package arbitrum import ( "context" "fmt" "math/big" "time" "github.com/ethereum/go-ethereum/common" "github.com/ethereum/go-ethereum/core/types" "github.com/fraktal/mev-beta/internal/logger" "github.com/fraktal/mev-beta/pkg/oracle" ) // IntegrationGuide provides comprehensive examples of integrating the enhanced parser // with the existing MEV bot architecture // 1. MARKET PIPELINE INTEGRATION // Replace simple parsing in pkg/market/pipeline.go // EnhancedMarketPipeline integrates the enhanced parser with existing market pipeline type EnhancedMarketPipeline struct { enhancedParser *EnhancedDEXParser logger *logger.Logger opportunityChannel chan *ArbitrageOpportunity // Existing components priceOracle *oracle.PriceOracle // Note: PoolRegistry and GasEstimator would be implemented separately // Configuration minProfitUSD float64 maxSlippageBps uint64 enabledStrategies []string } // ArbitrageOpportunity represents a detected arbitrage opportunity type ArbitrageOpportunity struct { ID string Protocol string TokenIn common.Address TokenOut common.Address AmountIn *big.Int AmountOut *big.Int ExpectedProfitUSD float64 PoolAddress common.Address RouterAddress common.Address GasCostEstimate *big.Int Timestamp time.Time EventType EventType MEVType string Confidence float64 RiskScore float64 } // NewEnhancedMarketPipeline creates an enhanced market pipeline func NewEnhancedMarketPipeline( enhancedParser *EnhancedDEXParser, logger *logger.Logger, oracle *oracle.PriceOracle, ) *EnhancedMarketPipeline { return &EnhancedMarketPipeline{ enhancedParser: enhancedParser, logger: logger, priceOracle: oracle, opportunityChannel: make(chan *ArbitrageOpportunity, 1000), minProfitUSD: 100.0, maxSlippageBps: 500, // 5% enabledStrategies: []string{"arbitrage", "liquidation"}, } } // ProcessTransaction replaces the existing simple transaction processing func (p *EnhancedMarketPipeline) ProcessTransaction(tx *types.Transaction, receipt *types.Receipt) error { // Use enhanced parser instead of simple parser result, err := p.enhancedParser.ParseTransaction(tx, receipt) if err != nil { p.logger.Debug(fmt.Sprintf("Enhanced parsing failed for tx %s: %v", tx.Hash().Hex(), err)) return nil // Continue processing other transactions } // Process each detected DEX event for _, event := range result.Events { // Convert to arbitrage opportunity if opportunity := p.convertToOpportunity(event); opportunity != nil { // Apply filtering and validation if p.isValidOpportunity(opportunity) { select { case p.opportunityChannel <- opportunity: p.logger.Info(fmt.Sprintf("Opportunity detected: %s on %s, profit: $%.2f", opportunity.MEVType, opportunity.Protocol, opportunity.ExpectedProfitUSD)) default: p.logger.Warn("Opportunity channel full, dropping opportunity") } } } } // Update pool cache with new pools for _, pool := range result.NewPools { // Pool registry integration would be implemented here _ = pool // Placeholder to avoid unused variable error } return nil } // convertToOpportunity converts a DEX event to an arbitrage opportunity func (p *EnhancedMarketPipeline) convertToOpportunity(event *EnhancedDEXEvent) *ArbitrageOpportunity { // Only process events with sufficient liquidity if event.AmountInUSD < p.minProfitUSD { return nil } opportunity := &ArbitrageOpportunity{ ID: fmt.Sprintf("%s-%d", event.TxHash.Hex(), event.LogIndex), Protocol: string(event.Protocol), TokenIn: event.TokenIn, TokenOut: event.TokenOut, AmountIn: event.AmountIn, AmountOut: event.AmountOut, PoolAddress: event.PoolAddress, Timestamp: event.Timestamp, EventType: event.EventType, ExpectedProfitUSD: event.ProfitUSD, MEVType: event.MEVType, Confidence: p.calculateConfidence(event), RiskScore: p.calculateRiskScore(event), } // Estimate gas costs if gasEstimate, err := p.estimateGasCost(opportunity); err == nil { opportunity.GasCostEstimate = gasEstimate } return opportunity } // isValidOpportunity validates if an opportunity is worth pursuing func (p *EnhancedMarketPipeline) isValidOpportunity(opp *ArbitrageOpportunity) bool { // Check minimum profit threshold if opp.ExpectedProfitUSD < p.minProfitUSD { return false } // Check strategy is enabled strategyEnabled := false for _, strategy := range p.enabledStrategies { if strategy == opp.MEVType { strategyEnabled = true break } } if !strategyEnabled { return false } // Check confidence and risk thresholds if opp.Confidence < 0.7 || opp.RiskScore > 0.5 { return false } // Verify profit after gas costs if opp.GasCostEstimate != nil { gasCostUSD := p.convertToUSD(opp.GasCostEstimate) netProfitUSD := opp.ExpectedProfitUSD - gasCostUSD if netProfitUSD < p.minProfitUSD { return false } } return true } // calculateConfidence calculates confidence score for an opportunity func (p *EnhancedMarketPipeline) calculateConfidence(event *EnhancedDEXEvent) float64 { confidence := 0.5 // Base confidence // Higher confidence for larger trades if event.AmountInUSD > 10000 { confidence += 0.2 } // Higher confidence for known protocols switch event.Protocol { case ProtocolUniswapV2, ProtocolUniswapV3: confidence += 0.2 case ProtocolSushiSwapV2, ProtocolSushiSwapV3: confidence += 0.15 default: confidence += 0.1 } // Lower confidence for high slippage if event.SlippageBps > 200 { // 2% confidence -= 0.1 } // Ensure confidence is within [0, 1] if confidence > 1.0 { confidence = 1.0 } if confidence < 0.0 { confidence = 0.0 } return confidence } // calculateRiskScore calculates risk score for an opportunity func (p *EnhancedMarketPipeline) calculateRiskScore(event *EnhancedDEXEvent) float64 { risk := 0.1 // Base risk // Higher risk for smaller pools if event.AmountInUSD < 1000 { risk += 0.2 } // Higher risk for high slippage if event.SlippageBps > 500 { // 5% risk += 0.3 } // Higher risk for unknown protocols switch event.Protocol { case ProtocolUniswapV2, ProtocolUniswapV3: // Low risk, no addition case ProtocolSushiSwapV2, ProtocolSushiSwapV3: risk += 0.1 default: risk += 0.2 } // Higher risk for sandwich attacks if event.IsSandwich { risk += 0.4 } // Ensure risk is within [0, 1] if risk > 1.0 { risk = 1.0 } if risk < 0.0 { risk = 0.0 } return risk } // estimateGasCost estimates gas cost for executing the opportunity func (p *EnhancedMarketPipeline) estimateGasCost(opp *ArbitrageOpportunity) (*big.Int, error) { // This would integrate with the existing gas estimation system baseGas := big.NewInt(200000) // Base gas for arbitrage // Add extra gas for complex operations switch opp.MEVType { case "arbitrage": baseGas.Add(baseGas, big.NewInt(100000)) // Flash loan gas case "liquidation": baseGas.Add(baseGas, big.NewInt(150000)) // Liquidation gas case "sandwich": baseGas.Add(baseGas, big.NewInt(300000)) // Two transactions } return baseGas, nil } // convertToUSD converts wei amount to USD (placeholder) func (p *EnhancedMarketPipeline) convertToUSD(amount *big.Int) float64 { // This would use the price oracle to convert ethPriceUSD := 2000.0 // Placeholder amountEth := new(big.Float).Quo(new(big.Float).SetInt(amount), big.NewFloat(1e18)) amountEthFloat, _ := amountEth.Float64() return amountEthFloat * ethPriceUSD } // 2. MONITOR INTEGRATION // Replace simple monitoring in pkg/monitor/concurrent.go // EnhancedArbitrumMonitor integrates enhanced parsing with monitoring type EnhancedArbitrumMonitor struct { enhancedParser *EnhancedDEXParser marketPipeline *EnhancedMarketPipeline logger *logger.Logger // Monitoring configuration enableRealTime bool batchSize int maxWorkers int // Channels blockChan chan uint64 stopChan chan struct{} // Metrics blocksProcessed uint64 eventsDetected uint64 opportunitiesFound uint64 } // NewEnhancedArbitrumMonitor creates an enhanced monitor func NewEnhancedArbitrumMonitor( enhancedParser *EnhancedDEXParser, marketPipeline *EnhancedMarketPipeline, logger *logger.Logger, ) *EnhancedArbitrumMonitor { return &EnhancedArbitrumMonitor{ enhancedParser: enhancedParser, marketPipeline: marketPipeline, logger: logger, enableRealTime: true, batchSize: 100, maxWorkers: 10, blockChan: make(chan uint64, 1000), stopChan: make(chan struct{}), } } // StartMonitoring begins real-time monitoring func (m *EnhancedArbitrumMonitor) StartMonitoring(ctx context.Context) error { m.logger.Info("Starting enhanced