mev-beta/pkg/arbitrage/opportunity.go

package arbitrage

import (
	"math/big"
	"time"

	"github.com/ethereum/go-ethereum/common"

	"github.com/your-org/mev-bot/pkg/types"
)

// OpportunityType represents the type of arbitrage opportunity
type OpportunityType string

const (
	// OpportunityTypeTwoPool is a simple two-pool arbitrage
	OpportunityTypeTwoPool OpportunityType = "two_pool"

	// OpportunityTypeMultiHop is a multi-hop arbitrage (3+ pools)
	OpportunityTypeMultiHop OpportunityType = "multi_hop"

	// OpportunityTypeSandwich is a sandwich attack opportunity
	OpportunityTypeSandwich OpportunityType = "sandwich"

	// OpportunityTypeTriangular is a triangular arbitrage (A→B→C→A)
	OpportunityTypeTriangular OpportunityType = "triangular"
)

// Opportunity represents an arbitrage opportunity
type Opportunity struct {
	// Identification
	ID          string          `json:"id"`
	Type        OpportunityType `json:"type"`
	DetectedAt  time.Time       `json:"detected_at"`
	BlockNumber uint64          `json:"block_number"`

	// Path
	Path []*PathStep `json:"path"`

	// Economics
	InputToken   common.Address `json:"input_token"`
	OutputToken  common.Address `json:"output_token"`
	InputAmount  *big.Int       `json:"input_amount"`
	OutputAmount *big.Int       `json:"output_amount"`
	GrossProfit  *big.Int       `json:"gross_profit"`  // Before gas
	GasCost      *big.Int       `json:"gas_cost"`      // Estimated gas cost in wei
	NetProfit    *big.Int       `json:"net_profit"`    // After gas
	ROI          float64        `json:"roi"`           // Return on investment (%)
	PriceImpact  float64        `json:"price_impact"`  // Price impact (%)

	// Execution
	Priority     int       `json:"priority"`      // Higher = more urgent
	ExecuteAfter time.Time `json:"execute_after"` // Earliest execution time
	ExpiresAt    time.Time `json:"expires_at"`    // Opportunity expiration
	Executable   bool      `json:"executable"`    // Can be executed now?

	// Context (for sandwich attacks)
	VictimTx    *common.Hash `json:"victim_tx,omitempty"`     // Victim transaction
	FrontRunTx  *common.Hash `json:"front_run_tx,omitempty"`  // Front-run transaction
	BackRunTx   *common.Hash `json:"back_run_tx,omitempty"`   // Back-run transaction
	VictimSlippage *big.Int  `json:"victim_slippage,omitempty"` // Slippage imposed on victim
}

// PathStep represents one step in an arbitrage path
type PathStep struct {
	// Pool information
	PoolAddress common.Address      `json:"pool_address"`
	Protocol    types.ProtocolType  `json:"protocol"`

	// Token swap
	TokenIn     common.Address `json:"token_in"`
	TokenOut    common.Address `json:"token_out"`
	AmountIn    *big.Int       `json:"amount_in"`
	AmountOut   *big.Int       `json:"amount_out"`

	// Pool state (for V3)
	SqrtPriceX96Before *big.Int `json:"sqrt_price_x96_before,omitempty"`
	SqrtPriceX96After  *big.Int `json:"sqrt_price_x96_after,omitempty"`
	LiquidityBefore    *big.Int `json:"liquidity_before,omitempty"`
	LiquidityAfter     *big.Int `json:"liquidity_after,omitempty"`

	// Fee
	Fee       uint32   `json:"fee"`        // Fee in basis points or pips
	FeeAmount *big.Int `json:"fee_amount"` // Fee paid in output token
}

// IsProfit returns true if the opportunity is profitable after gas
func (o *Opportunity) IsProfitable() bool {
	return o.NetProfit != nil && o.NetProfit.Sign() > 0
}

// MeetsThreshold returns true if net profit meets the minimum threshold
func (o *Opportunity) MeetsThreshold(minProfit *big.Int) bool {
	if o.NetProfit == nil || minProfit == nil {
		return false
	}
	return o.NetProfit.Cmp(minProfit) >= 0
}

// IsExpired returns true if the opportunity has expired
func (o *Opportunity) IsExpired() bool {
	return time.Now().After(o.ExpiresAt)
}

// CanExecute returns true if the opportunity can be executed now
func (o *Opportunity) CanExecute() bool {
	now := time.Now()
	return o.Executable &&
		!o.IsExpired() &&
		now.After(o.ExecuteAfter) &&
		o.IsProfitable()
}

