mev-beta/orig/pkg/math/exchange_math.go

package math

import (
	"fmt"
	"math"
	"math/big"
)

// ExchangeMath provides exchange-specific mathematical calculations
type ExchangeMath interface {
	CalculateAmountOut(amountIn, reserveIn, reserveOut *big.Int, fee uint32) (*big.Int, error)
	CalculateAmountIn(amountOut, reserveIn, reserveOut *big.Int, fee uint32) (*big.Int, error)
	CalculatePriceImpact(amountIn, reserveIn, reserveOut *big.Int) (float64, error)
	GetSpotPrice(reserveIn, reserveOut *big.Int) (*big.Float, error)
	CalculateSlippage(expectedOut, actualOut *big.Int) (float64, error)
}

// UniswapV2Math implements Uniswap V2 constant product formula
type UniswapV2Math struct{}

// UniswapV3Math implements Uniswap V3 concentrated liquidity math
type UniswapV3Math struct{}

// CurveMath implements Curve Finance StableSwap math
type CurveMath struct{}

// BalancerMath implements Balancer weighted pool math
type BalancerMath struct{}

// ConstantSumMath implements basic constant sum AMM math
type ConstantSumMath struct{}

// ========== Uniswap V2 Math ==========

// NewUniswapV2Math creates a new Uniswap V2 math calculator
func NewUniswapV2Math() *UniswapV2Math {
	return &UniswapV2Math{}
}

// CalculateAmountOut calculates output amount for Uniswap V2 (x * y = k)
func (u *UniswapV2Math) CalculateAmountOut(amountIn, reserveIn, reserveOut *big.Int, fee uint32) (*big.Int, error) {
	if amountIn.Sign() <= 0 || reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return nil, fmt.Errorf("invalid amounts: amountIn=%s, reserveIn=%s, reserveOut=%s",
			amountIn.String(), reserveIn.String(), reserveOut.String())
	}

	// Calculate fee (default 3000 = 0.3%)
	if fee == 0 {
		fee = 3000
	}

	// amountInWithFee = amountIn * (10000 - fee)
	feeFactor := big.NewInt(int64(10000 - fee))
	amountInWithFee := new(big.Int).Mul(amountIn, feeFactor)

	// numerator = amountInWithFee * reserveOut
	numerator := new(big.Int).Mul(amountInWithFee, reserveOut)

	// denominator = reserveIn * 10000 + amountInWithFee
	denominator := new(big.Int).Mul(reserveIn, big.NewInt(10000))
	denominator.Add(denominator, amountInWithFee)

	// Check for division by zero
	if denominator.Sign() == 0 {
		return nil, fmt.Errorf("division by zero in amountOut calculation")
	}

	// amountOut = numerator / denominator
	amountOut := new(big.Int).Div(numerator, denominator)

	return amountOut, nil
}

// CalculateAmountIn calculates input amount for Uniswap V2
func (u *UniswapV2Math) CalculateAmountIn(amountOut, reserveIn, reserveOut *big.Int, fee uint32) (*big.Int, error) {
	if amountOut.Sign() <= 0 || reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return nil, fmt.Errorf("invalid amounts")
	}

	if amountOut.Cmp(reserveOut) >= 0 {
		return nil, fmt.Errorf("insufficient liquidity")
	}

	if fee == 0 {
		fee = 3000
	}

	// numerator = reserveIn * amountOut * 10000
	numerator := new(big.Int).Mul(reserveIn, amountOut)
	numerator.Mul(numerator, big.NewInt(10000))

	// denominator = (reserveOut - amountOut) * (10000 - fee)
	denominator := new(big.Int).Sub(reserveOut, amountOut)

	// Check if the calculation is valid (amountOut must be less than reserveOut)
	if denominator.Sign() <= 0 {
		return nil, fmt.Errorf("invalid swap: amountOut (%s) >= reserveOut (%s)", amountOut.String(), reserveOut.String())
	}

	denominator.Mul(denominator, big.NewInt(int64(10000-fee)))

	// Check for division by zero
	if denominator.Sign() == 0 {
		return nil, fmt.Errorf("division by zero in amountIn calculation")
	}

	// amountIn = numerator / denominator + 1 (round up)
	amountIn := new(big.Int).Div(numerator, denominator)
	amountIn.Add(amountIn, big.NewInt(1))

	return amountIn, nil
}

// CalculatePriceImpact calculates price impact for Uniswap V2
func (u *UniswapV2Math) CalculatePriceImpact(amountIn, reserveIn, reserveOut *big.Int) (float64, error) {
	// Check for nil pointers first
	if amountIn == nil || reserveIn == nil || reserveOut == nil {
		return 0, fmt.Errorf("nil pointer encountered")
	}

	if amountIn.Sign() <= 0 || reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	// Price before = reserveOut / reserveIn
	priceBefore := new(big.Float).Quo(new(big.Float).SetInt(reserveOut), new(big.Float).SetInt(reserveIn))

