203 lines
6.4 KiB
Markdown
203 lines
6.4 KiB
Markdown
# MEV Bot Project Plan
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## Overview
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This document outlines the comprehensive plan for developing a high-performance MEV (Maximal Extractable Value) bot with modular architecture supporting multiple transport mechanisms. The bot will monitor the Arbitrum sequencer for potential swap opportunities and identify profitable arbitrage opportunities.
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## Project Goals
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1. Build a modular MEV bot with independent components
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2. Implement high-frequency, low-latency communication between modules
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3. Support multiple transport mechanisms (shared memory, Unix sockets, TCP, WebSockets, gRPC)
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4. Enable deployment as monolithic or distributed system
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5. Implement robust lifecycle management for all modules
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6. Ensure deterministic transaction ordering for arbitrage opportunities
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## Architecture Summary
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### Core Components
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1. **Configuration Manager** - Centralized configuration handling
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2. **Event Parser** - DEX event detection and parsing
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3. **Market Monitor** - Arbitrum sequencer monitoring
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4. **Market Pipeline** - Transaction processing pipeline
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5. **Market Scanner** - Arbitrage opportunity detection
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6. **Execution Engine** - Transaction execution
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7. **Risk Manager** - Risk assessment and management
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8. **Data Store** - Persistent storage for market data
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### Communication Layer
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- **Universal Message Bus** supporting multiple transports
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- **Smart Router** for automatic transport selection
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- **Module Manager** for lifecycle control
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- **WebSockets/gRPC** for external interfaces
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## Development Phases
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### Phase 1: Foundation (Weeks 1-2)
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- [ ] Set up project structure and configuration management
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- [ ] Implement basic Arbitrum sequencer monitoring
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- [ ] Create event parser for DEX interactions
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- [ ] Establish core data structures and interfaces
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### Phase 2: Pipeline & Scanner (Weeks 3-4)
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- [ ] Develop market processing pipeline
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- [ ] Implement market scanner with concurrency support
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- [ ] Add Uniswap V3 pricing calculations
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- [ ] Create basic arbitrage detection logic
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### Phase 3: Communication Layer (Weeks 5-6)
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- [ ] Implement universal message bus
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- [ ] Add shared memory transport
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- [ ] Add Unix socket transport
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- [ ] Create smart router for transport selection
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### Phase 4: Advanced Features (Weeks 7-8)
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- [ ] Add TCP/WebSocket transport support
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- [ ] Implement gRPC control interface
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- [ ] Develop module lifecycle management
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- [ ] Create transaction ordering system
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### Phase 5: Execution & Risk (Weeks 9-10)
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- [ ] Build execution engine
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- [ ] Implement risk management module
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- [ ] Add data persistence layer
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- [ ] Create monitoring and metrics
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### Phase 6: Testing & Optimization (Weeks 11-12)
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- [ ] Comprehensive unit and integration testing
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- [ ] Performance optimization
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- [ ] Security auditing
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- [ ] Documentation and examples
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## Module Specifications
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### Configuration Manager
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- Load configuration from YAML file
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- Override with environment variables
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- Support hot reloading of configuration
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- Validate configuration parameters
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### Event Parser
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- Detect DEX interactions (Uniswap V2/V3, SushiSwap)
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- Parse transaction data for swap events
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- Identify token addresses and amounts
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- Extract price and liquidity information
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### Market Monitor
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- Connect to Arbitrum RPC and WebSocket endpoints
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- Monitor sequencer for new blocks and L2 messages
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- Extract transactions from blocks and parse L2 messages
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- Process opportunities with high frequency (250ms intervals)
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- Rate limiting for RPC calls
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- Fallback endpoint support
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### Market Pipeline
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- Multi-stage transaction processing
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- Concurrent processing with worker pools
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- Configurable pipeline stages
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- Error handling and recovery
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### Market Scanner
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- Analyze swap events for price impact
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- Calculate arbitrage opportunities
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- Worker pool for concurrent processing
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- Caching for pool data
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- Profitability filtering
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### Execution Engine
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- Sign and submit arbitrage transactions
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- Gas price optimization
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- Transaction nonce management
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- Error handling and retry logic
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### Risk Manager
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- Position sizing
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- Portfolio risk limits
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- Market impact assessment
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- Emergency stop functionality
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### Data Store
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- Persistent storage for market data
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- Configuration caching
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- Performance metrics storage
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- Historical data analysis
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## Communication Architecture
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### Transport Types
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1. **Shared Memory** - Ultra-low latency for same-process modules
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2. **Unix Sockets** - Low latency for local inter-process communication
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3. **TCP** - Standard networking for remote modules
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4. **WebSockets** - Real-time communication for monitoring
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5. **gRPC** - High-performance RPC for control plane
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### Message Routing
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- Topic-based message routing
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- Automatic transport selection based on:
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- Message size
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- Destination location
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- Latency requirements
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- System load
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- Dead letter queue for failed messages
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- Message persistence for critical data
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### Module Lifecycle
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- START/STOP/PAUSE/RESUME commands
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- Health checks and status reporting
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- Dependency management
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- Graceful shutdown procedures
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## Performance Requirements
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- Latency < 10 microseconds for critical path
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- Throughput > 100,000 messages/second
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- Sub-millisecond processing for arbitrage detection
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- L2 message processing every 250ms
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- Deterministic transaction ordering
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- Horizontal scalability
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## Security Considerations
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- Secure key management
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- Rate limiting and DoS protection
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- Input validation and sanitization
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- Audit logging
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- Secure communication channels
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## Testing Strategy
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- Unit tests for each component
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- Integration tests for module interactions
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- Performance benchmarks
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- Chaos engineering for fault tolerance
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- Security penetration testing
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## Deployment Options
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1. **Monolithic** - All modules in single process
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2. **Distributed** - Modules as separate processes/services
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3. **Hybrid** - Critical modules local, others remote
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4. **Clustered** - Multiple instances for load distribution
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## Monitoring & Observability
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- Real-time status dashboards
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- Performance metrics collection
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- Alerting for critical events
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- Log aggregation and analysis
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- Tracing for transaction flow
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## Documentation Requirements
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- Installation and setup guide
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- Configuration reference
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- API documentation
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- Deployment guides for each mode
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- Troubleshooting guide
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- Performance tuning guide
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## Success Metrics
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- Transaction processing latency
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- Arbitrage detection accuracy
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- System uptime
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- Resource utilization
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- Profitability of executed trades
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## Risk Mitigation
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- Circuit breakers for market volatility
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- Position limits to prevent excessive exposure
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- Graceful degradation under load
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- Backup systems for critical components
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- Regular security audits |