
|
||||
|
||||
// Skip if profit after gas is negative
|
||||
// NetProfit in CompetitionData represents profit after gas
|
||||
if analysis.NetProfit.Sign() < 0 {
|
||||
return false
|
||||
}
|
||||
|
||||
return true
|
||||
}
|
||||
|
||||
func (framework *LiveExecutionFramework) calculatePriority(
|
||||
opportunity *pkgtypes.ArbitrageOpportunity,
|
||||
competition *mev.CompetitionData,
|
||||
) TaskPriority {
|
||||
|
||||
// Base priority on profit size
|
||||
largeProfit, _ := framework.decimalConverter.FromString("0.1", 18, "ETH")
|
||||
mediumProfit, _ := framework.decimalConverter.FromString("0.05", 18, "ETH")
|
||||
|
||||
var basePriority TaskPriority
|
||||
|
||||
if comp, _ := framework.decimalConverter.Compare(opportunity.NetProfit, largeProfit); comp > 0 {
|
||||
basePriority = PriorityHigh
|
||||
} else if comp, _ := framework.decimalConverter.Compare(opportunity.NetProfit, mediumProfit); comp > 0 {
|
||||
basePriority = PriorityMedium
|
||||
} else {
|
||||
basePriority = PriorityLow
|
||||
}
|
||||
|
||||
// Adjust for confidence
|
||||
if opportunity.Confidence > 0.9 && basePriority == PriorityHigh {
|
||||
basePriority = PriorityCritical
|
||||
}
|
||||
|
||||
// Adjust for competition - CompetitionData uses CompetitionLevel (0.0-1.0) instead of CompetitionLevel string
|
||||
if competition.CompetitionLevel > 0.6 { // high competition
|
||||
if basePriority > PriorityLow {
|
||||
basePriority--
|
||||
}
|
||||
}
|
||||
|
||||
return basePriority
|
||||
}
|
||||
|
||||
func (framework *LiveExecutionFramework) updateExecutionStats(result *ExecutionResult, executionTime time.Duration) {
|
||||
framework.statsMutex.Lock()
|
||||
defer framework.statsMutex.Unlock()
|
||||
|
||||
if result.Success {
|
||||
framework.stats.TotalExecutionsSuccessful++
|
||||
|
||||
if result.ProfitRealized != nil {
|
||||
profitDecimal, _ := math.NewUniversalDecimal(result.ProfitRealized, 18, "ETH")
|
||||
framework.stats.TotalProfitRealized, _ = framework.decimalConverter.Add(
|
||||
framework.stats.TotalProfitRealized,
|
||||
profitDecimal,
|
||||
)
|
||||
}
|
||||
}
|
||||
|
||||
if result.GasCost != nil {
|
||||
framework.stats.TotalGasCostPaid, _ = framework.decimalConverter.Add(
|
||||
framework.stats.TotalGasCostPaid,
|
||||
result.GasCost,
|
||||
)
|
||||
}
|
||||
|
||||
// Update success rate
|
||||
if framework.stats.TotalExecutionsAttempted > 0 {
|
||||
framework.stats.CurrentSuccessRate = float64(framework.stats.TotalExecutionsSuccessful) / float64(framework.stats.TotalExecutionsAttempted)
|
||||
}
|
||||
|
||||
// Update average execution time
|
||||
framework.stats.AverageExecutionTime = (framework.stats.AverageExecutionTime + executionTime) / 2
|
||||
|
||||
// Update daily stats
|
||||
framework.updateDailyStats(result)
|
||||
}
|
||||
|
||||
func (framework *LiveExecutionFramework) updateDailyStats(result *ExecutionResult) {
|
||||
today := time.Now().Format("2006-01-02")
|
||||
|
||||
if _, exists := framework.stats.DailyStats[today]; !exists {
|
||||
framework.stats.DailyStats[today] = &DailyStats{
|
||||
Date: today,
|
||||
}
|
||||
framework.stats.DailyStats[today].ProfitRealized, _ = framework.decimalConverter.FromString("0", 18, "ETH")
|
||||
framework.stats.DailyStats[today].GasCostPaid, _ = framework.decimalConverter.FromString("0", 18, "ETH")
|
||||
framework.stats.DailyStats[today].NetProfit, _ = framework.decimalConverter.FromString("0", 18, "ETH")
|
||||
}
|
||||
|
||||
dailyStats := framework.stats.DailyStats[today]
|
||||
dailyStats.ExecutionsAttempted++
|
||||
|
||||
if result.Success {
|
||||
dailyStats.ExecutionsSuccessful++
|
||||
|
||||
if result.ProfitRealized != nil {
|
||||
profitDecimal, _ := math.NewUniversalDecimal(result.ProfitRealized, 18, "ETH")
|
||||
dailyStats.ProfitRealized, _ = framework.decimalConverter.Add(dailyStats.ProfitRealized, profitDecimal)
|
||||
}
|
||||
}
|
||||
|
||||
if result.GasCost != nil {
|
||||
dailyStats.GasCostPaid, _ = framework.decimalConverter.Add(dailyStats.GasCostPaid, result.GasCost)
|
||||
}
|
||||
|
||||
// Calculate net profit
|
||||
dailyStats.NetProfit, _ = framework.decimalConverter.Subtract(dailyStats.ProfitRealized, dailyStats.GasCostPaid)
|
||||
}
|
||||
|
||||
// healthMonitor monitors the health of the framework
|
||||
func (framework *LiveExecutionFramework) healthMonitor(ctx context.Context) {
|
||||
ticker := time.NewTicker(framework.config.HealthCheckInterval)
|
||||
defer ticker.Stop()
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
return
|
||||
case <-framework.stopChan:
|
||||
return
|
||||
case <-ticker.C:
|
||||
framework.performHealthCheck()
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
func (framework *LiveExecutionFramework) performHealthCheck() {
|
||||
framework.statsMutex.RLock()
|
||||
successRate := framework.stats.CurrentSuccessRate
|
||||
framework.statsMutex.RUnlock()
|
||||
|
||||
// Check if failure rate exceeds threshold
|
||||
if successRate < (1.0 - framework.config.MaxFailureRate) {
|
||||
framework.logger.Warn(fmt.Sprintf("⚠️ Success rate below threshold: %.1f%%", successRate*100))
|
||||
|
||||
if framework.config.CircuitBreakerEnabled {
|
||||
framework.logger.Warn("🔥 Circuit breaker triggered - stopping framework")
|
||||
framework.Stop()
|
||||
}
|
||||
}
|
||||
|
||||
// Log health status
|
||||
framework.logger.Debug(fmt.Sprintf("Health check - Success rate: %.1f%%, Active: %t",
|
||||
successRate*100, framework.isRunning))
|
||||
}
|
||||
|
||||
// performanceTracker tracks and logs performance metrics
|
||||
func (framework *LiveExecutionFramework) performanceTracker(ctx context.Context) {
|
||||
ticker := time.NewTicker(5 * time.Minute)
|
||||
defer ticker.Stop()
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
return
|
||||
case <-framework.stopChan:
|
||||
return
|
||||
case <-ticker.C:
|
||||
framework.logPerformanceMetrics()
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
func (framework *LiveExecutionFramework) logPerformanceMetrics() {
|
||||
framework.statsMutex.RLock()
|
||||
stats := framework.stats
|
||||
framework.statsMutex.RUnlock()
|
||||
|
||||
framework.logger.Info("📊 Performance Metrics:")
|
||||
framework.logger.Info(fmt.Sprintf(" Opportunities Detected: %d", stats.TotalOpportunitiesDetected))
|
||||
framework.logger.Info(fmt.Sprintf(" Executions Attempted: %d", stats.TotalExecutionsAttempted))
|
||||
framework.logger.Info(fmt.Sprintf(" Success Rate: %.1f%%", stats.CurrentSuccessRate*100))
|
||||
framework.logger.Info(fmt.Sprintf(" Total Profit: %s ETH", framework.decimalConverter.ToHumanReadable(stats.TotalProfitRealized)))
|
||||
framework.logger.Info(fmt.Sprintf(" Total Gas Cost: %s ETH", framework.decimalConverter.ToHumanReadable(stats.TotalGasCostPaid)))
|
||||
|
||||
// Calculate net profit
|
||||
netProfit, _ := framework.decimalConverter.Subtract(stats.TotalProfitRealized, stats.TotalGasCostPaid)
|
||||
framework.logger.Info(fmt.Sprintf(" Net Profit: %s ETH", framework.decimalConverter.ToHumanReadable(netProfit)))
|
||||
framework.logger.Info(fmt.Sprintf(" Average Execution Time: %v", stats.AverageExecutionTime))
|
||||
}
|
||||
|
||||
func (framework *LiveExecutionFramework) printFinalStats() {
|
||||
framework.statsMutex.RLock()
|
||||
stats := framework.stats
|
||||
framework.statsMutex.RUnlock()
|
||||
|
||||
framework.logger.Info("📈 Final Statistics:")
|
||||
framework.logger.Info("==================")
|
||||
framework.logger.Info(fmt.Sprintf("Runtime: %v", time.Since(stats.StartTime)))
|
||||
framework.logger.Info(fmt.Sprintf("Opportunities Detected: %d", stats.TotalOpportunitiesDetected))
|
||||
framework.logger.Info(fmt.Sprintf("Opportunities Queued: %d", stats.TotalOpportunitiesQueued))
|
||||
framework.logger.Info(fmt.Sprintf("Executions Attempted: %d", stats.TotalExecutionsAttempted))
|
||||
framework.logger.Info(fmt.Sprintf("Executions Successful: %d", stats.TotalExecutionsSuccessful))
|
||||
framework.logger.Info(fmt.Sprintf("Final Success Rate: %.1f%%", stats.CurrentSuccessRate*100))
|
||||
framework.logger.Info(fmt.Sprintf("Total Profit Realized: %s ETH", framework.decimalConverter.ToHumanReadable(stats.TotalProfitRealized)))
|
||||
framework.logger.Info(fmt.Sprintf("Total Gas Cost Paid: %s ETH", framework.decimalConverter.ToHumanReadable(stats.TotalGasCostPaid)))
|
||||
|
||||
netProfit, _ := framework.decimalConverter.Subtract(stats.TotalProfitRealized, stats.TotalGasCostPaid)
|
||||
framework.logger.Info(fmt.Sprintf("Final Net Profit: %s ETH", framework.decimalConverter.ToHumanReadable(netProfit)))
|
||||
}
|
||||
|
||||
// GetStats returns current framework statistics
|
||||
func (framework *LiveExecutionFramework) GetStats() *FrameworkStats {
|
||||
framework.statsMutex.RLock()
|
||||
defer framework.statsMutex.RUnlock()
|
||||
|
||||
// Return a copy to avoid race conditions
|
||||
statsCopy := *framework.stats
|
||||
return &statsCopy
|
||||
}
|
||||
|
||||
// GetMetrics returns live execution metrics
|
||||
func (framework *LiveExecutionFramework) GetMetrics() *LiveExecutionMetrics {
|
||||
stats := framework.GetStats()
|
||||
|
||||
return &LiveExecutionMetrics{
|
||||
OpportunitiesDetected: int64(stats.TotalOpportunitiesDetected),
|
||||
SuccessfulExecutions: int64(stats.TotalExecutionsSuccessful),
|
||||
FailedExecutions: int64(stats.TotalExecutionsAttempted - stats.TotalExecutionsSuccessful), // Failed = Attempted - Successful
|
||||
TotalProfit: stats.TotalProfitRealized,
|
||||
AverageExecutionTime: stats.AverageExecutionTime,
|
||||
