mev-beta/pkg/exchanges/arbitrage_finder.go

package exchanges

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

	"github.com/ethereum/go-ethereum/common"
	"github.com/ethereum/go-ethereum/ethclient"

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

// ArbitrageOpportunity represents a cross-exchange arbitrage opportunity
type ArbitrageOpportunity struct {
	TokenIn       common.Address
	TokenOut      common.Address
	BuyExchange   math.ExchangeType
	SellExchange  math.ExchangeType
	BuyAmount     *big.Int
	SellAmount    *big.Int
	BuyPrice      *big.Float
	SellPrice     *big.Float
	Spread        *big.Float    // Price difference (SellPrice - BuyPrice)
	SpreadPercent *big.Float    // Spread as percentage
	Profit        *big.Int      // Estimated profit in wei
	GasCost       *big.Int      // Estimated gas cost
	NetProfit     *big.Int      // Net profit after gas
	ROI           float64       // Return on investment percentage
	Confidence    float64       // Confidence score (0.0 to 1.0)
	MaxSlippage   float64       // Maximum acceptable slippage
	ExecutionTime time.Duration // Estimated execution time
	Path          []string      // Execution path description
	Timestamp     time.Time     // When the opportunity was discovered
}

// CrossExchangeArbitrageFinder finds arbitrage opportunities between exchanges
type CrossExchangeArbitrageFinder struct {
	client      *ethclient.Client
	logger      *logger.Logger
	registry    *ExchangeRegistry
	engine      *math.ExchangePricingEngine
	minSpread   *big.Float // Minimum required spread percentage
	minProfit   *big.Int   // Minimum required profit in wei
	maxSlippage float64    // Maximum acceptable slippage
}

// NewCrossExchangeArbitrageFinder creates a new cross-exchange arbitrage finder
func NewCrossExchangeArbitrageFinder(
	client *ethclient.Client,
	logger *logger.Logger,
	registry *ExchangeRegistry,
	engine *math.ExchangePricingEngine,
) *CrossExchangeArbitrageFinder {
	return &CrossExchangeArbitrageFinder{
		client:      client,
		logger:      logger,
		registry:    registry,
		engine:      engine,
		minSpread:   big.NewFloat(0.003),           // 0.3% minimum spread after fees
		minProfit:   big.NewInt(10000000000000000), // 0.01 ETH minimum profit
		maxSlippage: 0.01,                          // 1% maximum slippage
	}
}

// FindArbitrageOpportunities finds cross-exchange arbitrage opportunities for a token pair
func (a *CrossExchangeArbitrageFinder) FindArbitrageOpportunities(ctx context.Context, tokenIn, tokenOut common.Address) ([]*ArbitrageOpportunity, error) {
	// Get all exchanges that support this token pair
	exchanges := a.registry.GetExchangesForPair(tokenIn, tokenOut)

	if len(exchanges) < 2 {
		return nil, nil // Need at least 2 exchanges to find arbitrage
	}

	var opportunities []*ArbitrageOpportunity

	// Compare all exchange pairs for arbitrage opportunities
	for i, buyExchangeConfig := range exchanges {
		for j, sellExchangeConfig := range exchanges {
			if i == j {
				continue // Skip same exchange
			}

			// Check if we can buy on buyExchange and sell on sellExchange
			opportunity, err := a.findDirectArbitrage(ctx, tokenIn, tokenOut, buyExchangeConfig.Type, sellExchangeConfig.Type)
			if err != nil {
				continue
			}

			if opportunity != nil {
				// Validate the opportunity
				if a.isValidOpportunity(opportunity) {
					opportunities = append(opportunities, opportunity)
				}
			}
		}
	}

	// Sort opportunities by net profit descending
	sort.Slice(opportunities, func(i, j int) bool {
		return opportunities[i].NetProfit.Cmp(opportunities[j].NetProfit) > 0
	})

	return opportunities, nil
}

// findDirectArbitrage finds a direct arbitrage opportunity between two exchanges
func (a *CrossExchangeArbitrageFinder) findDirectArbitrage(
	ctx context.Context,
	tokenIn, tokenOut common.Address,
	buyExchangeType, sellExchangeType math.ExchangeType,
) (*ArbitrageOpportunity, error) {

	// Get swap routers for both exchanges
	buyRouter := a.registry.GetSwapRouter(buyExchangeType)
	sellRouter := a.registry.GetSwapRouter(sellExchangeType)

	if buyRouter == nil || sellRouter == nil {
		return nil, fmt.Errorf("missing swap router for one of the exchanges")
	}

	// Use a standard amount for comparison (1 ETH equivalent)
	standardAmount := big.NewInt(1000000000000000000) // 1 ETH

