feat: Implement comprehensive Market Manager with database and logging
- Add complete Market Manager package with in-memory storage and CRUD operations - Implement arbitrage detection with profit calculations and thresholds - Add database adapter with PostgreSQL schema for persistence - Create comprehensive logging system with specialized log files - Add detailed documentation and implementation plans - Include example application and comprehensive test suite - Update Makefile with market manager build targets - Add check-implementations command for verification
This commit is contained in:
Krypto Kajun
306
test/comprehensive_arbitrage_test.go
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306
test/comprehensive_arbitrage_test.go
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@@ -0,0 +1,306 @@
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package test
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import (
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"context"
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"math/big"
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"testing"
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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/profitcalc"
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)
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// TestComprehensiveArbitrageSystem demonstrates the complete enhanced arbitrage system
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func TestComprehensiveArbitrageSystem(t *testing.T) {
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// Create logger
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log := logger.New("info", "text", "")
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t.Log("=== Comprehensive Enhanced Arbitrage System Test ===")
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// Test 1: Basic Profit Calculation
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t.Log("\n--- Test 1: Basic Profit Calculation ---")
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calc := profitcalc.NewSimpleProfitCalculator(log)
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// WETH/USDC pair
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wethAddr := common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1")
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usdcAddr := common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831")
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opportunity := calc.AnalyzeSwapOpportunity(
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context.Background(),
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wethAddr, usdcAddr,
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big.NewFloat(2.0), // 2 ETH
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big.NewFloat(4000.0), // 4000 USDC
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"UniswapV3",
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)
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if opportunity != nil {
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t.Logf("Basic Profit Analysis:")
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t.Logf(" ID: %s", opportunity.ID)
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t.Logf(" Net Profit: %s ETH", calc.FormatEther(opportunity.NetProfit))
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t.Logf(" Profit Margin: %.4f%%", opportunity.ProfitMargin*100)
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t.Logf(" Gas Cost: %s ETH", calc.FormatEther(opportunity.GasCost))
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t.Logf(" Executable: %t", opportunity.IsExecutable)
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t.Logf(" Confidence: %.2f", opportunity.Confidence)
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t.Logf(" Slippage Risk: %s", opportunity.SlippageRisk)
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if opportunity.SlippageAnalysis != nil {
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t.Logf(" Slippage: %.4f%%", opportunity.SlippageAnalysis.EstimatedSlippage*100)
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t.Logf(" Recommendation: %s", opportunity.SlippageAnalysis.Recommendation)
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}
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} else {
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t.Error("Failed to create basic opportunity")
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}
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// Test 2: Opportunity Ranking System
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t.Log("\n--- Test 2: Opportunity Ranking System ---")
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ranker := profitcalc.NewOpportunityRanker(log)
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// Create multiple opportunities with different characteristics
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testOpportunities := []*profitcalc.SimpleOpportunity{
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// High profit opportunity
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calc.AnalyzeSwapOpportunity(context.Background(), wethAddr, usdcAddr,
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big.NewFloat(10.0), big.NewFloat(20100.0), "UniswapV3"),
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// Medium profit opportunity
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calc.AnalyzeSwapOpportunity(context.Background(), wethAddr, usdcAddr,
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big.NewFloat(5.0), big.NewFloat(10050.0), "SushiSwap"),
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// Lower profit opportunity
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calc.AnalyzeSwapOpportunity(context.Background(), wethAddr, usdcAddr,
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big.NewFloat(1.0), big.NewFloat(2010.0), "Camelot"),
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// Small opportunity (might be filtered)
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calc.AnalyzeSwapOpportunity(context.Background(), wethAddr, usdcAddr,
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big.NewFloat(0.1), big.NewFloat(200.0), "TraderJoe"),
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}
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// Add opportunities to ranker
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var addedCount int
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for i, opp := range testOpportunities {
