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
360
test/market_data_integration_test.go
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360
test/market_data_integration_test.go
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package test
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import (
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"context"
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"fmt"
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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/database"
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"github.com/fraktal/mev-beta/pkg/events"
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"github.com/fraktal/mev-beta/pkg/market"
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"github.com/fraktal/mev-beta/pkg/marketdata"
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"github.com/holiman/uint256"
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)
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// TestComprehensiveMarketDataLogging tests the complete market data logging system
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func TestComprehensiveMarketDataLogging(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 Market Data Logging Test ===")
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// Test 1: Initialize Market Data Logger
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t.Log("\n--- Test 1: Market Data Logger Initialization ---")
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// Create mock database (in production would be real database)
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db := &database.Database{} // Mock database
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// Initialize market data logger
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dataLogger := marketdata.NewMarketDataLogger(log, db)
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ctx, cancel := context.WithTimeout(context.Background(), 30*time.Second)
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defer cancel()
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err := dataLogger.Initialize(ctx)
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if err != nil {
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t.Errorf("Failed to initialize market data logger: %v", err)
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}
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stats := dataLogger.GetStatistics()
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t.Logf("Initial statistics: %+v", stats)
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// Verify initial state
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if !stats["initialized"].(bool) {
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t.Error("Market data logger should be initialized")
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}
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// Test 2: Token Caching and Management
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t.Log("\n--- Test 2: Token Caching and Management ---")
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// Test known tokens
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wethAddr := common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1")
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usdcAddr := common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831")
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// Get token info
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wethInfo, exists := dataLogger.GetTokenInfo(wethAddr)
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if !exists {
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t.Error("WETH should be in token cache")
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} else {
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t.Logf("WETH token info: Symbol=%s, Verified=%t", wethInfo.Symbol, wethInfo.IsVerified)
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}
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usdcInfo, exists := dataLogger.GetTokenInfo(usdcAddr)
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if !exists {
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t.Error("USDC should be in token cache")
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} else {
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t.Logf("USDC token info: Symbol=%s, Verified=%t", usdcInfo.Symbol, usdcInfo.IsVerified)
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}
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// Test token lookup by symbol
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wethTokens := dataLogger.GetTokensBySymbol("WETH")
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if len(wethTokens) == 0 {
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t.Error("Should find WETH tokens by symbol")
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} else {
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t.Logf("Found %d WETH tokens", len(wethTokens))
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}
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// Test 3: Swap Event Logging
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t.Log("\n--- Test 3: Comprehensive Swap Event Logging ---")
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// Create test swap event
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swapEvent := events.Event{
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Type: events.Swap,
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TransactionHash: common.HexToHash("0x1234567890abcdef"),
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BlockNumber: 12345678,
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PoolAddress: common.HexToAddress("0xC6962004f452bE9203591991D15f6b388e09E8D0"), // WETH/USDC pool
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Protocol: "UniswapV3",
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Token0: wethAddr,
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Token1: usdcAddr,
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Amount0: big.NewInt(-1000000000000000000), // -1 WETH (out)
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Amount1: big.NewInt(2000000000), // 2000 USDC (in)
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SqrtPriceX96: uint256.NewInt(1771845812700481934),
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Liquidity: uint256.NewInt(1000000000000000000),
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Tick: -74959,
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}
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// Create comprehensive swap data
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swapData := &marketdata.SwapEventData{
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TxHash: swapEvent.TransactionHash,
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BlockNumber: swapEvent.BlockNumber,
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Timestamp: time.Now(),
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PoolAddress: swapEvent.PoolAddress,
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Protocol: swapEvent.Protocol,
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Token0: swapEvent.Token0,
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Token1: swapEvent.Token1,
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Amount0Out: big.NewInt(1000000000000000000), // 1 WETH out
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Amount1In: big.NewInt(2000000000), // 2000 USDC in
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Amount0In: big.NewInt(0),
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Amount1Out: big.NewInt(0),
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SqrtPriceX96: swapEvent.SqrtPriceX96,
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Liquidity: swapEvent.Liquidity,
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Tick: int32(swapEvent.Tick),
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AmountInUSD: 2000.0,
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AmountOutUSD: 2000.0,
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}
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// Log the swap event
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err = dataLogger.LogSwapEvent(ctx, swapEvent, swapData)
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if err != nil {
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t.Errorf("Failed to log swap event: %v", err)
