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

package math

import (
	"math/big"
	"testing"

	"github.com/fraktal/mev-beta/pkg/types"
)

type stubGasEstimator struct {
	price *UniversalDecimal
}

func (s stubGasEstimator) EstimateSwapGas(exchange ExchangeType, poolData *PoolData) (uint64, error) {
	return 100_000, nil
}

func (s stubGasEstimator) EstimateFlashSwapGas(route []*PoolData) (uint64, error) {
	return 50_000, nil
}

func (s stubGasEstimator) GetCurrentGasPrice() (*UniversalDecimal, error) {
	return s.price, nil
}

func TestIsOpportunityProfitableRespectsThreshold(t *testing.T) {
	estimator := stubGasEstimator{price: func() *UniversalDecimal {
		ud, _ := NewUniversalDecimal(big.NewInt(1_000_000_000), 9, "GWEI")
		return ud
	}()}
	calc := NewArbitrageCalculator(estimator)

	belowThreshold, _ := NewUniversalDecimal(big.NewInt(9_000_000_000_000_000), 18, "ETH")
	priceImpact, _ := NewUniversalDecimal(big.NewInt(100), 4, "PERCENT")

	opportunity := &types.ArbitrageOpportunity{
		NetProfit:   belowThreshold.Value,
		PriceImpact: 0.01,
		Confidence:  0.5,
		Quantities: &types.OpportunityQuantities{
			NetProfit:     toDecimalAmount(belowThreshold),
			PriceImpact:   toDecimalAmount(priceImpact),
			AmountIn:      toDecimalAmount(belowThreshold),
			AmountOut:     toDecimalAmount(belowThreshold),
			GrossProfit:   toDecimalAmount(belowThreshold),
			GasCost:       toDecimalAmount(belowThreshold),
			ProfitPercent: toDecimalAmount(priceImpact),
		},
	}

	if calc.IsOpportunityProfitable(opportunity) {
		t.Fatalf("expected below-threshold opportunity to be rejected")
	}

	aboveThreshold, _ := NewUniversalDecimal(big.NewInt(2_000_000_000_000_0000), 18, "ETH")
	opportunity.NetProfit = aboveThreshold.Value
	opportunity.Quantities.NetProfit = toDecimalAmount(aboveThreshold)
	if !calc.IsOpportunityProfitable(opportunity) {
		t.Fatalf("expected opportunity above threshold to be accepted")
	}
}

func TestSortOpportunitiesByProfitabilityUsesDecimals(t *testing.T) {
	estimator := stubGasEstimator{price: func() *UniversalDecimal {
		ud, _ := NewUniversalDecimal(big.NewInt(1_000_000_000), 9, "GWEI")
		return ud
	}()}
	calc := NewArbitrageCalculator(estimator)

	a, _ := NewUniversalDecimal(big.NewInt(1_500_000_000_000_0000), 18, "ETH")
	b, _ := NewUniversalDecimal(big.NewInt(5_000_000_000_000_000), 18, "ETH")

	oppA := &types.ArbitrageOpportunity{
		NetProfit: a.Value,
		Quantities: &types.OpportunityQuantities{
			NetProfit: toDecimalAmount(a),
		},
	}
	oppB := &types.ArbitrageOpportunity{
		NetProfit: b.Value,
		Quantities: &types.OpportunityQuantities{
			NetProfit: toDecimalAmount(b),
		},
	}

	opps := []*types.ArbitrageOpportunity{oppB, oppA}
	calc.SortOpportunitiesByProfitability(opps)

	if opps[0] != oppA {
		t.Fatalf("expected higher decimal profit opportunity first")
	}
}

func TestCalculateArbitrageOpportunitySetsQuantities(t *testing.T) {
	estimator := stubGasEstimator{price: func() *UniversalDecimal {
		ud, _ := NewUniversalDecimal(big.NewInt(1_000_000_000), 9, "GWEI")
		return ud
	}()}
	calc := NewArbitrageCalculator(estimator)

