package internal import ( "context" "encoding/json" "fmt" "math/big" "os" "path/filepath" "time" "github.com/fraktal/mev-beta/pkg/math" ) // Config holds configuration for the profitability auditor type Config struct { MinProfitBP float64 MaxSlippageBP float64 OutputDir string Verbose bool ScenariosFile string } // ProfitabilityAuditor audits profit calculations and arbitrage opportunities type ProfitabilityAuditor struct { config *Config converter *math.DecimalConverter calculator *math.ArbitrageCalculator scenarios *ProfitabilityScenarios results map[string]*ExchangeProfitResult } // ProfitabilityScenarios defines test scenarios for profit validation type ProfitabilityScenarios struct { Version string `json:"version"` Scenarios map[string]*ProfitabilityTest `json:"scenarios"` } // ProfitabilityTest represents a profit calculation test case type ProfitabilityTest struct { Name string `json:"name"` Description string `json:"description"` Exchange string `json:"exchange"` AmountIn string `json:"amount_in"` TokenIn string `json:"token_in"` TokenOut string `json:"token_out"` ExpectedProfit string `json:"expected_profit"` MaxSlippage float64 `json:"max_slippage"` GasCost string `json:"gas_cost"` MinROI float64 `json:"min_roi"` TestType string `json:"test_type"` // "static", "stress", "edge_case" } // ExchangeProfitResult holds profitability audit results for an exchange type ExchangeProfitResult struct { Exchange string `json:"exchange"` TotalTests int `json:"total_tests"` PassedTests int `json:"passed_tests"` FailedTests int `json:"failed_tests"` AverageProfitBP float64 `json:"average_profit_bp"` MaxProfitBP float64 `json:"max_profit_bp"` MinProfitBP float64 `json:"min_profit_bp"` AverageROI float64 `json:"average_roi"` TestResults []*ProfitTestResult `json:"test_results"` FailedCases []*ProfitTestFailure `json:"failed_cases"` Duration time.Duration `json:"duration"` Timestamp time.Time `json:"timestamp"` } // ProfitTestResult represents the result of a single profit test type ProfitTestResult struct { TestName string `json:"test_name"` Passed bool `json:"passed"` ActualProfitBP float64 `json:"actual_profit_bp"` ExpectedProfitBP float64 `json:"expected_profit_bp"` ActualROI float64 `json:"actual_roi"` ExpectedROI float64 `json:"expected_roi"` SlippageBP float64 `json:"slippage_bp"` GasCostETH string `json:"gas_cost_eth"` NetProfitETH string `json:"net_profit_eth"` Duration time.Duration `json:"duration"` ErrorMessage string `json:"error_message,omitempty"` } // ProfitTestFailure represents a failed profit test type ProfitTestFailure struct { TestName string `json:"test_name"` Reason string `json:"reason"` Expected float64 `json:"expected"` Actual float64 `json:"actual"` Difference float64 `json:"difference"` Severity string `json:"severity"` // "low", "medium", "high", "critical" } // NewProfitabilityAuditor creates a new profitability auditor func NewProfitabilityAuditor(config *Config) (*ProfitabilityAuditor, error) { converter := math.NewDecimalConverter() calculator := math.NewArbitrageCalculator(nil) // TODO: Add proper gas estimator // Load test scenarios scenarios, err := loadProfitabilityScenarios(config.ScenariosFile) if err != nil { return nil, fmt.Errorf("failed to load scenarios: %w", err) } return &ProfitabilityAuditor{ config: config, converter: converter, calculator: calculator, scenarios: scenarios, results: make(map[string]*ExchangeProfitResult), }, nil } // AuditExchange performs profitability audit for a specific exchange func (pa *ProfitabilityAuditor) AuditExchange(ctx context.Context, exchange string) error { startTime := time.Now() if pa.config.Verbose { fmt.Printf("Starting profitability audit for %s...