Add enhanced concurrency patterns, rate limiting, market management, and pipeline processing
This commit is contained in:
Krypto Kajun
27
@prompts/concurrency-patterns.md
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27
@prompts/concurrency-patterns.md
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@@ -0,0 +1,27 @@
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You are an expert in Go concurrency patterns and high-performance systems. I'm building an MEV bot that needs to efficiently process thousands of transactions per second using advanced concurrency patterns.
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I need help with:
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1. Implementing efficient worker pools for transaction processing
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2. Creating pipeline patterns for multi-stage processing
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3. Implementing fan-in and fan-out patterns for data distribution
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4. Using channels effectively for communication between goroutines
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5. Managing rate limiting across multiple RPC endpoints
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6. Implementing backpressure handling to prevent resource exhaustion
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7. Optimizing memory usage and garbage collection
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8. Using context for cancellation and timeouts
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Please provide production-ready Go code that:
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- Implements efficient concurrency patterns
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- Handles errors gracefully without leaking goroutines
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- Uses appropriate buffering for channels
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- Follows Go best practices for concurrent programming
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- Includes comprehensive comments explaining the patterns used
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- Provides metrics for monitoring performance
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The code should:
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- Process transactions with minimal latency
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- Scale efficiently across multiple CPU cores
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- Handle backpressure gracefully
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- Provide clear error handling and recovery
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- Include benchmarks for critical functions
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26
@prompts/rate-limiting.md
Normal file
26
@prompts/rate-limiting.md
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@@ -0,0 +1,26 @@
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You are an expert in rate limiting and resource management for distributed systems. I'm building an MEV bot that needs to efficiently manage requests to multiple RPC endpoints with different rate limits.
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I need help with:
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1. Implementing adaptive rate limiting that adjusts to endpoint capacity
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2. Creating a rate limiter manager for multiple endpoints
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3. Handling rate limit errors gracefully with fallback strategies
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4. Implementing retry mechanisms with exponential backoff
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5. Monitoring and adjusting rate limits based on observed performance
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6. Balancing load across multiple endpoints
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7. Handling different rate limit types (RPS, concurrent requests, etc.)
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8. Implementing circuit breakers for failed endpoints
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Please provide production-ready Go code that:
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- Implements efficient rate limiting for multiple endpoints
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- Handles errors gracefully
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- Follows Go best practices
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- Includes comprehensive comments explaining the rate limiting strategies
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- Provides metrics for monitoring rate limit usage
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The code should:
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- Respect rate limits for all endpoints
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- Automatically adjust to endpoint capacity
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- Handle rate limit errors gracefully
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- Provide clear metrics for monitoring
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- Include benchmarks for critical functions
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27
@prompts/transaction-decoding.md
Normal file
27
@prompts/transaction-decoding.md
Normal file
@@ -0,0 +1,27 @@
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You are an expert in Ethereum transaction processing and MEV optimization. I'm building an MEV bot that needs to efficiently decode and analyze Uniswap V3 swap transactions.
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I need help with:
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1. Decoding transaction calldata for Uniswap V3 swap functions
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2. Extracting token addresses and amounts from swap transactions
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3. Identifying the pool contract and fee tier from transaction data
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4. Calculating price impact of swaps using Uniswap V3 mathematics
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5. Detecting multi-hop swaps and complex routing patterns
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6. Efficiently processing large volumes of transactions
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7. Handling different versions of Uniswap contracts
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8. Working with Ethereum event logs for additional data
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Please provide production-ready Go code that:
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- Uses the go-ethereum library for transaction processing
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- Implements efficient decoding of transaction data
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- Handles errors gracefully
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- Follows Go best practices
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- Includes comprehensive comments explaining the decoding process
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- Provides metrics for monitoring performance
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The code should:
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- Accurately decode Uniswap V3 swap transactions
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- Extract all relevant data for MEV analysis
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- Handle various edge cases and error conditions
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- Process transactions with minimal latency
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- Include benchmarks for critical functions
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@@ -3,16 +3,17 @@ package main
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import (
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"context"
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"fmt"
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"log"
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"os"
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"os/signal"
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"syscall"
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"time"
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"github.com/urfave/cli/v2"
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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/your-username/mev-beta/pkg/market"
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"github.com/your-username/mev-beta/pkg/monitor"
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"github.com/your-username/mev-beta/pkg/scanner"
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)
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func main() {
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@@ -40,7 +41,8 @@ func main() {
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}
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if err := app.Run(os.Args); err != nil {
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log.Fatal(err)
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fmt.Fprintf(os.Stderr, "Error: %v\n", err)
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os.Exit(1)
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}
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}
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@@ -56,8 +58,24 @@ func startBot() error {
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log.Info("Starting MEV bot...")
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// Create Arbitrum monitor
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monitor, err := monitor.NewArbitrumMonitor(cfg.Arbitrum.RPCEndpoint, time.Duration(cfg.Bot.PollingInterval)*time.Second)
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// Create rate limiter manager
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rateLimiter := ratelimit.NewLimiterManager(&cfg.Arbitrum)
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// Create market manager
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marketMgr := market.NewMarketManager(&cfg.Uniswap, log)
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// Create market scanner
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scanner := scanner.NewMarketScanner(&cfg.Bot, log)
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// Create Arbitrum monitor with concurrency support
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monitor, err := monitor.NewArbitrumMonitor(
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&cfg.Arbitrum,
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&cfg.Bot,
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log,
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rateLimiter,
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marketMgr,
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scanner,
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)
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if err != nil {
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return fmt.Errorf("failed to create Arbitrum monitor: %w", err)
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}
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@@ -89,6 +107,9 @@ func startBot() error {
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// Stop the monitor
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monitor.Stop()
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// Stop the scanner
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scanner.Stop()
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log.Info("MEV bot stopped.")
