Files
Administrator 803de231ba feat: create v2-prep branch with comprehensive planning
Restructured project for V2 refactor:

**Structure Changes:**
- Moved all V1 code to orig/ folder (preserved with git mv)
- Created docs/planning/ directory
- Added orig/README_V1.md explaining V1 preservation

**Planning Documents:**
- 00_V2_MASTER_PLAN.md: Complete architecture overview
  - Executive summary of critical V1 issues
  - High-level component architecture diagrams
  - 5-phase implementation roadmap
  - Success metrics and risk mitigation

- 07_TASK_BREAKDOWN.md: Atomic task breakdown
  - 99+ hours of detailed tasks
  - Every task < 2 hours (atomic)
  - Clear dependencies and success criteria
  - Organized by implementation phase

**V2 Key Improvements:**
- Per-exchange parsers (factory pattern)
- Multi-layer strict validation
- Multi-index pool cache
- Background validation pipeline
- Comprehensive observability

**Critical Issues Addressed:**
- Zero address tokens (strict validation + cache enrichment)
- Parsing accuracy (protocol-specific parsers)
- No audit trail (background validation channel)
- Inefficient lookups (multi-index cache)
- Stats disconnection (event-driven metrics)

Next Steps:
1. Review planning documents
2. Begin Phase 1: Foundation (P1-001 through P1-010)
3. Implement parsers in Phase 2
4. Build cache system in Phase 3
5. Add validation pipeline in Phase 4
6. Migrate and test in Phase 5

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-10 10:14:26 +01:00

852 lines
28 KiB
Go

package discovery
import (
"context"
"fmt"
"math/big"
"os"
"sync"
"time"
"github.com/ethereum/go-ethereum/common"
"github.com/ethereum/go-ethereum/crypto"
"github.com/ethereum/go-ethereum/ethclient"
"gopkg.in/yaml.v3"
"github.com/fraktal/mev-beta/internal/logger"
exchangeMath "github.com/fraktal/mev-beta/pkg/math"
)
// MarketDiscovery manages pool discovery and market building
type MarketDiscovery struct {
client *ethclient.Client
logger *logger.Logger
config *MarketConfig
mathCalc *exchangeMath.MathCalculator
// Market state
pools map[common.Address]*PoolInfoDetailed
tokens map[common.Address]*TokenInfo
factories map[common.Address]*FactoryInfo
routers map[common.Address]*RouterInfo
mu sync.RWMutex
// Performance tracking
poolsDiscovered uint64
arbitrageOpps uint64
lastScanTime time.Time
totalScanTime time.Duration
}
// MarketConfig represents the configuration for market discovery
type MarketConfig struct {
Version string `yaml:"version"`
Network string `yaml:"network"`
ChainID int64 `yaml:"chain_id"`
Tokens map[string]*TokenConfigInfo `yaml:"tokens"`
Factories map[string]*FactoryConfig `yaml:"factories"`
Routers map[string]*RouterConfig `yaml:"routers"`
PriorityPools []PriorityPoolConfig `yaml:"priority_pools"`
MarketScan MarketScanConfig `yaml:"market_scan"`
Arbitrage ArbitrageConfig `yaml:"arbitrage"`
Logging LoggingConfig `yaml:"logging"`
Risk RiskConfig `yaml:"risk"`
Monitoring MonitoringConfig `yaml:"monitoring"`
}
type TokenConfigInfo struct {
Address string `yaml:"address"`
Symbol string `yaml:"symbol"`
Decimals int `yaml:"decimals"`
Priority int `yaml:"priority"`
}
type FactoryConfig struct {
Address string `yaml:"address"`
Type string `yaml:"type"`
InitCodeHash string `yaml:"init_code_hash"`
FeeTiers []uint32 `yaml:"fee_tiers"`
Priority int `yaml:"priority"`
}
type RouterConfig struct {
Address string `yaml:"address"`
Factory string `yaml:"factory"`
Type string `yaml:"type"`
Priority int `yaml:"priority"`
}
type PriorityPoolConfig struct {
Pool string `yaml:"pool"`