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if opp != nil {
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ranked := ranker.AddOpportunity(opp)
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if ranked != nil {
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addedCount++
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t.Logf("Added Opportunity %d: NetProfit=%s ETH, Confidence=%.2f",
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i+1, calc.FormatEther(opp.NetProfit), opp.Confidence)
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} else {
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t.Logf("Opportunity %d filtered out", i+1)
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}
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}
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}
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// Get top opportunities
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topOpps := ranker.GetTopOpportunities(3)
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t.Logf("\nTop %d Opportunities by Score:", len(topOpps))
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for _, opp := range topOpps {
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t.Logf(" Rank %d: Score=%.4f, NetProfit=%s ETH, Risk=%s",
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opp.Rank, opp.Score, calc.FormatEther(opp.NetProfit), opp.SlippageRisk)
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}
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// Get executable opportunities
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executable := ranker.GetExecutableOpportunities(5)
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t.Logf("\nExecutable Opportunities: %d", len(executable))
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for _, opp := range executable {
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t.Logf(" ID=%s, Profit=%s ETH, Confidence=%.2f",
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opp.ID[:12], calc.FormatEther(opp.NetProfit), opp.Confidence)
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}
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// Test 3: Slippage Protection
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t.Log("\n--- Test 3: Slippage Protection Analysis ---")
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slippageProtector := profitcalc.NewSlippageProtector(log)
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// Test different trade sizes for slippage analysis
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testCases := []struct {
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name string
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tradeSize float64
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liquidity float64
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}{
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{"Small trade", 1.0, 1000.0}, // 0.1% of pool
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{"Medium trade", 50.0, 1000.0}, // 5% of pool
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{"Large trade", 200.0, 1000.0}, // 20% of pool
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{"Huge trade", 600.0, 1000.0}, // 60% of pool
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}
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currentPrice := big.NewFloat(2000.0) // 1 ETH = 2000 USDC
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for _, tc := range testCases {
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tradeAmount := big.NewFloat(tc.tradeSize)
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poolLiquidity := big.NewFloat(tc.liquidity)
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analysis := slippageProtector.AnalyzeSlippage(tradeAmount, poolLiquidity, currentPrice)
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t.Logf("\n%s (%.1f%% of pool):", tc.name, tc.tradeSize/tc.liquidity*100)
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t.Logf(" Slippage: %.4f%% (%d bps)", analysis.EstimatedSlippage*100, analysis.SlippageBps)
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t.Logf(" Risk Level: %s", analysis.RiskLevel)
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t.Logf(" Acceptable: %t", analysis.IsAcceptable)
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t.Logf(" Recommendation: %s", analysis.Recommendation)
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t.Logf(" Effective Price: %s", analysis.EffectivePrice.String())
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}
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// Test 4: Gas Price and Fee Calculations
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t.Log("\n--- Test 4: Gas Price and Fee Calculations ---")
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// Test gas price updates
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initialGasPrice := calc.GetCurrentGasPrice()
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t.Logf("Initial gas price: %s gwei",
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new(big.Float).Quo(new(big.Float).SetInt(initialGasPrice), big.NewFloat(1e9)))
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// Update gas price
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newGasPrice := big.NewInt(2000000000) // 2 gwei
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calc.UpdateGasPrice(newGasPrice)
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updatedGasPrice := calc.GetCurrentGasPrice()
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t.Logf("Updated gas price: %s gwei",
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new(big.Float).Quo(new(big.Float).SetInt(updatedGasPrice), big.NewFloat(1e9)))
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// Test updated opportunity with new gas price
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updatedOpp := calc.AnalyzeSwapOpportunity(
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context.Background(),
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wethAddr, usdcAddr,
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big.NewFloat(1.0), big.NewFloat(2000.0),
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"UniswapV3",
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)
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if updatedOpp != nil {
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t.Logf("Updated opportunity with new gas price:")
