mev-beta/pkg/profitcalc/opportunity_ranker.go

package profitcalc

import (
	"math"
	"math/big"
	"sort"
	"time"

	"github.com/fraktal/mev-beta/internal/logger"
)

// OpportunityRanker handles filtering, ranking, and prioritization of arbitrage opportunities
type OpportunityRanker struct {
	logger              *logger.Logger
	maxOpportunities    int           // Maximum number of opportunities to track
	minConfidence       float64       // Minimum confidence score to consider
	minProfitMargin     float64       // Minimum profit margin to consider
	opportunityTTL      time.Duration // How long opportunities are valid
	recentOpportunities []*RankedOpportunity
}

// RankedOpportunity wraps SimpleOpportunity with ranking data
type RankedOpportunity struct {
	*SimpleOpportunity
	Score           float64   // Composite ranking score
	Rank            int       // Current rank (1 = best)
	FirstSeen       time.Time // When this opportunity was first detected
	LastUpdated     time.Time // When this opportunity was last updated
	UpdateCount     int       // How many times we've seen this opportunity
	IsStale         bool      // Whether this opportunity is too old
	CompetitionRisk float64   // Risk due to MEV competition
}

// RankingWeights defines weights for different ranking factors
type RankingWeights struct {
	ProfitMargin  float64 // Weight for profit margin (0-1)
	NetProfit     float64 // Weight for absolute profit (0-1)
	Confidence    float64 // Weight for confidence score (0-1)
	TradeSize     float64 // Weight for trade size (0-1)
	Freshness     float64 // Weight for opportunity freshness (0-1)
	Competition   float64 // Weight for competition risk (0-1, negative)
	GasEfficiency float64 // Weight for gas efficiency (0-1)
}

// DefaultRankingWeights provides sensible default weights
var DefaultRankingWeights = RankingWeights{
	ProfitMargin:  0.3,  // 30% - profit margin is very important
	NetProfit:     0.25, // 25% - absolute profit matters
	Confidence:    0.2,  // 20% - confidence in the opportunity
	TradeSize:     0.1,  // 10% - larger trades are preferred
	Freshness:     0.1,  // 10% - fresher opportunities are better
	Competition:   0.05, // 5% - competition risk (negative)
	GasEfficiency: 0.1,  // 10% - gas efficiency
}

// NewOpportunityRanker creates a new opportunity ranker
func NewOpportunityRanker(logger *logger.Logger) *OpportunityRanker {
	return &OpportunityRanker{
		logger:              logger,
		maxOpportunities:    50,              // Track top 50 opportunities
		minConfidence:       0.3,             // Minimum 30% confidence
		minProfitMargin:     0.001,           // Minimum 0.1% profit margin
		opportunityTTL:      5 * time.Minute, // Opportunities valid for 5 minutes
		recentOpportunities: make([]*RankedOpportunity, 0, 50),
	}
}

// AddOpportunity adds a new opportunity to the ranking system
func (or *OpportunityRanker) AddOpportunity(opp *SimpleOpportunity) *RankedOpportunity {
	if opp == nil {
		return nil
	}

	// Filter out opportunities that don't meet minimum criteria
	if !or.passesFilters(opp) {
		or.logger.Debug("Opportunity filtered out: ID=%s, Confidence=%.2f, ProfitMargin=%.4f",
			opp.ID, opp.Confidence, opp.ProfitMargin)
		return nil
	}

	// Check if we already have this opportunity (based on token pair and similar amounts)
	existingOpp := or.findSimilarOpportunity(opp)
	if existingOpp != nil {
		// Update existing opportunity
		existingOpp.SimpleOpportunity = opp
		existingOpp.LastUpdated = time.Now()
		existingOpp.UpdateCount++
		or.logger.Debug("Updated existing opportunity: ID=%s, UpdateCount=%d",
			opp.ID, existingOpp.UpdateCount)
	} else {
		// Create new ranked opportunity
		rankedOpp := &RankedOpportunity{
			SimpleOpportunity: opp,
			FirstSeen:         time.Now(),
			LastUpdated:       time.Now(),
			UpdateCount:       1,
			IsStale:           false,
			CompetitionRisk:   or.estimateCompetitionRisk(opp),
		}

		or.recentOpportunities = append(or.recentOpportunities, rankedOpp)
		or.logger.Debug("Added new opportunity: ID=%s, ProfitMargin=%.4f, Confidence=%.2f",
			opp.ID, opp.ProfitMargin, opp.Confidence)
	}