	// Calculate how much we'd get if we buy on buyExchange
	amountAfterBuy, err := buyRouter.CalculateSwap(tokenIn, tokenOut, standardAmount)
	if err != nil {
		return nil, fmt.Errorf("error calculating buy swap: %w", err)
	}

	// Calculate how much we'd get if we sell the result on sellExchange
	amountAfterSell, err := sellRouter.CalculateSwap(tokenOut, tokenIn, amountAfterBuy)
	if err != nil {
		return nil, fmt.Errorf("error calculating sell swap: %w", err)
	}

	// Calculate the spread and profit
	spread := new(big.Float).Sub(
		new(big.Float).SetInt(amountAfterSell),
		new(big.Float).SetInt(standardAmount),
	)

	// Calculate spread percentage
	spreadPercent := new(big.Float).Quo(
		spread,
		new(big.Float).SetInt(standardAmount),
	)

	// If the spread is positive, we have an opportunity
	if spread.Sign() > 0 {
		// Calculate profit in terms of the original token
		profit := new(big.Int).Sub(amountAfterSell, standardAmount)

		// Calculate estimated gas cost (this would be more sophisticated in production)
		gasCost := big.NewInt(500000000000000) // 0.0005 ETH in wei as estimate

		// Calculate net profit
		netProfit := new(big.Int).Sub(profit, gasCost)

		// Calculate ROI
		roi := new(big.Float).Quo(
			new(big.Float).SetInt(netProfit),
			new(big.Float).SetInt(standardAmount),
		)
		roiFloat, _ := roi.Float64()

		// Get exchange config names for the path
		buyConfig := a.registry.GetExchangeByType(buyExchangeType)
		sellConfig := a.registry.GetExchangeByType(sellExchangeType)
		buyExchangeName := "Unknown"
		sellExchangeName := "Unknown"
		if buyConfig != nil {
			buyExchangeName = buyConfig.Name
		}
		if sellConfig != nil {
			sellExchangeName = sellConfig.Name
		}

		// Create opportunity
		opportunity := &ArbitrageOpportunity{
			TokenIn:       tokenIn,
			TokenOut:      tokenOut,
			BuyExchange:   buyExchangeType,
			SellExchange:  sellExchangeType,
			BuyAmount:     standardAmount,
			SellAmount:    amountAfterSell,
			BuyPrice:      new(big.Float).Quo(new(big.Float).SetInt(amountAfterBuy), new(big.Float).SetInt(standardAmount)),
			SellPrice:     new(big.Float).Quo(new(big.Float).SetInt(amountAfterSell), new(big.Float).SetInt(amountAfterBuy)),
			Spread:        spread,
			SpreadPercent: spreadPercent,
			Profit:        profit,
			GasCost:       gasCost,
			NetProfit:     netProfit,
			ROI:           roiFloat * 100, // Convert to percentage
			Confidence:    0.9,            // High confidence for basic calculation
			MaxSlippage:   a.maxSlippage,
			Path:          []string{buyExchangeName, sellExchangeName},
			Timestamp:     time.Now(),
		}

		return opportunity, nil
	}

	return nil, nil // No arbitrage opportunity
}

// isValidOpportunity checks if an arbitrage opportunity meets our criteria
func (a *CrossExchangeArbitrageFinder) isValidOpportunity(opportunity *ArbitrageOpportunity) bool {
	// Check if spread is above minimum
	spreadPercentFloat, _ := opportunity.SpreadPercent.Float64()
	minSpreadFloat, _ := a.minSpread.Float64()
	if spreadPercentFloat < minSpreadFloat {
		return false
	}

	// Check if net profit is above minimum
	if opportunity.NetProfit.Cmp(a.minProfit) < 0 {
		return false
	}

	// Check if ROI is reasonable
	if opportunity.ROI < 0.1 { // 0.1% minimum ROI
		return false
	}

	// Additional validations could go here

	return true
}

// FindTriangleArbitrage finds triangular arbitrage opportunities across exchanges
func (a *CrossExchangeArbitrageFinder) FindTriangleArbitrage(ctx context.Context, tokens []common.Address) ([]*ArbitrageOpportunity, error) {
	if len(tokens) < 3 {
		return nil, fmt.Errorf("need at least 3 tokens for triangular arbitrage")
	}

	var opportunities []*ArbitrageOpportunity

	// For each combination of 3 tokens
	for i := 0; i < len(tokens)-2; i++ {
		for j := i + 1; j < len(tokens)-1; j++ {
			for k := j + 1; k < len(tokens); k++ {
				// Try A -> B -> C -> A cycle
				cycleOpportunities, err := a.findTriangleCycle(ctx, tokens[i], tokens[j], tokens[k])
				if err == nil && cycleOpportunities != nil {
					opportunities = append(opportunities, cycleOpportunities...)
				}

