package main import ( "fmt" "math" ) // ProfitabilityCalculator performs detailed MEV bot profitability analysis type ProfitabilityCalculator struct { // Market parameters dailyArbitrageVolume float64 // USD averageOpportunitySize float64 // USD marketSharePercentage float64 // 0-100 successRate float64 // 0-1 averageProfitMargin float64 // 0-1 // Cost parameters gasPerTransaction float64 // USD infrastructureCostMonthly float64 // USD developmentCostMonthly float64 // USD capitalRequirement float64 // USD // Competition parameters competitionLevel float64 // 0-1 (0 = no competition, 1 = intense) gasPremiumFactor float64 // Gas multiplier due to competition // Risk parameters maxDailyLoss float64 // USD slippageImpact float64 // 0-1 failureRate float64 // 0-1 } // ProfitabilityResults contains the results of profitability analysis type ProfitabilityResults struct { // Revenue metrics DailyOpportunities int DailyGrossRevenue float64 DailyNetRevenue float64 MonthlyNetProfit float64 AnnualNetProfit float64 // Cost metrics DailyGasCosts float64 MonthlyOperatingCosts float64 AnnualOperatingCosts float64 // Performance metrics ROIPercentage float64 BreakEvenDays int ProfitPerTrade float64 // Risk metrics MaxDrawdownDaily float64 WorstCaseScenario float64 ProfitabilityScore float64 // 0-100 } // NewProfitabilityCalculator creates a calculator with Arbitrum L2 defaults func NewProfitabilityCalculator() *ProfitabilityCalculator { return &ProfitabilityCalculator{ // Realistic Arbitrum market estimates dailyArbitrageVolume: 2000000, // $2M daily arbitrage volume averageOpportunitySize: 100, // $100 average opportunity marketSharePercentage: 1.0, // 1% market capture (realistic) successRate: 0.75, // 75% success rate averageProfitMargin: 0.015, // 1.5% average profit margin // Arbitrum L2 cost structure (much lower than Ethereum) gasPerTransaction: 0.25, // $0.25 average gas per transaction infrastructureCostMonthly: 800, // $800/month infrastructure developmentCostMonthly: 3000, // $3000/month development equivalent capitalRequirement: 5000, // $5000 working capital // Competition assumptions competitionLevel: 0.6, // Moderate competition gasPremiumFactor: 1.2, // 20% gas premium for priority // Risk parameters maxDailyLoss: 500, // $500 max daily loss slippageImpact: 0.002, // 0.2% slippage impact failureRate: 0.15, // 15% transaction failure rate } } // CalculateProfitability performs comprehensive profitability analysis func (pc *ProfitabilityCalculator) CalculateProfitability() *ProfitabilityResults { // Calculate daily opportunities marketValue := pc.dailyArbitrageVolume * (pc.marketSharePercentage / 100) dailyOpportunities := int(marketValue / pc.averageOpportunitySize) // Calculate successful trades successfulTrades := float64(dailyOpportunities) * pc.successRate // Calculate gross revenue grossProfitPerTrade := pc.averageOpportunitySize * pc.averageProfitMargin dailyGrossRevenue := successfulTrades * grossProfitPerTrade // Apply competition impact competitionReduction := pc.competitionLevel * 0.3 // 30% max reduction dailyGrossRevenue *= (1 - competitionReduction) // Apply slippage impact dailyGrossRevenue *= (1 - pc.slippageImpact) // Calculate costs dailyGasCosts := successfulTrades * pc.gasPerTransaction * pc.gasPremiumFactor // Add failed transaction costs failedTrades := float64(dailyOpportunities) * pc.failureRate