Add enhanced concurrency patterns, rate limiting, market management, and pipeline processing
This commit is contained in:
Krypto Kajun
246
pkg/scanner/concurrent.go
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246
pkg/scanner/concurrent.go
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@@ -0,0 +1,246 @@
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package scanner
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import (
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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/uniswap"
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"github.com/ethereum/go-ethereum/common"
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"github.com/holiman/uint256"
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)
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// MarketScanner scans markets for price movement opportunities with concurrency
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type MarketScanner struct {
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config *config.BotConfig
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logger *logger.Logger
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workerPool chan chan SwapDetails
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workers []*SwapWorker
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wg sync.WaitGroup
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}
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// SwapWorker represents a worker that processes swap details
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type SwapWorker struct {
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ID int
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WorkerPool chan chan SwapDetails
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JobChannel chan SwapDetails
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QuitChan chan bool
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scanner *MarketScanner
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}
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// NewMarketScanner creates a new market scanner with concurrency support
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func NewMarketScanner(cfg *config.BotConfig, logger *logger.Logger) *MarketScanner {
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scanner := &MarketScanner{
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config: cfg,
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logger: logger,
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workerPool: make(chan chan SwapDetails, cfg.MaxWorkers),
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workers: make([]*SwapWorker, 0, cfg.MaxWorkers),
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}
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// Create workers
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for i := 0; i < cfg.MaxWorkers; i++ {
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worker := NewSwapWorker(i, scanner.workerPool, scanner)
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scanner.workers = append(scanner.workers, worker)
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worker.Start()
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}
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return scanner
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}
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// NewSwapWorker creates a new swap worker
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func NewSwapWorker(id int, workerPool chan chan SwapDetails, scanner *MarketScanner) *SwapWorker {
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return &SwapWorker{
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ID: id,
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WorkerPool: workerPool,
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JobChannel: make(chan SwapDetails),
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QuitChan: make(chan bool),
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scanner: scanner,
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}
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}
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// Start begins the worker
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func (w *SwapWorker) Start() {
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go func() {
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for {
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// Register the worker in the worker pool
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w.WorkerPool <- w.JobChannel
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select {
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case job := <-w.JobChannel:
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// Process the job
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w.Process(job)
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case <-w.QuitChan:
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// Stop the worker
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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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// Stop terminates the worker
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func (w *SwapWorker) Stop() {
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go func() {
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w.QuitChan <- true
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}()
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}
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// Process handles a swap detail
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func (w *SwapWorker) Process(swap SwapDetails) {
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// Analyze the swap in a separate goroutine to maintain throughput
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go func() {
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defer w.scanner.wg.Done()
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// Log the processing
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w.scanner.logger.Debug(fmt.Sprintf("Worker %d processing swap in pool %s", w.ID, swap.PoolAddress))
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// Analyze the swap
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priceMovement, err := w.scanner.AnalyzeSwap(swap)
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if err != nil {
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w.scanner.logger.Error(fmt.Sprintf("Error analyzing swap: %v", err))
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return
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}
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// Check if the movement is significant
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if w.scanner.IsSignificantMovement(priceMovement, w.scanner.config.MinProfitThreshold) {
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w.scanner.logger.Info(fmt.Sprintf("Significant price movement detected: %+v", priceMovement))
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// TODO: Send to arbitrage engine
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}
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}()
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}
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// SubmitSwap submits a swap for processing by the worker pool
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func (s *MarketScanner) SubmitSwap(swap SwapDetails) {
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s.wg.Add(1)
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// Get an available worker job channel
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jobChannel := <-s.workerPool
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// Send the job to the worker
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jobChannel <- swap
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}
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// AnalyzeSwap analyzes a swap to determine if it's large enough to move the price
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func (s *MarketScanner) AnalyzeSwap(swap SwapDetails) (*PriceMovement, error) {
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// Calculate the price before the swap
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priceBefore := uniswap.SqrtPriceX96ToPrice(swap.SqrtPriceX96.ToBig())
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// For a more accurate calculation, we would need to:
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// 1. Calculate the new sqrtPriceX96 after the swap
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// 2. Convert that to a price
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// 3. Calculate the price impact
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priceMovement := &PriceMovement{