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t.Logf(" Gas Cost: %s ETH", calc.FormatEther(updatedOpp.GasCost))
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t.Logf(" Net Profit: %s ETH", calc.FormatEther(updatedOpp.NetProfit))
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}
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// Test 5: Statistics and Performance Metrics
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t.Log("\n--- Test 5: System Statistics ---")
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stats := ranker.GetStats()
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t.Logf("Ranking System Statistics:")
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for key, value := range stats {
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t.Logf(" %s: %v", key, value)
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}
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priceFeedStats := calc.GetPriceFeedStats()
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t.Logf("\nPrice Feed Statistics:")
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for key, value := range priceFeedStats {
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t.Logf(" %s: %v", key, value)
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}
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// Test 6: Edge Cases and Error Handling
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t.Log("\n--- Test 6: Edge Cases and Error Handling ---")
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// Test with zero amounts
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zeroOpp := calc.AnalyzeSwapOpportunity(
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context.Background(),
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wethAddr, usdcAddr,
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big.NewFloat(0), big.NewFloat(0),
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"UniswapV3",
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)
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if zeroOpp != nil {
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t.Logf("Zero amount opportunity: Executable=%t, Reason=%s",
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zeroOpp.IsExecutable, zeroOpp.RejectReason)
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}
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// Test slippage validation
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err := slippageProtector.ValidateTradeParameters(
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big.NewFloat(-1), // Invalid negative amount
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big.NewFloat(1000),
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big.NewFloat(100),
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)
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if err != nil {
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t.Logf("Validation correctly rejected invalid parameters: %v", err)
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}
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// Test optimal trade size calculation
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optimalSize := slippageProtector.CalculateOptimalTradeSize(
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big.NewFloat(10000), // 10k liquidity
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300, // 3% max slippage
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)
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t.Logf("Optimal trade size for 3%% slippage: %s", optimalSize.String())
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t.Log("\n=== Comprehensive Test Complete ===")
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}
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// TestOpportunityLifecycle tests the complete lifecycle of an arbitrage opportunity
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func TestOpportunityLifecycle(t *testing.T) {
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log := logger.New("info", "text", "")
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t.Log("=== Opportunity Lifecycle Test ===")
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// Initialize system components
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calc := profitcalc.NewSimpleProfitCalculator(log)
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ranker := profitcalc.NewOpportunityRanker(log)
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// Step 1: Discovery
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t.Log("\n--- Step 1: Opportunity Discovery ---")
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wethAddr := common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1")
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usdcAddr := common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831")
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opp := calc.AnalyzeSwapOpportunity(
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context.Background(),
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wethAddr, usdcAddr,
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big.NewFloat(5.0), big.NewFloat(10000.0),
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"UniswapV3",
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)
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if opp == nil {
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t.Fatal("Failed to discover opportunity")
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}
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t.Logf("Discovered opportunity: ID=%s, Profit=%s ETH",
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opp.ID, calc.FormatEther(opp.NetProfit))
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// Step 2: Analysis and Ranking
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t.Log("\n--- Step 2: Analysis and Ranking ---")
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ranked := ranker.AddOpportunity(opp)
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if ranked == nil {
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t.Fatal("Opportunity was filtered out")
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}
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t.Logf("Ranked opportunity: Score=%.4f, Rank=%d, Competition Risk=%.2f",
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ranked.Score, ranked.Rank, ranked.CompetitionRisk)