\n", exchange) } result := &ExchangeProfitResult{ Exchange: exchange, TestResults: []*ProfitTestResult{}, FailedCases: []*ProfitTestFailure{}, Timestamp: startTime, } // Get scenarios for this exchange exchangeScenarios := pa.getExchangeScenarios(exchange) result.TotalTests = len(exchangeScenarios) var totalProfitBP, totalROI float64 maxProfitBP := -1000.0 minProfitBP := 1000.0 for _, scenario := range exchangeScenarios { testResult, err := pa.runProfitTest(ctx, scenario) if err != nil { if pa.config.Verbose { fmt.Printf(" Failed test %s: %v\n", scenario.Name, err) } failure := &ProfitTestFailure{ TestName: scenario.Name, Reason: err.Error(), Severity: "high", } result.FailedCases = append(result.FailedCases, failure) result.FailedTests++ continue } result.TestResults = append(result.TestResults, testResult) if testResult.Passed { result.PassedTests++ totalProfitBP += testResult.ActualProfitBP totalROI += testResult.ActualROI if testResult.ActualProfitBP > maxProfitBP { maxProfitBP = testResult.ActualProfitBP } if testResult.ActualProfitBP < minProfitBP { minProfitBP = testResult.ActualProfitBP } } else { result.FailedTests++ failure := &ProfitTestFailure{ TestName: scenario.Name, Reason: testResult.ErrorMessage, Expected: testResult.ExpectedProfitBP, Actual: testResult.ActualProfitBP, Difference: testResult.ActualProfitBP - testResult.ExpectedProfitBP, Severity: pa.calculateSeverity(testResult.ActualProfitBP, testResult.ExpectedProfitBP), } result.FailedCases = append(result.FailedCases, failure) } if pa.config.Verbose { status := "✓" if !testResult.Passed { status = "✗" } fmt.Printf(" %s %s: Profit=%.2f bp, ROI=%.2f%%\n", status, scenario.Name, testResult.ActualProfitBP, testResult.ActualROI) } } // Calculate averages if result.PassedTests > 0 { result.AverageProfitBP = totalProfitBP / float64(result.PassedTests) result.AverageROI = totalROI / float64(result.PassedTests) result.MaxProfitBP = maxProfitBP result.MinProfitBP = minProfitBP } result.Duration = time.Since(startTime) pa.results[exchange] = result if pa.config.Verbose { fmt.Printf("Completed %s audit: %d/%d tests passed (%.1f%%)\n", exchange, result.PassedTests, result.TotalTests, float64(result.PassedTests)/float64(result.TotalTests)*100) } return nil } // runProfitTest executes a single profit test func (pa *ProfitabilityAuditor) runProfitTest(ctx context.Context, scenario *ProfitabilityTest) (*ProfitTestResult, error) { startTime := time.Now() // Convert input amounts to UniversalDecimal amountIn, err := pa.converter.FromString(scenario.AmountIn, 18, scenario.TokenIn) if err != nil { return nil, fmt.Errorf("invalid amount_in: %w", err) } gasCost, err := pa.converter.FromString(scenario.GasCost, 18, "ETH") if err != nil { return nil, fmt.Errorf("invalid gas_cost: %w", err) } expectedProfit, err := pa.converter.FromString(scenario.ExpectedProfit, 18, "ETH") if err != nil { return nil, fmt.Errorf("invalid expected_profit: %w", err) } // Simulate arbitrage calculation // TODO: Integrate with actual exchange data and calculation engine actualProfit, netProfit, slippage, err := pa.simulateProfitCalculation(scenario, amountIn, gasCost) if err != nil { return nil, fmt.Errorf("profit simulation failed: %w", err) } // Calculate metrics actualProfitBP := pa.calculateProfitBP(actualProfit, amountIn) expectedProfitBP := pa.calculateProfitBP(expectedProfit, amountIn) actualROI := actualProfitBP / 100.0 // Convert BP to percentage // Determine if test passed profitDiff := actualProfitBP - expectedProfitBP profitPassed := actualProfitBP >= pa.config.MinProfitBP slippagePassed := slippage <= pa.config.MaxSlippageBP roiPassed := actualROI >= scenario.MinROI passed := profitPassed && slippagePassed && roiPassed result := &ProfitTestResult{ TestName: scenario.Name, Passed: passed, ActualProfitBP: actualProfitBP, ExpectedProfitBP: expectedProfitBP, ActualROI: actualROI, ExpectedROI: scenario.MinROI, SlippageBP: slippage, GasCostETH: pa.converter.ToHumanReadable(gasCost), NetProfitETH: pa.converter.ToHumanReadable(netProfit), Duration: time.Since(startTime), } if !passed { var reasons []string if !profitPassed { reasons = append(reasons, fmt.Sprintf("profit %.2f bp below minimum %.2f bp", actualProfitBP, pa.config.MinProfitBP)) } if !slippagePassed { reasons = append(reasons, fmt.Sprintf("slippage %.2f bp exceeds maximum %.2f bp", slippage, pa.config.MaxSlippageBP)) } if !roiPassed { reasons = append(reasons, fmt.Sprintf("ROI %.2f%% below minimum %.2f%%", actualROI, scenario.MinROI)) } result.ErrorMessage = fmt.Sprintf("Test failed: %v", reasons) } return result, nil } // simulateProfitCalculation simulates profit calculation for a scenario func (pa *ProfitabilityAuditor) simulateProfitCalculation(scenario *ProfitabilityTest, amountIn, gasCost *math.UniversalDecimal) (*math.UniversalDecimal, *math.UniversalDecimal, float64, error) { // This is a simplified simulation - in production, this would integrate with real exchange APIs // Simulate price impact and slippage based on exchange type var slippageBP float64 var profitMultiplier float64 switch scenario.Exchange { case "uniswap_v2": slippageBP = 15.0 // Simulate 15 bp slippage profitMultiplier = 1.025 // 2.5% profit case "uniswap_v3": slippageBP = 8.0 // Lower slippage for V3 profitMultiplier = 1.032 // 3.2% profit case "curve": slippageBP = 3.0 // Very low slippage for stable swaps profitMultiplier = 1.008 // 0.8% profit case "balancer": slippageBP = 25.0 // Higher slippage for weighted pools profitMultiplier = 1.045 // 4.5% profit default: return nil, nil, 0, fmt.Errorf("unsupported exchange: %s", scenario.Exchange) } // Calculate gross profit profitAmount := new(big.Int).Mul(amountIn.Value, big.NewInt(int64(profitMultiplier*1000))) profitAmount.Div(profitAmount, big.NewInt(1000)) profitAmount.Sub(profitAmount, amountIn.Value) grossProfit, err := math.NewUniversalDecimal(profitAmount, 18, "ETH") if err != nil { return nil, nil, 0, err } // Calculate net profit (gross - gas) netProfitAmount := new(big.Int).Sub(grossProfit.Value, gasCost.Value) netProfit, err := math.NewUniversalDecimal(netProfitAmount, 18, "ETH") if err != nil { return nil, nil, 0, err } return grossProfit, netProfit, slippageBP, nil } // calculateProfitBP calculates profit in basis points func (pa *ProfitabilityAuditor) calculateProfitBP(profit, amountIn *math.UniversalDecimal) float64 { if amountIn.Value.Cmp(big.NewInt(0)) == 0 { return 0.0 } // Convert to float for calculation profitFloat, _ := new(big.Float).SetInt(profit.Value).Float64() amountFloat, _ := new(big.Float).SetInt(amountIn.Value).Float64() return (profitFloat / amountFloat) * 10000.0 // Convert to basis points } // calculateSeverity determines the severity of a test failure func (pa *ProfitabilityAuditor) calculateSeverity(actual, expected float64) string { diff := expected - actual diffPercent := (diff / expected) * 100 switch { case diffPercent > 50: return "critical" case diffPercent > 25: return "high" case diffPercent > 10: return "medium" default: return "low" } } // getExchangeScenarios returns test scenarios for a specific exchange func (pa *ProfitabilityAuditor) getExchangeScenarios(exchange string) []*ProfitabilityTest { var scenarios []*ProfitabilityTest for _, scenario := range pa.scenarios.Scenarios { if scenario.Exchange == exchange || scenario.Exchange == "all" { scenarios = append(scenarios, scenario) } } // If no scenarios found, create default ones if len(scenarios) == 0 { scenarios = pa.createDefaultScenarios(exchange) } return scenarios } // createDefaultScenarios creates default test scenarios for an exchange func (pa *ProfitabilityAuditor) createDefaultScenarios(exchange string) []*ProfitabilityTest { baseScenarios := []*ProfitabilityTest{ { Name: fmt.Sprintf("%s_small_arbitrage", exchange), Description: "Small arbitrage