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Token0: swap.Token0,
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Token1: swap.Token1,
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Pool: swap.PoolAddress,
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AmountIn: new(big.Int).Add(swap.Amount0In, swap.Amount1In),
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AmountOut: new(big.Int).Add(swap.Amount0Out, swap.Amount1Out),
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PriceBefore: priceBefore,
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TickBefore: swap.Tick,
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// TickAfter would be calculated based on the swap size and liquidity
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}
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// Calculate price impact (simplified)
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// In practice, this would involve more complex calculations using Uniswap V3 math
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if priceMovement.AmountIn.Cmp(big.NewInt(0)) > 0 {
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impact := new(big.Float).Quo(
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new(big.Float).SetInt(priceMovement.AmountOut),
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new(big.Float).SetInt(priceMovement.AmountIn),
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)
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priceImpact, _ := impact.Float64()
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priceMovement.PriceImpact = priceImpact
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}
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return priceMovement, nil
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}
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// IsSignificantMovement determines if a price movement is significant enough to exploit
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func (s *MarketScanner) IsSignificantMovement(movement *PriceMovement, threshold float64) bool {
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// Check if the price impact is above our threshold
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return movement.PriceImpact > threshold
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}
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// CalculateTickAfterSwap calculates the tick after a swap occurs
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func (s *MarketScanner) CalculateTickAfterSwap(
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currentTick int,
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liquidity *uint256.Int,
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amountIn *big.Int,
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zeroForOne bool, // true if swapping token0 for token1
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) int {
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// This is a simplified implementation
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// In practice, you would need to use the Uniswap V3 math formulas
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// The actual calculation would involve:
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// 1. Converting amounts to sqrt prices
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// 2. Using the liquidity to determine the price movement
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// 3. Calculating the new tick based on the price movement
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// For now, we'll return a placeholder
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return currentTick
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}
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// FindArbitrageOpportunities looks for arbitrage opportunities based on price movements
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func (s *MarketScanner) FindArbitrageOpportunities(movements []*PriceMovement) []ArbitrageOpportunity {
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opportunities := make([]ArbitrageOpportunity, 0)
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// This would contain logic to:
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// 1. Compare prices across different pools
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// 2. Calculate potential profit after gas costs
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// 3. Identify triangular arbitrage opportunities
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// 4. Check if the opportunity is profitable
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return opportunities
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}
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// Stop stops the market scanner and all workers
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func (s *MarketScanner) Stop() {
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// Stop all workers
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for _, worker := range s.workers {
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worker.Stop()
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}
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// Wait for all jobs to complete
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s.wg.Wait()
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}
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// ArbitrageOpportunity represents a potential arbitrage opportunity
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type ArbitrageOpportunity struct {
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Path []string // Token path for the arbitrage
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Pools []string // Pools involved in the arbitrage
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Profit *big.Int // Estimated profit in wei
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GasEstimate *big.Int // Estimated gas cost
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ROI float64 // Return on investment percentage
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}
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// PriceMovement represents a potential price movement
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type PriceMovement struct {
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Token0 string // Token address
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Token1 string // Token address
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Pool string // Pool address
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AmountIn *big.Int // Amount of token being swapped in
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AmountOut *big.Int // Amount of token being swapped out
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PriceBefore *big.Float // Price before the swap
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PriceAfter *big.Float // Price after the swap (to be calculated)
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PriceImpact float64 // Calculated price impact
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TickBefore int // Tick before the swap
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TickAfter int // Tick after the swap (to be calculated)
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}
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// SwapDetails contains details about a detected swap
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type SwapDetails struct {
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PoolAddress string
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Token0 string
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Token1 string
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Amount0In *big.Int
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Amount0Out *big.Int
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Amount1In *big.Int
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Amount1Out *big.Int
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SqrtPriceX96 *uint256.Int
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Liquidity *uint256.Int
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Tick int
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Timestamp time.Time
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TransactionHash common.Hash
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}
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@@ -1,122 +1,2 @@
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package scanner
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import (
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"math/big"
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"github.com/holiman/uint256"
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)
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// MarketScanner scans markets for price movement opportunities
