Add enhanced concurrency patterns, rate limiting, market management, and pipeline processing
This commit is contained in:
Krypto Kajun
181
pkg/market/fan.go
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181
pkg/market/fan.go
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@@ -0,0 +1,181 @@
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package market
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import (
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"context"
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"fmt"
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"sync"
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"time"
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"github.com/your-username/mev-beta/internal/config"
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"github.com/your-username/mev-beta/internal/logger"
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"github.com/your-username/mev-beta/internal/ratelimit"
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"github.com/ethereum/go-ethereum/core/types"
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)
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// FanManager manages fan-in/fan-out patterns for multiple data sources
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type FanManager struct {
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config *config.Config
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logger *logger.Logger
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rateLimiter *ratelimit.LimiterManager
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bufferSize int
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maxWorkers int
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}
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// NewFanManager creates a new fan manager
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func NewFanManager(cfg *config.Config, logger *logger.Logger, rateLimiter *ratelimit.LimiterManager) *FanManager {
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return &FanManager{
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config: cfg,
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logger: logger,
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rateLimiter: rateLimiter,
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bufferSize: cfg.Bot.ChannelBufferSize,
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maxWorkers: cfg.Bot.MaxWorkers,
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}
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}
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// FanOut distributes work across multiple workers
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func (fm *FanManager) FanOut(ctx context.Context, jobs <-chan *types.Transaction, numWorkers int) <-chan *types.Transaction {
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// Create the output channel
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out := make(chan *types.Transaction, fm.bufferSize)
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// Create a wait group to wait for all workers
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var wg sync.WaitGroup
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// Start the workers
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for i := 0; i < numWorkers; i++ {
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wg.Add(1)
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go func(workerID int) {
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defer wg.Done()
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fm.worker(ctx, jobs, out, workerID)
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}(i)
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}
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// Close the output channel when all workers are done
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go func() {
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wg.Wait()
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close(out)
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}()
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return out
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}
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// worker processes jobs from the input channel and sends results to the output channel
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func (fm *FanManager) worker(ctx context.Context, jobs <-chan *types.Transaction, out chan<- *types.Transaction, workerID int) {
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for {
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select {
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case job, ok := <-jobs:
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if !ok {
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return // Channel closed
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}
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// Process the job (in this case, just pass it through)
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// In practice, you would do some processing here
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fm.logger.Debug(fmt.Sprintf("Worker %d processing transaction %s", workerID, job.Hash().Hex()))
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// Simulate some work
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time.Sleep(10 * time.Millisecond)
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// Send the result to the output channel
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select {
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case out <- job:
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case <-ctx.Done():
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return
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}
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case <-ctx.Done():
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return
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}
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}
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}
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// FanIn combines multiple input channels into a single output channel
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func (fm *FanManager) FanIn(ctx context.Context, inputs ...<-chan *types.Transaction) <-chan *types.Transaction {
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// Create the output channel
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out := make(chan *types.Transaction, fm.bufferSize)
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// Create a wait group to wait for all input channels
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var wg sync.WaitGroup
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// Start a goroutine for each input channel
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for i, input := range inputs {
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wg.Add(1)
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go func(inputID int, inputChan <-chan *types.Transaction) {
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defer wg.Done()
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fm.fanInWorker(ctx, inputChan, out, inputID)
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}(i, input)
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}
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// Close the output channel when all input channels are done
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go func() {
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wg.Wait()
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close(out)
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}()
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return out
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}
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// fanInWorker reads from an input channel and writes to the output channel
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func (fm *FanManager) fanInWorker(ctx context.Context, input <-chan *types.Transaction, out chan<- *types.Transaction, inputID int) {
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for {
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select {
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case job, ok := <-input:
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if !ok {
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return // Channel closed
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}
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// Send the job to the output channel
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select {
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case out <- job:
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case <-ctx.Done():
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return
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}
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case <-ctx.Done():
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return
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}
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}
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}
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// Multiplex distributes transactions across multiple endpoints with rate limiting
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func (fm *FanManager) Multiplex(ctx context.Context, transactions <-chan *types.Transaction) []<-chan *types.Transaction {
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endpoints := fm.rateLimiter.GetEndpoints()
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outputs := make([]<-chan *types.Transaction, len(endpoints))
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// Create a channel for each endpoint
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for i, endpoint := range endpoints {
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// Create a buffered channel for this endpoint
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endpointChan := make(chan *types.Transaction, fm.bufferSize)
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outputs[i] = endpointChan
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// Start a worker for this endpoint
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go func(endpointURL string, outChan chan<- *types.Transaction) {
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defer close(outChan)
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for {
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select {
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case tx, ok := <-transactions:
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if !ok {
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return // Input channel closed
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}
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// Wait for rate limiter
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if err := fm.rateLimiter.WaitForLimit(ctx, endpointURL); err != nil {
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fm.logger.Error(fmt.Sprintf("Rate limiter error for %s: %v", endpointURL, err))
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continue
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}
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// Send to endpoint-specific channel
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select {
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case outChan <- tx:
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case <-ctx.Done():
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return
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}
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case <-ctx.Done():
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return
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}
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}
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}(endpoint, endpointChan)