Factory string `yaml:"factory"`
Token0 string `yaml:"token0"`
Token1 string `yaml:"token1"`
Fee uint32 `yaml:"fee"`
Priority int `yaml:"priority"`
}
type MarketScanConfig struct {
ScanInterval int `yaml:"scan_interval"`
MaxPools int `yaml:"max_pools"`
MinLiquidityUSD float64 `yaml:"min_liquidity_usd"`
MinVolume24hUSD float64 `yaml:"min_volume_24h_usd"`
Discovery PoolDiscoveryConfig `yaml:"discovery"`
}
type PoolDiscoveryConfig struct {
MaxBlocksBack uint64 `yaml:"max_blocks_back"`
MinPoolAge uint64 `yaml:"min_pool_age"`
DiscoveryInterval uint64 `yaml:"discovery_interval"`
}
type ArbitrageConfig struct {
MinProfitUSD float64 `yaml:"min_profit_usd"`
MaxSlippage float64 `yaml:"max_slippage"`
MaxGasPrice float64 `yaml:"max_gas_price"`
ProfitMargins map[string]float64 `yaml:"profit_margins"`
}
type LoggingConfig struct {
Level string `yaml:"level"`
Files map[string]string `yaml:"files"`
RealTime map[string]interface{} `yaml:"real_time"`
}
type RiskConfig struct {
MaxPositionETH float64 `yaml:"max_position_eth"`
MaxDailyLossETH float64 `yaml:"max_daily_loss_eth"`
MaxConcurrentTxs int `yaml:"max_concurrent_txs"`
CircuitBreaker map[string]interface{} `yaml:"circuit_breaker"`
}
type MonitoringConfig struct {
Enabled bool `yaml:"enabled"`
UpdateInterval int `yaml:"update_interval"`
Metrics []string `yaml:"metrics"`
}
// PoolInfoDetailed represents detailed pool information for market discovery
type PoolInfoDetailed struct {
Address common.Address `json:"address"`
Factory common.Address `json:"factory"`
FactoryType string `json:"factory_type"`
Token0 common.Address `json:"token0"`
Token1 common.Address `json:"token1"`
Fee uint32 `json:"fee"`
Reserve0 *big.Int `json:"reserve0"`
Reserve1 *big.Int `json:"reserve1"`
Liquidity *big.Int `json:"liquidity"`
SqrtPriceX96 *big.Int `json:"sqrt_price_x96,omitempty"` // For V3 pools
Tick int32 `json:"tick,omitempty"` // For V3 pools
LastUpdated time.Time `json:"last_updated"`
Volume24h *big.Int `json:"volume_24h"`
Priority int `json:"priority"`
Active bool `json:"active"`
}
type TokenInfo struct {
Address common.Address `json:"address"`
Symbol string `json:"symbol"`
Name string `json:"name"`
Decimals uint8 `json:"decimals"`
Priority int `json:"priority"`
LastPrice *big.Int `json:"last_price"`
Volume24h *big.Int `json:"volume_24h"`
}
type FactoryInfo struct {
Address common.Address `json:"address"`
Type string `json:"type"`
InitCodeHash common.Hash `json:"init_code_hash"`
FeeTiers []uint32 `json:"fee_tiers"`
PoolCount uint64 `json:"pool_count"`
Priority int `json:"priority"`
}
type RouterInfo struct {
Address common.Address `json:"address"`
Factory common.Address `json:"factory"`
Type string `json:"type"`
Priority int `json:"priority"`
}
// MarketScanResult represents the result of a market scan
type MarketScanResult struct {
Timestamp time.Time `json:"timestamp"`
BlockNumber uint64 `json:"block_number"`
PoolsScanned int `json:"pools_scanned"`
NewPoolsFound int `json:"new_pools_found"`
ArbitrageOpps []*ArbitrageOpportunityDetailed `json:"arbitrage_opportunities"`
TopPools []*PoolInfoDetailed `json:"top_pools"`
ScanDuration time.Duration `json:"scan_duration"`
GasPrice *big.Int `json:"gas_price"`
NetworkConditions map[string]interface{} `json:"network_conditions"`
}
type ArbitrageOpportunityDetailed struct {
ID string `json:"id"`
Type string `json:"type"`
TokenIn common.Address `json:"token_in"`
TokenOut common.Address `json:"token_out"`
AmountIn *big.Int `json:"amount_in"`
ExpectedAmountOut *big.Int `json:"expected_amount_out"`
ActualAmountOut *big.Int `json:"actual_amount_out"`