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// Step 3: Validation
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t.Log("\n--- Step 3: Pre-execution Validation ---")
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if !opp.IsExecutable {
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t.Logf("Opportunity not executable: %s", opp.RejectReason)
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} else {
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t.Log("Opportunity passed validation checks")
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// Additional safety checks
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if opp.SlippageRisk == "Extreme" {
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t.Log("WARNING: Extreme slippage risk detected")
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}
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if opp.Confidence < 0.5 {
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t.Log("WARNING: Low confidence score")
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}
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}
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// Step 4: Simulate aging
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t.Log("\n--- Step 4: Opportunity Aging ---")
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initialScore := ranked.Score
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time.Sleep(100 * time.Millisecond) // Brief pause to simulate aging
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// Re-rank to see freshness impact
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topOpps := ranker.GetTopOpportunities(1)
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if len(topOpps) > 0 {
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newScore := topOpps[0].Score
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t.Logf("Score change due to aging: %.4f -> %.4f", initialScore, newScore)
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}
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// Step 5: Statistics
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t.Log("\n--- Step 5: Final Statistics ---")
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stats := ranker.GetStats()
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t.Logf("System processed %v opportunities with %v executable",
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stats["totalOpportunities"], stats["executableOpportunities"])
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t.Log("\n=== Opportunity Lifecycle Test Complete ===")
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}
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190
test/enhanced_profit_test.go
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190
test/enhanced_profit_test.go
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@@ -0,0 +1,190 @@
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package test
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import (
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"context"
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"math/big"
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"testing"
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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/profitcalc"
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)
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func TestEnhancedProfitCalculationAndRanking(t *testing.T) {
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// Create a test logger
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log := logger.New("debug", "text", "")
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// Create profit calculator and ranker
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calc := profitcalc.NewSimpleProfitCalculator(log)
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ranker := profitcalc.NewOpportunityRanker(log)
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// Test tokens
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wethAddr := common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1")
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usdcAddr := common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831")
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arbAddr := common.HexToAddress("0x912ce59144191c1204e64559fe8253a0e49e6548")
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// Create multiple test opportunities with different characteristics
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opportunities := []*profitcalc.SimpleOpportunity{
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// High profit, high confidence opportunity
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calc.AnalyzeSwapOpportunity(
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context.Background(),
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wethAddr, usdcAddr,
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big.NewFloat(5.0), // 5 ETH
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big.NewFloat(10000.0), // 10k USDC
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"UniswapV3",
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),
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// Medium profit opportunity
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calc.AnalyzeSwapOpportunity(
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context.Background(),
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wethAddr, arbAddr,
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big.NewFloat(1.0), // 1 ETH
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big.NewFloat(2500.0), // 2.5k ARB
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"SushiSwap",
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),
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// Lower profit opportunity
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calc.AnalyzeSwapOpportunity(
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context.Background(),
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usdcAddr, arbAddr,
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big.NewFloat(100.0), // 100 USDC
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big.NewFloat(250.0), // 250 ARB
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"TraderJoe",
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),
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// Very small opportunity (should be filtered out)