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}
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return outputs
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}
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201
pkg/market/manager.go
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201
pkg/market/manager.go
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@@ -0,0 +1,201 @@
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package market
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import (
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"context"
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"fmt"
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"sync"
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"time"
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"github.com/your-username/mev-beta/internal/config"
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"github.com/your-username/mev-beta/internal/logger"
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"github.com/ethereum/go-ethereum/common"
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"github.com/holiman/uint256"
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"golang.org/x/sync/singleflight"
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)
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// MarketManager manages market data and pool information
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type MarketManager struct {
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config *config.UniswapConfig
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logger *logger.Logger
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pools map[string]*PoolData
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mu sync.RWMutex
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cacheGroup singleflight.Group
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cacheDuration time.Duration
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maxCacheSize int
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}
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// PoolData represents data for a Uniswap V3 pool
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type PoolData struct {
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Address common.Address
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Token0 common.Address
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Token1 common.Address
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Fee int64
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Liquidity *uint256.Int
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SqrtPriceX96 *uint256.Int
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Tick int
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TickSpacing int
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LastUpdated time.Time
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}
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// NewMarketManager creates a new market manager
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func NewMarketManager(cfg *config.UniswapConfig, logger *logger.Logger) *MarketManager {
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return &MarketManager{
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config: cfg,
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logger: logger,
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pools: make(map[string]*PoolData),
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cacheDuration: time.Duration(cfg.Cache.Expiration) * time.Second,
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maxCacheSize: cfg.Cache.MaxSize,
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}
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}
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// GetPool retrieves pool data, either from cache or by fetching it
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func (mm *MarketManager) GetPool(ctx context.Context, poolAddress common.Address) (*PoolData, error) {
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// Check if we have it in cache and it's still valid
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poolKey := poolAddress.Hex()
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mm.mu.RLock()
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if pool, exists := mm.pools[poolKey]; exists {
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// Check if cache is still valid
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if time.Since(pool.LastUpdated) < mm.cacheDuration {
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mm.mu.RUnlock()
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return pool, nil
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}
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}
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mm.mu.RUnlock()
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// Use singleflight to prevent duplicate requests for the same pool
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result, err, _ := mm.cacheGroup.Do(poolKey, func() (interface{}, error) {
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return mm.fetchPoolData(ctx, poolAddress)
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})
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if err != nil {
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return nil, err
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}
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pool := result.(*PoolData)
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// Update cache
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mm.mu.Lock()
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// Check if we need to evict old entries
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if len(mm.pools) >= mm.maxCacheSize {
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mm.evictOldest()
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}
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mm.pools[poolKey] = pool
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mm.mu.Unlock()
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return pool, nil
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}
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// fetchPoolData fetches pool data from the blockchain
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func (mm *MarketManager) fetchPoolData(ctx context.Context, poolAddress common.Address) (*PoolData, error) {
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// This is a simplified implementation
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// In practice, you would interact with the Ethereum blockchain to get real data
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// For now, we'll return mock data
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pool := &PoolData{
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Address: poolAddress,
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Token0: common.HexToAddress("0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"), // USDC
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Token1: common.HexToAddress("0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"), // WETH
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Fee: 3000, // 0.3%
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Liquidity: uint256.NewInt(1000000000000000000), // 1 ETH equivalent
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SqrtPriceX96: uint256.NewInt(2505414483750470000), // Mock sqrt price
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Tick: 200000, // Mock tick
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TickSpacing: 60, // Tick spacing for 0.3% fee
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LastUpdated: time.Now(),
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}
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mm.logger.Debug(fmt.Sprintf("Fetched pool data for %s", poolAddress.Hex()))
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return pool, nil
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}
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// evictOldest removes the oldest entry from the cache
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func (mm *MarketManager) evictOldest() {
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oldestKey := ""
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var oldestTime time.Time
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for key, pool := range mm.pools {
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if oldestKey == "" || pool.LastUpdated.Before(oldestTime) {
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oldestKey = key
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oldestTime = pool.LastUpdated
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}
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}
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if oldestKey != "" {
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delete(mm.pools, oldestKey)
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mm.logger.Debug(fmt.Sprintf("Evicted pool %s from cache", oldestKey))
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}
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}
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// UpdatePool updates pool data
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func (mm *MarketManager) UpdatePool(poolAddress common.Address, liquidity *uint256.Int, sqrtPriceX96 *uint256.Int, tick int) {
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poolKey := poolAddress.Hex()
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mm.mu.Lock()
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defer mm.mu.Unlock()
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if pool, exists := mm.pools[poolKey]; exists {
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pool.Liquidity = liquidity
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pool.SqrtPriceX96 = sqrtPriceX96
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pool.Tick = tick
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pool.LastUpdated = time.Now()
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} else {
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// Create new pool entry
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pool := &PoolData{
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Address: poolAddress,
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Liquidity: liquidity,
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SqrtPriceX96: sqrtPriceX96,
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Tick: tick,
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LastUpdated: time.Now(),
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}
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mm.pools[poolKey] = pool
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}
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}
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// GetPoolsByTokens retrieves pools for a pair of tokens
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func (mm *MarketManager) GetPoolsByTokens(token0, token1 common.Address) []*PoolData {
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mm.mu.RLock()
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defer mm.mu.RUnlock()
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pools := make([]*PoolData, 0)
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for _, pool := range mm.pools {
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// Check if this pool contains the token pair
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if (pool.Token0 == token0 && pool.Token1 == token1) ||
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(pool.Token0 == token1 && pool.Token1 == token0) {
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pools = append(pools, pool)
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}
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}
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return pools
