302 lines
8.0 KiB
Go
302 lines
8.0 KiB
Go
package dex
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import (
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"context"
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"fmt"
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"math/big"
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"sync"
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"github.com/ethereum/go-ethereum/common"
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"github.com/ethereum/go-ethereum/ethclient"
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)
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// Registry manages all supported DEX protocols
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type Registry struct {
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dexes map[DEXProtocol]*DEXInfo
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mu sync.RWMutex
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client *ethclient.Client
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}
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// NewRegistry creates a new DEX registry
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func NewRegistry(client *ethclient.Client) *Registry {
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return &Registry{
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dexes: make(map[DEXProtocol]*DEXInfo),
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client: client,
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}
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}
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// Register adds a DEX to the registry
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func (r *Registry) Register(info *DEXInfo) error {
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if info == nil {
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return fmt.Errorf("DEX info cannot be nil")
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}
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if info.Decoder == nil {
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return fmt.Errorf("DEX decoder cannot be nil for %s", info.Name)
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}
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r.mu.Lock()
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defer r.mu.Unlock()
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r.dexes[info.Protocol] = info
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return nil
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}
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// Get retrieves a DEX by protocol
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func (r *Registry) Get(protocol DEXProtocol) (*DEXInfo, error) {
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r.mu.RLock()
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defer r.mu.RUnlock()
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dex, exists := r.dexes[protocol]
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if !exists {
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return nil, fmt.Errorf("DEX protocol %s not registered", protocol)
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}
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if !dex.Active {
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return nil, fmt.Errorf("DEX protocol %s is not active", protocol)
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}
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return dex, nil
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}
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// GetAll returns all registered DEXes
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func (r *Registry) GetAll() []*DEXInfo {
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r.mu.RLock()
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defer r.mu.RUnlock()
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dexes := make([]*DEXInfo, 0, len(r.dexes))
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for _, dex := range r.dexes {
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if dex.Active {
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dexes = append(dexes, dex)
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}
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}
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return dexes
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}
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// GetActiveDEXCount returns the number of active DEXes
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func (r *Registry) GetActiveDEXCount() int {
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r.mu.RLock()
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defer r.mu.RUnlock()
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count := 0
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for _, dex := range r.dexes {
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if dex.Active {
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count++
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}
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}
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return count
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}
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// Deactivate deactivates a DEX
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func (r *Registry) Deactivate(protocol DEXProtocol) error {
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r.mu.Lock()
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defer r.mu.Unlock()
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dex, exists := r.dexes[protocol]
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if !exists {
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return fmt.Errorf("DEX protocol %s not registered", protocol)
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}
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dex.Active = false
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return nil
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}
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// Activate activates a DEX
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func (r *Registry) Activate(protocol DEXProtocol) error {
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r.mu.Lock()
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defer r.mu.Unlock()
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dex, exists := r.dexes[protocol]
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if !exists {
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return fmt.Errorf("DEX protocol %s not registered", protocol)
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}
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dex.Active = true
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return nil
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}
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// GetBestQuote finds the best price quote across all DEXes
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func (r *Registry) GetBestQuote(ctx context.Context, tokenIn, tokenOut common.Address, amountIn *big.Int) (*PriceQuote, error) {
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dexes := r.GetAll()
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if len(dexes) == 0 {
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return nil, fmt.Errorf("no active DEXes registered")
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}
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type result struct {
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quote *PriceQuote
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err error
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}
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results := make(chan result, len(dexes))
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// Query all DEXes in parallel
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for _, dex := range dexes {
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go func(d *DEXInfo) {
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quote, err := d.Decoder.GetQuote(ctx, r.client, tokenIn, tokenOut, amountIn)
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results <- result{quote: quote, err: err}
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}(dex)
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}
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// Collect results and find best quote
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var bestQuote *PriceQuote
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for i := 0; i < len(dexes); i++ {
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res := <-results
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if res.err != nil {
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continue // Skip failed quotes
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}
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if bestQuote == nil || res.quote.ExpectedOut.Cmp(bestQuote.ExpectedOut) > 0 {
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bestQuote = res.quote
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}
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}
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if bestQuote == nil {
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return nil, fmt.Errorf("no valid quotes found for %s -> %s", tokenIn.Hex(), tokenOut.Hex())
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}
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return bestQuote, nil
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}
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// FindArbitrageOpportunities finds arbitrage opportunities across DEXes
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func (r *Registry) FindArbitrageOpportunities(ctx context.Context, tokenA, tokenB common.Address, amountIn *big.Int) ([]*ArbitragePath, error) {
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dexes := r.GetAll()
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if len(dexes) < 2 {
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return nil, fmt.Errorf("need at least 2 active DEXes for arbitrage, have %d", len(dexes))
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}
