803de231ba
Restructured project for V2 refactor: **Structure Changes:** - Moved all V1 code to orig/ folder (preserved with git mv) - Created docs/planning/ directory - Added orig/README_V1.md explaining V1 preservation **Planning Documents:** - 00_V2_MASTER_PLAN.md: Complete architecture overview - Executive summary of critical V1 issues - High-level component architecture diagrams - 5-phase implementation roadmap - Success metrics and risk mitigation - 07_TASK_BREAKDOWN.md: Atomic task breakdown - 99+ hours of detailed tasks - Every task < 2 hours (atomic) - Clear dependencies and success criteria - Organized by implementation phase **V2 Key Improvements:** - Per-exchange parsers (factory pattern) - Multi-layer strict validation - Multi-index pool cache - Background validation pipeline - Comprehensive observability **Critical Issues Addressed:** - Zero address tokens (strict validation + cache enrichment) - Parsing accuracy (protocol-specific parsers) - No audit trail (background validation channel) - Inefficient lookups (multi-index cache) - Stats disconnection (event-driven metrics) Next Steps: 1. Review planning documents 2. Begin Phase 1: Foundation (P1-001 through P1-010) 3. Implement parsers in Phase 2 4. Build cache system in Phase 3 5. Add validation pipeline in Phase 4 6. Migrate and test in Phase 5 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
109 lines
3.3 KiB
Go
109 lines
3.3 KiB
Go
package arbitrage
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import (
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"math/big"
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"testing"
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"time"
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"github.com/fraktal/mev-beta/internal/logger"
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"github.com/fraktal/mev-beta/pkg/math"
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pkgtypes "github.com/fraktal/mev-beta/pkg/types"
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)
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func TestPerformRiskChecksRespectsDailyLossLimitDecimals(t *testing.T) {
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log := logger.New("debug", "text", "")
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dc := math.NewDecimalConverter()
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maxPos, _ := dc.FromString("10", 18, "ETH")
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dailyLimit, _ := dc.FromString("0.5", 18, "ETH")
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profitTarget, _ := dc.FromString("1", 18, "ETH")
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zero, _ := dc.FromString("0", 18, "ETH")
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framework := &LiveExecutionFramework{
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logger: log,
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decimalConverter: dc,
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config: FrameworkConfig{
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MaxPositionSize: maxPos,
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DailyLossLimit: dailyLimit,
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DailyProfitTarget: profitTarget,
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},
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stats: &FrameworkStats{
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DailyStats: make(map[string]*DailyStats),
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},
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}
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today := time.Now().Format("2006-01-02")
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framework.stats.DailyStats[today] = &DailyStats{
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Date: today,
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ProfitRealized: zero.Copy(),
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GasCostPaid: zero.Copy(),
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}
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loss, _ := math.NewUniversalDecimal(big.NewInt(-600000000000000000), 18, "ETH")
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framework.stats.DailyStats[today].NetProfit = loss
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opportunity := &pkgtypes.ArbitrageOpportunity{
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AmountIn: big.NewInt(1000000000000000000),
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Confidence: 0.95,
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}
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if framework.performRiskChecks(opportunity) {
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t.Fatalf("expected opportunity to be rejected when loss exceeds limit")
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}
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acceptableLoss, _ := math.NewUniversalDecimal(big.NewInt(-200000000000000000), 18, "ETH")
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framework.stats.DailyStats[today].NetProfit = acceptableLoss
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if !framework.performRiskChecks(opportunity) {
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t.Fatalf("expected opportunity to pass when loss within limit")
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}
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}
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func TestOpportunityHelpersHandleMissingQuantities(t *testing.T) {
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dc := math.NewDecimalConverter()
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profit := big.NewInt(2100000000000000)
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opportunity := &pkgtypes.ArbitrageOpportunity{
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NetProfit: profit,
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}
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expectedDecimal := universalFromWei(dc, profit, "ETH")
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resultDecimal := opportunityNetProfitDecimal(dc, opportunity)
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if cmp, err := dc.Compare(resultDecimal, expectedDecimal); err != nil || cmp != 0 {
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t.Fatalf("expected fallback decimal to match wei amount, got %s", dc.ToHumanReadable(resultDecimal))
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}
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expectedString := ethAmountString(dc, expectedDecimal, nil)
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resultString := opportunityAmountString(dc, opportunity)
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if resultString != expectedString {
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t.Fatalf("expected fallback string %s, got %s", expectedString, resultString)
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}
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}
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func TestOpportunityHelpersPreferDecimalSnapshots(t *testing.T) {
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dc := math.NewDecimalConverter()
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declared, _ := math.NewUniversalDecimal(big.NewInt(1500000000000000000), 18, "ETH")
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opportunity := &pkgtypes.ArbitrageOpportunity{
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NetProfit: new(big.Int).Set(declared.Value),
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Quantities: &pkgtypes.OpportunityQuantities{
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NetProfit: pkgtypes.DecimalAmount{
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Value: declared.Value.String(),
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Decimals: declared.Decimals,
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Symbol: declared.Symbol,
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},
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},
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}
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resultDecimal := opportunityNetProfitDecimal(dc, opportunity)
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if cmp, err := dc.Compare(resultDecimal, declared); err != nil || cmp != 0 {
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t.Fatalf("expected decimal snapshot to be used, got %s", dc.ToHumanReadable(resultDecimal))
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}
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expectedString := ethAmountString(dc, declared, nil)
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resultString := opportunityAmountString(dc, opportunity)
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if resultString != expectedString {
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t.Fatalf("expected human-readable snapshot %s, got %s", expectedString, resultString)
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}
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}
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