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}
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// GetAllPools returns all cached pools
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func (mm *MarketManager) GetAllPools() []*PoolData {
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mm.mu.RLock()
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defer mm.mu.RUnlock()
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pools := make([]*PoolData, 0, len(mm.pools))
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for _, pool := range mm.pools {
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pools = append(pools, pool)
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}
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return pools
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}
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// ClearCache clears all cached pool data
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func (mm *MarketManager) ClearCache() {
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mm.mu.Lock()
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defer mm.mu.Unlock()
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mm.pools = make(map[string]*PoolData)
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mm.logger.Info("Cleared pool cache")
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}
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// GetCacheStats returns cache statistics
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func (mm *MarketManager) GetCacheStats() (int, int) {
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mm.mu.RLock()
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defer mm.mu.RUnlock()
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return len(mm.pools), mm.maxCacheSize
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}
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249
pkg/market/pipeline.go
Normal file
249
pkg/market/pipeline.go
Normal file
@@ -0,0 +1,249 @@
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package market
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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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"sync"
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"time"
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"github.com/your-username/mev-beta/internal/config"
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"github.com/your-username/mev-beta/internal/logger"
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"github.com/your-username/mev-beta/pkg/scanner"
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"github.com/ethereum/go-ethereum/core/types"
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"github.com/holiman/uint256"
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)
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// Pipeline processes transactions through multiple stages
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type Pipeline struct {
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config *config.BotConfig
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logger *logger.Logger
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marketMgr *MarketManager
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scanner *scanner.MarketScanner
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stages []PipelineStage
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bufferSize int
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concurrency int
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}
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// PipelineStage represents a stage in the processing pipeline
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type PipelineStage func(context.Context, <-chan *types.Transaction, chan<- *scanner.SwapDetails) error
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// NewPipeline creates a new transaction processing pipeline
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func NewPipeline(
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cfg *config.BotConfig,
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logger *logger.Logger,
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marketMgr *MarketManager,
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scanner *scanner.MarketScanner,
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) *Pipeline {
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return &Pipeline{
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config: cfg,
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logger: logger,
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marketMgr: marketMgr,
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scanner: scanner,
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bufferSize: cfg.ChannelBufferSize,
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concurrency: cfg.MaxWorkers,
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}
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}
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// AddStage adds a processing stage to the pipeline
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func (p *Pipeline) AddStage(stage PipelineStage) {
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p.stages = append(p.stages, stage)
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}
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// ProcessTransactions processes a batch of transactions through the pipeline
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func (p *Pipeline) ProcessTransactions(ctx context.Context, transactions []*types.Transaction) error {
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if len(p.stages) == 0 {
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return fmt.Errorf("no pipeline stages configured")
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}
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// Create the initial input channel
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inputChan := make(chan *types.Transaction, p.bufferSize)
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// Send transactions to the input channel
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go func() {
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defer close(inputChan)
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for _, tx := range transactions {
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select {
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case inputChan <- tx:
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case <-ctx.Done():
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return
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}
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}
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}()
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// Process through each stage
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var currentChan <-chan *scanner.SwapDetails = nil
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for i, stage := range p.stages {
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// Create output channel for this stage
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outputChan := make(chan *scanner.SwapDetails, p.bufferSize)
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// For the first stage, we need to convert transactions to swap details
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if i == 0 {
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// Special handling for first stage
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go func(stage PipelineStage, input <-chan *types.Transaction, output chan<- *scanner.SwapDetails) {
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defer close(output)
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err := stage(ctx, input, output)
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if err != nil {
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p.logger.Error(fmt.Sprintf("Pipeline stage %d error: %v", i, err))
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}
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}(stage, inputChan, outputChan)
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} else {
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// For subsequent stages
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go func(stage PipelineStage, input <-chan *scanner.SwapDetails, output chan<- *scanner.SwapDetails) {
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defer close(output)
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// We need to create a dummy input channel for this stage
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// This is a simplification - in practice you'd have a more complex pipeline
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dummyInput := make(chan *types.Transaction, p.bufferSize)
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close(dummyInput)
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err := stage(ctx, dummyInput, output)
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if err != nil {
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p.logger.Error(fmt.Sprintf("Pipeline stage %d error: %v", i, err))
|
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}
|
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}(stage, currentChan, outputChan)
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}
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currentChan = outputChan
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}
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// Process the final output
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if currentChan != nil {
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go p.processSwapDetails(ctx, currentChan)
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}
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return nil
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}
|
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|
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// processSwapDetails processes the final output of the pipeline
|
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func (p *Pipeline) processSwapDetails(ctx context.Context, swapDetails <-chan *scanner.SwapDetails) {
|
||||
for {
|
||||
select {
|
||||
case swap, ok := <-swapDetails:
|
||||
if !ok {
|
||||
return // Channel closed
|
||||
}
|
||||
|
||||
// Submit to the market scanner for processing
|
||||
p.scanner.SubmitSwap(*swap)
|
||||
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// TransactionDecoderStage decodes transactions to identify swap opportunities
|
||||
func TransactionDecoderStage(
|
||||
cfg *config.BotConfig,
|
||||
logger *logger.Logger,
|
||||
marketMgr *MarketManager,
|
||||
) PipelineStage {
|
||||
return func(ctx context.Context, input <-chan *types.Transaction, output chan<- *scanner.SwapDetails) error {
|
||||
var wg sync.WaitGroup
|
||||
|
||||
// Process transactions concurrently
|
||||
for i := 0; i < cfg.MaxWorkers; i++ {
|
||||
wg.Add(1)
|
||||
go func() {
|
||||
defer wg.Done()
|
||||
for {
|
||||
select {
|
||||
case tx, ok := <-input:
|
||||
if !ok {
|
||||
return // Channel closed
|
||||
}
|
||||
|
||||
// Process the transaction
|
||||
swapDetails := decodeTransaction(tx, logger)
|
||||
if swapDetails != nil {
|
||||
select {
|
||||
case output <- swapDetails:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
}
|
||||
}()
|
||||
}
|
||||
|
||||
// Wait for all workers to finish
|
||||
go func() {
|
||||
wg.Wait()
|
||||
close(output)
|
||||
}()
|
||||
|
||||
return nil
|
||||
}
|
||||
}
|
||||
|
||||
// decodeTransaction decodes a transaction to extract swap details
|
||||
func decodeTransaction(tx *types.Transaction, logger *logger.Logger) *scanner.SwapDetails {
|
||||
// This is a simplified implementation
|
||||
// In practice, you would:
|
||||
// 1. Check if the transaction is calling a Uniswap-like contract
|
||||
// 2. Decode the function call data
|
||||
// 3. Extract token addresses, amounts, etc.
