285 lines
8.6 KiB
Go
285 lines
8.6 KiB
Go
package dex
|
|
|
|
import (
|
|
"context"
|
|
"fmt"
|
|
"math/big"
|
|
"strings"
|
|
|
|
"github.com/ethereum/go-ethereum"
|
|
"github.com/ethereum/go-ethereum/accounts/abi"
|
|
"github.com/ethereum/go-ethereum/common"
|
|
"github.com/ethereum/go-ethereum/core/types"
|
|
"github.com/ethereum/go-ethereum/ethclient"
|
|
)
|
|
|
|
// UniswapV3Decoder implements DEXDecoder for Uniswap V3
|
|
type UniswapV3Decoder struct {
|
|
*BaseDecoder
|
|
poolABI abi.ABI
|
|
routerABI abi.ABI
|
|
}
|
|
|
|
// UniswapV3 Pool ABI (minimal)
|
|
const uniswapV3PoolABI = `[
|
|
{
|
|
"inputs": [],
|
|
"name": "slot0",
|
|
"outputs": [
|
|
{"internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160"},
|
|
{"internalType": "int24", "name": "tick", "type": "int24"},
|
|
{"internalType": "uint16", "name": "observationIndex", "type": "uint16"},
|
|
{"internalType": "uint16", "name": "observationCardinality", "type": "uint16"},
|
|
{"internalType": "uint16", "name": "observationCardinalityNext", "type": "uint16"},
|
|
{"internalType": "uint8", "name": "feeProtocol", "type": "uint8"},
|
|
{"internalType": "bool", "name": "unlocked", "type": "bool"}
|
|
],
|
|
"stateMutability": "view",
|
|
"type": "function"
|
|
},
|
|
{
|
|
"inputs": [],
|
|
"name": "liquidity",
|
|
"outputs": [{"internalType": "uint128", "name": "", "type": "uint128"}],
|
|
"stateMutability": "view",
|
|
"type": "function"
|
|
},
|
|
{
|
|
"inputs": [],
|
|
"name": "token0",
|
|
"outputs": [{"internalType": "address", "name": "", "type": "address"}],
|
|
"stateMutability": "view",
|
|
"type": "function"
|
|
},
|
|
{
|
|
"inputs": [],
|
|
"name": "token1",
|
|
"outputs": [{"internalType": "address", "name": "", "type": "address"}],
|
|
"stateMutability": "view",
|
|
"type": "function"
|
|
},
|
|
{
|
|
"inputs": [],
|
|
"name": "fee",
|
|
"outputs": [{"internalType": "uint24", "name": "", "type": "uint24"}],
|
|
"stateMutability": "view",
|
|
"type": "function"
|
|
}
|
|
]`
|
|
|
|
// UniswapV3 Router ABI (minimal)
|
|
const uniswapV3RouterABI = `[
|
|
{
|
|
"inputs": [
|
|
{
|
|
"components": [
|
|
{"internalType": "address", "name": "tokenIn", "type": "address"},
|
|
{"internalType": "address", "name": "tokenOut", "type": "address"},
|
|
{"internalType": "uint24", "name": "fee", "type": "uint24"},
|
|
{"internalType": "address", "name": "recipient", "type": "address"},
|
|
{"internalType": "uint256", "name": "deadline", "type": "uint256"},
|
|
{"internalType": "uint256", "name": "amountIn", "type": "uint256"},
|
|
{"internalType": "uint256", "name": "amountOutMinimum", "type": "uint256"},
|
|
{"internalType": "uint160", "name": "sqrtPriceLimitX96", "type": "uint160"}
|
|
],
|
|
"internalType": "struct ISwapRouter.ExactInputSingleParams",
|
|
"name": "params",
|
|
"type": "tuple"
|
|
}
|
|
],
|
|
"name": "exactInputSingle",
|
|
"outputs": [{"internalType": "uint256", "name": "amountOut", "type": "uint256"}],
|
|
"stateMutability": "payable",
|
|
"type": "function"
|
|
}
|
|
]`
|
|
|
|
// NewUniswapV3Decoder creates a new UniswapV3 decoder
|
|
func NewUniswapV3Decoder(client *ethclient.Client) *UniswapV3Decoder {