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return nil
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}
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@@ -8,6 +8,21 @@ arbitrum:
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ws_endpoint: ""
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# Chain ID for Arbitrum (42161 for mainnet)
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chain_id: 42161
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# Rate limiting configuration for RPC endpoint
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rate_limit:
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# Maximum requests per second (adjust based on your provider's limits)
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requests_per_second: 5
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# Maximum concurrent requests
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max_concurrent: 3
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# Burst size for rate limiting
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burst: 10
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# Fallback RPC endpoints
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fallback_endpoints:
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- url: "https://arbitrum-rpc.publicnode.com"
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rate_limit:
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requests_per_second: 3
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max_concurrent: 2
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burst: 5
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# Bot configuration
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bot:
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@@ -19,6 +34,12 @@ bot:
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min_profit_threshold: 5.0
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# Gas price multiplier (for faster transactions)
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gas_price_multiplier: 1.2
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# Maximum number of concurrent workers for processing
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max_workers: 5
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# Buffer size for channels
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channel_buffer_size: 50
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# Timeout for RPC calls in seconds
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rpc_timeout: 30
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# Uniswap configuration
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uniswap:
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@@ -31,6 +52,14 @@ uniswap:
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- 500 # 0.05%
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- 3000 # 0.3%
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- 10000 # 1%
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# Cache configuration for pool data
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cache:
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# Enable or disable caching
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enabled: true
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# Cache expiration time in seconds
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expiration: 300
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# Maximum cache size
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max_size: 1000
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# Logging configuration
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log:
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@@ -45,3 +74,7 @@ log:
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database:
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# Database file path
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file: "data/mev-bot.db"
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# Maximum number of open connections
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max_open_connections: 5
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# Maximum number of idle connections
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max_idle_connections: 2
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@@ -8,6 +8,26 @@ arbitrum:
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ws_endpoint: ""
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# Chain ID for Arbitrum (42161 for mainnet)
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chain_id: 42161
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# Rate limiting configuration for RPC endpoint
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rate_limit:
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# Maximum requests per second (adjust based on your provider's limits)
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requests_per_second: 10
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# Maximum concurrent requests
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max_concurrent: 5
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# Burst size for rate limiting
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burst: 20
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# Fallback RPC endpoints
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fallback_endpoints:
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- url: "https://arbitrum-mainnet.infura.io/v3/YOUR_INFURA_KEY"
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rate_limit:
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requests_per_second: 5
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max_concurrent: 3
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burst: 10
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- url: "https://arbitrum-rpc.publicnode.com"
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rate_limit:
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requests_per_second: 8
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max_concurrent: 4
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burst: 15
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# Bot configuration