|
||||
|
||||
// For now, we'll return mock data for demonstration
|
||||
if tx.To() != nil {
|
||||
swap := &scanner.SwapDetails{
|
||||
PoolAddress: tx.To().Hex(),
|
||||
Token0: "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48", // USDC
|
||||
Token1: "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", // WETH
|
||||
Amount0In: big.NewInt(1000000000), // 1000 USDC
|
||||
Amount0Out: big.NewInt(0),
|
||||
Amount1In: big.NewInt(0),
|
||||
Amount1Out: big.NewInt(500000000000000000), // 0.5 WETH
|
||||
SqrtPriceX96: uint256.NewInt(2505414483750470000),
|
||||
Liquidity: uint256.NewInt(1000000000000000000),
|
||||
Tick: 200000,
|
||||
Timestamp: time.Now(),
|
||||
TransactionHash: tx.Hash(),
|
||||
}
|
||||
|
||||
logger.Debug(fmt.Sprintf("Decoded swap transaction: %s", tx.Hash().Hex()))
|
||||
return swap
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// MarketAnalysisStage performs market analysis on swap details
|
||||
func MarketAnalysisStage(
|
||||
cfg *config.BotConfig,
|
||||
logger *logger.Logger,
|
||||
marketMgr *MarketManager,
|
||||
) PipelineStage {
|
||||
return func(ctx context.Context, input <-chan *types.Transaction, output chan<- *scanner.SwapDetails) error {
|
||||
// This is a placeholder for market analysis
|
||||
// In practice, you would:
|
||||
// 1. Get pool data from market manager
|
||||
// 2. Analyze price impact
|
||||
// 3. Check for arbitrage opportunities
|
||||
|
||||
close(output)
|
||||
return nil
|
||||
}
|
||||
}
|
||||
|
||||
// ArbitrageDetectionStage detects arbitrage opportunities
|
||||
func ArbitrageDetectionStage(
|
||||
cfg *config.BotConfig,
|
||||
logger *logger.Logger,
|
||||
marketMgr *MarketManager,
|
||||
) PipelineStage {
|
||||
return func(ctx context.Context, input <-chan *types.Transaction, output chan<- *scanner.SwapDetails) error {
|
||||
// This is a placeholder for arbitrage detection
|
||||
// In practice, you would:
|
||||
// 1. Compare prices across multiple pools
|
||||
// 2. Calculate potential profit
|
||||
// 3. Filter based on profitability
|
||||
|
||||
close(output)
|
||||
return nil
|
||||
}
|
||||
}
|
||||
@@ -3,74 +3,147 @@ package monitor
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"log"
|
||||
"math/big"
|
||||
"sync"
|
||||
"time"
|
||||
|
||||
"github.com/your-username/mev-beta/internal/config"
|
||||
"github.com/your-username/mev-beta/internal/logger"
|
||||
"github.com/your-username/mev-beta/internal/ratelimit"
|
||||
"github.com/your-username/mev-beta/pkg/market"
|
||||
"github.com/your-username/mev-beta/pkg/scanner"
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/ethereum/go-ethereum/core/types"
|
||||
"github.com/ethereum/go-ethereum/ethclient"
|
||||
"golang.org/x/time/rate"
|
||||
)
|
||||
|
||||
// ArbitrumMonitor monitors the Arbitrum sequencer for transactions
|
||||
// ArbitrumMonitor monitors the Arbitrum sequencer for transactions with concurrency support
|
||||
type ArbitrumMonitor struct {
|
||||
config *config.ArbitrumConfig
|
||||
botConfig *config.BotConfig
|
||||
client *ethclient.Client
|
||||
rpcEndpoint string
|
||||
logger *logger.Logger
|
||||
rateLimiter *ratelimit.LimiterManager
|
||||
marketMgr *market.MarketManager
|
||||
scanner *scanner.MarketScanner
|
||||
pipeline *market.Pipeline
|
||||
fanManager *market.FanManager
|
||||
limiter *rate.Limiter
|
||||
pollInterval time.Duration
|
||||
running bool
|
||||
mu sync.RWMutex
|
||||
}
|
||||
|
||||
// NewArbitrumMonitor creates a new Arbitrum monitor
|
||||
func NewArbitrumMonitor(rpcEndpoint string, pollInterval time.Duration) (*ArbitrumMonitor, error) {
|
||||
client, err := ethclient.Dial(rpcEndpoint)
|
||||
// NewArbitrumMonitor creates a new Arbitrum monitor with rate limiting
|
||||
func NewArbitrumMonitor(
|
||||
arbCfg *config.ArbitrumConfig,
|
||||
botCfg *config.BotConfig,
|
||||
logger *logger.Logger,
|
||||
rateLimiter *ratelimit.LimiterManager,
|
||||
marketMgr *market.MarketManager,
|
||||
scanner *scanner.MarketScanner,
|
||||
) (*ArbitrumMonitor, error) {
|
||||
// Create Ethereum client
|
||||
client, err := ethclient.Dial(arbCfg.RPCEndpoint)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to connect to Arbitrum node: %v", err)
|
||||
}
|
||||
|
||||
// Create rate limiter based on config
|
||||
limiter := rate.NewLimiter(
|
||||
rate.Limit(arbCfg.RateLimit.RequestsPerSecond),
|
||||
arbCfg.RateLimit.Burst,
|
||||
)
|
||||
|
||||
// Create pipeline
|
||||
pipeline := market.NewPipeline(botCfg, logger, marketMgr, scanner)
|
||||
|
||||
// Add stages to pipeline
|
||||
pipeline.AddStage(market.TransactionDecoderStage(botCfg, logger, marketMgr))
|
||||
|
||||
// Create fan manager
|
||||
fanManager := market.NewFanManager(
|
||||
&config.Config{
|
||||
Arbitrum: *arbCfg,
|
||||
Bot: *botCfg,
|
||||
},
|
||||
logger,
|
||||
rateLimiter,
|
||||
)
|
||||
|
||||
return &ArbitrumMonitor{
|
||||
config: arbCfg,
|
||||
botConfig: botCfg,
|
||||
client: client,
|
||||
rpcEndpoint: rpcEndpoint,
|
||||
pollInterval: pollInterval,
|
||||
logger: logger,
|
||||
rateLimiter: rateLimiter,
|
||||
marketMgr: marketMgr,
|
||||
scanner: scanner,
|
||||
pipeline: pipeline,
|
||||
fanManager: fanManager,
|
||||
limiter: limiter,
|
||||
pollInterval: time.Duration(botCfg.PollingInterval) * time.Second,
|
||||
running: false,
|
||||
}, nil
|
||||
}
|
||||
|
||||
// Start begins monitoring the Arbitrum sequencer
|
||||
func (m *ArbitrumMonitor) Start(ctx context.Context) error {
|
||||
log.Println("Starting Arbitrum sequencer monitoring...")
|
||||
m.mu.Lock()
|
||||
m.running = true
|
||||
m.mu.Unlock()
|
||||
|
||||
m.logger.Info("Starting Arbitrum sequencer monitoring...")