Profit *big.Int `json:"profit"`
ProfitUSD float64 `json:"profit_usd"`
ProfitMargin float64 `json:"profit_margin"`
GasCost *big.Int `json:"gas_cost"`
NetProfit *big.Int `json:"net_profit"`
ExchangeA string `json:"exchange_a"`
ExchangeB string `json:"exchange_b"`
PoolA common.Address `json:"pool_a"`
PoolB common.Address `json:"pool_b"`
PriceA float64 `json:"price_a"`
PriceB float64 `json:"price_b"`
PriceImpactA float64 `json:"price_impact_a"`
PriceImpactB float64 `json:"price_impact_b"`
CapitalRequired float64 `json:"capital_required"`
GasCostUSD float64 `json:"gas_cost_usd"`
Confidence float64 `json:"confidence"`
RiskScore float64 `json:"risk_score"`
ExecutionTime time.Duration `json:"execution_time"`
Timestamp time.Time `json:"timestamp"`
}
// PoolDiscoveryResult represents pool discovery results
type PoolDiscoveryResult struct {
Timestamp time.Time `json:"timestamp"`
FromBlock uint64 `json:"from_block"`
ToBlock uint64 `json:"to_block"`
NewPools []*PoolInfoDetailed `json:"new_pools"`
PoolsFound int `json:"pools_found"`
ScanDuration time.Duration `json:"scan_duration"`
}
// NewMarketDiscovery creates a new market discovery instance
func NewMarketDiscovery(client *ethclient.Client, logger *logger.Logger, configPath string) (*MarketDiscovery, error) {
// Load configuration
config, err := LoadMarketConfig(configPath)
if err != nil {
return nil, fmt.Errorf("failed to load config: %w", err)
}
// Initialize math calculator
mathCalc := exchangeMath.NewMathCalculator()
md := &MarketDiscovery{
client: client,
logger: logger,
config: config,
mathCalc: mathCalc,
pools: make(map[common.Address]*PoolInfoDetailed),
tokens: make(map[common.Address]*TokenInfo),
factories: make(map[common.Address]*FactoryInfo),
routers: make(map[common.Address]*RouterInfo),
}
// Load initial configuration
if err := md.loadInitialMarkets(); err != nil {
return nil, fmt.Errorf("failed to load initial markets: %w", err)
}
logger.Info("Market discovery initialized with comprehensive pool detection")
return md, nil
}
// LoadMarketConfig loads market configuration from YAML file
func LoadMarketConfig(configPath string) (*MarketConfig, error) {
data, err := os.ReadFile(configPath)
if err != nil {
return nil, fmt.Errorf("failed to read config file: %w", err)
}
var config MarketConfig
if err := yaml.Unmarshal(data, &config); err != nil {
return nil, fmt.Errorf("failed to parse config: %w", err)
}
return &config, nil
}
// loadInitialMarkets loads initial tokens, factories, and priority pools
func (md *MarketDiscovery) loadInitialMarkets() error {
md.mu.Lock()
defer md.mu.Unlock()
// Load tokens
for _, token := range md.config.Tokens {
tokenAddr := common.HexToAddress(token.Address)
md.tokens[tokenAddr] = &TokenInfo{
Address: tokenAddr,
Symbol: token.Symbol,
Decimals: uint8(token.Decimals),
Priority: token.Priority,
}
}
// Load factories
for _, factory := range md.config.Factories {
factoryAddr := common.HexToAddress(factory.Address)
md.factories[factoryAddr] = &FactoryInfo{
Address: factoryAddr,
Type: factory.Type,
InitCodeHash: common.HexToHash(factory.InitCodeHash),
FeeTiers: factory.FeeTiers,
Priority: factory.Priority,
}
}
// Load routers
for _, router := range md.config.Routers {
routerAddr := common.HexToAddress(router.Address)
factoryAddr := common.Address{}
if router.Factory != "" {
for _, f := range md.config.Factories {
if f.Type == router.Factory {
factoryAddr = common.HexToAddress(f.Address)
break
}
}
}
md.routers[routerAddr] = &RouterInfo{
Address: routerAddr,
Factory: factoryAddr,
Type: router.Type,
