Files
mev-beta/orig/config/arbitrum_production.yaml
Administrator 803de231ba feat: create v2-prep branch with comprehensive planning
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>
2025-11-10 10:14:26 +01:00

487 lines
18 KiB
YAML

# MEV Bot Production Configuration for Arbitrum One
# Generated based on verified contract addresses as of September 2024
# Top 20 Arbitrum One Tokens by Market Cap and Trading Volume
tokens:
# Major Stablecoins and Base Assets
weth:
symbol: "WETH"
name: "Wrapped Ether"
address: "0x82af49447d8a07e3bd95bd0d56f35241523fbab1"
decimals: 18
coingecko_id: "weth"
is_base_token: true
usdc:
symbol: "USDC"
name: "USD Coin (Native)"
address: "0xaf88d065e77c8cc2239327c5edb3a432268e5831"
decimals: 6
coingecko_id: "usd-coin"
is_stable: true
usdc_e:
symbol: "USDC.e"
name: "USD Coin (Bridged)"
address: "0xff970a61a04b1ca14834a43f5de4533ebddb5cc8"
decimals: 6
coingecko_id: "usd-coin-ethereum-bridged"
is_stable: true
usdt:
symbol: "USDT"
name: "Tether USD"
address: "0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9"
decimals: 6
coingecko_id: "tether"
is_stable: true
# Native and Governance Tokens
arb:
symbol: "ARB"
name: "Arbitrum"
address: "0x912ce59144191c1204e64559fe8253a0e49e6548"
decimals: 18
coingecko_id: "arbitrum"
is_governance: true
# DeFi Blue Chips
gmx:
symbol: "GMX"
name: "GMX"
address: "0xfc5A1A6EB076a2C7aD06eD22C90d7E710E35ad0a"
decimals: 18
coingecko_id: "gmx"
category: "derivatives"
pendle:
symbol: "PENDLE"
name: "Pendle"
address: "0x0c880f6761f1af8d9aa9c466984b80dab9a8c9e8"
decimals: 18
coingecko_id: "pendle"
category: "yield"
# Additional High Volume Tokens
wbtc:
symbol: "WBTC"
name: "Wrapped Bitcoin"
address: "0x2f2a2543b76a4166549f7aab2e75bef0aefc5b0f"
decimals: 8
coingecko_id: "wrapped-bitcoin"
link:
symbol: "LINK"
name: "Chainlink"
address: "0xf97f4df75117a78c1a5a0dbb814af92458539fb4"
decimals: 18
coingecko_id: "chainlink"
uni:
symbol: "UNI"
name: "Uniswap"
address: "0xfa7f8980b0f1e64a2062791cc3b0871572f1f7f0"
decimals: 18
coingecko_id: "uniswap"
aave:
symbol: "AAVE"
name: "Aave"
address: "0xba5ddd1f9d7f570dc94a51479a000e3bce967196"
decimals: 18
coingecko_id: "aave"
crv:
symbol: "CRV"
name: "Curve DAO Token"
address: "0x11cdb42b0eb46d95f990bedd4695a6e3fa034978"
decimals: 18
coingecko_id: "curve-dao-token"
bal:
symbol: "BAL"
name: "Balancer"
address: "0x040d1edc9569d4bab2d15287dc5a4f10f56a56b8"
decimals: 18
coingecko_id: "balancer"
comp:
symbol: "COMP"
name: "Compound"
address: "0x354a6da3fcde098f8389cad84b0182725c6c91de"
decimals: 18
coingecko_id: "compound-governance-token"
mkr:
symbol: "MKR"
name: "Maker"
address: "0x2e9a6df78e42c50b0cefcf9000d0c3a4d34e1dd5"
decimals: 18
coingecko_id: "maker"
# Arbitrum Ecosystem Tokens
magic:
symbol: "MAGIC"
name: "MAGIC"
address: "0x539bde0d7dbd336b79148aa742883198bbf60342"
decimals: 18
coingecko_id: "magic"
category: "gaming"
grail:
symbol: "GRAIL"
name: "Camelot Token"
address: "0x3d9907f9a368ad0a51be60f7da3b97cf940982d8"
decimals: 18
coingecko_id: "camelot-token"
dpx:
symbol: "DPX"
name: "Dopex"
address: "0x6c2c06790b3e3e3c38e12ee22f8183b37a13ee55"
decimals: 18
coingecko_id: "dopex"
