mev-beta/test/comprehensive_arbitrage_test.go

//go:build integration && legacy && forked
// +build integration,legacy,forked

package test_main

import (
	"context"
	"math/big"
	"testing"
	"time"

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

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

// TestComprehensiveArbitrageSystem demonstrates the complete enhanced arbitrage system
func TestComprehensiveArbitrageSystem(t *testing.T) {
	// Create logger
	log := logger.New("info", "text", "")

	t.Log("=== Comprehensive Enhanced Arbitrage System Test ===")

	// Test 1: Basic Profit Calculation
	t.Log("\n--- Test 1: Basic Profit Calculation ---")

	calc := profitcalc.NewProfitCalculator(log)

	// WETH/USDC pair
	wethAddr := common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1")
	usdcAddr := common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831")

	opportunity := calc.AnalyzeSwapOpportunity(
		context.Background(),
		wethAddr, usdcAddr,
		big.NewFloat(2.0),    // 2 ETH
		big.NewFloat(4000.0), // 4000 USDC
		"UniswapV3",
	)

	if opportunity != nil {
		t.Logf("Basic Profit Analysis:")
		t.Logf("  ID: %s", opportunity.ID)
		t.Logf("  Net Profit: %s ETH", calc.FormatEther(opportunity.NetProfit))
		t.Logf("  Profit Margin: %.4f%%", opportunity.ProfitMargin*100)
		t.Logf("  Gas Cost: %s ETH", calc.FormatEther(opportunity.GasCost))
		t.Logf("  Executable: %t", opportunity.IsExecutable)
		t.Logf("  Confidence: %.2f", opportunity.Confidence)
		t.Logf("  Slippage Risk: %s", opportunity.SlippageRisk)

		if opportunity.SlippageAnalysis != nil {
			t.Logf("  Slippage: %.4f%%", opportunity.SlippageAnalysis.EstimatedSlippage*100)
			t.Logf("  Recommendation: %s", opportunity.SlippageAnalysis.Recommendation)
		}
	} else {
		t.Error("Failed to create basic opportunity")
	}

	// Test 2: Opportunity Ranking System
	t.Log("\n--- Test 2: Opportunity Ranking System ---")

	ranker := profitcalc.NewOpportunityRanker(log)

	// Create multiple opportunities with different characteristics
	testOpportunities := []*profitcalc.SimpleOpportunity{
		// High profit opportunity
		calc.AnalyzeSwapOpportunity(context.Background(), wethAddr, usdcAddr,
			big.NewFloat(10.0), big.NewFloat(20100.0), "UniswapV3"),

		// Medium profit opportunity
		calc.AnalyzeSwapOpportunity(context.Background(), wethAddr, usdcAddr,
			big.NewFloat(5.0), big.NewFloat(10050.0), "SushiSwap"),

		// Lower profit opportunity
		calc.AnalyzeSwapOpportunity(context.Background(), wethAddr, usdcAddr,
			big.NewFloat(1.0), big.NewFloat(2010.0), "Camelot"),

		// Small opportunity (might be filtered)
		calc.AnalyzeSwapOpportunity(context.Background(), wethAddr, usdcAddr,
			big.NewFloat(0.1), big.NewFloat(200.0), "TraderJoe"),
	}

	// Add opportunities to ranker
	var addedCount int
	for i, opp := range testOpportunities {
		if opp != nil {
			ranked := ranker.AddOpportunity(opp)
			if ranked != nil {
				addedCount++
				t.Logf("Added Opportunity %d: NetProfit=%s ETH, Confidence=%.2f",
					i+1, calc.FormatEther(opp.NetProfit), opp.Confidence)
			} else {
				t.Logf("Opportunity %d filtered out", i+1)
			}
		}
	}

	// Get top opportunities
	topOpps := ranker.GetTopOpportunities(3)
	t.Logf("\nTop %d Opportunities by Score:", len(topOpps))
	for _, opp := range topOpps {
		t.Logf("  Rank %d: Score=%.4f, NetProfit=%s ETH, Risk=%s",
			opp.Rank, opp.Score, calc.FormatEther(opp.NetProfit), opp.SlippageRisk)
	}

