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mev-beta/pkg/types/pool.go
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feat(parsers): implement UniswapV3 parser with concentrated liquidity support
**Implementation:**
- Created UniswapV3Parser with ParseLog() and ParseReceipt() methods
- V3 event signature: Swap(address,address,int256,int256,uint160,uint128,int24)
- Signed integer handling (int256) for amounts
- Automatic conversion: negative = input, positive = output
- SqrtPriceX96 decoding (Q64.96 fixed-point format)
- Liquidity and tick tracking from event data
- Token extraction from pool cache with decimal scaling

**Key Differences from V2:**
- Signed amounts (int256) instead of separate in/out fields
- Only 2 amounts (amount0, amount1) vs 4 in V2
- SqrtPriceX96 for price representation
- Liquidity (uint128) tracking
- Tick (int24) tracking for concentrated liquidity positions
- sender and recipient both indexed (in topics)

**Testing:**
- Comprehensive unit tests with 100% coverage
- Tests for both positive and negative amounts
- Edge cases: both negative, both positive (invalid but parsed)
- Decimal scaling validation (18 decimals and 6 decimals)
- Two's complement encoding for negative numbers
- Tick handling (positive and negative)
- Mixed V2/V3 event filtering in receipts

**Price Calculation:**
- CalculatePriceFromSqrtPriceX96() helper function
- Converts Q64.96 format to human-readable price
- Price = (sqrtPriceX96 / 2^96)^2
- Adjusts for decimal differences between tokens

**Type System:**
- Exported ScaleToDecimals() for cross-parser usage
- Updated existing tests to use exported function
- Consistent decimal handling across V2 and V3 parsers

**Use Cases:**
1. Parse V3 swaps: parser.ParseLog() with signed amount conversion
2. Track price movements: CalculatePriceFromSqrtPriceX96()
3. Monitor liquidity changes: event.Liquidity
4. Track tick positions: event.Tick
5. Multi-hop arbitrage: ParseReceipt() for complex routes

**Task:** P2-010 (UniswapV3 parser base implementation)
**Coverage:** 100% (enforced in CI/CD)
**Protocol:** UniswapV3 on Arbitrum

🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-10 15:37:01 +01:00

125 lines
3.1 KiB
Go

package types
import (
"math/big"
"github.com/ethereum/go-ethereum/common"
)
// PoolInfo contains comprehensive pool information
type PoolInfo struct {
// Pool identification
Address common.Address
Protocol ProtocolType
PoolType string // e.g., "constant-product", "stable", "weighted"
// Token information
Token0 common.Address
Token1 common.Address
Token0Decimals uint8
Token1Decimals uint8
Token0Symbol string
Token1Symbol string
// Reserves/Liquidity
Reserve0 *big.Int
Reserve1 *big.Int
Liquidity *big.Int
// Fee information
Fee uint32 // Fee in basis points (e.g., 30 = 0.3%)
FeeGrowth0 *big.Int // UniswapV3 fee growth
FeeGrowth1 *big.Int // UniswapV3 fee growth
// Protocol-specific data
SqrtPriceX96 *big.Int // UniswapV3/Camelot V3
Tick *int32 // UniswapV3/Camelot V3
TickSpacing int32 // UniswapV3/Camelot V3
AmpCoefficient *big.Int // Curve amplification coefficient
// Pool state
IsActive bool
BlockNumber uint64
LastUpdate uint64
}
// Validate checks if the pool info is valid
func (p *PoolInfo) Validate() error {
if p.Address == (common.Address{}) {
return ErrInvalidPoolAddress
}
if p.Token0 == (common.Address{}) {
return ErrInvalidToken0Address
}
if p.Token1 == (common.Address{}) {
return ErrInvalidToken1Address
}
if p.Token0Decimals == 0 || p.Token0Decimals > 18 {
return ErrInvalidToken0Decimals
}
if p.Token1Decimals == 0 || p.Token1Decimals > 18 {
return ErrInvalidToken1Decimals
}
if p.Protocol == ProtocolUnknown {
return ErrUnknownProtocol
}
return nil
}
// GetTokenPair returns the token pair as a sorted tuple
func (p *PoolInfo) GetTokenPair() (common.Address, common.Address) {
if p.Token0.Big().Cmp(p.Token1.Big()) < 0 {
return p.Token0, p.Token1
}
return p.Token1, p.Token0
}
// CalculatePrice calculates the price of token0 in terms of token1
func (p *PoolInfo) CalculatePrice() *big.Float {
if p.Reserve0 == nil || p.Reserve1 == nil || p.Reserve0.Sign() == 0 {
return big.NewFloat(0)
}
// Scale reserves to 18 decimals for consistent calculation
reserve0Scaled := ScaleToDecimals(p.Reserve0, p.Token0Decimals, 18)
reserve1Scaled := ScaleToDecimals(p.Reserve1, p.Token1Decimals, 18)
// Price = Reserve1 / Reserve0
reserve0Float := new(big.Float).SetInt(reserve0Scaled)
reserve1Float := new(big.Float).SetInt(reserve1Scaled)
price := new(big.Float).Quo(reserve1Float, reserve0Float)
return price
}
// ScaleToDecimals scales an amount from one decimal precision to another
func ScaleToDecimals(amount *big.Int, fromDecimals, toDecimals uint8) *big.Int {
if fromDecimals == toDecimals {
return new(big.Int).Set(amount)
}
if fromDecimals < toDecimals {
// Scale up
multiplier := new(big.Int).Exp(
big.NewInt(10),
big.NewInt(int64(toDecimals-fromDecimals)),
nil,
)
return new(big.Int).Mul(amount, multiplier)
}
// Scale down
divisor := new(big.Int).Exp(
big.NewInt(10),
big.NewInt(int64(fromDecimals-toDecimals)),
nil,
)
return new(big.Int).Div(amount, divisor)
}