feature/v2/execution/P4-001-transaction-builder #7

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administrator commented 2025-11-10 18:33:15 +01:00

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administrator added 4 commits 2025-11-10 18:33:16 +01:00

feat(execution): implement transaction builder and flashloan integration ... 10930ce264

Implemented core execution engine components for building and executing arbitrage transactions with flashloan support.

Transaction Builder (transaction_builder.go):
- Builds executable transactions from arbitrage opportunities
- Protocol-specific transaction encoding (V2, V3, Curve)
- Single and multi-hop swap support
- EIP-1559 gas pricing with profit-based optimization
- Slippage protection with configurable basis points
- Gas limit estimation with protocol-specific costs
- Transaction validation and profit estimation
- Transaction signing with private keys

Protocol Encoders:
- UniswapV2Encoder (uniswap_v2_encoder.go):
  * swapExactTokensForTokens for single and multi-hop
  * swapExactETHForTokens / swapExactTokensForETH
  * Proper ABI encoding with dynamic arrays
  * Path building for multi-hop routes

- UniswapV3Encoder (uniswap_v3_encoder.go):
  * exactInputSingle for single swaps
  * exactInput for multi-hop with encoded path
  * exactOutputSingle for reverse swaps
  * Multicall support for batching
  * Q64.96 price limit support
  * 3-byte fee encoding in paths

- CurveEncoder (curve_encoder.go):
  * exchange for standard swaps
  * exchange_underlying for metapools
  * Dynamic exchange for newer pools
  * Coin index mapping helpers
  * get_dy for quote estimation

Flashloan Integration (flashloan.go):
- Multi-provider support (Aave V3, Uniswap V3, Uniswap V2)
- Provider selection based on availability and fees
- Fee calculation for each provider:
  * Aave V3: 0.09% (9 bps)
  * Uniswap V3: 0% (fee paid in swap)
  * Uniswap V2: 0.3% (30 bps)

- AaveV3FlashloanEncoder:
  * flashLoan with multiple assets
  * Mode 0 (no debt, repay in same tx)
  * Custom params passing to callback

- UniswapV3FlashloanEncoder:
  * flash function with callback data
  * Amount0/Amount1 handling

- UniswapV2FlashloanEncoder:
  * swap function with callback data
  * Flash swap mechanism

Key Features:
- Atomic execution with flashloans
- Profit-based gas price optimization
- Multi-protocol routing
- Configurable slippage tolerance
- Deadline management for time-sensitive swaps
- Comprehensive error handling
- Structured logging throughout

Configuration:
- Default slippage: 0.5% (50 bps)
- Max slippage: 3% (300 bps)
- Gas limit multiplier: 1.2x (20% buffer)
- Max gas limit: 3M gas
- Default deadline: 5 minutes
- Max priority fee: 2 gwei
- Max fee per gas: 100 gwei

Production Ready:
- All addresses for Arbitrum mainnet
- EIP-1559 transaction support
- Latest signer for chain ID
- Proper ABI encoding with padding
- Dynamic array encoding
- Bytes padding to 32-byte boundaries

Total Code: ~1,200 lines across 5 files

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

feat(execution): implement risk management and execution strategy ... 146218ab2e

Implemented comprehensive risk management and execution strategy components for safe and efficient arbitrage execution.

Risk Manager (risk_manager.go - 470 lines):
- Pre-execution risk assessment with 10+ validation checks
- Transaction simulation using eth_call
- Position size limits (default: 10 ETH max per trade)
- Daily volume limits (default: 100 ETH per day)
- Concurrent transaction limits (default: 5)
- Gas price and gas cost limits
- Minimum profit and ROI requirements
- Slippage validation and protection
- Circuit breaker with automatic cooldown
- Active transaction tracking
- Failure rate monitoring

Risk Assessment Features:
- Circuit breaker opens after 5 failures in 1 hour
- Cooldown period: 10 minutes
- Simulation timeout: 5 seconds
- Checks position size, daily volume, gas limits
- Validates profit, ROI, slippage constraints
- Simulates execution before submission
- Tracks active transactions and failures
- Automatic circuit breaker reset after cooldown

Simulation:
- eth_call simulation before execution
- Detects reverts before spending gas
- Calculates actual vs expected output
- Measures actual slippage
- Validates execution success
- Returns detailed simulation results

Executor (executor.go - 480 lines):
- Complete transaction execution lifecycle
- Nonce management with automatic tracking
- Transaction submission with retry logic
- Confirmation monitoring with configurable blocks
- Pending transaction tracking
- Automatic transaction replacement on timeout
- Private RPC support (Flashbots, etc.)
- Graceful shutdown and cleanup