				// Try A -> C -> B -> A cycle (reverse)
				cycleOpportunities, err = a.findTriangleCycle(ctx, tokens[i], tokens[k], tokens[j])
				if err == nil && cycleOpportunities != nil {
					opportunities = append(opportunities, cycleOpportunities...)
				}
			}
		}
	}

	// Sort by net profit descending
	sort.Slice(opportunities, func(i, j int) bool {
		return opportunities[i].NetProfit.Cmp(opportunities[j].NetProfit) > 0
	})

	return opportunities, nil
}

// findTriangleCycle finds opportunities for a specific 3-token cycle
func (a *CrossExchangeArbitrageFinder) findTriangleCycle(
	ctx context.Context,
	tokenA, tokenB, tokenC common.Address,
) ([]*ArbitrageOpportunity, error) {
	// Find if there are exchanges supporting A->B, B->C, C->A
	// This would be complex to implement completely, so here's a simplified approach

	var opportunities []*ArbitrageOpportunity

	// Get exchanges for each pair
	exchangesAB := a.registry.GetExchangesForPair(tokenA, tokenB)
	exchangesBC := a.registry.GetExchangesForPair(tokenB, tokenC)
	exchangesCA := a.registry.GetExchangesForPair(tokenC, tokenA)

	if len(exchangesAB) == 0 || len(exchangesBC) == 0 || len(exchangesCA) == 0 {
		return nil, nil // Can't form a cycle without all pairs
	}

	// Use first available exchange for each leg of the cycle
	// In a real implementation, we'd try all combinations
	if len(exchangesAB) > 0 && len(exchangesBC) > 0 && len(exchangesCA) > 0 {
		// For this simplified version, we'll just use the first available exchanges
		// More complex implementations would iterate through all combinations

		// Start with 1 of tokenA
		startAmount := big.NewInt(1000000000000000000) // 1 tokenA equivalent

		// Get the three exchanges we'll use
		exchangeAB := exchangesAB[0].Type
		exchangeBC := exchangesBC[0].Type
		exchangeCA := exchangesCA[0].Type

		// Get swap routers
		routerAB := a.registry.GetSwapRouter(exchangeAB)
		routerBC := a.registry.GetSwapRouter(exchangeBC)
		routerCA := a.registry.GetSwapRouter(exchangeCA)

		if routerAB == nil || routerBC == nil || routerCA == nil {
			return nil, nil
		}

		// Execute the cycle: A -> B -> C -> A
		amountB, err := routerAB.CalculateSwap(tokenA, tokenB, startAmount)
		if err != nil {
			return nil, nil
		}

		amountC, err := routerBC.CalculateSwap(tokenB, tokenC, amountB)
		if err != nil {
			return nil, nil
		}

		finalAmount, err := routerCA.CalculateSwap(tokenC, tokenA, amountC)
		if err != nil {
			return nil, nil
		}

		// Calculate profit
		profit := new(big.Int).Sub(finalAmount, startAmount)

		// If we made a profit, we have an opportunity
		if profit.Sign() > 0 {
			// Calculate spread percentage
			spreadPercent := new(big.Float).Quo(
				new(big.Float).SetInt(profit),
				new(big.Float).SetInt(startAmount),
			)

			// Calculate ROI
			roi := new(big.Float).Quo(
				new(big.Float).SetInt(profit),
				new(big.Float).SetInt(startAmount),
			)
			roiFloat, _ := roi.Float64()

			// Calculate estimated gas cost for the complex multi-swap
			gasCost := big.NewInt(1500000000000000) // 0.0015 ETH in wei for 3 swaps

			// Calculate net profit
			netProfit := new(big.Int).Sub(profit, gasCost)

			// Create opportunity
			opportunity := &ArbitrageOpportunity{
				TokenIn:       tokenA,
				TokenOut:      tokenA, // We start and end with the same token
				BuyExchange:   exchangeAB,
				SellExchange:  exchangeCA, // This is somewhat of a convention for this type of arbitrage
				BuyAmount:     startAmount,
				SellAmount:    finalAmount,
				Spread:        new(big.Float).SetInt(profit),
				SpreadPercent: spreadPercent,
				Profit:        profit,
				GasCost:       gasCost,
				NetProfit:     netProfit,
				ROI:           roiFloat * 100,
				Confidence:    0.7, // Lower confidence for complex triangle arbitrage
				MaxSlippage:   a.maxSlippage,
				Path:          []string{exchangesAB[0].Name, exchangesBC[0].Name, exchangesCA[0].Name},
				Timestamp:     time.Now(),
			}

			opportunities = append(opportunities, opportunity)
		}
	}

	return opportunities, nil
}

// ValidateOpportunity checks if an arbitrage opportunity is still valid
func (a *CrossExchangeArbitrageFinder) ValidateOpportunity(ctx context.Context, opportunity *ArbitrageOpportunity) (bool, error) {
	// Check if the opportunity is still fresh (not too old)
	if time.Since(opportunity.Timestamp) > 100*time.Millisecond { // 100ms expiration
		return false, nil
	}

