mev-beta/pkg/dex/analyzer.go

package dex

import (
	"context"
	"fmt"
	"math/big"
	"sync"

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

// CrossDEXAnalyzer finds arbitrage opportunities across multiple DEXes
type CrossDEXAnalyzer struct {
	registry *Registry
	client   *ethclient.Client
	mu       sync.RWMutex
}

// NewCrossDEXAnalyzer creates a new cross-DEX analyzer
func NewCrossDEXAnalyzer(registry *Registry, client *ethclient.Client) *CrossDEXAnalyzer {
	return &CrossDEXAnalyzer{
		registry: registry,
		client:   client,
	}
}

// FindArbitrageOpportunities finds arbitrage opportunities for a token pair
func (a *CrossDEXAnalyzer) FindArbitrageOpportunities(
	ctx context.Context,
	tokenA, tokenB common.Address,
	amountIn *big.Int,
	minProfitETH float64,
) ([]*ArbitragePath, error) {
	dexes := a.registry.GetAll()
	if len(dexes) < 2 {
		return nil, fmt.Errorf("need at least 2 active DEXes for arbitrage")
	}

	type quoteResult struct {
		dex   DEXProtocol
		quote *PriceQuote
		err   error
	}

	opportunities := make([]*ArbitragePath, 0)

	// Get quotes from all DEXes in parallel for A -> B
	buyQuotes := make(map[DEXProtocol]*PriceQuote)
	buyResults := make(chan quoteResult, len(dexes))

	for _, dex := range dexes {
		go func(d *DEXInfo) {
			quote, err := d.Decoder.GetQuote(ctx, a.client, tokenA, tokenB, amountIn)
			buyResults <- quoteResult{dex: d.Protocol, quote: quote, err: err}
		}(dex)
	}

	// Collect buy quotes
	for i := 0; i < len(dexes); i++ {
		res := <-buyResults
		if res.err == nil && res.quote != nil {
			buyQuotes[res.dex] = res.quote
		}
	}

	// For each successful buy quote, get sell quotes on other DEXes
	for buyDEX, buyQuote := range buyQuotes {
		// Get amount out from buy
		intermediateAmount := buyQuote.ExpectedOut

		sellResults := make(chan quoteResult, len(dexes)-1)
		sellCount := 0

		// Query all other DEXes for selling B -> A
		for _, dex := range dexes {
			if dex.Protocol == buyDEX {
				continue // Skip same DEX
			}
			sellCount++

			go func(d *DEXInfo) {
				quote, err := d.Decoder.GetQuote(ctx, a.client, tokenB, tokenA, intermediateAmount)
				sellResults <- quoteResult{dex: d.Protocol, quote: quote, err: err}
			}(dex)
		}

		// Check each sell quote for profitability
		for i := 0; i < sellCount; i++ {
			res := <-sellResults
			if res.err != nil || res.quote == nil {
				continue
			}

			sellQuote := res.quote

			// Calculate profit
			finalAmount := sellQuote.ExpectedOut
			profit := new(big.Int).Sub(finalAmount, amountIn)

			// Estimate gas cost (rough estimate)
			gasUnits := buyQuote.GasEstimate + sellQuote.GasEstimate
			gasPrice := big.NewInt(100000000) // 0.1 gwei (rough estimate)
			gasCost := new(big.Int).Mul(big.NewInt(int64(gasUnits)), gasPrice)

			netProfit := new(big.Int).Sub(profit, gasCost)

			// Convert to ETH
			profitETH := new(big.Float).Quo(
				new(big.Float).SetInt(netProfit),
				new(big.Float).SetInt(big.NewInt(1e18)),
			)
			profitFloat, _ := profitETH.Float64()

			// Only consider profitable opportunities
			if profitFloat > minProfitETH {
				roi := new(big.Float).Quo(
					new(big.Float).SetInt(netProfit),
					new(big.Float).SetInt(amountIn),
				)
				roiFloat, _ := roi.Float64()

				path := &ArbitragePath{
					Hops: []*PathHop{
						{
							DEX:         buyDEX,
							PoolAddress: buyQuote.PoolAddress,
							TokenIn:     tokenA,
							TokenOut:    tokenB,
							AmountIn:    amountIn,
							AmountOut:   buyQuote.ExpectedOut,
							Fee:         buyQuote.Fee,
						},
						{
							DEX:         res.dex,
							PoolAddress: sellQuote.PoolAddress,
							TokenIn:     tokenB,
							TokenOut:    tokenA,
							AmountIn:    intermediateAmount,
							AmountOut:   sellQuote.ExpectedOut,
							Fee:         sellQuote.Fee,
						},
					},
					TotalProfit: profit,
					ProfitETH:   profitFloat,
					ROI:         roiFloat,
					GasCost:     gasCost,
					NetProfit:   netProfit,
					Confidence:  a.calculateConfidence(buyQuote, sellQuote),
				}

				opportunities = append(opportunities, path)
			}
		}
	}

	return opportunities, nil
}

// FindMultiHopOpportunities finds arbitrage opportunities with multiple hops
func (a *CrossDEXAnalyzer) FindMultiHopOpportunities(
	ctx context.Context,
	startToken common.Address,
	intermediateTokens []common.Address,
	amountIn *big.Int,
	maxHops int,
	minProfitETH float64,
) ([]*ArbitragePath, error) {
	if maxHops < 2 || maxHops > 4 {
		return nil, fmt.Errorf("maxHops must be between 2 and 4")
	}

	opportunities := make([]*ArbitragePath, 0)