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bot:
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@@ -19,6 +39,12 @@ bot:
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min_profit_threshold: 10.0
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# Gas price multiplier (for faster transactions)
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gas_price_multiplier: 1.2
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# Maximum number of concurrent workers for processing
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max_workers: 10
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# Buffer size for channels
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channel_buffer_size: 100
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# Timeout for RPC calls in seconds
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rpc_timeout: 30
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# Uniswap configuration
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uniswap:
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@@ -31,6 +57,14 @@ uniswap:
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- 500 # 0.05%
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- 3000 # 0.3%
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- 10000 # 1%
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# Cache configuration for pool data
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cache:
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# Enable or disable caching
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enabled: true
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# Cache expiration time in seconds
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expiration: 300
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# Maximum cache size
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max_size: 10000
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# Logging configuration
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log:
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@@ -45,3 +79,7 @@ log:
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database:
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# Database file path
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file: "mev-bot.db"
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# Maximum number of open connections
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max_open_connections: 10
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# Maximum number of idle connections
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max_idle_connections: 5
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3
go.mod
3
go.mod
@@ -6,6 +6,8 @@ require (
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github.com/ethereum/go-ethereum v1.14.12
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github.com/holiman/uint256 v1.3.1
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github.com/urfave/cli/v2 v2.27.4
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golang.org/x/sync v0.8.0
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golang.org/x/time v0.10.0
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gopkg.in/yaml.v3 v3.0.1
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)
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@@ -36,7 +38,6 @@ require (
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github.com/xrash/smetrics v0.0.0-20240521201337-686a1a2994c1 // indirect
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golang.org/x/crypto v0.26.0 // indirect
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golang.org/x/exp v0.0.0-20240719175910-8a7402abbf56 // indirect
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golang.org/x/sync v0.8.0 // indirect
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golang.org/x/sys v0.25.0 // indirect
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rsc.io/tmplfunc v0.0.3 // indirect
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)
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4
go.sum
4
go.sum
@@ -159,8 +159,8 @@ golang.org/x/sys v0.25.0 h1:r+8e+loiHxRqhXVl6ML1nO3l1+oFoWbnlu2Ehimmi34=
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golang.org/x/sys v0.25.0/go.mod h1:/VUhepiaJMQUp4+oa/7Zr1D23ma6VTLIYjOOTFZPUcA=
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golang.org/x/text v0.17.0 h1:XtiM5bkSOt+ewxlOE/aE/AKEHibwj/6gvWMl9Rsh0Qc=
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golang.org/x/text v0.17.0/go.mod h1:BuEKDfySbSR4drPmRPG/7iBdf8hvFMuRexcpahXilzY=
|
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golang.org/x/time v0.5.0 h1:o7cqy6amK/52YcAKIPlM3a+Fpj35zvRj2TP+e1xFSfk=
|
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golang.org/x/time v0.5.0/go.mod h1:3BpzKBy/shNhVucY/MWOyx10tF3SFh9QdLuxbVysPQM=
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golang.org/x/time v0.10.0 h1:3usCWA8tQn0L8+hFJQNgzpWbd89begxN66o1Ojdn5L4=
|
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golang.org/x/time v0.10.0/go.mod h1:3BpzKBy/shNhVucY/MWOyx10tF3SFh9QdLuxbVysPQM=
|
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google.golang.org/protobuf v1.34.2 h1:6xV6lTsCfpGD21XK49h7MhtcApnLqkfYgPcdHftf6hg=
|
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google.golang.org/protobuf v1.34.2/go.mod h1:qYOHts0dSfpeUzUFpOMr/WGzszTmLH+DiWniOlNbLDw=
|
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gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
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@@ -3,6 +3,7 @@ package config
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import (
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"fmt"
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"os"
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"strconv"
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"gopkg.in/yaml.v3"
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)
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@@ -18,36 +19,94 @@ type Config struct {
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// ArbitrumConfig represents the Arbitrum node configuration
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type ArbitrumConfig struct {
