saving in place

test/integration/arbitrum_integration_test.go

@@ -1,4 +1,4 @@
-package integration
+package integration_test
 
 import (
 	"math/big"

test/integration/contract_deployment_test.go

@@ -1,4 +1,4 @@
-package integration
+package integration_test
 
 import (
 	"context"

test/integration/end_to_end_profit_test.go

@@ -1,4 +1,4 @@
-package integration
+package integration_test
 
 import (
 	"context"

test/integration/market_manager_integration_test.go

@@ -1,4 +1,4 @@
-package main
+package integration_test
 
 import (
 	"context"

test/integration/performance_benchmark_test.go

@@ -1,4 +1,4 @@
-package integration
+package integration_test
 
 import (
 	"context"

test/integration/pipeline_test.go

@@ -1,4 +1,4 @@
-package integration
+package integration_test
 
 import (
 	"context"

test/integration/real_world_profitability_test.go

@@ -1,4 +1,4 @@
-package integration
+package integration_test
 
 import (
 	"context"
@@ -15,6 +15,7 @@ import (
 	"github.com/fraktal/mev-beta/internal/logger"
 	"github.com/fraktal/mev-beta/pkg/mev"
 	"github.com/fraktal/mev-beta/pkg/security"
+	"github.com/fraktal/mev-beta/pkg/types"
 	"github.com/stretchr/testify/assert"
 	"github.com/stretchr/testify/require"
 )
@@ -46,11 +47,11 @@ func TestRealWorldProfitability(t *testing.T) {
 			t.Logf("✅ Found %d real arbitrage opportunities", len(opportunities))
 
 			for i, opp := range opportunities {
-				t.Logf("Opportunity %d: Profit=%s ETH, Gas=%d, ROI=%.2f%%",
-					i+1, formatEther(opp.EstimatedProfit), opp.RequiredGas, opp.ROI)
+				t.Logf("Opportunity %d: Profit=%s ETH, Gas=%s, ROI=%.2f%%",
+					i+1, formatEther(opp.Profit), opp.GasEstimate.String(), opp.ROI)
 
 				// Validate minimum profitability
-				assert.True(t, opp.EstimatedProfit.Cmp(big.NewInt(50000000000000000)) >= 0, // 0.05 ETH min
+				assert.True(t, opp.Profit.Cmp(big.NewInt(50000000000000000)) >= 0, // 0.05 ETH min
 					"Opportunity should meet minimum profit threshold")
 			}
 		} else {
@@ -197,7 +198,7 @@ func TestProfitabilityUnderLoad(t *testing.T) {
 	t.Run("TestConcurrentOpportunityDetection", func(t *testing.T) {
 		// Test detecting opportunities concurrently (realistic scenario)
 		numWorkers := 5
-		opportunities := make(chan *ArbitrageOpportunity, 100)
+		opportunities := make(chan *types.ArbitrageOpportunity, 100)
 
 		// Start workers to detect opportunities
 		for i := 0; i < numWorkers; i++ {
@@ -235,7 +236,7 @@ func TestProfitabilityUnderLoad(t *testing.T) {
 			select {
 			case opp := <-opportunities:
 				totalOpportunities++
-				totalPotentialProfit.Add(totalPotentialProfit, opp.EstimatedProfit)
+				totalPotentialProfit.Add(totalPotentialProfit, opp.Profit)
 			case <-timeout:
 				break collectLoop
 			}
@@ -386,17 +387,13 @@ func setupRealEnvironment(t *testing.T) {
 	}
 }
 
-type ArbitrageOpportunity struct {
-	Pool            common.Address
-	Token0          common.Address
-	Token1          common.Address
-	EstimatedProfit *big.Int
-	RequiredGas     uint64
-	ROI             float64
-	PriceImpact     float64
+// TestOpportunity represents test-specific arbitrage data (extends canonical ArbitrageOpportunity)
+type TestOpportunity struct {
+	*types.ArbitrageOpportunity
+	Pool common.Address
 }
 
-func detectRealArbitrageOpportunities(client *ethclient.Client, pool common.Address, log *logger.Logger) ([]*ArbitrageOpportunity, error) {
+func detectRealArbitrageOpportunities(client *ethclient.Client, pool common.Address, log *logger.Logger) ([]*types.ArbitrageOpportunity, error) {
 	// Query real pool state and detect actual arbitrage opportunities
 	poolData, err := queryUniswapV3Pool(client, pool)
 	if err != nil {
@@ -416,21 +413,30 @@ func detectRealArbitrageOpportunities(client *ethclient.Client, pool common.Addr
 	uniswapPrice := poolData.Price
 	priceDiff := new(big.Int).Sub(camelotPrice, uniswapPrice)
 
-	var opportunities []*ArbitrageOpportunity
+	var opportunities []*types.ArbitrageOpportunity
 
 	if priceDiff.Sign() > 0 {
 		// Potential arbitrage opportunity
 		minProfitThreshold := big.NewInt(50000000000000000) // 0.05 ETH
 
 		if priceDiff.Cmp(minProfitThreshold) >= 0 {
-			opportunity := &ArbitrageOpportunity{
-				Pool:            pool,
-				Token0:          poolData.Token0,
-				Token1:          poolData.Token1,
-				EstimatedProfit: priceDiff,
-				RequiredGas:     800000,
-				ROI:             calculateROI(priceDiff, testAmount),
-				PriceImpact:     0.005, // 0.5% estimated
+			opportunity := &types.ArbitrageOpportunity{
+				Path:          []string{poolData.Token0.Hex(), poolData.Token1.Hex()},
+				Pools:         []string{pool.Hex()},
+				AmountIn:      testAmount,
+				Profit:        priceDiff,
+				NetProfit:     priceDiff,
+				GasEstimate:   big.NewInt(800000),
+				ROI:           calculateROI(priceDiff, testAmount),
+				Protocol:      "test-arbitrage",
+				ExecutionTime: 10000, // 10 seconds
+				Confidence:    0.8,   // Test confidence
+				PriceImpact:   0.005, // 0.5% estimated
+				MaxSlippage:   0.01,  // 1% max slippage
+				TokenIn:       poolData.Token0,
+				TokenOut:      poolData.Token1,
+				Timestamp:     time.Now().Unix(),
+				Risk:          0.2, // Medium risk for test
 			}
 			opportunities = append(opportunities, opportunity)
 		}

test/integration/test_setup.go

@@ -1,4 +1,4 @@
-package integration
+package integration_test
 
 import (
 	"context"