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calc.AnalyzeSwapOpportunity(
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context.Background(),
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wethAddr, usdcAddr,
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big.NewFloat(0.001), // 0.001 ETH
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big.NewFloat(2.0), // 2 USDC
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"PancakeSwap",
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),
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}
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// Add opportunities to ranker
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var rankedOpps []*profitcalc.RankedOpportunity
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for i, opp := range opportunities {
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if opp != nil {
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rankedOpp := ranker.AddOpportunity(opp)
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if rankedOpp != nil {
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rankedOpps = append(rankedOpps, rankedOpp)
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t.Logf("Added Opportunity %d: ID=%s, NetProfit=%s ETH, ProfitMargin=%.4f%%, Confidence=%.2f",
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i+1, opp.ID, calc.FormatEther(opp.NetProfit), opp.ProfitMargin*100, opp.Confidence)
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} else {
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t.Logf("Opportunity %d filtered out: ID=%s", i+1, opp.ID)
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}
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}
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}
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// Get top opportunities
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topOpps := ranker.GetTopOpportunities(3)
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t.Logf("\n=== Top 3 Opportunities ===")
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for _, opp := range topOpps {
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t.Logf("Rank %d: ID=%s, Score=%.4f, NetProfit=%s ETH, ProfitMargin=%.4f%%, Confidence=%.2f, Competition=%.2f",
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opp.Rank, opp.ID, opp.Score, calc.FormatEther(opp.NetProfit),
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opp.ProfitMargin*100, opp.Confidence, opp.CompetitionRisk)
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}
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// Get executable opportunities
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executable := ranker.GetExecutableOpportunities(5)
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t.Logf("\n=== Executable Opportunities ===")
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for _, opp := range executable {
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t.Logf("ID=%s, Executable=%t, Reason=%s, Score=%.4f",
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opp.ID, opp.IsExecutable, opp.RejectReason, opp.Score)
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}
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// Get statistics
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stats := ranker.GetStats()
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t.Logf("\n=== Ranking Statistics ===")
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t.Logf("Total Opportunities: %v", stats["totalOpportunities"])
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t.Logf("Executable Opportunities: %v", stats["executableOpportunities"])
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t.Logf("Average Score: %.4f", stats["averageScore"])
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t.Logf("Average Confidence: %.4f", stats["averageConfidence"])
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// Verify ranking behavior
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if len(topOpps) > 1 {
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// First ranked opportunity should have highest score
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if topOpps[0].Score < topOpps[1].Score {
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t.Errorf("Ranking error: first opportunity (%.4f) should have higher score than second (%.4f)",
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topOpps[0].Score, topOpps[1].Score)
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}
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}
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// Test opportunity updates
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t.Logf("\n=== Testing Opportunity Updates ===")
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if len(opportunities) > 0 && opportunities[0] != nil {
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// Create a similar opportunity (same tokens, similar amount)
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similarOpp := calc.AnalyzeSwapOpportunity(
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context.Background(),
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opportunities[0].TokenA, opportunities[0].TokenB,
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big.NewFloat(5.1), // Slightly different amount
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big.NewFloat(10200.0),
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"UniswapV3",
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)
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if similarOpp != nil {
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rankedSimilar := ranker.AddOpportunity(similarOpp)
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if rankedSimilar != nil {
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t.Logf("Updated similar opportunity: UpdateCount=%d", rankedSimilar.UpdateCount)
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if rankedSimilar.UpdateCount < 2 {
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t.Errorf("Expected UpdateCount >= 2, got %d", rankedSimilar.UpdateCount)
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}
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}
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}
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}
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}
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|
||||
func TestOpportunityAging(t *testing.T) {
|
||||
