mev-beta/pkg/arbitrage/gas_estimator.go

package arbitrage

import (
	"context"
	"fmt"
	"log/slog"
	"math/big"

	"github.com/your-org/mev-bot/pkg/types"
)

// GasEstimatorConfig contains configuration for gas estimation
type GasEstimatorConfig struct {
	BaseGas          uint64 // Base gas cost per transaction
	GasPerPool       uint64 // Additional gas per pool/hop
	V2SwapGas        uint64 // Gas for UniswapV2-style swap
	V3SwapGas        uint64 // Gas for UniswapV3 swap
	CurveSwapGas     uint64 // Gas for Curve swap
	GasPriceMultiplier float64 // Multiplier for gas price (e.g., 1.1 for 10% buffer)
}

// DefaultGasEstimatorConfig returns default configuration based on observed Arbitrum gas costs
func DefaultGasEstimatorConfig() *GasEstimatorConfig {
	return &GasEstimatorConfig{
		BaseGas:          21000,  // Base transaction cost
		GasPerPool:       10000,  // Buffer per additional pool
		V2SwapGas:        120000, // V2 swap
		V3SwapGas:        180000, // V3 swap (more complex)
		CurveSwapGas:     150000, // Curve swap
		GasPriceMultiplier: 1.1,    // 10% buffer
	}
}

// GasEstimator estimates gas costs for arbitrage opportunities
type GasEstimator struct {
	config *GasEstimatorConfig
	logger *slog.Logger
}

// NewGasEstimator creates a new gas estimator
func NewGasEstimator(config *GasEstimatorConfig, logger *slog.Logger) *GasEstimator {
	if config == nil {
		config = DefaultGasEstimatorConfig()
	}

	return &GasEstimator{
		config: config,
		logger: logger.With("component", "gas_estimator"),
	}
}

// EstimateGasCost estimates the total gas cost for executing a path
func (g *GasEstimator) EstimateGasCost(ctx context.Context, path *Path, gasPrice *big.Int) (*big.Int, error) {
	if gasPrice == nil || gasPrice.Sign() <= 0 {
		return nil, fmt.Errorf("invalid gas price")
	}

	totalGas := g.config.BaseGas

	// Estimate gas for each pool in the path
	for _, pool := range path.Pools {
		poolGas := g.estimatePoolGas(pool.Protocol)
		totalGas += poolGas
	}

	// Apply multiplier for safety buffer
	totalGasFloat := float64(totalGas) * g.config.GasPriceMultiplier
	totalGasWithBuffer := uint64(totalGasFloat)

	// Calculate cost: totalGas * gasPrice
	gasCost := new(big.Int).Mul(
		big.NewInt(int64(totalGasWithBuffer)),
		gasPrice,
	)

	g.logger.Debug("estimated gas cost",
		"poolCount", len(path.Pools),
		"totalGas", totalGasWithBuffer,
		"gasPrice", gasPrice.String(),
		"totalCost", gasCost.String(),
	)

	return gasCost, nil
}

// estimatePoolGas estimates gas cost for a single pool swap
func (g *GasEstimator) estimatePoolGas(protocol types.ProtocolType) uint64 {
	switch protocol {
	case types.ProtocolUniswapV2, types.ProtocolSushiSwap:
		return g.config.V2SwapGas
	case types.ProtocolUniswapV3:
		return g.config.V3SwapGas
	case types.ProtocolCurve:
		return g.config.CurveSwapGas
	default:
		// Default to V2 gas cost for unknown protocols
		return g.config.V2SwapGas
	}
}

// EstimateGasLimit estimates the gas limit for executing a path
func (g *GasEstimator) EstimateGasLimit(ctx context.Context, path *Path) (uint64, error) {
	totalGas := g.config.BaseGas

	for _, pool := range path.Pools {
		poolGas := g.estimatePoolGas(pool.Protocol)
		totalGas += poolGas
	}