opportunity", Exchange: exchange, AmountIn: "1000000000000000000", // 1 ETH TokenIn: "ETH", TokenOut: "USDC", ExpectedProfit: "25000000000000000", // 0.025 ETH MaxSlippage: 50.0, GasCost: "5000000000000000", // 0.005 ETH MinROI: 1.0, TestType: "static", }, { Name: fmt.Sprintf("%s_medium_arbitrage", exchange), Description: "Medium arbitrage opportunity", Exchange: exchange, AmountIn: "10000000000000000000", // 10 ETH TokenIn: "ETH", TokenOut: "USDC", ExpectedProfit: "300000000000000000", // 0.3 ETH MaxSlippage: 100.0, GasCost: "8000000000000000", // 0.008 ETH MinROI: 2.5, TestType: "static", }, { Name: fmt.Sprintf("%s_large_arbitrage", exchange), Description: "Large arbitrage opportunity", Exchange: exchange, AmountIn: "100000000000000000000", // 100 ETH TokenIn: "ETH", TokenOut: "USDC", ExpectedProfit: "5000000000000000000", // 5 ETH MaxSlippage: 200.0, GasCost: "15000000000000000", // 0.015 ETH MinROI: 4.5, TestType: "stress", }, } return baseScenarios } // MonitorRealTimeProfit monitors real-time profit opportunities func (pa *ProfitabilityAuditor) MonitorRealTimeProfit(ctx context.Context, exchange string) error { // TODO: Implement real-time monitoring with live market data ticker := time.NewTicker(10 * time.Second) defer ticker.Stop() fmt.Printf("Monitoring real-time profitability for %s...\n", exchange) for { select { case <-ctx.Done(): return ctx.Err() case <-ticker.C: // Simulate real-time profit check if pa.config.Verbose { fmt.Printf("[%s] Checking real-time opportunities for %s...\n", time.Now().Format("15:04:05"), exchange) } // TODO: Integrate with live market data and opportunity detection } } } // GenerateReport generates comprehensive profitability audit reports func (pa *ProfitabilityAuditor) GenerateReport() error { // Generate JSON report reportPath := filepath.Join(pa.config.OutputDir, "profitability_audit.json") if err := pa.generateJSONReport(reportPath); err != nil { return fmt.Errorf("failed to generate JSON report: %w", err) } // Generate Markdown report markdownPath := filepath.Join(pa.config.OutputDir, "profitability_audit.md") if err := pa.generateMarkdownReport(markdownPath); err != nil { return fmt.Errorf("failed to generate Markdown report: %w", err) } return nil } // generateJSONReport generates a JSON format report func (pa *ProfitabilityAuditor) generateJSONReport(path string) error { report := map[string]interface{}{ "timestamp": time.Now(), "config": pa.config, "exchange_results": pa.results, } data, err := json.MarshalIndent(report, "", " ") if err != nil { return err } return os.WriteFile(path, data, 0644) } // generateMarkdownReport generates a Markdown format report func (pa *ProfitabilityAuditor) generateMarkdownReport(path string) error { // TODO: Implement detailed Markdown report generation content := fmt.Sprintf("# Profitability Audit Report\n\nGenerated: %s\n\n", time.Now().Format(time.RFC3339)) for exchange, result := range pa.results { content += fmt.Sprintf("## %s\n\n", exchange) content += fmt.Sprintf("- Total Tests: %d\n", result.TotalTests) content += fmt.Sprintf("- Passed: %d\n", result.PassedTests) content += fmt.Sprintf("- Failed: %d\n", result.FailedTests) content += fmt.Sprintf("- Average Profit: %.2f bp\n", result.AverageProfitBP) content += fmt.Sprintf("- Average ROI: %.2f%%\n\n", result.AverageROI) } return os.WriteFile(path, []byte(content), 0644) } // loadProfitabilityScenarios loads test scenarios from file func loadProfitabilityScenarios(filename string) (*ProfitabilityScenarios, error) { // If filename is "default", create default scenarios if filename == "default" { return &ProfitabilityScenarios{ Version: "1.0.0", Scenarios: make(map[string]*ProfitabilityTest), }, nil } // TODO: Load from actual file return &ProfitabilityScenarios{ Version: "1.0.0", Scenarios: make(map[string]*ProfitabilityTest), }, nil }