mev-beta/orig/tools/profitability-audit/internal/profitability_auditor.go

package internal

import (
	"context"
	"encoding/json"
	"fmt"
	"math/big"
	"os"
	"path/filepath"
	"time"

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

// Config holds configuration for the profitability auditor
type Config struct {
	MinProfitBP   float64
	MaxSlippageBP float64
	OutputDir     string
	Verbose       bool
	ScenariosFile string
}

// ProfitabilityAuditor audits profit calculations and arbitrage opportunities
type ProfitabilityAuditor struct {
	config     *Config
	converter  *math.DecimalConverter
	calculator *math.ArbitrageCalculator
	scenarios  *ProfitabilityScenarios
	results    map[string]*ExchangeProfitResult
}

// ProfitabilityScenarios defines test scenarios for profit validation
type ProfitabilityScenarios struct {
	Version   string                        `json:"version"`
	Scenarios map[string]*ProfitabilityTest `json:"scenarios"`
}

// ProfitabilityTest represents a profit calculation test case
type ProfitabilityTest struct {
	Name           string  `json:"name"`
	Description    string  `json:"description"`
	Exchange       string  `json:"exchange"`
	AmountIn       string  `json:"amount_in"`
	TokenIn        string  `json:"token_in"`
	TokenOut       string  `json:"token_out"`
	ExpectedProfit string  `json:"expected_profit"`
	MaxSlippage    float64 `json:"max_slippage"`
	GasCost        string  `json:"gas_cost"`
	MinROI         float64 `json:"min_roi"`
	TestType       string  `json:"test_type"` // "static", "stress", "edge_case"
}

// ExchangeProfitResult holds profitability audit results for an exchange
type ExchangeProfitResult struct {
	Exchange        string               `json:"exchange"`
	TotalTests      int                  `json:"total_tests"`
	PassedTests     int                  `json:"passed_tests"`
	FailedTests     int                  `json:"failed_tests"`
	AverageProfitBP float64              `json:"average_profit_bp"`
	MaxProfitBP     float64              `json:"max_profit_bp"`
	MinProfitBP     float64              `json:"min_profit_bp"`
	AverageROI      float64              `json:"average_roi"`
	TestResults     []*ProfitTestResult  `json:"test_results"`
	FailedCases     []*ProfitTestFailure `json:"failed_cases"`
	Duration        time.Duration        `json:"duration"`
	Timestamp       time.Time            `json:"timestamp"`
}

// ProfitTestResult represents the result of a single profit test
type ProfitTestResult struct {
	TestName         string        `json:"test_name"`
	Passed           bool          `json:"passed"`
	ActualProfitBP   float64       `json:"actual_profit_bp"`
	ExpectedProfitBP float64       `json:"expected_profit_bp"`
	ActualROI        float64       `json:"actual_roi"`
	ExpectedROI      float64       `json:"expected_roi"`
	SlippageBP       float64       `json:"slippage_bp"`
	GasCostETH       string        `json:"gas_cost_eth"`
	NetProfitETH     string        `json:"net_profit_eth"`
	Duration         time.Duration `json:"duration"`
	ErrorMessage     string        `json:"error_message,omitempty"`
}

// ProfitTestFailure represents a failed profit test
type ProfitTestFailure struct {
	TestName   string  `json:"test_name"`
	Reason     string  `json:"reason"`
	Expected   float64 `json:"expected"`
	Actual     float64 `json:"actual"`
	Difference float64 `json:"difference"`
	Severity   string  `json:"severity"` // "low", "medium", "high", "critical"
}

// NewProfitabilityAuditor creates a new profitability auditor
func NewProfitabilityAuditor(config *Config) (*ProfitabilityAuditor, error) {
	converter := math.NewDecimalConverter()
	calculator := math.NewArbitrageCalculator(nil) // TODO: Add proper gas estimator

	// Load test scenarios
	scenarios, err := loadProfitabilityScenarios(config.ScenariosFile)
	if err != nil {
		return nil, fmt.Errorf("failed to load scenarios: %w", err)
	}

	return &ProfitabilityAuditor{
		config:     config,
		converter:  converter,
		calculator: calculator,
		scenarios:  scenarios,
		results:    make(map[string]*ExchangeProfitResult),
	}, nil
}

// AuditExchange performs profitability audit for a specific exchange
func (pa *ProfitabilityAuditor) AuditExchange(ctx context.Context, exchange string) error {
	startTime := time.Now()

	if pa.config.Verbose {
		fmt.Printf("Starting profitability audit for %s...\n", exchange)
	}

	result := &ExchangeProfitResult{
		Exchange:    exchange,
		TestResults: []*ProfitTestResult{},
		FailedCases: []*ProfitTestFailure{},
		Timestamp:   startTime,
	}

