Files
mev-beta/pkg/arbitrum/integration_guide.go
Krypto Kajun 3f69aeafcf fix: resolve all compilation issues across transport and lifecycle packages
- Fixed duplicate type declarations in transport package
- Removed unused variables in lifecycle and dependency injection
- Fixed big.Int arithmetic operations in uniswap contracts
- Added missing methods to MetricsCollector (IncrementCounter, RecordLatency, etc.)
- Fixed jitter calculation in TCP transport retry logic
- Updated ComponentHealth field access to use transport type
- Ensured all core packages build successfully

All major compilation errors resolved:
 Transport package builds clean
 Lifecycle package builds clean
 Main MEV bot application builds clean
 Fixed method signature mismatches
 Resolved type conflicts and duplications

🤖 Generated with [Claude Code](https://claude.ai/code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-09-19 17:23:14 -05:00

792 lines
22 KiB
Go

package arbitrum
import (
"context"
"fmt"
"math/big"
"time"
"github.com/ethereum/go-ethereum/common"
"github.com/ethereum/go-ethereum/core/types"
"github.com/fraktal/mev-beta/internal/logger"
"github.com/fraktal/mev-beta/pkg/oracle"
)
// IntegrationGuide provides comprehensive examples of integrating the enhanced parser
// with the existing MEV bot architecture
// 1. MARKET PIPELINE INTEGRATION
// Replace simple parsing in pkg/market/pipeline.go
// EnhancedMarketPipeline integrates the enhanced parser with existing market pipeline
type EnhancedMarketPipeline struct {
enhancedParser *EnhancedDEXParser
logger *logger.Logger
opportunityChannel chan *ArbitrageOpportunity
// Existing components
priceOracle *oracle.PriceOracle
// Note: PoolRegistry and GasEstimator would be implemented separately
// Configuration
minProfitUSD float64
maxSlippageBps uint64
enabledStrategies []string
}
// ArbitrageOpportunity represents a detected arbitrage opportunity
type ArbitrageOpportunity struct {
ID string
Protocol string
TokenIn common.Address
TokenOut common.Address
AmountIn *big.Int
AmountOut *big.Int
ExpectedProfitUSD float64
PoolAddress common.Address
RouterAddress common.Address
GasCostEstimate *big.Int
Timestamp time.Time
EventType EventType
MEVType string
Confidence float64
RiskScore float64
}
// NewEnhancedMarketPipeline creates an enhanced market pipeline
func NewEnhancedMarketPipeline(
enhancedParser *EnhancedDEXParser,
logger *logger.Logger,
oracle *oracle.PriceOracle,
) *EnhancedMarketPipeline {
return &EnhancedMarketPipeline{
enhancedParser: enhancedParser,
logger: logger,
priceOracle: oracle,
opportunityChannel: make(chan *ArbitrageOpportunity, 1000),
minProfitUSD: 100.0,
maxSlippageBps: 500, // 5%
enabledStrategies: []string{"arbitrage", "liquidation"},
}
}
// ProcessTransaction replaces the existing simple transaction processing
func (p *EnhancedMarketPipeline) ProcessTransaction(tx *types.Transaction, receipt *types.Receipt) error {
// Use enhanced parser instead of simple parser
result, err := p.enhancedParser.ParseTransaction(tx, receipt)
if err != nil {
p.logger.Debug(fmt.Sprintf("Enhanced parsing failed for tx %s: %v", tx.Hash().Hex(), err))
return nil // Continue processing other transactions
}
// Process each detected DEX event
for _, event := range result.Events {
// Convert to arbitrage opportunity
if opportunity := p.convertToOpportunity(event); opportunity != nil {
// Apply filtering and validation
if p.isValidOpportunity(opportunity) {
select {
case p.opportunityChannel <- opportunity:
p.logger.Info(fmt.Sprintf("Opportunity detected: %s on %s, profit: $%.2f",
