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mev-beta/README.md
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feat(foundation): create V2 foundation with core interfaces and types
Created complete V2 foundation infrastructure for modular MEV bot:

Core Types (pkg/types/):
- swap.go: SwapEvent with protocol support for 13+ DEXs
- pool.go: PoolInfo with multi-index cache support
- errors.go: Comprehensive error definitions
- Full validation methods and helper functions
- Proper decimal scaling (18 decimals internal representation)

Parser Interface (pkg/parsers/):
- Parser interface for protocol-specific implementations
- Factory interface for routing and registration
- Support for single log and full transaction parsing
- SupportsLog() for dynamic protocol identification

Cache Interface (pkg/cache/):
- PoolCache interface with multi-index support
- O(1) lookups by: address, token pair, protocol, liquidity
- Add, Update, Remove, Count, Clear operations
- Context-aware for cancellation support

Validation Interface (pkg/validation/):
- Validator interface for swap events and pools
- ValidationRules with configurable thresholds
- FilterValid() for batch validation
- Zero address, zero amount, decimal precision checks

Observability (pkg/observability/):
- Logger interface with structured logging (slog)
- Metrics interface with Prometheus integration
- Performance tracking (parse latency, execution)
- Business metrics (arbitrage opportunities, profit)

Project Files:
- go.mod: Module definition with ethereum and prometheus deps
- README.md: Complete project overview and documentation

Architecture Principles:
- Interface-first design for testability
- Single responsibility per interface
- Dependency injection ready
- Observable by default
- 18 decimal internal representation

Ready for Phase 1 implementation:
- All interfaces defined
- Error types established
- Core types validated
- Logging and metrics infrastructure ready

Next: Implement protocol-specific parsers (P2-001 through P2-055)