	// Get executable opportunities
	executable := ranker.GetExecutableOpportunities(5)
	t.Logf("\nExecutable Opportunities: %d", len(executable))
	for _, opp := range executable {
		t.Logf("  ID=%s, Profit=%s ETH, Confidence=%.2f",
			opp.ID[:12], calc.FormatEther(opp.NetProfit), opp.Confidence)
	}

	// Test 3: Slippage Protection
	t.Log("\n--- Test 3: Slippage Protection Analysis ---")

	slippageProtector := profitcalc.NewSlippageProtector(log)

	// Test different trade sizes for slippage analysis
	testCases := []struct {
		name      string
		tradeSize float64
		liquidity float64
	}{
		{"Small trade", 1.0, 1000.0},   // 0.1% of pool
		{"Medium trade", 50.0, 1000.0}, // 5% of pool
		{"Large trade", 200.0, 1000.0}, // 20% of pool
		{"Huge trade", 600.0, 1000.0},  // 60% of pool
	}

	currentPrice := big.NewFloat(2000.0) // 1 ETH = 2000 USDC

	for _, tc := range testCases {
		tradeAmount := big.NewFloat(tc.tradeSize)
		poolLiquidity := big.NewFloat(tc.liquidity)

		analysis := slippageProtector.AnalyzeSlippage(tradeAmount, poolLiquidity, currentPrice)

		t.Logf("\n%s (%.1f%% of pool):", tc.name, tc.tradeSize/tc.liquidity*100)
		t.Logf("  Slippage: %.4f%% (%d bps)", analysis.EstimatedSlippage*100, analysis.SlippageBps)
		t.Logf("  Risk Level: %s", analysis.RiskLevel)
		t.Logf("  Acceptable: %t", analysis.IsAcceptable)
		t.Logf("  Recommendation: %s", analysis.Recommendation)
		t.Logf("  Effective Price: %s", analysis.EffectivePrice.String())
	}

	// Test 4: Gas Price and Fee Calculations
	t.Log("\n--- Test 4: Gas Price and Fee Calculations ---")

	// Test gas price updates
	initialGasPrice := calc.GetCurrentGasPrice()
	t.Logf("Initial gas price: %s gwei",
		new(big.Float).Quo(new(big.Float).SetInt(initialGasPrice), big.NewFloat(1e9)))

	// Update gas price
	newGasPrice := big.NewInt(2000000000) // 2 gwei
	calc.UpdateGasPrice(newGasPrice)

	updatedGasPrice := calc.GetCurrentGasPrice()
	t.Logf("Updated gas price: %s gwei",
		new(big.Float).Quo(new(big.Float).SetInt(updatedGasPrice), big.NewFloat(1e9)))

	// Test updated opportunity with new gas price
	updatedOpp := calc.AnalyzeSwapOpportunity(
		context.Background(),
		wethAddr, usdcAddr,
		big.NewFloat(1.0), big.NewFloat(2000.0),
		"UniswapV3",
	)

	if updatedOpp != nil {
		t.Logf("Updated opportunity with new gas price:")
		t.Logf("  Gas Cost: %s ETH", calc.FormatEther(updatedOpp.GasCost))
		t.Logf("  Net Profit: %s ETH", calc.FormatEther(updatedOpp.NetProfit))
	}

	// Test 5: Statistics and Performance Metrics
	t.Log("\n--- Test 5: System Statistics ---")

	stats := ranker.GetStats()
	t.Logf("Ranking System Statistics:")
	for key, value := range stats {
		t.Logf("  %s: %v", key, value)
	}

	priceFeedStats := calc.GetPriceFeedStats()
	t.Logf("\nPrice Feed Statistics:")
	for key, value := range priceFeedStats {
		t.Logf("  %s: %v", key, value)
	}

