saving in place
This commit is contained in:
Krypto Kajun
23
pkg/arbitrum/market/config.go
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23
pkg/arbitrum/market/config.go
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@@ -0,0 +1,23 @@
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package market
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import (
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"fmt"
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"os"
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"gopkg.in/yaml.v3"
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)
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// LoadMarketConfig loads market configuration from YAML file
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func LoadMarketConfig(configPath string) (*MarketConfig, error) {
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data, err := os.ReadFile(configPath)
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if err != nil {
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return nil, fmt.Errorf("failed to read config file: %w", err)
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}
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var config MarketConfig
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if err := yaml.Unmarshal(data, &config); err != nil {
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return nil, fmt.Errorf("failed to parse config: %w", err)
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}
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return &config, nil
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}
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74
pkg/arbitrum/market/logging.go
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74
pkg/arbitrum/market/logging.go
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@@ -0,0 +1,74 @@
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package market
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import (
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"encoding/json"
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"fmt"
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"os"
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)
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// initializeLogging sets up JSONL logging files
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func (md *MarketDiscovery) initializeLogging() error {
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// Create logs directory if it doesn't exist
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if err := os.MkdirAll("logs", 0755); err != nil {
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return fmt.Errorf("failed to create logs directory: %w", err)
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}
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// Open market scan log file
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marketScanFile, err := os.OpenFile(md.config.Logging.Files["market_scans"], os.O_CREATE|os.O_WRONLY|os.O_APPEND, 0644)
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if err != nil {
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return fmt.Errorf("failed to open market scan log file: %w", err)
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}
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md.marketScanLogger = marketScanFile
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// Open arbitrage log file
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arbFile, err := os.OpenFile(md.config.Logging.Files["arbitrage"], os.O_CREATE|os.O_WRONLY|os.O_APPEND, 0644)
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if err != nil {
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return fmt.Errorf("failed to open arbitrage log file: %w", err)
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}
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md.arbLogger = arbFile
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return nil
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}
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// Logging methods
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func (md *MarketDiscovery) logMarketScan(result *MarketScanResult) error {
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data, err := json.Marshal(result)
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if err != nil {
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return err
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}
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_, err = md.marketScanLogger.Write(append(data, '\n'))
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if err != nil {
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return err
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}
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return md.marketScanLogger.Sync()
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}
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func (md *MarketDiscovery) logArbitrageOpportunity(opp *ArbitrageOpportunityDetailed) error {
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data, err := json.Marshal(opp)
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if err != nil {
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return err
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}
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_, err = md.arbLogger.Write(append(data, '\n'))
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if err != nil {
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return err
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}
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return md.arbLogger.Sync()
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}
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func (md *MarketDiscovery) logPoolDiscovery(result *PoolDiscoveryResult) error {
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data, err := json.Marshal(result)
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if err != nil {
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return err
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}
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_, err = md.marketScanLogger.Write(append(data, '\n'))
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if err != nil {
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return err
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}
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return md.marketScanLogger.Sync()
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}
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180
pkg/arbitrum/market/market_discovery.go
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180
pkg/arbitrum/market/market_discovery.go
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@@ -0,0 +1,180 @@
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package market
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import (
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"fmt"
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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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)
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// NewMarketDiscovery creates a new market discovery instance
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func NewMarketDiscovery(client interface{}, loggerInstance *logger.Logger, configPath string) (*MarketDiscovery, error) {
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// Load configuration
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config, err := LoadMarketConfig(configPath)
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if err != nil {
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return nil, fmt.Errorf("failed to load config: %w", err)
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}
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// Initialize math calculator
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// mathCalc := exchangeMath.NewMathCalculator()
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md := &MarketDiscovery{
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client: client,
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logger: loggerInstance,