opportunity.MEVType, opportunity.Protocol, opportunity.ExpectedProfitUSD))
default:
p.logger.Warn("Opportunity channel full, dropping opportunity")
}
}
}
}
// Update pool cache with new pools
for _, pool := range result.NewPools {
// Pool registry integration would be implemented here
_ = pool // Placeholder to avoid unused variable error
}
return nil
}
// convertToOpportunity converts a DEX event to an arbitrage opportunity
func (p *EnhancedMarketPipeline) convertToOpportunity(event *EnhancedDEXEvent) *ArbitrageOpportunity {
// Only process events with sufficient liquidity
if event.AmountInUSD < p.minProfitUSD {
return nil
}
opportunity := &ArbitrageOpportunity{
ID: fmt.Sprintf("%s-%d", event.TxHash.Hex(), event.LogIndex),
Protocol: string(event.Protocol),
TokenIn: event.TokenIn,
TokenOut: event.TokenOut,
AmountIn: event.AmountIn,
AmountOut: event.AmountOut,
PoolAddress: event.PoolAddress,
Timestamp: event.Timestamp,
EventType: event.EventType,
ExpectedProfitUSD: event.ProfitUSD,
MEVType: event.MEVType,
Confidence: p.calculateConfidence(event),
RiskScore: p.calculateRiskScore(event),
}
// Estimate gas costs
if gasEstimate, err := p.estimateGasCost(opportunity); err == nil {
opportunity.GasCostEstimate = gasEstimate
}
return opportunity
}
// isValidOpportunity validates if an opportunity is worth pursuing
func (p *EnhancedMarketPipeline) isValidOpportunity(opp *ArbitrageOpportunity) bool {
// Check minimum profit threshold
if opp.ExpectedProfitUSD < p.minProfitUSD {
return false
}
// Check strategy is enabled
strategyEnabled := false
for _, strategy := range p.enabledStrategies {
if strategy == opp.MEVType {
strategyEnabled = true
break
}
}
if !strategyEnabled {
return false
}
// Check confidence and risk thresholds
if opp.Confidence < 0.7 || opp.RiskScore > 0.5 {
return false
}
// Verify profit after gas costs
if opp.GasCostEstimate != nil {
gasCostUSD := p.convertToUSD(opp.GasCostEstimate)
netProfitUSD := opp.ExpectedProfitUSD - gasCostUSD
if netProfitUSD < p.minProfitUSD {
return false
}
}
return true
}
// calculateConfidence calculates confidence score for an opportunity
func (p *EnhancedMarketPipeline) calculateConfidence(event *EnhancedDEXEvent) float64 {
confidence := 0.5 // Base confidence
// Higher confidence for larger trades
if event.AmountInUSD > 10000 {
confidence += 0.2
}
// Higher confidence for known protocols
switch event.Protocol {
case ProtocolUniswapV2, ProtocolUniswapV3:
confidence += 0.2
case ProtocolSushiSwapV2, ProtocolSushiSwapV3:
confidence += 0.15
default:
confidence += 0.1
}
// Lower confidence for high slippage
if event.SlippageBps > 200 { // 2%
confidence -= 0.1
}
// Ensure confidence is within [0, 1]
if confidence > 1.0 {
confidence = 1.0
}
if confidence < 0.0 {
confidence = 0.0
}
return confidence
}
// calculateRiskScore calculates risk score for an opportunity
func (p *EnhancedMarketPipeline) calculateRiskScore(event *EnhancedDEXEvent) float64 {
risk := 0.1 // Base risk
// Higher risk for smaller pools
if event.AmountInUSD < 1000 {
risk += 0.2
}
// Higher risk for high slippage
if event.SlippageBps > 500 { // 5%
risk += 0.3
}
// Higher risk for unknown protocols
switch event.Protocol {
case ProtocolUniswapV2, ProtocolUniswapV3:
// Low risk, no addition
case ProtocolSushiSwapV2, ProtocolSushiSwapV3:
risk += 0.1
default:
risk += 0.2
}
// Higher risk for sandwich attacks
if event.IsSandwich {
risk += 0.4
}
// Ensure risk is within [0, 1]
if risk > 1.0 {
risk = 1.0
}
if risk < 0.0 {
risk = 0.0
}
return risk
}
// estimateGasCost estimates gas cost for executing the opportunity