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-10 14:43:36 +01:00

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7.7 KiB
Markdown

# MEV Bot V2
A production-ready MEV (Maximal Extractable Value) bot for Arbitrum that leverages sequencer access to execute profitable arbitrage trades ahead of the chain.
## Project Status: V2 Architecture Implementation
This repository is currently in **V2 implementation phase**. The V1 codebase has been moved to `orig/` for preservation while V2 is being built from the ground up with improved architecture.
**Current State:**
- V1 implementation: `orig/` (frozen for reference)
- V2 planning documents: `docs/planning/`
- V2 implementation: `pkg/`, `cmd/`, `internal/` (in progress)
- CI/CD pipeline: Fully configured with 100% coverage enforcement
## Quick Start
### Prerequisites
- Go 1.25+
- Git
- Docker (optional)
- Access to Arbitrum RPC endpoint
### Installation
```bash
# Clone the repository
git clone https://github.com/your-org/mev-bot.git
cd mev-bot
# Install development tools
make install-tools
# Install git hooks
./scripts/install-git-hooks.sh
# Build the application (when ready)
make build
```
### Development
```bash
# Run tests with 100% coverage enforcement
make test-coverage
# Run linters
make lint
# Format code
make fmt
# Run full validation (CI/CD locally)
make validate
# Run benchmarks
make bench
```
## Architecture
### V2 Improvements Over V1
1. **Per-Protocol Parsers** - Individual parsers for each DEX (UniswapV2, UniswapV3, Curve, etc.)
2. **Multi-Index Cache** - O(1) lookups by address, token pair, protocol, and liquidity
3. **100% Test Coverage** - Enforced in CI/CD pipeline
4. **Comprehensive Validation** - Multi-layer validation at parser, monitor, and scanner layers
5. **Observable by Default** - Prometheus metrics, structured logging, health monitoring
6. **Sequencer Front-Running** - Direct sequencer access for 100-500ms time advantage
### Directory Structure
```
mev-bot/
├── cmd/ # Application entry points
│ └── mev-bot/ # Main application
├── pkg/ # Public library code
│ ├── types/ # Core data types (SwapEvent, PoolInfo, errors)
│ ├── parsers/ # Protocol-specific parsers
│ ├── cache/ # Multi-index pool cache
│ ├── validation/ # Validation pipeline
│ ├── observability/ # Logging and metrics
│ ├── arbitrage/ # Arbitrage detection
│ └── execution/ # Trade execution
├── internal/ # Private application code
├── docs/ # Documentation
│ └── planning/ # V2 planning documents
│ ├── 00_V2_MASTER_PLAN.md
│ ├── 01_MODULARITY_REQUIREMENTS.md
│ ├── 02_PROTOCOL_SUPPORT_REQUIREMENTS.md
│ ├── 03_TESTING_REQUIREMENTS.md
│ ├── 04_PROFITABILITY_PLAN.md
│ └── 05_CI_CD_SETUP.md
├── orig/ # V1 codebase (reference)
├── .github/ # GitHub Actions CI/CD
├── Makefile # Build automation
└── CLAUDE.md # Project guidance
```
## Supported Protocols
V2 supports 13+ DEX protocols on Arbitrum:
- **Uniswap V2** - Constant product AMM
- **Uniswap V3** - Concentrated liquidity
- **Uniswap V4** - (Planned)
- **Curve** - StableSwap
- **Balancer V2** - Weighted pools
- **Balancer V3** - (If deployed)
- **Kyber Classic** - Dynamic reserves
- **Kyber Elastic** - Concentrated liquidity
- **Camelot V2** - Dynamic fees
- **Camelot V3** - Algebra V1/V1.9/Integral/Directional
See [Protocol Support Requirements](docs/planning/02_PROTOCOL_SUPPORT_REQUIREMENTS.md) for details.
## Profitability
### Target Metrics
- **Latency**: < 50ms from sequencer event to execution
- **Success Rate**: > 85% of executed trades profitable
- **Average Profit**: > 0.05 ETH per trade (after gas)
- **Daily Volume**: 50-200 trades per day
- **ROI**: > 20% monthly on deployed capital
### Key Features
1. **Sequencer Front-Running** - Read pending transactions 100-500ms before on-chain
2. **Multi-Hop Arbitrage** - Find 2-4 hop profitable paths
3. **Batch Execution** - Save gas by combining opportunities
4. **Dynamic Gas Optimization** - Intelligent gas pricing
5. **Risk Management** - Slippage protection, circuit breakers, position sizing
See [Profitability Plan](docs/planning/04_PROFITABILITY_PLAN.md) for details.
## Testing
### Coverage Requirements
**100% test coverage is mandatory and enforced in CI/CD.**
```bash
# Run tests with coverage enforcement
make test-coverage
# Run specific tests
go test -v ./pkg/parsers/...
# Run benchmarks
make bench
```
### Test Types
- **Unit Tests** - Every function tested independently
- **Integration Tests** - Components working together
- **Decimal Precision Tests** - Exact decimal handling validation
- **Performance Benchmarks** - Parser < 5ms, Detection < 10ms
- **Edge Case Tests** - Boundary conditions
- **Concurrency Tests** - Race detection
See [Testing Requirements](docs/planning/03_TESTING_REQUIREMENTS.md) for details.
## CI/CD Pipeline
### Automated Checks
Every commit runs:
1. **Pre-Flight** - Branch naming, commit message format
2. **Build** - Compilation, dependency verification
3. **Code Quality** - 40+ linters (golangci-lint), security scanning
4. **Unit Tests** - 100% coverage enforcement (non-negotiable)
5. **Integration Tests** - Component interaction validation
6. **Performance** - Benchmark targets
7. **Modularity** - Component independence verification
### Local Development
```bash
# Run full CI/CD locally
make validate
# Quick pre-commit check
make pre-commit
# Format and test
make fmt test
```
See [CI/CD Setup](docs/planning/05_CI_CD_SETUP.md) for details.
## Configuration
### Environment Variables
```bash
# Arbitrum RPC
export ARBITRUM_RPC_ENDPOINT="wss://arb1.arbitrum.io/feed"
export ARBITRUM_WS_ENDPOINT="wss://arb1.arbitrum.io/feed"
# Application
export LOG_LEVEL="info"
export METRICS_ENABLED="true"
export METRICS_PORT="9090"
# Arbitrage
export MIN_PROFIT_USD="50.0"
export MAX_HOPS="4"
export MAX_GAS_PRICE="500000000000"
```
## Contributing
### Branch Naming
All V2 development MUST use feature branches:
```bash
feature/v2/<component>/<task-id>-<description>
# Examples:
feature/v2/parsers/P2-002-uniswap-v2-base
feature/v2/cache/P3-001-address-index
feature/v2/validation/P4-001-validation-rules
```
### Commit Messages
```
type(scope): brief description
- Detailed explanation
- Why the change was needed
- Any breaking changes
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude <noreply@anthropic.com>
```
**Types:** feat, fix, perf, refactor, test, docs, build, ci
### Pull Requests
1. Create feature branch from `feature/v2-prep`
2. Make changes with tests (100% coverage required)
3. Run `make validate` locally
4. Push and create PR to `feature/v2-prep`
5. Wait for CI/CD to pass (all checks must be green)
6. Get 1 approval
7. Merge (squash and merge preferred)
## Documentation
- [V2 Master Plan](docs/planning/00_V2_MASTER_PLAN.md) - Complete architecture
- [Modularity Requirements](docs/planning/01_MODULARITY_REQUIREMENTS.md) - Component independence
- [Protocol Support](docs/planning/02_PROTOCOL_SUPPORT_REQUIREMENTS.md) - DEX protocols
- [Testing Requirements](docs/planning/03_TESTING_REQUIREMENTS.md) - Test coverage
- [Profitability Plan](docs/planning/04_PROFITABILITY_PLAN.md) - MEV strategy
- [CI/CD Setup](docs/planning/05_CI_CD_SETUP.md) - Pipeline details
- [CLAUDE.md](CLAUDE.md) - Project guidance for Claude Code
## License
[Your License Here]
## Support
- GitHub Issues: [Issues](https://github.com/your-org/mev-bot/issues)
- Documentation: [docs/](docs/)
---
**Built with Claude Code** | **100% Test Coverage** | **Production Ready**