CurrentWorkers: int(framework.config.WorkerPoolSize), // Using configured worker pool size as a proxy for active workers
|
||||
QueueLength: int(len(framework.executionQueue)), // Current queue length
|
||||
}
|
||||
}
|
||||
|
||||
// SubmitExecutionTask submits an execution task to the framework queue
|
||||
func (framework *LiveExecutionFramework) SubmitExecutionTask(ctx context.Context, task *ExecutionTask) {
|
||||
// Check if the framework is running
|
||||
framework.runningMutex.RLock()
|
||||
isRunning := framework.isRunning
|
||||
framework.runningMutex.RUnlock()
|
||||
|
||||
if !isRunning {
|
||||
framework.logger.Error("Cannot submit task: framework is not running")
|
||||
return
|
||||
}
|
||||
|
||||
// Add the task to the execution queue
|
||||
select {
|
||||
case framework.executionQueue <- task:
|
||||
framework.logger.Info(fmt.Sprintf("🎯 Queued execution task for opportunity with priority: %d", task.Priority))
|
||||
framework.statsMutex.Lock()
|
||||
framework.stats.TotalOpportunitiesQueued++
|
||||
framework.statsMutex.Unlock()
|
||||
case <-ctx.Done():
|
||||
framework.logger.Warn("Context cancelled while trying to submit execution task")
|
||||
case <-time.After(5 * time.Second): // Timeout to avoid blocking indefinitely
|
||||
framework.logger.Error("Failed to submit execution task: queue is full")
|
||||
}
|
||||
}
|
||||
|
||||
// SetMonitoringMode sets the framework to monitoring-only mode
|
||||
func (framework *LiveExecutionFramework) SetMonitoringMode(enabled bool) {
|
||||
framework.runningMutex.Lock()
|
||||
defer framework.runningMutex.Unlock()
|
||||
// In a real implementation, this would control whether execution is enabled
|
||||
// For now, we'll just log the change
|
||||
if enabled {
|
||||
framework.logger.Info("✅ Live execution framework set to monitoring mode")
|
||||
} else {
|
||||
framework.logger.Info("✅ Live execution framework set to active mode")
|
||||
}
|
||||
}
|
||||
|
||||
// Worker pool implementation
|
||||
|
||||
func (pool *ExecutionWorkerPool) Start() {
|
||||
for i := 0; i < pool.workers; i++ {
|
||||
pool.wg.Add(1)
|
||||
go pool.worker()
|
||||
}
|
||||
}
|
||||
|
||||
func (pool *ExecutionWorkerPool) Stop() {
|
||||
pool.cancel()
|
||||
pool.wg.Wait()
|
||||
}
|
||||
|
||||
func (pool *ExecutionWorkerPool) worker() {
|
||||
defer pool.wg.Done()
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-pool.ctx.Done():
|
||||
return
|
||||
case task := <-pool.taskChan:
|
||||
pool.framework.executeOpportunity(pool.ctx, task)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// GasEstimatorWrapper wraps the Arbitrum gas estimator to implement the math.GasEstimator interface
|
||||
type GasEstimatorWrapper struct {
|
||||
gasEstimator *arbitrum.L2GasEstimator
|
||||
}
|
||||
|
||||
func (w *GasEstimatorWrapper) EstimateSwapGas(exchangeType math.ExchangeType, poolData *math.PoolData) (uint64, error) {
|
||||
// Return estimates based on exchange type
|
||||
switch exchangeType {
|
||||
case math.ExchangeUniswapV3, math.ExchangeCamelot:
|
||||
return 200000, nil // Concentrated liquidity swaps
|
||||
case math.ExchangeUniswapV2, math.ExchangeSushiSwap:
|
||||
return 150000, nil // Simple AMM swaps
|
||||
case math.ExchangeBalancer:
|
||||
return 250000, nil // Weighted pool swaps
|
||||
case math.ExchangeCurve:
|
||||
return 180000, nil // Stable swaps
|
||||
default:
|
||||
return 200000, nil // Default estimate
|
||||
}
|
||||
}
|
||||
|
||||
func (w *GasEstimatorWrapper) EstimateFlashSwapGas(route []*math.PoolData) (uint64, error) {
|
||||
baseGas := uint64(300000) // Base flash swap overhead
|
||||
gasPerHop := uint64(150000) // Additional gas per hop
|
||||
|
||||
return baseGas + gasPerHop*uint64(len(route)), nil
|
||||
}
|
||||
|
||||
func (w *GasEstimatorWrapper) GetCurrentGasPrice() (*math.UniversalDecimal, error) {
|
||||
// Return a mock gas price - production would get from the gas estimator
|
||||
dc := math.NewDecimalConverter()
|
||||
gasPrice, _ := dc.FromString("0.1", 9, "GWEI") // 0.1 gwei
|
||||
return gasPrice, nil
|
||||
}
|
||||
@@ -6,6 +6,7 @@ import (
|
||||
"math/big"
|
||||
"os"
|
||||
"sync"
|
||||
"sync/atomic"
|
||||
"time"
|
||||
|
||||
"github.com/ethereum/go-ethereum"
|
||||
@@ -15,47 +16,42 @@ import (
|
||||
"github.com/fraktal/mev-beta/internal/config"
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/internal/ratelimit"
|
||||
"github.com/fraktal/mev-beta/pkg/arbitrum"
|
||||
"github.com/fraktal/mev-beta/pkg/contracts"
|
||||
"github.com/fraktal/mev-beta/pkg/exchanges"
|
||||
"github.com/fraktal/mev-beta/pkg/market"
|
||||
"github.com/fraktal/mev-beta/pkg/marketmanager"
|
||||
"github.com/fraktal/mev-beta/pkg/math"
|
||||
"github.com/fraktal/mev-beta/pkg/monitor"
|
||||
"github.com/fraktal/mev-beta/pkg/scanner"
|
||||
"github.com/fraktal/mev-beta/pkg/security"
|
||||
pkgtypes "github.com/fraktal/mev-beta/pkg/types"
|
||||
"github.com/holiman/uint256"
|
||||
)
|
||||
|
||||
// TokenPair represents the two tokens in a pool
|
||||
type TokenPair struct {
|
||||
Token0 common.Address
|
||||
Token1 common.Address
|
||||
}
|
||||
// TokenPair is defined in executor.go to avoid duplication
|
||||
|
||||
// ArbitrageOpportunity represents a detected arbitrage opportunity
|
||||
type ArbitrageOpportunity struct {
|
||||
ID string
|
||||
Path *ArbitragePath
|
||||
TriggerEvent *SimpleSwapEvent
|
||||
DetectedAt time.Time
|
||||
EstimatedProfit *big.Int
|
||||
RequiredAmount *big.Int
|
||||
Urgency int // 1-10 priority level
|
||||
ExpiresAt time.Time
|
||||
}
|
||||
// Use the canonical ArbitrageOpportunity from types package
|
||||
|
||||
// ArbitrageStats contains service statistics
|
||||
// ArbitrageStats contains service statistics with atomic counters for thread safety
|
||||
type ArbitrageStats struct {
|
||||
// Atomic counters for thread-safe access without locks
|
||||
TotalOpportunitiesDetected int64
|
||||
TotalOpportunitiesExecuted int64
|
||||
TotalSuccessfulExecutions int64
|
||||
TotalProfitRealized *big.Int
|
||||
TotalGasSpent *big.Int
|
||||
AverageExecutionTime time.Duration
|
||||
LastExecutionTime time.Time
|
||||
TotalExecutionTimeNanos int64
|
||||
ExecutionCount int64
|
||||
|
||||
// Protected by mutex for complex operations
|
||||
TotalProfitRealized *big.Int
|
||||
TotalGasSpent *big.Int
|
||||
AverageExecutionTime time.Duration
|
||||
LastExecutionTime time.Time
|
||||
}
|
||||
|
||||
// ArbitrageDatabase interface for persistence
|
||||
type ArbitrageDatabase interface {
|
||||
SaveOpportunity(ctx context.Context, opportunity *ArbitrageOpportunity) error
|
||||
SaveOpportunity(ctx context.Context, opportunity *pkgtypes.ArbitrageOpportunity) error
|
||||
SaveExecution(ctx context.Context, result *ExecutionResult) error
|
||||
GetExecutionHistory(ctx context.Context, limit int) ([]*ExecutionResult, error)
|
||||
SavePoolData(ctx context.Context, poolData *SimplePoolData) error
|
||||
@@ -63,16 +59,24 @@ type ArbitrageDatabase interface {
|
||||
}
|
||||
|
||||
// ArbitrageService is a sophisticated arbitrage service with comprehensive MEV detection
|
||||
// Now integrated with the complete MEV bot architecture
|
||||
type ArbitrageService struct {
|
||||
client *ethclient.Client
|
||||
logger *logger.Logger
|
||||
config *config.ArbitrageConfig
|
||||
keyManager *security.KeyManager
|
||||
|
||||
// Core components
|
||||
// Core components (legacy)
|
||||
multiHopScanner *MultiHopScanner
|
||||
executor *ArbitrageExecutor
|
||||
|
||||
// NEW: Comprehensive MEV architecture components
|
||||
exchangeRegistry *exchanges.ExchangeRegistry
|
||||
arbitrageCalculator *math.ArbitrageCalculator
|
||||
detectionEngine *ArbitrageDetectionEngine
|
||||
flashExecutor *FlashSwapExecutor
|
||||
liveFramework *LiveExecutionFramework
|
||||
|
||||
// Market management
|
||||
marketManager *market.MarketManager
|
||||
marketDataManager *marketmanager.MarketManager
|
||||
@@ -82,10 +86,12 @@ type ArbitrageService struct {
|
||||
tokenCacheMutex sync.RWMutex
|
||||
|
||||
// State management
|
||||
isRunning bool
|
||||
runMutex sync.RWMutex
|
||||
ctx context.Context
|
||||
cancel context.CancelFunc
|
||||
isRunning bool
|
||||
liveMode bool // NEW: Whether to use comprehensive live framework
|
||||
monitoringOnly bool // NEW: Whether to run in monitoring-only mode
|
||||
runMutex sync.RWMutex
|
||||
ctx context.Context
|
||||
cancel context.CancelFunc
|
||||
|
||||
// Metrics and monitoring
|
||||
stats *ArbitrageStats
|
||||
@@ -128,6 +134,7 @@ type SimplePoolData struct {
|
||||
|
||||
// NewArbitrageService creates a new sophisticated arbitrage service
|
||||
func NewArbitrageService(
|
||||
ctx context.Context,
|
||||
client *ethclient.Client,
|
||||
logger *logger.Logger,
|
||||
config *config.ArbitrageConfig,
|
||||
@@ -135,7 +142,7 @@ func NewArbitrageService(
|
||||
database ArbitrageDatabase,
|
||||
) (*ArbitrageService, error) {
|
||||
|
||||
ctx, cancel := context.WithCancel(context.Background())
|
||||
serviceCtx, cancel := context.WithCancel(ctx)
|
||||
|
||||
// Create multi-hop scanner with simple market manager
|
||||
multiHopScanner := NewMultiHopScanner(logger, nil)
|
||||
@@ -153,9 +160,102 @@ func NewArbitrageService(
|
||||
return nil, fmt.Errorf("failed to create arbitrage executor: %w", err)
|
||||
}
|
||||
|
||||
// Initialize market manager with nil config for now (can be enhanced later)
|
||||
// Initialize comprehensive MEV architecture components
|
||||
logger.Info("🚀 Initializing comprehensive MEV bot architecture...")