	// Recalculate the opportunity to see if it's still profitable
	recalculated, err := a.findDirectArbitrage(ctx, opportunity.TokenIn, opportunity.TokenOut, opportunity.BuyExchange, opportunity.SellExchange)
	if err != nil || recalculated == nil {
		return false, err
	}

	// Check if the recalculated profit is still above our minimum
	if recalculated.NetProfit.Cmp(a.minProfit) < 0 {
		return false, nil
	}

	return true, nil
}

// EstimateExecutionGas estimates the gas cost for executing an arbitrage opportunity
func (a *CrossExchangeArbitrageFinder) EstimateExecutionGas(opportunity *ArbitrageOpportunity) (*big.Int, error) {
	// In a real implementation, this would estimate gas based on complexity
	// For this implementation, we'll use a basic estimation based on the type of arbitrage

	baseGas := big.NewInt(100000) // Base gas for a single swap

	// For each exchange in the path, add more gas
	gasPerSwap := big.NewInt(100000)
	totalGas := new(big.Int).Add(baseGas, new(big.Int).Mul(gasPerSwap, big.NewInt(int64(len(opportunity.Path)))))

	return totalGas, nil
}

// ConvertToCanonicalOpportunity converts our internal opportunity to the canonical type
func (a *CrossExchangeArbitrageFinder) ConvertToCanonicalOpportunity(opportunity *ArbitrageOpportunity) *types.ArbitrageOpportunity {
	// Convert our internal opportunity struct to the canonical ArbitrageOpportunity type
	roiFloat, _ := opportunity.ROI, opportunity.ROI
	gasEstimate := big.NewInt(200000) // Default gas estimate

	return &types.ArbitrageOpportunity{
		Path:          opportunity.Path,
		Pools:         []string{}, // Would be populated with actual pool addresses
		AmountIn:      opportunity.BuyAmount,
		Profit:        opportunity.Profit,
		NetProfit:     opportunity.NetProfit,
		GasEstimate:   gasEstimate,
		ROI:           roiFloat,
		Protocol:      "cross-exchange",
		ExecutionTime: int64(opportunity.ExecutionTime.Milliseconds()),
		Confidence:    opportunity.Confidence,
		PriceImpact:   0.005, // 0.5% estimated price impact
		MaxSlippage:   opportunity.MaxSlippage,
		TokenIn:       opportunity.TokenIn,
		TokenOut:      opportunity.TokenOut,
		Timestamp:     opportunity.Timestamp.Unix(),
		Risk:          0.1, // Low risk for simple arbitrage
	}
}

// FindHighPriorityArbitrage looks for opportunities with high probability and profit
func (a *CrossExchangeArbitrageFinder) FindHighPriorityArbitrage(ctx context.Context) ([]*ArbitrageOpportunity, error) {
	// Get high priority tokens from the registry
	highPriorityTokens := a.registry.GetHighPriorityTokens(10) // Top 10 tokens

	var allOpportunities []*ArbitrageOpportunity

	// Create token address array from high priority tokens
	var tokenAddresses []common.Address
	for _, token := range highPriorityTokens {
		tokenAddresses = append(tokenAddresses, common.HexToAddress(token.Address))
	}

	// Find arbitrage opportunities between high priority tokens
	for i, tokenA := range tokenAddresses {
		for j, tokenB := range tokenAddresses {
			if i < j { // Only check each pair once
				opportunities, err := a.FindArbitrageOpportunities(ctx, tokenA, tokenB)
				if err != nil {
					continue
				}
				allOpportunities = append(allOpportunities, opportunities...)
			}
		}
	}

	// Sort by profitability and confidence
	sort.Slice(allOpportunities, func(i, j int) bool {
		// Sort by net profit first, then by confidence
		if allOpportunities[i].NetProfit.Cmp(allOpportunities[j].NetProfit) == 0 {
			return allOpportunities[i].Confidence > allOpportunities[j].Confidence
		}
		return allOpportunities[i].NetProfit.Cmp(allOpportunities[j].NetProfit) > 0
	})

	// Return only the top opportunities (top 20)
	if len(allOpportunities) > 20 {
		allOpportunities = allOpportunities[:20]
	}

	return allOpportunities, nil
}