803de231ba
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>
366 lines
16 KiB
Go
366 lines
16 KiB
Go
package exchanges
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import (
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"fmt"
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"math/big"
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"github.com/ethereum/go-ethereum/common"
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"github.com/ethereum/go-ethereum/ethclient"
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"github.com/fraktal/mev-beta/internal/logger"
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"github.com/fraktal/mev-beta/pkg/math"
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)
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// TokenInfo represents token information
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type TokenInfo struct {
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Address string
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Symbol string
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Name string
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Decimals uint8
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}
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// TokenPair represents a pair of tokens
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type TokenPair struct {
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Token0 TokenInfo
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Token1 TokenInfo
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}
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// Use ExchangeType from math package to avoid duplication
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// ExchangeConfig holds configuration for an exchange
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type ExchangeConfig struct {
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Type math.ExchangeType
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Name string
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FactoryAddress common.Address
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RouterAddress common.Address
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PoolInitCodeHash string
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SwapSelector []byte
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StableSwapSelector []byte
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ChainID int64
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SupportsFlashSwaps bool
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RequiresApproval bool
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MaxHops int
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DefaultSlippagePercent float64
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Url string
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ApiUrl string
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}
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// PoolDetector interface for detecting pools
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type PoolDetector interface {
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GetAllPools(token0, token1 common.Address) ([]common.Address, error)
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GetPoolForPair(token0, token1 common.Address) (common.Address, error)
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GetSupportedFeeTiers() []int64
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GetPoolType() string
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}
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// LiquidityFetcher interface for fetching liquidity data
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type LiquidityFetcher interface {
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GetPoolData(poolAddress common.Address) (*math.PoolData, error)
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GetTokenReserves(poolAddress, token0, token1 common.Address) (*big.Int, *big.Int, error)
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GetPoolPrice(poolAddress common.Address) (*big.Float, error)
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GetLiquidityDepth(poolAddress, tokenIn common.Address, amount *big.Int) (*big.Int, error)
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}
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// SwapRouter interface for executing swaps
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type SwapRouter interface {
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CalculateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) (*big.Int, error)
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GenerateSwapData(tokenIn, tokenOut common.Address, amountIn, minAmountOut *big.Int, deadline *big.Int) ([]byte, error)
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GetSwapRoute(tokenIn, tokenOut common.Address) ([]common.Address, error)
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ValidateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) error
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}
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// ExchangeRegistry manages multiple exchanges
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type ExchangeRegistry struct {
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client *ethclient.Client
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logger *logger.Logger
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exchanges map[math.ExchangeType]*ExchangeConfig
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poolDetectors map[math.ExchangeType]PoolDetector
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liquidityFetchers map[math.ExchangeType]LiquidityFetcher
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swapRouters map[math.ExchangeType]SwapRouter
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marketScanner *MarketScanner
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}
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// MarketScanner interface for scanning markets
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type MarketScanner interface {
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GetPoolsForTokenPair(token0, token1 common.Address) []common.Address
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GetPoolInfo(poolAddress common.Address) (*math.PoolData, error)
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}
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// NewExchangeRegistry creates a new exchange registry
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func NewExchangeRegistry(client *ethclient.Client, logger *logger.Logger) *ExchangeRegistry {
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return &ExchangeRegistry{
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client: client,
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logger: logger,
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exchanges: make(map[math.ExchangeType]*ExchangeConfig),
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poolDetectors: make(map[math.ExchangeType]PoolDetector),
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liquidityFetchers: make(map[math.ExchangeType]LiquidityFetcher),
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swapRouters: make(map[math.ExchangeType]SwapRouter),
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}
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}
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// LoadArbitrumExchanges loads all supported exchanges on Arbitrum
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func (er *ExchangeRegistry) LoadArbitrumExchanges() error {
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// Load Uniswap V3
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uniswapV3Config := &ExchangeConfig{
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Type: math.ExchangeUniswapV3,
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Name: "Uniswap V3",
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FactoryAddress: common.HexToAddress("0x1F98431c8aD98523631AE4a59f267346ea31F984"),
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RouterAddress: common.HexToAddress("0xE592427A0AEce92De3Edee1F18E0157C05861564"),
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PoolInitCodeHash: "0xe34f199b19b2b4f47d6b5b39c7bde33e2a0a4c36149e248e847a490f543b7f3f",
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SwapSelector: []byte{0x38, 0xed, 0x17, 0x39}, // exactInputSingle