|
||||
|
||||
// Get the latest block to start from
|
||||
if err := m.rateLimiter.WaitForLimit(ctx, m.config.RPCEndpoint); err != nil {
|
||||
return fmt.Errorf("rate limit error: %v", err)
|
||||
}
|
||||
|
||||
header, err := m.client.HeaderByNumber(ctx, nil)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get latest block header: %v", err)
|
||||
}
|
||||
|
||||
lastBlock := header.Number.Uint64()
|
||||
log.Printf("Starting from block: %d", lastBlock)
|
||||
m.logger.Info(fmt.Sprintf("Starting from block: %d", lastBlock))
|
||||
|
||||
for {
|
||||
m.mu.RLock()
|
||||
running := m.running
|
||||
m.mu.RUnlock()
|
||||
|
||||
if !running {
|
||||
break
|
||||
}
|
||||
|
||||
for m.running {
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
m.running = false
|
||||
m.Stop()
|
||||
return nil
|
||||
case <-time.After(m.pollInterval):
|
||||
// Get the latest block
|
||||
if err := m.rateLimiter.WaitForLimit(ctx, m.config.RPCEndpoint); err != nil {
|
||||
m.logger.Error(fmt.Sprintf("Rate limit error: %v", err))
|
||||
continue
|
||||
}
|
||||
|
||||
header, err := m.client.HeaderByNumber(ctx, nil)
|
||||
if err != nil {
|
||||
log.Printf("Failed to get latest block header: %v", err)
|
||||
m.logger.Error(fmt.Sprintf("Failed to get latest block header: %v", err))
|
||||
continue
|
||||
}
|
||||
|
||||
currentBlock := header.Number.Uint64()
|
||||
|
||||
|
||||
// Process blocks from lastBlock+1 to currentBlock
|
||||
for blockNum := lastBlock + 1; blockNum <= currentBlock; blockNum++ {
|
||||
if err := m.processBlock(ctx, blockNum); err != nil {
|
||||
log.Printf("Failed to process block %d: %v", blockNum, err)
|
||||
m.logger.Error(fmt.Sprintf("Failed to process block %d: %v", blockNum, err))
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
lastBlock = currentBlock
|
||||
}
|
||||
}
|
||||
@@ -80,24 +153,33 @@ func (m *ArbitrumMonitor) Start(ctx context.Context) error {
|
||||
|
||||
// Stop stops the monitor
|
||||
func (m *ArbitrumMonitor) Stop() {
|
||||
m.mu.Lock()
|
||||
defer m.mu.Unlock()
|
||||
m.running = false
|
||||
m.logger.Info("Stopping Arbitrum monitor...")
|
||||
}
|
||||
|
||||
// processBlock processes a single block for potential swap transactions
|
||||
func (m *ArbitrumMonitor) processBlock(ctx context.Context, blockNumber uint64) error {
|
||||
log.Printf("Processing block %d", blockNumber)
|
||||
|
||||
m.logger.Debug(fmt.Sprintf("Processing block %d", blockNumber))
|
||||
|
||||
// Wait for rate limiter
|
||||
if err := m.rateLimiter.WaitForLimit(ctx, m.config.RPCEndpoint); err != nil {
|
||||
return fmt.Errorf("rate limit error: %v", err)
|
||||
}
|
||||
|
||||
// Get block by number
|
||||
block, err := m.client.BlockByNumber(ctx, big.NewInt(int64(blockNumber)))
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get block %d: %v", blockNumber, err)
|
||||
}
|
||||
|
||||
// Process each transaction in the block
|
||||
for _, tx := range block.Transactions() {
|
||||
if err := m.processTransaction(ctx, tx); err != nil {
|
||||
log.Printf("Failed to process transaction %s: %v", tx.Hash().Hex(), err)
|
||||
}
|
||||
// Process transactions using pipeline
|
||||
transactions := block.Transactions()
|
||||
|
||||
// Process transactions through the pipeline
|
||||
if err := m.pipeline.ProcessTransactions(ctx, transactions); err != nil {
|
||||
m.logger.Error(fmt.Sprintf("Pipeline processing error: %v", err))
|
||||
}
|
||||
|
||||
return nil
|
||||
@@ -108,17 +190,17 @@ func (m *ArbitrumMonitor) processTransaction(ctx context.Context, tx *types.Tran
|
||||
// Check if this is a potential swap transaction
|
||||
// This is a simplified check - in practice, you would check for
|
||||
// specific function signatures of Uniswap-like contracts
|
||||
|
||||
|
||||
// For now, we'll just log all transactions
|
||||
from, err := m.client.TransactionSender(ctx, tx, common.Hash{}, 0)
|
||||
if err != nil {
|
||||
// This can happen for pending transactions
|
||||
from = common.HexToAddress("0x0")
|
||||
}
|
||||
|
||||
log.Printf("Transaction: %s, From: %s, To: %s, Value: %s ETH",
|
||||
tx.Hash().Hex(),
|
||||
from.Hex(),
|
||||
|
||||
m.logger.Debug(fmt.Sprintf("Transaction: %s, From: %s, To: %s, Value: %s ETH",
|
||||
tx.Hash().Hex(),
|
||||
from.Hex(),
|
||||
func() string {
|
||||
if tx.To() != nil {
|
||||
return tx.To().Hex()
|
||||
@@ -126,15 +208,15 @@ func (m *ArbitrumMonitor) processTransaction(ctx context.Context, tx *types.Tran
|
||||
return "contract creation"
|
||||
}(),
|
||||
new(big.Float).Quo(new(big.Float).SetInt(tx.Value()), big.NewFloat(1e18)).String(),
|
||||
)
|
||||
|
||||
))
|
||||
|
||||
// TODO: Add logic to detect swap transactions and analyze them
|
||||
// This would involve:
|
||||
// 1. Checking if the transaction is calling a Uniswap-like contract
|
||||
// 2. Decoding the swap function call
|
||||
// 3. Extracting the token addresses and amounts
|
||||
// 4. Calculating potential price impact
|
||||
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
@@ -142,12 +224,12 @@ func (m *ArbitrumMonitor) processTransaction(ctx context.Context, tx *types.Tran
|
||||
func (m *ArbitrumMonitor) GetPendingTransactions(ctx context.Context) ([]*types.Transaction, error) {
|
||||
// This is a simplified implementation
|
||||
// In practice, you might need to use a different approach to access pending transactions
|
||||
|
||||
|
||||
// Query for pending transactions
|
||||