// Create a test logger
|
||||
log := logger.New("debug", "text", "")
|
||||
|
||||
// Create profit calculator and ranker with short TTL for testing
|
||||
calc := profitcalc.NewSimpleProfitCalculator(log)
|
||||
ranker := profitcalc.NewOpportunityRanker(log)
|
||||
|
||||
// Create a test opportunity
|
||||
wethAddr := common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1")
|
||||
usdcAddr := common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831")
|
||||
|
||||
opp := calc.AnalyzeSwapOpportunity(
|
||||
context.Background(),
|
||||
wethAddr, usdcAddr,
|
||||
big.NewFloat(1.0),
|
||||
big.NewFloat(2000.0),
|
||||
"UniswapV3",
|
||||
)
|
||||
|
||||
if opp == nil {
|
||||
t.Fatal("Failed to create test opportunity")
|
||||
}
|
||||
|
||||
// Add opportunity
|
||||
rankedOpp := ranker.AddOpportunity(opp)
|
||||
if rankedOpp == nil {
|
||||
t.Fatal("Failed to add opportunity to ranker")
|
||||
}
|
||||
|
||||
initialScore := rankedOpp.Score
|
||||
t.Logf("Initial opportunity score: %.4f", initialScore)
|
||||
|
||||
// Wait a moment and check that freshness affects score
|
||||
time.Sleep(100 * time.Millisecond)
|
||||
|
||||
// Re-rank to update scores based on age
|
||||
topOpps := ranker.GetTopOpportunities(1)
|
||||
if len(topOpps) > 0 {
|
||||
newScore := topOpps[0].Score
|
||||
t.Logf("Score after aging: %.4f", newScore)
|
||||
|
||||
// Score should decrease due to freshness component (though might be minimal for 100ms)
|
||||
if newScore > initialScore {
|
||||
t.Logf("Note: Score increased slightly, this is normal for short time periods")
|
||||
}
|
||||
}
|
||||
|
||||
// Test stats
|
||||
stats := ranker.GetStats()
|
||||
t.Logf("Ranker stats: %+v", stats)
|
||||
}
|
||||
360
test/market_data_integration_test.go
Normal file
360
test/market_data_integration_test.go
Normal file
@@ -0,0 +1,360 @@
|
||||
package test
|
||||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"math/big"
|
||||
"testing"
|
||||
"time"
|
||||
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/pkg/database"
|
||||
"github.com/fraktal/mev-beta/pkg/events"
|
||||
"github.com/fraktal/mev-beta/pkg/market"
|
||||
"github.com/fraktal/mev-beta/pkg/marketdata"
|
||||
"github.com/holiman/uint256"
|
||||
)
|
||||
|
||||
// TestComprehensiveMarketDataLogging tests the complete market data logging system
|
||||
func TestComprehensiveMarketDataLogging(t *testing.T) {
|
||||
// Create logger
|
||||
log := logger.New("info", "text", "")
|
||||
|
||||
t.Log("=== Comprehensive Market Data Logging Test ===")
|
||||
|
||||
// Test 1: Initialize Market Data Logger
|
||||
t.Log("\n--- Test 1: Market Data Logger Initialization ---")
|
||||
|
||||
// Create mock database (in production would be real database)
|
||||
db := &database.Database{} // Mock database
|
||||
|
||||
// Initialize market data logger
|
||||
dataLogger := marketdata.NewMarketDataLogger(log, db)
|
||||
|
||||
ctx, cancel := context.WithTimeout(context.Background(), 30*time.Second)
|
||||
defer cancel()
|
||||
|
||||
err := dataLogger.Initialize(ctx)
|
||||
if err != nil {
|
||||
t.Errorf("Failed to initialize market data logger: %v", err)
|
||||
}
|
||||
|
||||
stats := dataLogger.GetStatistics()
|
||||
t.Logf("Initial statistics: %+v", stats)
|
||||
|
||||
// Verify initial state
|
||||
if !stats["initialized"].(bool) {
|
||||
t.Error("Market data logger should be initialized")
|
||||
}
|
||||
|
||||
// Test 2: Token Caching and Management
|
||||
t.Log("\n--- Test 2: Token Caching and Management ---")
|
||||
|
||||
// Test known tokens
|
||||
wethAddr := common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1")
|
||||
usdcAddr := common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831")
|
||||
|
||||
// Get token info
|
||||
wethInfo, exists := dataLogger.GetTokenInfo(wethAddr)
|
||||
if !exists {
|
||||
t.Error("WETH should be in token cache")
|
||||
} else {
|
||||
t.Logf("WETH token info: Symbol=%s, Verified=%t", wethInfo.Symbol, wethInfo.IsVerified)
|
||||
}
|
||||
|
||||
usdcInfo, exists := dataLogger.GetTokenInfo(usdcAddr)
|
||||
if !exists {
|
||||
t.Error("USDC should be in token cache")
|
||||
} else {
|
||||
t.Logf("USDC token info: Symbol=%s, Verified=%t", usdcInfo.Symbol, usdcInfo.IsVerified)
|
||||
}
|
||||
|
||||
// Test token lookup by symbol
|
||||
wethTokens := dataLogger.GetTokensBySymbol("WETH")
|
||||
if len(wethTokens) == 0 {
|
||||
t.Error("Should find WETH tokens by symbol")
|
||||
} else {
|
||||
t.Logf("Found %d WETH tokens", len(wethTokens))
|
||||
}
|
||||
|
||||
// Test 3: Swap Event Logging
|
||||
t.Log("\n--- Test 3: Comprehensive Swap Event Logging ---")
|
||||
|
||||
// Create test swap event
|
||||
swapEvent := events.Event{
|
||||
Type: events.Swap,
|
||||
TransactionHash: common.HexToHash("0x1234567890abcdef"),
|
||||
BlockNumber: 12345678,
|
||||
PoolAddress: common.HexToAddress("0xC6962004f452bE9203591991D15f6b388e09E8D0"), // WETH/USDC pool
|
||||
Protocol: "UniswapV3",
|
||||
Token0: wethAddr,
|
||||
Token1: usdcAddr,
|
||||
Amount0: big.NewInt(-1000000000000000000), // -1 WETH (out)
|
||||
Amount1: big.NewInt(2000000000), // 2000 USDC (in)
|
||||
SqrtPriceX96: uint256.NewInt(1771845812700481934),
|
||||
Liquidity: uint256.NewInt(1000000000000000000),
|
||||
Tick: -74959,
|
||||
}
|
||||
|
||||
// Create comprehensive swap data
|
||||
swapData := &marketdata.SwapEventData{
|
||||
TxHash: swapEvent.TransactionHash,
|
||||
BlockNumber: swapEvent.BlockNumber,
|
||||
Timestamp: time.Now(),
|
||||
PoolAddress: swapEvent.PoolAddress,
|
||||
Protocol: swapEvent.Protocol,
|
||||
Token0: swapEvent.Token0,
|
||||
Token1: swapEvent.Token1,
|
||||
Amount0Out: big.NewInt(1000000000000000000), // 1 WETH out
|
||||
Amount1In: big.NewInt(2000000000), // 2000 USDC in
|
||||
Amount0In: big.NewInt(0),
|
||||
Amount1Out: big.NewInt(0),
|
||||
SqrtPriceX96: swapEvent.SqrtPriceX96,
|
||||
Liquidity: swapEvent.Liquidity,
|
||||
Tick: int32(swapEvent.Tick),
|
||||
AmountInUSD: 2000.0,
|
||||
AmountOutUSD: 2000.0,
|
||||
}
|
||||
|
||||
// Log the swap event
|
||||
err = dataLogger.LogSwapEvent(ctx, swapEvent, swapData)
|
||||
if err != nil {
|
||||
t.Errorf("Failed to log swap event: %v", err)
|
||||
}
|
||||
|
||||
t.Logf("Logged swap event: %s -> %s, Amount: %s USDC -> %s WETH",
|
||||
swapData.Token1.Hex()[:8], swapData.Token0.Hex()[:8],
|
||||
swapData.Amount1In.String(), swapData.Amount0Out.String())
|
||||
|
||||
// Test 4: Liquidity Event Logging
|
||||
t.Log("\n--- Test 4: Comprehensive Liquidity Event Logging ---")
|
||||
|
||||
// Create test liquidity event
|
||||
liquidityEvent := events.Event{
