311 lines
7.4 KiB
Go
311 lines
7.4 KiB
Go
package market
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import (
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"context"
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"fmt"
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"math/big"
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"sync"
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"time"
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"github.com/ethereum/go-ethereum/common"
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"github.com/ethereum/go-ethereum/ethclient"
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"github.com/fraktal/mev-beta/internal/config"
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"github.com/fraktal/mev-beta/internal/logger"
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"github.com/fraktal/mev-beta/pkg/uniswapv3"
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"github.com/holiman/uint256"
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"golang.org/x/sync/singleflight"
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)
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// MarketManager manages market data and pool information
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type MarketManager struct {
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config *config.UniswapConfig
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logger *logger.Logger
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pools map[string]*PoolData
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mu sync.RWMutex
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cacheGroup singleflight.Group
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cacheDuration time.Duration
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maxCacheSize int
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}
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// PoolData represents data for a Uniswap V3 pool
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type PoolData struct {
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Address common.Address
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Token0 common.Address
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Token1 common.Address
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Fee int64
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Liquidity *uint256.Int
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SqrtPriceX96 *uint256.Int
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Tick int
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TickSpacing int
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LastUpdated time.Time
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}
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// NewMarketManager creates a new market manager
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func NewMarketManager(cfg *config.UniswapConfig, logger *logger.Logger) *MarketManager {
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return &MarketManager{
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config: cfg,
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logger: logger,
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pools: make(map[string]*PoolData),
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cacheDuration: time.Duration(cfg.Cache.Expiration) * time.Second,
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maxCacheSize: cfg.Cache.MaxSize,
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}
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}
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// GetPool retrieves pool data, either from cache or by fetching it
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func (mm *MarketManager) GetPool(ctx context.Context, poolAddress common.Address) (*PoolData, error) {
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// Check if we have it in cache and it's still valid
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poolKey := poolAddress.Hex()
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mm.mu.RLock()
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if pool, exists := mm.pools[poolKey]; exists {
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// Check if cache is still valid
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if time.Since(pool.LastUpdated) < mm.cacheDuration {
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mm.mu.RUnlock()
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return pool, nil
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}
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}
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mm.mu.RUnlock()
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// Use singleflight to prevent duplicate requests for the same pool
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result, err, _ := mm.cacheGroup.Do(poolKey, func() (interface{}, error) {
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return mm.fetchPoolData(ctx, poolAddress)
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})
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if err != nil {
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return nil, err
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}
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pool := result.(*PoolData)
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// Update cache
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mm.mu.Lock()
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// Check if we need to evict old entries
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if len(mm.pools) >= mm.maxCacheSize {
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mm.evictOldest()
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}
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mm.pools[poolKey] = pool
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mm.mu.Unlock()
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return pool, nil
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}
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// fetchPoolData fetches pool data from the blockchain
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func (mm *MarketManager) fetchPoolData(ctx context.Context, poolAddress common.Address) (*PoolData, error) {
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// Connect to Ethereum client
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client, err := ethclient.Dial(mm.config.RPCEndpoint)
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if err != nil {
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return nil, fmt.Errorf("failed to connect to Ethereum node: %v", err)
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}
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defer client.Close()
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// Create Uniswap V3 pool contract instance
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poolContract, err := uniswapv3.NewUniswapV3Pool(poolAddress, client)
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if err != nil {
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return nil, fmt.Errorf("failed to create pool contract instance: %v", err)
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}
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// Fetch pool data concurrently
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var wg sync.WaitGroup
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var token0, token1 common.Address
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var fee uint32
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var liquidity *big.Int
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var sqrtPriceX96 *big.Int
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var tick int32
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var tickSpacing int32
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var token0Err, token1Err, feeErr, liquidityErr, sqrtPriceX96Err, tickErr, tickSpacingErr error
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// Fetch token0
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wg.Add(1)
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go func() {
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defer wg.Done()
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token0, token0Err = poolContract.Token0(nil)
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}()
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// Fetch token1
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wg.Add(1)
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go func() {
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defer wg.Done()
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token1, token1Err = poolContract.Token1(nil)
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}()
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// Fetch fee
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wg.Add(1)
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go func() {
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defer wg.Done()
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fee, feeErr = poolContract.Fee(nil)
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}()
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// Fetch liquidity
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wg.Add(1)
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go func() {
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defer wg.Done()
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liquidity, liquidityErr = poolContract.Liquidity(nil)
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}()
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// Fetch slot0 (sqrtPriceX96 and tick)
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wg.Add(1)
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go func() {
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defer wg.Done()
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slot0, err := poolContract.Slot0(nil)
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if err != nil {
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sqrtPriceX96Err = err
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tickErr = err
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return