Priority: router.Priority,
}
}
// Load priority pools
for _, poolConfig := range md.config.PriorityPools {
poolAddr := common.HexToAddress(poolConfig.Pool)
token0 := common.HexToAddress(poolConfig.Token0)
token1 := common.HexToAddress(poolConfig.Token1)
// Find factory
var factoryAddr common.Address
var factoryType string
for _, f := range md.config.Factories {
if f.Type == poolConfig.Factory {
factoryAddr = common.HexToAddress(f.Address)
factoryType = f.Type
break
}
}
pool := &PoolInfoDetailed{
Address: poolAddr,
Factory: factoryAddr,
FactoryType: factoryType,
Token0: token0,
Token1: token1,
Fee: poolConfig.Fee,
Priority: poolConfig.Priority,
Active: true,
LastUpdated: time.Now(),
}
md.pools[poolAddr] = pool
}
md.logger.Info(fmt.Sprintf("Loaded initial markets: %d tokens, %d factories, %d routers, %d priority pools",
len(md.tokens), len(md.factories), len(md.routers), len(md.pools)))
return nil
}
// buildComprehensiveMarkets builds markets for all exchanges and top token pairs
func (md *MarketDiscovery) buildComprehensiveMarkets() error {
md.logger.Info("🏗️ Building comprehensive markets for all exchanges and top tokens")
// Get top tokens (sorted by priority)
topTokens := md.getTopTokens(10) // Reduced from 20 to 10 tokens to reduce load
md.logger.Info(fmt.Sprintf("💼 Found %d top tokens for market building", len(topTokens)))
// Build markets for each factory
marketsBuilt := 0
for factoryAddr, factoryInfo := range md.factories {
markets, err := md.buildFactoryMarkets(factoryAddr, factoryInfo, topTokens)
if err != nil {
md.logger.Error(fmt.Sprintf("Failed to build markets for factory %s: %v", factoryAddr.Hex(), err))
continue
}
marketsBuilt += len(markets)
md.logger.Info(fmt.Sprintf("✅ Built %d markets for %s factory", len(markets), factoryInfo.Type))
}
md.logger.Info(fmt.Sprintf("📊 Total markets built: %d", marketsBuilt))
// Log available markets
md.logAvailableMarkets()
return nil
}
// getTopTokens returns the top N tokens sorted by priority
func (md *MarketDiscovery) getTopTokens(limit int) []*TokenInfo {
md.mu.RLock()
defer md.mu.RUnlock()
// Convert map to slice
tokens := make([]*TokenInfo, 0, len(md.tokens))
for _, token := range md.tokens {
tokens = append(tokens, token)
}
// Sort by priority (highest first)
for i := 0; i < len(tokens)-1; i++ {
for j := i + 1; j < len(tokens); j++ {
if tokens[i].Priority < tokens[j].Priority {
tokens[i], tokens[j] = tokens[j], tokens[i]
}
}
}
// Limit to top N (reduced for performance)
limit = 10 // Reduced from 20 to 10 to reduce load
if len(tokens) > limit {
tokens = tokens[:limit]
}
return tokens
}
// buildFactoryMarkets builds markets for a specific factory and token pairs
func (md *MarketDiscovery) buildFactoryMarkets(factoryAddr common.Address, factoryInfo *FactoryInfo, tokens []*TokenInfo) ([]*PoolInfoDetailed, error) {
var markets []*PoolInfoDetailed
// Find WETH token (most important for pairing)
var wethToken *TokenInfo
for _, token := range tokens {
if token.Symbol == "WETH" {
wethToken = token
break
}
}
// If no WETH found, use the highest priority token
if wethToken == nil && len(tokens) > 0 {
wethToken = tokens[0]
}
// Build markets for each token pair
for i, tokenA := range tokens {
for j := i + 1; j < len(tokens); j++ {
tokenB := tokens[j]
// Build markets for this token pair
pairMarkets, err := md.buildTokenPairMarkets(factoryAddr, factoryInfo, tokenA, tokenB)
if err != nil {
md.logger.Debug(fmt.Sprintf("Failed to build markets for %s-%s pair: %v", tokenA.Symbol, tokenB.Symbol, err))
continue
}
markets = append(markets, pairMarkets...)