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// Primary RPC endpoint
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RPCEndpoint string `yaml:"rpc_endpoint"`
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// WebSocket endpoint for Arbitrum node (optional)
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WSEndpoint string `yaml:"ws_endpoint"`
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// Chain ID for Arbitrum (42161 for mainnet)
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ChainID int64 `yaml:"chain_id"`
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// Rate limiting configuration for RPC endpoint
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RateLimit RateLimitConfig `yaml:"rate_limit"`
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// Fallback RPC endpoints
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FallbackEndpoints []EndpointConfig `yaml:"fallback_endpoints"`
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}
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// EndpointConfig represents a fallback RPC endpoint configuration
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type EndpointConfig struct {
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// RPC endpoint URL
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URL string `yaml:"url"`
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// Rate limiting configuration for this endpoint
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RateLimit RateLimitConfig `yaml:"rate_limit"`
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}
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// RateLimitConfig represents rate limiting configuration
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type RateLimitConfig struct {
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// Maximum requests per second
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RequestsPerSecond int `yaml:"requests_per_second"`
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// Maximum concurrent requests
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MaxConcurrent int `yaml:"max_concurrent"`
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// Burst size for rate limiting
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Burst int `yaml:"burst"`
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}
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// BotConfig represents the bot configuration
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type BotConfig struct {
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// Enable or disable the bot
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Enabled bool `yaml:"enabled"`
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// Polling interval in seconds
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PollingInterval int `yaml:"polling_interval"`
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// Minimum profit threshold in USD
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MinProfitThreshold float64 `yaml:"min_profit_threshold"`
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// Gas price multiplier (for faster transactions)
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GasPriceMultiplier float64 `yaml:"gas_price_multiplier"`
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// Maximum number of concurrent workers for processing
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MaxWorkers int `yaml:"max_workers"`
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// Buffer size for channels
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ChannelBufferSize int `yaml:"channel_buffer_size"`
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// Timeout for RPC calls in seconds
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RPCTimeout int `yaml:"rpc_timeout"`
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}
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// UniswapConfig represents the Uniswap configuration
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type UniswapConfig struct {
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// Factory contract address
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FactoryAddress string `yaml:"factory_address"`
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// Position manager contract address
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PositionManagerAddress string `yaml:"position_manager_address"`
|
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// Supported fee tiers
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FeeTiers []int64 `yaml:"fee_tiers"`
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// Cache configuration for pool data
|
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Cache CacheConfig `yaml:"cache"`
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}
|
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|
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// CacheConfig represents caching configuration
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type CacheConfig struct {
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// Enable or disable caching
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Enabled bool `yaml:"enabled"`
|
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// Cache expiration time in seconds
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Expiration int `yaml:"expiration"`
|
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// Maximum cache size
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MaxSize int `yaml:"max_size"`
|
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}
|
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|
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// LogConfig represents the logging configuration
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type LogConfig struct {
|
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// Log level (debug, info, warn, error)
|
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Level string `yaml:"level"`
|
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// Log format (json, text)
|
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Format string `yaml:"format"`
|
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// Log file path (empty for stdout)