func (p *EnhancedMarketPipeline) estimateGasCost(opp *ArbitrageOpportunity) (*big.Int, error) {
// This would integrate with the existing gas estimation system
baseGas := big.NewInt(200000) // Base gas for arbitrage
// Add extra gas for complex operations
switch opp.MEVType {
case "arbitrage":
baseGas.Add(baseGas, big.NewInt(100000)) // Flash loan gas
case "liquidation":
baseGas.Add(baseGas, big.NewInt(150000)) // Liquidation gas
case "sandwich":
baseGas.Add(baseGas, big.NewInt(300000)) // Two transactions
}
return baseGas, nil
}
// convertToUSD converts wei amount to USD (placeholder)
func (p *EnhancedMarketPipeline) convertToUSD(amount *big.Int) float64 {
// This would use the price oracle to convert
ethPriceUSD := 2000.0 // Placeholder
amountEth := new(big.Float).Quo(new(big.Float).SetInt(amount), big.NewFloat(1e18))
amountEthFloat, _ := amountEth.Float64()
return amountEthFloat * ethPriceUSD
}
// 2. MONITOR INTEGRATION
// Replace simple monitoring in pkg/monitor/concurrent.go
// EnhancedArbitrumMonitor integrates enhanced parsing with monitoring
type EnhancedArbitrumMonitor struct {
enhancedParser *EnhancedDEXParser
marketPipeline *EnhancedMarketPipeline
logger *logger.Logger
// Monitoring configuration
enableRealTime bool
batchSize int
maxWorkers int
// Channels
blockChan chan uint64
stopChan chan struct{}
// Metrics
blocksProcessed uint64
eventsDetected uint64
opportunitiesFound uint64
}
// NewEnhancedArbitrumMonitor creates an enhanced monitor
func NewEnhancedArbitrumMonitor(
enhancedParser *EnhancedDEXParser,
marketPipeline *EnhancedMarketPipeline,
logger *logger.Logger,
) *EnhancedArbitrumMonitor {
return &EnhancedArbitrumMonitor{
enhancedParser: enhancedParser,
marketPipeline: marketPipeline,
logger: logger,
enableRealTime: true,
batchSize: 100,
maxWorkers: 10,
blockChan: make(chan uint64, 1000),
stopChan: make(chan struct{}),
}
}
// StartMonitoring begins real-time monitoring
func (m *EnhancedArbitrumMonitor) StartMonitoring(ctx context.Context) error {
m.logger.Info("Starting enhanced Arbitrum monitoring")
// Start block subscription
go m.subscribeToBlocks(ctx)
// Start block processing workers
for i := 0; i < m.maxWorkers; i++ {
go m.blockProcessor(ctx)
}
// Start metrics collection
go m.metricsCollector(ctx)
return nil
}
// subscribeToBlocks subscribes to new blocks
func (m *EnhancedArbitrumMonitor) subscribeToBlocks(ctx context.Context) {
// This would implement real block subscription
ticker := time.NewTicker(1 * time.Second) // Placeholder
defer ticker.Stop()
blockNumber := uint64(200000000) // Starting block
for {
select {
case <-ticker.C:
blockNumber++
select {
case m.blockChan <- blockNumber:
default:
m.logger.Warn("Block channel full, dropping block")
}
case <-ctx.Done():
return
case <-m.stopChan:
return
}
}
}
// blockProcessor processes blocks from the queue
func (m *EnhancedArbitrumMonitor) blockProcessor(ctx context.Context) {
for {
select {
case blockNumber := <-m.blockChan:
if err := m.processBlock(blockNumber); err != nil {
m.logger.Error(fmt.Sprintf("Failed to process block %d: %v", blockNumber, err))
}
case <-ctx.Done():
return
case <-m.stopChan:
return
}
}
}
// processBlock processes a single block
func (m *EnhancedArbitrumMonitor) processBlock(blockNumber uint64) error {
startTime := time.Now()
// Parse block with enhanced parser
result, err := m.enhancedParser.ParseBlock(blockNumber)
if err != nil {
return fmt.Errorf("failed to parse block: %w", err)
}
// Update metrics
m.blocksProcessed++
m.eventsDetected += uint64(len(result.Events))
// Process significant events
for _, event := range result.Events {