}
// Also build markets for token-WETH pairs if WETH exists and is not this token
if wethToken != nil && tokenA.Address != wethToken.Address {
wethMarkets, err := md.buildTokenPairMarkets(factoryAddr, factoryInfo, tokenA, wethToken)
if err != nil {
md.logger.Debug(fmt.Sprintf("Failed to build markets for %s-WETH pair: %v", tokenA.Symbol, err))
continue
}
markets = append(markets, wethMarkets...)
}
}
// Add built markets to tracking
md.mu.Lock()
for _, market := range markets {
// Only add if not already tracking
if _, exists := md.pools[market.Address]; !exists {
md.pools[market.Address] = market
}
}
md.mu.Unlock()
return markets, nil
}
// buildTokenPairMarkets builds markets for a specific token pair and factory
func (md *MarketDiscovery) buildTokenPairMarkets(factoryAddr common.Address, factoryInfo *FactoryInfo, tokenA, tokenB *TokenInfo) ([]*PoolInfoDetailed, error) {
var markets []*PoolInfoDetailed
// For factories with fee tiers (Uniswap V3 style), build markets for each fee tier
if len(factoryInfo.FeeTiers) > 0 {
// Build markets for each fee tier
for _, feeTier := range factoryInfo.FeeTiers {
// Generate deterministic pool address using CREATE2
poolAddr, err := md.calculatePoolAddress(factoryAddr, factoryInfo, tokenA, tokenB, feeTier)
if err != nil {
continue
}
market := &PoolInfoDetailed{
Address: poolAddr,
Factory: factoryAddr,
FactoryType: factoryInfo.Type,
Token0: tokenA.Address,
Token1: tokenB.Address,
Fee: feeTier,
Reserve0: big.NewInt(0),
Reserve1: big.NewInt(0),
Liquidity: big.NewInt(0),
SqrtPriceX96: big.NewInt(0),
Tick: 0,
LastUpdated: time.Now(),
Volume24h: big.NewInt(0),
Priority: (tokenA.Priority + tokenB.Priority) / 2,
Active: true,
}
markets = append(markets, market)
}
} else {
// For factories without fee tiers (Uniswap V2 style), build a single market
// Generate deterministic pool address using CREATE2
poolAddr, err := md.calculatePoolAddress(factoryAddr, factoryInfo, tokenA, tokenB, 0)
if err != nil {
return nil, err
}
market := &PoolInfoDetailed{
Address: poolAddr,
Factory: factoryAddr,
FactoryType: factoryInfo.Type,
Token0: tokenA.Address,
Token1: tokenB.Address,
Reserve0: big.NewInt(0),
Reserve1: big.NewInt(0),
Liquidity: big.NewInt(0),
LastUpdated: time.Now(),
Volume24h: big.NewInt(0),
Priority: (tokenA.Priority + tokenB.Priority) / 2,
Active: true,
}
markets = append(markets, market)
}
return markets, nil
}
// calculatePoolAddress calculates the deterministic pool address using CREATE2
func (md *MarketDiscovery) calculatePoolAddress(factoryAddr common.Address, factoryInfo *FactoryInfo, tokenA, tokenB *TokenInfo, feeTier uint32) (common.Address, error) {
// Sort tokens to ensure consistent ordering
token0, token1 := tokenA.Address, tokenB.Address
if token0.Big().Cmp(token1.Big()) > 0 {
token0, token1 = token1, token0
}
switch factoryInfo.Type {
case "uniswap_v3", "camelot_v3", "algebra":
// For Uniswap V3 style factories with fee tiers
return md.calculateUniswapV3PoolAddress(factoryAddr, factoryInfo, token0, token1, feeTier)
case "uniswap_v2", "sushiswap":
// For Uniswap V2 style factories
return md.calculateUniswapV2PoolAddress(factoryAddr, factoryInfo, token0, token1)
case "balancer_v2":
// For Balancer (simplified - in practice would need more info)
return md.calculateBalancerPoolAddress(factoryAddr, token0, token1)
case "curve":
// For Curve (simplified - in practice would need more info)
return md.calculateCurvePoolAddress(factoryAddr, token0, token1)
default:
// Generic CREATE2 calculation
return md.calculateGenericPoolAddress(factoryAddr, factoryInfo, token0, token1, feeTier)
}
}
// calculateUniswapV3PoolAddress calculates pool address for Uniswap V3 style factories
func (md *MarketDiscovery) calculateUniswapV3PoolAddress(factoryAddr common.Address, factoryInfo *FactoryInfo, token0, token1 common.Address, feeTier uint32) (common.Address, error) {
// Encode the pool key: keccak256(abi.encode(token0, token1, fee))
poolKey := crypto.Keccak256(append(append(token0.Bytes(), token1.Bytes()...), big.NewInt(int64(feeTier)).Bytes()...))