	// Calculate amount out
	amountOut, err := u.CalculateAmountOut(amountIn, reserveIn, reserveOut, 3000)
	if err != nil {
		return 0, err
	}

	// New reserves after swap
	newReserveIn := new(big.Int).Add(reserveIn, amountIn)
	newReserveOut := new(big.Int).Sub(reserveOut, amountOut)

	// Price after = newReserveOut / newReserveIn
	priceAfter := new(big.Float).Quo(new(big.Float).SetInt(newReserveOut), new(big.Float).SetInt(newReserveIn))

	// Price impact = (priceBefore - priceAfter) / priceBefore
	impact := new(big.Float).Sub(priceBefore, priceAfter)
	impact.Quo(impact, priceBefore)

	impactFloat, _ := impact.Float64()
	return math.Abs(impactFloat), nil
}

// GetSpotPrice returns current spot price for Uniswap V2
func (u *UniswapV2Math) GetSpotPrice(reserveIn, reserveOut *big.Int) (*big.Float, error) {
	if reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return nil, fmt.Errorf("invalid reserves")
	}

	return new(big.Float).Quo(new(big.Float).SetInt(reserveOut), new(big.Float).SetInt(reserveIn)), nil
}

// CalculateSlippage calculates slippage between expected and actual output
func (u *UniswapV2Math) CalculateSlippage(expectedOut, actualOut *big.Int) (float64, error) {
	if expectedOut.Sign() <= 0 || actualOut.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	// Slippage = (expectedOut - actualOut) / expectedOut
	diff := new(big.Float).Sub(new(big.Float).SetInt(expectedOut), new(big.Float).SetInt(actualOut))
	slippage := new(big.Float).Quo(diff, new(big.Float).SetInt(expectedOut))

	slippageFloat, _ := slippage.Float64()
	return math.Abs(slippageFloat), nil
}

// ========== Uniswap V3 Math ==========

// NewUniswapV3Math creates a new Uniswap V3 math calculator
func NewUniswapV3Math() *UniswapV3Math {
	return &UniswapV3Math{}
}

// CalculateAmountOut calculates output for Uniswap V3 concentrated liquidity
func (u *UniswapV3Math) CalculateAmountOut(amountIn, sqrtPriceX96, liquidity *big.Int, fee uint32) (*big.Int, error) {
	if amountIn.Sign() <= 0 || sqrtPriceX96.Sign() <= 0 || liquidity.Sign() <= 0 {
		return nil, fmt.Errorf("invalid parameters")
	}

	if fee == 0 {
		fee = 3000 // Default 0.3%
	}

	// Apply fee: amountInWithFee = amountIn * (1000000 - fee) / 1000000
	feeFactor := big.NewInt(int64(1000000 - fee))
	amountInWithFee := new(big.Int).Mul(amountIn, feeFactor)
	amountInWithFee.Div(amountInWithFee, big.NewInt(1000000))

	// Simplified V3 calculation (for exact implementation, need tick math)
	// This approximates the swap for small amounts

	// Calculate price change
	Q96 := new(big.Int).Lsh(big.NewInt(1), 96)
	priceChange := new(big.Int).Mul(amountInWithFee, Q96)
	priceChange.Div(priceChange, liquidity)

	// New sqrt price
	newSqrtPriceX96 := new(big.Int).Add(sqrtPriceX96, priceChange)

	// Calculate amount out using price difference
	priceDiff := new(big.Int).Sub(newSqrtPriceX96, sqrtPriceX96)
	amountOut := new(big.Int).Mul(liquidity, priceDiff)
	amountOut.Div(amountOut, sqrtPriceX96)

	return amountOut, nil
}

// CalculateAmountIn calculates input for Uniswap V3
func (u *UniswapV3Math) CalculateAmountIn(amountOut, sqrtPriceX96, liquidity *big.Int, fee uint32) (*big.Int, error) {
	if amountOut.Sign() <= 0 || sqrtPriceX96.Sign() <= 0 || liquidity.Sign() <= 0 {
		return nil, fmt.Errorf("invalid parameters")
	}

	// Simplified reverse calculation
	Q96 := new(big.Int).Lsh(big.NewInt(1), 96)

	// Calculate required price change
	priceChange := new(big.Int).Mul(amountOut, sqrtPriceX96)
	priceChange.Div(priceChange, liquidity)

	// Calculate amount in before fees
	amountInBeforeFee := new(big.Int).Mul(priceChange, liquidity)
	amountInBeforeFee.Div(amountInBeforeFee, Q96)