|
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File string `yaml:"file"`
|
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}
|
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|
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// DatabaseConfig represents the database configuration
|
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type DatabaseConfig struct {
|
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// Database file path
|
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File string `yaml:"file"`
|
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// Maximum number of open connections
|
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MaxOpenConnections int `yaml:"max_open_connections"`
|
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// Maximum number of idle connections
|
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MaxIdleConnections int `yaml:"max_idle_connections"`
|
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}
|
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|
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// Load loads the configuration from a file
|
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@@ -64,5 +123,47 @@ func Load(filename string) (*Config, error) {
|
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return nil, fmt.Errorf("failed to parse config file: %w", err)
|
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}
|
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|
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// Override with environment variables if they exist
|
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config.OverrideWithEnv()
|
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|
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return &config, nil
|
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}
|
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|
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// OverrideWithEnv overrides configuration with environment variables
|
||||
func (c *Config) OverrideWithEnv() {
|
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// Override RPC endpoint
|
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if rpcEndpoint := os.Getenv("ARBITRUM_RPC_ENDPOINT"); rpcEndpoint != "" {
|
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c.Arbitrum.RPCEndpoint = rpcEndpoint
|
||||
}
|
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|
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// Override WebSocket endpoint
|
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if wsEndpoint := os.Getenv("ARBITRUM_WS_ENDPOINT"); wsEndpoint != "" {
|
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c.Arbitrum.WSEndpoint = wsEndpoint
|
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}
|
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|
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// Override rate limit settings
|
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if rps := os.Getenv("RPC_REQUESTS_PER_SECOND"); rps != "" {
|
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if val, err := strconv.Atoi(rps); err == nil {
|
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c.Arbitrum.RateLimit.RequestsPerSecond = val
|
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}
|
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}
|
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|
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if maxConcurrent := os.Getenv("RPC_MAX_CONCURRENT"); maxConcurrent != "" {
|
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if val, err := strconv.Atoi(maxConcurrent); err == nil {
|
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c.Arbitrum.RateLimit.MaxConcurrent = val
|
||||
}
|
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}
|
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|
||||
// Override bot settings
|
||||
if maxWorkers := os.Getenv("BOT_MAX_WORKERS"); maxWorkers != "" {
|
||||
if val, err := strconv.Atoi(maxWorkers); err == nil {
|
||||
c.Bot.MaxWorkers = val
|
||||
}
|
||||
}
|
||||
|
||||
if channelBufferSize := os.Getenv("BOT_CHANNEL_BUFFER_SIZE"); channelBufferSize != "" {
|
||||
if val, err := strconv.Atoi(channelBufferSize); err == nil {
|
||||
c.Bot.ChannelBufferSize = val
|
||||
}
|
||||
}
|
||||
}
|
||||
128
internal/ratelimit/manager.go
Normal file
128
internal/ratelimit/manager.go
Normal file
@@ -0,0 +1,128 @@
|
||||
package ratelimit
|
||||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"sync"
|
||||
|
||||
"github.com/your-username/mev-beta/internal/config"
|
||||
"golang.org/x/time/rate"
|
||||
)
|
||||
|
||||
// LimiterManager manages rate limiters for multiple endpoints
|
||||
type LimiterManager struct {
|
||||
limiters map[string]*EndpointLimiter
|
||||
mu sync.RWMutex
|
||||
}
|
||||
|
||||
// EndpointLimiter represents a rate limiter for a specific endpoint
|
||||
type EndpointLimiter struct {
|
||||
URL string
|
||||
Limiter *rate.Limiter
|
||||
Config config.RateLimitConfig
|
||||
}
|
||||
|
||||
// NewLimiterManager creates a new LimiterManager
|
||||
func NewLimiterManager(cfg *config.ArbitrumConfig) *LimiterManager {
|
||||
lm := &LimiterManager{
|
||||
limiters: make(map[string]*EndpointLimiter),
|
||||
}
|
||||
|
||||
// Create limiter for primary endpoint
|
||||
limiter := createLimiter(cfg.RateLimit)
|
||||
lm.limiters[cfg.RPCEndpoint] = &EndpointLimiter{
|
||||
URL: cfg.RPCEndpoint,
|
||||
Limiter: limiter,
|
||||
Config: cfg.RateLimit,
|
||||
}
|
||||
|
||||
// Create limiters for fallback endpoints
|
||||
for _, endpoint := range cfg.FallbackEndpoints {
|
||||
limiter := createLimiter(endpoint.RateLimit)
|
||||
lm.limiters[endpoint.URL] = &EndpointLimiter{
|
||||
URL: endpoint.URL,
|
||||
Limiter: limiter,
|
||||
Config: endpoint.RateLimit,
|
||||
}
|
||||
}
|
||||
|
||||
return lm
|
||||
}
|
||||
|
||||
// createLimiter creates a rate limiter based on the configuration
|
||||
func createLimiter(cfg config.RateLimitConfig) *rate.Limiter {
|
||||
// Create a rate limiter with the specified rate and burst
|
||||
r := rate.Limit(cfg.RequestsPerSecond)
|
||||
return rate.NewLimiter(r, cfg.Burst)
|
||||
}
|
||||
|
||||
// WaitForLimit waits for the rate limiter to allow a request
