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>
338 lines
14 KiB
YAML
338 lines
14 KiB
YAML
# Arbitrum-Optimized MEV Bot Configuration
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# Based on Layer 2 Research and Best Practices (November 2025)
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#
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# USAGE:
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# This config can be merged with arbitrum_production.yaml for testing
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# All changes are non-breaking and can be enabled via feature flags
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#
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# RESEARCH FINDINGS:
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# - Arbitrum block time: ~250ms (vs 12s Ethereum)
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# - Opportunity window: 10-20 blocks (2.5-5 seconds)
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# - Cyclic arbitrage: ~7% of gas usage
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# - Profitable arbitrage: 0.03%-0.05% of trade volume
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#
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# See: docs/L2_MEV_BOT_RESEARCH_REPORT.md for full analysis
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# =============================================================================
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# FEATURE FLAGS - Enable/Disable Optimizations
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# =============================================================================
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features:
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# Phase 1: Configuration tuning (LOW RISK)
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use_arbitrum_optimized_timeouts: true # Adjust for 250ms blocks
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use_dynamic_ttl: true # Calculate TTL based on block time
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# Phase 2: Transaction filtering (MEDIUM RISK)
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enable_dex_prefilter: false # Filter non-DEX transactions (80-90% reduction)
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log_filtered_transactions: true # Monitor for missed opportunities
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# Phase 3: Sequencer optimizations (MEDIUM RISK)
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use_direct_sequencer_feed: false # Direct WebSocket to sequencer
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sequencer_feed_fallback: true # Keep RPC as fallback
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# Phase 4: Timeboost (HIGH RISK - Future)
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enable_timeboost: false # Express lane integration
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timeboost_monitoring_only: false # Monitor without bidding
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# =============================================================================
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# ARBITRUM-SPECIFIC NETWORK CONFIGURATION
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# =============================================================================
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arbitrum_l2:
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# Network characteristics
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chain_id: 42161
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average_block_time_ms: 250 # Arbitrum typical
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blocks_per_second: 4 # 1000ms / 250ms
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# Transaction ordering
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ordering_policy: "fcfs" # First-Come-First-Served
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has_public_mempool: false # No mempool on L2
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gas_price_affects_ordering: false # FCFS = gas price doesn't matter
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# Sequencer configuration
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sequencer_endpoint: "wss://arb1-sequencer.arbitrum.io/feed"
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sequencer_publish_delay_ms: 0 # Transactions published immediately
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# Timeboost configuration (if enabled)
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timeboost:
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auction_contract: "0x0000000000000000000000000000000000000000" # TBD when launched
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express_lane_duration_seconds: 60 # 60-second rounds
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auction_type: "sealed_bid_second_price" # Auction mechanism
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min_express_lane_bid_wei: 1000000000000000 # 0.001 ETH minimum
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# Gattaca Kairos integration (Timeboost relay)
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kairos:
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enabled: false # Phase 5
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endpoint: "https://kairos.gattaca.com" # Gattaca Timeboost relay
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api_key_env: "KAIROS_API_KEY" # Environment variable for key
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sub_auction_interval_ms: 100 # ~100ms sub-auctions
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# =============================================================================
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# OPTIMIZED ARBITRAGE TIMING (Phase 1)
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# =============================================================================
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arbitrage_optimized:
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# CRITICAL: Tuned for Arbitrum's 250ms blocks
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# Research shows opportunities last 10-20 blocks (2.5-5 seconds)
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# Opportunity lifecycle
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opportunity_ttl: "5s" # 20 blocks @ 250ms (was 30s)
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opportunity_window_blocks: 20 # ~5 seconds
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# Path caching
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max_path_age: "10s" # 40 blocks @ 250ms (was 60s)
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cache_ttl_blocks: 40 # Blocks before cache expires
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# Execution deadlines
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execution_deadline: "3s" # 12 blocks @ 250ms
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max_execution_blocks: 12 # Must execute within 12 blocks
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# Revalidation before execution
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revalidate_before_exec: true # Re-check prices before execution
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max_price_deviation_percent: 1.0 # Cancel if price moved >1%
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# Dynamic TTL calculation (if use_dynamic_ttl enabled)
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dynamic_ttl:
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min_ttl_blocks: 10 # Minimum 10 blocks (2.5s)
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max_ttl_blocks: 20 # Maximum 20 blocks (5s)
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profit_multiplier: true # Higher profit = longer TTL
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volatility_adjustment: true # High volatility = shorter TTL
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# =============================================================================
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# TRANSACTION PRE-FILTERING (Phase 2)
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# =============================================================================
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dex_filter:
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enabled: false # Set features.enable_dex_prefilter to enable
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# Known DEX addresses on Arbitrum
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known_dex_addresses:
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# Uniswap V3
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- "0x1F98431c8aD98523631AE4a59f267346ea31F984" # Factory