	pool := &PoolData{
		Address:      "0xpool",
		ExchangeType: ExchangeUniswapV2,
		Token0:       TokenInfo{Address: "0x0", Symbol: "TOKEN0", Decimals: 18},
		Token1:       TokenInfo{Address: "0x1", Symbol: "TOKEN1", Decimals: 18},
	}

	amountIn, _ := NewUniversalDecimal(big.NewInt(1_000_000_000_000_000), 18, "TOKEN0")

	opportunity, err := calc.CalculateArbitrageOpportunity([]*PoolData{pool}, amountIn, pool.Token0, pool.Token1)
	if err != nil {
		t.Fatalf("unexpected error: %v", err)
	}

	if opportunity.Quantities == nil {
		t.Fatalf("expected quantities to be populated")
	}
	if opportunity.Quantities.NetProfit.Value == "" {
		t.Fatalf("expected net profit decimal to have value")
	}
}

func TestCalculateMinimumOutputAppliesSlippage(t *testing.T) {
	estimator := stubGasEstimator{price: func() *UniversalDecimal {
		ud, _ := NewUniversalDecimal(big.NewInt(1_000_000_000), 9, "GWEI")
		return ud
	}()}
	calc := NewArbitrageCalculator(estimator)

	expected, _ := NewUniversalDecimal(big.NewInt(1_000_000_000_000_000_000), 18, "ETH")
	minOutput, err := calc.calculateMinimumOutput(expected)
	if err != nil {
		t.Fatalf("unexpected error: %v", err)
	}

	// Default max slippage is 1% -> expect 0.99 ETH
	expectedMin, _ := NewUniversalDecimal(big.NewInt(990000000000000000), 18, "ETH")
	cmp, err := calc.decimalConverter.Compare(minOutput, expectedMin)
	if err != nil || cmp != 0 {
		t.Fatalf("expected min output 0.99 ETH, got %s", calc.decimalConverter.ToHumanReadable(minOutput))
	}
}

func TestCalculateProfitsCapturesSpread(t *testing.T) {
	estimator := stubGasEstimator{price: func() *UniversalDecimal {
		ud, _ := NewUniversalDecimal(big.NewInt(1_000_000_000), 9, "GWEI")
		return ud
	}()}
	calc := NewArbitrageCalculator(estimator)

	amountIn, _ := NewUniversalDecimal(big.NewInt(10_000_000_000_000_000), 18, "ETH") // 0.01
	amountOut, _ := NewUniversalDecimal(big.NewInt(12_000_000_000_000_000), 18, "ETH")
	gasCost, _ := NewUniversalDecimal(big.NewInt(500_000_000_000_000), 18, "ETH")

	gross, net, pct, err := calc.calculateProfits(amountIn, amountOut, gasCost, TokenInfo{Symbol: "ETH", Decimals: 18}, TokenInfo{Symbol: "ETH", Decimals: 18})
	if err != nil {
		t.Fatalf("unexpected error: %v", err)
	}

	expectedGross, _ := NewUniversalDecimal(big.NewInt(2_000_000_000_000_000), 18, "ETH")
	cmp, err := calc.decimalConverter.Compare(gross, expectedGross)
	if err != nil || cmp != 0 {
		t.Fatalf("expected gross profit 0.002 ETH, got %s", calc.decimalConverter.ToHumanReadable(gross))
	}

	expectedNet, _ := NewUniversalDecimal(big.NewInt(1_500_000_000_000_000), 18, "ETH")
	cmp, err = calc.decimalConverter.Compare(net, expectedNet)
	if err != nil || cmp != 0 {
		t.Fatalf("expected net profit 0.0015 ETH, got %s", calc.decimalConverter.ToHumanReadable(net))
	}

	if pct == nil || pct.Value.Sign() <= 0 {
		t.Fatalf("expected positive profit percentage")
	}
}