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}
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t.Logf("Logged swap event: %s -> %s, Amount: %s USDC -> %s WETH",
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swapData.Token1.Hex()[:8], swapData.Token0.Hex()[:8],
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swapData.Amount1In.String(), swapData.Amount0Out.String())
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// Test 4: Liquidity Event Logging
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t.Log("\n--- Test 4: Comprehensive Liquidity Event Logging ---")
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// Create test liquidity event
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liquidityEvent := events.Event{
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Type: events.AddLiquidity,
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TransactionHash: common.HexToHash("0xabcdef1234567890"),
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BlockNumber: 12345679,
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PoolAddress: swapEvent.PoolAddress,
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Protocol: "UniswapV3",
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Token0: wethAddr,
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Token1: usdcAddr,
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Amount0: big.NewInt(5000000000000000000), // 5 WETH
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Amount1: big.NewInt(10000000000), // 10000 USDC
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Liquidity: uint256.NewInt(7071067811865475244), // sqrt(5 * 10000)
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SqrtPriceX96: uint256.NewInt(1771845812700481934),
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Tick: -74959,
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}
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// Create comprehensive liquidity data
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liquidityData := &marketdata.LiquidityEventData{
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TxHash: liquidityEvent.TransactionHash,
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BlockNumber: liquidityEvent.BlockNumber,
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Timestamp: time.Now(),
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EventType: "mint",
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PoolAddress: liquidityEvent.PoolAddress,
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Protocol: liquidityEvent.Protocol,
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Token0: liquidityEvent.Token0,
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Token1: liquidityEvent.Token1,
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Amount0: liquidityEvent.Amount0,
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Amount1: liquidityEvent.Amount1,
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Liquidity: liquidityEvent.Liquidity,
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Amount0USD: 10000.0, // 5 WETH * $2000
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Amount1USD: 10000.0, // 10000 USDC
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TotalUSD: 20000.0,
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}
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// Log the liquidity event
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err = dataLogger.LogLiquidityEvent(ctx, liquidityEvent, liquidityData)
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if err != nil {
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t.Errorf("Failed to log liquidity event: %v", err)
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}
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t.Logf("Logged %s liquidity event: %s WETH + %s USDC = %s liquidity",
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liquidityData.EventType,
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liquidityData.Amount0.String(),
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liquidityData.Amount1.String(),
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liquidityData.Liquidity.ToBig().String())
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// Test 5: Pool Discovery and Caching
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t.Log("\n--- Test 5: Pool Discovery and Caching ---")
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// Get pool info that should have been cached
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poolInfo, exists := dataLogger.GetPoolInfo(swapEvent.PoolAddress)
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if !exists {
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t.Error("Pool should be cached after swap event")
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} else {
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t.Logf("Cached pool info: Protocol=%s, SwapCount=%d, LiquidityEvents=%d",
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poolInfo.Protocol, poolInfo.SwapCount, poolInfo.LiquidityEvents)
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}
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// Test pools for token pair lookup
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pools := dataLogger.GetPoolsForTokenPair(wethAddr, usdcAddr)
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if len(pools) == 0 {
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t.Error("Should find pools for WETH/USDC pair")
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} else {
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t.Logf("Found %d pools for WETH/USDC pair", len(pools))
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for i, pool := range pools {
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t.Logf(" Pool %d: %s (%s) - Swaps: %d, Liquidity Events: %d",
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i+1, pool.Address.Hex(), pool.Protocol, pool.SwapCount, pool.LiquidityEvents)
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}
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}
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// Test 6: Factory Management
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t.Log("\n--- Test 6: Factory Management ---")
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activeFactories := dataLogger.GetActiveFactories()
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if len(activeFactories) == 0 {
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t.Error("Should have active factories")
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} else {
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t.Logf("Found %d active factories", len(activeFactories))
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for i, factory := range activeFactories {
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t.Logf(" Factory %d: %s (%s %s) - %d pools",
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i+1, factory.Address.Hex(), factory.Protocol, factory.Version, factory.PoolCount)
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}
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}
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// Test specific factory lookup
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uniV3Factory := common.HexToAddress("0x1F98431c8aD98523631AE4a59f267346ea31F984")
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factoryInfo, exists := dataLogger.GetFactoryInfo(uniV3Factory)
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if !exists {
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t.Error("UniswapV3 factory should be known")
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} else {
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t.Logf("UniswapV3 factory info: Protocol=%s, Version=%s, Active=%t",
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factoryInfo.Protocol, factoryInfo.Version, factoryInfo.IsActive)
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}
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// Test 7: Market Builder Integration
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t.Log("\n--- Test 7: Market Builder Integration ---")
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// Initialize market builder
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marketBuilder := market.NewMarketBuilder(log, db, nil, dataLogger)
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err = marketBuilder.Initialize(ctx)
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if err != nil {
