fac8a64092
- Add complete Market Manager package with in-memory storage and CRUD operations - Implement arbitrage detection with profit calculations and thresholds - Add database adapter with PostgreSQL schema for persistence - Create comprehensive logging system with specialized log files - Add detailed documentation and implementation plans - Include example application and comprehensive test suite - Update Makefile with market manager build targets - Add check-implementations command for verification
143 lines
4.7 KiB
Go
143 lines
4.7 KiB
Go
package main
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import (
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"fmt"
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"math/big"
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"time"
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"github.com/ethereum/go-ethereum/common"
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"github.com/fraktal/mev-beta/pkg/marketmanager"
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)
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func main() {
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// Create a new market manager
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config := &marketmanager.MarketManagerConfig{
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VerificationWindow: 500 * time.Millisecond,
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MaxMarkets: 1000,
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}
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manager := marketmanager.NewMarketManager(config)
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// Create some sample markets
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market1 := marketmanager.NewMarket(
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common.HexToAddress("0x1F98431c8aD98523631AE4a59f267346ea31F984"), // Uniswap V3 Factory
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common.HexToAddress("0x88e6A0c2dDD26FEEb64F039a2c41296FcB3f5640"), // USDC/WETH 0.3% Pool
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common.HexToAddress("0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"), // USDC
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common.HexToAddress("0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"), // WETH
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3000, // 0.3% fee
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"USDC_WETH",
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"0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48_0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2",
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"UniswapV3",
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)
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// Set price data for market1
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market1.UpdatePriceData(
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big.NewFloat(2000.0), // Price: 2000 USDC per WETH
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big.NewInt(1000000000000000000), // Liquidity: 1 ETH
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big.NewInt(2505414483750470000), // sqrtPriceX96
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200000, // Tick
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)
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// Set metadata for market1
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market1.UpdateMetadata(
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time.Now().Unix(),
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12345678,
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common.HexToHash("0x1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef"),
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marketmanager.StatusConfirmed,
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)
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// Create another market with a different price
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market2 := marketmanager.NewMarket(
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common.HexToAddress("0x1F98431c8aD98523631AE4a59f267346ea31F984"), // Uniswap V3 Factory
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common.HexToAddress("0xC6962004f452bE9203591991D15f6b388e09E8D0"), // USDC/WETH 0.05% Pool
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common.HexToAddress("0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"), // USDC
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common.HexToAddress("0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"), // WETH
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500, // 0.05% fee
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"USDC_WETH",
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"0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48_0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2",
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"UniswapV3",
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)
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// Set price data for market2 (slightly higher price)
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market2.UpdatePriceData(
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big.NewFloat(2010.0), // Price: 2010 USDC per WETH
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big.NewInt(500000000000000000), // Liquidity: 0.5 ETH
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big.NewInt(2511697847297280000), // sqrtPriceX96
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200500, // Tick
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)
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// Set metadata for market2
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market2.UpdateMetadata(
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time.Now().Unix(),
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12345679,
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common.HexToHash("0xabcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890"),
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marketmanager.StatusConfirmed,
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)
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// Add markets to manager
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fmt.Println("Adding markets to manager...")
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manager.AddMarket(market1)
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manager.AddMarket(market2)
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// Get markets by raw ticker
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fmt.Println("\nGetting markets by raw ticker...")
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markets, err := manager.GetMarketsByRawTicker("0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48_0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2")
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if err != nil {
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fmt.Printf("Error getting markets: %v\n", err)
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return
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}
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fmt.Printf("Found %d markets for raw ticker\n", len(markets))
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// Create arbitrage detector
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minProfit := big.NewInt(10000000000000000) // 0.01 ETH minimum profit
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minROI := 0.1 // 0.1% minimum ROI
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detector := marketmanager.NewArbitrageDetector(minProfit, minROI)
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// Detect arbitrage opportunities
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fmt.Println("\nDetecting arbitrage opportunities...")
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opportunities := detector.DetectArbitrageOpportunities(markets)
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fmt.Printf("Found %d arbitrage opportunities\n", len(opportunities))
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// Display opportunities
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for i, opportunity := range opportunities {
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fmt.Printf("\nOpportunity %d:\n", i+1)
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fmt.Printf(" Path: %s -> %s\n", opportunity.Path[0], opportunity.Path[1])
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fmt.Printf(" Input Amount: %s wei\n", opportunity.InputAmount.String())
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fmt.Printf(" Profit: %s wei\n", opportunity.Profit.String())
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fmt.Printf(" Gas Estimate: %s wei\n", opportunity.GasEstimate.String())
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fmt.Printf(" ROI: %.2f%%\n", opportunity.ROI)
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}
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// Show market counts
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fmt.Printf("\nTotal markets in manager: %d\n", manager.GetMarketCount())
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fmt.Printf("Total unique raw tickers: %d\n", manager.GetRawTickerCount())
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// Demonstrate market updates
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fmt.Println("\nUpdating market price...")
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market1.UpdatePriceData(
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big.NewFloat(2005.0), // New price
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market1.Liquidity, // Same liquidity
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big.NewInt(2508556165523880000), // New sqrtPriceX96
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200250, // New tick
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)
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err = manager.UpdateMarket(market1)
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if err != nil {
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fmt.Printf("Error updating market: %v\n", err)
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return
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}
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fmt.Println("Market updated successfully")
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// Get updated market
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updatedMarket, err := manager.GetMarket(market1.RawTicker, market1.Key)
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if err != nil {
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fmt.Printf("Error getting updated market: %v\n", err)
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return
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}
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fmt.Printf("Updated market price: %s\n", updatedMarket.Price.Text('f', -1))
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}
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