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type MarketScanner struct {
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// Configuration fields would go here
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}
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// NewMarketScanner creates a new market scanner
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func NewMarketScanner() *MarketScanner {
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return &MarketScanner{}
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}
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// PriceMovement represents a potential price movement
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type PriceMovement struct {
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Token0 string // Token address
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Token1 string // Token address
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Pool string // Pool address
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AmountIn *big.Int // Amount of token being swapped in
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AmountOut *big.Int // Amount of token being swapped out
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PriceImpact float64 // Calculated price impact
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TickBefore int // Tick before the swap
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TickAfter int // Tick after the swap
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}
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// SwapDetails contains details about a detected swap
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type SwapDetails struct {
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PoolAddress string
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Token0 string
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Token1 string
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Amount0In *big.Int
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Amount0Out *big.Int
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Amount1In *big.Int
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Amount1Out *big.Int
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SqrtPriceX96 *uint256.Int
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Liquidity *uint256.Int
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Tick int
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}
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// AnalyzeSwap analyzes a swap to determine if it's large enough to move the price
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func (s *MarketScanner) AnalyzeSwap(swap SwapDetails) (*PriceMovement, error) {
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// This is a simplified implementation
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// In practice, you would need to:
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// 1. Calculate the price before the swap
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// 2. Calculate the price after the swap
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// 3. Determine the price impact
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priceMovement := &PriceMovement{
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Token0: swap.Token0,
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Token1: swap.Token1,
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Pool: swap.PoolAddress,
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AmountIn: new(big.Int).Add(swap.Amount0In, swap.Amount1In),
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AmountOut: new(big.Int).Add(swap.Amount0Out, swap.Amount1Out),
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TickBefore: swap.Tick,
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// TickAfter would be calculated based on the swap size and liquidity
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}
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// Calculate price impact (simplified)
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// In practice, this would involve more complex calculations
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if priceMovement.AmountIn.Cmp(big.NewInt(0)) > 0 {
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impact := new(big.Float).Quo(
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new(big.Float).SetInt(priceMovement.AmountOut),
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new(big.Float).SetInt(priceMovement.AmountIn),
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)
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priceImpact, _ := impact.Float64()
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priceMovement.PriceImpact = priceImpact
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}
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return priceMovement, nil
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}
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// IsSignificantMovement determines if a price movement is significant enough to exploit
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func (s *MarketScanner) IsSignificantMovement(movement *PriceMovement, threshold float64) bool {
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// Check if the price impact is above our threshold
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return movement.PriceImpact > threshold
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}
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// CalculateTickAfterSwap calculates the tick after a swap occurs
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func (s *MarketScanner) CalculateTickAfterSwap(
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currentTick int,
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liquidity *uint256.Int,
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amountIn *big.Int,
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zeroForOne bool, // true if swapping token0 for token1
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) int {
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// This is a simplified implementation
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// In practice, you would need to use the Uniswap V3 math formulas
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// The actual calculation would involve:
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// 1. Converting amounts to sqrt prices
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// 2. Using the liquidity to determine the price movement
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// 3. Calculating the new tick based on the price movement
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// For now, we'll return a placeholder
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return currentTick
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}
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// FindArbitrageOpportunities looks for arbitrage opportunities based on price movements
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func (s *MarketScanner) FindArbitrageOpportunities(movements []*PriceMovement) []ArbitrageOpportunity {
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opportunities := make([]ArbitrageOpportunity, 0)
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// This would contain logic to:
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// 1. Compare prices across different pools
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// 2. Calculate potential profit after gas costs
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// 3. Identify triangular arbitrage opportunities
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// 4. Check if the opportunity is profitable
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return opportunities
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}
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// ArbitrageOpportunity represents a potential arbitrage opportunity
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type ArbitrageOpportunity struct {
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Path []string // Token path for the arbitrage
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Pools []string // Pools involved in the arbitrage
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Profit *big.Int // Estimated profit in wei
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GasEstimate *big.Int // Estimated gas cost
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ROI float64 // Return on investment percentage
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}
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// Deprecated: Use concurrent.go instead
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package scanner
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