|
||||
func (lm *LimiterManager) WaitForLimit(ctx context.Context, endpointURL string) error {
|
||||
lm.mu.RLock()
|
||||
limiter, exists := lm.limiters[endpointURL]
|
||||
lm.mu.RUnlock()
|
||||
|
||||
if !exists {
|
||||
return fmt.Errorf("no rate limiter found for endpoint: %s", endpointURL)
|
||||
}
|
||||
|
||||
// Wait for permission to make a request
|
||||
return limiter.Limiter.Wait(ctx)
|
||||
}
|
||||
|
||||
// TryWaitForLimit tries to wait for the rate limiter to allow a request without blocking
|
||||
func (lm *LimiterManager) TryWaitForLimit(ctx context.Context, endpointURL string) error {
|
||||
lm.mu.RLock()
|
||||
limiter, exists := lm.limiters[endpointURL]
|
||||
lm.mu.RUnlock()
|
||||
|
||||
if !exists {
|
||||
return fmt.Errorf("no rate limiter found for endpoint: %s", endpointURL)
|
||||
}
|
||||
|
||||
// Try to wait for permission to make a request without blocking
|
||||
if !limiter.Limiter.Allow() {
|
||||
return fmt.Errorf("rate limit exceeded for endpoint: %s", endpointURL)
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetLimiter returns the rate limiter for a specific endpoint
|
||||
func (lm *LimiterManager) GetLimiter(endpointURL string) (*rate.Limiter, error) {
|
||||
lm.mu.RLock()
|
||||
limiter, exists := lm.limiters[endpointURL]
|
||||
lm.mu.RUnlock()
|
||||
|
||||
if !exists {
|
||||
return nil, fmt.Errorf("no rate limiter found for endpoint: %s", endpointURL)
|
||||
}
|
||||
|
||||
return limiter.Limiter, nil
|
||||
}
|
||||
|
||||
// UpdateLimiter updates the rate limiter for an endpoint
|
||||
func (lm *LimiterManager) UpdateLimiter(endpointURL string, cfg config.RateLimitConfig) {
|
||||
lm.mu.Lock()
|
||||
defer lm.mu.Unlock()
|
||||
|
||||
limiter := createLimiter(cfg)
|
||||
lm.limiters[endpointURL] = &EndpointLimiter{
|
||||
URL: endpointURL,
|
||||
Limiter: limiter,
|
||||
Config: cfg,
|
||||
}
|
||||
}
|
||||
|
||||
// GetEndpoints returns all endpoint URLs
|
||||
func (lm *LimiterManager) GetEndpoints() []string {
|
||||
lm.mu.RLock()
|
||||
defer lm.mu.RUnlock()
|
||||
|
||||
endpoints := make([]string, 0, len(lm.limiters))
|
||||
for url := range lm.limiters {
|
||||
endpoints = append(endpoints, url)
|
||||
}
|
||||
|
||||
return endpoints
|
||||
}
|
||||
181
pkg/market/fan.go
Normal file
181
pkg/market/fan.go
Normal file
@@ -0,0 +1,181 @@
|
||||
package market
|
||||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"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/ethereum/go-ethereum/core/types"
|
||||
)
|
||||
|
||||
// FanManager manages fan-in/fan-out patterns for multiple data sources
|
||||
type FanManager struct {
|
||||
config *config.Config
|
||||
logger *logger.Logger
|
||||
rateLimiter *ratelimit.LimiterManager
|
||||
bufferSize int
|
||||
maxWorkers int
|
||||
}
|
||||
|
||||
// NewFanManager creates a new fan manager
|
||||
func NewFanManager(cfg *config.Config, logger *logger.Logger, rateLimiter *ratelimit.LimiterManager) *FanManager {
|
||||
return &FanManager{
|
||||
config: cfg,
|
||||
logger: logger,
|
||||
rateLimiter: rateLimiter,
|
||||
bufferSize: cfg.Bot.ChannelBufferSize,
|
||||
maxWorkers: cfg.Bot.MaxWorkers,
|
||||
}
|
||||
}
|
||||
|
||||
// FanOut distributes work across multiple workers
|
||||
func (fm *FanManager) FanOut(ctx context.Context, jobs <-chan *types.Transaction, numWorkers int) <-chan *types.Transaction {
|
||||
// Create the output channel
|
||||
out := make(chan *types.Transaction, fm.bufferSize)
|
||||
|
||||
// Create a wait group to wait for all workers
|
||||
var wg sync.WaitGroup
|
||||
|
||||
// Start the workers
|
||||
for i := 0; i < numWorkers; i++ {
|
||||
wg.Add(1)
|
||||
go func(workerID int) {
|
||||
defer wg.Done()
|
||||
fm.worker(ctx, jobs, out, workerID)
|
||||
}(i)
|
||||
}
|
||||
|
||||
// Close the output channel when all workers are done
|
||||
go func() {
|
||||
wg.Wait()
|
||||
close(out)
|
||||
}()
|
||||
|
||||
return out
|
||||
}
|
||||
|
||||
// worker processes jobs from the input channel and sends results to the output channel
|
||||
func (fm *FanManager) worker(ctx context.Context, jobs <-chan *types.Transaction, out chan<- *types.Transaction, workerID int) {
|
||||
for {
|
||||
select {
|
||||
case job, ok := <-jobs:
|
||||
if !ok {
|
||||
return // Channel closed
|
||||
}
|
||||
|
||||
// Process the job (in this case, just pass it through)
|
||||
// In practice, you would do some processing here
|
||||
fm.logger.Debug(fmt.Sprintf("Worker %d processing transaction %s", workerID, job.Hash().Hex()))
|
||||
|
||||
// Simulate some work
|
||||
time.Sleep(10 * time.Millisecond)
|
||||
|
||||
// Send the result to the output channel
|
||||
select {
|
||||
case out <- job:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// FanIn combines multiple input channels into a single output channel
|
||||
func (fm *FanManager) FanIn(ctx context.Context, inputs ...<-chan *types.Transaction) <-chan *types.Transaction {
|
||||
// Create the output channel
|
||||
out := make(chan *types.Transaction, fm.bufferSize)
|
||||
|
||||
// Create a wait group to wait for all input channels
|
||||
var wg sync.WaitGroup
|
||||
|
||||
// Start a goroutine for each input channel
|
||||
for i, input := range inputs {
|
||||
wg.Add(1)
|
||||
go func(inputID int, inputChan <-chan *types.Transaction) {
|
||||
defer wg.Done()
|
||||
fm.fanInWorker(ctx, inputChan, out, inputID)
|
||||
}(i, input)
|
||||
}
|
||||
|
||||
// Close the output channel when all input channels are done
|
||||
go func() {
|
||||
wg.Wait()
|
||||
close(out)
|
||||
}()
|
||||
|
||||
return out
|
||||
}
|
||||
|
||||
// fanInWorker reads from an input channel and writes to the output channel
|
||||
func (fm *FanManager) fanInWorker(ctx context.Context, input <-chan *types.Transaction, out chan<- *types.Transaction, inputID int) {
|
||||
for {
|
||||
select {
|
||||
case job, ok := <-input:
|
||||
if !ok {
|
||||
return // Channel closed
|
||||
}
|
||||
|
||||
// Send the job to the output channel
|
||||
select {
|
||||
case out <- job:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Multiplex distributes transactions across multiple endpoints with rate limiting
|
||||
func (fm *FanManager) Multiplex(ctx context.Context, transactions <-chan *types.Transaction) []<-chan *types.Transaction {
|