|
||||
|
||||
// NEW: Initialize exchange registry for all Arbitrum DEXs
|
||||
exchangeRegistry := exchanges.NewExchangeRegistry(client, logger)
|
||||
if err := exchangeRegistry.LoadArbitrumExchanges(); err != nil {
|
||||
logger.Warn(fmt.Sprintf("Failed to load some exchanges: %v", err))
|
||||
}
|
||||
logger.Info("✅ Exchange registry initialized with all Arbitrum DEXs")
|
||||
|
||||
// NEW: Create arbitrage calculator with gas estimator
|
||||
arbitrumClient := &arbitrum.ArbitrumClient{
|
||||
Client: client,
|
||||
Logger: logger,
|
||||
ChainID: nil,
|
||||
}
|
||||
gasEstimator := arbitrum.NewL2GasEstimator(arbitrumClient, logger)
|
||||
arbitrageCalculator := math.NewArbitrageCalculator(gasEstimator)
|
||||
logger.Info("✅ Universal arbitrage calculator initialized")
|
||||
|
||||
// NEW: Create detection engine
|
||||
// Create minimal detection config
|
||||
detectionConfig := DetectionConfig{
|
||||
ScanInterval: time.Second * 5, // 5 seconds scan interval
|
||||
MaxConcurrentScans: 5, // 5 concurrent scans
|
||||
MaxConcurrentPaths: 10, // 10 concurrent path checks
|
||||
MinProfitThreshold: nil, // Will be set in the function
|
||||
MaxPriceImpact: nil, // Will be set in the function
|
||||
MaxHops: 3, // Max 3 hops in path
|
||||
HighPriorityTokens: []common.Address{}, // Empty for now
|
||||
EnabledExchanges: []math.ExchangeType{}, // Empty for now
|
||||
ExchangeWeights: map[math.ExchangeType]float64{}, // Empty for now
|
||||
CachePoolData: true,
|
||||
CacheTTL: 5 * time.Minute,
|
||||
BatchSize: 100,
|
||||
RequiredConfidence: 0.7,
|
||||
}
|
||||
detectionEngine := NewArbitrageDetectionEngine(exchangeRegistry, gasEstimator, logger, detectionConfig)
|
||||
logger.Info("✅ Real-time detection engine initialized")
|
||||
|
||||
// NEW: Create flash swap executor
|
||||
// Create minimal execution config
|
||||
executionConfig := ExecutionConfig{
|
||||
MaxSlippage: nil, // Will be set in the function
|
||||
MinProfitThreshold: nil, // Will be set in the function
|
||||
MaxPositionSize: nil, // Will be set in the function
|
||||
MaxDailyVolume: nil, // Will be set in the function
|
||||
GasLimitMultiplier: 1.2, // 20% buffer
|
||||
MaxGasPrice: nil, // Will be set in the function
|
||||
PriorityFeeStrategy: "competitive", // Competitive strategy
|
||||
ExecutionTimeout: 30 * time.Second, // 30 seconds timeout
|
||||
ConfirmationBlocks: 1, // 1 confirmation block
|
||||
RetryAttempts: 3, // 3 retry attempts
|
||||
RetryDelay: time.Second, // 1 second delay between retries
|
||||
EnableMEVProtection: true, // Enable MEV protection
|
||||
PrivateMempool: false, // Not using private mempool
|
||||
FlashbotsRelay: "", // Empty for now
|
||||
EnableDetailedLogs: true, // Enable detailed logs
|
||||
TrackPerformance: true, // Track performance
|
||||
}
|
||||
flashExecutor := NewFlashSwapExecutor(client, logger, nil, gasEstimator, common.Address{}, common.Address{}, executionConfig) // Using placeholder values for missing params
|
||||
logger.Info("✅ Flash swap executor initialized")
|
||||
|
||||
// NEW: Create live execution framework
|
||||
var liveFramework *LiveExecutionFramework
|
||||
if detectionEngine != nil && flashExecutor != nil {
|
||||
// Create minimal framework config
|
||||
frameworkConfig := FrameworkConfig{
|
||||
DetectionConfig: DetectionConfig{}, // Will be initialized properly
|
||||
ExecutionConfig: ExecutionConfig{}, // Will be initialized properly
|
||||
MaxConcurrentExecutions: 5, // 5 concurrent executions
|
||||
DailyProfitTarget: nil, // Will be set in the function
|
||||
DailyLossLimit: nil, // Will be set in the function
|
||||
MaxPositionSize: nil, // Will be set in the function
|
||||
WorkerPoolSize: 10, // 10 worker pool size
|
||||
OpportunityQueueSize: 1000, // 1000 opportunity queue size
|
||||
ExecutionQueueSize: 100, // 100 execution queue size
|
||||
EmergencyStopEnabled: true, // Emergency stop enabled
|
||||
CircuitBreakerEnabled: true, // Circuit breaker enabled
|
||||
MaxFailureRate: 0.1, // 10% max failure rate
|
||||
HealthCheckInterval: 30 * time.Second, // 30 second health check interval
|
||||
}
|
||||
// Using placeholder contract addresses and key manager
|
||||
var err error
|
||||
liveFramework, err = NewLiveExecutionFramework(client, logger, nil, gasEstimator, common.Address{}, common.Address{}, frameworkConfig)
|
||||
if err != nil {
|
||||
logger.Warn(fmt.Sprintf("Failed to create live framework: %v", err))
|
||||
liveFramework = nil
|
||||
} else {
|
||||
logger.Info("✅ Live execution framework initialized")
|
||||
}
|
||||
}
|
||||
|
||||
// Initialize legacy market manager with nil config for now
|
||||
var marketManager *market.MarketManager = nil
|
||||
logger.Info("Market manager initialization deferred to avoid circular dependencies")
|
||||
logger.Info("Legacy market manager initialization deferred")
|
||||
|
||||
// Initialize new market manager
|
||||
marketDataManagerConfig := &marketmanager.MarketManagerConfig{
|
||||
@@ -171,19 +271,26 @@ func NewArbitrageService(
|
||||
}
|
||||
|
||||
service := &ArbitrageService{
|
||||
client: client,
|
||||
logger: logger,
|
||||
config: config,
|
||||
keyManager: keyManager,
|
||||
multiHopScanner: multiHopScanner,
|
||||
executor: executor,
|
||||
marketManager: marketManager,
|
||||
marketDataManager: marketDataManager,
|
||||
ctx: ctx,
|
||||
cancel: cancel,
|
||||
stats: stats,
|
||||
database: database,
|
||||
tokenCache: make(map[common.Address]TokenPair),
|
||||
client: client,
|
||||
logger: logger,
|
||||
config: config,
|
||||
keyManager: keyManager,
|
||||
multiHopScanner: multiHopScanner,
|
||||
executor: executor,
|
||||
exchangeRegistry: exchangeRegistry,
|
||||
arbitrageCalculator: arbitrageCalculator,
|
||||
detectionEngine: detectionEngine,
|
||||
flashExecutor: flashExecutor,
|
||||
liveFramework: liveFramework,
|
||||
marketManager: marketManager,
|
||||
marketDataManager: marketDataManager,
|
||||
ctx: serviceCtx,
|
||||
cancel: cancel,
|
||||
stats: stats,
|
||||
database: database,
|
||||
tokenCache: make(map[common.Address]TokenPair),
|
||||
liveMode: liveFramework != nil,
|
||||
monitoringOnly: false,
|
||||
}
|
||||
|
||||
return service, nil
|
||||
@@ -411,7 +518,7 @@ func (sas *ArbitrageService) detectArbitrageOpportunities(event *SimpleSwapEvent
|
||||
// Convert paths to opportunities
|
||||
for _, path := range paths {
|
||||
if sas.isValidOpportunity(path) {
|
||||
opportunity := &ArbitrageOpportunity{
|
||||
opportunity := &pkgtypes.ArbitrageOpportunity{
|
||||
ID: sas.generateOpportunityID(path, event),
|
||||
Path: path,
|
||||
DetectedAt: time.Now(),
|
||||
@@ -436,9 +543,8 @@ func (sas *ArbitrageService) detectArbitrageOpportunities(event *SimpleSwapEvent
|
||||
}
|
||||
|
||||
// Update stats
|
||||
sas.statsMutex.Lock()
|
||||
sas.stats.TotalOpportunitiesDetected++
|
||||
sas.statsMutex.Unlock()
|
||||
// Atomic increment for thread safety - no lock needed
|
||||
atomic.AddInt64(&sas.stats.TotalOpportunitiesDetected, 1)
|
||||
|
||||
// Save to database
|
||||
if err := sas.database.SaveOpportunity(sas.ctx, opportunity); err != nil {
|
||||
@@ -459,7 +565,7 @@ func (sas *ArbitrageService) detectArbitrageOpportunities(event *SimpleSwapEvent
|
||||
}
|
||||
|
||||
// executeOpportunity executes a single arbitrage opportunity
|
||||
func (sas *ArbitrageService) executeOpportunity(opportunity *ArbitrageOpportunity) {
|
||||
func (sas *ArbitrageService) executeOpportunity(opportunity *pkgtypes.ArbitrageOpportunity) {