category: "options"
rdnt:
symbol: "RDNT"
name: "Radiant Capital"
address: "0x3082cc23568ea640225c2467653db90e9250aaa0"
decimals: 18
coingecko_id: "radiant-capital"
ram:
symbol: "RAM"
name: "Ramses"
address: "0xaaa6c1e32c55a7bfa8066a6fae9b42650f262418"
decimals: 18
coingecko_id: "ramses-exchange"
# DEX Factory and Router Addresses - Verified for Arbitrum One
dex_protocols:
uniswap_v3:
name: "Uniswap V3"
factory: "0x1F98431c8aD98523631AE4a59f267346ea31F984"
router: "0xE592427A0AEce92De3Edee1F18E0157C05861564"
router_v2: "0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45"
universal_router: "0x4c60051384bd2d3c01bfc845cf5f4b44bcbe9de5"
position_manager: "0xC36442b4a4522E871399CD717aBDD847Ab11FE88"
quoter: "0xb27308f9F90D607463bb33eA1BeBb41C27CE5AB6"
quoter_v2: "0x61fFE014bA17989E743c5F6cB21bF9697530B21e"
fee_tiers: [100, 500, 3000, 10000]
init_code_hash: "0xe34f199b19b2b4f47f68442619d555527d244f78a3297ea89325f843f87b8b54"
uniswap_v2:
name: "Uniswap V2"
factory: "0x5C69bEe701ef814a2B6a3EDD4B1652CB9cc5aA6f"
router: "0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D"
fee_percent: 0.3
init_code_hash: "0x96e8ac4277198ff8b6f785478aa9a39f403cb768dd02cbee326c3e7da348845f"
camelot:
name: "Camelot DEX"
factory: "0x6EcCab422D763aC031210895C81787E87B43A652"
router: "0xc873fEcbd354f5A56E00E710B90EF4201db2448d"
fee_percent: 0.2
supports_custom_fees: true
balancer_v2:
name: "Balancer V2"
vault: "0xba12222222228d8ba445958a75a0704d566bf2c8"
# Note: Balancer uses vault-based architecture, not traditional factory/router
curve:
name: "Curve Finance"
address_provider: "0x5ffe7FB82894076ECB99A30D6A32e969e6e35E98"
# Registry addresses retrieved via address_provider.get_address(id)
registry_ids:
stableswap_registry: 0
pool_info: 1
exchange_router: 2
metapool_factory: 3
fee_distributor: 4
crypto_registry: 5
twocrypto_factory: 6
metaregistry: 7
crvusd_factory: 8
tricrypto_ng_factory: 11
stableswap_ng_factory: 12
twocrypto_ng_factory: 13
kyber_elastic:
name: "KyberSwap Elastic"
factory: "0x5F1dddbf348aC2fbe22a163e30F99F9ECE3DD50a"
router: "0xC1e7dFE73E1598E3910EF4C7845B68A9Ab6F4c83"
position_manager: "0x2B1c7b41f6A8F2b2bc45C3233a5d5FB3cD6dC9A8"
quoter_v2: "0x0D125c15D54cA1F8a813C74A81aEe34ebB508C1f"
tick_fees_reader: "0x165c68077ac06c83800d19200e6E2B08D02dE75D"
ramses:
name: "Ramses Exchange"
router: "0xAAA87963EFeB6f7E0a2711F397663105Acb1805e"
position_manager: "0xAA277CB7914b7e5514946Da92cb9De332Ce610EF"
# Factory address to be retrieved from router or documentation
fee_tiers: [100, 500, 3000, 10000]
sushiswap:
name: "SushiSwap"
factory: "0xc35DADB65012eC5796536bD9864eD8773aBc74C4"
router: "0x1b02dA8Cb0d097eB8D57A175b88c7D8b47997506"
fee_percent: 0.3
init_code_hash: "0xe18a34eb0e04b04f7a0ac29a6e80748dca96319b42c54d679cb821dca90c6303"
# REAL DEPLOYED MEV BOT CONTRACT ADDRESSES ON ARBITRUM MAINNET
# Uniswap V3 Flash Swaps - Deployed October 27, 2025
contracts:
# Core arbitrage execution contract - DEPLOYED AND VERIFIED
arbitrage_executor: "0x6C2B1c6Eb0e5aB73d8C60944c74A62bfE629c418"
# Flash swap contracts - DEPLOYED AND AUTHORIZED
uniswap_v3_flash_swapper: "0x7Cc97259cBe0D02Cd0b8A80c2E1f79C7265808b4"