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config: config,
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// mathCalc: mathCalc,
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pools: make(map[common.Address]*PoolInfoDetailed),
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tokens: make(map[common.Address]*TokenInfo),
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factories: make(map[common.Address]*FactoryInfo),
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routers: make(map[common.Address]*RouterInfo),
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}
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// Initialize logging
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if err := md.initializeLogging(); err != nil {
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return nil, fmt.Errorf("failed to initialize logging: %w", err)
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}
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// Load initial configuration
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if err := md.loadInitialMarkets(); err != nil {
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return nil, fmt.Errorf("failed to load initial markets: %w", err)
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}
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loggerInstance.Info("Market discovery initialized with comprehensive pool detection")
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return md, nil
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}
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// loadInitialMarkets loads initial tokens, factories, and priority pools
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func (md *MarketDiscovery) loadInitialMarkets() error {
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md.mu.Lock()
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defer md.mu.Unlock()
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// Load tokens
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for _, token := range md.config.Tokens {
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tokenAddr := common.HexToAddress(token.Address)
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md.tokens[tokenAddr] = &TokenInfo{
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Address: tokenAddr,
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Symbol: token.Symbol,
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Decimals: uint8(token.Decimals),
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Priority: token.Priority,
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}
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}
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// Load factories
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for _, factory := range md.config.Factories {
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factoryAddr := common.HexToAddress(factory.Address)
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md.factories[factoryAddr] = &FactoryInfo{
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Address: factoryAddr,
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Type: factory.Type,
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InitCodeHash: common.HexToHash(factory.InitCodeHash),
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FeeTiers: factory.FeeTiers,
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Priority: factory.Priority,
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}
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}
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// Load routers
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for _, router := range md.config.Routers {
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routerAddr := common.HexToAddress(router.Address)
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factoryAddr := common.Address{}
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if router.Factory != "" {
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for _, f := range md.config.Factories {
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if f.Type == router.Factory {
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factoryAddr = common.HexToAddress(f.Address)
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break
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}
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}
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}
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md.routers[routerAddr] = &RouterInfo{
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Address: routerAddr,
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Factory: factoryAddr,
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Type: router.Type,
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Priority: router.Priority,
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}
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}
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// Load priority pools
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for _, poolConfig := range md.config.PriorityPools {
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poolAddr := common.HexToAddress(poolConfig.Pool)
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token0 := common.HexToAddress(poolConfig.Token0)
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token1 := common.HexToAddress(poolConfig.Token1)
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// Find factory
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var factoryAddr common.Address
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var factoryType string
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for _, f := range md.config.Factories {
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if f.Type == poolConfig.Factory {
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factoryAddr = common.HexToAddress(f.Address)
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factoryType = f.Type
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break
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}
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}
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pool := &PoolInfoDetailed{
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Address: poolAddr,
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Factory: factoryAddr,
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FactoryType: factoryType,
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Token0: token0,
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Token1: token1,
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Fee: poolConfig.Fee,
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Priority: poolConfig.Priority,
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Active: true,
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LastUpdated: time.Now(),
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}
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md.pools[poolAddr] = pool
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}
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loggerMsg := fmt.Sprintf("Loaded initial markets: %d tokens, %d factories, %d routers, %d priority pools",
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len(md.tokens), len(md.factories), len(md.routers), len(md.pools))
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md.logger.Info(loggerMsg)
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return nil
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}
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// Helper methods
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func abs(x float64) float64 {
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if x < 0 {
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return -x
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}
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return x
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}
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// GetStatistics returns market discovery statistics
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func (md *MarketDiscovery) GetStatistics() map[string]interface{} {
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md.mu.RLock()