	// Apply fee
	if fee == 0 {
		fee = 3000
	}

	feeFactor := big.NewInt(int64(1000000 - fee))
	amountIn := new(big.Int).Mul(amountInBeforeFee, big.NewInt(1000000))
	amountIn.Div(amountIn, feeFactor)

	return amountIn, nil
}

// CalculatePriceImpact calculates price impact for Uniswap V3
func (u *UniswapV3Math) CalculatePriceImpact(amountIn, sqrtPriceX96, liquidity *big.Int) (float64, error) {
	// Check for nil pointers first
	if amountIn == nil || sqrtPriceX96 == nil || liquidity == nil {
		return 0, fmt.Errorf("nil pointer encountered")
	}

	if amountIn.Sign() <= 0 || sqrtPriceX96.Sign() <= 0 || liquidity.Sign() <= 0 {
		return 0, fmt.Errorf("invalid parameters")
	}

	// Calculate new sqrt price after swap
	Q96 := new(big.Int).Lsh(big.NewInt(1), 96)
	priceChange := new(big.Int).Mul(amountIn, Q96)
	priceChange.Div(priceChange, liquidity)

	newSqrtPriceX96 := new(big.Int).Add(sqrtPriceX96, priceChange)

	// Convert to regular prices using big.Float for precision
	Q96Float := new(big.Float).SetInt(Q96)

	// priceBefore = (sqrtPriceX96 / 2^96)^2
	priceBefore := new(big.Float).SetInt(sqrtPriceX96)
	priceBefore.Quo(priceBefore, Q96Float)
	priceBefore.Mul(priceBefore, priceBefore)

	// priceAfter = (newSqrtPriceX96 / 2^96)^2
	priceAfter := new(big.Float).SetInt(newSqrtPriceX96)
	priceAfter.Quo(priceAfter, Q96Float)
	priceAfter.Mul(priceAfter, priceAfter)

	// Check if priceBefore is zero or very small
	if priceBefore.Sign() == 0 {
		return 0, fmt.Errorf("price before is zero - invalid calculation")
	}

	// Check if priceBefore is too small (less than 1e-18)
	minPrice := big.NewFloat(1e-18)
	if priceBefore.Cmp(minPrice) < 0 {
		return 0, fmt.Errorf("price too small for reliable calculation")
	}

	// Calculate impact = (priceAfter - priceBefore) / priceBefore
	impact := new(big.Float).Sub(priceAfter, priceBefore)
	impact.Quo(impact, priceBefore)

	impactFloat, _ := impact.Float64()
	return math.Abs(impactFloat), nil
}

// GetSpotPrice returns current spot price for Uniswap V3
func (u *UniswapV3Math) GetSpotPrice(sqrtPriceX96, _ *big.Int) (*big.Float, error) {
	if sqrtPriceX96.Sign() <= 0 {
		return nil, fmt.Errorf("invalid sqrt price")
	}

	// Price = (sqrtPriceX96 / 2^96)^2
	Q96 := new(big.Int).Lsh(big.NewInt(1), 96)
	price := new(big.Int).Mul(sqrtPriceX96, sqrtPriceX96)
	price.Div(price, new(big.Int).Mul(Q96, Q96))

	return new(big.Float).SetInt(price), nil
}

// CalculateSlippage calculates slippage for Uniswap V3
func (u *UniswapV3Math) CalculateSlippage(expectedOut, actualOut *big.Int) (float64, error) {
	if expectedOut.Sign() <= 0 || actualOut.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	diff := new(big.Float).Sub(new(big.Float).SetInt(expectedOut), new(big.Float).SetInt(actualOut))
	slippage := new(big.Float).Quo(diff, new(big.Float).SetInt(expectedOut))

	slippageFloat, _ := slippage.Float64()
	return math.Abs(slippageFloat), nil
}

// ========== Curve Finance Math ==========

// NewCurveMath creates a new Curve math calculator
func NewCurveMath() *CurveMath {
	return &CurveMath{}
}

// CalculateAmountOut calculates output for Curve StableSwap
func (c *CurveMath) CalculateAmountOut(amountIn, balance0, balance1 *big.Int, fee uint32) (*big.Int, error) {
	if amountIn.Sign() <= 0 || balance0.Sign() <= 0 || balance1.Sign() <= 0 {
		return nil, fmt.Errorf("invalid amounts")
	}

	// Simplified Curve calculation (A = 100 for stable pools)
	A := big.NewInt(100)

	// Calculate D (total deposit)
	D := c.calculateD(balance0, balance1, A)

	// New balance after adding amountIn
	newBalance0 := new(big.Int).Add(balance0, amountIn)

	// Calculate new balance1 using Curve formula
	newBalance1 := c.getY(newBalance0, D, A)

	// Amount out = balance1 - newBalance1
	amountOut := new(big.Int).Sub(balance1, newBalance1)

	// Apply fee
	if fee == 0 {
		fee = 400 // Default 0.04%
	}

	feeAmount := new(big.Int).Mul(amountOut, big.NewInt(int64(fee)))
	feeAmount.Div(feeAmount, big.NewInt(1000000))

	amountOut.Sub(amountOut, feeAmount)

	return amountOut, nil
}

// calculateD calculates the D invariant for Curve
func (c *CurveMath) calculateD(balance0, balance1, A *big.Int) *big.Int {
	// Simplified D calculation for 2-coin pool
	// D = 2 * sqrt(x * y) for stable coins (approximation)

	sum := new(big.Int).Add(balance0, balance1)
	product := new(big.Int).Mul(balance0, balance1)