# Data fetcher for batch pool data fetching (99% RPC call reduction!)
data_fetcher: "0xC6BD82306943c0F3104296a46113ca0863723cBD"
uniswap_v2_flash_swapper: "0xE82c24b3fD47995E0626b1e8ac13E13130f5AeEE"
# Legacy field mappings for backward compatibility
flash_swapper: "0x5801ee5c2f6069e0f11cce7c0f27c2ef88e79a95" # Points to V3 swapper
# Flash loan receiver contract (Balancer flash loans) - DEPLOYED
flash_loan_receiver: "0xe7f1725E7734CE288F8367e1Bb143E90bb3F0512"
# Balancer Vault address for flash loans (Arbitrum mainnet)
balancer_vault: "0xBA12222222228d8Ba445958a75a0704d566BF2C8"
# Arbitrage Service Configuration - MICRO-FUNDING MODE (0.001 ETH)
arbitrage:
enabled: true
arbitrage_contract_address: "0xec2a16d5f8ac850d08c4c7f67efd50051e7cfc0b"
flash_swap_contract_address: "0x5801ee5c2f6069e0f11cce7c0f27c2ef88e79a95"
stats_update_interval: "10s"
max_concurrent_executions: 2 # Reduced for micro-funding
# Detection thresholds - ULTRA AGGRESSIVE FOR MICRO-FUNDING
min_profit_wei: 1000000000000000 # $2.00 minimum profit (0.001 ETH @ $2000/ETH)
min_roi_percent: 0.05 # Minimum 0.05% ROI - AGGRESSIVE!
min_significant_swap_size: 50000000000000000 # 0.05 ETH minimum swap size
slippage_tolerance: 0.005 # 0.5% max slippage (tighter)
# Scanning parameters
min_scan_amount_wei: 50000000000000000 # 0.05 ETH minimum scan amount
max_scan_amount_wei: 5000000000000000000 # 5 ETH maximum scan amount
max_gas_price_wei: 1000000000 # 1.0 gwei max gas price (Arbitrum)
# Processing limits
max_opportunities_per_event: 3 # Max opportunities to process per swap event
# Timing constraints
opportunity_ttl: "30s" # Opportunities expire after 30 seconds
max_path_age: "60s" # Max age for cached arbitrage paths
# Multi-hop and confidence settings
min_profit_threshold: 0.05 # 0.05% minimum
max_hops: 3 # Allow up to 3-hop arbitrage
enable_multi_hop: true # Enable multi-hop opportunities
score_by_profit: true # Prioritize by profit amount
score_by_confidence: true # Weight by confidence score
min_confidence_score: 0.6 # Minimum 60% confidence
# PRODUCTION Arbitrage Strategy Configuration - ARBITRUM FOCUSED
arbitrage_config:
min_profit_threshold: "0.001" # 0.001 ETH minimum profit (~10x gas cost for safety)
max_gas_price: "0.5" # 0.5 gwei max (capped in code, appropriate for Arbitrum)
max_slippage: "0.3" # 0.3% max slippage (tight for profitability)
# MEV Competition Settings
priority_fee_multiplier: 15 # 15x base gas for competitive advantage
max_position_size: "10.0" # Max 10 ETH per arbitrage (risk management)
# Profitability Requirements - AGGRESSIVE SETTINGS FOR RAPID EXECUTION
min_roi_percent: 0.01 # Minimum 0.01% ROI to execute - AGGRESSIVE!
gas_cost_multiplier: 1.5 # Require 1.5x gas cost as minimum profit - LOWERED!