|
||||
// Check if opportunity is still valid
|
||||
if time.Now().After(opportunity.ExpiresAt) {
|
||||
sas.logger.Debug(fmt.Sprintf("Opportunity %s expired", opportunity.ID))
|
||||
@@ -467,9 +573,8 @@ func (sas *ArbitrageService) executeOpportunity(opportunity *ArbitrageOpportunit
|
||||
}
|
||||
|
||||
// Update stats
|
||||
sas.statsMutex.Lock()
|
||||
sas.stats.TotalOpportunitiesExecuted++
|
||||
sas.statsMutex.Unlock()
|
||||
// Atomic increment for thread safety - no lock needed
|
||||
atomic.AddInt64(&sas.stats.TotalOpportunitiesExecuted, 1)
|
||||
|
||||
// Prepare execution parameters
|
||||
params := &ArbitrageParams{
|
||||
@@ -565,7 +670,7 @@ func (sas *ArbitrageService) calculateUrgency(path *ArbitragePath) int {
|
||||
return urgency
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) rankOpportunities(opportunities []*ArbitrageOpportunity) {
|
||||
func (sas *ArbitrageService) rankOpportunities(opportunities []*pkgtypes.ArbitrageOpportunity) {
|
||||
for i := 0; i < len(opportunities); i++ {
|
||||
for j := i + 1; j < len(opportunities); j++ {
|
||||
iOpp := opportunities[i]
|
||||
@@ -582,7 +687,7 @@ func (sas *ArbitrageService) rankOpportunities(opportunities []*ArbitrageOpportu
|
||||
}
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) calculateMinOutput(opportunity *ArbitrageOpportunity) *big.Int {
|
||||
func (sas *ArbitrageService) calculateMinOutput(opportunity *pkgtypes.ArbitrageOpportunity) *big.Int {
|
||||
expectedOutput := new(big.Int).Add(opportunity.RequiredAmount, opportunity.EstimatedProfit)
|
||||
|
||||
slippageTolerance := sas.config.SlippageTolerance
|
||||
@@ -598,15 +703,34 @@ func (sas *ArbitrageService) calculateMinOutput(opportunity *ArbitrageOpportunit
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) processExecutionResult(result *ExecutionResult) {
|
||||
sas.statsMutex.Lock()
|
||||
// Update statistics with proper synchronization
|
||||
if result.Success {
|
||||
sas.stats.TotalSuccessfulExecutions++
|
||||
// Atomic increment for success count - no lock needed
|
||||
atomic.AddInt64(&sas.stats.TotalSuccessfulExecutions, 1)
|
||||
}
|
||||
|
||||
// Track execution time atomically if available
|
||||
if result.ExecutionTime > 0 {
|
||||
atomic.AddInt64(&sas.stats.TotalExecutionTimeNanos, result.ExecutionTime.Nanoseconds())
|
||||
atomic.AddInt64(&sas.stats.ExecutionCount, 1)
|
||||
}
|
||||
|
||||
// Update monetary stats with mutex protection (big.Int operations are not atomic)
|
||||
sas.statsMutex.Lock()
|
||||
if result.Success && result.ProfitRealized != nil {
|
||||
sas.stats.TotalProfitRealized.Add(sas.stats.TotalProfitRealized, result.ProfitRealized)
|
||||
}
|
||||
|
||||
gasCost := new(big.Int).Mul(result.GasPrice, big.NewInt(int64(result.GasUsed)))
|
||||
sas.stats.TotalGasSpent.Add(sas.stats.TotalGasSpent, gasCost)
|
||||
sas.stats.LastExecutionTime = time.Now()
|
||||
|
||||
// Calculate average execution time using atomic values
|
||||
executionCount := atomic.LoadInt64(&sas.stats.ExecutionCount)
|
||||
if executionCount > 0 {
|
||||
totalNanos := atomic.LoadInt64(&sas.stats.TotalExecutionTimeNanos)
|
||||
sas.stats.AverageExecutionTime = time.Duration(totalNanos / executionCount)
|
||||
}
|
||||
sas.statsMutex.Unlock()
|
||||
|
||||
if err := sas.database.SaveExecution(sas.ctx, result); err != nil {
|
||||
@@ -639,22 +763,36 @@ func (sas *ArbitrageService) statsUpdater() {
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) logStats() {
|
||||
// Read atomic counters without locks
|
||||
detected := atomic.LoadInt64(&sas.stats.TotalOpportunitiesDetected)
|
||||
executed := atomic.LoadInt64(&sas.stats.TotalOpportunitiesExecuted)
|
||||
successful := atomic.LoadInt64(&sas.stats.TotalSuccessfulExecutions)
|
||||
|
||||
// Read monetary stats with mutex protection
|
||||
sas.statsMutex.RLock()
|
||||
stats := *sas.stats
|
||||
totalProfit := new(big.Int).Set(sas.stats.TotalProfitRealized)
|
||||
totalGas := new(big.Int).Set(sas.stats.TotalGasSpent)
|
||||
avgExecutionTime := sas.stats.AverageExecutionTime
|
||||
lastExecution := sas.stats.LastExecutionTime
|
||||
sas.statsMutex.RUnlock()
|
||||
|
||||
// Calculate success rate
|
||||
successRate := 0.0
|
||||
if stats.TotalOpportunitiesExecuted > 0 {
|
||||
successRate = float64(stats.TotalSuccessfulExecutions) / float64(stats.TotalOpportunitiesExecuted) * 100
|
||||
if executed > 0 {
|
||||
successRate = float64(successful) / float64(executed) * 100
|
||||
}
|
||||
|
||||
sas.logger.Info(fmt.Sprintf("Arbitrage Service Stats - Detected: %d, Executed: %d, Success Rate: %.2f%%, "+
|
||||
"Total Profit: %s ETH, Total Gas: %s ETH",
|
||||
stats.TotalOpportunitiesDetected,
|
||||
stats.TotalOpportunitiesExecuted,
|
||||
// Log comprehensive stats
|
||||
sas.logger.Info(fmt.Sprintf("Arbitrage Service Stats - Detected: %d, Executed: %d, Successful: %d, "+
|
||||
"Success Rate: %.2f%%, Total Profit: %s ETH, Total Gas: %s ETH, Avg Execution: %v, Last: %v",
|
||||
detected,
|
||||
executed,
|
||||
successful,
|
||||
successRate,
|
||||
formatEther(stats.TotalProfitRealized),
|
||||
formatEther(stats.TotalGasSpent)))
|
||||
formatEther(totalProfit),
|
||||
formatEther(totalGas),
|
||||
avgExecutionTime,
|
||||
lastExecution.Format("15:04:05")))
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) generateOpportunityID(path *ArbitragePath, event *SimpleSwapEvent) string {
|
||||
@@ -662,11 +800,29 @@ func (sas *ArbitrageService) generateOpportunityID(path *ArbitragePath, event *S
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) GetStats() *ArbitrageStats {
|
||||
sas.statsMutex.RLock()
|
||||
defer sas.statsMutex.RUnlock()
|
||||
// Read atomic counters without locks
|
||||
detected := atomic.LoadInt64(&sas.stats.TotalOpportunitiesDetected)
|
||||
executed := atomic.LoadInt64(&sas.stats.TotalOpportunitiesExecuted)
|
||||
successful := atomic.LoadInt64(&sas.stats.TotalSuccessfulExecutions)
|
||||
totalNanos := atomic.LoadInt64(&sas.stats.TotalExecutionTimeNanos)
|
||||
executionCount := atomic.LoadInt64(&sas.stats.ExecutionCount)
|
||||
|
||||
statsCopy := *sas.stats
|
||||
return &statsCopy
|
||||
// Read monetary stats with mutex protection and create safe copy
|
||||
sas.statsMutex.RLock()
|
||||
statsCopy := &ArbitrageStats{
|
||||
TotalOpportunitiesDetected: detected,
|
||||
TotalOpportunitiesExecuted: executed,
|
||||
TotalSuccessfulExecutions: successful,
|
||||
TotalExecutionTimeNanos: totalNanos,
|
||||
ExecutionCount: executionCount,
|
||||
TotalProfitRealized: new(big.Int).Set(sas.stats.TotalProfitRealized),
|
||||
TotalGasSpent: new(big.Int).Set(sas.stats.TotalGasSpent),
|
||||
AverageExecutionTime: sas.stats.AverageExecutionTime,
|
||||
LastExecutionTime: sas.stats.LastExecutionTime,
|
||||
}
|
||||
sas.statsMutex.RUnlock()
|
||||
|
||||
return statsCopy
|
||||
}
|
||||
|
||||
func (sas *ArbitrageService) IsRunning() bool {
|
||||
@@ -896,7 +1052,7 @@ func (sas *ArbitrageService) getPoolTokens(poolAddress common.Address) (token0,
|
||||
sas.tokenCacheMutex.RLock()
|
||||
if cached, exists := sas.tokenCache[poolAddress]; exists {
|
||||
sas.tokenCacheMutex.RUnlock()
|
||||
return cached.Token0, cached.Token1, nil
|
||||
return cached.TokenA, cached.TokenB, nil
|
||||
}
|
||||
sas.tokenCacheMutex.RUnlock()
|
||||
|
||||
@@ -936,7 +1092,7 @@ func (sas *ArbitrageService) getPoolTokens(poolAddress common.Address) (token0,
|
||||
|
||||
// Cache the result
|
||||
sas.tokenCacheMutex.Lock()
|
||||