||||
endpoints := fm.rateLimiter.GetEndpoints()
|
||||
outputs := make([]<-chan *types.Transaction, len(endpoints))
|
||||
|
||||
// Create a channel for each endpoint
|
||||
for i, endpoint := range endpoints {
|
||||
// Create a buffered channel for this endpoint
|
||||
endpointChan := make(chan *types.Transaction, fm.bufferSize)
|
||||
outputs[i] = endpointChan
|
||||
|
||||
// Start a worker for this endpoint
|
||||
go func(endpointURL string, outChan chan<- *types.Transaction) {
|
||||
defer close(outChan)
|
||||
|
||||
for {
|
||||
select {
|
||||
case tx, ok := <-transactions:
|
||||
if !ok {
|
||||
return // Input channel closed
|
||||
}
|
||||
|
||||
// Wait for rate limiter
|
||||
if err := fm.rateLimiter.WaitForLimit(ctx, endpointURL); err != nil {
|
||||
fm.logger.Error(fmt.Sprintf("Rate limiter error for %s: %v", endpointURL, err))
|
||||
continue
|
||||
}
|
||||
|
||||
// Send to endpoint-specific channel
|
||||
select {
|
||||
case outChan <- tx:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
}
|
||||
}(endpoint, endpointChan)
|
||||
}
|
||||
|
||||
return outputs
|
||||
}
|
||||
201
pkg/market/manager.go
Normal file
201
pkg/market/manager.go
Normal file
@@ -0,0 +1,201 @@
|
||||
package market
|
||||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"sync"
|
||||
"time"
|
||||
|
||||
"github.com/your-username/mev-beta/internal/config"
|
||||
"github.com/your-username/mev-beta/internal/logger"
|
||||
"github.com/ethereum/go-ethereum/common"
|
||||
"github.com/holiman/uint256"
|
||||
"golang.org/x/sync/singleflight"
|
||||
)
|
||||
|
||||
// MarketManager manages market data and pool information
|
||||
type MarketManager struct {
|
||||
config *config.UniswapConfig
|
||||
logger *logger.Logger
|
||||
pools map[string]*PoolData
|
||||
mu sync.RWMutex
|
||||
cacheGroup singleflight.Group
|
||||
cacheDuration time.Duration
|
||||
maxCacheSize int
|
||||
}
|
||||
|
||||
// PoolData represents data for a Uniswap V3 pool
|
||||
type PoolData struct {
|
||||
Address common.Address
|
||||
Token0 common.Address
|
||||
Token1 common.Address
|
||||
Fee int64
|
||||
Liquidity *uint256.Int
|
||||
SqrtPriceX96 *uint256.Int
|
||||
Tick int
|
||||
TickSpacing int
|
||||
LastUpdated time.Time
|
||||
}
|
||||
|
||||
// NewMarketManager creates a new market manager
|
||||
func NewMarketManager(cfg *config.UniswapConfig, logger *logger.Logger) *MarketManager {
|
||||
return &MarketManager{
|
||||
config: cfg,
|
||||
logger: logger,
|
||||
pools: make(map[string]*PoolData),
|
||||
cacheDuration: time.Duration(cfg.Cache.Expiration) * time.Second,
|
||||
maxCacheSize: cfg.Cache.MaxSize,
|
||||
}
|
||||
}
|
||||
|
||||
// GetPool retrieves pool data, either from cache or by fetching it
|
||||
func (mm *MarketManager) GetPool(ctx context.Context, poolAddress common.Address) (*PoolData, error) {
|
||||
// Check if we have it in cache and it's still valid
|
||||
poolKey := poolAddress.Hex()
|
||||
|
||||
mm.mu.RLock()
|
||||
if pool, exists := mm.pools[poolKey]; exists {
|
||||
// Check if cache is still valid
|
||||
if time.Since(pool.LastUpdated) < mm.cacheDuration {
|
||||
mm.mu.RUnlock()
|
||||
return pool, nil
|
||||
}
|
||||
}
|
||||
mm.mu.RUnlock()
|
||||
|
||||
// Use singleflight to prevent duplicate requests for the same pool
|
||||
result, err, _ := mm.cacheGroup.Do(poolKey, func() (interface{}, error) {
|
||||
return mm.fetchPoolData(ctx, poolAddress)
|
||||
})
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
pool := result.(*PoolData)
|
||||
|
||||
// Update cache
|
||||
mm.mu.Lock()
|
||||
// Check if we need to evict old entries
|
||||
if len(mm.pools) >= mm.maxCacheSize {
|
||||
mm.evictOldest()
|
||||
}
|
||||
mm.pools[poolKey] = pool
|
||||
mm.mu.Unlock()
|
||||
|
||||
return pool, nil
|
||||
}
|
||||
|
||||
// fetchPoolData fetches pool data from the blockchain
|
||||
func (mm *MarketManager) fetchPoolData(ctx context.Context, poolAddress common.Address) (*PoolData, error) {
|
||||
// This is a simplified implementation
|
||||
// In practice, you would interact with the Ethereum blockchain to get real data
|
||||
|
||||
// For now, we'll return mock data
|
||||
pool := &PoolData{
|
||||
Address: poolAddress,
|
||||
Token0: common.HexToAddress("0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"), // USDC
|
||||
Token1: common.HexToAddress("0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"), // WETH
|
||||
Fee: 3000, // 0.3%
|
||||
Liquidity: uint256.NewInt(1000000000000000000), // 1 ETH equivalent
|
||||
SqrtPriceX96: uint256.NewInt(2505414483750470000), // Mock sqrt price
|
||||
Tick: 200000, // Mock tick
|
||||
TickSpacing: 60, // Tick spacing for 0.3% fee
|
||||
LastUpdated: time.Now(),
|
||||
}
|
||||
|
||||
mm.logger.Debug(fmt.Sprintf("Fetched pool data for %s", poolAddress.Hex()))
|
||||
|
||||
return pool, nil
|
||||
}
|
||||
|
||||
// evictOldest removes the oldest entry from the cache
|
||||
func (mm *MarketManager) evictOldest() {
|
||||
oldestKey := ""
|
||||
var oldestTime time.Time
|
||||
|
||||
for key, pool := range mm.pools {
|
||||
if oldestKey == "" || pool.LastUpdated.Before(oldestTime) {
|
||||
oldestKey = key
|
||||
oldestTime = pool.LastUpdated
|
||||
}
|
||||
}
|
||||
|
||||
if oldestKey != "" {
|
||||
delete(mm.pools, oldestKey)
|
||||
mm.logger.Debug(fmt.Sprintf("Evicted pool %s from cache", oldestKey))
|
||||
}
|
||||
}
|
||||
|
||||
// UpdatePool updates pool data
|
||||
func (mm *MarketManager) UpdatePool(poolAddress common.Address, liquidity *uint256.Int, sqrtPriceX96 *uint256.Int, tick int) {
|
||||
poolKey := poolAddress.Hex()
|
||||
|
||||
mm.mu.Lock()
|
||||
defer mm.mu.Unlock()
|
||||
|
||||
if pool, exists := mm.pools[poolKey]; exists {
|
||||
pool.Liquidity = liquidity
|
||||
pool.SqrtPriceX96 = sqrtPriceX96
|
||||
pool.Tick = tick
|
||||
pool.LastUpdated = time.Now()
|
||||
} else {
|
||||
// Create new pool entry
|
||||
pool := &PoolData{
|
||||
Address: poolAddress,
|
||||
Liquidity: liquidity,
|
||||
SqrtPriceX96: sqrtPriceX96,
|
||||
Tick: tick,
|
||||
LastUpdated: time.Now(),
|
||||
}
|
||||
mm.pools[poolKey] = pool
|
||||
}
|
||||
}
|
||||
|
||||
// GetPoolsByTokens retrieves pools for a pair of tokens
|
||||
func (mm *MarketManager) GetPoolsByTokens(token0, token1 common.Address) []*PoolData {
|
||||
mm.mu.RLock()
|
||||