if m.isSignificantEvent(event) {
m.processSignificantEvent(event)
}
}
processingTime := time.Since(startTime)
if processingTime > 5*time.Second {
m.logger.Warn(fmt.Sprintf("Slow block processing: %d took %v", blockNumber, processingTime))
}
return nil
}
// isSignificantEvent determines if an event is significant
func (m *EnhancedArbitrumMonitor) isSignificantEvent(event *EnhancedDEXEvent) bool {
// Large trades
if event.AmountInUSD > 50000 {
return true
}
// MEV opportunities
if event.IsMEV && event.ProfitUSD > 100 {
return true
}
// New pool creation
if event.EventType == EventTypePoolCreated {
return true
}
return false
}
// processSignificantEvent processes important events
func (m *EnhancedArbitrumMonitor) processSignificantEvent(event *EnhancedDEXEvent) {
m.logger.Info(fmt.Sprintf("Significant event: %s on %s, value: $%.2f",
event.EventType, event.Protocol, event.AmountInUSD))
if event.IsMEV {
m.opportunitiesFound++
m.logger.Info(fmt.Sprintf("MEV opportunity: %s, profit: $%.2f",
event.MEVType, event.ProfitUSD))
}
}
// metricsCollector collects and reports metrics
func (m *EnhancedArbitrumMonitor) metricsCollector(ctx context.Context) {
ticker := time.NewTicker(1 * time.Minute)
defer ticker.Stop()
for {
select {
case <-ticker.C:
m.reportMetrics()
case <-ctx.Done():
return
case <-m.stopChan:
return
}
}
}
// reportMetrics reports current metrics
func (m *EnhancedArbitrumMonitor) reportMetrics() {
parserMetrics := m.enhancedParser.GetMetrics()
m.logger.Info(fmt.Sprintf("Monitor metrics: blocks=%d, events=%d, opportunities=%d",
m.blocksProcessed, m.eventsDetected, m.opportunitiesFound))
m.logger.Info(fmt.Sprintf("Parser metrics: txs=%d, avg_time=%.2fms, errors=%d",
parserMetrics.TotalTransactionsParsed,
parserMetrics.AvgProcessingTimeMs,
parserMetrics.ParseErrorCount))
}
// 3. SCANNER INTEGRATION
// Replace simple scanning in pkg/scanner/concurrent.go
// EnhancedOpportunityScanner uses enhanced parsing for opportunity detection
type EnhancedOpportunityScanner struct {
enhancedParser *EnhancedDEXParser
logger *logger.Logger
// Scanning configuration
scanInterval time.Duration
maxConcurrentScans int
// Opportunity tracking
activeOpportunities map[string]*ArbitrageOpportunity
opportunityHistory []*ArbitrageOpportunity
// Performance metrics
scansCompleted uint64
opportunitiesFound uint64
profitableExecutions uint64
}
// NewEnhancedOpportunityScanner creates an enhanced opportunity scanner
func NewEnhancedOpportunityScanner(
enhancedParser *EnhancedDEXParser,
logger *logger.Logger,
) *EnhancedOpportunityScanner {
return &EnhancedOpportunityScanner{
enhancedParser: enhancedParser,
logger: logger,
scanInterval: 100 * time.Millisecond,
maxConcurrentScans: 20,
activeOpportunities: make(map[string]*ArbitrageOpportunity),
opportunityHistory: make([]*ArbitrageOpportunity, 0, 1000),
}
}
// ScanForOpportunities continuously scans for arbitrage opportunities
func (s *EnhancedOpportunityScanner) ScanForOpportunities(ctx context.Context) {
ticker := time.NewTicker(s.scanInterval)
defer ticker.Stop()
for {
select {
case <-ticker.C:
s.performScan()
case <-ctx.Done():
return
}
}
}
// performScan performs a single scan cycle
func (s *EnhancedOpportunityScanner) performScan() {
s.scansCompleted++
// Get recent high-value pools from cache
recentPools := s.enhancedParser.poolCache.GetTopPools(100)
// Scan each pool for opportunities
for _, pool := range recentPools {
go s.scanPool(pool)
}
}
// scanPool scans a specific pool for opportunities
func (s *EnhancedOpportunityScanner) scanPool(pool *PoolInfo) {
// This would implement sophisticated pool scanning