	// Cleanup stale opportunities and re-rank
	or.cleanupStaleOpportunities()
	or.rankOpportunities()

	return or.findRankedOpportunity(opp.ID)
}

// GetTopOpportunities returns the top N ranked opportunities
func (or *OpportunityRanker) GetTopOpportunities(limit int) []*RankedOpportunity {
	if limit <= 0 || limit > len(or.recentOpportunities) {
		limit = len(or.recentOpportunities)
	}

	// Ensure opportunities are ranked
	or.rankOpportunities()

	result := make([]*RankedOpportunity, limit)
	copy(result, or.recentOpportunities[:limit])
	return result
}

// GetExecutableOpportunities returns only opportunities marked as executable
func (or *OpportunityRanker) GetExecutableOpportunities(limit int) []*RankedOpportunity {
	executable := make([]*RankedOpportunity, 0)

	for _, opp := range or.recentOpportunities {
		if opp.IsExecutable && !opp.IsStale {
			executable = append(executable, opp)
		}
	}

	if limit > 0 && len(executable) > limit {
		executable = executable[:limit]
	}

	return executable
}

// passesFilters checks if an opportunity meets minimum criteria
func (or *OpportunityRanker) passesFilters(opp *SimpleOpportunity) bool {
	// Check confidence threshold
	if opp.Confidence < or.minConfidence {
		return false
	}

	// Check profit margin threshold
	if opp.ProfitMargin < or.minProfitMargin {
		return false
	}

	// Check that net profit is positive
	if opp.NetProfit == nil || opp.NetProfit.Sign() <= 0 {
		return false
	}

	return true
}

// findSimilarOpportunity finds an existing opportunity with same token pair
func (or *OpportunityRanker) findSimilarOpportunity(newOpp *SimpleOpportunity) *RankedOpportunity {
	for _, existing := range or.recentOpportunities {
		if existing.TokenA == newOpp.TokenA && existing.TokenB == newOpp.TokenB {
			// Consider similar if within 10% of amount
			if existing.AmountIn != nil && newOpp.AmountIn != nil {
				ratio := new(big.Float).Quo(existing.AmountIn, newOpp.AmountIn)
				ratioFloat, _ := ratio.Float64()
				if ratioFloat > 0.9 && ratioFloat < 1.1 {
					return existing
				}
			}
		}
	}
	return nil
}

// findRankedOpportunity finds a ranked opportunity by ID
func (or *OpportunityRanker) findRankedOpportunity(id string) *RankedOpportunity {
	for _, opp := range or.recentOpportunities {
		if opp.ID == id {
			return opp
		}
	}
	return nil
}

// estimateCompetitionRisk estimates MEV competition risk for an opportunity
func (or *OpportunityRanker) estimateCompetitionRisk(opp *SimpleOpportunity) float64 {
	risk := 0.0

	// Higher profit margins attract more competition
	if opp.ProfitMargin > 0.05 { // > 5%
		risk += 0.8
	} else if opp.ProfitMargin > 0.02 { // > 2%
		risk += 0.5
	} else if opp.ProfitMargin > 0.01 { // > 1%
		risk += 0.3
	} else {
		risk += 0.1
	}

	// Larger trades attract more competition
	if opp.AmountOut != nil {
		amountFloat, _ := opp.AmountOut.Float64()
		if amountFloat > 10000 { // > $10k
			risk += 0.3
		} else if amountFloat > 1000 { // > $1k
			risk += 0.1
		}
	}

	// Cap risk at 1.0
	if risk > 1.0 {
		risk = 1.0
	}

	return risk
}

// rankOpportunities ranks all opportunities and assigns scores
func (or *OpportunityRanker) rankOpportunities() {
	weights := DefaultRankingWeights

	for _, opp := range or.recentOpportunities {
		opp.Score = or.calculateOpportunityScore(opp, weights)
	}

	// Sort by score (highest first)
	sort.Slice(or.recentOpportunities, func(i, j int) bool {
		return or.recentOpportunities[i].Score > or.recentOpportunities[j].Score
	})