Execution Features:
- Builds transactions from opportunities
- Performs risk assessment before submission
- Signs transactions with private key
- Submits to public or private RPC
- Monitors pending transactions every 1 second
- Waits for configurable confirmations (default: 1)
- Tracks nonce usage to prevent conflicts
- Handles transaction timeouts (default: 5 minutes)
- Retries failed transactions (max 3 attempts)
- Records successes and failures
- Calculates actual profit from receipts

Nonce Management:
- Initializes from network pending nonce
- Increments locally for concurrent submissions
- Releases on transaction failure
- Prevents nonce gaps and conflicts
- Tracks per-nonce transaction status
- Automatic cleanup of old transactions

Monitoring:
- Real-time pending transaction monitoring
- Status checking every 1 second
- Timeout detection and replacement
- Cleanup of completed transactions every 1 minute
- Detailed logging of all stages
- Statistics and metrics tracking

Configuration Options:
Risk Manager:
- MaxPositionSize: 10 ETH
- MaxDailyVolume: 100 ETH
- MaxConcurrentTxs: 5
- MaxFailuresPerHour: 10
- MinProfitAfterGas: 0.01 ETH
- MinROI: 3%
- MaxSlippageBPS: 300 (3%)
- MaxGasPrice: 100 gwei
- MaxGasCost: 0.05 ETH
- CircuitBreakerThreshold: 5 failures
- CircuitBreakerCooldown: 10 minutes

Executor:
- ConfirmationBlocks: 1
- TimeoutPerTx: 5 minutes
- MaxRetries: 3
- RetryDelay: 5 seconds
- NonceMargin: 2
- GasPriceStrategy: "fast", "market", or "aggressive"
- GasPriceMultiplier: 1.1 (10% above market)
- MaxGasPriceIncrement: 1.5 (50% max increase)
- MonitorInterval: 1 second
- CleanupInterval: 1 minute

Safety Features:
- Comprehensive pre-flight checks
- Simulation before execution
- Position and volume limits
- Concurrent transaction limits
- Circuit breaker on repeated failures
- Timeout and retry logic
- Graceful error handling
- Detailed failure tracking
- Automatic cooldowns

Production Ready:
- Full error handling and recovery
- Structured logging throughout
- Thread-safe state management
- Concurrent execution support
- Graceful shutdown
- Statistics and metrics
- Configurable limits and timeouts

Integration:
- Works seamlessly with TransactionBuilder
- Uses FlashloanManager for flashloans
- Integrates with RiskManager for safety
- Connects to arbitrage opportunities
- Supports public and private RPCs

Total Code: ~950 lines across 2 files

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

test(execution): add comprehensive test suite for execution engine ... 29f88bafd9

Add comprehensive unit tests for all execution engine components:

Component Test Coverage:
- UniswapV2 encoder: 15 test cases + benchmarks
- UniswapV3 encoder: 20 test cases + benchmarks
- Curve encoder: 16 test cases + benchmarks
- Flashloan manager: 18 test cases + benchmarks
- Transaction builder: 15 test cases + benchmarks
- Risk manager: 25 test cases + benchmarks
- Executor: 20 test cases + benchmarks

Test Categories:
- Happy path scenarios
- Error handling and edge cases
- Zero/invalid inputs
- Boundary conditions (max amounts, limits)
- Concurrent operations (nonce management)
- Configuration validation
- State management

Key Test Features:
- Protocol-specific encoding validation
- ABI encoding correctness
- Gas calculation accuracy
- Slippage calculation
- Nonce management thread safety
- Circuit breaker behavior
- Risk assessment rules
- Transaction lifecycle

Total: 129 test cases + performance benchmarks
Target: 100% test coverage for execution engine

Related to Phase 4 (Execution Engine) implementation.

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

docs(execution): add comprehensive documentation and examples ... 36f6cd4818

Add complete documentation and integration examples for execution engine:

Documentation (README.md - 700+ lines):
- Architecture overview with diagrams
- Component descriptions (Builder, Risk Manager, Flashloan, Executor)
- Configuration reference with defaults
- Usage examples for all scenarios
- Risk management patterns
- Flashloan integration guide
- Protocol-specific details (V2, V3, Curve)
- Performance benchmarks
- Best practices and error handling
- Monitoring and metrics

Integration Examples (examples_test.go - 500+ lines):
1. Basic setup and initialization
2. Simple swap execution
3. Multi-hop arbitrage
4. Risk assessment workflow
5. Flashloan transaction building
6. Transaction signing
7. Custom slippage configuration
8. Circuit breaker demonstration
9. Position size limits
10. Concurrent transaction management
11. Gas price strategies

Example Categories:
- Setup and configuration
- Transaction building
- Risk management
- Flashloan integration
- Advanced patterns

All examples are runnable and thoroughly documented.

Related to Phase 4 (Execution Engine) implementation.

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

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Reference: copper-tone-tech/mev-beta#7