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>
178 lines
6.2 KiB
Go
178 lines
6.2 KiB
Go
package analysis
|
|
|
|
import (
|
|
"context"
|
|
"fmt"
|
|
"math/big"
|
|
"time"
|
|
|
|
"github.com/ethereum/go-ethereum/common"
|
|
|
|
"github.com/fraktal/mev-beta/internal/logger"
|
|
"github.com/fraktal/mev-beta/pkg/events"
|
|
"github.com/fraktal/mev-beta/pkg/marketdata"
|
|
scannercommon "github.com/fraktal/mev-beta/pkg/scanner/common"
|
|
"github.com/fraktal/mev-beta/pkg/scanner/market"
|
|
)
|
|
|
|
// LiquidityAnalyzer handles analysis of liquidity events
|
|
type LiquidityAnalyzer struct {
|
|
logger *logger.Logger
|
|
marketDataLogger *marketdata.MarketDataLogger
|
|
}
|
|
|
|
// NewLiquidityAnalyzer creates a new liquidity analyzer
|
|
func NewLiquidityAnalyzer(logger *logger.Logger, marketDataLogger *marketdata.MarketDataLogger) *LiquidityAnalyzer {
|
|
return &LiquidityAnalyzer{
|
|
logger: logger,
|
|
marketDataLogger: marketDataLogger,
|
|
}
|
|
}
|
|
|
|
// AnalyzeLiquidityEvent analyzes liquidity events (add/remove)
|
|
func (l *LiquidityAnalyzer) AnalyzeLiquidityEvent(event events.Event, marketScanner *market.MarketScanner, isAdd bool) {
|
|
action := "adding"
|
|
eventType := "mint"
|
|
if !isAdd {
|
|
action = "removing"
|
|
eventType = "burn"
|
|
}
|
|
l.logger.Debug(fmt.Sprintf("Analyzing liquidity event (%s) in pool %s", action, event.PoolAddress))
|
|
|
|
// Get comprehensive pool data to determine factory
|
|
poolInfo, poolExists := l.marketDataLogger.GetPoolInfo(event.PoolAddress)
|
|
factory := common.Address{}
|
|
if poolExists {
|
|
factory = poolInfo.Factory
|
|
} else {
|
|
// Determine factory from known DEX protocols
|
|
factory = marketScanner.GetFactoryForProtocol(event.Protocol)
|
|
}
|
|
|
|
// Create comprehensive liquidity event data for market data logger
|
|
liquidityData := &marketdata.LiquidityEventData{
|
|
TxHash: event.TransactionHash,
|
|
BlockNumber: event.BlockNumber,
|
|
LogIndex: uint(0), // Default log index (would need to be extracted from receipt)
|
|
Timestamp: time.Now(),
|
|
EventType: eventType,
|
|
PoolAddress: event.PoolAddress,
|
|
Factory: factory,
|
|
Protocol: event.Protocol,
|
|
Token0: event.Token0,
|
|
Token1: event.Token1,
|
|
Amount0: event.Amount0,
|
|
Amount1: event.Amount1,
|
|
Liquidity: event.Liquidity,
|
|
Owner: common.Address{}, // Default owner (would need to be extracted from transaction)
|
|
Recipient: common.Address{}, // Default recipient (would need to be extracted from transaction)
|
|
}
|
|
|
|
// Calculate USD values for liquidity amounts
|
|
liquidityData.Amount0USD, liquidityData.Amount1USD, liquidityData.TotalUSD = l.calculateLiquidityUSDValues(liquidityData)
|
|
|
|
// Log comprehensive liquidity event to market data logger
|
|
ctx, cancel := context.WithTimeout(context.Background(), 5*time.Second)
|
|
defer cancel()
|
|
if err := l.marketDataLogger.LogLiquidityEvent(ctx, event, liquidityData); err != nil {
|
|
l.logger.Debug(fmt.Sprintf("Failed to log liquidity event to market data logger: %v", err))
|
|
}
|
|
|
|
// Log the liquidity event to database (legacy)
|
|
marketScanner.LogLiquidityEvent(event, eventType)
|
|
|
|
// Update cached pool data
|
|
marketScanner.UpdatePoolData(event)
|
|
|
|
l.logger.Info(fmt.Sprintf("Liquidity %s event processed for pool %s", action, event.PoolAddress))
|
|
}
|
|
|
|
// AnalyzeNewPoolEvent analyzes new pool creation events
|
|