	// Apply buffer
	totalGasFloat := float64(totalGas) * g.config.GasPriceMultiplier
	gasLimit := uint64(totalGasFloat)

	return gasLimit, nil
}

// EstimateOptimalGasPrice estimates an optimal gas price for execution
func (g *GasEstimator) EstimateOptimalGasPrice(ctx context.Context, netProfit *big.Int, path *Path, currentGasPrice *big.Int) (*big.Int, error) {
	if netProfit == nil || netProfit.Sign() <= 0 {
		return currentGasPrice, nil
	}

	// Calculate gas limit
	gasLimit, err := g.EstimateGasLimit(ctx, path)
	if err != nil {
		return nil, err
	}

	// Maximum gas price we can afford while staying profitable
	// maxGasPrice = netProfit / gasLimit
	maxGasPrice := new(big.Int).Div(netProfit, big.NewInt(int64(gasLimit)))

	// Use current gas price if it's lower than max
	if currentGasPrice.Cmp(maxGasPrice) < 0 {
		return currentGasPrice, nil
	}

	// Use 90% of max gas price to maintain profit margin
	optimalGasPrice := new(big.Int).Mul(maxGasPrice, big.NewInt(90))
	optimalGasPrice.Div(optimalGasPrice, big.NewInt(100))

	g.logger.Debug("calculated optimal gas price",
		"netProfit", netProfit.String(),
		"gasLimit", gasLimit,
		"currentGasPrice", currentGasPrice.String(),
		"maxGasPrice", maxGasPrice.String(),
		"optimalGasPrice", optimalGasPrice.String(),
	)

	return optimalGasPrice, nil
}

// CompareGasCosts compares gas costs across different opportunity types
func (g *GasEstimator) CompareGasCosts(ctx context.Context, opportunities []*Opportunity, gasPrice *big.Int) ([]*GasCostComparison, error) {
	comparisons := make([]*GasCostComparison, 0, len(opportunities))

	for _, opp := range opportunities {
		// Reconstruct path for gas estimation
		path := &Path{
			Pools: make([]*types.PoolInfo, len(opp.Path)),
			Type:  opp.Type,
		}

		for i, step := range opp.Path {
			path.Pools[i] = &types.PoolInfo{
				Address:  step.PoolAddress,
				Protocol: step.Protocol,
			}
		}

		gasCost, err := g.EstimateGasCost(ctx, path, gasPrice)
		if err != nil {
			g.logger.Warn("failed to estimate gas cost", "oppID", opp.ID, "error", err)
			continue
		}

		comparison := &GasCostComparison{
			OpportunityID: opp.ID,
			Type:          opp.Type,
			HopCount:      len(opp.Path),
			EstimatedGas:  gasCost,
			NetProfit:     opp.NetProfit,
			ROI:           opp.ROI,
		}

		// Calculate efficiency: profit per gas unit
		if gasCost.Sign() > 0 {
			efficiency := new(big.Float).Quo(
				new(big.Float).SetInt(opp.NetProfit),
				new(big.Float).SetInt(gasCost),
			)
			efficiencyFloat, _ := efficiency.Float64()
			comparison.Efficiency = efficiencyFloat
		}

		comparisons = append(comparisons, comparison)
	}

	g.logger.Info("compared gas costs",
		"opportunityCount", len(opportunities),
		"comparisonCount", len(comparisons),
	)

	return comparisons, nil
}

// GasCostComparison contains comparison data for gas costs
type GasCostComparison struct {
	OpportunityID string
	Type          OpportunityType
	HopCount      int
	EstimatedGas  *big.Int
	NetProfit     *big.Int
	ROI           float64
	Efficiency    float64 // Profit per gas unit
}

// GetMostEfficientOpportunity returns the opportunity with the best efficiency
func (g *GasEstimator) GetMostEfficientOpportunity(comparisons []*GasCostComparison) *GasCostComparison {
	if len(comparisons) == 0 {
		return nil
	}

	mostEfficient := comparisons[0]
	for _, comp := range comparisons[1:] {
		if comp.Efficiency > mostEfficient.Efficiency {
			mostEfficient = comp
		}
	}

	return mostEfficient
}