// Using the enhanced parser's pool information
if opportunity := s.detectArbitrageOpportunity(pool); opportunity != nil {
s.handleOpportunity(opportunity)
}
}
// detectArbitrageOpportunity detects arbitrage opportunities in a pool
func (s *EnhancedOpportunityScanner) detectArbitrageOpportunity(pool *PoolInfo) *ArbitrageOpportunity {
// Sophisticated arbitrage detection logic would go here
// This is a placeholder implementation
// Check if pool has sufficient liquidity
if pool.TVL < 100000 { // $100k minimum
return nil
}
// Look for price discrepancies with other protocols
// This would involve cross-protocol price comparison
return nil // Placeholder
}
// handleOpportunity handles a detected opportunity
func (s *EnhancedOpportunityScanner) handleOpportunity(opportunity *ArbitrageOpportunity) {
s.opportunitiesFound++
// Add to active opportunities
s.activeOpportunities[opportunity.ID] = opportunity
// Add to history
s.opportunityHistory = append(s.opportunityHistory, opportunity)
// Trim history if too long
if len(s.opportunityHistory) > 1000 {
s.opportunityHistory = s.opportunityHistory[100:]
}
s.logger.Info(fmt.Sprintf("Opportunity detected: %s, profit: $%.2f",
opportunity.ID, opportunity.ExpectedProfitUSD))
}
// 4. EXECUTION INTEGRATION
// Integrate with pkg/arbitrage/executor.go
// EnhancedArbitrageExecutor executes opportunities detected by enhanced parser
type EnhancedArbitrageExecutor struct {
enhancedParser *EnhancedDEXParser
logger *logger.Logger
// Execution configuration
maxGasPrice *big.Int
slippageTolerance float64
minProfitUSD float64
// Performance tracking
executionsAttempted uint64
executionsSuccessful uint64
totalProfitUSD float64
}
// ExecuteOpportunity executes an arbitrage opportunity
func (e *EnhancedArbitrageExecutor) ExecuteOpportunity(
ctx context.Context,
opportunity *ArbitrageOpportunity,
) error {
e.executionsAttempted++
// Validate opportunity is still profitable
if !e.validateOpportunity(opportunity) {
return fmt.Errorf("opportunity no longer profitable")
}
// Execute based on opportunity type
switch opportunity.MEVType {
case "arbitrage":
return e.executeArbitrage(ctx, opportunity)
case "liquidation":
return e.executeLiquidation(ctx, opportunity)
case "sandwich":
return e.executeSandwich(ctx, opportunity)
default:
return fmt.Errorf("unsupported MEV type: %s", opportunity.MEVType)
}
}
// validateOpportunity validates that an opportunity is still executable
func (e *EnhancedArbitrageExecutor) validateOpportunity(opportunity *ArbitrageOpportunity) bool {
// Re-check profitability with current market conditions
// This would involve real-time price checks
return opportunity.ExpectedProfitUSD >= e.minProfitUSD
}
// executeArbitrage executes an arbitrage opportunity
func (e *EnhancedArbitrageExecutor) executeArbitrage(
ctx context.Context,
opportunity *ArbitrageOpportunity,
) error {
e.logger.Info(fmt.Sprintf("Executing arbitrage: %s", opportunity.ID))
// Implementation would:
// 1. Get flash loan
// 2. Execute first trade
// 3. Execute second trade
// 4. Repay flash loan
// 5. Keep profit
// Placeholder for successful execution
e.executionsSuccessful++
e.totalProfitUSD += opportunity.ExpectedProfitUSD
return nil
}
// executeLiquidation executes a liquidation opportunity
func (e *EnhancedArbitrageExecutor) executeLiquidation(
ctx context.Context,
opportunity *ArbitrageOpportunity,
) error {
e.logger.Info(fmt.Sprintf("Executing liquidation: %s", opportunity.ID))
// Implementation would liquidate undercollateralized position
e.executionsSuccessful++
e.totalProfitUSD += opportunity.ExpectedProfitUSD