|
|
poolABI, _ := abi.JSON(strings.NewReader(uniswapV3PoolABI))
|
|
routerABI, _ := abi.JSON(strings.NewReader(uniswapV3RouterABI))
|
|
|
|
return &UniswapV3Decoder{
|
|
BaseDecoder: NewBaseDecoder(ProtocolUniswapV3, client),
|
|
poolABI: poolABI,
|
|
routerABI: routerABI,
|
|
}
|
|
}
|
|
|
|
// DecodeSwap decodes a Uniswap V3 swap transaction
|
|
func (d *UniswapV3Decoder) DecodeSwap(tx *types.Transaction) (*SwapInfo, error) {
|
|
data := tx.Data()
|
|
if len(data) < 4 {
|
|
return nil, fmt.Errorf("transaction data too short")
|
|
}
|
|
|
|
method, err := d.routerABI.MethodById(data[:4])
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get method: %w", err)
|
|
}
|
|
|
|
if method.Name != "exactInputSingle" {
|
|
return nil, fmt.Errorf("unsupported method: %s", method.Name)
|
|
}
|
|
|
|
params := make(map[string]interface{})
|
|
if err := method.Inputs.UnpackIntoMap(params, data[4:]); err != nil {
|
|
return nil, fmt.Errorf("failed to unpack params: %w", err)
|
|
}
|
|
|
|
paramsStruct := params["params"].(struct {
|
|
TokenIn common.Address
|
|
TokenOut common.Address
|
|
Fee *big.Int
|
|
Recipient common.Address
|
|
Deadline *big.Int
|
|
AmountIn *big.Int
|
|
AmountOutMinimum *big.Int
|
|
SqrtPriceLimitX96 *big.Int
|
|
})
|
|
|
|
return &SwapInfo{
|
|
Protocol: ProtocolUniswapV3,
|
|
TokenIn: paramsStruct.TokenIn,
|
|
TokenOut: paramsStruct.TokenOut,
|
|
AmountIn: paramsStruct.AmountIn,
|
|
AmountOut: paramsStruct.AmountOutMinimum,
|
|
Recipient: paramsStruct.Recipient,
|
|
Fee: paramsStruct.Fee,
|
|
Deadline: paramsStruct.Deadline,
|
|
}, nil
|
|
}
|
|
|
|
// GetPoolReserves fetches current pool reserves for Uniswap V3
|
|
func (d *UniswapV3Decoder) GetPoolReserves(ctx context.Context, client *ethclient.Client, poolAddress common.Address) (*PoolReserves, error) {
|
|
// Get slot0 (sqrtPriceX96, tick, etc.)
|
|
slot0Data, err := client.CallContract(ctx, ethereum.CallMsg{
|
|
To: &poolAddress,
|
|
Data: d.poolABI.Methods["slot0"].ID,
|
|
}, nil)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get slot0: %w", err)
|
|
}
|
|
|
|
var slot0 struct {
|
|
SqrtPriceX96 *big.Int
|
|
Tick int32
|
|
}
|
|
if err := d.poolABI.UnpackIntoInterface(&slot0, "slot0", slot0Data); err != nil {
|
|
return nil, fmt.Errorf("failed to unpack slot0: %w", err)
|
|
}
|
|
|
|
// Get liquidity
|
|
liquidityData, err := client.CallContract(ctx, ethereum.CallMsg{
|
|
To: &poolAddress,
|
|
Data: d.poolABI.Methods["liquidity"].ID,
|
|
}, nil)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get liquidity: %w", err)
|
|
}
|
|
|
|
liquidity := new(big.Int).SetBytes(liquidityData)
|
|
|
|
// Get token0
|
|
token0Data, err := client.CallContract(ctx, ethereum.CallMsg{
|
|
To: &poolAddress,
|
|
Data: d.poolABI.Methods["token0"].ID,
|
|
}, nil)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get token0: %w", err)
|
|
}
|
|
token0 := common.BytesToAddress(token0Data)
|
|
|
|
// Get token1
|
|
token1Data, err := client.CallContract(ctx, ethereum.CallMsg{
|
|
To: &poolAddress,
|
|
Data: d.poolABI.Methods["token1"].ID,
|
|
}, nil)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get token1: %w", err)