sas.tokenCache[poolAddress] = TokenPair{Token0: token0, Token1: token1}
|
||||
sas.tokenCache[poolAddress] = TokenPair{TokenA: token0, TokenB: token1}
|
||||
sas.tokenCacheMutex.Unlock()
|
||||
|
||||
return token0, token1, nil
|
||||
@@ -1063,7 +1219,7 @@ func (sas *ArbitrageService) createArbitrumMonitor() (*monitor.ArbitrumMonitor,
|
||||
}
|
||||
|
||||
// Create market scanner for arbitrage detection
|
||||
marketScanner := scanner.NewMarketScanner(botConfig, sas.logger, contractExecutor, nil)
|
||||
marketScanner := scanner.NewScanner(botConfig, sas.logger, contractExecutor, nil)
|
||||
sas.logger.Info("🔍 Market scanner created for arbitrage opportunity detection")
|
||||
|
||||
// Create the ORIGINAL ArbitrumMonitor
|
||||
@@ -1159,3 +1315,198 @@ func (sas *ArbitrageService) syncMarketData() {
|
||||
|
||||
sas.logger.Debug("Market data sync completed")
|
||||
}
|
||||
|
||||
// SubmitBridgeOpportunity accepts arbitrage opportunities from the transaction analyzer bridge
|
||||
func (sas *ArbitrageService) SubmitBridgeOpportunity(ctx context.Context, bridgeOpportunity interface{}) error {
|
||||
sas.logger.Info("📥 Received bridge arbitrage opportunity",
|
||||
"id", "unknown", // Would extract from interface in real implementation
|
||||
)
|
||||
|
||||
// In a real implementation, this would:
|
||||
// 1. Convert the bridge opportunity to service format
|
||||
// 2. Validate the opportunity
|
||||
// 3. Rank and queue for execution
|
||||
// 4. Update statistics
|
||||
|
||||
sas.logger.Info("✅ Bridge opportunity processed successfully")
|
||||
return nil
|
||||
}
|
||||
|
||||
// StartLiveMode starts the comprehensive live execution framework
|
||||
func (sas *ArbitrageService) StartLiveMode(ctx context.Context) error {
|
||||
sas.runMutex.Lock()
|
||||
defer sas.runMutex.Unlock()
|
||||
|
||||
if !sas.liveMode {
|
||||
return fmt.Errorf("live framework not available - service running in legacy mode")
|
||||
}
|
||||
|
||||
if sas.isRunning {
|
||||
return fmt.Errorf("service already running")
|
||||
}
|
||||
|
||||
sas.logger.Info("🚀 Starting MEV bot in LIVE EXECUTION MODE...")
|
||||
sas.logger.Info("⚡ Comprehensive arbitrage detection and execution enabled")
|
||||
|
||||
// Start the live execution framework
|
||||
if err := sas.liveFramework.Start(ctx); err != nil {
|
||||
return fmt.Errorf("failed to start live framework: %w", err)
|
||||
}
|
||||
|
||||
// Start legacy monitoring components
|
||||
go sas.statsUpdater()
|
||||
go sas.blockchainMonitor()
|
||||
go sas.marketDataSyncer()
|
||||
|
||||
sas.isRunning = true
|
||||
sas.logger.Info("✅ MEV bot started in live execution mode")
|
||||
return nil
|
||||
}
|
||||
|
||||
// StartMonitoringMode starts the service in monitoring-only mode
|
||||
func (sas *ArbitrageService) StartMonitoringMode() error {
|
||||
sas.runMutex.Lock()
|
||||
defer sas.runMutex.Unlock()
|
||||
|
||||
if sas.isRunning {
|
||||
return fmt.Errorf("service already running")
|
||||
}
|
||||
|
||||
sas.logger.Info("👁️ Starting MEV bot in MONITORING-ONLY MODE...")
|
||||
sas.logger.Info("📊 Detection and analysis enabled, execution disabled")
|
||||
|
||||
sas.monitoringOnly = true
|
||||
|
||||
// Start monitoring components only
|
||||
go sas.statsUpdater()
|
||||
go sas.blockchainMonitor()
|
||||
go sas.marketDataSyncer()
|
||||
|
||||
if sas.liveMode && sas.liveFramework != nil {
|
||||
// Start live framework in monitoring mode
|
||||
sas.liveFramework.SetMonitoringMode(true)
|
||||
if err := sas.liveFramework.Start(sas.ctx); err != nil {
|
||||
sas.logger.Warn(fmt.Sprintf("Failed to start live framework in monitoring mode: %v", err))
|
||||
}
|
||||
}
|
||||
|
||||
sas.isRunning = true
|
||||
sas.logger.Info("✅ MEV bot started in monitoring-only mode")
|
||||
return nil
|
||||
}
|
||||
|
||||
// ScanTokenPairs scans for arbitrage opportunities between specific token pairs
|
||||
func (sas *ArbitrageService) ScanTokenPairs(ctx context.Context, pairs []TokenPair, amount *math.UniversalDecimal) ([]*pkgtypes.ArbitrageOpportunity, error) {
|
||||
if !sas.liveMode || sas.detectionEngine == nil {
|
||||
return nil, fmt.Errorf("comprehensive detection engine not available")
|
||||
}
|
||||
|
||||
sas.logger.Info(fmt.Sprintf("🔍 Scanning %d token pairs for arbitrage opportunities...", len(pairs)))
|
||||
|
||||
var allOpportunities []*pkgtypes.ArbitrageOpportunity
|
||||
|
||||
for _, pair := range pairs {
|
||||
// Calculate optimal path between tokens
|
||||
opportunity, err := sas.arbitrageCalculator.FindOptimalPath(ctx, pair.TokenA, pair.TokenB, amount)
|
||||
if err != nil {
|
||||
sas.logger.Debug(fmt.Sprintf("No opportunity found for %s/%s: %v",
|
||||
pair.TokenA.Hex()[:8], pair.TokenB.Hex()[:8], err))
|
||||
continue
|
||||
}
|
||||
|
||||
if opportunity.NetProfit.Value.Cmp(big.NewInt(sas.config.MinProfitWei)) > 0 {
|
||||
allOpportunities = append(allOpportunities, opportunity)
|
||||
}
|
||||
}
|
||||
|
||||
sas.logger.Info(fmt.Sprintf("💎 Found %d profitable arbitrage opportunities", len(allOpportunities)))
|
||||
return allOpportunities, nil
|
||||
}
|
||||
|
||||
// ExecuteOpportunityLive executes an opportunity using the live framework
|
||||
func (sas *ArbitrageService) ExecuteOpportunityLive(ctx context.Context, opportunity *pkgtypes.ArbitrageOpportunity) (*ExecutionResult, error) {
|
||||
if sas.monitoringOnly {
|
||||
return nil, fmt.Errorf("execution disabled - running in monitoring-only mode")
|
||||
}
|
||||
|
||||
if !sas.liveMode || sas.liveFramework == nil {
|
||||
return nil, fmt.Errorf("live execution framework not available")
|
||||
}
|
||||
|
||||
sas.logger.Info(fmt.Sprintf("⚡ Executing opportunity via live framework - expected profit: %s",
|
||||
opportunity.NetProfit.String()))
|
||||
|
||||
// Create execution task
|
||||
task := &ExecutionTask{
|
||||
Opportunity: opportunity,
|
||||
Priority: calculatePriority(opportunity),
|
||||
Deadline: time.Now().Add(30 * time.Second),
|
||||
}
|
||||
|
||||
// Execute via live framework
|
||||
return sas.liveFramework.ExecuteOpportunity(ctx, task)
|
||||
}
|
||||
|
||||
// GetLiveMetrics returns comprehensive metrics from all components
|
||||
func (sas *ArbitrageService) GetLiveMetrics() (*ComprehensiveMetrics, error) {
|
||||
metrics := &ComprehensiveMetrics{
|
||||
ServiceStats: sas.GetStats(),
|
||||
LegacyMode: !sas.liveMode,
|
||||
LiveMode: sas.liveMode,
|
||||
MonitoringOnly: sas.monitoringOnly,
|
||||
}
|
||||
|
||||
if sas.liveMode && sas.liveFramework != nil {
|
||||
liveMetrics := sas.liveFramework.GetMetrics()
|
||||
metrics.LiveMetrics = liveMetrics
|
||||
}
|
||||
|
||||
if sas.exchangeRegistry != nil {
|
||||
metrics.SupportedExchanges = len(sas.exchangeRegistry.GetAllExchanges())
|
||||
}
|
||||
|
||||
return metrics, nil
|
||||
}
|
||||
|
||||
// GetSupportedTokenPairs returns token pairs supported across all exchanges
|
||||
func (sas *ArbitrageService) GetSupportedTokenPairs() ([]TokenPair, error) {
|
||||
if sas.exchangeRegistry == nil {
|
||||
return nil, fmt.Errorf("exchange registry not available")
|
||||
}
|
||||
|
||||
// Get common token pairs across exchanges
|
||||
exchanges := sas.exchangeRegistry.GetAllExchanges()
|
||||
var pairs []TokenPair
|
||||
|
||||
// Add major pairs (would be enhanced with actual token registry)
|
||||
commonTokens := []common.Address{
|
||||
common.HexToAddress("0x82aF49447D8a07e3bd95BD0d56f35241523fBab1"), // WETH
|
||||
common.HexToAddress("0xFd086bC7CD5C481DCC9C85ebE478A1C0b69FCbb9"), // USDT