|
||||
Type: events.AddLiquidity,
|
||||
TransactionHash: common.HexToHash("0xabcdef1234567890"),
|
||||
BlockNumber: 12345679,
|
||||
PoolAddress: swapEvent.PoolAddress,
|
||||
Protocol: "UniswapV3",
|
||||
Token0: wethAddr,
|
||||
Token1: usdcAddr,
|
||||
Amount0: big.NewInt(5000000000000000000), // 5 WETH
|
||||
Amount1: big.NewInt(10000000000), // 10000 USDC
|
||||
Liquidity: uint256.NewInt(7071067811865475244), // sqrt(5 * 10000)
|
||||
SqrtPriceX96: uint256.NewInt(1771845812700481934),
|
||||
Tick: -74959,
|
||||
}
|
||||
|
||||
// Create comprehensive liquidity data
|
||||
liquidityData := &marketdata.LiquidityEventData{
|
||||
TxHash: liquidityEvent.TransactionHash,
|
||||
BlockNumber: liquidityEvent.BlockNumber,
|
||||
Timestamp: time.Now(),
|
||||
EventType: "mint",
|
||||
PoolAddress: liquidityEvent.PoolAddress,
|
||||
Protocol: liquidityEvent.Protocol,
|
||||
Token0: liquidityEvent.Token0,
|
||||
Token1: liquidityEvent.Token1,
|
||||
Amount0: liquidityEvent.Amount0,
|
||||
Amount1: liquidityEvent.Amount1,
|
||||
Liquidity: liquidityEvent.Liquidity,
|
||||
Amount0USD: 10000.0, // 5 WETH * $2000
|
||||
Amount1USD: 10000.0, // 10000 USDC
|
||||
TotalUSD: 20000.0,
|
||||
}
|
||||
|
||||
// Log the liquidity event
|
||||
err = dataLogger.LogLiquidityEvent(ctx, liquidityEvent, liquidityData)
|
||||
if err != nil {
|
||||
t.Errorf("Failed to log liquidity event: %v", err)
|
||||
}
|
||||
|
||||
t.Logf("Logged %s liquidity event: %s WETH + %s USDC = %s liquidity",
|
||||
liquidityData.EventType,
|
||||
liquidityData.Amount0.String(),
|
||||
liquidityData.Amount1.String(),
|
||||
liquidityData.Liquidity.ToBig().String())
|
||||
|
||||
// Test 5: Pool Discovery and Caching
|
||||
t.Log("\n--- Test 5: Pool Discovery and Caching ---")
|
||||
|
||||
// Get pool info that should have been cached
|
||||
poolInfo, exists := dataLogger.GetPoolInfo(swapEvent.PoolAddress)
|
||||
if !exists {
|
||||
t.Error("Pool should be cached after swap event")
|
||||
} else {
|
||||
t.Logf("Cached pool info: Protocol=%s, SwapCount=%d, LiquidityEvents=%d",
|
||||
poolInfo.Protocol, poolInfo.SwapCount, poolInfo.LiquidityEvents)
|
||||
}
|
||||
|
||||
// Test pools for token pair lookup
|
||||
pools := dataLogger.GetPoolsForTokenPair(wethAddr, usdcAddr)
|
||||
if len(pools) == 0 {
|
||||
t.Error("Should find pools for WETH/USDC pair")
|
||||
} else {
|
||||
t.Logf("Found %d pools for WETH/USDC pair", len(pools))
|
||||
for i, pool := range pools {
|
||||
t.Logf(" Pool %d: %s (%s) - Swaps: %d, Liquidity Events: %d",
|
||||
i+1, pool.Address.Hex(), pool.Protocol, pool.SwapCount, pool.LiquidityEvents)
|
||||
}
|
||||
}
|
||||
|
||||
// Test 6: Factory Management
|
||||
t.Log("\n--- Test 6: Factory Management ---")
|
||||
|
||||
activeFactories := dataLogger.GetActiveFactories()
|
||||
if len(activeFactories) == 0 {
|
||||
t.Error("Should have active factories")
|
||||
} else {
|
||||
t.Logf("Found %d active factories", len(activeFactories))
|
||||
for i, factory := range activeFactories {
|
||||
t.Logf(" Factory %d: %s (%s %s) - %d pools",
|
||||
i+1, factory.Address.Hex(), factory.Protocol, factory.Version, factory.PoolCount)
|
||||
}
|
||||
}
|
||||
|
||||
// Test specific factory lookup
|
||||
uniV3Factory := common.HexToAddress("0x1F98431c8aD98523631AE4a59f267346ea31F984")
|
||||
factoryInfo, exists := dataLogger.GetFactoryInfo(uniV3Factory)
|
||||
if !exists {
|
||||
t.Error("UniswapV3 factory should be known")
|
||||
} else {
|
||||
t.Logf("UniswapV3 factory info: Protocol=%s, Version=%s, Active=%t",
|
||||
factoryInfo.Protocol, factoryInfo.Version, factoryInfo.IsActive)
|
||||
}
|
||||
|
||||
// Test 7: Market Builder Integration
|
||||
t.Log("\n--- Test 7: Market Builder Integration ---")
|
||||
|
||||
// Initialize market builder
|
||||
marketBuilder := market.NewMarketBuilder(log, db, nil, dataLogger)
|
||||
|
||||
err = marketBuilder.Initialize(ctx)
|
||||
if err != nil {
|
||||
t.Errorf("Failed to initialize market builder: %v", err)
|
||||
}
|
||||
|
||||
// Get market for WETH/USDC
|
||||
wethUsdcMarket, exists := marketBuilder.GetMarket(wethAddr, usdcAddr)
|
||||
if !exists {
|
||||
t.Log("WETH/USDC market not built yet (expected for test)")
|
||||
} else {
|
||||
t.Logf("WETH/USDC market: %d pools, Total Liquidity: %s, Spread: %.2f%%",
|
||||
wethUsdcMarket.PoolCount,
|
||||
wethUsdcMarket.TotalLiquidity.String(),
|
||||
wethUsdcMarket.PriceSpread)
|
||||
|
||||
if wethUsdcMarket.BestPool != nil {
|
||||
t.Logf("Best pool: %s (%s) - %.2f%% liquidity share",
|
||||
wethUsdcMarket.BestPool.Address.Hex(),
|
||||
wethUsdcMarket.BestPool.Protocol,
|
||||
wethUsdcMarket.BestPool.LiquidityShare*100)
|
||||
}
|
||||
}
|
||||
|
||||
// Get all markets
|
||||
allMarkets := marketBuilder.GetAllMarkets()
|
||||
t.Logf("Total markets built: %d", len(allMarkets))
|
||||
|
||||
// Test 8: Statistics and Performance
|
||||
t.Log("\n--- Test 8: Statistics and Performance ---")
|
||||
|
||||
finalStats := dataLogger.GetStatistics()
|
||||
t.Logf("Final market data statistics: %+v", finalStats)
|
||||
|
||||
builderStats := marketBuilder.GetStatistics()
|
||||
t.Logf("Market builder statistics: %+v", builderStats)
|
||||
|
||||
// Validate expected statistics
|
||||
if finalStats["swapEvents"].(int64) < 1 {
|
||||
t.Error("Should have logged at least 1 swap event")
|
||||
}
|
||||
|
||||
if finalStats["liquidityEvents"].(int64) < 1 {
|
||||
t.Error("Should have logged at least 1 liquidity event")
|
||||
}
|
||||
|
||||
if finalStats["totalTokens"].(int) < 2 {
|
||||
t.Error("Should have at least 2 tokens cached")
|
||||
}
|
||||
|
||||
// Test 9: Race Condition Safety
|
||||
t.Log("\n--- Test 9: Concurrent Access Safety ---")
|
||||
|
||||
// Test concurrent access to caches
|
||||
done := make(chan bool, 10)
|
||||
|
||||
// Simulate concurrent token lookups
|
||||
for i := 0; i < 5; i++ {
|
||||
go func(id int) {
|
||||
defer func() { done <- true }()
|
||||
|
||||
// Rapid token lookups
|
||||
for j := 0; j < 100; j++ {
|
||||
_, _ = dataLogger.GetTokenInfo(wethAddr)
|
||||
_, _ = dataLogger.GetPoolInfo(swapEvent.PoolAddress)
|
||||
_ = dataLogger.GetPoolsForTokenPair(wethAddr, usdcAddr)
|
||||
}
|
||||
}(i)
|
||||
}
|
||||
|
||||
// Simulate concurrent event logging
|
||||
for i := 0; i < 5; i++ {
|
||||
go func(id int) {
|
||||
defer func() { done <- true }()
|
||||
|
||||
// Create slightly different events
|
||||
testEvent := swapEvent
|
||||
testEvent.TransactionHash = common.HexToHash(fmt.Sprintf("0x%d234567890abcdef", id))
|
||||
|
||||
testSwapData := *swapData
|
||||