Arbitrum monitoring") // Start block subscription go m.subscribeToBlocks(ctx) // Start block processing workers for i := 0; i < m.maxWorkers; i++ { go m.blockProcessor(ctx) } // Start metrics collection go m.metricsCollector(ctx) return nil } // subscribeToBlocks subscribes to new blocks func (m *EnhancedArbitrumMonitor) subscribeToBlocks(ctx context.Context) { // This would implement real block subscription ticker := time.NewTicker(1 * time.Second) // Placeholder defer ticker.Stop() blockNumber := uint64(200000000) // Starting block for { select { case <-ticker.C: blockNumber++ select { case m.blockChan <- blockNumber: default: m.logger.Warn("Block channel full, dropping block") } case <-ctx.Done(): return case <-m.stopChan: return } } } // blockProcessor processes blocks from the queue func (m *EnhancedArbitrumMonitor) blockProcessor(ctx context.Context) { for { select { case blockNumber := <-m.blockChan: if err := m.processBlock(blockNumber); err != nil { m.logger.Error(fmt.Sprintf("Failed to process block %d: %v", blockNumber, err)) } case <-ctx.Done(): return case <-m.stopChan: return } } } // processBlock processes a single block func (m *EnhancedArbitrumMonitor) processBlock(blockNumber uint64) error { startTime := time.Now() // Parse block with enhanced parser result, err := m.enhancedParser.ParseBlock(blockNumber) if err != nil { return fmt.Errorf("failed to parse block: %w", err) } // Update metrics m.blocksProcessed++ m.eventsDetected += uint64(len(result.Events)) // Process significant events for _, event := range result.Events { if m.isSignificantEvent(event) { m.processSignificantEvent(event) } } processingTime := time.Since(startTime) if processingTime > 5*time.Second { m.logger.Warn(fmt.Sprintf("Slow block processing: %d took %v", blockNumber, processingTime)) } return nil } // isSignificantEvent determines if an event is significant func (m *EnhancedArbitrumMonitor) isSignificantEvent(event *EnhancedDEXEvent) bool { // Large trades if event.AmountInUSD > 50000 { return true } // MEV opportunities if event.IsMEV && event.ProfitUSD > 100 { return true } // New pool creation if event.EventType == EventTypePoolCreated { return true } return false } // processSignificantEvent processes important events func (m *EnhancedArbitrumMonitor) processSignificantEvent(event *EnhancedDEXEvent) { m.logger.Info(fmt.Sprintf("Significant event: %s on %s, value: $%.2f", event.EventType, event.Protocol, event.AmountInUSD)) if event.IsMEV { m.opportunitiesFound++ m.logger.Info(fmt.Sprintf("MEV opportunity: %s, profit: $%.2f", event.MEVType, event.ProfitUSD)) } } // metricsCollector collects and reports metrics func (m *EnhancedArbitrumMonitor) metricsCollector(ctx context.Context) { ticker := time.NewTicker(1 * time.Minute) defer ticker.Stop() for { select { case <-ticker.C: m.reportMetrics() case <-ctx.Done(): return case <-m.stopChan: return } } } // reportMetrics reports current metrics func (m *EnhancedArbitrumMonitor) reportMetrics() { parserMetrics := m.enhancedParser.GetMetrics() m.logger.Info(fmt.Sprintf("Monitor metrics: blocks=%d, events=%d, opportunities=%d", m.blocksProcessed, m.eventsDetected, m.opportunitiesFound)) m.logger.Info(fmt.Sprintf("Parser metrics: txs=%d, avg_time=%.2fms, errors=%d", parserMetrics.TotalTransactionsParsed, parserMetrics.AvgProcessingTimeMs, parserMetrics.ParseErrorCount)) } // 3. SCANNER INTEGRATION // Replace simple scanning in pkg/scanner/concurrent.go // EnhancedOpportunityScanner uses enhanced parsing for opportunity detection type EnhancedOpportunityScanner struct { enhancedParser *EnhancedDEXParser logger *logger.Logger // Scanning configuration scanInterval time.Duration maxConcurrentScans int // Opportunity tracking activeOpportunities map[string]*ArbitrageOpportunity opportunityHistory []*ArbitrageOpportunity // Performance metrics scansCompleted uint64 opportunitiesFound uint64 profitableExecutions uint64 } // NewEnhancedOpportunityScanner creates an enhanced opportunity scanner func NewEnhancedOpportunityScanner( enhancedParser *EnhancedDEXParser, logger *logger.Logger, ) *EnhancedOpportunityScanner { return &EnhancedOpportunityScanner{ enhancedParser: enhancedParser, logger: logger, scanInterval: 100 * time.Millisecond, maxConcurrentScans: 20, activeOpportunities: make(map[string]*ArbitrageOpportunity), opportunityHistory: make([]*ArbitrageOpportunity, 0, 1000), } } // ScanForOpportunities continuously scans for arbitrage opportunities func (s *EnhancedOpportunityScanner) ScanForOpportunities(ctx context.Context) { ticker := time.NewTicker(s.scanInterval) defer ticker.Stop() for { select { case <-ticker.C: s.performScan() case <-ctx.Done(): return } } } // performScan performs a single scan cycle func (s *EnhancedOpportunityScanner) performScan() { s.scansCompleted++ // Get recent high-value pools from cache recentPools := s.enhancedParser.poolCache.GetTopPools(100) // Scan each pool for opportunities for _, pool := range recentPools { go s.scanPool(pool) } } // scanPool scans a specific pool for opportunities func (s *EnhancedOpportunityScanner) scanPool(pool *PoolInfo) { // This would implement sophisticated pool scanning // Using the enhanced parser's pool information if opportunity := s.detectArbitrageOpportunity(pool); opportunity != nil { s.handleOpportunity(opportunity) } } // detectArbitrageOpportunity detects arbitrage opportunities in a pool func (s *EnhancedOpportunityScanner) detectArbitrageOpportunity(pool *PoolInfo) *ArbitrageOpportunity { // Sophisticated arbitrage detection logic would go here // This is a placeholder implementation // Check if pool has sufficient liquidity if pool.TVL < 100000 { // $100k minimum return nil } // Look for price discrepancies with other protocols // This would involve cross-protocol price comparison return nil // Placeholder } // handleOpportunity handles a detected opportunity func (s *EnhancedOpportunityScanner) handleOpportunity(opportunity *ArbitrageOpportunity) { s.opportunitiesFound++ // Add to active opportunities s.activeOpportunities[opportunity.ID] = opportunity // Add to history s.opportunityHistory = append(s.opportunityHistory, opportunity) // Trim history if too long if len(s.opportunityHistory) > 1000 { s.opportunityHistory = s.opportunityHistory[100:] } s.logger.Info(fmt.Sprintf("Opportunity detected: %s, profit: $%.2f", opportunity.ID, opportunity.ExpectedProfitUSD)) } // 4. EXECUTION INTEGRATION // Integrate with pkg/arbitrage/executor.go // EnhancedArbitrageExecutor executes opportunities detected by enhanced parser type EnhancedArbitrageExecutor struct { enhancedParser *EnhancedDEXParser logger *logger.Logger // Execution configuration maxGasPrice *big.Int slippageTolerance float64 minProfitUSD float64 // Performance tracking executionsAttempted uint64 executionsSuccessful uint64 totalProfitUSD float64 } // ExecuteOpportunity executes an arbitrage opportunity func (e *EnhancedArbitrageExecutor) ExecuteOpportunity( ctx context.Context, opportunity *ArbitrageOpportunity, ) error { e.executionsAttempted++ // Validate opportunity is still profitable if !e.validateOpportunity(opportunity) { return fmt.Errorf("opportunity no longer profitable") } // Execute based on opportunity type switch opportunity.MEVType { case "arbitrage": return e.executeArbitrage(ctx, opportunity) case "liquidation": return e.executeLiquidation(ctx, opportunity) case "sandwich": return e.executeSandwich(ctx, opportunity) default: return fmt.Errorf("unsupported MEV type: %s", opportunity.MEVType) } } // validateOpportunity validates that an opportunity is still executable func (e *EnhancedArbitrageExecutor) validateOpportunity(opportunity *ArbitrageOpportunity) bool { // Re-check profitability with current market conditions // This would involve real-time price checks return opportunity.ExpectedProfitUSD >= e.minProfitUSD } // executeArbitrage executes an arbitrage opportunity func (e *EnhancedArbitrageExecutor) executeArbitrage( ctx context.Context, opportunity *ArbitrageOpportunity, ) error { e.logger.Info(fmt.Sprintf("Executing arbitrage: %s", opportunity.ID)) // Implementation would: // 1. Get flash loan // 2. Execute first trade // 3. Execute second trade // 4. Repay flash loan // 5. Keep profit // Placeholder for successful execution e.executionsSuccessful++ e.totalProfitUSD += opportunity.ExpectedProfitUSD return nil } // executeLiquidation executes a liquidation opportunity func (e *EnhancedArbitrageExecutor) executeLiquidation( ctx context.Context, opportunity *ArbitrageOpportunity, ) error { e.logger.Info(fmt.Sprintf("Executing liquidation: %s", opportunity.ID)) // Implementation would liquidate undercollateralized position e.executionsSuccessful++ e.totalProfitUSD += opportunity.ExpectedProfitUSD return nil } // executeSandwich executes a sandwich attack func (e *EnhancedArbitrageExecutor) executeSandwich( ctx context.Context, opportunity *ArbitrageOpportunity, ) error { e.logger.Info(fmt.Sprintf("Executing sandwich: %s", opportunity.ID)) // Implementation would: // 1. Front-run victim transaction // 2. Let victim transaction execute // 3. Back-run to extract profit e.executionsSuccessful++ e.totalProfitUSD += opportunity.ExpectedProfitUSD return nil } // 5. COMPLETE INTEGRATION EXAMPLE // IntegratedMEVBot demonstrates complete integration type IntegratedMEVBot struct { enhancedParser *EnhancedDEXParser marketPipeline *EnhancedMarketPipeline monitor *EnhancedArbitrumMonitor scanner *EnhancedOpportunityScanner executor *EnhancedArbitrageExecutor logger *logger.Logger } // NewIntegratedMEVBot creates a fully integrated MEV bot func NewIntegratedMEVBot( config *EnhancedParserConfig, logger *logger.Logger, oracle *oracle.PriceOracle, ) (*IntegratedMEVBot, error) { // Create enhanced parser enhancedParser, err := NewEnhancedDEXParser(config, logger, oracle) if err != nil { return nil, fmt.Errorf("failed to create enhanced parser: %w", err) } // Create integrated components marketPipeline := NewEnhancedMarketPipeline(enhancedParser, logger, oracle) monitor := NewEnhancedArbitrumMonitor(enhancedParser, marketPipeline, logger) scanner := NewEnhancedOpportunityScanner(enhancedParser, logger) executor := &EnhancedArbitrageExecutor{ enhancedParser: enhancedParser, logger: logger, maxGasPrice: big.NewInt(50e9), // 50 gwei slippageTolerance: 0.01, // 1% minProfitUSD: 100.0, } return &IntegratedMEVBot{ enhancedParser: enhancedParser, marketPipeline: marketPipeline, monitor: monitor, scanner: scanner, executor: executor, logger: logger, }, nil } // Start starts the integrated MEV bot func (bot *IntegratedMEVBot) Start(ctx context.Context) error { bot.logger.Info("Starting integrated MEV bot with enhanced parsing") // Start monitoring if err := bot.monitor.StartMonitoring(ctx); err != nil { return fmt.Errorf("failed to start monitoring: %w", err) } // Start scanning go bot.scanner.ScanForOpportunities(ctx) // Start opportunity processing go bot.processOpportunities(ctx) return nil } // processOpportunities processes detected opportunities func (bot *IntegratedMEVBot) processOpportunities(ctx context.Context) { for { select { case opportunity := <-bot.marketPipeline.opportunityChannel: go func(opp *ArbitrageOpportunity) { if err := bot.executor.ExecuteOpportunity(ctx, opp); err != nil { bot.logger.Error(fmt.Sprintf("Failed to execute opportunity %s: %v", opp.ID, err)) } }(opportunity) case <-ctx.Done(): return } } } // Stop stops the integrated MEV bot func (bot *IntegratedMEVBot) Stop() error { bot.logger.Info("Stopping integrated MEV bot") return bot.enhancedParser.Close() } // GetMetrics returns comprehensive metrics func (bot *IntegratedMEVBot) GetMetrics() map[string]interface{} { parserMetrics := bot.enhancedParser.GetMetrics() return map[string]interface{}{ "parser": parserMetrics, "monitor": map[string]interface{}{ "blocks_processed": bot.monitor.blocksProcessed, "events_detected": bot.monitor.eventsDetected, "opportunities_found": bot.monitor.opportunitiesFound, }, "scanner": map[string]interface{}{ "scans_completed": bot.scanner.scansCompleted, "opportunities_found": bot.scanner.opportunitiesFound, }, "executor": map[string]interface{}{ "executions_attempted": bot.executor.executionsAttempted, "executions_successful": bot.executor.executionsSuccessful, "total_profit_usd": bot.executor.totalProfitUSD, }, } }