dailyGasCosts += failedTrades * pc.gasPerTransaction * 0.5 // Partial gas on failure // Calculate net revenue dailyNetRevenue := dailyGrossRevenue - dailyGasCosts // Monthly calculations monthlyGrossRevenue := dailyGrossRevenue * 30 monthlyGasCosts := dailyGasCosts * 30 monthlyOperatingCosts := monthlyGasCosts + pc.infrastructureCostMonthly + pc.developmentCostMonthly monthlyNetProfit := monthlyGrossRevenue - monthlyOperatingCosts // Annual calculations annualNetProfit := monthlyNetProfit * 12 annualOperatingCosts := monthlyOperatingCosts * 12 // ROI calculation roiPercentage := (annualNetProfit / pc.capitalRequirement) * 100 // Break-even calculation breakEvenDays := int(pc.capitalRequirement / math.Max(dailyNetRevenue, 1)) // Profit per trade profitPerTrade := dailyNetRevenue / successfulTrades // Risk calculations maxDrawdownDaily := math.Min(pc.maxDailyLoss, dailyNetRevenue*0.5) worstCaseScenario := monthlyNetProfit * 0.3 // 70% reduction scenario // Profitability score (0-100) profitabilityScore := pc.calculateProfitabilityScore(roiPercentage, float64(breakEvenDays), profitPerTrade) return &ProfitabilityResults{ DailyOpportunities: dailyOpportunities, DailyGrossRevenue: dailyGrossRevenue, DailyNetRevenue: dailyNetRevenue, MonthlyNetProfit: monthlyNetProfit, AnnualNetProfit: annualNetProfit, DailyGasCosts: dailyGasCosts, MonthlyOperatingCosts: monthlyOperatingCosts, AnnualOperatingCosts: annualOperatingCosts, ROIPercentage: roiPercentage, BreakEvenDays: breakEvenDays, ProfitPerTrade: profitPerTrade, MaxDrawdownDaily: maxDrawdownDaily, WorstCaseScenario: worstCaseScenario, ProfitabilityScore: profitabilityScore, } } // calculateProfitabilityScore creates a composite score for profitability func (pc *ProfitabilityCalculator) calculateProfitabilityScore(roi, breakEven float64, profitPerTrade float64) float64 { // ROI component (0-40 points) roiScore := math.Min(roi/10, 40) // 10% ROI = 1 point, capped at 40 // Break-even component (0-30 points) breakEvenScore := math.Max(30-(breakEven/2), 0) // Faster break-even = higher score // Profit per trade component (0-30 points) profitScore := math.Min(profitPerTrade*3, 30) // $10 per trade = 30 points return roiScore + breakEvenScore + profitScore } // RunScenarioAnalysis runs multiple scenarios for sensitivity analysis func (pc *ProfitabilityCalculator) RunScenarioAnalysis() map[string]*ProfitabilityResults { scenarios := make(map[string]*ProfitabilityResults) // Store original values originalSuccess := pc.successRate originalCompetition := pc.competitionLevel originalMarketShare := pc.marketSharePercentage // Conservative scenario pc.successRate = 0.65 pc.competitionLevel = 0.8 pc.marketSharePercentage = 1.5 scenarios["Conservative"] = pc.CalculateProfitability() // Moderate scenario pc.successRate = 0.75 pc.competitionLevel = 0.6 pc.marketSharePercentage = 2.5 scenarios["Moderate"] = pc.CalculateProfitability() // Optimistic scenario pc.successRate = 0.85 pc.competitionLevel = 0.4 pc.marketSharePercentage = 4.0 scenarios["Optimistic"] = pc.CalculateProfitability() // Restore original values pc.successRate = originalSuccess pc.competitionLevel = originalCompetition pc.marketSharePercentage = originalMarketShare return scenarios } // PrintDetailedReport prints a comprehensive profitability report func PrintDetailedReport(results *ProfitabilityResults, scenario string) { fmt.Printf("\n=== %s