	// Newton's method approximation for D
	D := new(big.Int).Set(sum)

	for i := 0; i < 10; i++ { // 10 iterations for convergence
		// Calculate new D
		numerator := new(big.Int).Mul(product, big.NewInt(4))
		denominator := new(big.Int).Mul(D, D)

		if denominator.Sign() == 0 {
			break
		}

		ratio := new(big.Int).Div(numerator, denominator)
		newD := new(big.Int).Add(D, ratio)
		newD.Div(newD, big.NewInt(2))

		// Check convergence
		diff := new(big.Int).Sub(newD, D)
		if diff.CmpAbs(big.NewInt(1)) <= 0 {
			break
		}

		D = newD
	}

	return D
}

// getY calculates the new balance using Curve formula
func (c *CurveMath) getY(newX, D, A *big.Int) *big.Int {
	// Simplified calculation for 2-coin pool
	// Solve for y in the Curve invariant equation

	// For stable coins, approximately: y = D - x
	y := new(big.Int).Sub(D, newX)

	// Ensure positive result
	if y.Sign() <= 0 {
		y = big.NewInt(1)
	}

	return y
}

// CalculateAmountIn calculates input for Curve
func (c *CurveMath) CalculateAmountIn(amountOut, balance0, balance1 *big.Int, fee uint32) (*big.Int, error) {
	// Reverse calculation - simplified
	A := big.NewInt(100)
	D := c.calculateD(balance0, balance1, A)

	// Calculate new balance1 after removing amountOut
	newBalance1 := new(big.Int).Sub(balance1, amountOut)

	// Calculate required balance0
	newBalance0 := c.getY(newBalance1, D, A)

	// Amount in = newBalance0 - balance0
	amountIn := new(big.Int).Sub(newBalance0, balance0)

	// Apply fee
	if fee == 0 {
		fee = 400
	}

	feeMultiplier := big.NewInt(int64(1000000 + fee))
	amountIn.Mul(amountIn, feeMultiplier)
	amountIn.Div(amountIn, big.NewInt(1000000))

	return amountIn, nil
}

// CalculatePriceImpact calculates price impact for Curve
func (c *CurveMath) CalculatePriceImpact(amountIn, balance0, balance1 *big.Int) (float64, error) {
	// Check for nil pointers first
	if amountIn == nil || balance0 == nil || balance1 == nil {
		return 0, fmt.Errorf("nil pointer encountered")
	}

	if amountIn.Sign() <= 0 || balance0.Sign() <= 0 || balance1.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	// Price before = balance1 / balance0
	priceBefore := new(big.Float).Quo(new(big.Float).SetInt(balance1), new(big.Float).SetInt(balance0))

	// Calculate amount out
	amountOut, err := c.CalculateAmountOut(amountIn, balance0, balance1, 400)
	if err != nil {
		return 0, err
	}

	// New balances
	newBalance0 := new(big.Int).Add(balance0, amountIn)
	newBalance1 := new(big.Int).Sub(balance1, amountOut)

	// Price after
	priceAfter := new(big.Float).Quo(new(big.Float).SetInt(newBalance1), new(big.Float).SetInt(newBalance0))

	// Calculate impact
	impact := new(big.Float).Sub(priceBefore, priceAfter)
	impact.Quo(impact, priceBefore)

	impactFloat, _ := impact.Float64()
	return math.Abs(impactFloat), nil
}

// GetSpotPrice returns current spot price for Curve
func (c *CurveMath) GetSpotPrice(balance0, balance1 *big.Int) (*big.Float, error) {
	if balance0.Sign() <= 0 || balance1.Sign() <= 0 {
		return nil, fmt.Errorf("invalid balances")
	}

	return new(big.Float).Quo(new(big.Float).SetInt(balance1), new(big.Float).SetInt(balance0)), nil
}

// CalculateSlippage calculates slippage for Curve
func (c *CurveMath) CalculateSlippage(expectedOut, actualOut *big.Int) (float64, error) {
	if expectedOut.Sign() <= 0 || actualOut.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	diff := new(big.Float).Sub(new(big.Float).SetInt(expectedOut), new(big.Float).SetInt(actualOut))
	slippage := new(big.Float).Quo(diff, new(big.Float).SetInt(expectedOut))

	slippageFloat, _ := slippage.Float64()
	return math.Abs(slippageFloat), nil
}

// ========== Kyber Math ==========

// CalculateAmountOut calculates output for Kyber Elastic
func (k *KyberMath) CalculateAmountOut(amountIn, sqrtPriceX96, liquidity *big.Int, fee uint32) (*big.Int, error) {
	if amountIn.Sign() <= 0 || sqrtPriceX96.Sign() <= 0 || liquidity.Sign() <= 0 {
		return nil, fmt.Errorf("invalid parameters")
	}

