Add enhanced concurrency patterns, rate limiting, market management, and pipeline processing
This commit is contained in:
249
pkg/market/pipeline.go
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249
pkg/market/pipeline.go
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@@ -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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// processSwapDetails processes the final output of the pipeline
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func (p *Pipeline) processSwapDetails(ctx context.Context, swapDetails <-chan *scanner.SwapDetails) {
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for {
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select {
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case swap, ok := <-swapDetails:
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if !ok {
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return // Channel closed
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}
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// Submit to the market scanner for processing
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p.scanner.SubmitSwap(*swap)
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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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// TransactionDecoderStage decodes transactions to identify swap opportunities
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func TransactionDecoderStage(
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cfg *config.BotConfig,
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logger *logger.Logger,
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marketMgr *MarketManager,
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) PipelineStage {
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return func(ctx context.Context, input <-chan *types.Transaction, output chan<- *scanner.SwapDetails) error {
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var wg sync.WaitGroup
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// Process transactions concurrently
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for i := 0; i < cfg.MaxWorkers; i++ {
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wg.Add(1)
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go func() {
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defer wg.Done()
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for {
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select {
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case tx, ok := <-input:
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if !ok {
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return // Channel closed
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}
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// Process the transaction
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swapDetails := decodeTransaction(tx, logger)
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if swapDetails != nil {
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select {
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case output <- swapDetails:
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case <-ctx.Done():
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return
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}
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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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}
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// Wait for all workers to finish
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go func() {
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wg.Wait()
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close(output)
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}()
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return nil
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}
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}
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// decodeTransaction decodes a transaction to extract swap details
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func decodeTransaction(tx *types.Transaction, logger *logger.Logger) *scanner.SwapDetails {
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// This is a simplified implementation
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// In practice, you would:
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// 1. Check if the transaction is calling a Uniswap-like contract
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// 2. Decode the function call data
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// 3. Extract token addresses, amounts, etc.
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// For now, we'll return mock data for demonstration
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if tx.To() != nil {
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swap := &scanner.SwapDetails{
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PoolAddress: tx.To().Hex(),
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Token0: "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48", // USDC
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Token1: "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", // WETH
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Amount0In: big.NewInt(1000000000), // 1000 USDC
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Amount0Out: big.NewInt(0),
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Amount1In: big.NewInt(0),
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Amount1Out: big.NewInt(500000000000000000), // 0.5 WETH
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SqrtPriceX96: uint256.NewInt(2505414483750470000),
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Liquidity: uint256.NewInt(1000000000000000000),
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Tick: 200000,
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Timestamp: time.Now(),
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TransactionHash: tx.Hash(),
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}
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logger.Debug(fmt.Sprintf("Decoded swap transaction: %s", tx.Hash().Hex()))
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return swap
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}
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return nil
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}
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// MarketAnalysisStage performs market analysis on swap details
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func MarketAnalysisStage(
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cfg *config.BotConfig,
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logger *logger.Logger,
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marketMgr *MarketManager,
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) PipelineStage {
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return func(ctx context.Context, input <-chan *types.Transaction, output chan<- *scanner.SwapDetails) error {
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// This is a placeholder for market analysis
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// In practice, you would:
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// 1. Get pool data from market manager
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// 2. Analyze price impact
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// 3. Check for arbitrage opportunities
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close(output)
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return nil
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}
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}
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// ArbitrageDetectionStage detects arbitrage opportunities
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func ArbitrageDetectionStage(
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cfg *config.BotConfig,
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logger *logger.Logger,
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marketMgr *MarketManager,
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) PipelineStage {
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return func(ctx context.Context, input <-chan *types.Transaction, output chan<- *scanner.SwapDetails) error {
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// This is a placeholder for arbitrage detection
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// In practice, you would:
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// 1. Compare prices across multiple pools
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// 2. Calculate potential profit
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// 3. Filter based on profitability
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close(output)
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return nil
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}
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}
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