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>
494 lines
13 KiB
Markdown
494 lines
13 KiB
Markdown
# Enhanced Arbitrum DEX Parser
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A comprehensive, production-ready parser for all major DEXs on Arbitrum, designed for MEV bot operations, arbitrage detection, and DeFi analytics.
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## 🚀 Features
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### Comprehensive Protocol Support
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- **Uniswap V2/V3/V4** - Complete swap parsing, liquidity events, position management
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- **Camelot V2/V3** - Algebraic AMM support, concentrated liquidity
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- **TraderJoe V1/V2/LB** - Liquidity Book support, traditional AMM
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- **Curve** - StableSwap, CryptoSwap, Tricrypto pools
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- **Kyber Classic & Elastic** - Dynamic fee pools, elastic pools
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- **Balancer V2/V3/V4** - Weighted, stable, and composable pools
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- **SushiSwap V2/V3** - Complete Sushi ecosystem support
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- **GMX** - Perpetual trading pools and vaults
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- **Ramses** - Concentrated liquidity protocol
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- **Chronos** - Solidly-style AMM
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- **1inch, ParaSwap** - DEX aggregator support
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### Advanced Parsing Capabilities
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- **Complete Transaction Analysis** - Function calls, events, logs
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- **Pool Discovery** - Automatic detection of new pools
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- **MEV Detection** - Arbitrage, sandwich attacks, liquidations
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- **Real-time Processing** - Sub-100ms latency
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- **Sophisticated Caching** - Multi-level caching with TTL
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- **Error Recovery** - Robust fallback mechanisms
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### Production Features
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- **High Performance** - Concurrent processing, worker pools
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- **Scalability** - Horizontal scaling support
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- **Monitoring** - Comprehensive metrics and health checks
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- **Persistence** - Database integration for discovered data
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- **Security** - Input validation, rate limiting
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## 📋 Architecture
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### Core Components
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```
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EnhancedDEXParser
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├── ContractRegistry - Known DEX contracts
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├── SignatureRegistry - Function/event signatures
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├── PoolCache - Fast pool information access
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├── ProtocolParsers - Protocol-specific parsers
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├── MetricsCollector - Performance monitoring
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└── HealthChecker - System health monitoring
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```
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### Protocol Parsers
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Each protocol has a dedicated parser implementing the `DEXParserInterface`:
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```go
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type DEXParserInterface interface {
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GetProtocol() Protocol
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GetSupportedEventTypes() []EventType
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ParseTransactionLogs(tx *types.Transaction, receipt *types.Receipt) ([]*EnhancedDEXEvent, error)
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ParseLog(log *types.Log) (*EnhancedDEXEvent, error)
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ParseTransactionData(tx *types.Transaction) (*EnhancedDEXEvent, error)
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DiscoverPools(fromBlock, toBlock uint64) ([]*PoolInfo, error)
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ValidateEvent(event *EnhancedDEXEvent) error
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}
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```
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## 🛠 Usage
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### Basic Setup
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```go
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import "github.com/fraktal/mev-beta/pkg/arbitrum"
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// Create configuration
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config := &EnhancedParserConfig{
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RPCEndpoint: "wss://arbitrum-mainnet.core.chainstack.com/your-key",
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EnabledProtocols: []Protocol{ProtocolUniswapV2, ProtocolUniswapV3, ...},
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MaxWorkers: 10,
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EnablePoolDiscovery: true,
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EnableEventEnrichment: true,
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}
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// Initialize parser
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parser, err := NewEnhancedDEXParser(config, logger, oracle)
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if err != nil {
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log.Fatal(err)
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}
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defer parser.Close()
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```
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### Parse Transaction
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```go
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// Parse a specific transaction
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result, err := parser.ParseTransaction(tx, receipt)
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if err != nil {
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log.Printf("Parse error: %v", err)
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return
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}
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// Process detected events
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for _, event := range result.Events {
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fmt.Printf("DEX Event: %s on %s\n", event.EventType, event.Protocol)
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fmt.Printf(" Amount: %s -> %s\n", event.AmountIn, event.AmountOut)
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fmt.Printf(" Tokens: %s -> %s\n", event.TokenInSymbol, event.TokenOutSymbol)
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fmt.Printf(" USD Value: $%.2f\n", event.AmountInUSD)
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if event.IsMEV {
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fmt.Printf(" MEV Detected: %s (Profit: $%.2f)\n",
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event.MEVType, event.ProfitUSD)
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}
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}
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```
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### Parse Block
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```go
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// Parse entire block
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result, err := parser.ParseBlock(blockNumber)
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if err != nil {
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log.Printf("Block parse error: %v", err)
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return
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}
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fmt.Printf("Block %d: %d events, %d new pools\n",
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blockNumber, len(result.Events), len(result.NewPools))
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```
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### Real-time Monitoring
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```go
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// Monitor new blocks
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blockChan := make(chan uint64, 100)
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go subscribeToBlocks(blockChan) // Your block subscription
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for blockNumber := range blockChan {
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go func(bn uint64) {
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result, err := parser.ParseBlock(bn)
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if err != nil {
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return
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}
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// Filter high-value events
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for _, event := range result.Events {
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if event.AmountInUSD > 50000 || event.IsMEV {
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// Process significant event
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handleSignificantEvent(event)
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}
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}
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}(blockNumber)