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StableSwapSelector: []byte{},
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ChainID: 42161,
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SupportsFlashSwaps: true,
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RequiresApproval: true,
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MaxHops: 2,
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DefaultSlippagePercent: 0.5,
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Url: "https://uniswap.org",
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ApiUrl: "https://api.uniswap.org",
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}
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er.exchanges[math.ExchangeUniswapV3] = uniswapV3Config
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// Load SushiSwap
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sushiSwapConfig := &ExchangeConfig{
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Type: math.ExchangeSushiSwap,
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Name: "SushiSwap",
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FactoryAddress: common.HexToAddress("0xc35DADB65012eC5796536bD9864eD8773aBc74C4"),
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RouterAddress: common.HexToAddress("0x1b02dA8Cb0d097eB8D57A175b88c7D8b47997506"),
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PoolInitCodeHash: "0xe18a34eb0e04b04f7a0ac29a6e80748dca96319b42c54d679cb821dca90c6303",
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SwapSelector: []byte{0x18, 0x2d, 0x2e, 0xdb}, // swapExactTokensForTokens
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StableSwapSelector: []byte{},
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ChainID: 42161,
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SupportsFlashSwaps: true,
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RequiresApproval: true,
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MaxHops: 3,
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DefaultSlippagePercent: 0.5,
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Url: "https://sushi.com",
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ApiUrl: "https://api.sushi.com",
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}
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er.exchanges[math.ExchangeSushiSwap] = sushiSwapConfig
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// Load Curve
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curveConfig := &ExchangeConfig{
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Type: math.ExchangeCurve,
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Name: "Curve",
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FactoryAddress: common.HexToAddress("0xb1748c7970d18f7d0ebf0f89e1c3f3b98e65e8ad"),
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RouterAddress: common.HexToAddress("0x4d7c19704623c38f54ec0d144c0ac63d0b76106e"),
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PoolInitCodeHash: "",
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SwapSelector: []byte{0x5b, 0x40, 0x2d, 0x3c}, // exchange
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StableSwapSelector: []byte{0x79, 0x1a, 0xc9, 0x47}, // exchange_underlying
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ChainID: 42161,
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SupportsFlashSwaps: false,
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RequiresApproval: true,
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MaxHops: 2,
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DefaultSlippagePercent: 0.1,
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Url: "https://curve.fi",
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ApiUrl: "https://api.curve.fi",
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}
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er.exchanges[math.ExchangeCurve] = curveConfig
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// Load Balancer
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balancerConfig := &ExchangeConfig{
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Type: math.ExchangeBalancer,
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Name: "Balancer",
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FactoryAddress: common.HexToAddress("0xb33c178f5e23f3abf72a0dbfe955f1e69f2e47a6"),
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RouterAddress: common.HexToAddress("0xba12222222228d8ba445958a75a0704d566bf2c8"),
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PoolInitCodeHash: "",
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SwapSelector: []byte{0x3e, 0x2, 0x76, 0x5e}, // swap
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StableSwapSelector: []byte{},
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ChainID: 42161,
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SupportsFlashSwaps: true,
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RequiresApproval: true,
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MaxHops: 3,
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DefaultSlippagePercent: 0.3,
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Url: "https://balancer.fi",
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ApiUrl: "https://api.balancer.fi",
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}
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er.exchanges[math.ExchangeBalancer] = balancerConfig
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return nil
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}
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// GetExchangeByType returns an exchange configuration by type
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func (er *ExchangeRegistry) GetExchangeByType(exchangeType math.ExchangeType) *ExchangeConfig {
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config, exists := er.exchanges[exchangeType]
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if !exists {
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return nil
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}
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return config
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}
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// GetExchangesForPair returns exchanges that support a token pair
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func (er *ExchangeRegistry) GetExchangesForPair(token0, token1 common.Address) []*ExchangeConfig {
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var supported []*ExchangeConfig
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for _, config := range er.exchanges {
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// In a real implementation, this would check if pools exist for this pair
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// For now, we'll assume all exchanges support all pairs for testing
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supported = append(supported, config)
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}
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return supported
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}
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// GetAllExchanges returns all registered exchanges
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func (er *ExchangeRegistry) GetAllExchanges() []*ExchangeConfig {
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var configs []*ExchangeConfig
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for _, config := range er.exchanges {
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configs = append(configs, config)
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}
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return configs
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}
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// GetAllExchangesMap returns all registered exchanges as a map
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func (er *ExchangeRegistry) GetAllExchangesMap() map[math.ExchangeType]*ExchangeConfig {
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return er.exchanges
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}
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// GetHighPriorityTokens returns high-priority tokens for scanning
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func (er *ExchangeRegistry) GetHighPriorityTokens(limit int) []TokenInfo {
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// Define high-priority tokens (ETH, USDC, USDT, WBTC, etc.)