	// Get scenarios for this exchange
	exchangeScenarios := pa.getExchangeScenarios(exchange)
	result.TotalTests = len(exchangeScenarios)

	var totalProfitBP, totalROI float64
	maxProfitBP := -1000.0
	minProfitBP := 1000.0

	for _, scenario := range exchangeScenarios {
		testResult, err := pa.runProfitTest(ctx, scenario)
		if err != nil {
			if pa.config.Verbose {
				fmt.Printf("  Failed test %s: %v\n", scenario.Name, err)
			}

			failure := &ProfitTestFailure{
				TestName: scenario.Name,
				Reason:   err.Error(),
				Severity: "high",
			}
			result.FailedCases = append(result.FailedCases, failure)
			result.FailedTests++
			continue
		}

		result.TestResults = append(result.TestResults, testResult)

		if testResult.Passed {
			result.PassedTests++
			totalProfitBP += testResult.ActualProfitBP
			totalROI += testResult.ActualROI

			if testResult.ActualProfitBP > maxProfitBP {
				maxProfitBP = testResult.ActualProfitBP
			}
			if testResult.ActualProfitBP < minProfitBP {
				minProfitBP = testResult.ActualProfitBP
			}
		} else {
			result.FailedTests++

			failure := &ProfitTestFailure{
				TestName:   scenario.Name,
				Reason:     testResult.ErrorMessage,
				Expected:   testResult.ExpectedProfitBP,
				Actual:     testResult.ActualProfitBP,
				Difference: testResult.ActualProfitBP - testResult.ExpectedProfitBP,
				Severity:   pa.calculateSeverity(testResult.ActualProfitBP, testResult.ExpectedProfitBP),
			}
			result.FailedCases = append(result.FailedCases, failure)
		}

		if pa.config.Verbose {
			status := "✓"
			if !testResult.Passed {
				status = "✗"
			}
			fmt.Printf("  %s %s: Profit=%.2f bp, ROI=%.2f%%\n",
				status, scenario.Name, testResult.ActualProfitBP, testResult.ActualROI)
		}
	}

	// Calculate averages
	if result.PassedTests > 0 {
		result.AverageProfitBP = totalProfitBP / float64(result.PassedTests)
		result.AverageROI = totalROI / float64(result.PassedTests)
		result.MaxProfitBP = maxProfitBP
		result.MinProfitBP = minProfitBP
	}

	result.Duration = time.Since(startTime)
	pa.results[exchange] = result

	if pa.config.Verbose {
		fmt.Printf("Completed %s audit: %d/%d tests passed (%.1f%%)\n",
			exchange, result.PassedTests, result.TotalTests,
			float64(result.PassedTests)/float64(result.TotalTests)*100)
	}

	return nil
}

// runProfitTest executes a single profit test
func (pa *ProfitabilityAuditor) runProfitTest(ctx context.Context, scenario *ProfitabilityTest) (*ProfitTestResult, error) {
	startTime := time.Now()

	// Convert input amounts to UniversalDecimal
	amountIn, err := pa.converter.FromString(scenario.AmountIn, 18, scenario.TokenIn)
	if err != nil {
		return nil, fmt.Errorf("invalid amount_in: %w", err)
	}

	gasCost, err := pa.converter.FromString(scenario.GasCost, 18, "ETH")
	if err != nil {
		return nil, fmt.Errorf("invalid gas_cost: %w", err)
	}

	expectedProfit, err := pa.converter.FromString(scenario.ExpectedProfit, 18, "ETH")
	if err != nil {
		return nil, fmt.Errorf("invalid expected_profit: %w", err)
	}

	// Simulate arbitrage calculation
	// TODO: Integrate with actual exchange data and calculation engine
	actualProfit, netProfit, slippage, err := pa.simulateProfitCalculation(scenario, amountIn, gasCost)
	if err != nil {
		return nil, fmt.Errorf("profit simulation failed: %w", err)
	}

	// Calculate metrics
	actualProfitBP := pa.calculateProfitBP(actualProfit, amountIn)
	expectedProfitBP := pa.calculateProfitBP(expectedProfit, amountIn)
	actualROI := actualProfitBP / 100.0 // Convert BP to percentage