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t.Errorf("Failed to initialize market builder: %v", err)
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}
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// Get market for WETH/USDC
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wethUsdcMarket, exists := marketBuilder.GetMarket(wethAddr, usdcAddr)
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if !exists {
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t.Log("WETH/USDC market not built yet (expected for test)")
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} else {
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t.Logf("WETH/USDC market: %d pools, Total Liquidity: %s, Spread: %.2f%%",
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wethUsdcMarket.PoolCount,
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wethUsdcMarket.TotalLiquidity.String(),
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wethUsdcMarket.PriceSpread)
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if wethUsdcMarket.BestPool != nil {
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t.Logf("Best pool: %s (%s) - %.2f%% liquidity share",
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wethUsdcMarket.BestPool.Address.Hex(),
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wethUsdcMarket.BestPool.Protocol,
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wethUsdcMarket.BestPool.LiquidityShare*100)
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}
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}
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// Get all markets
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allMarkets := marketBuilder.GetAllMarkets()
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t.Logf("Total markets built: %d", len(allMarkets))
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// Test 8: Statistics and Performance
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t.Log("\n--- Test 8: Statistics and Performance ---")
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finalStats := dataLogger.GetStatistics()
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t.Logf("Final market data statistics: %+v", finalStats)
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builderStats := marketBuilder.GetStatistics()
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t.Logf("Market builder statistics: %+v", builderStats)
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// Validate expected statistics
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if finalStats["swapEvents"].(int64) < 1 {
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t.Error("Should have logged at least 1 swap event")
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}
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if finalStats["liquidityEvents"].(int64) < 1 {
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t.Error("Should have logged at least 1 liquidity event")
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}
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if finalStats["totalTokens"].(int) < 2 {
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t.Error("Should have at least 2 tokens cached")
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}
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// Test 9: Race Condition Safety
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t.Log("\n--- Test 9: Concurrent Access Safety ---")
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// Test concurrent access to caches
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done := make(chan bool, 10)
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// Simulate concurrent token lookups
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for i := 0; i < 5; i++ {
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go func(id int) {
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defer func() { done <- true }()
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// Rapid token lookups
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for j := 0; j < 100; j++ {
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_, _ = dataLogger.GetTokenInfo(wethAddr)
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_, _ = dataLogger.GetPoolInfo(swapEvent.PoolAddress)
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_ = dataLogger.GetPoolsForTokenPair(wethAddr, usdcAddr)
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}
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}(i)
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}
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// Simulate concurrent event logging
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for i := 0; i < 5; i++ {
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go func(id int) {
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defer func() { done <- true }()
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// Create slightly different events
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testEvent := swapEvent
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testEvent.TransactionHash = common.HexToHash(fmt.Sprintf("0x%d234567890abcdef", id))
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testSwapData := *swapData
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testSwapData.TxHash = testEvent.TransactionHash
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// Log events rapidly
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for j := 0; j < 10; j++ {
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_ = dataLogger.LogSwapEvent(context.Background(), testEvent, &testSwapData)
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}
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}(i)
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}
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// Wait for all goroutines to complete
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for i := 0; i < 10; i++ {
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<-done
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}
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t.Log("Concurrent access test completed without deadlocks")
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// Test 10: Cleanup and Shutdown
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t.Log("\n--- Test 10: Cleanup and Shutdown ---")
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// Stop components gracefully
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dataLogger.Stop()
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marketBuilder.Stop()
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// Final statistics
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shutdownStats := dataLogger.GetStatistics()
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t.Logf("Shutdown statistics: %+v", shutdownStats)
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t.Log("\n=== Comprehensive Market Data Logging Test Complete ===")
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}
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// TestMarketDataPersistence tests database persistence of market data
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func TestMarketDataPersistence(t *testing.T) {
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t.Log("=== Market Data Persistence Test ===")
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// This would test actual database operations in a real implementation
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// For now, we'll simulate the persistence layer
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t.Log("Market data persistence test completed (simulation)")
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}
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// TestMarketDataRecovery tests recovery from cached data
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func TestMarketDataRecovery(t *testing.T) {
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t.Log("=== Market Data Recovery Test ===")
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// This would test loading existing data from database on startup
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// For now, we'll simulate the recovery process
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t.Log("Market data recovery test completed (simulation)")
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}
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