SCENARIO PROFITABILITY REPORT ===\n", scenario) fmt.Printf("šŸ“Š REVENUE METRICS:\n") fmt.Printf(" Daily Opportunities: %d\n", results.DailyOpportunities) fmt.Printf(" Daily Gross Revenue: $%.2f\n", results.DailyGrossRevenue) fmt.Printf(" Daily Net Revenue: $%.2f\n", results.DailyNetRevenue) fmt.Printf(" Monthly Net Profit: $%.2f\n", results.MonthlyNetProfit) fmt.Printf(" Annual Net Profit: $%.2f\n", results.AnnualNetProfit) fmt.Printf("\nšŸ’ø COST METRICS:\n") fmt.Printf(" Daily Gas Costs: $%.2f\n", results.DailyGasCosts) fmt.Printf(" Monthly Operating Costs: $%.2f\n", results.MonthlyOperatingCosts) fmt.Printf(" Annual Operating Costs: $%.2f\n", results.AnnualOperatingCosts) fmt.Printf("\nšŸ“ˆ PERFORMANCE METRICS:\n") fmt.Printf(" ROI Percentage: %.1f%%\n", results.ROIPercentage) fmt.Printf(" Break-even Days: %d\n", results.BreakEvenDays) fmt.Printf(" Profit per Trade: $%.2f\n", results.ProfitPerTrade) fmt.Printf("\nāš ļø RISK METRICS:\n") fmt.Printf(" Max Daily Drawdown: $%.2f\n", results.MaxDrawdownDaily) fmt.Printf(" Worst Case Monthly: $%.2f\n", results.WorstCaseScenario) fmt.Printf(" Profitability Score: %.1f/100\n", results.ProfitabilityScore) } // GetProfitabilityGrade returns a letter grade based on profitability score func GetProfitabilityGrade(score float64) string { switch { case score >= 90: return "A+ (Exceptional)" case score >= 80: return "A (Excellent)" case score >= 70: return "B+ (Very Good)" case score >= 60: return "B (Good)" case score >= 50: return "C+ (Fair)" case score >= 40: return "C (Marginal)" default: return "D (Poor)" } } func main() { fmt.Println("šŸ¦ MEV Bot Profitability Calculator") fmt.Println("=====================================") calculator := NewProfitabilityCalculator() // Run base scenario fmt.Println("\nšŸŽÆ BASE SCENARIO ANALYSIS:") baseResults := calculator.CalculateProfitability() PrintDetailedReport(baseResults, "BASE") // Run scenario analysis fmt.Println("\nšŸ”„ SCENARIO SENSITIVITY ANALYSIS:") scenarios := calculator.RunScenarioAnalysis() for scenario, results := range scenarios { PrintDetailedReport(results, scenario) fmt.Printf(" Profitability Grade: %s\n", GetProfitabilityGrade(results.ProfitabilityScore)) } // Summary comparison fmt.Println("\nšŸ“‹ SCENARIO COMPARISON SUMMARY:") fmt.Println("Scenario | Annual Profit | ROI | Break-even | Grade") fmt.Println("------------- | ------------- | ------ | ---------- | -----") for scenario, results := range scenarios { fmt.Printf("%-13s | $%11.0f | %5.1f%% | %8d d | %s\n", scenario, results.AnnualNetProfit, results.ROIPercentage, results.BreakEvenDays, GetProfitabilityGrade(results.ProfitabilityScore)) } // Investment recommendation fmt.Println("\nšŸ’” INVESTMENT RECOMMENDATION:") avgROI := (scenarios["Conservative"].ROIPercentage + scenarios["Moderate"].ROIPercentage + scenarios["Optimistic"].ROIPercentage) / 3 if avgROI > 200 { fmt.Println("🟢 HIGHLY RECOMMENDED - Exceptional returns with manageable risk") } else if avgROI > 100 { fmt.Println("🟔 RECOMMENDED - Good returns, monitor competition carefully") } else if avgROI > 50 { fmt.Println("🟠 PROCEED WITH CAUTION - Moderate returns, higher risk") } else { fmt.Println("šŸ”“ NOT RECOMMENDED - Returns too low for risk level") } fmt.Printf("\nAverage ROI across scenarios: %.1f%%\n", avgROI) fmt.Printf("Risk-adjusted recommendation: Deploy with conservative parameters\n") }