|
|
}
|
|
token1 := common.BytesToAddress(token1Data)
|
|
|
|
// Get fee
|
|
feeData, err := client.CallContract(ctx, ethereum.CallMsg{
|
|
To: &poolAddress,
|
|
Data: d.poolABI.Methods["fee"].ID,
|
|
}, nil)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get fee: %w", err)
|
|
}
|
|
fee := new(big.Int).SetBytes(feeData)
|
|
|
|
return &PoolReserves{
|
|
Token0: token0,
|
|
Token1: token1,
|
|
Protocol: ProtocolUniswapV3,
|
|
PoolAddress: poolAddress,
|
|
SqrtPriceX96: slot0.SqrtPriceX96,
|
|
Tick: slot0.Tick,
|
|
Liquidity: liquidity,
|
|
Fee: fee,
|
|
}, nil
|
|
}
|
|
|
|
// CalculateOutput calculates expected output for Uniswap V3
|
|
func (d *UniswapV3Decoder) CalculateOutput(amountIn *big.Int, reserves *PoolReserves, tokenIn common.Address) (*big.Int, error) {
|
|
if reserves.SqrtPriceX96 == nil || reserves.Liquidity == nil {
|
|
return nil, fmt.Errorf("invalid reserves for UniswapV3")
|
|
}
|
|
|
|
// Simplified calculation - in production, would need tick math
|
|
// This is an approximation using sqrtPriceX96
|
|
|
|
sqrtPrice := new(big.Float).SetInt(reserves.SqrtPriceX96)
|
|
q96 := new(big.Float).SetInt(new(big.Int).Lsh(big.NewInt(1), 96))
|
|
price := new(big.Float).Quo(sqrtPrice, q96)
|
|
price.Mul(price, price) // Square to get actual price
|
|
|
|
amountInFloat := new(big.Float).SetInt(amountIn)
|
|
amountOutFloat := new(big.Float).Mul(amountInFloat, price)
|
|
|
|
// Apply fee (0.3% default)
|
|
feeFactor := new(big.Float).SetFloat64(0.997)
|
|
amountOutFloat.Mul(amountOutFloat, feeFactor)
|
|
|
|
amountOut, _ := amountOutFloat.Int(nil)
|
|
return amountOut, nil
|
|
}
|
|
|
|
// CalculatePriceImpact calculates price impact for Uniswap V3
|
|
func (d *UniswapV3Decoder) CalculatePriceImpact(amountIn *big.Int, reserves *PoolReserves, tokenIn common.Address) (float64, error) {
|
|
// For UniswapV3, price impact depends on liquidity depth at current tick
|
|
// This is a simplified calculation
|
|
|
|
if reserves.Liquidity.Sign() == 0 {
|
|
return 1.0, nil
|
|
}
|
|
|
|
amountInFloat := new(big.Float).SetInt(amountIn)
|
|
liquidityFloat := new(big.Float).SetInt(reserves.Liquidity)
|
|
|
|
impact := new(big.Float).Quo(amountInFloat, liquidityFloat)
|
|
impactValue, _ := impact.Float64()
|
|
|
|
return impactValue, nil
|
|
}
|
|
|
|
// GetQuote gets a price quote for Uniswap V3
|
|
func (d *UniswapV3Decoder) GetQuote(ctx context.Context, client *ethclient.Client, tokenIn, tokenOut common.Address, amountIn *big.Int) (*PriceQuote, error) {
|
|
// TODO: Implement actual pool lookup via factory
|
|
// For now, return error
|
|
return nil, fmt.Errorf("GetQuote not yet implemented for UniswapV3")
|
|
}
|
|
|
|
// IsValidPool checks if a pool is a valid Uniswap V3 pool
|
|
func (d *UniswapV3Decoder) IsValidPool(ctx context.Context, client *ethclient.Client, poolAddress common.Address) (bool, error) {
|
|
// Try to call slot0() - if it succeeds, it's a valid pool
|
|
_, err := client.CallContract(ctx, ethereum.CallMsg{
|
|
To: &poolAddress,
|
|
Data: d.poolABI.Methods["slot0"].ID,
|
|
}, nil)
|
|
|
|
return err == nil, nil
|
|
}
|