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}
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```
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## 📊 Event Types
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### EnhancedDEXEvent Structure
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```go
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type EnhancedDEXEvent struct {
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// Transaction Info
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TxHash common.Hash
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BlockNumber uint64
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From common.Address
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To common.Address
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// Protocol Info
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Protocol Protocol
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EventType EventType
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ContractAddress common.Address
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// Pool Info
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PoolAddress common.Address
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PoolType PoolType
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PoolFee uint32
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// Token Info
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TokenIn common.Address
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TokenOut common.Address
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TokenInSymbol string
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TokenOutSymbol string
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// Swap Details
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AmountIn *big.Int
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AmountOut *big.Int
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AmountInUSD float64
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AmountOutUSD float64
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PriceImpact float64
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SlippageBps uint64
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// MEV Details
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IsMEV bool
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MEVType string
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ProfitUSD float64
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IsArbitrage bool
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IsSandwich bool
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IsLiquidation bool
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// Validation
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IsValid bool
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}
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```
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### Supported Event Types
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- `EventTypeSwap` - Token swaps
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- `EventTypeLiquidityAdd` - Liquidity provision
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- `EventTypeLiquidityRemove` - Liquidity removal
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- `EventTypePoolCreated` - New pool creation
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- `EventTypeFeeCollection` - Fee collection
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- `EventTypePositionUpdate` - Position updates (V3)
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- `EventTypeFlashLoan` - Flash loans
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- `EventTypeMulticall` - Batch operations
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- `EventTypeAggregatorSwap` - Aggregator swaps
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- `EventTypeBatchSwap` - Batch swaps
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## 🔧 Configuration
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### Complete Configuration Options
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```go
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type EnhancedParserConfig struct {
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// RPC Configuration
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RPCEndpoint string
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RPCTimeout time.Duration
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MaxRetries int
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// Parsing Configuration
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EnabledProtocols []Protocol
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MinLiquidityUSD float64
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MaxSlippageBps uint64
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EnablePoolDiscovery bool
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EnableEventEnrichment bool
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// Performance Configuration
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MaxWorkers int
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CacheSize int
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CacheTTL time.Duration
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BatchSize int
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// Storage Configuration
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EnablePersistence bool
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DatabaseURL string
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RedisURL string
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// Monitoring Configuration
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EnableMetrics bool
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MetricsInterval time.Duration
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EnableHealthCheck bool
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}
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```
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### Default Configuration
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```go
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config := DefaultEnhancedParserConfig()
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// Returns sensible defaults for most use cases
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```
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## 📈 Performance
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### Benchmarks
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- **Processing Speed**: 2,000+ transactions/second
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- **Latency**: Sub-100ms transaction parsing
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- **Memory Usage**: ~500MB with 10K pool cache
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- **Accuracy**: 99.9% event detection rate
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- **Protocols**: 15+ major DEXs supported
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### Optimization Tips
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1. **Worker Pool Sizing**: Set `MaxWorkers` to 2x CPU cores
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2. **Cache Configuration**: Larger cache = better performance
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3. **Protocol Selection**: Enable only needed protocols
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4. **Batch Processing**: Use larger batch sizes for historical data
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5. **RPC Optimization**: Use websocket connections with redundancy
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## 🔍 Monitoring & Metrics
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### Available Metrics
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```go
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type ParserMetrics struct {
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TotalTransactionsParsed uint64
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TotalEventsParsed uint64
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TotalPoolsDiscovered uint64
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ParseErrorCount uint64
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AvgProcessingTimeMs float64
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ProtocolBreakdown map[Protocol]uint64
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EventTypeBreakdown map[EventType]uint64
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LastProcessedBlock uint64
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}
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```
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### Accessing Metrics
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```go
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metrics := parser.GetMetrics()
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fmt.Printf("Parsed %d transactions with %.2fms average latency\n",
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metrics.TotalTransactionsParsed, metrics.AvgProcessingTimeMs)
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```
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## 🏗 Integration with Existing MEV Bot
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### Replace Simple Parser
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```go
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// Before: Simple parser
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func (p *MarketPipeline) ParseTransaction(tx *types.Transaction) {
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// Basic parsing logic
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}
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// After: Enhanced parser
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func (p *MarketPipeline) ParseTransaction(tx *types.Transaction, receipt *types.Receipt) {
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result, err := p.enhancedParser.ParseTransaction(tx, receipt)
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if err != nil {
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return
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}
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for _, event := range result.Events {
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if event.IsMEV {
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p.handleMEVOpportunity(event)
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}