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- "0xE592427A0AEce92De3Edee1F18E0157C05861564" # Router
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- "0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45" # Router V2
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# Camelot
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- "0x6EcCab422D763aC031210895C81787E87B43A652" # Factory
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- "0xc873fEcbd354f5A56E00E710B90EF4201db2448d" # Router
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# SushiSwap
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- "0xc35DADB65012eC5796536bD9864eD8773aBc74C4" # Factory
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- "0x1b02dA8Cb0d097eB8D57A175b88c7D8b47997506" # Router
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# Curve
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- "0x5ffe7FB82894076ECB99A30D6A32e969e6e35E98" # Address Provider
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# Balancer V2
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- "0xBA12222222228d8Ba445958a75a0704d566BF2C8" # Vault
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# Ramses
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- "0xAAA87963EFeB6f7E0a2711F397663105Acb1805e" # Router
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# KyberSwap Elastic
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- "0x5F1dddbf348aC2fbe22a163e30F99F9ECE3DD50a" # Factory
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- "0xC1e7dFE73E1598E3910EF4C7845B68A9Ab6F4c83" # Router
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# Swap function signatures
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known_swap_signatures:
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- "0x128acb08" # swap(address,bool,int256,uint160,bytes)
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- "0xc04b8d59" # exactInputSingle((address,address,uint24,address,uint256,uint256,uint256,uint160))
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- "0x414bf389" # exactInputSingle((address,address,uint24,address,uint256,uint256,uint256,uint160))
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- "0xb858183f" # multicall(uint256,bytes[])
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- "0x38ed1739" # swapExactTokensForTokens
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- "0x8803dbee" # swapTokensForExactTokens
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- "0x022c0d9f" # swap(uint256,uint256,address,bytes)
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- "0x5ae401dc" # multicall(uint256,bytes[])
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# Filtering behavior
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filter_mode: "whitelist" # "whitelist" or "blacklist"
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log_filtered: true # Log filtered transactions
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filtered_log_sample_rate: 0.01 # Log 1% of filtered tx (avoid spam)
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# Performance tuning
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cache_lookups: true # Cache address lookups
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cache_ttl: "5m" # Cache for 5 minutes
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# =============================================================================
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# SEQUENCER FEED OPTIMIZATION (Phase 3)
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# =============================================================================
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sequencer_feed:
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enabled: false # Set features.use_direct_sequencer_feed to enable
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# Connection settings
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websocket_url: "wss://arb1-sequencer.arbitrum.io/feed"
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connection_timeout: "30s"
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read_timeout: "10s"
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write_timeout: "10s"
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# Reconnection logic
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auto_reconnect: true
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max_reconnect_attempts: 10
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reconnect_backoff_ms: 1000 # Start at 1s
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reconnect_backoff_max_ms: 30000 # Max 30s
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# Message processing
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message_buffer_size: 100000 # Large buffer for high throughput
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decode_concurrency: 10 # Parallel decoding workers
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enable_transaction_cache: true # Cache decoded transactions
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# Latency optimization
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priority_processing: true # Process DEX transactions first
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skip_non_dex: true # Don't decode non-DEX transactions
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# Fallback to RPC
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fallback_on_disconnect: true # Use RPC if sequencer disconnects
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fallback_delay_ms: 5000 # Wait 5s before falling back
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# =============================================================================
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# ENHANCED PROFIT VALIDATION (Non-Breaking Addition)
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# =============================================================================
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profit_validation:
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# Pre-execution validation
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revalidate_before_submission: true # Check profit before submitting
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min_profit_after_revalidation_wei: 800000000000000 # 0.0008 ETH ($1.60)
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# Price movement thresholds
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max_price_movement_percent: 2.0 # Cancel if price moved >2%
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alert_on_large_movement: true # Alert if movement >1%
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# Slippage protection
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use_dynamic_slippage: true # Adjust slippage based on pool depth
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min_slippage_bps: 10 # 0.1% minimum
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max_slippage_bps: 500 # 5% maximum
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# Multi-hop specific
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max_hops_with_revalidation: 3 # Revalidate 3+ hop paths
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per_hop_validation: true # Check each hop individually
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# =============================================================================
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# COMPETITIVE OPTIMIZATION
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# =============================================================================
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competition:
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# Latency targets for Arbitrum (250ms blocks)
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target_detection_latency_ms: 50 # Detect within 50ms
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target_execution_latency_ms: 150 # Execute within 150ms
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total_latency_budget_ms: 200 # Total <200ms (80% of block time)
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# Gas optimization for competition
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base_gas_price_gwei: 0.1 # Arbitrum typical
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priority_gas_multiplier: 1.0 # No priority on FCFS
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min_gas_price_gwei: 0.05 # Minimum
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max_gas_price_gwei: 1.0 # Maximum
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# Express lane (Timeboost) strategy
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express_lane_min_profit_wei: 50000000000000000 # $100 minimum to use express lane