	// Kyber Elastic uses concentrated liquidity similar to Uniswap V3
	// but with different fee structures and mechanisms

	if fee == 0 {
		fee = 1000 // Default 0.1% for Kyber
	}

	// Apply fee: amountInWithFee = amountIn * (1000000 - fee) / 1000000
	feeFactor := big.NewInt(int64(1000000 - fee))
	amountInWithFee := new(big.Int).Mul(amountIn, feeFactor)
	amountInWithFee.Div(amountInWithFee, big.NewInt(1000000))

	// Calculate price change using liquidity and amountIn
	Q96 := new(big.Int).Lsh(big.NewInt(1), 96)
	priceChange := new(big.Int).Mul(amountInWithFee, Q96)
	priceChange.Div(priceChange, liquidity)

	// Calculate new sqrt price after swap
	newSqrtPriceX96 := new(big.Int).Add(sqrtPriceX96, priceChange)

	// Calculate amount out based on price difference and liquidity
	priceDiff := new(big.Int).Sub(newSqrtPriceX96, sqrtPriceX96)
	amountOut := new(big.Int).Mul(liquidity, priceDiff)
	amountOut.Div(amountOut, sqrtPriceX96)

	return amountOut, nil
}

// CalculateAmountIn calculates input for Kyber Elastic
func (k *KyberMath) CalculateAmountIn(amountOut, sqrtPriceX96, liquidity *big.Int, fee uint32) (*big.Int, error) {
	if amountOut.Sign() <= 0 || sqrtPriceX96.Sign() <= 0 || liquidity.Sign() <= 0 {
		return nil, fmt.Errorf("invalid parameters")
	}

	if fee == 0 {
		fee = 1000
	}

	// Calculate required price change
	Q96 := new(big.Int).Lsh(big.NewInt(1), 96)
	priceChange := new(big.Int).Mul(amountOut, sqrtPriceX96)
	priceChange.Div(priceChange, liquidity)

	// Calculate amount in before fees
	amountInBeforeFee := new(big.Int).Mul(priceChange, liquidity)
	amountInBeforeFee.Div(amountInBeforeFee, Q96)

	// Apply fee
	feeFactor := big.NewInt(int64(1000000 - fee))
	amountIn := new(big.Int).Mul(amountInBeforeFee, big.NewInt(1000000))
	amountIn.Div(amountIn, feeFactor)

	return amountIn, nil
}

// CalculatePriceImpact calculates price impact for Kyber
func (k *KyberMath) CalculatePriceImpact(amountIn, sqrtPriceX96, liquidity *big.Int) (float64, error) {
	if amountIn.Sign() <= 0 || sqrtPriceX96.Sign() <= 0 || liquidity.Sign() <= 0 {
		return 0, fmt.Errorf("invalid parameters")
	}

	// Calculate new sqrt price after swap
	Q96 := new(big.Int).Lsh(big.NewInt(1), 96)
	priceChange := new(big.Int).Mul(amountIn, Q96)
	priceChange.Div(priceChange, liquidity)

	newSqrtPriceX96 := new(big.Int).Add(sqrtPriceX96, priceChange)

	// Convert to regular prices using big.Float for precision
	Q96Float := new(big.Float).SetInt(Q96)

	// priceBefore = (sqrtPriceX96 / 2^96)^2
	priceBefore := new(big.Float).SetInt(sqrtPriceX96)
	priceBefore.Quo(priceBefore, Q96Float)
	priceBefore.Mul(priceBefore, priceBefore)

	// priceAfter = (newSqrtPriceX96 / 2^96)^2
	priceAfter := new(big.Float).SetInt(newSqrtPriceX96)
	priceAfter.Quo(priceAfter, Q96Float)
	priceAfter.Mul(priceAfter, priceAfter)

	// Check if priceBefore is zero or very small
	if priceBefore.Sign() == 0 {
		return 0, fmt.Errorf("price before is zero - invalid calculation")
	}

	// Check if priceBefore is too small (less than 1e-18)
	minPrice := big.NewFloat(1e-18)
	if priceBefore.Cmp(minPrice) < 0 {
		return 0, fmt.Errorf("price too small for reliable calculation")
	}

	// Calculate impact = (priceAfter - priceBefore) / priceBefore
	impact := new(big.Float).Sub(priceAfter, priceBefore)
	impact.Quo(impact, priceBefore)

	impactFloat, _ := impact.Float64()
	return math.Abs(impactFloat), nil
}

// GetSpotPrice returns current spot price for Kyber
func (k *KyberMath) GetSpotPrice(sqrtPriceX96, _ *big.Int) (*big.Float, error) {
	if sqrtPriceX96.Sign() <= 0 {
		return nil, fmt.Errorf("invalid sqrt price")
	}