	// Determine if test passed
	profitDiff := actualProfitBP - expectedProfitBP
	profitPassed := actualProfitBP >= pa.config.MinProfitBP
	slippagePassed := slippage <= pa.config.MaxSlippageBP
	roiPassed := actualROI >= scenario.MinROI

	passed := profitPassed && slippagePassed && roiPassed

	result := &ProfitTestResult{
		TestName:         scenario.Name,
		Passed:           passed,
		ActualProfitBP:   actualProfitBP,
		ExpectedProfitBP: expectedProfitBP,
		ActualROI:        actualROI,
		ExpectedROI:      scenario.MinROI,
		SlippageBP:       slippage,
		GasCostETH:       pa.converter.ToHumanReadable(gasCost),
		NetProfitETH:     pa.converter.ToHumanReadable(netProfit),
		Duration:         time.Since(startTime),
	}

	if !passed {
		var reasons []string
		if !profitPassed {
			reasons = append(reasons, fmt.Sprintf("profit %.2f bp below minimum %.2f bp", actualProfitBP, pa.config.MinProfitBP))
		}
		if !slippagePassed {
			reasons = append(reasons, fmt.Sprintf("slippage %.2f bp exceeds maximum %.2f bp", slippage, pa.config.MaxSlippageBP))
		}
		if !roiPassed {
			reasons = append(reasons, fmt.Sprintf("ROI %.2f%% below minimum %.2f%%", actualROI, scenario.MinROI))
		}
		result.ErrorMessage = fmt.Sprintf("Test failed: %v", reasons)
	}

	return result, nil
}

// simulateProfitCalculation simulates profit calculation for a scenario
func (pa *ProfitabilityAuditor) simulateProfitCalculation(scenario *ProfitabilityTest, amountIn, gasCost *math.UniversalDecimal) (*math.UniversalDecimal, *math.UniversalDecimal, float64, error) {
	// This is a simplified simulation - in production, this would integrate with real exchange APIs

	// Simulate price impact and slippage based on exchange type
	var slippageBP float64
	var profitMultiplier float64

	switch scenario.Exchange {
	case "uniswap_v2":
		slippageBP = 15.0        // Simulate 15 bp slippage
		profitMultiplier = 1.025 // 2.5% profit
	case "uniswap_v3":
		slippageBP = 8.0         // Lower slippage for V3
		profitMultiplier = 1.032 // 3.2% profit
	case "curve":
		slippageBP = 3.0         // Very low slippage for stable swaps
		profitMultiplier = 1.008 // 0.8% profit
	case "balancer":
		slippageBP = 25.0        // Higher slippage for weighted pools
		profitMultiplier = 1.045 // 4.5% profit
	default:
		return nil, nil, 0, fmt.Errorf("unsupported exchange: %s", scenario.Exchange)
	}

	// Calculate gross profit
	profitAmount := new(big.Int).Mul(amountIn.Value, big.NewInt(int64(profitMultiplier*1000)))
	profitAmount.Div(profitAmount, big.NewInt(1000))
	profitAmount.Sub(profitAmount, amountIn.Value)

	grossProfit, err := math.NewUniversalDecimal(profitAmount, 18, "ETH")
	if err != nil {
		return nil, nil, 0, err
	}

	// Calculate net profit (gross - gas)
	netProfitAmount := new(big.Int).Sub(grossProfit.Value, gasCost.Value)
	netProfit, err := math.NewUniversalDecimal(netProfitAmount, 18, "ETH")
	if err != nil {
		return nil, nil, 0, err
	}

	return grossProfit, netProfit, slippageBP, nil
}

// calculateProfitBP calculates profit in basis points
func (pa *ProfitabilityAuditor) calculateProfitBP(profit, amountIn *math.UniversalDecimal) float64 {
	if amountIn.Value.Cmp(big.NewInt(0)) == 0 {
		return 0.0
	}

	// Convert to float for calculation
	profitFloat, _ := new(big.Float).SetInt(profit.Value).Float64()
	amountFloat, _ := new(big.Float).SetInt(amountIn.Value).Float64()

	return (profitFloat / amountFloat) * 10000.0 // Convert to basis points
}

// calculateSeverity determines the severity of a test failure
func (pa *ProfitabilityAuditor) calculateSeverity(actual, expected float64) string {
	diff := expected - actual
	diffPercent := (diff / expected) * 100

	switch {
	case diffPercent > 50:
		return "critical"
	case diffPercent > 25:
		return "high"
	case diffPercent > 10:
		return "medium"
	default:
		return "low"
	}
}

// getExchangeScenarios returns test scenarios for a specific exchange
func (pa *ProfitabilityAuditor) getExchangeScenarios(exchange string) []*ProfitabilityTest {
	var scenarios []*ProfitabilityTest

	for _, scenario := range pa.scenarios.Scenarios {
		if scenario.Exchange == exchange || scenario.Exchange == "all" {
			scenarios = append(scenarios, scenario)
		}
	}