// Calculate CREATE2 address
// keccak256(0xff ++ address ++ salt ++ keccak256(init_code))[12:]
salt := poolKey
initCodeHash := factoryInfo.InitCodeHash.Bytes()
create2Input := append([]byte{0xff}, factoryAddr.Bytes()...)
create2Input = append(create2Input, salt...)
create2Input = append(create2Input, initCodeHash...)
poolAddrBytes := crypto.Keccak256(create2Input)
// Take last 20 bytes for address
poolAddr := common.BytesToAddress(poolAddrBytes[12:])
return poolAddr, nil
}
// calculateUniswapV2PoolAddress calculates pool address for Uniswap V2 style factories
func (md *MarketDiscovery) calculateUniswapV2PoolAddress(factoryAddr common.Address, factoryInfo *FactoryInfo, token0, token1 common.Address) (common.Address, error) {
// For Uniswap V2: keccak256(0xff ++ address ++ keccak256(token0 ++ token1) ++ initcode_hash)[12:]
poolKey := crypto.Keccak256(append(token0.Bytes(), token1.Bytes()...))
create2Input := append([]byte{0xff}, factoryAddr.Bytes()...)
create2Input = append(create2Input, poolKey...)
create2Input = append(create2Input, factoryInfo.InitCodeHash.Bytes()...)
poolAddrBytes := crypto.Keccak256(create2Input)
// Take last 20 bytes for address
poolAddr := common.BytesToAddress(poolAddrBytes[12:])
return poolAddr, nil
}
// calculateBalancerPoolAddress calculates pool address for Balancer pools (simplified)
func (md *MarketDiscovery) calculateBalancerPoolAddress(factoryAddr, token0, token1 common.Address) (common.Address, error) {
// Simplified implementation - in practice would need more complex logic
// For Balancer V2, pool addresses are typically determined by the vault
// This is a placeholder implementation
placeholder := crypto.Keccak256(append(append(factoryAddr.Bytes(), token0.Bytes()...), token1.Bytes()...))
return common.BytesToAddress(placeholder[12:]), nil
}
// calculateCurvePoolAddress calculates pool address for Curve pools (simplified)
func (md *MarketDiscovery) calculateCurvePoolAddress(factoryAddr, token0, token1 common.Address) (common.Address, error) {
// Simplified implementation - Curve pools are typically deployed via factories
// with more complex logic. This is a placeholder implementation
placeholder := crypto.Keccak256(append(append(factoryAddr.Bytes(), token0.Bytes()...), token1.Bytes()...))
return common.BytesToAddress(placeholder[12:]), nil
}
// calculateGenericPoolAddress calculates pool address for generic factories
func (md *MarketDiscovery) calculateGenericPoolAddress(factoryAddr common.Address, factoryInfo *FactoryInfo, token0, token1 common.Address, feeTier uint32) (common.Address, error) {
// Generic CREATE2 calculation using tokens and fee as salt
saltInput := append(append(token0.Bytes(), token1.Bytes()...), big.NewInt(int64(feeTier)).Bytes()...)
