saving in place

pkg/marketmanager/arbitrage.go

@@ -3,6 +3,9 @@ package marketmanager
 import (
 	"math/big"
 	"sort"
+	"time"
+
+	"github.com/fraktal/mev-beta/pkg/types"
 )
 
 // ArbitrageDetector detects arbitrage opportunities between markets
@@ -19,20 +22,16 @@ func NewArbitrageDetector(minProfitThreshold *big.Int, minROIPercentage float64)
 	}
 }
 
-// ArbitrageOpportunity represents a detected arbitrage opportunity
-type ArbitrageOpportunity struct {
-	Market1     *Market
-	Market2     *Market
-	Path        []string // Token path
-	Profit      *big.Int // Estimated profit in wei
-	GasEstimate *big.Int // Estimated gas cost in wei
-	ROI         float64  // Return on investment percentage
-	InputAmount *big.Int // Required input amount
+// MarketOpportunity represents market-specific arbitrage data (extends canonical ArbitrageOpportunity)
+type MarketOpportunity struct {
+	*types.ArbitrageOpportunity
+	Market1 *Market
+	Market2 *Market
 }
 
 // DetectArbitrageOpportunities detects arbitrage opportunities among markets with the same rawTicker
-func (ad *ArbitrageDetector) DetectArbitrageOpportunities(markets map[string]*Market) []*ArbitrageOpportunity {
-	var opportunities []*ArbitrageOpportunity
+func (ad *ArbitrageDetector) DetectArbitrageOpportunities(markets map[string]*Market) []*types.ArbitrageOpportunity {
+	var opportunities []*types.ArbitrageOpportunity
 
 	// Convert map to slice for sorting
 	marketList := make([]*Market, 0, len(markets))
@@ -65,7 +64,7 @@ func (ad *ArbitrageDetector) DetectArbitrageOpportunities(markets map[string]*Ma
 }
 
 // checkArbitrageOpportunity checks if there's an arbitrage opportunity between two markets
-func (ad *ArbitrageDetector) checkArbitrageOpportunity(market1, market2 *Market) *ArbitrageOpportunity {
+func (ad *ArbitrageDetector) checkArbitrageOpportunity(market1, market2 *Market) *types.ArbitrageOpportunity {
 	// Calculate price difference
 	priceDiff := new(big.Float).Sub(market2.Price, market1.Price)
 	if priceDiff.Sign() <= 0 {
@@ -119,15 +118,24 @@ func (ad *ArbitrageDetector) checkArbitrageOpportunity(market1, market2 *Market)
 		return nil // ROI too low
 	}
 
-	// Create arbitrage opportunity
-	return &ArbitrageOpportunity{
-		Market1:     market1,
-		Market2:     market2,
-		Path:        []string{market1.Token0.Hex(), market1.Token1.Hex()},
-		Profit:      netProfit,
-		GasEstimate: gasCost,
-		ROI:         roi,
-		InputAmount: optimalTradeSize,
+	// Create canonical arbitrage opportunity
+	return &types.ArbitrageOpportunity{
+		Path:          []string{market1.Token0.Hex(), market1.Token1.Hex()},
+		Pools:         []string{"market1-pool", "market2-pool"},
+		AmountIn:      optimalTradeSize,
+		Profit:        netProfit,
+		NetProfit:     netProfit,
+		GasEstimate:   gasCost,
+		ROI:           roi,
+		Protocol:      "market-arbitrage",
+		ExecutionTime: 5000, // 5 seconds
+		Confidence:    0.9,  // High confidence for market data
+		PriceImpact:   0.01, // 1% estimated
+		MaxSlippage:   0.02, // 2% max slippage
+		TokenIn:       market1.Token0,
+		TokenOut:      market1.Token1,
+		Timestamp:     time.Now().Unix(),
+		Risk:          0.1, // Low risk for market arbitrage
 	}
 }