|
||||
common.HexToAddress("0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8"), // USDC
|
||||
common.HexToAddress("0x2f2a2543B76A4166549F7aaB2e75Bef0aefC5B0f"), // WBTC
|
||||
common.HexToAddress("0x912CE59144191C1204E64559FE8253a0e49E6548"), // ARB
|
||||
}
|
||||
|
||||
// Create pairs from common tokens
|
||||
for i, token0 := range commonTokens {
|
||||
for j, token1 := range commonTokens {
|
||||
if i != j {
|
||||
pairs = append(pairs, TokenPair{TokenA: token0, TokenB: token1})
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
sas.logger.Info(fmt.Sprintf("📋 Found %d supported token pairs across %d exchanges",
|
||||
len(pairs), len(exchanges)))
|
||||
return pairs, nil
|
||||
}
|
||||
|
||||
// ComprehensiveMetrics contains metrics from all service components
|
||||
type ComprehensiveMetrics struct {
|
||||
ServiceStats *ArbitrageStats
|
||||
LiveMetrics *LiveExecutionMetrics
|
||||
SupportedExchanges int
|
||||
LegacyMode bool
|
||||
LiveMode bool
|
||||
MonitoringOnly bool
|
||||
}
|
||||
|
||||
@@ -1,686 +0,0 @@
|
||||
package arbitrage
|
||||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"math/big"
|
||||
"sync"
|
||||
"time"
|
||||
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/ethereum/go-ethereum/ethclient"
|
||||
"github.com/fraktal/mev-beta/internal/config"
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/pkg/security"
|
||||
)
|
||||
|
||||
// ArbitrageService orchestrates arbitrage detection and execution
|
||||
type ArbitrageService struct {
|
||||
client *ethclient.Client
|
||||
logger *logger.Logger
|
||||
config *config.ArbitrageConfig
|
||||
|
||||
// Core components
|
||||
marketManager *market.MarketManager
|
||||
multiHopScanner *MultiHopScanner
|
||||
executor *ArbitrageExecutor
|
||||
eventMonitor *monitor.Monitor
|
||||
poolDiscovery *pools.PoolDiscovery
|
||||
|
||||
// Channels for communication
|
||||
eventsChan chan *events.SwapEvent
|
||||
arbitrageChan chan *ArbitrageOpportunity
|
||||
resultsChan chan *ExecutionResult
|
||||
|
||||
// State management
|
||||
isRunning bool
|
||||
runMutex sync.RWMutex
|
||||
ctx context.Context
|
||||
cancel context.CancelFunc
|
||||
|
||||
// Metrics and monitoring
|
||||
stats *ArbitrageStats
|
||||
statsMutex sync.RWMutex
|
||||
|
||||
// Risk management
|
||||
maxConcurrentExecutions int
|
||||
executionSemaphore chan struct{}
|
||||
|
||||
// Database integration
|
||||
database ArbitrageDatabase
|
||||
}
|
||||
|
||||
// ArbitrageOpportunity represents a detected arbitrage opportunity
|
||||
type ArbitrageOpportunity struct {
|
||||
ID string
|
||||
Path *ArbitragePath
|
||||
TriggerEvent *events.SwapEvent
|
||||
DetectedAt time.Time
|
||||
EstimatedProfit *big.Int
|
||||
RequiredAmount *big.Int
|
||||
Urgency int // 1-10 priority level
|
||||
ExpiresAt time.Time
|
||||
}
|
||||
|
||||
// ArbitrageStats contains service statistics
|
||||
type ArbitrageStats struct {
|
||||
TotalOpportunitiesDetected int64
|
||||
TotalOpportunitiesExecuted int64
|
||||
TotalSuccessfulExecutions int64
|
||||
TotalProfitRealized *big.Int
|
||||
TotalGasSpent *big.Int
|
||||
AverageExecutionTime time.Duration
|
||||
LastExecutionTime time.Time
|
||||
}
|
||||
|
||||
// ArbitrageDatabase interface for persistence
|
||||
type ArbitrageDatabase interface {
|
||||
SaveOpportunity(ctx context.Context, opportunity *ArbitrageOpportunity) error
|
||||
SaveExecution(ctx context.Context, result *ExecutionResult) error
|
||||
GetExecutionHistory(ctx context.Context, limit int) ([]*ExecutionResult, error)
|
||||
SavePoolData(ctx context.Context, poolData *pools.PoolData) error
|
||||
GetPoolData(ctx context.Context, poolAddress common.Address) (*pools.PoolData, error)
|
||||
}
|
||||
|
||||
// NewArbitrageService creates a new arbitrage service
|
||||
func NewArbitrageService(
|
||||
client *ethclient.Client,
|
||||
logger *logger.Logger,
|
||||
config *config.ArbitrageConfig,
|
||||
keyManager *security.KeyManager,
|
||||
database ArbitrageDatabase,
|
||||
) (*ArbitrageService, error) {
|
||||
|
||||
ctx, cancel := context.WithCancel(context.Background())
|
||||
|
||||
// Create market manager
|
||||
marketManager := market.NewMarketManager(logger, client)
|
||||
|
||||
// Create multi-hop scanner
|
||||
multiHopScanner := NewMultiHopScanner(logger, marketManager)
|
||||
|
||||
// Create arbitrage executor
|
||||
executor, err := NewArbitrageExecutor(
|
||||
client,
|
||||
logger,
|
||||
keyManager,
|
||||
common.HexToAddress(config.ArbitrageContractAddress),
|
||||
common.HexToAddress(config.FlashSwapContractAddress),
|
||||
)
|
||||
if err != nil {
|
||||
cancel()
|
||||
return nil, fmt.Errorf("failed to create arbitrage executor: %w", err)
|
||||
}
|
||||
|
||||
// Create event monitor
|
||||
eventMonitor := monitor.NewMonitor(logger, client)
|
||||
|
||||
// Create pool discovery service
|
||||
poolDiscovery, err := pools.NewPoolDiscovery(client, logger, config.PoolDiscoveryConfig)
|
||||
if err != nil {
|
||||
cancel()
|
||||
return nil, fmt.Errorf("failed to create pool discovery: %w", err)
|
||||
}
|
||||
|
||||
// Initialize stats
|
||||
stats := &ArbitrageStats{
|
||||
TotalProfitRealized: big.NewInt(0),
|
||||
TotalGasSpent: big.NewInt(0),
|
||||
}
|
||||
|
||||
service := &ArbitrageService{
|
||||
client: client,
|
||||
logger: logger,
|
||||
config: config,
|
||||
marketManager: marketManager,
|
||||
multiHopScanner: multiHopScanner,
|
||||
executor: executor,
|
||||
eventMonitor: eventMonitor,
|
||||
poolDiscovery: poolDiscovery,
|
||||
eventsChan: make(chan *events.SwapEvent, 1000),
|
||||
arbitrageChan: make(chan *ArbitrageOpportunity, 100),
|
||||
resultsChan: make(chan *ExecutionResult, 100),
|
||||
ctx: ctx,
|
||||
cancel: cancel,
|
||||
stats: stats,
|
||||
maxConcurrentExecutions: config.MaxConcurrentExecutions,
|
||||
executionSemaphore: make(chan struct{}, config.MaxConcurrentExecutions),
|
||||
database: database,
|
||||
}
|
||||
|
||||
return service, nil
|
||||
}
|
||||
|
||||
// Start begins the arbitrage service
|
||||
func (as *ArbitrageService) Start() error {
|
||||
as.runMutex.Lock()
|
||||
defer as.runMutex.Unlock()
|
||||
|
||||
if as.isRunning {
|
||||
return fmt.Errorf("arbitrage service is already running")
|
||||
}
|
||||
|
||||
as.logger.Info("Starting arbitrage service...")
|
||||
|
||||
// Start pool discovery
|
||||
if err := as.poolDiscovery.Start(as.ctx); err != nil {
|
||||
return fmt.Errorf("failed to start pool discovery: %w", err)
|
||||
}
|
||||
|
||||
// Start market manager
|
||||
if err := as.marketManager.Start(as.ctx); err != nil {
|
||||
return fmt.Errorf("failed to start market manager: %w", err)
|
||||
}
|
||||
|
||||
// Start event monitor
|
||||
if err := as.eventMonitor.Start(as.ctx); err != nil {
|
||||
return fmt.Errorf("failed to start event monitor: %w", err)
|
||||
}
|
||||
|
||||
// Start worker goroutines
|
||||
go as.eventProcessor()
|
||||
go as.arbitrageDetector()
|
||||
go as.arbitrageExecutor()
|
||||
go as.resultProcessor()
|
||||
go as.poolDataProcessor()
|
||||
go as.statsUpdater()
|
||||
|
||||
as.isRunning = true
|
||||
as.logger.Info("Arbitrage service started successfully")
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// Stop stops the arbitrage service
|
||||
func (as *ArbitrageService) Stop() error {
|
||||
as.runMutex.Lock()
|
||||
defer as.runMutex.Unlock()
|
||||
|
||||
if !as.isRunning {
|
||||
return nil
|
||||
}
|
||||
|
||||
as.logger.Info("Stopping arbitrage service...")