txs := make([]*types.Transaction, 0)
|
||||
|
||||
|
||||
// Note: ethclient doesn't directly expose pending transactions
|
||||
// You might need to use a different approach or a custom RPC call
|
||||
|
||||
|
||||
return txs, nil
|
||||
}
|
||||
246
pkg/scanner/concurrent.go
Normal file
246
pkg/scanner/concurrent.go
Normal file
@@ -0,0 +1,246 @@
|
||||
package scanner
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"math/big"
|
||||
"sync"
|
||||
"time"
|
||||
|
||||
"github.com/your-username/mev-beta/internal/config"
|
||||
"github.com/your-username/mev-beta/internal/logger"
|
||||
"github.com/your-username/mev-beta/pkg/uniswap"
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/holiman/uint256"
|
||||
)
|
||||
|
||||
// MarketScanner scans markets for price movement opportunities with concurrency
|
||||
type MarketScanner struct {
|
||||
config *config.BotConfig
|
||||
logger *logger.Logger
|
||||
workerPool chan chan SwapDetails
|
||||
workers []*SwapWorker
|
||||
wg sync.WaitGroup
|
||||
}
|
||||
|
||||
// SwapWorker represents a worker that processes swap details
|
||||
type SwapWorker struct {
|
||||
ID int
|
||||
WorkerPool chan chan SwapDetails
|
||||
JobChannel chan SwapDetails
|
||||
QuitChan chan bool
|
||||
scanner *MarketScanner
|
||||
}
|
||||
|
||||
// NewMarketScanner creates a new market scanner with concurrency support
|
||||
func NewMarketScanner(cfg *config.BotConfig, logger *logger.Logger) *MarketScanner {
|
||||
scanner := &MarketScanner{
|
||||
config: cfg,
|
||||
logger: logger,
|
||||
workerPool: make(chan chan SwapDetails, cfg.MaxWorkers),
|
||||
workers: make([]*SwapWorker, 0, cfg.MaxWorkers),
|
||||
}
|
||||
|
||||
// Create workers
|
||||
for i := 0; i < cfg.MaxWorkers; i++ {
|
||||
worker := NewSwapWorker(i, scanner.workerPool, scanner)
|
||||
scanner.workers = append(scanner.workers, worker)
|
||||
worker.Start()
|
||||
}
|
||||
|
||||
return scanner
|
||||
}
|
||||
|
||||
// NewSwapWorker creates a new swap worker
|
||||
func NewSwapWorker(id int, workerPool chan chan SwapDetails, scanner *MarketScanner) *SwapWorker {
|
||||
return &SwapWorker{
|
||||
ID: id,
|
||||
WorkerPool: workerPool,
|
||||
JobChannel: make(chan SwapDetails),
|
||||
QuitChan: make(chan bool),
|
||||
scanner: scanner,
|
||||
}
|
||||
}
|
||||
|
||||
// Start begins the worker
|
||||
func (w *SwapWorker) Start() {
|
||||
go func() {
|
||||
for {
|
||||
// Register the worker in the worker pool
|
||||
w.WorkerPool <- w.JobChannel
|
||||
|
||||
select {
|
||||
case job := <-w.JobChannel:
|
||||
// Process the job
|
||||
w.Process(job)
|
||||
case <-w.QuitChan:
|
||||
// Stop the worker
|
||||
return
|
||||
}
|
||||
}
|
||||
}()
|
||||
}
|
||||
|
||||
// Stop terminates the worker
|
||||
func (w *SwapWorker) Stop() {
|
||||
go func() {
|
||||
w.QuitChan <- true
|
||||
}()
|
||||
}
|
||||
|
||||
// Process handles a swap detail
|
||||
func (w *SwapWorker) Process(swap SwapDetails) {
|
||||
// Analyze the swap in a separate goroutine to maintain throughput
|
||||
go func() {
|
||||
defer w.scanner.wg.Done()
|
||||
|
||||
// Log the processing
|
||||
w.scanner.logger.Debug(fmt.Sprintf("Worker %d processing swap in pool %s", w.ID, swap.PoolAddress))
|
||||
|
||||
// Analyze the swap
|
||||
priceMovement, err := w.scanner.AnalyzeSwap(swap)
|
||||
if err != nil {
|
||||
w.scanner.logger.Error(fmt.Sprintf("Error analyzing swap: %v", err))
|
||||
return
|
||||
}
|
||||
|
||||
// Check if the movement is significant
|
||||
if w.scanner.IsSignificantMovement(priceMovement, w.scanner.config.MinProfitThreshold) {
|
||||
w.scanner.logger.Info(fmt.Sprintf("Significant price movement detected: %+v", priceMovement))
|
||||
// TODO: Send to arbitrage engine
|
||||
}
|
||||
}()
|
||||
}
|
||||
|
||||
// SubmitSwap submits a swap for processing by the worker pool
|
||||
func (s *MarketScanner) SubmitSwap(swap SwapDetails) {
|
||||
s.wg.Add(1)
|
||||
|
||||
// Get an available worker job channel
|
||||
jobChannel := <-s.workerPool
|
||||
|
||||
// Send the job to the worker
|
||||
jobChannel <- swap
|
||||
}
|
||||
|
||||
// AnalyzeSwap analyzes a swap to determine if it's large enough to move the price
|
||||
func (s *MarketScanner) AnalyzeSwap(swap SwapDetails) (*PriceMovement, error) {
|
||||
// Calculate the price before the swap
|
||||
priceBefore := uniswap.SqrtPriceX96ToPrice(swap.SqrtPriceX96.ToBig())
|
||||
|
||||
// For a more accurate calculation, we would need to:
|
||||
// 1. Calculate the new sqrtPriceX96 after the swap
|
||||
// 2. Convert that to a price
|
||||
// 3. Calculate the price impact
|
||||
|
||||
priceMovement := &PriceMovement{
|
||||
Token0: swap.Token0,
|
||||
Token1: swap.Token1,
|
||||
Pool: swap.PoolAddress,
|
||||
AmountIn: new(big.Int).Add(swap.Amount0In, swap.Amount1In),
|
||||
AmountOut: new(big.Int).Add(swap.Amount0Out, swap.Amount1Out),
|
||||
PriceBefore: priceBefore,
|
||||
TickBefore: swap.Tick,
|
||||
// TickAfter would be calculated based on the swap size and liquidity
|
||||
}
|
||||
|
||||
// Calculate price impact (simplified)
|
||||
// In practice, this would involve more complex calculations using Uniswap V3 math
|
||||
if priceMovement.AmountIn.Cmp(big.NewInt(0)) > 0 {
|
||||
impact := new(big.Float).Quo(
|
||||
new(big.Float).SetInt(priceMovement.AmountOut),
|
||||
new(big.Float).SetInt(priceMovement.AmountIn),
|
||||
)
|
||||
priceImpact, _ := impact.Float64()
|
||||
priceMovement.PriceImpact = priceImpact