salt := crypto.Keccak256(saltInput)
create2Input := append([]byte{0xff}, factoryAddr.Bytes()...)
create2Input = append(create2Input, salt...)
create2Input = append(create2Input, factoryInfo.InitCodeHash.Bytes()...)
poolAddrBytes := crypto.Keccak256(create2Input)
// Take last 20 bytes for address
poolAddr := common.BytesToAddress(poolAddrBytes[12:])
return poolAddr, nil
}
// logAvailableMarkets logs all available markets grouped by exchange
func (md *MarketDiscovery) logAvailableMarkets() {
md.mu.RLock()
defer md.mu.RUnlock()
// Group markets by factory type
marketsByFactory := make(map[string][]*PoolInfoDetailed)
for _, pool := range md.pools {
factoryType := pool.FactoryType
marketsByFactory[factoryType] = append(marketsByFactory[factoryType], pool)
}
// Log markets for each factory
md.logger.Info("📈 Available Markets by Exchange:")
for factoryType, pools := range marketsByFactory {
// Count unique token pairs
tokenPairs := make(map[string]bool)
for _, pool := range pools {
// Handle empty addresses to prevent slice bounds panic
token0Display := "unknown"
token1Display := "unknown"
if len(pool.Token0.Hex()) > 0 {
if len(pool.Token0.Hex()) > 6 {
token0Display = pool.Token0.Hex()[:6]
} else {
token0Display = pool.Token0.Hex()
}
}
if len(pool.Token1.Hex()) > 0 {
if len(pool.Token1.Hex()) > 6 {
token1Display = pool.Token1.Hex()[:6]
} else {
token1Display = pool.Token1.Hex()
}
}
pairKey := fmt.Sprintf("%s-%s", token0Display, token1Display)
tokenPairs[pairKey] = true
}
md.logger.Info(fmt.Sprintf(" %s: %d pools, %d unique token pairs",
factoryType, len(pools), len(tokenPairs)))
// Log top 5 pools by priority
for i, pool := range pools {
if i >= 5 {
break
}
md.logger.Debug(fmt.Sprintf(" 🏦 Pool %s (%s-%s, Fee: %d)",
pool.Address.Hex()[:10],
pool.Token0.Hex()[:6],
pool.Token1.Hex()[:6],
pool.Fee))
}
if len(pools) > 5 {
md.logger.Debug(fmt.Sprintf(" ... and %d more pools", len(pools)-5))
}
}
}
// DiscoverPools discovers pools from factories within a block range
func (md *MarketDiscovery) DiscoverPools(ctx context.Context, fromBlock, toBlock uint64) (*PoolDiscoveryResult, error) {
startTime := time.Now()
discovered := &PoolDiscoveryResult{
Timestamp: startTime,
FromBlock: fromBlock,
ToBlock: toBlock,
NewPools: make([]*PoolInfoDetailed, 0),
}
// Discover pools from each factory
for factoryAddr, factoryInfo := range md.factories {
pools, err := md.discoverPoolsFromFactory(ctx, factoryAddr, factoryInfo, fromBlock, toBlock)
if err != nil {
md.logger.Error(fmt.Sprintf("Failed to discover pools from factory %s: %v", factoryAddr.Hex(), err))
continue
}
discovered.NewPools = append(discovered.NewPools, pools...)