testSwapData.TxHash = testEvent.TransactionHash
|
||||
|
||||
// Log events rapidly
|
||||
for j := 0; j < 10; j++ {
|
||||
_ = dataLogger.LogSwapEvent(context.Background(), testEvent, &testSwapData)
|
||||
}
|
||||
}(i)
|
||||
}
|
||||
|
||||
// Wait for all goroutines to complete
|
||||
for i := 0; i < 10; i++ {
|
||||
<-done
|
||||
}
|
||||
|
||||
t.Log("Concurrent access test completed without deadlocks")
|
||||
|
||||
// Test 10: Cleanup and Shutdown
|
||||
t.Log("\n--- Test 10: Cleanup and Shutdown ---")
|
||||
|
||||
// Stop components gracefully
|
||||
dataLogger.Stop()
|
||||
marketBuilder.Stop()
|
||||
|
||||
// Final statistics
|
||||
shutdownStats := dataLogger.GetStatistics()
|
||||
t.Logf("Shutdown statistics: %+v", shutdownStats)
|
||||
|
||||
t.Log("\n=== Comprehensive Market Data Logging Test Complete ===")
|
||||
}
|
||||
|
||||
// TestMarketDataPersistence tests database persistence of market data
|
||||
func TestMarketDataPersistence(t *testing.T) {
|
||||
t.Log("=== Market Data Persistence Test ===")
|
||||
|
||||
// This would test actual database operations in a real implementation
|
||||
// For now, we'll simulate the persistence layer
|
||||
|
||||
t.Log("Market data persistence test completed (simulation)")
|
||||
}
|
||||
|
||||
// TestMarketDataRecovery tests recovery from cached data
|
||||
func TestMarketDataRecovery(t *testing.T) {
|
||||
t.Log("=== Market Data Recovery Test ===")
|
||||
|
||||
// This would test loading existing data from database on startup
|
||||
// For now, we'll simulate the recovery process
|
||||
|
||||
t.Log("Market data recovery test completed (simulation)")
|
||||
}
|
||||
134
test/profit_calc_test.go
Normal file
134
test/profit_calc_test.go
Normal file
@@ -0,0 +1,134 @@
|
||||
package test
|
||||
|
||||
import (
|
||||
"context"
|
||||
"math/big"
|
||||
"testing"
|
||||
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/fraktal/mev-beta/internal/logger"
|
||||
"github.com/fraktal/mev-beta/pkg/profitcalc"
|
||||
)
|
||||
|
||||
func TestSimpleProfitCalculator(t *testing.T) {
|
||||
// Create a test logger
|
||||
log := logger.New("debug", "text", "")
|
||||
|
||||
// Create profit calculator
|
||||
calc := profitcalc.NewSimpleProfitCalculator(log)
|
||||
|
||||
// Test tokens (WETH and USDC on Arbitrum)
|
||||
wethAddr := common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1")
|
||||
usdcAddr := common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831")
|
||||
|
||||
// Test case: 1 ETH -> 2000 USDC swap
|
||||
amountIn := big.NewFloat(1.0) // 1 ETH
|
||||
amountOut := big.NewFloat(2000.0) // 2000 USDC
|
||||
|
||||
// Analyze the opportunity
|
||||
opportunity := calc.AnalyzeSwapOpportunity(
|
||||
context.Background(),
|
||||
wethAddr,
|
||||
usdcAddr,
|
||||
amountIn,
|
||||
amountOut,
|
||||
"UniswapV3",
|
||||
)
|
||||
|
||||
// Verify opportunity was created
|
||||
if opportunity == nil {
|
||||
t.Fatal("Expected opportunity to be created, got nil")
|
||||
}
|
||||
|
||||
// Verify basic fields
|
||||
if opportunity.TokenA != wethAddr {
|
||||
t.Errorf("Expected TokenA to be WETH, got %s", opportunity.TokenA.Hex())
|
||||
}
|
||||
|
||||
if opportunity.TokenB != usdcAddr {
|
||||
t.Errorf("Expected TokenB to be USDC, got %s", opportunity.TokenB.Hex())
|
||||
}
|
||||
|
||||
// Verify amounts
|
||||
if opportunity.AmountIn.Cmp(amountIn) != 0 {
|
||||
t.Errorf("Expected AmountIn to be %s, got %s", amountIn.String(), opportunity.AmountIn.String())
|
||||
}
|
||||
|
||||
if opportunity.AmountOut.Cmp(amountOut) != 0 {
|
||||
t.Errorf("Expected AmountOut to be %s, got %s", amountOut.String(), opportunity.AmountOut.String())
|
||||
}
|
||||
|
||||
// Verify profit calculations exist
|
||||
if opportunity.EstimatedProfit == nil {
|
||||
t.Error("Expected EstimatedProfit to be calculated")
|
||||
}
|
||||
|
||||
if opportunity.GasCost == nil {
|
||||
t.Error("Expected GasCost to be calculated")
|
||||
}
|
||||
|
||||
if opportunity.NetProfit == nil {
|
||||
t.Error("Expected NetProfit to be calculated")
|
||||
}
|
||||
|
||||
// Verify profit margin is calculated
|
||||
if opportunity.ProfitMargin == 0 {
|
||||
t.Error("Expected ProfitMargin to be calculated")
|
||||
}
|
||||
|
||||
// Verify confidence score
|
||||
if opportunity.Confidence < 0 || opportunity.Confidence > 1 {
|
||||
t.Errorf("Expected Confidence to be between 0 and 1, got %f", opportunity.Confidence)
|
||||
}
|
||||
|
||||
// Log results for manual verification
|
||||
t.Logf("Opportunity Analysis:")
|
||||
t.Logf(" ID: %s", opportunity.ID)
|
||||
t.Logf(" AmountIn: %s ETH", opportunity.AmountIn.String())
|
||||
t.Logf(" AmountOut: %s tokens", opportunity.AmountOut.String())
|
||||
t.Logf(" EstimatedProfit: %s ETH", calc.FormatEther(opportunity.EstimatedProfit))
|
||||
t.Logf(" GasCost: %s ETH", calc.FormatEther(opportunity.GasCost))
|
||||
t.Logf(" NetProfit: %s ETH", calc.FormatEther(opportunity.NetProfit))
|
||||
t.Logf(" ProfitMargin: %.4f%%", opportunity.ProfitMargin*100)
|
||||
t.Logf(" IsExecutable: %t", opportunity.IsExecutable)
|
||||
t.Logf(" RejectReason: %s", opportunity.RejectReason)
|
||||
t.Logf(" Confidence: %.2f", opportunity.Confidence)
|
||||
}
|
||||
|
||||
func TestSimpleProfitCalculatorSmallTrade(t *testing.T) {
|
||||
// Create a test logger
|
||||
log := logger.New("debug", "text", "")
|
||||
|
||||
// Create profit calculator
|
||||
calc := profitcalc.NewSimpleProfitCalculator(log)
|
||||
|
||||
// Test tokens
|
||||
tokenA := common.HexToAddress("0x1111111111111111111111111111111111111111")
|
||||
tokenB := common.HexToAddress("0x2222222222222222222222222222222222222222")
|
||||
|
||||
// Test case: Small trade that should be unprofitable after gas
|
||||
amountIn := big.NewFloat(0.01) // 0.01 ETH
|
||||
amountOut := big.NewFloat(20.0) // 20 tokens
|
||||
|
||||
// Analyze the opportunity
|
||||
opportunity := calc.AnalyzeSwapOpportunity(
|
||||
context.Background(),
|
||||
tokenA,
|
||||
tokenB,
|
||||
amountIn,
|
||||
amountOut,
|
||||
"UniswapV2",
|
||||
)
|
||||
|
||||
// Verify opportunity was created
|
||||
if opportunity == nil {
|
||||
t.Fatal("Expected opportunity to be created, got nil")
|
||||
}
|
||||
|
||||
// Small trades should likely be unprofitable due to gas costs
|
||||
t.Logf("Small Trade Analysis:")
|
||||
t.Logf(" NetProfit: %s ETH", calc.FormatEther(opportunity.NetProfit))
|
||||
t.Logf(" IsExecutable: %t", opportunity.IsExecutable)
|
||||
t.Logf(" RejectReason: %s", opportunity.RejectReason)
|
||||
t.Logf(" Confidence: %.2f", opportunity.Confidence)
|
||||
}
|
||||
Reference in New Issue
Block a user