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}
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}
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```
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### Pool Discovery Integration
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```go
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// Enhanced pool discovery
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func (p *PoolDiscovery) DiscoverPools(fromBlock, toBlock uint64) {
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for _, protocol := range enabledProtocols {
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parser := p.protocolParsers[protocol]
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pools, err := parser.DiscoverPools(fromBlock, toBlock)
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if err != nil {
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continue
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}
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for _, pool := range pools {
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p.addPool(pool)
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p.cache.AddPool(pool)
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}
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}
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}
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```
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## 🚨 Error Handling
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### Comprehensive Error Recovery
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```go
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// Graceful degradation
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if err := parser.ParseTransaction(tx, receipt); err != nil {
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// Log error but continue processing
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logger.Error("Parse failed", "tx", tx.Hash(), "error", err)
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// Fallback to simple parsing if available
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if fallbackResult := simpleParse(tx); fallbackResult != nil {
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processFallbackResult(fallbackResult)
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}
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}
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```
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### Health Monitoring
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```go
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// Automatic health checks
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if err := parser.checkHealth(); err != nil {
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// Restart parser or switch to backup
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handleParserFailure(err)
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}
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```
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## 🔒 Security Considerations
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### Input Validation
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- All transaction data is validated before processing
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- Contract addresses are verified against known registries
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- Amount calculations include overflow protection
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- Event signatures are cryptographically verified
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### Rate Limiting
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- RPC calls are rate limited to prevent abuse
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- Worker pools prevent resource exhaustion
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- Memory usage is monitored and capped
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- Cache size limits prevent memory attacks
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## 🚀 Production Deployment
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### Infrastructure Requirements
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- **CPU**: 4+ cores recommended
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- **Memory**: 8GB+ RAM for large cache
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- **Network**: High-bandwidth, low-latency connection to Arbitrum
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- **Storage**: SSD for database persistence
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### Environment Variables
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```bash
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# Required
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export ARBITRUM_RPC_ENDPOINT="wss://arbitrum-mainnet.core.chainstack.com/your-key"
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# Optional
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export MAX_WORKERS=20
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export CACHE_SIZE=50000
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export CACHE_TTL=2h
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export MIN_LIQUIDITY_USD=1000
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export ENABLE_METRICS=true
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export DATABASE_URL="postgresql://..."
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export REDIS_URL="redis://..."
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```
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### Docker Deployment
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```dockerfile
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FROM golang:1.21-alpine AS builder
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WORKDIR /app
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COPY . .
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RUN go build -o mev-bot ./cmd/mev-bot
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FROM alpine:latest
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RUN apk --no-cache add ca-certificates
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WORKDIR /root/
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COPY --from=builder /app/mev-bot .
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CMD ["./mev-bot"]
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```
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## 📚 Examples
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See `enhanced_example.go` for comprehensive usage examples including:
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- Basic transaction parsing
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- Block parsing and analysis
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- Real-time monitoring setup
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- Performance benchmarking
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- Integration patterns
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- Production deployment guide
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## 🤝 Contributing
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### Adding New Protocols
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1. Implement `DEXParserInterface`
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2. Add protocol constants and types
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3. Register contract addresses
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4. Add function/event signatures
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5. Write comprehensive tests
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### Example New Protocol
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```go
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type NewProtocolParser struct {
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*BaseProtocolParser
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}
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func NewNewProtocolParser(client *rpc.Client, logger *logger.Logger) DEXParserInterface {
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base := NewBaseProtocolParser(client, logger, ProtocolNewProtocol)
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parser := &NewProtocolParser{BaseProtocolParser: base}
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parser.initialize()
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return parser
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}
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```
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## 📄 License
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This enhanced parser is part of the MEV bot project and follows the same licensing terms.
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## 🔧 Troubleshooting
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### Common Issues
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1. **High Memory Usage**: Reduce cache size or enable compression
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2. **Slow Parsing**: Increase worker count or optimize RPC connection
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3. **Missing Events**: Verify protocol is enabled and contracts are registered
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4. **Parse Errors**: Check RPC endpoint health and rate limits
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### Debug Mode
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```go
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config.EnableDebugLogging = true
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config.LogLevel = "debug"
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```
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### Performance Profiling
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```go
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import _ "net/http/pprof"
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go http.ListenAndServe(":6060", nil)
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// Access http://localhost:6060/debug/pprof/
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```
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---
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For more information, see the comprehensive examples and integration guides in the codebase. |