# Priority token pairs for arbitrage
priority_pairs:
- ["WETH", "USDC"]
- ["WETH", "USDT"]
- ["USDC", "USDT"]
- ["WETH", "ARB"]
- ["WETH", "GMX"]
- ["ARB", "USDC"]
# Flash swap preferences
flash_swap_providers:
- protocol: "uniswap_v3"
priority: 1
fee_tier: 500
- protocol: "camelot"
priority: 2
- protocol: "uniswap_v2"
priority: 3
# Risk Management
risk_management:
max_position_size: "10.0" # Max position size in ETH
circuit_breaker_threshold: 5 # Stop after 5 consecutive failures
cooldown_period: 300 # 5 minutes cooldown after circuit breaker
# Arbitrum Network Configuration with Fallback Support
arbitrum:
# Primary RPC endpoint (can be overridden by ARBITRUM_RPC_ENDPOINT env var)
rpc_endpoint: "${ARBITRUM_RPC_ENDPOINT:-wss://arbitrum-mainnet.core.chainstack.com/53c30e7a941160679fdcc396c894fc57}"
# WebSocket endpoint (can be overridden by ARBITRUM_WS_ENDPOINT env var)
ws_endpoint: "${ARBITRUM_WS_ENDPOINT:-wss://arbitrum-mainnet.core.chainstack.com/53c30e7a941160679fdcc396c894fc57}"
chain_id: 42161
rate_limit:
requests_per_second: 20 # Conservative limit for Chainstack Growth plan
max_concurrent: 5 # Reduced to prevent rate limit bursts
burst: 30 # Conservative burst allowance
rpc_call_delay_ms: 50 # 50ms delay to smooth request distribution
# Fallback RPC endpoints for reliability (can be overridden by ARBITRUM_FALLBACK_ENDPOINTS env var)
# ENHANCED: More endpoints with timeout and retry settings
connection_timeout: "30s" # Increased from default 10s
request_timeout: "15s" # Increased from default 5s
max_retries: 5 # Increased from default 3
fallback_endpoints:
- url: "https://arb1.arbitrum.io/rpc"
rate_limit:
requests_per_second: 5 # Conservative for public endpoint
max_concurrent: 2
burst: 3
- url: "https://rpc.ankr.com/arbitrum"
rate_limit:
requests_per_second: 10 # Conservative for free tier
max_concurrent: 2
burst: 3
- url: "https://arbitrum.blockpi.network/v1/rpc/public"
rate_limit:
requests_per_second: 5 # Conservative for public endpoint
max_concurrent: 2
burst: 3
- url: "https://arbitrum-one.publicnode.com"
rate_limit:
requests_per_second: 5 # Conservative for public endpoint
max_concurrent: 2
burst: 3
- url: "https://1rpc.io/arb"
rate_limit:
requests_per_second: 5 # Conservative for public endpoint
max_concurrent: 2
burst: 3
- url: "https://arbitrum-one.public.blastapi.io"
rate_limit:
requests_per_second: 5 # Conservative for public endpoint
max_concurrent: 2
burst: 3
# Legacy Network Configuration (for backward compatibility)
network:
chain_id: 42161
name: "Arbitrum One"
rpc_endpoints:
- "https://arb1.arbitrum.io/rpc"
- "https://arbitrum-one.public.blastapi.io"
ws_endpoints:
- "wss://arb1.arbitrum.io/ws"
# Gas Configuration for Arbitrum
gas:
base_gas_price: 0.01 # Base gas price in gwei (Arbitrum typical)
priority_fee: 0.005 # Priority fee in gwei (very low on Arbitrum)
gas_multiplier: 1.1 # Multiplier for urgent transactions
max_gas_limit: 1000000 # Maximum gas limit per transaction (higher for complex arbitrage)
# Monitoring and Alerting
monitoring:
profit_alerts_threshold: "0.1" # Alert for profits above 0.1 ETH
loss_alerts_threshold: "0.05" # Alert for losses above 0.05 ETH
health_check_interval: 30 # Health check every 30 seconds
# Database Configuration
database:
type: "sqlite"
connection_string: "file:./data/mev_bot.db"
max_connections: 10
# Logging Configuration
log:
level: "info"
format: "json"
file: "./logs/mev_bot.log"