// GetTotalFees returns the sum of all fees in the path
func (o *Opportunity) GetTotalFees() *big.Int {
	totalFees := big.NewInt(0)
	for _, step := range o.Path {
		if step.FeeAmount != nil {
			totalFees.Add(totalFees, step.FeeAmount)
		}
	}
	return totalFees
}

// GetPriceImpactPercentage returns price impact as a percentage
func (o *Opportunity) GetPriceImpactPercentage() float64 {
	return o.PriceImpact * 100
}

// GetROIPercentage returns ROI as a percentage
func (o *Opportunity) GetROIPercentage() float64 {
	return o.ROI * 100
}

// GetPathDescription returns a human-readable path description
func (o *Opportunity) GetPathDescription() string {
	if len(o.Path) == 0 {
		return "empty path"
	}

	// Build path string: Token0 → Token1 → Token2 → Token0
	path := ""
	for i, step := range o.Path {
		if i == 0 {
			path += step.TokenIn.Hex()[:10] + " → "
		}
		path += step.TokenOut.Hex()[:10]
		if i < len(o.Path)-1 {
			path += " → "
		}
	}

	return path
}

// GetProtocolPath returns a string of protocols in the path
func (o *Opportunity) GetProtocolPath() string {
	if len(o.Path) == 0 {
		return "empty"
	}

	path := ""
	for i, step := range o.Path {
		path += string(step.Protocol)
		if i < len(o.Path)-1 {
			path += " → "
		}
	}

	return path
}

// OpportunityFilter represents filters for searching opportunities
type OpportunityFilter struct {
	MinProfit     *big.Int          // Minimum net profit
	MaxGasCost    *big.Int          // Maximum acceptable gas cost
	MinROI        float64           // Minimum ROI percentage
	Type          *OpportunityType  // Filter by opportunity type
	InputToken    *common.Address   // Filter by input token
	OutputToken   *common.Address   // Filter by output token
	Protocols     []types.ProtocolType // Filter by protocols in path
	MaxPathLength int               // Maximum path length (number of hops)
	OnlyExecutable bool             // Only return executable opportunities
}

// Matches returns true if the opportunity matches the filter
func (f *OpportunityFilter) Matches(opp *Opportunity) bool {
	// Check minimum profit
	if f.MinProfit != nil && (opp.NetProfit == nil || opp.NetProfit.Cmp(f.MinProfit) < 0) {
		return false
	}

	// Check maximum gas cost
	if f.MaxGasCost != nil && (opp.GasCost == nil || opp.GasCost.Cmp(f.MaxGasCost) > 0) {
		return false
	}

	// Check minimum ROI
	if f.MinROI > 0 && opp.ROI < f.MinROI {
		return false
	}

	// Check opportunity type
	if f.Type != nil && opp.Type != *f.Type {
		return false
	}

	// Check input token
	if f.InputToken != nil && opp.InputToken != *f.InputToken {
		return false
	}

	// Check output token
	if f.OutputToken != nil && opp.OutputToken != *f.OutputToken {
		return false
	}

	// Check protocols
	if len(f.Protocols) > 0 {
		hasMatch := false
		for _, step := range opp.Path {
			for _, protocol := range f.Protocols {
				if step.Protocol == protocol {
					hasMatch = true
					break
				}
			}
			if hasMatch {
				break
			}
		}
		if !hasMatch {
			return false
		}
	}

	// Check path length
	if f.MaxPathLength > 0 && len(opp.Path) > f.MaxPathLength {
		return false
	}

	// Check executability
	if f.OnlyExecutable && !opp.CanExecute() {
		return false
	}

	return true
}

// OpportunityStats contains statistics about detected opportunities
type OpportunityStats struct {
	TotalDetected       int       `json:"total_detected"`
	TotalProfitable     int       `json:"total_profitable"`
	TotalExecutable     int       `json:"total_executable"`
	TotalExecuted       int       `json:"total_executed"`
	TotalExpired        int       `json:"total_expired"`
	AverageProfit       *big.Int  `json:"average_profit"`
	MedianProfit        *big.Int  `json:"median_profit"`
	MaxProfit           *big.Int  `json:"max_profit"`
	TotalProfit         *big.Int  `json:"total_profit"`
	AverageROI          float64   `json:"average_roi"`
	SuccessRate         float64   `json:"success_rate"` // Executed / Detected
	LastDetected        time.Time `json:"last_detected"`
	DetectionRate       float64   `json:"detection_rate"` // Opportunities per minute
}