|
||||
}
|
||||
|
||||
return priceMovement, nil
|
||||
}
|
||||
|
||||
// IsSignificantMovement determines if a price movement is significant enough to exploit
|
||||
func (s *MarketScanner) IsSignificantMovement(movement *PriceMovement, threshold float64) bool {
|
||||
// Check if the price impact is above our threshold
|
||||
return movement.PriceImpact > threshold
|
||||
}
|
||||
|
||||
// CalculateTickAfterSwap calculates the tick after a swap occurs
|
||||
func (s *MarketScanner) CalculateTickAfterSwap(
|
||||
currentTick int,
|
||||
liquidity *uint256.Int,
|
||||
amountIn *big.Int,
|
||||
zeroForOne bool, // true if swapping token0 for token1
|
||||
) int {
|
||||
// This is a simplified implementation
|
||||
// In practice, you would need to use the Uniswap V3 math formulas
|
||||
|
||||
// The actual calculation would involve:
|
||||
// 1. Converting amounts to sqrt prices
|
||||
// 2. Using the liquidity to determine the price movement
|
||||
// 3. Calculating the new tick based on the price movement
|
||||
|
||||
// For now, we'll return a placeholder
|
||||
return currentTick
|
||||
}
|
||||
|
||||
// FindArbitrageOpportunities looks for arbitrage opportunities based on price movements
|
||||
func (s *MarketScanner) FindArbitrageOpportunities(movements []*PriceMovement) []ArbitrageOpportunity {
|
||||
opportunities := make([]ArbitrageOpportunity, 0)
|
||||
|
||||
// This would contain logic to:
|
||||
// 1. Compare prices across different pools
|
||||
// 2. Calculate potential profit after gas costs
|
||||
// 3. Identify triangular arbitrage opportunities
|
||||
// 4. Check if the opportunity is profitable
|
||||
|
||||
return opportunities
|
||||
}
|
||||
|
||||
// Stop stops the market scanner and all workers
|
||||
func (s *MarketScanner) Stop() {
|
||||
// Stop all workers
|
||||
for _, worker := range s.workers {
|
||||
worker.Stop()
|
||||
}
|
||||
|
||||
// Wait for all jobs to complete
|
||||
s.wg.Wait()
|
||||
}
|
||||
|
||||
// ArbitrageOpportunity represents a potential arbitrage opportunity
|
||||
type ArbitrageOpportunity struct {
|
||||
Path []string // Token path for the arbitrage
|
||||
Pools []string // Pools involved in the arbitrage
|
||||
Profit *big.Int // Estimated profit in wei
|
||||
GasEstimate *big.Int // Estimated gas cost
|
||||
ROI float64 // Return on investment percentage
|
||||
}
|
||||
|
||||
// PriceMovement represents a potential price movement
|
||||
type PriceMovement struct {
|
||||
Token0 string // Token address
|
||||
Token1 string // Token address
|
||||
Pool string // Pool address
|
||||
AmountIn *big.Int // Amount of token being swapped in
|
||||
AmountOut *big.Int // Amount of token being swapped out
|
||||
PriceBefore *big.Float // Price before the swap
|
||||
PriceAfter *big.Float // Price after the swap (to be calculated)
|
||||
PriceImpact float64 // Calculated price impact
|
||||
TickBefore int // Tick before the swap
|
||||
TickAfter int // Tick after the swap (to be calculated)
|
||||
}
|
||||
|
||||
// SwapDetails contains details about a detected swap
|
||||
type SwapDetails struct {
|
||||
PoolAddress string
|
||||
Token0 string
|
||||
Token1 string
|
||||
Amount0In *big.Int
|
||||
Amount0Out *big.Int
|
||||
Amount1In *big.Int
|
||||
Amount1Out *big.Int
|
||||
SqrtPriceX96 *uint256.Int
|
||||
Liquidity *uint256.Int
|
||||
Tick int
|
||||
Timestamp time.Time
|
||||
TransactionHash common.Hash
|
||||
}
|
||||
@@ -1,122 +1,2 @@
|
||||
package scanner
|
||||
|
||||
import (
|
||||
"math/big"
|
||||
|
||||
"github.com/holiman/uint256"
|
||||
)
|
||||
|
||||
// MarketScanner scans markets for price movement opportunities
|
||||
type MarketScanner struct {
|
||||
// Configuration fields would go here
|
||||
}
|
||||
|
||||
// NewMarketScanner creates a new market scanner
|
||||
func NewMarketScanner() *MarketScanner {
|
||||
return &MarketScanner{}
|
||||
}
|
||||
|
||||
// PriceMovement represents a potential price movement
|
||||
type PriceMovement struct {
|
||||
Token0 string // Token address
|
||||
Token1 string // Token address
|
||||
Pool string // Pool address
|
||||
AmountIn *big.Int // Amount of token being swapped in
|
||||
AmountOut *big.Int // Amount of token being swapped out
|
||||
PriceImpact float64 // Calculated price impact
|
||||
TickBefore int // Tick before the swap
|
||||
TickAfter int // Tick after the swap
|
||||
}
|
||||
|
||||
// SwapDetails contains details about a detected swap
|
||||
type SwapDetails struct {
|
||||
PoolAddress string
|
||||
Token0 string
|
||||
Token1 string
|
||||
Amount0In *big.Int
|
||||
Amount0Out *big.Int
|
||||
Amount1In *big.Int
|
||||
Amount1Out *big.Int
|
||||
SqrtPriceX96 *uint256.Int
|
||||
Liquidity *uint256.Int
|
||||
Tick int
|
||||
}
|
||||
|
||||
// AnalyzeSwap analyzes a swap to determine if it's large enough to move the price
|
||||
func (s *MarketScanner) AnalyzeSwap(swap SwapDetails) (*PriceMovement, error) {
|
||||
// This is a simplified implementation
|
||||
// In practice, you would need to:
|
||||
// 1. Calculate the price before the swap
|
||||
// 2. Calculate the price after the swap
|
||||
// 3. Determine the price impact
|
||||
|
||||
priceMovement := &PriceMovement{
|
||||
Token0: swap.Token0,
|
||||
Token1: swap.Token1,
|
||||
Pool: swap.PoolAddress,
|
||||
AmountIn: new(big.Int).Add(swap.Amount0In, swap.Amount1In),
|
||||
AmountOut: new(big.Int).Add(swap.Amount0Out, swap.Amount1Out),
