mev-beta/pkg/math/price_impact.go

package math

import (
	"fmt"
	"math"
	"math/big"
)

// PriceImpactCalculator provides a unified interface for calculating price impact across all protocols
type PriceImpactCalculator struct {
	mathCalculator *MathCalculator
}

// NewPriceImpactCalculator creates a new price impact calculator
func NewPriceImpactCalculator() *PriceImpactCalculator {
	return &PriceImpactCalculator{
		mathCalculator: NewMathCalculator(),
	}
}

// CalculatePriceImpact calculates price impact for any supported protocol
func (pic *PriceImpactCalculator) CalculatePriceImpact(
	protocol string,
	amountIn, reserveIn, reserveOut *big.Int,
	sqrtPriceX96, liquidity *big.Int, // For Uniswap V3 and Kyber
) (float64, error) {
	switch protocol {
	case "uniswap_v2", "sushiswap":
		return pic.mathCalculator.uniswapV2.CalculatePriceImpact(amountIn, reserveIn, reserveOut)
	case "uniswap_v3", "camelot_v3":
		return pic.mathCalculator.uniswapV3.CalculatePriceImpact(amountIn, sqrtPriceX96, liquidity)
	case "curve":
		return pic.mathCalculator.curve.CalculatePriceImpact(amountIn, reserveIn, reserveOut)
	case "kyber_elastic", "kyber_classic":
		return pic.mathCalculator.kyber.CalculatePriceImpact(amountIn, sqrtPriceX96, liquidity)
	case "balancer":
		return pic.mathCalculator.balancer.CalculatePriceImpact(amountIn, reserveIn, reserveOut)
	case "constant_sum":
		return pic.mathCalculator.constantSum.CalculatePriceImpact(amountIn, reserveIn, reserveOut)
	case "algebra_v1":
		return pic.calculateAlgebraPriceImpact(amountIn, reserveIn, reserveOut)
	case "integral":
		return pic.calculateIntegralPriceImpact(amountIn, reserveIn, reserveOut)
	case "oneinch":
		return pic.calculateOneInchPriceImpact(amountIn, reserveIn, reserveOut)
	default:
		return 0, fmt.Errorf("unsupported protocol: %s", protocol)
	}
}

// calculateAlgebraPriceImpact calculates price impact for Algebra V1.9
func (pic *PriceImpactCalculator) calculateAlgebraPriceImpact(amountIn, reserveIn, reserveOut *big.Int) (float64, error) {
	if amountIn.Sign() <= 0 || reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	// Calculate new reserves after swap
	amountOut, err := NewAlgebraV1Math().CalculateAmountOutAlgebra(amountIn, reserveIn, reserveOut, 500)
	if err != nil {
		return 0, err
	}

	newReserveIn := new(big.Int).Add(reserveIn, amountIn)
	newReserveOut := new(big.Int).Sub(reserveOut, amountOut)

	// Calculate price before and after swap
	priceBefore := new(big.Float).Quo(new(big.Float).SetInt(reserveOut), new(big.Float).SetInt(reserveIn))
	priceAfter := new(big.Float).Quo(new(big.Float).SetInt(newReserveOut), new(big.Float).SetInt(newReserveIn))

	// Calculate price impact
	impact := new(big.Float).Sub(priceBefore, priceAfter)
	impact.Quo(impact, priceBefore)

	impactFloat, _ := impact.Float64()
	return math.Abs(impactFloat), nil
}

// calculateIntegralPriceImpact calculates price impact for Integral
func (pic *PriceImpactCalculator) calculateIntegralPriceImpact(amountIn, reserveIn, reserveOut *big.Int) (float64, error) {
	if amountIn.Sign() <= 0 || reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	// Calculate new reserves after swap
	amountOut, err := NewIntegralMath().CalculateAmountOutIntegral(amountIn, reserveIn, reserveOut, 100)
	if err != nil {
		return 0, err
	}

	newReserveIn := new(big.Int).Add(reserveIn, amountIn)
	newReserveOut := new(big.Int).Sub(reserveOut, amountOut)

