mev-beta/pkg/exchanges

MEV Bot Exchange Support

Overview

This directory contains implementations for various decentralized exchange (DEX) protocols in the MEV Bot. Each exchange protocol is implemented with a consistent interface to allow for cross-exchange arbitrage opportunities.

Supported Exchanges

Core V2-style AMMs

• Uniswap V2: Standard constant product AMM
• SushiSwap: Fork of Uniswap V2 with additional features
• PancakeSwap: Binance Smart Chain implementation similar to Uniswap V2

V3-style Concentrated Liquidity

• Uniswap V3: Concentrated liquidity with ticks and fee tiers
• Uniswap V4: Next-generation AMM with hooks and more flexibility
• Kyber: Elastic AMM with concentrated liquidity and custom hooks
• Camelot: Arbitrum-focused AMM with concentrated liquidity

StableSwap AMMs

• Curve: Stableswap algorithm for similar-asset swaps
• Balancer: Weighted and stable pool implementations

Multi-Asset AMMs

• Balancer: Weighted, stable, and composable stable pools
• Dex Aggregators: Integration with 1inch, ParaSwap, etc.

Architecture

Each exchange implementation follows the same interface pattern with three primary components:

1. PoolDetector

• Discovers pools for token pairs
• Handles multiple fee tiers
• Identifies pool types

2. LiquidityFetcher

• Fetches pool reserves and data
• Calculates spot prices
• Estimates liquidity depth

3. SwapRouter

• Calculates swap amounts
• Generates transaction data
• Validates swaps

Exchange-Specific Features

Uniswap V4

• Hooks support for custom logic
• Concentrated liquidity model
• Flexible fees and parameters

Kyber

• Elastic AMM architecture
• Concentrated liquidity
• Customizable parameters

Curve

• Stableswap invariant
• Multi-asset support
• Amplification coefficients

Balancer

• Weighted pools
• Stable pools
• Composable stable pools
• Managed pools

Aggregators

• Multi-DEX routing
• Gas optimization
• Price comparison across exchanges

Common Interface Usage

All exchanges implement the following interfaces:

type PoolDetector interface {
    GetAllPools(token0, token1 common.Address) ([]common.Address, error)
    GetPoolForPair(token0, token1 common.Address) (common.Address, error)
    GetSupportedFeeTiers() []int64
    GetPoolType() string
}

type LiquidityFetcher interface {
    GetPoolData(poolAddress common.Address) (*math.PoolData, error)
    GetTokenReserves(poolAddress, token0, token1 common.Address) (*big.Int, *big.Int, error)
    GetPoolPrice(poolAddress common.Address) (*big.Float, error)
    GetLiquidityDepth(poolAddress, tokenIn common.Address, amount *big.Int) (*big.Int, error)
}

type SwapRouter interface {
    CalculateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) (*big.Int, error)
    GenerateSwapData(tokenIn, tokenOut common.Address, amountIn, minAmountOut *big.Int, deadline *big.Int) ([]byte, error)
    GetSwapRoute(tokenIn, tokenOut common.Address) ([]common.Address, error)
    ValidateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) error
}

Cross-Exchange Arbitrage

The system supports identifying and executing arbitrage opportunities across all supported exchanges. The CrossExchangeArbitrageFinder component:

• Monitors prices across all exchanges
• Identifies profitable opportunities
• Considers gas costs and slippage
• Executes arbitrage when profitable

Configuration

Each exchange has specific configuration parameters including:

• Contract addresses (factory, router)
• Chain ID
• Default slippage tolerance
• Gas estimation parameters
• Pool initialization code hash
• Supported fee tiers

Math Support

The system includes exchange-specific pricing models via the ExchangePricingEngine:

• Uniswap V2: Constant product formula
• Uniswap V3/V4: Concentrated liquidity with ticks
• Curve: Stableswap invariant
• Balancer: Weighted and stable pool formulas
• Kyber: Elastic concentrated liquidity

Performance Considerations

• Efficient pool discovery mechanisms
• Cached price calculations
• Optimized route finding
• Gas cost estimation
• Slippage protection