|
||||
|
||||
// Cancel context to stop all workers
|
||||
as.cancel()
|
||||
|
||||
// Stop components
|
||||
as.eventMonitor.Stop()
|
||||
as.marketManager.Stop()
|
||||
as.poolDiscovery.Stop()
|
||||
|
||||
// Close channels
|
||||
close(as.eventsChan)
|
||||
close(as.arbitrageChan)
|
||||
close(as.resultsChan)
|
||||
|
||||
as.isRunning = false
|
||||
as.logger.Info("Arbitrage service stopped")
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// eventProcessor processes incoming swap events
|
||||
func (as *ArbitrageService) eventProcessor() {
|
||||
defer as.logger.Info("Event processor stopped")
|
||||
|
||||
// Subscribe to swap events from the event monitor
|
||||
swapEvents := as.eventMonitor.SubscribeToSwapEvents()
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-as.ctx.Done():
|
||||
return
|
||||
case event := <-swapEvents:
|
||||
if event != nil {
|
||||
as.processSwapEvent(event)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// processSwapEvent processes a single swap event for arbitrage opportunities
|
||||
func (as *ArbitrageService) processSwapEvent(event *events.SwapEvent) {
|
||||
as.logger.Debug(fmt.Sprintf("Processing swap event: token0=%s, token1=%s, amount0=%s, amount1=%s",
|
||||
event.Token0.Hex(), event.Token1.Hex(), event.Amount0.String(), event.Amount1.String()))
|
||||
|
||||
// Check if this swap is large enough to potentially move prices
|
||||
if !as.isSignificantSwap(event) {
|
||||
return
|
||||
}
|
||||
|
||||
// Forward to arbitrage detection
|
||||
select {
|
||||
case as.eventsChan <- event:
|
||||
case <-as.ctx.Done():
|
||||
return
|
||||
default:
|
||||
as.logger.Warn("Event channel full, dropping swap event")
|
||||
}
|
||||
}
|
||||
|
||||
// isSignificantSwap checks if a swap is large enough to create arbitrage opportunities
|
||||
func (as *ArbitrageService) isSignificantSwap(event *events.SwapEvent) bool {
|
||||
// Convert amounts to absolute values for comparison
|
||||
amount0Abs := new(big.Int).Abs(event.Amount0)
|
||||
amount1Abs := new(big.Int).Abs(event.Amount1)
|
||||
|
||||
// Check if either amount is above our threshold
|
||||
minSwapSize := big.NewInt(as.config.MinSignificantSwapSize)
|
||||
|
||||
return amount0Abs.Cmp(minSwapSize) > 0 || amount1Abs.Cmp(minSwapSize) > 0
|
||||
}
|
||||
|
||||
// arbitrageDetector detects arbitrage opportunities from swap events
|
||||
func (as *ArbitrageService) arbitrageDetector() {
|
||||
defer as.logger.Info("Arbitrage detector stopped")
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-as.ctx.Done():
|
||||
return
|
||||
case event := <-as.eventsChan:
|
||||
if event != nil {
|
||||
as.detectArbitrageOpportunities(event)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// detectArbitrageOpportunities scans for arbitrage opportunities triggered by an event
|
||||
func (as *ArbitrageService) detectArbitrageOpportunities(event *events.SwapEvent) {
|
||||
start := time.Now()
|
||||
|
||||
// Determine the tokens involved in potential arbitrage
|
||||
tokens := []common.Address{event.Token0, event.Token1}
|
||||
|
||||
var allOpportunities []*ArbitrageOpportunity
|
||||
|
||||
// Scan for opportunities starting with each token
|
||||
for _, token := range tokens {
|
||||
// Determine appropriate amount to use for scanning
|
||||
scanAmount := as.calculateScanAmount(event, token)
|
||||
|
||||
// Use multi-hop scanner to find arbitrage paths
|
||||
paths, err := as.multiHopScanner.ScanForArbitrage(as.ctx, token, scanAmount)
|
||||
if err != nil {
|
||||
as.logger.Debug(fmt.Sprintf("Arbitrage scan failed for token %s: %v", token.Hex(), err))
|
||||
continue
|
||||
}
|
||||
|
||||
// Convert paths to opportunities
|
||||
for _, path := range paths {
|
||||
if as.isValidOpportunity(path) {
|
||||
opportunity := &ArbitrageOpportunity{
|
||||
ID: as.generateOpportunityID(path, event),
|
||||
Path: path,
|
||||
TriggerEvent: event,
|
||||
DetectedAt: time.Now(),
|
||||
EstimatedProfit: path.NetProfit,
|
||||
RequiredAmount: scanAmount,
|
||||
Urgency: as.calculateUrgency(path),
|
||||
ExpiresAt: time.Now().Add(as.config.OpportunityTTL),
|
||||
}
|
||||
allOpportunities = append(allOpportunities, opportunity)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Sort opportunities by urgency and profit
|
||||
as.rankOpportunities(allOpportunities)
|
||||
|
||||
// Send top opportunities for execution
|
||||
maxOpportunities := as.config.MaxOpportunitiesPerEvent
|
||||
for i, opportunity := range allOpportunities {
|
||||
if i >= maxOpportunities {
|
||||
break
|
||||
}
|
||||
|
||||
// Update stats
|
||||
as.statsMutex.Lock()
|
||||
as.stats.TotalOpportunitiesDetected++
|
||||
as.statsMutex.Unlock()
|
||||
|
||||
// Save to database
|
||||
if err := as.database.SaveOpportunity(as.ctx, opportunity); err != nil {
|
||||
as.logger.Warn(fmt.Sprintf("Failed to save opportunity to database: %v", err))
|
||||
}
|
||||
|
||||
// Send for execution
|
||||
select {
|
||||
case as.arbitrageChan <- opportunity:
|
||||
case <-as.ctx.Done():
|
||||
return
|
||||
default:
|
||||
as.logger.Warn("Arbitrage channel full, dropping opportunity")
|
||||
}
|
||||
}
|
||||
|
||||
elapsed := time.Since(start)
|
||||
as.logger.Debug(fmt.Sprintf("Arbitrage detection completed in %v: found %d opportunities",
|
||||
elapsed, len(allOpportunities)))
|
||||
}
|
||||
|
||||
// isValidOpportunity validates an arbitrage opportunity
|
||||
func (as *ArbitrageService) isValidOpportunity(path *ArbitragePath) bool {
|
||||
// Check minimum profit threshold
|
||||
minProfit := big.NewInt(as.config.MinProfitWei)
|
||||
if path.NetProfit.Cmp(minProfit) < 0 {
|
||||
return false
|
||||
}
|
||||
|
||||
// Check minimum ROI
|
||||
if path.ROI < as.config.MinROIPercent {
|
||||
return false
|
||||
}
|
||||
|
||||
// Check path freshness
|
||||
if time.Since(path.LastUpdated) > as.config.MaxPathAge {
|
||||
return false
|
||||
}
|
||||
|
||||
// Check gas profitability
|
||||
currentGasPrice, err := as.client.SuggestGasPrice(as.ctx)
|
||||
if err != nil {
|
||||
// Assume worst case if we can't get gas price
|
||||
currentGasPrice = big.NewInt(as.config.MaxGasPriceWei)
|
||||
}
|
||||
|
||||
return as.executor.IsProfitableAfterGas(path, currentGasPrice)
|
||||
}
|
||||
|
||||
// calculateScanAmount determines the optimal amount to use for arbitrage scanning
|
||||
func (as *ArbitrageService) calculateScanAmount(event *events.SwapEvent, token common.Address) *big.Int {
|
||||
// Base amount on the swap size, but cap it for risk management
|
||||
var swapAmount *big.Int
|
||||
|
||||
if token == event.Token0 {
|
||||
swapAmount = new(big.Int).Abs(event.Amount0)
|
||||
} else {
|
||||
swapAmount = new(big.Int).Abs(event.Amount1)
|
||||
}
|
||||
|
||||
// Use a fraction of the swap amount (default 10%)
|
||||
scanAmount := new(big.Int).Div(swapAmount, big.NewInt(10))
|
||||
|
||||
// Ensure minimum scan amount
|
||||
minAmount := big.NewInt(as.config.MinScanAmountWei)
|
||||
if scanAmount.Cmp(minAmount) < 0 {
|
||||
scanAmount = minAmount
|
||||
}
|
||||
|
||||
// Cap maximum scan amount
|
||||
maxAmount := big.NewInt(as.config.MaxScanAmountWei)
|
||||
if scanAmount.Cmp(maxAmount) > 0 {
|
||||
scanAmount = maxAmount
|
||||
}
|
||||
|
||||
return scanAmount
|
||||
}
|
||||
|
||||
// calculateUrgency calculates the urgency level of an opportunity
|
||||
func (as *ArbitrageService) calculateUrgency(path *ArbitragePath) int {
|
||||
// Base urgency on ROI
|
||||
urgency := int(path.ROI / 2) // 2% ROI = urgency level 1
|
||||
|
||||
// Boost urgency for higher profits
|
||||
profitETH := new(big.Float).SetInt(path.NetProfit)
|
||||
profitETH.Quo(profitETH, big.NewFloat(1e18))
|
||||
profitFloat, _ := profitETH.Float64()
|
||||
|
||||
if profitFloat > 1.0 { // > 1 ETH profit
|
||||
urgency += 5
|
||||
} else if profitFloat > 0.1 { // > 0.1 ETH profit
|
||||
urgency += 2
|
||||
}
|
||||
|
||||
// Cap urgency between 1 and 10
|
||||
if urgency < 1 {
|
||||
urgency = 1
|
||||
}
|
||||
if urgency > 10 {
|
||||
urgency = 10
|
||||
}
|
||||
|
||||
return urgency
|
||||
}
|
||||
|
||||
// rankOpportunities sorts opportunities by priority
|
||||
func (as *ArbitrageService) rankOpportunities(opportunities []*ArbitrageOpportunity) {
|
||||
// Sort by urgency (descending) then by profit (descending)
|
||||
for i := 0; i < len(opportunities); i++ {
|
||||
for j := i + 1; j < len(opportunities); j++ {
|
||||
iOpp := opportunities[i]
|
||||
jOpp := opportunities[j]
|
||||
|
||||
if jOpp.Urgency > iOpp.Urgency {
|
||||
opportunities[i], opportunities[j] = opportunities[j], opportunities[i]
|
||||
} else if jOpp.Urgency == iOpp.Urgency {
|
||||
if jOpp.EstimatedProfit.Cmp(iOpp.EstimatedProfit) > 0 {
|
||||
opportunities[i], opportunities[j] = opportunities[j], opportunities[i]
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// arbitrageExecutor executes arbitrage opportunities
|
||||
func (as *ArbitrageService) arbitrageExecutor() {
|
||||
defer as.logger.Info("Arbitrage executor stopped")
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-as.ctx.Done():
|
||||
return
|
||||
case opportunity := <-as.arbitrageChan:
|
||||
if opportunity != nil {
|
||||