	// Test 6: Edge Cases and Error Handling
	t.Log("\n--- Test 6: Edge Cases and Error Handling ---")

	// Test with zero amounts
	zeroOpp := calc.AnalyzeSwapOpportunity(
		context.Background(),
		wethAddr, usdcAddr,
		big.NewFloat(0), big.NewFloat(0),
		"UniswapV3",
	)

	if zeroOpp != nil {
		t.Logf("Zero amount opportunity: Executable=%t, Reason=%s",
			zeroOpp.IsExecutable, zeroOpp.RejectReason)
	}

	// Test slippage validation
	err := slippageProtector.ValidateTradeParameters(
		big.NewFloat(-1), // Invalid negative amount
		big.NewFloat(1000),
		big.NewFloat(100),
	)

	if err != nil {
		t.Logf("Validation correctly rejected invalid parameters: %v", err)
	}

	// Test optimal trade size calculation
	optimalSize := slippageProtector.CalculateOptimalTradeSize(
		big.NewFloat(10000), // 10k liquidity
		300,                 // 3% max slippage
	)
	t.Logf("Optimal trade size for 3%% slippage: %s", optimalSize.String())

	t.Log("\n=== Comprehensive Test Complete ===")
}

// TestOpportunityLifecycle tests the complete lifecycle of an arbitrage opportunity
func TestOpportunityLifecycle(t *testing.T) {
	log := logger.New("info", "text", "")

	t.Log("=== Opportunity Lifecycle Test ===")

	// Initialize system components
	calc := profitcalc.NewProfitCalculator(log)
	ranker := profitcalc.NewOpportunityRanker(log)

	// Step 1: Discovery
	t.Log("\n--- Step 1: Opportunity Discovery ---")

	wethAddr := common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1")
	usdcAddr := common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831")

	opp := calc.AnalyzeSwapOpportunity(
		context.Background(),
		wethAddr, usdcAddr,
		big.NewFloat(5.0), big.NewFloat(10000.0),
		"UniswapV3",
	)

	if opp == nil {
		t.Fatal("Failed to discover opportunity")
	}

	t.Logf("Discovered opportunity: ID=%s, Profit=%s ETH",
		opp.ID, calc.FormatEther(opp.NetProfit))

	// Step 2: Analysis and Ranking
	t.Log("\n--- Step 2: Analysis and Ranking ---")

	ranked := ranker.AddOpportunity(opp)
	if ranked == nil {
		t.Fatal("Opportunity was filtered out")
	}

	t.Logf("Ranked opportunity: Score=%.4f, Rank=%d, Competition Risk=%.2f",
		ranked.Score, ranked.Rank, ranked.CompetitionRisk)

	// Step 3: Validation
	t.Log("\n--- Step 3: Pre-execution Validation ---")

	if !opp.IsExecutable {
		t.Logf("Opportunity not executable: %s", opp.RejectReason)
	} else {
		t.Log("Opportunity passed validation checks")

		// Additional safety checks
		if opp.SlippageRisk == "Extreme" {
			t.Log("WARNING: Extreme slippage risk detected")
		}

		if opp.Confidence < 0.5 {
			t.Log("WARNING: Low confidence score")
		}
	}

	// Step 4: Simulate aging
	t.Log("\n--- Step 4: Opportunity Aging ---")

	initialScore := ranked.Score
	time.Sleep(100 * time.Millisecond) // Brief pause to simulate aging

	// Re-rank to see freshness impact
	topOpps := ranker.GetTopOpportunities(1)
	if len(topOpps) > 0 {
		newScore := topOpps[0].Score
		t.Logf("Score change due to aging: %.4f -> %.4f", initialScore, newScore)
	}

	// Step 5: Statistics
	t.Log("\n--- Step 5: Final Statistics ---")

	stats := ranker.GetStats()
	t.Logf("System processed %v opportunities with %v executable",
		stats["totalOpportunities"], stats["executableOpportunities"])

	t.Log("\n=== Opportunity Lifecycle Test Complete ===")
}