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}
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sqrtPriceX96 = slot0.SqrtPriceX96
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tick = slot0.Tick
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}()
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// Fetch tick spacing
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wg.Add(1)
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go func() {
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defer wg.Done()
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tickSpacing, tickSpacingErr = poolContract.TickSpacing(nil)
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}()
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// Wait for all goroutines to complete
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wg.Wait()
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// Check for errors
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if token0Err != nil {
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return nil, fmt.Errorf("failed to fetch token0: %v", token0Err)
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}
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if token1Err != nil {
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return nil, fmt.Errorf("failed to fetch token1: %v", token1Err)
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}
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if feeErr != nil {
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return nil, fmt.Errorf("failed to fetch fee: %v", feeErr)
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}
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if liquidityErr != nil {
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return nil, fmt.Errorf("failed to fetch liquidity: %v", liquidityErr)
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}
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if sqrtPriceX96Err != nil {
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return nil, fmt.Errorf("failed to fetch sqrtPriceX96: %v", sqrtPriceX96Err)
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}
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if tickErr != nil {
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return nil, fmt.Errorf("failed to fetch tick: %v", tickErr)
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}
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if tickSpacingErr != nil {
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return nil, fmt.Errorf("failed to fetch tick spacing: %v", tickSpacingErr)
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}
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// Convert big.Int values to uint256
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liquidityUint256, overflow := uint256.FromBig(liquidity)
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if overflow {
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return nil, fmt.Errorf("liquidity value overflow")
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}
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sqrtPriceX96Uint256, overflow := uint256.FromBig(sqrtPriceX96)
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if overflow {
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return nil, fmt.Errorf("sqrtPriceX96 value overflow")
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}
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pool := &PoolData{
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Address: poolAddress,
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Token0: token0,
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Token1: token1,
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Fee: int64(fee),
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Liquidity: liquidityUint256,
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SqrtPriceX96: sqrtPriceX96Uint256,
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Tick: int(tick),
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TickSpacing: int(tickSpacing),
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LastUpdated: time.Now(),
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}
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mm.logger.Debug(fmt.Sprintf("Fetched pool data for %s", poolAddress.Hex()))
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return pool, nil
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}
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// evictOldest removes the oldest entry from the cache
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func (mm *MarketManager) evictOldest() {
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oldestKey := ""
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var oldestTime time.Time
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for key, pool := range mm.pools {
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if oldestKey == "" || pool.LastUpdated.Before(oldestTime) {
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oldestKey = key
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oldestTime = pool.LastUpdated
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}
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}
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if oldestKey != "" {
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delete(mm.pools, oldestKey)
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mm.logger.Debug(fmt.Sprintf("Evicted pool %s from cache", oldestKey))
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}
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}
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// UpdatePool updates pool data
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func (mm *MarketManager) UpdatePool(poolAddress common.Address, liquidity *uint256.Int, sqrtPriceX96 *uint256.Int, tick int) {
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poolKey := poolAddress.Hex()
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mm.mu.Lock()
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defer mm.mu.Unlock()
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if pool, exists := mm.pools[poolKey]; exists {
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pool.Liquidity = liquidity
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pool.SqrtPriceX96 = sqrtPriceX96
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pool.Tick = tick
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pool.LastUpdated = time.Now()
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} else {
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// Create new pool entry
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pool := &PoolData{
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Address: poolAddress,
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Liquidity: liquidity,
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SqrtPriceX96: sqrtPriceX96,
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Tick: tick,
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LastUpdated: time.Now(),
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}
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mm.pools[poolKey] = pool
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}
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}
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// GetPoolsByTokens retrieves pools for a pair of tokens
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func (mm *MarketManager) GetPoolsByTokens(token0, token1 common.Address) []*PoolData {
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mm.mu.RLock()
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defer mm.mu.RUnlock()
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pools := make([]*PoolData, 0)
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for _, pool := range mm.pools {
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// Check if this pool contains the token pair
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if (pool.Token0 == token0 && pool.Token1 == token1) ||
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(pool.Token0 == token1 && pool.Token1 == token0) {
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pools = append(pools, pool)
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}
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}
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return pools
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}
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// GetAllPools returns all cached pools
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func (mm *MarketManager) GetAllPools() []*PoolData {
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mm.mu.RLock()
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defer mm.mu.RUnlock()
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pools := make([]*PoolData, 0, len(mm.pools))
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for _, pool := range mm.pools {
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pools = append(pools, pool)
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}
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return pools
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}
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// ClearCache clears all cached pool data
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func (mm *MarketManager) ClearCache() {
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mm.mu.Lock()
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defer mm.mu.Unlock()
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mm.pools = make(map[string]*PoolData)
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mm.logger.Info("Cleared pool cache")
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}
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// GetCacheStats returns cache statistics
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func (mm *MarketManager) GetCacheStats() (int, int) {
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mm.mu.RLock()
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defer mm.mu.RUnlock()
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return len(mm.pools), mm.maxCacheSize
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}
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