Files
mev-beta/docs/8_reports/enhancements/simulation_tools_plan.md
Krypto Kajun 850223a953 fix(multicall): resolve critical multicall parsing corruption issues
- Added comprehensive bounds checking to prevent buffer overruns in multicall parsing
- Implemented graduated validation system (Strict/Moderate/Permissive) to reduce false positives
- Added LRU caching system for address validation with 10-minute TTL
- Enhanced ABI decoder with missing Universal Router and Arbitrum-specific DEX signatures
- Fixed duplicate function declarations and import conflicts across multiple files
- Added error recovery mechanisms with multiple fallback strategies
- Updated tests to handle new validation behavior for suspicious addresses
- Fixed parser test expectations for improved validation system
- Applied gofmt formatting fixes to ensure code style compliance
- Fixed mutex copying issues in monitoring package by introducing MetricsSnapshot
- Resolved critical security vulnerabilities in heuristic address extraction
- Progress: Updated TODO audit from 10% to 35% complete

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-17 00:12:55 -05:00

1.7 KiB

Simulation Tools Enhancement Plan

Goal

Align the profitability replay harness and embedded simulation helpers with production requirements: real historical data, accurate fee/slippage modelling, and automated validation in CI.

Tasks

  1. Historical Data Ingestion

    • Define vector schema for real opportunities (timestamp, DEX, expected vs. realized profit, route data).
    • Build extraction pipeline from historical archive/DB to tools/simulation/vectors/ (with sanitised examples).
    • Add versioning/checksums for vectors used in CI.
  2. Simulation Accuracy

    • Replace hard-coded fees/reserves (tools/simulation/main.go) with per-exchange metadata.
    • Model slippage, gas costs, and failed trades using observed distributions.
    • Introduce configuration for latency, backrunning competition, gas spikes.
  3. Integration with Arbitrage Pipeline

    • Provide CLI option to replay directly against ArbitrageService / executor in dry-run mode.
    • Emit metrics for hit rate and net profit and compare against Prometheus data.
  4. CI Automation

    • Add make simulate-profit to staging/audit workflows with artifact retention.
    • Set thresholds (e.g., net profit >0, hit rate >50%) to fail CI when regressions occur.
  5. Documentation & Runbooks

    • Update docs/5_development/TESTING_BENCHMARKING.md and docs/6_operations/DEPLOYMENT_GUIDE.md with guidance on capturing vectors and interpreting reports.
    • Provide runbook entry for simulation dashboards and alerting.

References

  • tools/simulation/main.go
  • scripts/run_profit_simulation.sh
  • pkg/arbitrage simulation helper functions