	// Price = (sqrtPriceX96 / 2^96)^2
	Q96 := new(big.Int).Lsh(big.NewInt(1), 96)
	price := new(big.Int).Mul(sqrtPriceX96, sqrtPriceX96)
	price.Div(price, new(big.Int).Mul(Q96, Q96))

	return new(big.Float).SetInt(price), nil
}

// CalculateSlippage calculates slippage for Kyber
func (k *KyberMath) CalculateSlippage(expectedOut, actualOut *big.Int) (float64, error) {
	if expectedOut.Sign() <= 0 || actualOut.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	diff := new(big.Float).Sub(new(big.Float).SetInt(expectedOut), new(big.Float).SetInt(actualOut))
	slippage := new(big.Float).Quo(diff, new(big.Float).SetInt(expectedOut))

	slippageFloat, _ := slippage.Float64()
	return math.Abs(slippageFloat), nil
}

// ========== Balancer Math ==========

// CalculateAmountOut calculates output for Balancer weighted pools
func (b *BalancerMath) CalculateAmountOut(amountIn, reserveIn, reserveOut *big.Int, fee uint32) (*big.Int, error) {
	if amountIn.Sign() <= 0 || reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return nil, fmt.Errorf("invalid amounts")
	}

	// For Balancer, we use weighted pool formula
	// amountOut = reserveOut * (1 - (reserveIn / (reserveIn + amountIn * feeFactor))^weightRatio)

	if fee == 0 {
		fee = 1000 // Default 0.1% fee
	}

	// Calculate fee factor
	feeFactor := float64(10000-fee) / 10000.0

	// Calculate effective input amount after fee
	amountInWithFee := new(big.Float).SetInt(amountIn)
	amountInWithFee.Mul(amountInWithFee, big.NewFloat(feeFactor))

	// Convert to big.Float for precise calculations
	reserveInFloat := new(big.Float).SetInt(reserveIn)
	reserveOutFloat := new(big.Float).SetInt(reserveOut)

	// Calculate numerator: reserveIn + (amountIn * feeFactor)
	numerator := new(big.Float).Add(reserveInFloat, amountInWithFee)

	// Calculate ratio: reserveIn / numerator
	ratio := new(big.Float).Quo(reserveInFloat, numerator)

	// For equal weights (simplified approach)
	// Calculate amountOut = reserveOut * (1 - ratio)
	denominatorFloat := new(big.Float).SetInt(big.NewInt(1))
	result := new(big.Float).Sub(denominatorFloat, ratio)
	result.Mul(reserveOutFloat, result)

	// Convert back to big.Int
	amountOut := new(big.Int)
	result.Int(amountOut)

	return amountOut, nil
}

// CalculateAmountIn calculates input for Balancer weighted pools
func (b *BalancerMath) CalculateAmountIn(amountOut, reserveIn, reserveOut *big.Int, fee uint32) (*big.Int, error) {
	if amountOut.Sign() <= 0 || reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return nil, fmt.Errorf("invalid amounts")
	}

	if amountOut.Cmp(reserveOut) >= 0 {
		return nil, fmt.Errorf("insufficient liquidity")
	}

	if fee == 0 {
		fee = 1000
	}

	// Calculate fee factor
	feeFactor := float64(10000) / float64(10000-fee)

	// Calculate reserveOut after swap
	newReserveOut := new(big.Int).Sub(reserveOut, amountOut)

	if newReserveOut.Sign() <= 0 {
		return nil, fmt.Errorf("insufficient liquidity")
	}

	// Calculate amountIn using weighted pool formula
	// Using simplified approach for equal weights
	reserveOutFloat := new(big.Float).SetInt(reserveOut)
	newReserveOutFloat := new(big.Float).SetInt(newReserveOut)

	// Calculate ratio: reserveOut / newReserveOut
	ratio := new(big.Float).Quo(reserveOutFloat, newReserveOutFloat)

	// For equal weights, we just take the ratio as is and subtract 1
	denominatorFloat := new(big.Float).SetInt(big.NewInt(1))
	result := new(big.Float).Sub(ratio, denominatorFloat)

	// Multiply by reserveIn
	reserveInFloat := new(big.Float).SetInt(reserveIn)
	result.Mul(reserveInFloat, result)

	// Adjust by fee factor
	result.Mul(result, big.NewFloat(feeFactor))

	// Convert back to big.Int
	amountIn := new(big.Int)
	result.Int(amountIn)

	// Add 1 to ensure we have enough for the swap (rounding up)
	amountIn.Add(amountIn, big.NewInt(1))

	return amountIn, nil
}

// CalculatePriceImpact calculates price impact for Balancer
func (b *BalancerMath) CalculatePriceImpact(amountIn, reserveIn, reserveOut *big.Int) (float64, error) {
	// Check for nil pointers first
	if amountIn == nil || reserveIn == nil || reserveOut == nil {
		return 0, fmt.Errorf("nil pointer encountered")
	}

	if amountIn.Sign() <= 0 || reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	// Price before = reserveOut / reserveIn
	priceBefore := new(big.Float).Quo(new(big.Float).SetInt(reserveOut), new(big.Float).SetInt(reserveIn))