	// If no scenarios found, create default ones
	if len(scenarios) == 0 {
		scenarios = pa.createDefaultScenarios(exchange)
	}

	return scenarios
}

// createDefaultScenarios creates default test scenarios for an exchange
func (pa *ProfitabilityAuditor) createDefaultScenarios(exchange string) []*ProfitabilityTest {
	baseScenarios := []*ProfitabilityTest{
		{
			Name:           fmt.Sprintf("%s_small_arbitrage", exchange),
			Description:    "Small arbitrage opportunity",
			Exchange:       exchange,
			AmountIn:       "1000000000000000000", // 1 ETH
			TokenIn:        "ETH",
			TokenOut:       "USDC",
			ExpectedProfit: "25000000000000000", // 0.025 ETH
			MaxSlippage:    50.0,
			GasCost:        "5000000000000000", // 0.005 ETH
			MinROI:         1.0,
			TestType:       "static",
		},
		{
			Name:           fmt.Sprintf("%s_medium_arbitrage", exchange),
			Description:    "Medium arbitrage opportunity",
			Exchange:       exchange,
			AmountIn:       "10000000000000000000", // 10 ETH
			TokenIn:        "ETH",
			TokenOut:       "USDC",
			ExpectedProfit: "300000000000000000", // 0.3 ETH
			MaxSlippage:    100.0,
			GasCost:        "8000000000000000", // 0.008 ETH
			MinROI:         2.5,
			TestType:       "static",
		},
		{
			Name:           fmt.Sprintf("%s_large_arbitrage", exchange),
			Description:    "Large arbitrage opportunity",
			Exchange:       exchange,
			AmountIn:       "100000000000000000000", // 100 ETH
			TokenIn:        "ETH",
			TokenOut:       "USDC",
			ExpectedProfit: "5000000000000000000", // 5 ETH
			MaxSlippage:    200.0,
			GasCost:        "15000000000000000", // 0.015 ETH
			MinROI:         4.5,
			TestType:       "stress",
		},
	}

	return baseScenarios
}

// MonitorRealTimeProfit monitors real-time profit opportunities
func (pa *ProfitabilityAuditor) MonitorRealTimeProfit(ctx context.Context, exchange string) error {
	// TODO: Implement real-time monitoring with live market data
	ticker := time.NewTicker(10 * time.Second)
	defer ticker.Stop()

	fmt.Printf("Monitoring real-time profitability for %s...\n", exchange)

	for {
		select {
		case <-ctx.Done():
			return ctx.Err()
		case <-ticker.C:
			// Simulate real-time profit check
			if pa.config.Verbose {
				fmt.Printf("[%s] Checking real-time opportunities for %s...\n",
					time.Now().Format("15:04:05"), exchange)
			}

			// TODO: Integrate with live market data and opportunity detection
		}
	}
}

// GenerateReport generates comprehensive profitability audit reports
func (pa *ProfitabilityAuditor) GenerateReport() error {
	// Generate JSON report
	reportPath := filepath.Join(pa.config.OutputDir, "profitability_audit.json")
	if err := pa.generateJSONReport(reportPath); err != nil {
		return fmt.Errorf("failed to generate JSON report: %w", err)
	}

	// Generate Markdown report
	markdownPath := filepath.Join(pa.config.OutputDir, "profitability_audit.md")
	if err := pa.generateMarkdownReport(markdownPath); err != nil {
		return fmt.Errorf("failed to generate Markdown report: %w", err)
	}

	return nil
}

// generateJSONReport generates a JSON format report
func (pa *ProfitabilityAuditor) generateJSONReport(path string) error {
	report := map[string]interface{}{
		"timestamp":        time.Now(),
		"config":           pa.config,
		"exchange_results": pa.results,
	}

	data, err := json.MarshalIndent(report, "", "  ")
	if err != nil {
		return err
	}

	return os.WriteFile(path, data, 0644)
}

// generateMarkdownReport generates a Markdown format report
func (pa *ProfitabilityAuditor) generateMarkdownReport(path string) error {
	// TODO: Implement detailed Markdown report generation
	content := fmt.Sprintf("# Profitability Audit Report\n\nGenerated: %s\n\n", time.Now().Format(time.RFC3339))

	for exchange, result := range pa.results {
		content += fmt.Sprintf("## %s\n\n", exchange)
		content += fmt.Sprintf("- Total Tests: %d\n", result.TotalTests)
		content += fmt.Sprintf("- Passed: %d\n", result.PassedTests)
		content += fmt.Sprintf("- Failed: %d\n", result.FailedTests)
		content += fmt.Sprintf("- Average Profit: %.2f bp\n", result.AverageProfitBP)
		content += fmt.Sprintf("- Average ROI: %.2f%%\n\n", result.AverageROI)
	}

	return os.WriteFile(path, []byte(content), 0644)
}

// loadProfitabilityScenarios loads test scenarios from file
func loadProfitabilityScenarios(filename string) (*ProfitabilityScenarios, error) {
	// If filename is "default", create default scenarios
	if filename == "default" {
		return &ProfitabilityScenarios{
			Version:   "1.0.0",
			Scenarios: make(map[string]*ProfitabilityTest),
		}, nil
	}

	// TODO: Load from actual file
	return &ProfitabilityScenarios{
		Version:   "1.0.0",
		Scenarios: make(map[string]*ProfitabilityTest),
	}, nil
}