return nil
}
// executeSandwich executes a sandwich attack
func (e *EnhancedArbitrageExecutor) executeSandwich(
ctx context.Context,
opportunity *ArbitrageOpportunity,
) error {
e.logger.Info(fmt.Sprintf("Executing sandwich: %s", opportunity.ID))
// Implementation would:
// 1. Front-run victim transaction
// 2. Let victim transaction execute
// 3. Back-run to extract profit
e.executionsSuccessful++
e.totalProfitUSD += opportunity.ExpectedProfitUSD
return nil
}
// 5. COMPLETE INTEGRATION EXAMPLE
// IntegratedMEVBot demonstrates complete integration
type IntegratedMEVBot struct {
enhancedParser *EnhancedDEXParser
marketPipeline *EnhancedMarketPipeline
monitor *EnhancedArbitrumMonitor
scanner *EnhancedOpportunityScanner
executor *EnhancedArbitrageExecutor
logger *logger.Logger
}
// NewIntegratedMEVBot creates a fully integrated MEV bot
func NewIntegratedMEVBot(
config *EnhancedParserConfig,
logger *logger.Logger,
oracle *oracle.PriceOracle,
) (*IntegratedMEVBot, error) {
// Create enhanced parser
enhancedParser, err := NewEnhancedDEXParser(config, logger, oracle)
if err != nil {
return nil, fmt.Errorf("failed to create enhanced parser: %w", err)
}
// Create integrated components
marketPipeline := NewEnhancedMarketPipeline(enhancedParser, logger, oracle)
monitor := NewEnhancedArbitrumMonitor(enhancedParser, marketPipeline, logger)
scanner := NewEnhancedOpportunityScanner(enhancedParser, logger)
executor := &EnhancedArbitrageExecutor{
enhancedParser: enhancedParser,
logger: logger,
maxGasPrice: big.NewInt(50e9), // 50 gwei
slippageTolerance: 0.01, // 1%
minProfitUSD: 100.0,
}
return &IntegratedMEVBot{
enhancedParser: enhancedParser,
marketPipeline: marketPipeline,
monitor: monitor,
scanner: scanner,
executor: executor,
logger: logger,
}, nil
}
// Start starts the integrated MEV bot
func (bot *IntegratedMEVBot) Start(ctx context.Context) error {
bot.logger.Info("Starting integrated MEV bot with enhanced parsing")
// Start monitoring
if err := bot.monitor.StartMonitoring(ctx); err != nil {
return fmt.Errorf("failed to start monitoring: %w", err)
}
// Start scanning
go bot.scanner.ScanForOpportunities(ctx)
// Start opportunity processing
go bot.processOpportunities(ctx)
return nil
}
// processOpportunities processes detected opportunities
func (bot *IntegratedMEVBot) processOpportunities(ctx context.Context) {
for {
select {
case opportunity := <-bot.marketPipeline.opportunityChannel:
go func(opp *ArbitrageOpportunity) {
if err := bot.executor.ExecuteOpportunity(ctx, opp); err != nil {
bot.logger.Error(fmt.Sprintf("Failed to execute opportunity %s: %v", opp.ID, err))
}
}(opportunity)
case <-ctx.Done():
return
}
}
}
// Stop stops the integrated MEV bot
func (bot *IntegratedMEVBot) Stop() error {
bot.logger.Info("Stopping integrated MEV bot")
return bot.enhancedParser.Close()
}
// GetMetrics returns comprehensive metrics
func (bot *IntegratedMEVBot) GetMetrics() map[string]interface{} {
parserMetrics := bot.enhancedParser.GetMetrics()
return map[string]interface{}{
"parser": parserMetrics,
"monitor": map[string]interface{}{
"blocks_processed": bot.monitor.blocksProcessed,
"events_detected": bot.monitor.eventsDetected,
"opportunities_found": bot.monitor.opportunitiesFound,
},
"scanner": map[string]interface{}{
"scans_completed": bot.scanner.scansCompleted,
"opportunities_found": bot.scanner.opportunitiesFound,
},
"executor": map[string]interface{}{
"executions_attempted": bot.executor.executionsAttempted,
"executions_successful": bot.executor.executionsSuccessful,
"total_profit_usd": bot.executor.totalProfitUSD,
},
}
}