	// Calculate amount out
	amountOut, err := b.CalculateAmountOut(amountIn, reserveIn, reserveOut, 1000)
	if err != nil {
		return 0, err
	}

	// New reserves after swap
	newReserveIn := new(big.Int).Add(reserveIn, amountIn)
	newReserveOut := new(big.Int).Sub(reserveOut, amountOut)

	// Price after = newReserveOut / newReserveIn
	priceAfter := new(big.Float).Quo(new(big.Float).SetInt(newReserveOut), new(big.Float).SetInt(newReserveIn))

	// Price impact = (priceBefore - priceAfter) / priceBefore
	impact := new(big.Float).Sub(priceBefore, priceAfter)
	impact.Quo(impact, priceBefore)

	impactFloat, _ := impact.Float64()
	return math.Abs(impactFloat), nil
}

// GetSpotPrice returns current spot price for Balancer
func (b *BalancerMath) GetSpotPrice(reserveIn, reserveOut *big.Int) (*big.Float, error) {
	if reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return nil, fmt.Errorf("invalid reserves")
	}

	return new(big.Float).Quo(new(big.Float).SetInt(reserveOut), new(big.Float).SetInt(reserveIn)), nil
}

// CalculateSlippage calculates slippage for Balancer
func (b *BalancerMath) CalculateSlippage(expectedOut, actualOut *big.Int) (float64, error) {
	if expectedOut.Sign() <= 0 || actualOut.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	// Slippage = (expectedOut - actualOut) / expectedOut
	diff := new(big.Float).Sub(new(big.Float).SetInt(expectedOut), new(big.Float).SetInt(actualOut))
	slippage := new(big.Float).Quo(diff, new(big.Float).SetInt(expectedOut))

	slippageFloat, _ := slippage.Float64()
	return math.Abs(slippageFloat), nil
}

// ========== Constant Sum Math ==========

// CalculateAmountOut calculates output for Constant Sum AMM (like Uniswap V1)
func (c *ConstantSumMath) CalculateAmountOut(amountIn, reserveIn, reserveOut *big.Int, fee uint32) (*big.Int, error) {
	if amountIn.Sign() <= 0 || reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return nil, fmt.Errorf("invalid amounts")
	}

	// In constant sum, price is always 1:1 (ignoring fees)
	// amountOut = amountIn * (1 - fee)
	if fee == 0 {
		fee = 3000 // Default 0.3% fee
	}

	feeFactor := big.NewInt(int64(10000 - fee))
	amountOut := new(big.Int).Mul(amountIn, feeFactor)
	amountOut.Div(amountOut, big.NewInt(10000))

	return amountOut, nil
}

// CalculateAmountIn calculates input for Constant Sum AMM
func (c *ConstantSumMath) CalculateAmountIn(amountOut, reserveIn, reserveOut *big.Int, fee uint32) (*big.Int, error) {
	if amountOut.Sign() <= 0 || reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return nil, fmt.Errorf("invalid amounts")
	}

	if fee == 0 {
		fee = 3000
	}

	// amountIn = amountOut / (1 - fee)
	feeFactor := big.NewInt(int64(10000 - fee))
	amountIn := new(big.Int).Mul(amountOut, big.NewInt(10000))
	amountIn.Div(amountIn, feeFactor)

	return amountIn, nil
}

// CalculatePriceImpact calculates price impact for Constant Sum (should be 0)
func (c *ConstantSumMath) CalculatePriceImpact(amountIn, reserveIn, reserveOut *big.Int) (float64, error) {
	if amountIn.Sign() <= 0 || reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	// In constant sum, there is no price impact (ignoring fees)
	return 0, nil
}

// GetSpotPrice returns current spot price for Constant Sum (should be 1, ignoring fees)
func (c *ConstantSumMath) GetSpotPrice(reserveIn, reserveOut *big.Int) (*big.Float, error) {
	if reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return nil, fmt.Errorf("invalid reserves")
	}

	// In constant sum, price is always 1:1 (ignoring fees)
	return big.NewFloat(1.0), nil
}

// CalculateSlippage calculates slippage for Constant Sum (same as fees)
func (c *ConstantSumMath) CalculateSlippage(expectedOut, actualOut *big.Int) (float64, error) {
	if expectedOut.Sign() <= 0 || actualOut.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	// Slippage = (expectedOut - actualOut) / expectedOut
	diff := new(big.Float).Sub(new(big.Float).SetInt(expectedOut), new(big.Float).SetInt(actualOut))
	slippage := new(big.Float).Quo(diff, new(big.Float).SetInt(expectedOut))

	slippageFloat, _ := slippage.Float64()
	return math.Abs(slippageFloat), nil
}

// ========== Math Factory ==========

// MathCalculator provides a unified interface for all exchange math
type MathCalculator struct {
	uniswapV2   *UniswapV2Math
	uniswapV3   *UniswapV3Math
	curve       *CurveMath
	kyber       *KyberMath
	balancer    *BalancerMath
	constantSum *ConstantSumMath
}