	// For 3-hop: Start -> Token1 -> Token2 -> Start
	if maxHops >= 3 {
		for _, token1 := range intermediateTokens {
			for _, token2 := range intermediateTokens {
				if token1 == token2 || token1 == startToken || token2 == startToken {
					continue
				}

				path, err := a.evaluate3HopPath(ctx, startToken, token1, token2, amountIn, minProfitETH)
				if err == nil && path != nil {
					opportunities = append(opportunities, path)
				}
			}
		}
	}

	// For 4-hop: Start -> Token1 -> Token2 -> Token3 -> Start
	if maxHops >= 4 {
		for _, token1 := range intermediateTokens {
			for _, token2 := range intermediateTokens {
				for _, token3 := range intermediateTokens {
					if token1 == token2 || token1 == token3 || token2 == token3 ||
						token1 == startToken || token2 == startToken || token3 == startToken {
						continue
					}

					path, err := a.evaluate4HopPath(ctx, startToken, token1, token2, token3, amountIn, minProfitETH)
					if err == nil && path != nil {
						opportunities = append(opportunities, path)
					}
				}
			}
		}
	}

	return opportunities, nil
}

// evaluate3HopPath evaluates a 3-hop arbitrage path
func (a *CrossDEXAnalyzer) evaluate3HopPath(
	ctx context.Context,
	token0, token1, token2 common.Address,
	amountIn *big.Int,
	minProfitETH float64,
) (*ArbitragePath, error) {
	// Hop 1: token0 -> token1
	quote1, err := a.registry.GetBestQuote(ctx, token0, token1, amountIn)
	if err != nil {
		return nil, err
	}

	// Hop 2: token1 -> token2
	quote2, err := a.registry.GetBestQuote(ctx, token1, token2, quote1.ExpectedOut)
	if err != nil {
		return nil, err
	}

	// Hop 3: token2 -> token0 (back to start)
	quote3, err := a.registry.GetBestQuote(ctx, token2, token0, quote2.ExpectedOut)
	if err != nil {
		return nil, err
	}

	// Calculate profit
	finalAmount := quote3.ExpectedOut
	profit := new(big.Int).Sub(finalAmount, amountIn)

	// Estimate gas cost
	gasUnits := quote1.GasEstimate + quote2.GasEstimate + quote3.GasEstimate
	gasPrice := big.NewInt(100000000) // 0.1 gwei
	gasCost := new(big.Int).Mul(big.NewInt(int64(gasUnits)), gasPrice)

	netProfit := new(big.Int).Sub(profit, gasCost)

	profitETH := new(big.Float).Quo(
		new(big.Float).SetInt(netProfit),
		new(big.Float).SetInt(big.NewInt(1e18)),
	)
	profitFloat, _ := profitETH.Float64()

	if profitFloat < minProfitETH {
		return nil, fmt.Errorf("insufficient profit")
	}

	roi := new(big.Float).Quo(
		new(big.Float).SetInt(netProfit),
		new(big.Float).SetInt(amountIn),
	)
	roiFloat, _ := roi.Float64()

	return &ArbitragePath{
		Hops: []*PathHop{
			{
				DEX:         quote1.DEX,
				PoolAddress: quote1.PoolAddress,
				TokenIn:     token0,
				TokenOut:    token1,
				AmountIn:    amountIn,
				AmountOut:   quote1.ExpectedOut,
				Fee:         quote1.Fee,
			},
			{
				DEX:         quote2.DEX,
				PoolAddress: quote2.PoolAddress,
				TokenIn:     token1,
				TokenOut:    token2,
				AmountIn:    quote1.ExpectedOut,
				AmountOut:   quote2.ExpectedOut,
				Fee:         quote2.Fee,
			},
			{
				DEX:         quote3.DEX,
				PoolAddress: quote3.PoolAddress,
				TokenIn:     token2,
				TokenOut:    token0,
				AmountIn:    quote2.ExpectedOut,
				AmountOut:   quote3.ExpectedOut,
				Fee:         quote3.Fee,
			},
		},
		TotalProfit: profit,
		ProfitETH:   profitFloat,
		ROI:         roiFloat,
		GasCost:     gasCost,
		NetProfit:   netProfit,
		Confidence:  0.6, // Lower confidence for 3-hop
	}, nil
}

// evaluate4HopPath evaluates a 4-hop arbitrage path
func (a *CrossDEXAnalyzer) evaluate4HopPath(
	ctx context.Context,
	token0, token1, token2, token3 common.Address,
	amountIn *big.Int,
	minProfitETH float64,
) (*ArbitragePath, error) {
	// Similar to evaluate3HopPath but with 4 hops
	// Hop 1: token0 -> token1
	quote1, err := a.registry.GetBestQuote(ctx, token0, token1, amountIn)
	if err != nil {
		return nil, err
	}