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opportunities := make([]*ArbitragePath, 0)
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// Simple 2-DEX arbitrage: Buy on DEX A, sell on DEX B
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for i, dexA := range dexes {
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for j, dexB := range dexes {
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if i >= j {
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continue // Avoid duplicate comparisons
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}
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// Get quote from DEX A (buy)
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quoteA, err := dexA.Decoder.GetQuote(ctx, r.client, tokenA, tokenB, amountIn)
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if err != nil {
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continue
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}
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// Get quote from DEX B (sell)
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quoteB, err := dexB.Decoder.GetQuote(ctx, r.client, tokenB, tokenA, quoteA.ExpectedOut)
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if err != nil {
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continue
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}
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// Calculate profit
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profit := new(big.Int).Sub(quoteB.ExpectedOut, amountIn)
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gasCost := new(big.Int).SetUint64((quoteA.GasEstimate + quoteB.GasEstimate) * 21000) // Rough estimate
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netProfit := new(big.Int).Sub(profit, gasCost)
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// Only consider profitable opportunities
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if netProfit.Sign() > 0 {
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profitETH := new(big.Float).Quo(
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new(big.Float).SetInt(netProfit),
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new(big.Float).SetInt(big.NewInt(1e18)),
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)
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profitFloat, _ := profitETH.Float64()
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roi := new(big.Float).Quo(
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new(big.Float).SetInt(netProfit),
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new(big.Float).SetInt(amountIn),
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)
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roiFloat, _ := roi.Float64()
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path := &ArbitragePath{
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Hops: []*PathHop{
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{
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DEX: dexA.Protocol,
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PoolAddress: quoteA.PoolAddress,
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TokenIn: tokenA,
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TokenOut: tokenB,
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AmountIn: amountIn,
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AmountOut: quoteA.ExpectedOut,
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Fee: quoteA.Fee,
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},
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{
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DEX: dexB.Protocol,
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PoolAddress: quoteB.PoolAddress,
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TokenIn: tokenB,
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TokenOut: tokenA,
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AmountIn: quoteA.ExpectedOut,
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AmountOut: quoteB.ExpectedOut,
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Fee: quoteB.Fee,
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},
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},
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TotalProfit: profit,
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ProfitETH: profitFloat,
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ROI: roiFloat,
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GasCost: gasCost,
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NetProfit: netProfit,
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Confidence: 0.8, // Base confidence for 2-hop arbitrage
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}
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opportunities = append(opportunities, path)
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}
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}
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}
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return opportunities, nil
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}
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// InitializeArbitrumDEXes initializes all Arbitrum DEXes
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func (r *Registry) InitializeArbitrumDEXes() error {
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// UniswapV3
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uniV3 := &DEXInfo{
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Protocol: ProtocolUniswapV3,
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Name: "Uniswap V3",
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RouterAddress: common.HexToAddress("0xE592427A0AEce92De3Edee1F18E0157C05861564"),
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FactoryAddress: common.HexToAddress("0x1F98431c8aD98523631AE4a59f267346ea31F984"),
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Fee: big.NewInt(30), // 0.3% default
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PricingModel: PricingConcentrated,
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Decoder: NewUniswapV3Decoder(r.client),
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Active: true,
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}
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if err := r.Register(uniV3); err != nil {
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return fmt.Errorf("failed to register UniswapV3: %w", err)
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}
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// SushiSwap
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sushi := &DEXInfo{
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Protocol: ProtocolSushiSwap,
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Name: "SushiSwap",
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RouterAddress: common.HexToAddress("0x1b02dA8Cb0d097eB8D57A175b88c7D8b47997506"),
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FactoryAddress: common.HexToAddress("0xc35DADB65012eC5796536bD9864eD8773aBc74C4"),
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Fee: big.NewInt(30), // 0.3%
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PricingModel: PricingConstantProduct,
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Decoder: NewSushiSwapDecoder(r.client),
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Active: true,
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}
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if err := r.Register(sushi); err != nil {
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return fmt.Errorf("failed to register SushiSwap: %w", err)
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}
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// Curve - PRODUCTION READY
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curve := &DEXInfo{
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Protocol: ProtocolCurve,
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Name: "Curve",
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RouterAddress: common.HexToAddress("0x0000000000000000000000000000000000000000"), // Curve uses individual pools
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FactoryAddress: common.HexToAddress("0xb17b674D9c5CB2e441F8e196a2f048A81355d031"), // Curve Factory on Arbitrum
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Fee: big.NewInt(4), // 0.04% typical
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PricingModel: PricingStableSwap,
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Decoder: NewCurveDecoder(r.client),
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Active: true, // ACTIVATED
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}
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if err := r.Register(curve); err != nil {
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return fmt.Errorf("failed to register Curve: %w", err)
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}
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// Balancer - PRODUCTION READY
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balancer := &DEXInfo{
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Protocol: ProtocolBalancer,
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Name: "Balancer",
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RouterAddress: common.HexToAddress("0xBA12222222228d8Ba445958a75a0704d566BF2C8"), // Balancer Vault
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FactoryAddress: common.HexToAddress("0x0000000000000000000000000000000000000000"), // Uses Vault
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Fee: big.NewInt(25), // 0.25% typical
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PricingModel: PricingWeighted,
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Decoder: NewBalancerDecoder(r.client),
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Active: true, // ACTIVATED
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}
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if err := r.Register(balancer); err != nil {
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return fmt.Errorf("failed to register Balancer: %w", err)
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}
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return nil
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}
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