func (l *LiquidityAnalyzer) AnalyzeNewPoolEvent(event events.Event, marketScanner *market.MarketScanner) {
|
|
l.logger.Info(fmt.Sprintf("New pool created: %s (protocol: %s)", event.PoolAddress, event.Protocol))
|
|
|
|
// Add to known pools by fetching and caching the pool data
|
|
l.logger.Debug(fmt.Sprintf("Adding new pool %s to monitoring", event.PoolAddress))
|
|
|
|
// Fetch pool data to validate it's a real pool
|
|
poolData, err := marketScanner.GetPoolData(event.PoolAddress.Hex())
|
|
if err != nil {
|
|
l.logger.Error(fmt.Sprintf("Failed to fetch data for new pool %s: %v", event.PoolAddress, err))
|
|
return
|
|
}
|
|
|
|
// Validate that this is a real pool contract
|
|
if poolData.Address == (common.Address{}) {
|
|
l.logger.Warn(fmt.Sprintf("Invalid pool contract at address %s", event.PoolAddress.Hex()))
|
|
return
|
|
}
|
|
|
|
// Log pool data to database
|
|
marketScanner.LogPoolData(poolData)
|
|
|
|
l.logger.Info(fmt.Sprintf("Successfully added new pool %s to monitoring (tokens: %s-%s, fee: %d)",
|
|
event.PoolAddress.Hex(), poolData.Token0.Hex(), poolData.Token1.Hex(), poolData.Fee))
|
|
}
|
|
|
|
// calculateLiquidityUSDValues calculates USD values for liquidity event amounts
|
|
func (l *LiquidityAnalyzer) calculateLiquidityUSDValues(liquidityData *marketdata.LiquidityEventData) (amount0USD, amount1USD, totalUSD float64) {
|
|
// Get token prices in USD (using a simplified approach)
|
|
token0Price := l.getTokenPriceUSD(liquidityData.Token0)
|
|
token1Price := l.getTokenPriceUSD(liquidityData.Token1)
|
|
|
|
// Calculate decimals for proper conversion
|
|
token0Decimals := l.getTokenDecimals(liquidityData.Token0)
|
|
token1Decimals := l.getTokenDecimals(liquidityData.Token1)
|
|
|
|
// Calculate amount0 USD
|
|
if liquidityData.Amount0 != nil {
|
|
amount0Float := l.bigIntToFloat(liquidityData.Amount0, token0Decimals)
|
|
amount0USD = amount0Float * token0Price
|
|
}
|
|
|
|
// Calculate amount1 USD
|
|
if liquidityData.Amount1 != nil {
|
|
amount1Float := l.bigIntToFloat(liquidityData.Amount1, token1Decimals)
|
|
amount1USD = amount1Float * token1Price
|
|
}
|
|
|
|
// Total USD value
|
|
totalUSD = amount0USD + amount1USD
|
|
|
|
return amount0USD, amount1USD, totalUSD
|
|
}
|
|
|
|
// getTokenPriceUSD gets the USD price of a token using various price sources
|
|
func (l *LiquidityAnalyzer) getTokenPriceUSD(tokenAddr common.Address) float64 {
|
|
if price, exists := scannercommon.GetTokenPriceUSD(tokenAddr); exists {
|
|
return price
|
|
}
|
|
// For unknown tokens, return 0 (in production, would query price oracle or DEX)
|
|
return 0.0
|
|
}
|
|
|
|
// getTokenDecimals returns the decimal places for a token
|
|
func (l *LiquidityAnalyzer) getTokenDecimals(tokenAddr common.Address) uint8 {
|
|
if decimals, exists := scannercommon.GetTokenDecimals(tokenAddr); exists {
|
|
return decimals
|
|
}
|
|
// Default to 18 for unknown tokens
|
|
return 18
|
|
}
|
|
|
|
// bigIntToFloat converts a big.Int amount to float64 accounting for token decimals
|
|
func (l *LiquidityAnalyzer) bigIntToFloat(amount *big.Int, decimals uint8) float64 {
|
|
if amount == nil {
|
|
return 0.0
|
|
}
|
|
|
|
divisor := new(big.Int).Exp(big.NewInt(10), big.NewInt(int64(decimals)), nil)
|
|
amountFloat := new(big.Float).SetInt(amount)
|
|
divisorFloat := new(big.Float).SetInt(divisor)
|
|
|
|
result := new(big.Float).Quo(amountFloat, divisorFloat)
|
|
resultFloat, _ := result.Float64()
|
|
|
|
return resultFloat
|
|
}
|