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// CRITICAL FIX: Use correct Arbitrum token addresses (not Ethereum/other chains)
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highPriorityTokens := []TokenInfo{
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{Address: "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1", Symbol: "WETH", Name: "Wrapped Ether", Decimals: 18},
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{Address: "0xaf88d065e77c8cC2239327C5EDb3A432268e5831", Symbol: "USDC", Name: "USD Coin", Decimals: 6}, // FIXED: Correct Arbitrum USDC
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{Address: "0xFd086bC7CD5C481DCC9C85ebE478A1C0b69FCbb9", Symbol: "USDT", Name: "Tether USD", Decimals: 6},
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{Address: "0x2f2a2543B76A4166549F7aaB2e75Bef0aefC5B0f", Symbol: "WBTC", Name: "Wrapped BTC", Decimals: 8}, // FIXED: Correct Arbitrum WBTC
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{Address: "0xf97f4df75117a78c1A5a0DBb814Af92458539FB4", Symbol: "LINK", Name: "ChainLink Token", Decimals: 18}, // FIXED: Correct Arbitrum LINK
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{Address: "0x11cDb42B0EB46D95f990BeDD4695A6e3fA034978", Symbol: "CRV", Name: "Curve DAO Token", Decimals: 18}, // FIXED: Correct Arbitrum CRV
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{Address: "0x912CE59144191C1204E64559FE8253a0e49E6548", Symbol: "ARB", Name: "Arbitrum", Decimals: 18}, // ADDED: Arbitrum native token
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{Address: "0xDA10009cBd5D07dd0CeCc66161FC93D7c9000da1", Symbol: "DAI", Name: "Dai Stablecoin", Decimals: 18}, // ADDED: DAI
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{Address: "0xfc5A1A6EB076a2C7aD06eD22C90d7E710E35ad0a", Symbol: "GMX", Name: "GMX", Decimals: 18}, // ADDED: GMX
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{Address: "0x9623063377AD1B27544C965cCd7342f7EA7e88C7", Symbol: "GRT", Name: "The Graph", Decimals: 18}, // ADDED: GRT
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}
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if limit > len(highPriorityTokens) {
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limit = len(highPriorityTokens)
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}
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return highPriorityTokens[:limit]
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}
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// IsPairSupported checks if a token pair is supported by any exchange
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func (er *ExchangeRegistry) IsPairSupported(token0, token1 common.Address) bool {
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supportedExchanges := er.GetExchangesForPair(token0, token1)
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return len(supportedExchanges) > 0
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}
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// ArbitragePath represents a simple arbitrage path for the exchanges package
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type ArbitragePath struct {
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TokenIn common.Address
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TokenOut common.Address
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Exchanges []math.ExchangeType
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Pools []common.Address
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}
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// GetPoolDetector returns the pool detector for a specific exchange type
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func (er *ExchangeRegistry) GetPoolDetector(exchangeType math.ExchangeType) PoolDetector {
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return er.poolDetectors[exchangeType]
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}
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// GetLiquidityFetcher returns the liquidity fetcher for a specific exchange type
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func (er *ExchangeRegistry) GetLiquidityFetcher(exchangeType math.ExchangeType) LiquidityFetcher {
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return er.liquidityFetchers[exchangeType]
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}
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// GetSwapRouter returns the swap router for a specific exchange type
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func (er *ExchangeRegistry) GetSwapRouter(exchangeType math.ExchangeType) SwapRouter {
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return er.swapRouters[exchangeType]
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}
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// FindAllPaths finds all possible arbitrage paths between two tokens
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func (er *ExchangeRegistry) FindAllPaths(tokenA, tokenB common.Address, maxHops int) ([]*ArbitragePath, error) {
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// Simplified implementation for compilation - would be enhanced with actual path finding
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paths := []*ArbitragePath{}
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// For now, create a simple direct path
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if er.IsPairSupported(tokenA, tokenB) {
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path := &ArbitragePath{
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TokenIn: tokenA,
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TokenOut: tokenB,
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Exchanges: []math.ExchangeType{math.ExchangeUniswapV3},
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Pools: []common.Address{}, // Would be populated with actual pool addresses
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}
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paths = append(paths, path)
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}
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return paths, nil
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}
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// RegisterExchangeComponents registers pool detector, liquidity fetcher, and swap router for an exchange
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func (er *ExchangeRegistry) RegisterExchangeComponents(
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exchangeType math.ExchangeType,
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poolDetector PoolDetector,
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liquidityFetcher LiquidityFetcher,
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swapRouter SwapRouter,
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) {
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if er.poolDetectors == nil {