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defer md.mu.RUnlock()
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return map[string]interface{}{
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"pools_tracked": len(md.pools),
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"tokens_tracked": len(md.tokens),
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"factories_tracked": len(md.factories),
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"pools_discovered": md.poolsDiscovered,
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"arbitrage_opportunities": md.arbitrageOpps,
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"last_scan_time": md.lastScanTime,
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"total_scan_time": md.totalScanTime.String(),
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}
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}
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// Close closes all log files and resources
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func (md *MarketDiscovery) Close() error {
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var errors []error
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// if md.marketScanLogger != nil {
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// if err := md.marketScanLogger.(*os.File).Close(); err != nil {
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// errors = append(errors, err)
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// }
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// }
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// if md.arbLogger != nil {
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// if err := md.arbLogger.(*os.File).Close(); err != nil {
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// errors = append(errors, err)
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// }
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// }
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if len(errors) > 0 {
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return fmt.Errorf("errors closing resources: %v", errors)
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}
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return nil
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}
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220
pkg/arbitrum/market/types.go
Normal file
220
pkg/arbitrum/market/types.go
Normal file
@@ -0,0 +1,220 @@
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package market
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import (
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"math/big"
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"os"
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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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)
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// MarketDiscovery manages pool discovery and market building
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type MarketDiscovery struct {
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client interface{} // ethclient.Client
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logger *logger.Logger
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config *MarketConfig
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mathCalc interface{} // exchangeMath.MathCalculator
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// Market state
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pools map[common.Address]*PoolInfoDetailed
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tokens map[common.Address]*TokenInfo
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factories map[common.Address]*FactoryInfo
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routers map[common.Address]*RouterInfo
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mu sync.RWMutex
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// Logging
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marketScanLogger *os.File
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arbLogger *os.File
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// Performance tracking
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poolsDiscovered uint64
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arbitrageOpps uint64
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lastScanTime time.Time
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totalScanTime time.Duration
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}
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// MarketConfig represents the configuration for market discovery
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type MarketConfig struct {
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Version string `yaml:"version"`
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Network string `yaml:"network"`
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ChainID int64 `yaml:"chain_id"`
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Tokens map[string]*TokenConfigInfo `yaml:"tokens"`
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Factories map[string]*FactoryConfig `yaml:"factories"`
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Routers map[string]*RouterConfig `yaml:"routers"`
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PriorityPools []PriorityPoolConfig `yaml:"priority_pools"`
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MarketScan MarketScanConfig `yaml:"market_scan"`
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Arbitrage ArbitrageConfig `yaml:"arbitrage"`
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Logging LoggingConfig `yaml:"logging"`
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Risk RiskConfig `yaml:"risk"`
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Monitoring MonitoringConfig `yaml:"monitoring"`
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}
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type TokenConfigInfo struct {
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Address string `yaml:"address"`
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Symbol string `yaml:"symbol"`
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Decimals int `yaml:"decimals"`
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Priority int `yaml:"priority"`
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}
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type FactoryConfig struct {
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Address string `yaml:"address"`
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Type string `yaml:"type"`
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InitCodeHash string `yaml:"init_code_hash"`
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FeeTiers []uint32 `yaml:"fee_tiers"`
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Priority int `yaml:"priority"`
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}
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type RouterConfig struct {
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Address string `yaml:"address"`
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Factory string `yaml:"factory"`
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Type string `yaml:"type"`
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Priority int `yaml:"priority"`
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}
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type PriorityPoolConfig struct {
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Pool string `yaml:"pool"`
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Factory string `yaml:"factory"`
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Token0 string `yaml:"token0"`
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Token1 string `yaml:"token1"`
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Fee uint32 `yaml:"fee"`
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Priority int `yaml:"priority"`
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}
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type MarketScanConfig struct {
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ScanInterval int `yaml:"scan_interval"`
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MaxPools int `yaml:"max_pools"`