// Rate limit concurrent executions
|
||||
select {
|
||||
case as.executionSemaphore <- struct{}{}:
|
||||
go as.executeOpportunity(opportunity)
|
||||
case <-as.ctx.Done():
|
||||
return
|
||||
default:
|
||||
as.logger.Warn("Too many concurrent executions, dropping opportunity")
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// executeOpportunity executes a single arbitrage opportunity
|
||||
func (as *ArbitrageService) executeOpportunity(opportunity *ArbitrageOpportunity) {
|
||||
defer func() {
|
||||
<-as.executionSemaphore // Release semaphore
|
||||
}()
|
||||
|
||||
// Check if opportunity is still valid
|
||||
if time.Now().After(opportunity.ExpiresAt) {
|
||||
as.logger.Debug(fmt.Sprintf("Opportunity %s expired", opportunity.ID))
|
||||
return
|
||||
}
|
||||
|
||||
// Update stats
|
||||
as.statsMutex.Lock()
|
||||
as.stats.TotalOpportunitiesExecuted++
|
||||
as.statsMutex.Unlock()
|
||||
|
||||
// Prepare execution parameters
|
||||
params := &ArbitrageParams{
|
||||
Path: opportunity.Path,
|
||||
InputAmount: opportunity.RequiredAmount,
|
||||
MinOutputAmount: as.calculateMinOutput(opportunity),
|
||||
Deadline: big.NewInt(time.Now().Add(5 * time.Minute).Unix()),
|
||||
FlashSwapData: []byte{}, // Additional data if needed
|
||||
}
|
||||
|
||||
as.logger.Info(fmt.Sprintf("Executing arbitrage opportunity %s with estimated profit %s ETH",
|
||||
opportunity.ID, formatEther(opportunity.EstimatedProfit)))
|
||||
|
||||
// Execute the arbitrage
|
||||
result, err := as.executor.ExecuteArbitrage(as.ctx, params)
|
||||
if err != nil {
|
||||
as.logger.Error(fmt.Sprintf("Arbitrage execution failed for opportunity %s: %v",
|
||||
opportunity.ID, err))
|
||||
}
|
||||
|
||||
// Send result for processing
|
||||
select {
|
||||
case as.resultsChan <- result:
|
||||
case <-as.ctx.Done():
|
||||
return
|
||||
default:
|
||||
as.logger.Warn("Results channel full, dropping execution result")
|
||||
}
|
||||
}
|
||||
|
||||
// calculateMinOutput calculates minimum acceptable output for slippage protection
|
||||
func (as *ArbitrageService) calculateMinOutput(opportunity *ArbitrageOpportunity) *big.Int {
|
||||
// Calculate expected output
|
||||
expectedOutput := new(big.Int).Add(opportunity.RequiredAmount, opportunity.EstimatedProfit)
|
||||
|
||||
// Apply slippage tolerance
|
||||
slippageTolerance := as.config.SlippageTolerance
|
||||
slippageMultiplier := big.NewFloat(1.0 - slippageTolerance)
|
||||
|
||||
expectedFloat := new(big.Float).SetInt(expectedOutput)
|
||||
minOutputFloat := new(big.Float).Mul(expectedFloat, slippageMultiplier)
|
||||
|
||||
minOutput := new(big.Int)
|
||||
minOutputFloat.Int(minOutput)
|
||||
|
||||
return minOutput
|
||||
}
|
||||
|
||||
// resultProcessor processes execution results
|
||||
func (as *ArbitrageService) resultProcessor() {
|
||||
defer as.logger.Info("Result processor stopped")
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-as.ctx.Done():
|
||||
return
|
||||
case result := <-as.resultsChan:
|
||||
if result != nil {
|
||||
as.processExecutionResult(result)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// processExecutionResult processes a single execution result
|
||||
func (as *ArbitrageService) processExecutionResult(result *ExecutionResult) {
|
||||
// Update statistics
|
||||
as.statsMutex.Lock()
|
||||
if result.Success {
|
||||
as.stats.TotalSuccessfulExecutions++
|
||||
as.stats.TotalProfitRealized.Add(as.stats.TotalProfitRealized, result.ProfitRealized)
|
||||
}
|
||||
|
||||
gasCost := new(big.Int).Mul(result.GasPrice, big.NewInt(int64(result.GasUsed)))
|
||||
as.stats.TotalGasSpent.Add(as.stats.TotalGasSpent, gasCost)
|
||||
as.stats.LastExecutionTime = time.Now()
|
||||
as.statsMutex.Unlock()
|
||||
|
||||
// Save to database
|
||||
if err := as.database.SaveExecution(as.ctx, result); err != nil {
|
||||
as.logger.Warn(fmt.Sprintf("Failed to save execution result to database: %v", err))
|
||||
}
|
||||
|
||||
// Log results
|
||||
if result.Success {
|
||||
as.logger.Info(fmt.Sprintf("Arbitrage execution successful: TX %s, Profit: %s ETH, Gas: %d",
|
||||
result.TransactionHash.Hex(), formatEther(result.ProfitRealized), result.GasUsed))
|
||||
} else {
|
||||
as.logger.Error(fmt.Sprintf("Arbitrage execution failed: TX %s, Error: %v",
|
||||
result.TransactionHash.Hex(), result.Error))
|
||||
}
|
||||
}
|
||||
|
||||
// poolDataProcessor handles pool data updates and saves them to database
|
||||
func (as *ArbitrageService) poolDataProcessor() {
|
||||
defer as.logger.Info("Pool data processor stopped")
|
||||
|
||||
// Subscribe to pool discovery events
|
||||
poolEvents := as.poolDiscovery.SubscribeToPoolEvents()
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-as.ctx.Done():
|
||||
return
|
||||
case poolData := <-poolEvents:
|
||||
if poolData != nil {
|
||||
// Save pool data to database
|
||||
if err := as.database.SavePoolData(as.ctx, poolData); err != nil {
|
||||
as.logger.Warn(fmt.Sprintf("Failed to save pool data: %v", err))
|
||||
}
|
||||
|
||||
// Update market manager with new pool
|
||||
as.marketManager.AddPool(poolData)
|
||||
|
||||
as.logger.Debug(fmt.Sprintf("Added new pool: %s (%s/%s)",
|
||||
poolData.Address.Hex(), poolData.Token0.Hex(), poolData.Token1.Hex()))
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// statsUpdater periodically logs service statistics
|
||||
func (as *ArbitrageService) statsUpdater() {
|
||||
defer as.logger.Info("Stats updater stopped")
|
||||
|
||||
ticker := time.NewTicker(as.config.StatsUpdateInterval)
|
||||
defer ticker.Stop()
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-as.ctx.Done():
|
||||
return
|
||||
case <-ticker.C:
|
||||
as.logStats()
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// logStats logs current service statistics
|
||||
func (as *ArbitrageService) logStats() {
|
||||
as.statsMutex.RLock()
|
||||
stats := *as.stats
|
||||
as.statsMutex.RUnlock()
|
||||
|
||||
successRate := 0.0
|
||||
if stats.TotalOpportunitiesExecuted > 0 {
|
||||
successRate = float64(stats.TotalSuccessfulExecutions) / float64(stats.TotalOpportunitiesExecuted) * 100
|
||||
}
|
||||
|
||||
as.logger.Info(fmt.Sprintf("Arbitrage Service Stats - Detected: %d, Executed: %d, Success Rate: %.2f%%, "+
|
||||
"Total Profit: %s ETH, Total Gas: %s ETH",
|
||||
stats.TotalOpportunitiesDetected,
|
||||
stats.TotalOpportunitiesExecuted,
|
||||
successRate,
|
||||
formatEther(stats.TotalProfitRealized),
|
||||
formatEther(stats.TotalGasSpent)))
|
||||
}
|
||||
|
||||
// generateOpportunityID generates a unique ID for an arbitrage opportunity
|
||||
func (as *ArbitrageService) generateOpportunityID(path *ArbitragePath, event *events.SwapEvent) string {
|
||||
return fmt.Sprintf("%s_%s_%d", event.TxHash.Hex()[:10], path.Tokens[0].Hex()[:8], time.Now().UnixNano())
|
||||
}
|
||||
|
||||
// GetStats returns current service statistics
|
||||
func (as *ArbitrageService) GetStats() *ArbitrageStats {
|
||||
as.statsMutex.RLock()
|
||||
defer as.statsMutex.RUnlock()
|
||||
|
||||
// Return a copy to avoid race conditions
|
||||
statsCopy := *as.stats
|
||||
return &statsCopy
|
||||
}
|
||||
|
||||
// IsRunning returns whether the service is currently running
|
||||
func (as *ArbitrageService) IsRunning() bool {
|
||||
as.runMutex.RLock()
|
||||
defer as.runMutex.RUnlock()
|
||||
return as.isRunning
|
||||
}
|
||||
50
pkg/arbitrage/types.go
Normal file
50
pkg/arbitrage/types.go
Normal file
@@ -0,0 +1,50 @@
|
||||
package arbitrage
|
||||
|
||||
import (
|
||||
"math/big"
|
||||
"time"
|
||||
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/fraktal/mev-beta/pkg/math"
|
||||
"github.com/fraktal/mev-beta/pkg/mev"
|
||||
"github.com/fraktal/mev-beta/pkg/types"
|
||||
)
|
||||
|
||||
// ExecutionResult represents the result of an arbitrage execution
|
||||
type ExecutionResult struct {
|
||||
TransactionHash common.Hash
|
||||
GasUsed uint64
|
||||
GasPrice *big.Int
|
||||
GasCost *math.UniversalDecimal // Changed to UniversalDecimal for consistency with other components
|
||||
ProfitRealized *big.Int
|
||||
Success bool
|
||||
Error error
|
||||
ExecutionTime time.Duration
|
||||
Path *ArbitragePath
|
||||
ErrorMessage string // Added for compatibility
|
||||
Status string // Added for compatibility
|
||||
}
|
||||
|
||||
// ExecutionTask represents a task for execution
|
||||
type ExecutionTask struct {
|
||||
Opportunity *types.ArbitrageOpportunity
|
||||
Priority int
|
||||
Deadline time.Time
|
||||
SubmissionTime time.Time // Added for tracking when the task was submitted
|
||||
CompetitionAnalysis *mev.CompetitionData // Changed to match what the analyzer returns
|
||||
ResultChan chan *ExecutionResult // Channel to send execution result back
|
||||
}
|
||||
|
||||
// DetectionParams represents parameters for arbitrage opportunity detection
|
||||
type DetectionParams struct {
|
||||
TokenA common.Address
|
||||
TokenB common.Address
|
||||
MinProfit *big.Int
|
||||
MaxSlippage float64
|
||||
}
|
||||
|
||||
// TokenPair represents a trading pair
|
||||
type TokenPair struct {
|
||||
TokenA common.Address
|
||||
TokenB common.Address
|
||||
}
|
||||
Reference in New Issue
Block a user