defer mm.mu.RUnlock()
|
||||
|
||||
pools := make([]*PoolData, 0)
|
||||
|
||||
for _, pool := range mm.pools {
|
||||
// Check if this pool contains the token pair
|
||||
if (pool.Token0 == token0 && pool.Token1 == token1) ||
|
||||
(pool.Token0 == token1 && pool.Token1 == token0) {
|
||||
pools = append(pools, pool)
|
||||
}
|
||||
}
|
||||
|
||||
return pools
|
||||
}
|
||||
|
||||
// GetAllPools returns all cached pools
|
||||
func (mm *MarketManager) GetAllPools() []*PoolData {
|
||||
mm.mu.RLock()
|
||||
defer mm.mu.RUnlock()
|
||||
|
||||
pools := make([]*PoolData, 0, len(mm.pools))
|
||||
for _, pool := range mm.pools {
|
||||
pools = append(pools, pool)
|
||||
}
|
||||
|
||||
return pools
|
||||
}
|
||||
|
||||
// ClearCache clears all cached pool data
|
||||
func (mm *MarketManager) ClearCache() {
|
||||
mm.mu.Lock()
|
||||
defer mm.mu.Unlock()
|
||||
|
||||
mm.pools = make(map[string]*PoolData)
|
||||
mm.logger.Info("Cleared pool cache")
|
||||
}
|
||||
|
||||
// GetCacheStats returns cache statistics
|
||||
func (mm *MarketManager) GetCacheStats() (int, int) {
|
||||
mm.mu.RLock()
|
||||
defer mm.mu.RUnlock()
|
||||
|
||||
return len(mm.pools), mm.maxCacheSize
|
||||
}
|
||||
249
pkg/market/pipeline.go
Normal file
249
pkg/market/pipeline.go
Normal file
@@ -0,0 +1,249 @@
|
||||
package market
|
||||
|
||||
import (
|
||||
"context"
|
||||
"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/scanner"
|
||||
"github.com/ethereum/go-ethereum/core/types"
|
||||
"github.com/holiman/uint256"
|
||||
)
|
||||
|
||||
// Pipeline processes transactions through multiple stages
|
||||
type Pipeline struct {
|
||||
config *config.BotConfig
|
||||
logger *logger.Logger
|
||||
marketMgr *MarketManager
|
||||
scanner *scanner.MarketScanner
|
||||
stages []PipelineStage
|
||||
bufferSize int
|
||||
concurrency int
|
||||
}
|
||||
|
||||
// PipelineStage represents a stage in the processing pipeline
|
||||
type PipelineStage func(context.Context, <-chan *types.Transaction, chan<- *scanner.SwapDetails) error
|
||||
|
||||
// NewPipeline creates a new transaction processing pipeline
|
||||
func NewPipeline(
|
||||
cfg *config.BotConfig,
|
||||
logger *logger.Logger,
|
||||
marketMgr *MarketManager,
|
||||
scanner *scanner.MarketScanner,
|
||||
) *Pipeline {
|
||||
return &Pipeline{
|
||||
config: cfg,
|
||||
logger: logger,
|
||||
marketMgr: marketMgr,
|
||||
scanner: scanner,
|
||||
bufferSize: cfg.ChannelBufferSize,
|
||||
concurrency: cfg.MaxWorkers,
|
||||
}
|
||||
}
|
||||
|
||||
// AddStage adds a processing stage to the pipeline
|
||||
func (p *Pipeline) AddStage(stage PipelineStage) {
|
||||
p.stages = append(p.stages, stage)
|
||||
}
|
||||
|
||||
// ProcessTransactions processes a batch of transactions through the pipeline
|
||||
func (p *Pipeline) ProcessTransactions(ctx context.Context, transactions []*types.Transaction) error {
|
||||
if len(p.stages) == 0 {
|
||||
return fmt.Errorf("no pipeline stages configured")
|
||||
}
|
||||
|
||||
// Create the initial input channel
|
||||
inputChan := make(chan *types.Transaction, p.bufferSize)
|
||||
|
||||
// Send transactions to the input channel
|
||||
go func() {
|
||||
defer close(inputChan)
|
||||
for _, tx := range transactions {
|
||||
select {
|
||||
case inputChan <- tx:
|
||||
case <-ctx.Done():
|
||||
return
|
||||
}
|
||||
}
|
||||
}()
|
||||
|
||||
// Process through each stage
|
||||
var currentChan <-chan *scanner.SwapDetails = nil
|
||||
|
||||
for i, stage := range p.stages {
|
||||
// Create output channel for this stage
|
||||
outputChan := make(chan *scanner.SwapDetails, p.bufferSize)
|
||||
|
||||
// For the first stage, we need to convert transactions to swap details
|
||||
if i == 0 {
|
||||
// Special handling for first stage
|
||||
go func(stage PipelineStage, input <-chan *types.Transaction, output chan<- *scanner.SwapDetails) {
|
||||
defer close(output)
|
||||
err := stage(ctx, input, output)
|
||||
if err != nil {
|
||||
p.logger.Error(fmt.Sprintf("Pipeline stage %d error: %v", i, err))
|
||||
}
|
||||
}(stage, inputChan, outputChan)
|
||||
} else {
|
||||
// For subsequent stages
|
||||
go func(stage PipelineStage, input <-chan *scanner.SwapDetails, output chan<- *scanner.SwapDetails) {
|
||||
defer close(output)
|
||||
// We need to create a dummy input channel for this stage
|
||||
// This is a simplification - in practice you'd have a more complex pipeline
|
||||
dummyInput := make(chan *types.Transaction, p.bufferSize)
|
||||
close(dummyInput)
|
||||
err := stage(ctx, dummyInput, output)
|
||||
if err != nil {
|
||||
p.logger.Error(fmt.Sprintf("Pipeline stage %d error: %v", i, err))
|
||||
}
|
||||
}(stage, currentChan, outputChan)
|
||||
}
|
||||
|
||||
currentChan = outputChan
|
||||
}
|
||||
|
||||
// Process the final output
|
||||
if currentChan != nil {
|
||||
go p.processSwapDetails(ctx, currentChan)
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// processSwapDetails processes the final output of the pipeline
|
||||
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
|
||||
}
|
||||
}
|
||||
@@ -3,62 +3,135 @@ 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
|
||||
}
|
||||
|
||||
@@ -67,7 +140,7 @@ func (m *ArbitrumMonitor) Start(ctx context.Context) error {
|
||||
// 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))
|
||||
}
|
||||
}
|
||||
|
||||
@@ -80,12 +153,20 @@ 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)))
|
||||
@@ -93,11 +174,12 @@ func (m *ArbitrumMonitor) processBlock(ctx context.Context, blockNumber uint64)
|
||||
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
|
||||
@@ -116,7 +198,7 @@ func (m *ArbitrumMonitor) processTransaction(ctx context.Context, tx *types.Tran
|
||||
from = common.HexToAddress("0x0")
|
||||
}
|
||||
|
||||
log.Printf("Transaction: %s, From: %s, To: %s, Value: %s ETH",
|
||||
m.logger.Debug(fmt.Sprintf("Transaction: %s, From: %s, To: %s, Value: %s ETH",
|
||||
tx.Hash().Hex(),
|
||||
from.Hex(),
|
||||
func() string {
|
||||
@@ -126,7 +208,7 @@ 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:
|
||||
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 @@
|
||||
// Deprecated: Use concurrent.go instead
|
||||
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
|
||||
}
|
||||
@@ -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