# Security Configuration
security:
require_signature_verification: true
max_transaction_value: "100.0" # Max transaction value in ETH
whitelist_only: false
emergency_stop_enabled: true
# Execution Configuration - MICRO-FUNDING MODE (0.001 ETH)
execution:
enabled: true # Enable live trading
dry_run: false # Real transactions
# Profitability Thresholds - LOWERED for micro-funding
min_profit_usd: 2.0 # Minimum $2 profit (lowered from $10)
min_profit_percentage: 0.05 # Minimum 0.05% profit (lowered from 0.1%)
max_profit_percentage: 50.0 # Maximum expected profit (safety check)
# Gas Management - CRITICAL for 0.0005 ETH limit
max_gas_price_gwei: 1.0 # Maximum 1 gwei (Arbitrum typical: 0.1-0.5)
max_gas_cost_usd: 1.0 # Maximum $1 gas (~0.0005 ETH at $2000/ETH)
gas_estimation_buffer: 1.1 # Only 10% buffer (reduced from 20%)
# Execution Limits - Conservative for micro-funding
max_position_size_eth: 5.0 # Maximum flash loan size (reduced from 10)
max_trades_per_minute: 2 # Rate limiting (reduced from 5)
max_daily_trades: 50 # Daily limit (reduced from 200)
# Safety Settings
enable_slippage_protection: true # Protect against slippage
max_slippage_percentage: 0.5 # Maximum 0.5% slippage (tightened)
enable_front_run_protection: true # Monitor mempool for front-running
# Flash Loan Settings
flash_loan_enabled: true # Use flash loans for capital-free trading
preferred_flash_loan_provider: "balancer" # "balancer" (0% fee) - CRITICAL
flash_loan_fallback: ["uniswap", "aave"] # Fallback providers
# Keystore Configuration
keystore_path: "keystore/production/executor_wallet.json"
keystore_encryption_key_env: "MEV_BOT_ENCRYPTION_KEY"
# =============================================================================
# LAYER 2 OPTIMIZATIONS (Phase 1) - ARBITRUM-SPECIFIC TIMING
# =============================================================================
# Based on comprehensive L2 MEV research (docs/L2_MEV_BOT_RESEARCH_REPORT.md)
# All changes are NON-BREAKING and can be disabled via feature flags
features:
# Phase 1: Configuration tuning (ROLLBACK - DISABLED)
use_arbitrum_optimized_timeouts: false # DISABLED - Back to legacy 30s/60s
use_dynamic_ttl: false # Static TTL for now, enable later
# Phase 2-5: Future optimizations (DISABLED)
enable_dex_prefilter: false # Transaction filtering (Phase 2)
use_direct_sequencer_feed: false # Sequencer WebSocket (Phase 3)
enable_timeboost: false # Express lane (Phase 4-5)
arbitrage_optimized:
# CRITICAL: Tuned for Arbitrum's 250ms blocks (vs 12s Ethereum)
# Research shows opportunities last 10-20 blocks (2.5-5 seconds)
# Opportunity lifecycle - CRITICAL FIX #7: Increased TTL for Arbitrum
opportunity_ttl: "15s" # CRITICAL FIX #7: 60 blocks @ 250ms (increased from 5s to allow more execution time)
max_path_age: "20s" # CRITICAL FIX #7: 80 blocks @ 250ms (increased from 10s for orchestration buffer)
execution_deadline: "10s" # CRITICAL FIX #7: 40 blocks @ 250ms (increased from 3s to prevent timeout failures)
# Backward compatibility - for emergency rollback
legacy_opportunity_ttl: "30s" # Original Ethereum-optimized value
legacy_max_path_age: "60s" # Original Ethereum-optimized value
# Dynamic TTL settings (if use_dynamic_ttl enabled)
dynamic_ttl:
min_ttl_blocks: 10 # Minimum 10 blocks (2.5s)
max_ttl_blocks: 20 # Maximum 20 blocks (5s)
profit_multiplier: true # Higher profit = longer TTL
volatility_adjustment: true # High volatility = shorter TTL