	// Assign ranks
	for i, opp := range or.recentOpportunities {
		opp.Rank = i + 1
	}
}

// calculateOpportunityScore calculates a composite score for an opportunity
func (or *OpportunityRanker) calculateOpportunityScore(opp *RankedOpportunity, weights RankingWeights) float64 {
	score := 0.0

	// Profit margin component (0-1)
	profitMarginScore := math.Min(opp.ProfitMargin/0.1, 1.0) // Cap at 10% margin = 1.0
	score += profitMarginScore * weights.ProfitMargin

	// Net profit component (0-1, normalized by 0.1 ETH = 1.0)
	netProfitScore := 0.0
	if opp.NetProfit != nil {
		netProfitFloat, _ := opp.NetProfit.Float64()
		netProfitScore = math.Min(netProfitFloat/0.1, 1.0)
	}
	score += netProfitScore * weights.NetProfit

	// Confidence component (already 0-1)
	score += opp.Confidence * weights.Confidence

	// Trade size component (0-1, normalized by $10k = 1.0)
	tradeSizeScore := 0.0
	if opp.AmountOut != nil {
		amountFloat, _ := opp.AmountOut.Float64()
		tradeSizeScore = math.Min(amountFloat/10000, 1.0)
	}
	score += tradeSizeScore * weights.TradeSize

	// Freshness component (1.0 for new, decays over time)
	age := time.Since(opp.FirstSeen)
	freshnessScore := math.Max(0, 1.0-age.Seconds()/300) // Decays to 0 over 5 minutes
	score += freshnessScore * weights.Freshness

	// Competition risk component (negative)
	score -= opp.CompetitionRisk * weights.Competition

	// Gas efficiency component (profit per gas unit)
	gasEfficiencyScore := 0.0
	if opp.GasCost != nil && opp.GasCost.Sign() > 0 && opp.NetProfit != nil {
		gasCostFloat, _ := opp.GasCost.Float64()
		netProfitFloat, _ := opp.NetProfit.Float64()
		gasEfficiencyScore = math.Min(netProfitFloat/gasCostFloat/10, 1.0) // Profit 10x gas cost = 1.0
	}
	score += gasEfficiencyScore * weights.GasEfficiency

	return math.Max(0, score) // Ensure score is non-negative
}

// cleanupStaleOpportunities removes old opportunities
func (or *OpportunityRanker) cleanupStaleOpportunities() {
	now := time.Now()
	validOpportunities := make([]*RankedOpportunity, 0, len(or.recentOpportunities))

	for _, opp := range or.recentOpportunities {
		age := now.Sub(opp.FirstSeen)
		if age <= or.opportunityTTL {
			validOpportunities = append(validOpportunities, opp)
		} else {
			opp.IsStale = true
			or.logger.Debug("Marked opportunity as stale: ID=%s, Age=%s", opp.ID, age)
		}
	}

	// Keep only valid opportunities, but respect max limit
	if len(validOpportunities) > or.maxOpportunities {
		// Sort by score to keep the best ones
		sort.Slice(validOpportunities, func(i, j int) bool {
			return validOpportunities[i].Score > validOpportunities[j].Score
		})
		validOpportunities = validOpportunities[:or.maxOpportunities]
	}

	or.recentOpportunities = validOpportunities
}

// GetStats returns statistics about tracked opportunities
func (or *OpportunityRanker) GetStats() map[string]interface{} {
	executableCount := 0
	totalScore := 0.0
	avgConfidence := 0.0

	for _, opp := range or.recentOpportunities {
		if opp.IsExecutable {
			executableCount++
		}
		totalScore += opp.Score
		avgConfidence += opp.Confidence
	}

	count := len(or.recentOpportunities)
	if count > 0 {
		avgConfidence /= float64(count)
	}

	return map[string]interface{}{
		"totalOpportunities":      count,
		"executableOpportunities": executableCount,
		"averageScore":            totalScore / float64(count),
		"averageConfidence":       avgConfidence,
		"maxOpportunities":        or.maxOpportunities,
		"minConfidence":           or.minConfidence,
		"minProfitMargin":         or.minProfitMargin,
		"opportunityTTL":          or.opportunityTTL.String(),
	}
}