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express_lane_max_bid_percent: 10.0 # Bid up to 10% of profit
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express_lane_compete_above_profit: 100000000000000000 # $200+ always compete
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# =============================================================================
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# A/B TESTING FRAMEWORK
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# =============================================================================
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ab_testing:
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enabled: false # Enable A/B testing
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# Test groups
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control_group_percentage: 50 # 50% use old config
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treatment_group_percentage: 50 # 50% use new config
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# Metrics to track
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track_metrics:
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- "opportunities_detected"
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- "opportunities_executed"
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- "total_profit"
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- "average_latency"
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- "success_rate"
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# Duration
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test_duration_hours: 24 # Run for 24 hours
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min_sample_size: 100 # Minimum 100 opportunities per group
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# =============================================================================
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# MONITORING AND ALERTING
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# =============================================================================
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l2_monitoring:
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# Performance tracking
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track_block_times: true # Monitor actual block times
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track_opportunity_window: true # Measure actual opportunity duration
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track_competition: true # Monitor express lane activity
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# Alerts
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alert_on_long_block_time: true # Alert if block time >500ms
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alert_on_missed_opportunities: true # Alert if we're being consistently outbid
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alert_on_low_success_rate: true # Alert if success rate <5%
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# Logging
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log_opportunity_lifecycle: true # Detailed lifecycle logging
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log_execution_timing: true # Log all timing metrics
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log_comparison_with_mainnet: false # Don't log L1 comparisons (not relevant)
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# =============================================================================
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# BACKWARD COMPATIBILITY
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# =============================================================================
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legacy_config:
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# Keep old values for rollback
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opportunity_ttl_legacy: "30s"
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max_path_age_legacy: "60s"
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# Rollback procedure
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enable_legacy_mode: false # Emergency rollback
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auto_rollback_on_failure: true # Auto-rollback if >50% failure rate
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rollback_threshold_failures: 10 # Rollback after 10 consecutive failures
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# =============================================================================
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# DEPLOYMENT PHASES
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# =============================================================================
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deployment_phases:
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current_phase: 1 # Which phase we're in
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# Phase 1: Configuration tuning (Week 1)
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phase_1:
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enabled: true
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features:
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- "use_arbitrum_optimized_timeouts"
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- "use_dynamic_ttl"
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rollback_ready: true
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# Phase 2: Transaction filtering (Week 2)
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phase_2:
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enabled: false
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features:
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- "enable_dex_prefilter"
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- "log_filtered_transactions"
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rollback_ready: true
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# Phase 3: Sequencer optimization (Week 3)
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phase_3:
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enabled: false
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features:
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- "use_direct_sequencer_feed"
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- "sequencer_feed_fallback"
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rollback_ready: true
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# Phase 4: Timeboost monitoring (Week 4)
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phase_4:
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enabled: false
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features:
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- "timeboost_monitoring_only"
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rollback_ready: true
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# Phase 5: Timeboost execution (Month 2+)
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phase_5:
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enabled: false
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features:
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- "enable_timeboost"
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rollback_ready: false # High risk, careful rollout
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# =============================================================================
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# VALIDATION AND TESTING
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# =============================================================================
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validation:
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# Pre-deployment validation
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run_config_validation: true # Validate config before starting
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require_all_dex_addresses: true # Ensure all DEXes configured
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require_sequencer_connectivity: false # Don't require for Phase 1
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# Runtime validation
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continuous_validation: true # Monitor config consistency
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alert_on_misconfiguration: true # Alert on detected issues
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# Test mode
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dry_run_mode: false # Set to true for testing without execution
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log_would_be_executed: true # Log what would execute in dry run
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