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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

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Market Manager\n\nThe Market Manager is a core component of the MEV bot that handles market data collection, storage, and analysis to identify arbitrage opportunities across different DEX protocols on Arbitrum.\n\n## Features\n\n- Market Data Management: Store and manage market data for multiple DEX pools\n- Data Verification: Verify market data from sequencer against on-chain data\n- Arbitrage Detection: Detect arbitrage opportunities between markets\n- Persistent Storage: Save market data to database for historical analysis\n- In-Memory Caching: Fast access to frequently used market data\n\n## Installation\n\n`bash\ngo get github.com/fraktal/mev-beta/pkg/marketmanager\n`\n\n## Usage\n\n### Basic Market Manager Setup\n\ngo\npackage main\n\nimport (\n \"github.com/fraktal/mev-beta/pkg/marketmanager\"\n \"time\"\n)\n\nfunc main() {\n // Create a new market manager\n config := &marketmanager.MarketManagerConfig{\n VerificationWindow: 500 * time.Millisecond,\n MaxMarkets: 1000,\n }\n \n manager := marketmanager.NewMarketManager(config)\n \n // Create and add markets\n market := marketmanager.NewMarket(\n factoryAddress,\n poolAddress,\n token0Address,\n token1Address,\n fee,\n \"TOKEN0_TOKEN1\",\n \"0x..._0x...\",\n \"UniswapV3\",\n )\n \n manager.AddMarket(market)\n}\n\n\n### Arbitrage Detection\n\n`go\n// Create arbitrage detector\nminProfit := big.NewInt(10000000000000000) // 0.01 ETH\nminROI := 0.1 // 0.1%\ndetector := marketmanager.NewArbitrageDetector(minProfit, minROI)\n\n// Get markets and detect opportunities\nmarkets, _ := manager.GetMarketsByRawTicker(\"TOKEN0_TOKEN1\")\nopportunities := detector.DetectArbitrageOpportunities(markets)\n\nfor _, opportunity := range opportunities {\n fmt.Printf(\"Arbitrage opportunity: %f%% ROI\\n\", opportunity.ROI)\n}\n`\n\n## Core Concepts\n\n### Market Structure\n\nThe `Market` struct contains all relevant information about a DEX pool:\n\n- Addresses: Factory, pool, and token addresses\n- Fee: Pool fee in basis points\n- Ticker: Formatted token pair symbols\n- RawTicker: Formatted token pair addresses\n- Key: Unique identifier generated from market parameters\n- Price Data: Current price, liquidity, and Uniswap V3 parameters\n- Metadata: Status, timestamps, and protocol information\n\n### Market Storage\n\nMarkets are organized in a two-level map structure:\n\n`go\ntype Markets map[string]map[string]Market // map[rawTicker]map[marketKey]Market\n`\n\nThis allows efficient retrieval of markets by token pair and unique identification.\n\n### Data Verification\n\nMarket data from the sequencer is initially marked as "possible" and then verified against on-chain data within a configurable time window (default 500ms).\n\n### Arbitrage Detection\n\nThe arbitrage detector:\n\n1. Sorts markets by price (lowest to highest)\n2. Checks each combination for profit opportunities\n3. Calculates price impact and gas costs\n4. Validates against minimum profit and ROI thresholds\n\n## Database Integration\n\nThe market manager includes a database adapter for persistent storage:\n\n- Market Data: Core market information\n- Price Data: Timestamped price and liquidity data with versioning\n- Arbitrage Opportunities: Detected opportunities for analysis\n- Market Events: Parsed DEX events (swaps, liquidity changes)\n\n## Performance Considerations\n\n- In-Memory Caching: Frequently accessed markets are cached for fast retrieval\n- Batch Operations: Database operations are batched for efficiency\n- Connection Pooling: Database connections are pooled for resource efficiency\n- Data Eviction: Old markets are evicted when storage limits are reached\n\n## Testing\n\nThe package includes comprehensive tests for all core functionality:\n\n`bash\ngo test ./pkg/marketmanager/...\n`\n\n## Contributing\n\nContributions are welcome! Please read our contributing guidelines before submitting pull requests.\n\n## License\n\nMIT License

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