mev-beta/orig/tests/calculation-validation/validator.go

package calculation_validation

import (
	"fmt"
	"math/big"
)

// ProfitValidator validates arbitrage profit calculations
type ProfitValidator struct {
	weiPerEth *big.Int
	tolerance float64 // Acceptable percentage difference
}

// NewProfitValidator creates a new profit validator
func NewProfitValidator(tolerancePercent float64) *ProfitValidator {
	return &ProfitValidator{
		weiPerEth: big.NewInt(1e18),
		tolerance: tolerancePercent,
	}
}

// ValidateOpportunity validates an opportunity's profit calculation
func (pv *ProfitValidator) ValidateOpportunity(opp *OpportunityTestData) *ValidationResult {
	result := &ValidationResult{
		OpportunityID: opp.ID,
		IsValid:       true,
		Errors:        []string{},
		Warnings:      []string{},
	}

	// Validate threshold check
	if opp.ThresholdCheck != nil {
		thresholdValid := pv.validateThresholdCheck(opp.ThresholdCheck)
		if !thresholdValid {
			result.Errors = append(result.Errors, "threshold check failed")
			result.IsValid = false
		}
	}

	// Validate profit values
	if opp.NetProfitETH != nil {
		result.ExpectedProfit = opp.NetProfitETH

		// Check if profit is positive
		if opp.NetProfitETH.Sign() <= 0 && opp.IsExecutable {
			result.Errors = append(result.Errors, "executable opportunity has non-positive profit")
			result.IsValid = false
		}

		// Check if profit meets threshold
		if opp.ThresholdCheck != nil && opp.IsExecutable {
			if opp.NetProfitETH.Cmp(opp.ThresholdCheck.MinThreshold) < 0 {
				result.Errors = append(result.Errors, "executable opportunity below minimum threshold")
				result.IsValid = false
			}
		}
	}

	// Validate rejection reason consistency
	if opp.IsExecutable && opp.RejectReason != "" {
		result.Warnings = append(result.Warnings, "executable opportunity has reject reason")
	}

	if !opp.IsExecutable && opp.RejectReason == "" {
		result.Warnings = append(result.Warnings, "non-executable opportunity missing reject reason")
	}

	return result
}

// validateThresholdCheck validates a threshold check calculation
func (pv *ProfitValidator) validateThresholdCheck(check *ThresholdCheck) bool {
	if check == nil {
		return false
	}

	// Verify the comparison is correct
	expected := check.NetProfit.Cmp(check.MinThreshold) >= 0
	if expected != check.Passed {
		return false
	}

	return true
}

// ValidateV3Calculation validates a V3 swap calculation
func (pv *ProfitValidator) ValidateV3Calculation(calc SwapCalculation) *ValidationResult {
	result := &ValidationResult{
		OpportunityID: "v3_calculation",
		IsValid:       true,
		Errors:        []string{},
		Warnings:      []string{},
	}

	// Check for zero outputs
	if calc.AmountOut.Sign() == 0 && calc.AmountIn.Sign() > 0 {
		result.Warnings = append(result.Warnings, "zero output with non-zero input")
	}

	// Check if finalOut matches amountOut (should be slightly less due to fees)
	if calc.FinalOut.Cmp(calc.AmountOut) > 0 {
		result.Errors = append(result.Errors, "finalOut greater than amountOut (impossible)")
		result.IsValid = false
	}

	// Calculate expected fee deduction
	expectedFee := pv.calculateV3Fee(calc.AmountOut, calc.Fee)
	expectedFinalOut := new(big.Int).Sub(calc.AmountOut, expectedFee)

	// Check if finalOut is within tolerance
	diff := new(big.Int).Sub(expectedFinalOut, calc.FinalOut)
	diff.Abs(diff)