|
||||
TickBefore: swap.Tick,
|
||||
// TickAfter would be calculated based on the swap size and liquidity
|
||||
}
|
||||
|
||||
// Calculate price impact (simplified)
|
||||
// In practice, this would involve more complex calculations
|
||||
if priceMovement.AmountIn.Cmp(big.NewInt(0)) > 0 {
|
||||
impact := new(big.Float).Quo(
|
||||
new(big.Float).SetInt(priceMovement.AmountOut),
|
||||
new(big.Float).SetInt(priceMovement.AmountIn),
|
||||
)
|
||||
priceImpact, _ := impact.Float64()
|
||||
priceMovement.PriceImpact = priceImpact
|
||||
}
|
||||
|
||||
return priceMovement, nil
|
||||
}
|
||||
|
||||
// IsSignificantMovement determines if a price movement is significant enough to exploit
|
||||
func (s *MarketScanner) IsSignificantMovement(movement *PriceMovement, threshold float64) bool {
|
||||
// Check if the price impact is above our threshold
|
||||
return movement.PriceImpact > threshold
|
||||
}
|
||||
|
||||
// CalculateTickAfterSwap calculates the tick after a swap occurs
|
||||
func (s *MarketScanner) CalculateTickAfterSwap(
|
||||
currentTick int,
|
||||
liquidity *uint256.Int,
|
||||
amountIn *big.Int,
|
||||
zeroForOne bool, // true if swapping token0 for token1
|
||||
) int {
|
||||
// This is a simplified implementation
|
||||
// In practice, you would need to use the Uniswap V3 math formulas
|
||||
|
||||
// The actual calculation would involve:
|
||||
// 1. Converting amounts to sqrt prices
|
||||
// 2. Using the liquidity to determine the price movement
|
||||
// 3. Calculating the new tick based on the price movement
|
||||
|
||||
// For now, we'll return a placeholder
|
||||
return currentTick
|
||||
}
|
||||
|
||||
// FindArbitrageOpportunities looks for arbitrage opportunities based on price movements
|
||||
func (s *MarketScanner) FindArbitrageOpportunities(movements []*PriceMovement) []ArbitrageOpportunity {
|
||||
opportunities := make([]ArbitrageOpportunity, 0)
|
||||
|
||||
// This would contain logic to:
|
||||
// 1. Compare prices across different pools
|
||||
// 2. Calculate potential profit after gas costs
|
||||
// 3. Identify triangular arbitrage opportunities
|
||||
// 4. Check if the opportunity is profitable
|
||||
|
||||
return opportunities
|
||||
}
|
||||
|
||||
// ArbitrageOpportunity represents a potential arbitrage opportunity
|
||||
type ArbitrageOpportunity struct {
|
||||
Path []string // Token path for the arbitrage
|
||||
Pools []string // Pools involved in the arbitrage
|
||||
Profit *big.Int // Estimated profit in wei
|
||||
GasEstimate *big.Int // Estimated gas cost
|
||||
ROI float64 // Return on investment percentage
|
||||
}
|
||||
// Deprecated: Use concurrent.go instead
|
||||
package scanner
|
||||
@@ -1,6 +1,7 @@
|
||||
package uniswap
|
||||
|
||||
import (
|
||||
"math"
|
||||
"math/big"
|
||||
|
||||
"github.com/holiman/uint256"
|
||||
@@ -8,7 +9,7 @@ import (
|
||||
|
||||
const (
|
||||
// Q96 represents 2^96 used in Uniswap V3 sqrtPriceX96 calculations
|
||||
Q96 = 79228162514264337593543950336 // 2^96
|
||||
Q96 = "79228162514264337593543950336" // 2^96 as string to avoid overflow
|
||||
|
||||
// Tick spacing for different fee tiers
|
||||
LowTickSpacing = 10
|
||||
@@ -58,17 +59,22 @@ func TickToSqrtPriceX96(tick int) *big.Int {
|
||||
// sqrtPriceX96 = 1.0001^(tick/2) * 2^96
|
||||
|
||||
// Calculate 1.0001^(tick/2)
|
||||
base := new(big.Float).SetFloat64(1.0001)
|
||||
tickF := new(big.Float).SetFloat64(float64(tick) / 2.0)
|
||||
power := new(big.Float).Pow(base, tickF)
|
||||
base := 1.0001
|
||||
power := float64(tick) / 2.0
|
||||
result := math.Pow(base, power)
|
||||
|
||||
// Convert to big.Float
|
||||
price := new(big.Float).SetFloat64(result)
|
||||
|
||||
// Multiply by 2^96
|
||||
q96 := new(big.Float).SetInt(new(big.Int).Exp(big.NewInt(2), big.NewInt(96), nil))
|
||||
sqrtPrice := new(big.Float).Mul(power, q96)
|
||||
q96Int := new(big.Int)
|
||||
q96Int.SetString(Q96, 10)
|
||||
q96 := new(big.Float).SetInt(q96Int)
|
||||
price.Mul(price, q96)
|
||||
|
||||
// Convert to big.Int
|
||||
sqrtPriceX96 := new(big.Int)
|
||||
sqrtPrice.Int(sqrtPriceX96)
|
||||
price.Int(sqrtPriceX96)
|
||||
|
||||
return sqrtPriceX96
|
||||
}
|
||||
@@ -85,7 +91,9 @@ func SqrtPriceX96ToTick(sqrtPriceX96 *big.Int) int {
|
||||
|
||||
// Convert to big.Float
|
||||
sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
|
||||
q96 := new(big.Float).SetInt(new(big.Int).SetInt64(Q96))
|
||||
q96Int := new(big.Int)
|
||||
q96Int.SetString(Q96, 10)
|
||||
q96 := new(big.Float).SetInt(q96Int)
|
||||
|
||||
// Calculate sqrtPriceX96 / 2^96
|
||||
ratio := new(big.Float).Quo(sqrtPrice, q96)
|
||||
@@ -95,14 +103,15 @@ func SqrtPriceX96ToTick(sqrtPriceX96 *big.Int) int {
|
||||
|
||||
// Calculate log_1.0001(price)
|
||||
// log_1.0001(x) = ln(x) / ln(1.0001)
|
||||
lnPrice := new(big.Float).Log(price)
|
||||
lnBase := new(big.Float).Log(new(big.Float).SetFloat64(1.0001))
|
||||
logRatio := new(big.Float).Quo(lnPrice, lnBase)
|
||||
priceFloat, _ := price.Float64()
|
||||
lnPrice := math.Log(priceFloat)
|
||||
lnBase := math.Log(1.0001)
|
||||
logRatio := lnPrice / lnBase
|
||||
|
||||
// Convert to int
|
||||
tick, _ := logRatio.Int64()
|
||||
tick := int(logRatio)
|
||||
|
||||
return int(tick)
|
||||
return tick
|
||||
}
|
||||
|
||||
// GetTickAtSqrtPrice calculates the tick for a given sqrtPriceX96 using uint256
|
||||
|
||||
Reference in New Issue
Block a user