// NewMathCalculator creates a new unified math calculator
func NewMathCalculator() *MathCalculator {
	return &MathCalculator{
		uniswapV2:   NewUniswapV2Math(),
		uniswapV3:   NewUniswapV3Math(),
		curve:       NewCurveMath(),
		kyber:       &KyberMath{},
		balancer:    &BalancerMath{},
		constantSum: &ConstantSumMath{},
	}
}

// GetMathForExchange returns the appropriate math calculator for an exchange
func (mc *MathCalculator) GetMathForExchange(exchangeType string) ExchangeMath {
	switch exchangeType {
	case "uniswap_v2", "sushiswap":
		return mc.uniswapV2
	case "uniswap_v3", "camelot_v3":
		return mc.uniswapV3
	case "curve":
		return mc.curve
	case "kyber_elastic", "kyber_classic":
		return mc.kyber
	case "balancer":
		return mc.balancer
	case "constant_sum":
		return mc.constantSum
	default:
		return mc.uniswapV2 // Default fallback
	}
}

// CalculateOptimalArbitrage calculates optimal arbitrage between exchanges
func (mc *MathCalculator) CalculateOptimalArbitrage(
	exchangeA, exchangeB string,
	reservesA, reservesB [2]*big.Int,
	feesA, feesB uint32,
) (*ArbitrageResult, error) {

	mathA := mc.GetMathForExchange(exchangeA)
	mathB := mc.GetMathForExchange(exchangeB)

	// Get spot prices
	priceA, err := mathA.GetSpotPrice(reservesA[0], reservesA[1])
	if err != nil {
		return nil, err
	}

	priceB, err := mathB.GetSpotPrice(reservesB[0], reservesB[1])
	if err != nil {
		return nil, err
	}

	// Calculate price difference
	priceDiff := new(big.Float).Sub(priceA, priceB)
	priceDiff.Quo(priceDiff, priceA)

	priceDiffFloat, _ := priceDiff.Float64()

	// Only proceed if price difference > 0.5%
	if math.Abs(priceDiffFloat) < 0.005 {
		return nil, fmt.Errorf("insufficient price difference: %f", priceDiffFloat)
	}

	// Find optimal amount using binary search
	optimalAmount := mc.findOptimalAmount(mathA, mathB, reservesA, reservesB, feesA, feesB)

	// Calculate expected profit
	amountOut1, _ := mathA.CalculateAmountOut(optimalAmount, reservesA[0], reservesA[1], feesA)
	amountOut2, _ := mathB.CalculateAmountIn(amountOut1, reservesB[1], reservesB[0], feesB)

	profit := new(big.Int).Sub(amountOut2, optimalAmount)

	return &ArbitrageResult{
		AmountIn:       optimalAmount,
		ExpectedProfit: profit,
		PriceDiff:      priceDiffFloat,
		ExchangeA:      exchangeA,
		ExchangeB:      exchangeB,
	}, nil
}

// ArbitrageResult represents the result of arbitrage calculation
type ArbitrageResult struct {
	AmountIn       *big.Int
	ExpectedProfit *big.Int
	PriceDiff      float64
	ExchangeA      string
	ExchangeB      string
}

// findOptimalAmount uses binary search to find optimal arbitrage amount
func (mc *MathCalculator) findOptimalAmount(
	mathA, mathB ExchangeMath,
	reservesA, reservesB [2]*big.Int,
	feesA, feesB uint32,
) *big.Int {

	// Binary search for optimal amount
	min := big.NewInt(1000000000000000)                   // 0.001 ETH
	max := new(big.Int).Div(reservesA[0], big.NewInt(10)) // 10% of reserve

	bestAmount := new(big.Int).Set(min)
	bestProfit := big.NewInt(0)

	for i := 0; i < 20; i++ { // 20 iterations
		mid := new(big.Int).Add(min, max)
		mid.Div(mid, big.NewInt(2))

		// Calculate profit at this amount
		amountOut1, err1 := mathA.CalculateAmountOut(mid, reservesA[0], reservesA[1], feesA)
		if err1 != nil {
			max = mid
			continue
		}

		amountOut2, err2 := mathB.CalculateAmountIn(amountOut1, reservesB[1], reservesB[0], feesB)
		if err2 != nil {
			max = mid
			continue
		}

		profit := new(big.Int).Sub(amountOut2, mid)

		if profit.Cmp(bestProfit) > 0 {
			bestProfit = profit
			bestAmount = new(big.Int).Set(mid)
		}

		// Adjust search range
		if profit.Sign() > 0 {
			min = mid
		} else {
			max = mid
		}
	}

	return bestAmount
}