	// Allow 1% difference for rounding
	tolerance := new(big.Int).Div(calc.FinalOut, big.NewInt(100))
	if diff.Cmp(tolerance) > 0 && calc.FinalOut.Sign() > 0 {
		result.Warnings = append(result.Warnings,
			fmt.Sprintf("finalOut differs from expected: got %s, expected ~%s",
				calc.FinalOut.String(), expectedFinalOut.String()))
	}

	return result
}

// calculateV3Fee calculates the fee for a V3 swap
func (pv *ProfitValidator) calculateV3Fee(amount *big.Int, feeTier uint32) *big.Int {
	// Fee tiers: 500 = 0.05%, 3000 = 0.3%, 10000 = 1%
	fee := new(big.Int).Mul(amount, big.NewInt(int64(feeTier)))
	fee.Div(fee, big.NewInt(1000000))
	return fee
}

// ValidateBatch validates multiple opportunities and generates a report
func (pv *ProfitValidator) ValidateBatch(opportunities []*OpportunityTestData) *TestReport {
	report := &TestReport{
		ValidationResults: []*ValidationResult{},
	}

	var totalError float64
	errorCount := 0

	for _, opp := range opportunities {
		result := pv.ValidateOpportunity(opp)
		report.ValidationResults = append(report.ValidationResults, result)

		if result.IsValid {
			report.ValidCalculations++
		} else {
			report.InvalidCalculations++
		}

		if result.PercentError > 0 {
			totalError += result.PercentError
			errorCount++
		}

		// Track max error
		if result.Difference != nil {
			if report.MaxError == nil || result.Difference.Cmp(report.MaxError) > 0 {
				report.MaxError = new(big.Float).Set(result.Difference)
			}
		}
	}

	report.TotalOpportunities = len(opportunities)
	if errorCount > 0 {
		report.AveragePercentError = totalError / float64(errorCount)
	}

	return report
}

// CompareETHtoWei validates ETH to wei conversion
func (pv *ProfitValidator) CompareETHtoWei(ethValue *big.Float, weiValue *big.Int) *ValidationResult {
	result := &ValidationResult{
		OpportunityID: "eth_wei_conversion",
		IsValid:       true,
		Errors:        []string{},
	}

	// Convert ETH to wei
	expectedWei := new(big.Float).Mul(ethValue, new(big.Float).SetInt(pv.weiPerEth))
	expectedWeiInt, _ := expectedWei.Int(nil)

	// Compare
	if expectedWeiInt.Cmp(weiValue) != 0 {
		result.IsValid = false
		result.Errors = append(result.Errors,
			fmt.Sprintf("ETH to wei conversion mismatch: %s ETH should be %s wei, got %s wei",
				ethValue.String(), expectedWeiInt.String(), weiValue.String()))

		// Calculate difference
		diff := new(big.Int).Sub(expectedWeiInt, weiValue)
		result.Difference = new(big.Float).SetInt(diff)
	}

	return result
}

// ValidateThresholdComparison validates that a profit threshold comparison was done correctly
// This is the CRITICAL validation for the bug we fixed
func (pv *ProfitValidator) ValidateThresholdComparison(
	netProfitETH *big.Float,
	minProfitThresholdWei *big.Int,
	wasExecutable bool,
) *ValidationResult {
	result := &ValidationResult{
		OpportunityID: "threshold_comparison",
		IsValid:       true,
		Errors:        []string{},
	}

	// Convert threshold from wei to ETH for comparison
	minProfitETH := new(big.Float).Quo(
		new(big.Float).SetInt(minProfitThresholdWei),
		new(big.Float).SetInt(pv.weiPerEth),
	)

	// Expected result: netProfitETH >= minProfitETH
	expectedExecutable := netProfitETH.Cmp(minProfitETH) >= 0

	if expectedExecutable != wasExecutable {
		result.IsValid = false
		result.Errors = append(result.Errors,
			fmt.Sprintf("threshold comparison incorrect: %.6f ETH vs %.6f ETH threshold, should be executable=%v, got executable=%v",
				mustFloat64(netProfitETH), mustFloat64(minProfitETH), expectedExecutable, wasExecutable))
	}

	result.ExpectedProfit = netProfitETH
	result.CalculatedProfit = minProfitETH

	return result
}

// mustFloat64 safely converts big.Float to float64
func mustFloat64(f *big.Float) float64 {
	val, _ := f.Float64()
	return val
}