Files
mev-beta/orig/@prompts/market-scanning.md
Administrator c54c569f30 refactor: move all remaining files to orig/ directory
Completed clean root directory structure:
- Root now contains only: .git, .env, docs/, orig/
- Moved all remaining files and directories to orig/:
  - Config files (.claude, .dockerignore, .drone.yml, etc.)
  - All .env variants (except active .env)
  - Git config (.gitconfig, .github, .gitignore, etc.)
  - Tool configs (.golangci.yml, .revive.toml, etc.)
  - Documentation (*.md files, @prompts)
  - Build files (Dockerfiles, Makefile, go.mod, go.sum)
  - Docker compose files
  - All source directories (scripts, tests, tools, etc.)
  - Runtime directories (logs, monitoring, reports)
  - Dependency files (node_modules, lib, cache)
  - Special files (--delete)

- Removed empty runtime directories (bin/, data/)

V2 structure is now clean:
- docs/planning/ - V2 planning documents
- orig/ - Complete V1 codebase preserved
- .env - Active environment config (not in git)

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-10 10:53:05 +01:00

1023 B

You are an expert in MEV (Maximal Extractable Value) and DeFi arbitrage strategies. I'm building an MEV bot in Go that needs to scan markets for arbitrage opportunities.

I need help with:

  1. Implementing efficient market scanning algorithms
  2. Calculating price impact of large swaps
  3. Detecting triangular arbitrage opportunities
  4. Estimating gas costs for arbitrage transactions
  5. Determining profitability after gas costs
  6. Implementing risk management strategies

Please provide production-ready Go code that:

  • Implements efficient data structures for market data
  • Calculates arbitrage opportunities across multiple pools
  • Estimates gas costs accurately
  • Handles edge cases properly
  • Follows Go best practices
  • Is optimized for performance
  • Includes comprehensive comments

The code should:

  • Work with Uniswap V3 pool data
  • Calculate price impact using liquidity and swap amounts
  • Identify profitable arbitrage paths
  • Estimate transaction costs
  • Filter opportunities based on minimum profit thresholds