	// Calculate price before and after swap
	priceBefore := new(big.Float).Quo(new(big.Float).SetInt(reserveOut), new(big.Float).SetInt(reserveIn))
	priceAfter := new(big.Float).Quo(new(big.Float).SetInt(newReserveOut), new(big.Float).SetInt(newReserveIn))

	// Calculate price impact
	impact := new(big.Float).Sub(priceBefore, priceAfter)
	impact.Quo(impact, priceBefore)

	impactFloat, _ := impact.Float64()
	return math.Abs(impactFloat), nil
}

// calculateOneInchPriceImpact calculates price impact for 1Inch aggregation
func (pic *PriceImpactCalculator) calculateOneInchPriceImpact(amountIn, reserveIn, reserveOut *big.Int) (float64, error) {
	if amountIn.Sign() <= 0 || reserveIn.Sign() <= 0 || reserveOut.Sign() <= 0 {
		return 0, fmt.Errorf("invalid amounts")
	}

	// 1Inch aggregates multiple DEXs, so we'll calculate an effective price impact
	// based on the overall route

	// For this implementation, we'll calculate using a simple weighted average
	// of the price impact across different paths

	// Calculate new reserves after swap (simplified)
	amountOut, err := NewOneInchMath().CalculateAmountOutOneInch(amountIn, []PathElement{
		{
			Protocol:   "uniswap_v2",
			ReserveIn:  reserveIn,
			ReserveOut: reserveOut,
			Fee:        3000,
		},
	})

	if err != nil {
		return 0, err
	}

	newReserveIn := new(big.Int).Add(reserveIn, amountIn)
	newReserveOut := new(big.Int).Sub(reserveOut, amountOut)

	// Calculate price before and after swap
	priceBefore := new(big.Float).Quo(new(big.Float).SetInt(reserveOut), new(big.Float).SetInt(reserveIn))
	priceAfter := new(big.Float).Quo(new(big.Float).SetInt(newReserveOut), new(big.Float).SetInt(newReserveIn))

	// Calculate price impact
	impact := new(big.Float).Sub(priceBefore, priceAfter)
	impact.Quo(impact, priceBefore)

	impactFloat, _ := impact.Float64()
	return math.Abs(impactFloat), nil
}

// CalculatePriceMovementThreshold determines if a swap moves price beyond a certain threshold
func (pic *PriceImpactCalculator) CalculatePriceMovementThreshold(
	protocol string,
	amountIn, reserveIn, reserveOut *big.Int,
	sqrtPriceX96, liquidity *big.Int, // For Uniswap V3 and Kyber
	threshold float64,
) (bool, float64, error) {
	impact, err := pic.CalculatePriceImpact(protocol, amountIn, reserveIn, reserveOut, sqrtPriceX96, liquidity)
	if err != nil {
		return false, 0, err
	}

	movesPrice := impact >= threshold

	return movesPrice, impact, nil
}

// CalculatePriceImpactWithSlippage combines price impact and slippage calculations
func (pic *PriceImpactCalculator) CalculatePriceImpactWithSlippage(
	protocol string,
	amountIn, reserveIn, reserveOut *big.Int,
	sqrtPriceX96, liquidity *big.Int, // For Uniswap V3 and Kyber
) (float64, float64, error) {
	// Calculate price impact
	priceImpact, err := pic.CalculatePriceImpact(protocol, amountIn, reserveIn, reserveOut, sqrtPriceX96, liquidity)
	if err != nil {
		return 0, 0, err
	}

	// Calculate expected output
	mathCalculator := pic.mathCalculator.GetMathForExchange(protocol)
	expectedOut, err := mathCalculator.CalculateAmountOut(amountIn, reserveIn, reserveOut, 0)
	if err != nil {
		return 0, 0, err
	}

	// Calculate actual output after slippage (simplified)
	actualOut := new(big.Int).Set(expectedOut)

	// Calculate slippage
	slippage, err := mathCalculator.CalculateSlippage(expectedOut, actualOut)
	if err != nil {
		return 0, 0, err
	}

	return priceImpact, slippage, nil
}