package exchanges import ( "fmt" "math/big" "github.com/ethereum/go-ethereum/common" "github.com/ethereum/go-ethereum/ethclient" "github.com/fraktal/mev-beta/internal/logger" "github.com/fraktal/mev-beta/pkg/math" ) // BalancerPoolDetector implements PoolDetector for Balancer type BalancerPoolDetector struct { client *ethclient.Client logger *logger.Logger config *ExchangeConfig } // NewBalancerPoolDetector creates a new Balancer pool detector func NewBalancerPoolDetector(client *ethclient.Client, logger *logger.Logger, config *ExchangeConfig) *BalancerPoolDetector { return &BalancerPoolDetector{ client: client, logger: logger, config: config, } } // GetAllPools returns all pools containing the specified tokens func (d *BalancerPoolDetector) GetAllPools(token0, token1 common.Address) ([]common.Address, error) { // In a real implementation, this would query the Vault or pool registry contract // For now, we'll return an empty slice return []common.Address{}, nil } // GetPoolForPair returns the pool address for a specific token pair func (d *BalancerPoolDetector) GetPoolForPair(token0, token1 common.Address) (common.Address, error) { // In a real implementation, this would query the registry for pools // containing both tokens poolAddress := common.HexToAddress("0x0") // Placeholder // For now, return empty address to indicate pool not found return poolAddress, nil } // GetSupportedFeeTiers returns supported fee tiers for Balancer (varies by pool) func (d *BalancerPoolDetector) GetSupportedFeeTiers() []int64 { // Balancer pools can have different fee tiers return []int64{100, 500, 1000, 5000} // 0.01%, 0.5%, 1%, 5% in basis points } // GetPoolType returns the pool type func (d *BalancerPoolDetector) GetPoolType() string { return "balancer_weighted_or_stable" } // BalancerLiquidityFetcher implements LiquidityFetcher for Balancer type BalancerLiquidityFetcher struct { client *ethclient.Client logger *logger.Logger config *ExchangeConfig engine *math.ExchangePricingEngine } // NewBalancerLiquidityFetcher creates a new Balancer liquidity fetcher func NewBalancerLiquidityFetcher(client *ethclient.Client, logger *logger.Logger, config *ExchangeConfig, engine *math.ExchangePricingEngine) *BalancerLiquidityFetcher { return &BalancerLiquidityFetcher{ client: client, logger: logger, config: config, engine: engine, } } // GetPoolData fetches pool information for Balancer func (f *BalancerLiquidityFetcher) GetPoolData(poolAddress common.Address) (*math.PoolData, error) { // In a real implementation, this would call the pool contract to get reserves and weights // For now, return a placeholder pool data with Balancer-specific fields fee, err := math.NewUniversalDecimal(big.NewInt(250), 4, "FEE") if err != nil { return nil, fmt.Errorf("error creating fee decimal: %w", err) } reserve0Value := new(big.Int) reserve0Value.SetString("1000000000000000000000", 10) // WETH - 1000 ETH in wei reserve0, err := math.NewUniversalDecimal(reserve0Value, 18, "RESERVE0") if err != nil { return nil, fmt.Errorf("error creating reserve0 decimal: %w", err) } reserve1Value := new(big.Int) reserve1Value.SetString("1000000000000", 10) // USDC - 1000000 USDC in smallest units reserve1, err := math.NewUniversalDecimal(reserve1Value, 6, "RESERVE1") if err != nil { return nil, fmt.Errorf("error creating reserve1 decimal: %w", err) } weightsValue0 := new(big.Int) weightsValue0.SetString("5000", 10) // 50% weight weightsValue1 := new(big.Int) weightsValue1.SetString("5000", 10) // 50% weight weight0, err := math.NewUniversalDecimal(weightsValue0, 4, "WEIGHT0") if err != nil { return nil, fmt.Errorf("error creating weight0 decimal: %w", err) } weight1, err := math.NewUniversalDecimal(weightsValue1, 4, "WEIGHT1") if err != nil { return nil, fmt.Errorf("error creating weight1 decimal: %w", err) } swapFeeRateValue := new(big.Int) swapFeeRateValue.SetString("250", 10) // 0.25% swapFeeRate, err := math.NewUniversalDecimal(swapFeeRateValue, 4, "SWAP_FEE_RATE") if err != nil { return nil, fmt.Errorf("error creating swap fee rate decimal: %w", err) } return &math.PoolData{ Address: poolAddress.Hex(), ExchangeType: math.ExchangeBalancer, Fee: fee, Token0: math.TokenInfo{Address: "0x0", Symbol: "WETH", Decimals: 18}, Token1: math.TokenInfo{Address: "0x1", Symbol: "USDC", Decimals: 6}, Reserve0: reserve0, Reserve1: reserve1, Weights: []*math.UniversalDecimal{ weight0, // 50% weight weight1, // 50% weight }, SwapFeeRate: swapFeeRate, }, nil } // GetTokenReserves fetches reserves for a specific token pair in a pool func (f *BalancerLiquidityFetcher) GetTokenReserves(poolAddress, token0, token1 common.Address) (*big.Int, *big.Int, error) { // In a real implementation, this would query the pool contract // For now, return placeholder values reserve0 := new(big.Int) reserve0.SetString("1000000000000000000000", 10) // WETH - 1000 ETH in wei reserve1 := new(big.Int) reserve1.SetString("1000000000000", 10) // USDC - 1000000 USDC in smallest units return reserve0, reserve1, nil } // GetPoolPrice calculates the price of token1 in terms of token0 using Balancer's weighted formula func (f *BalancerLiquidityFetcher) GetPoolPrice(poolAddress common.Address) (*big.Float, error) { poolData, err := f.GetPoolData(poolAddress) if err != nil { return nil, err } pricer, err := f.engine.GetExchangePricer(poolData.ExchangeType) if err != nil { return nil, err } spotPrice, err := pricer.GetSpotPrice(poolData) if err != nil { return nil, err } // Convert the UniversalDecimal Value to a *big.Float result := new(big.Float).SetInt(spotPrice.Value) return result, nil } // GetLiquidityDepth calculates the liquidity depth for an amount using Balancer's weighted formula func (f *BalancerLiquidityFetcher) GetLiquidityDepth(poolAddress, tokenIn common.Address, amount *big.Int) (*big.Int, error) { // In a real implementation, this would calculate liquidity with Balancer's weighted formula return amount, nil } // BalancerSwapRouter implements SwapRouter for Balancer type BalancerSwapRouter struct { client *ethclient.Client logger *logger.Logger config *ExchangeConfig engine *math.ExchangePricingEngine } // NewBalancerSwapRouter creates a new Balancer swap router func NewBalancerSwapRouter(client *ethclient.Client, logger *logger.Logger, config *ExchangeConfig, engine *math.ExchangePricingEngine) *BalancerSwapRouter { return &BalancerSwapRouter{ client: client, logger: logger, config: config, engine: engine, } } // CalculateSwap calculates the expected output amount for a swap using Balancer's weighted formula func (r *BalancerSwapRouter) CalculateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) (*big.Int, error) { // Find pool for the token pair poolAddress, err := r.findPoolForPair(tokenIn, tokenOut) if err != nil { return nil, fmt.Errorf("failed to find pool for pair: %w", err) } // Get pool data poolData, err := r.GetPoolData(poolAddress) if err != nil { return nil, fmt.Errorf("failed to get pool data: %w", err) } // Create a UniversalDecimal from the amountIn decimalAmountIn, err := math.NewUniversalDecimal(amountIn, 18, "AMOUNT_IN") if err != nil { return nil, fmt.Errorf("error creating amount in decimal: %w", err) } // Get the pricer pricer, err := r.engine.GetExchangePricer(poolData.ExchangeType) if err != nil { return nil, err } // Calculate amount out using Balancer's weighted formula amountOut, err := pricer.CalculateAmountOut(decimalAmountIn, poolData) if err != nil { return nil, err } return amountOut.Value, nil } // findPoolForPair finds the pool address for a given token pair func (r *BalancerSwapRouter) findPoolForPair(token0, token1 common.Address) (common.Address, error) { // In a real implementation, this would query the Balancer Vault or registry contract // For now, return a placeholder address return common.HexToAddress("0x0"), nil } // GetPoolData is a helper to fetch pool data (for internal use) func (r *BalancerSwapRouter) GetPoolData(poolAddress common.Address) (*math.PoolData, error) { fetcher := NewBalancerLiquidityFetcher(r.client, r.logger, r.config, r.engine) return fetcher.GetPoolData(poolAddress) } // GenerateSwapData generates the calldata for a swap transaction using Balancer's batchSwap func (r *BalancerSwapRouter) GenerateSwapData(tokenIn, tokenOut common.Address, amountIn, minAmountOut *big.Int, deadline *big.Int) ([]byte, error) { // In a real implementation, this would generate the encoded function call // For Balancer, this would typically be batchSwap or singleSwap return []byte{}, nil } // GetSwapRoute returns the route for a swap (for Balancer, this can involve multiple tokens in a pool) func (r *BalancerSwapRouter) GetSwapRoute(tokenIn, tokenOut common.Address) ([]common.Address, error) { // For Balancer, the route could be within a multi-token pool // For now, return the token pair as a direct route in the pool return []common.Address{tokenIn, tokenOut}, nil } // ValidateSwap validates a Balancer swap before execution func (r *BalancerSwapRouter) ValidateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) error { if amountIn.Sign() <= 0 { return fmt.Errorf("amountIn must be positive") } if tokenIn == tokenOut { return fmt.Errorf("tokenIn and tokenOut cannot be the same") } if tokenIn == common.HexToAddress("0x0") || tokenOut == common.HexToAddress("0x0") { return fmt.Errorf("invalid token addresses") } return nil } // RegisterBalancerWithRegistry registers Balancer implementation with the exchange registry func RegisterBalancerWithRegistry(registry *ExchangeRegistry) error { config := &ExchangeConfig{ Type: math.ExchangeBalancer, Name: "Balancer", FactoryAddress: common.HexToAddress("0x47b489bf5836f83abd8a1514a8b289b4f5a8a189"), // Balancer V2 Weighted Pool Factory placeholder RouterAddress: common.HexToAddress("0xba12222222228d8ba445958a75a0704d566bf2c8"), // Balancer Vault PoolInitCodeHash: "", SwapSelector: []byte{0x3e, 0x2, 0x76, 0x5e}, // swap function StableSwapSelector: []byte{}, ChainID: 1, // Ethereum mainnet SupportsFlashSwaps: true, RequiresApproval: true, MaxHops: 3, DefaultSlippagePercent: 0.3, Url: "https://balancer.fi", ApiUrl: "https://api.balancer.fi", } registry.exchanges[math.ExchangeBalancer] = config // Register the implementations as well return nil }