	// Hop 2: token1 -> token2
	quote2, err := a.registry.GetBestQuote(ctx, token1, token2, quote1.ExpectedOut)
	if err != nil {
		return nil, err
	}

	// Hop 3: token2 -> token3
	quote3, err := a.registry.GetBestQuote(ctx, token2, token3, quote2.ExpectedOut)
	if err != nil {
		return nil, err
	}

	// Hop 4: token3 -> token0 (back to start)
	quote4, err := a.registry.GetBestQuote(ctx, token3, token0, quote3.ExpectedOut)
	if err != nil {
		return nil, err
	}

	// Calculate profit
	finalAmount := quote4.ExpectedOut
	profit := new(big.Int).Sub(finalAmount, amountIn)

	// Estimate gas cost
	gasUnits := quote1.GasEstimate + quote2.GasEstimate + quote3.GasEstimate + quote4.GasEstimate
	gasPrice := big.NewInt(100000000)
	gasCost := new(big.Int).Mul(big.NewInt(int64(gasUnits)), gasPrice)

	netProfit := new(big.Int).Sub(profit, gasCost)

	profitETH := new(big.Float).Quo(
		new(big.Float).SetInt(netProfit),
		new(big.Float).SetInt(big.NewInt(1e18)),
	)
	profitFloat, _ := profitETH.Float64()

	if profitFloat < minProfitETH {
		return nil, fmt.Errorf("insufficient profit")
	}

	roi := new(big.Float).Quo(
		new(big.Float).SetInt(netProfit),
		new(big.Float).SetInt(amountIn),
	)
	roiFloat, _ := roi.Float64()

	return &ArbitragePath{
		Hops: []*PathHop{
			{DEX: quote1.DEX, PoolAddress: quote1.PoolAddress, TokenIn: token0, TokenOut: token1, AmountIn: amountIn, AmountOut: quote1.ExpectedOut, Fee: quote1.Fee},
			{DEX: quote2.DEX, PoolAddress: quote2.PoolAddress, TokenIn: token1, TokenOut: token2, AmountIn: quote1.ExpectedOut, AmountOut: quote2.ExpectedOut, Fee: quote2.Fee},
			{DEX: quote3.DEX, PoolAddress: quote3.PoolAddress, TokenIn: token2, TokenOut: token3, AmountIn: quote2.ExpectedOut, AmountOut: quote3.ExpectedOut, Fee: quote3.Fee},
			{DEX: quote4.DEX, PoolAddress: quote4.PoolAddress, TokenIn: token3, TokenOut: token0, AmountIn: quote3.ExpectedOut, AmountOut: quote4.ExpectedOut, Fee: quote4.Fee},
		},
		TotalProfit: profit,
		ProfitETH:   profitFloat,
		ROI:         roiFloat,
		GasCost:     gasCost,
		NetProfit:   netProfit,
		Confidence:  0.4, // Lower confidence for 4-hop
	}, nil
}

// calculateConfidence calculates confidence score based on liquidity and price impact
func (a *CrossDEXAnalyzer) calculateConfidence(quotes ...*PriceQuote) float64 {
	if len(quotes) == 0 {
		return 0
	}

	totalImpact := 0.0
	for _, quote := range quotes {
		totalImpact += quote.PriceImpact
	}

	avgImpact := totalImpact / float64(len(quotes))

	// Confidence decreases with price impact
	// High impact (>5%) = low confidence
	// Low impact (<1%) = high confidence
	if avgImpact > 0.05 {
		return 0.3
	} else if avgImpact > 0.03 {
		return 0.5
	} else if avgImpact > 0.01 {
		return 0.7
	}
	return 0.9
}

// GetPriceComparison compares prices across all DEXes for a token pair
func (a *CrossDEXAnalyzer) GetPriceComparison(
	ctx context.Context,
	tokenIn, tokenOut common.Address,
	amountIn *big.Int,
) (map[DEXProtocol]*PriceQuote, error) {
	dexes := a.registry.GetAll()
	quotes := make(map[DEXProtocol]*PriceQuote)

	type result struct {
		protocol DEXProtocol
		quote    *PriceQuote
		err      error
	}

	results := make(chan result, len(dexes))

	// Query all DEXes in parallel
	for _, dex := range dexes {
		go func(d *DEXInfo) {
			quote, err := d.Decoder.GetQuote(ctx, a.client, tokenIn, tokenOut, amountIn)
			results <- result{protocol: d.Protocol, quote: quote, err: err}
		}(dex)
	}

	// Collect results
	for i := 0; i < len(dexes); i++ {
		res := <-results
		if res.err == nil && res.quote != nil {
			quotes[res.protocol] = res.quote
		}
	}

	if len(quotes) == 0 {
		return nil, fmt.Errorf("no valid quotes found")
	}

	return quotes, nil
}