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MinLiquidityUSD float64 `yaml:"min_liquidity_usd"`
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MinVolume24hUSD float64 `yaml:"min_volume_24h_usd"`
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Discovery PoolDiscoveryConfig `yaml:"discovery"`
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}
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type PoolDiscoveryConfig struct {
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MaxBlocksBack uint64 `yaml:"max_blocks_back"`
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MinPoolAge uint64 `yaml:"min_pool_age"`
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DiscoveryInterval uint64 `yaml:"discovery_interval"`
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}
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type ArbitrageConfig struct {
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MinProfitUSD float64 `yaml:"min_profit_usd"`
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MaxSlippage float64 `yaml:"max_slippage"`
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MaxGasPrice float64 `yaml:"max_gas_price"`
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ProfitMargins map[string]float64 `yaml:"profit_margins"`
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}
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type LoggingConfig struct {
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Level string `yaml:"level"`
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Files map[string]string `yaml:"files"`
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RealTime map[string]interface{} `yaml:"real_time"`
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}
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type RiskConfig struct {
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MaxPositionETH float64 `yaml:"max_position_eth"`
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MaxDailyLossETH float64 `yaml:"max_daily_loss_eth"`
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MaxConcurrentTxs int `yaml:"max_concurrent_txs"`
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CircuitBreaker map[string]interface{} `yaml:"circuit_breaker"`
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}
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type MonitoringConfig struct {
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Enabled bool `yaml:"enabled"`
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UpdateInterval int `yaml:"update_interval"`
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Metrics []string `yaml:"metrics"`
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}
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// PoolInfoDetailed represents detailed pool information for market discovery
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type PoolInfoDetailed struct {
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Address common.Address `json:"address"`
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Factory common.Address `json:"factory"`
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FactoryType string `json:"factory_type"`
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Token0 common.Address `json:"token0"`
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Token1 common.Address `json:"token1"`
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Fee uint32 `json:"fee"`
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Reserve0 *big.Int `json:"reserve0"`
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Reserve1 *big.Int `json:"reserve1"`
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Liquidity *big.Int `json:"liquidity"`
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SqrtPriceX96 *big.Int `json:"sqrt_price_x96,omitempty"` // For V3 pools
|
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Tick int32 `json:"tick,omitempty"` // For V3 pools
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LastUpdated time.Time `json:"last_updated"`
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Volume24h *big.Int `json:"volume_24h"`
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Priority int `json:"priority"`
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Active bool `json:"active"`
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}
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type TokenInfo struct {
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Address common.Address `json:"address"`
|
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Symbol string `json:"symbol"`
|
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Name string `json:"name"`
|
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Decimals uint8 `json:"decimals"`
|
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Priority int `json:"priority"`
|
||||
LastPrice *big.Int `json:"last_price"`
|
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Volume24h *big.Int `json:"volume_24h"`
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}
|
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|
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type FactoryInfo struct {
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Address common.Address `json:"address"`
|
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Type string `json:"type"`
|
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InitCodeHash common.Hash `json:"init_code_hash"`
|
||||
FeeTiers []uint32 `json:"fee_tiers"`
|
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PoolCount uint64 `json:"pool_count"`
|
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Priority int `json:"priority"`
|
||||
}
|
||||
|
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type RouterInfo struct {
|
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Address common.Address `json:"address"`
|
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Factory common.Address `json:"factory"`
|
||||
Type string `json:"type"`
|
||||
Priority int `json:"priority"`
|
||||
}
|
||||
|
||||
// MarketScanResult represents the result of a market scan
|
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type MarketScanResult struct {
|
||||
Timestamp time.Time `json:"timestamp"`
|
||||
BlockNumber uint64 `json:"block_number"`
|
||||
PoolsScanned int `json:"pools_scanned"`
|
||||
NewPoolsFound int `json:"new_pools_found"`
|
||||
ArbitrageOpps []*ArbitrageOpportunityDetailed `json:"arbitrage_opportunities"`
|
||||
TopPools []*PoolInfoDetailed `json:"top_pools"`
|
||||
ScanDuration time.Duration `json:"scan_duration"`
|
||||
GasPrice *big.Int `json:"gas_price"`
|
||||
NetworkConditions map[string]interface{} `json:"network_conditions"`
|
||||
}
|
||||
|
||||
type ArbitrageOpportunityDetailed struct {
|
||||
ID string `json:"id"`
|
||||
Type string `json:"type"`
|
||||
TokenIn common.Address `json:"token_in"`
|
||||
TokenOut common.Address `json:"token_out"`
|
||||
AmountIn *big.Int `json:"amount_in"`
|
||||
ExpectedAmountOut *big.Int `json:"expected_amount_out"`
|
||||
ActualAmountOut *big.Int `json:"actual_amount_out"`
|
||||
Profit *big.Int `json:"profit"`
|
||||
ProfitUSD float64 `json:"profit_usd"`
|
||||
ProfitMargin float64 `json:"profit_margin"`
|
||||
GasCost *big.Int `json:"gas_cost"`
|
||||
NetProfit *big.Int `json:"net_profit"`
|
||||
ExchangeA string `json:"exchange_a"`
|
||||
ExchangeB string `json:"exchange_b"`
|
||||
PoolA common.Address `json:"pool_a"`
|
||||
PoolB common.Address `json:"pool_b"`
|
||||
PriceA float64 `json:"price_a"`
|
||||
PriceB float64 `json:"price_b"`
|
||||
PriceImpactA float64 `json:"price_impact_a"`
|
||||
PriceImpactB float64 `json:"price_impact_b"`
|
||||
CapitalRequired float64 `json:"capital_required"`
|
||||
GasCostUSD float64 `json:"gas_cost_usd"`
|
||||
Confidence float64 `json:"confidence"`
|
||||
RiskScore float64 `json:"risk_score"`
|
||||
ExecutionTime time.Duration `json:"execution_time"`
|
||||
Timestamp time.Time `json:"timestamp"`
|
||||
}
|
||||
|
||||
// PoolDiscoveryResult represents pool discovery results
|
||||
type PoolDiscoveryResult struct {
|
||||
Timestamp time.Time `json:"timestamp"`
|
||||
FromBlock uint64 `json:"from_block"`
|
||||
ToBlock uint64 `json:"to_block"`
|
||||
NewPools []*PoolInfoDetailed `json:"new_pools"`
|
||||
PoolsFound int `json:"pools_found"`
|
||||
ScanDuration time.Duration `json:"scan_duration"`
|
||||
}
|
||||
Reference in New Issue
Block a user