This directory contains implementations for various decentralized exchange (DEX) protocols in the MEV Bot. Each exchange protocol is implemented with a consistent interface to allow for cross-exchange arbitrage opportunities.

Supported Exchanges

Core V2-style AMMs

Uniswap V2: Standard constant product AMM
SushiSwap: Fork of Uniswap V2 with additional features
PancakeSwap: Binance Smart Chain implementation similar to Uniswap V2

V3-style Concentrated Liquidity

Uniswap V3: Concentrated liquidity with ticks and fee tiers
Uniswap V4: Next-generation AMM with hooks and more flexibility
Kyber: Elastic AMM with concentrated liquidity and custom hooks
Camelot: Arbitrum-focused AMM with concentrated liquidity

StableSwap AMMs

Curve: Stableswap algorithm for similar-asset swaps
Balancer: Weighted and stable pool implementations

Multi-Asset AMMs

Balancer: Weighted, stable, and composable stable pools
Dex Aggregators: Integration with 1inch, ParaSwap, etc.

Architecture

Each exchange implementation follows the same interface pattern with three primary components:

1. PoolDetector

Discovers pools for token pairs
Handles multiple fee tiers
Identifies pool types

2. LiquidityFetcher

Fetches pool reserves and data
Calculates spot prices
Estimates liquidity depth

3. SwapRouter

Calculates swap amounts
Generates transaction data
Validates swaps

Exchange-Specific Features

Uniswap V4

Hooks support for custom logic
Concentrated liquidity model
Flexible fees and parameters

Kyber

Elastic AMM architecture
Concentrated liquidity
Customizable parameters

Curve

Stableswap invariant
Multi-asset support
Amplification coefficients

Balancer

Weighted pools
Stable pools
Composable stable pools
Managed pools

Aggregators

Multi-DEX routing
Gas optimization
Price comparison across exchanges

Common Interface Usage

All exchanges implement the following interfaces:

type PoolDetector interface {
    GetAllPools(token0, token1 common.Address) ([]common.Address, error)
    GetPoolForPair(token0, token1 common.Address) (common.Address, error)
    GetSupportedFeeTiers() []int64
    GetPoolType() string
}

type LiquidityFetcher interface {
    GetPoolData(poolAddress common.Address) (*math.PoolData, error)
    GetTokenReserves(poolAddress, token0, token1 common.Address) (*big.Int, *big.Int, error)
    GetPoolPrice(poolAddress common.Address) (*big.Float, error)
    GetLiquidityDepth(poolAddress, tokenIn common.Address, amount *big.Int) (*big.Int, error)
}

type SwapRouter interface {
    CalculateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) (*big.Int, error)
    GenerateSwapData(tokenIn, tokenOut common.Address, amountIn, minAmountOut *big.Int, deadline *big.Int) ([]byte, error)
    GetSwapRoute(tokenIn, tokenOut common.Address) ([]common.Address, error)
    ValidateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) error
}

Cross-Exchange Arbitrage

The system supports identifying and executing arbitrage opportunities across all supported exchanges. The CrossExchangeArbitrageFinder component:

Monitors prices across all exchanges
Identifies profitable opportunities
Considers gas costs and slippage
Executes arbitrage when profitable

Configuration

Each exchange has specific configuration parameters including:

Contract addresses (factory, router)
Chain ID
Default slippage tolerance
Gas estimation parameters
Pool initialization code hash
Supported fee tiers

Math Support

The system includes exchange-specific pricing models via the ExchangePricingEngine:

Uniswap V2: Constant product formula
Uniswap V3/V4: Concentrated liquidity with ticks
Curve: Stableswap invariant
Balancer: Weighted and stable pool formulas
Kyber: Elastic concentrated liquidity

Performance Considerations

Efficient pool discovery mechanisms
Cached price calculations
Optimized route finding
Gas cost estimation
Slippage protection