}
discovered.PoolsFound = len(discovered.NewPools)
discovered.ScanDuration = time.Since(startTime)
md.poolsDiscovered += uint64(discovered.PoolsFound)
return discovered, nil
}
// ScanForArbitrage scans all pools for arbitrage opportunities
func (md *MarketDiscovery) ScanForArbitrage(ctx context.Context, blockNumber uint64) (*MarketScanResult, error) {
startTime := time.Now()
md.lastScanTime = startTime
result := &MarketScanResult{
Timestamp: startTime,
BlockNumber: blockNumber,
ArbitrageOpps: make([]*ArbitrageOpportunityDetailed, 0),
TopPools: make([]*PoolInfoDetailed, 0),
NetworkConditions: make(map[string]interface{}),
}
// Update pool states
if err := md.updatePoolStates(ctx); err != nil {
return nil, fmt.Errorf("failed to update pool states: %w", err)
}
// Get current gas price
gasPrice, err := md.client.SuggestGasPrice(ctx)
if err != nil {
gasPrice = big.NewInt(5000000000) // 5 gwei fallback
}
result.GasPrice = gasPrice
// Scan for arbitrage opportunities
opportunities := md.findArbitrageOpportunities(ctx, gasPrice)
result.ArbitrageOpps = opportunities
result.PoolsScanned = len(md.pools)
// Get top pools by liquidity
result.TopPools = md.getTopPoolsByLiquidity(10)
result.ScanDuration = time.Since(startTime)
md.totalScanTime += result.ScanDuration
md.arbitrageOpps += uint64(len(opportunities))
return result, nil
}
// GetStatistics returns market discovery statistics
func (md *MarketDiscovery) GetStatistics() map[string]interface{} {
md.mu.RLock()
defer md.mu.RUnlock()
return map[string]interface{}{
"pools_tracked": len(md.pools),
"tokens_tracked": len(md.tokens),
"factories_tracked": len(md.factories),
"pools_discovered": md.poolsDiscovered,
"arbitrage_opportunities": md.arbitrageOpps,
"last_scan_time": md.lastScanTime,
"total_scan_time": md.totalScanTime.String(),
}
}
// BuildComprehensiveMarkets builds comprehensive markets for all exchanges and top tokens
// This should be called after initialization is complete to avoid deadlocks
func (md *MarketDiscovery) BuildComprehensiveMarkets() error {
return md.buildComprehensiveMarkets()
}
// getTopPoolsByLiquidity returns top pools sorted by liquidity
func (md *MarketDiscovery) getTopPoolsByLiquidity(limit int) []*PoolInfoDetailed {
md.mu.RLock()
defer md.mu.RUnlock()
pools := make([]*PoolInfoDetailed, 0, len(md.pools))
for _, pool := range md.pools {
if pool.Active && pool.Liquidity != nil {
pools = append(pools, pool)
}
}
// Sort by liquidity (highest first)
for i := 0; i < len(pools)-1; i++ {
for j := i + 1; j < len(pools); j++ {
if pools[i].Liquidity.Cmp(pools[j].Liquidity) < 0 {
pools[i], pools[j] = pools[j], pools[i]
}
}
}
if len(pools) > limit {
pools = pools[:limit]
}
return pools
}
// findArbitrageOpportunities finds arbitrage opportunities across all pools
func (md *MarketDiscovery) findArbitrageOpportunities(ctx context.Context, gasPrice *big.Int) []*ArbitrageOpportunityDetailed {
// Create arbitrage calculator
calculator := NewArbitrageCalculator(md.logger, &md.config.Arbitrage, md.mathCalc)
md.mu.RLock()
pools := make(map[common.Address]*PoolInfoDetailed, len(md.pools))
for addr, pool := range md.pools {
pools[addr] = pool
}
md.mu.RUnlock()
return calculator.findArbitrageOpportunities(ctx, gasPrice, pools, md.logger, &md.config.Arbitrage, md.mathCalc)
}
// updatePoolStates updates the state of all tracked pools
func (md *MarketDiscovery) updatePoolStates(ctx context.Context) error {
// Create pool state manager
manager := NewPoolStateManager(md.client, md.logger)
md.mu.Lock()
pools := make(map[common.Address]*PoolInfoDetailed, len(md.pools))
for addr, pool := range md.pools {
pools[addr] = pool
}
md.mu.Unlock()
return manager.updatePoolStates(ctx, pools, &md.mu, md.logger)
}
// discoverPoolsFromFactory discovers pools from a specific factory
func (md *MarketDiscovery) discoverPoolsFromFactory(ctx context.Context, factoryAddr common.Address, factoryInfo *FactoryInfo, fromBlock, toBlock uint64) ([]*PoolInfoDetailed, error) {
// Implementation would query factory events for pool creation
return []*PoolInfoDetailed{}, nil
}