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er.poolDetectors = make(map[math.ExchangeType]PoolDetector)
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}
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if er.liquidityFetchers == nil {
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er.liquidityFetchers = make(map[math.ExchangeType]LiquidityFetcher)
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}
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if er.swapRouters == nil {
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er.swapRouters = make(map[math.ExchangeType]SwapRouter)
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}
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er.poolDetectors[exchangeType] = poolDetector
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er.liquidityFetchers[exchangeType] = liquidityFetcher
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er.swapRouters[exchangeType] = swapRouter
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}
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// InitializeExchangeComponents initializes all exchange components for an arbitrum chain
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func (er *ExchangeRegistry) InitializeExchangeComponents(engine *math.ExchangePricingEngine) error {
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if er.client == nil {
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return fmt.Errorf("ethclient is required to initialize exchange components")
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}
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// Initialize Uniswap V2 components
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uniswapV2PoolDetector := NewUniswapV2PoolDetector(er.client, er.logger, er.exchanges[math.ExchangeUniswapV2])
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uniswapV2LiquidityFetcher := NewUniswapV2LiquidityFetcher(er.client, er.logger, er.exchanges[math.ExchangeUniswapV2], engine)
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uniswapV2Router := NewUniswapV2SwapRouter(er.client, er.logger, er.exchanges[math.ExchangeUniswapV2], engine)
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er.RegisterExchangeComponents(math.ExchangeUniswapV2, uniswapV2PoolDetector, uniswapV2LiquidityFetcher, uniswapV2Router)
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// Initialize SushiSwap components (similar to Uniswap V2)
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sushiPoolDetector := NewSushiSwapPoolDetector(er.client, er.logger, er.exchanges[math.ExchangeSushiSwap])
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sushiLiquidityFetcher := NewSushiSwapLiquidityFetcher(er.client, er.logger, er.exchanges[math.ExchangeSushiSwap], engine)
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sushiRouter := NewSushiSwapSwapRouter(er.client, er.logger, er.exchanges[math.ExchangeSushiSwap], engine)
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er.RegisterExchangeComponents(math.ExchangeSushiSwap, sushiPoolDetector, sushiLiquidityFetcher, sushiRouter)
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// Initialize Curve components
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curvePoolDetector := NewCurvePoolDetector(er.client, er.logger, er.exchanges[math.ExchangeCurve])
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curveLiquidityFetcher := NewCurveLiquidityFetcher(er.client, er.logger, er.exchanges[math.ExchangeCurve], engine)
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curveRouter := NewCurveSwapRouter(er.client, er.logger, er.exchanges[math.ExchangeCurve], engine)
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er.RegisterExchangeComponents(math.ExchangeCurve, curvePoolDetector, curveLiquidityFetcher, curveRouter)
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// Initialize Balancer components
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balancerPoolDetector := NewBalancerPoolDetector(er.client, er.logger, er.exchanges[math.ExchangeBalancer])
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balancerLiquidityFetcher := NewBalancerLiquidityFetcher(er.client, er.logger, er.exchanges[math.ExchangeBalancer], engine)
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balancerRouter := NewBalancerSwapRouter(er.client, er.logger, er.exchanges[math.ExchangeBalancer], engine)
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er.RegisterExchangeComponents(math.ExchangeBalancer, balancerPoolDetector, balancerLiquidityFetcher, balancerRouter)
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// Initialize PancakeSwap components
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pancakePoolDetector := NewPancakeSwapPoolDetector(er.client, er.logger, er.exchanges[math.ExchangeSushiSwap])
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pancakeLiquidityFetcher := NewPancakeSwapLiquidityFetcher(er.client, er.logger, er.exchanges[math.ExchangeSushiSwap], engine)
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pancakeRouter := NewPancakeSwapSwapRouter(er.client, er.logger, er.exchanges[math.ExchangeSushiSwap], engine)
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er.RegisterExchangeComponents(math.ExchangeSushiSwap, pancakePoolDetector, pancakeLiquidityFetcher, pancakeRouter)
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// Initialize Kyber components
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kyberPoolDetector := NewKyberPoolDetector(er.client, er.logger, er.exchanges[math.ExchangeKyber])
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kyberLiquidityFetcher := NewKyberLiquidityFetcher(er.client, er.logger, er.exchanges[math.ExchangeKyber], engine)
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kyberRouter := NewKyberSwapRouter(er.client, er.logger, er.exchanges[math.ExchangeKyber], engine)
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er.RegisterExchangeComponents(math.ExchangeKyber, kyberPoolDetector, kyberLiquidityFetcher, kyberRouter)
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// Initialize Uniswap V4 components
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uniswapV4PoolDetector := NewUniswapV4PoolDetector(er.client, er.logger, er.exchanges[math.ExchangeUniswapV4])
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uniswapV4LiquidityFetcher := NewUniswapV4LiquidityFetcher(er.client, er.logger, er.exchanges[math.ExchangeUniswapV4], engine)
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uniswapV4Router := NewUniswapV4SwapRouter(er.client, er.logger, er.exchanges[math.ExchangeUniswapV4], engine)
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er.RegisterExchangeComponents(math.ExchangeUniswapV4, uniswapV4PoolDetector, uniswapV4LiquidityFetcher, uniswapV4Router)
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return nil
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}
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