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mev-beta/tests/calculation-validation/reports/validation_report_20251109_165746.md
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

5.8 KiB
Raw Blame History

Arbitrage Calculation Validation Report

Generated: Sun Nov 9 16:57:46 CET 2025 Log File: /tmp/mev_latest_logs.txt

Summary Statistics

  • Executable Opportunities: 11
  • Total Opportunity Records: 23
  • V3 Calculations: 600
  • Threshold Checks: 11
  • Rejections: 23

Executable Opportunities Analysis

Top 10 Executable Opportunities

2025/11/09 15:48:02 [INFO] ✅ EXECUTABLE OPPORTUNITY: ID=arb_1762703282_0x962306, Profit=0.311819 ETH (threshold=0.000100 ETH)
2025/11/09 15:48:05 [INFO] ✅ EXECUTABLE OPPORTUNITY: ID=arb_1762703285_0x251182, Profit=1249.324868 ETH (threshold=0.000100 ETH)
2025/11/09 15:49:31 [INFO] ✅ EXECUTABLE OPPORTUNITY: ID=arb_1762703371_0x440017, Profit=2.166576 ETH (threshold=0.000100 ETH)
2025/11/09 15:50:06 [INFO] ✅ EXECUTABLE OPPORTUNITY: ID=arb_1762703406_0x251182, Profit=1363.860509 ETH (threshold=0.000100 ETH)
2025/11/09 15:51:13 [INFO] ✅ EXECUTABLE OPPORTUNITY: ID=arb_1762703473_0x3096e7, Profit=83.981698 ETH (threshold=0.000100 ETH)
2025/11/09 15:51:13 [INFO] ✅ EXECUTABLE OPPORTUNITY: ID=arb_1762703473_0x3096e7, Profit=83.981698 ETH (threshold=0.000100 ETH)
2025/11/09 15:52:12 [INFO] ✅ EXECUTABLE OPPORTUNITY: ID=arb_1762703532_0x82aF49, Profit=0.429936 ETH (threshold=0.000100 ETH)
2025/11/09 15:52:23 [INFO] ✅ EXECUTABLE OPPORTUNITY: ID=arb_1762703543_0x440017, Profit=2.731067 ETH (threshold=0.000100 ETH)
2025/11/09 15:53:35 [INFO] ✅ EXECUTABLE OPPORTUNITY: ID=arb_1762703615_0x60bf4E, Profit=0.003708 ETH (threshold=0.000100 ETH)
2025/11/09 15:55:06 [INFO] ✅ EXECUTABLE OPPORTUNITY: ID=arb_1762703706_0x251182, Profit=1266.529570 ETH (threshold=0.000100 ETH)

Profit Calculation Validation

Sample Threshold Checks (First 5)

2025/11/09 15:48:02 [DEBUG] Profit threshold check: netProfit=0.311819 ETH, minThreshold=0.000100 ETH
2025/11/09 15:48:05 [DEBUG] Profit threshold check: netProfit=1249.324868 ETH, minThreshold=0.000100 ETH
2025/11/09 15:49:31 [DEBUG] Profit threshold check: netProfit=2.166576 ETH, minThreshold=0.000100 ETH
2025/11/09 15:50:06 [DEBUG] Profit threshold check: netProfit=1363.860509 ETH, minThreshold=0.000100 ETH
2025/11/09 15:51:13 [DEBUG] Profit threshold check: netProfit=83.981698 ETH, minThreshold=0.000100 ETH

Rejection Analysis

Rejection Reasons Breakdown

      6 negative profit after gas and slippage costs token0:0x25118290e6A5f4139381D072181157035864099d token1:0x82aF49447D8a07e3bd95BD0d56f35241523fBab1 tokenIn:0x2511...099d tokenOut:WETH]
      3  token0:0x440017A1b021006d556d7fc06A54c32E42Eb745B token1:0x82aF49447D8a07e3bd95BD0d56f35241523fBab1 tokenIn:G@ARB tokenOut:WETH updateCount:1]
      2 negative profit after gas and slippage costs token0:0x440017A1b021006d556d7fc06A54c32E42Eb745B token1:0x82aF49447D8a07e3bd95BD0d56f35241523fBab1 tokenIn:G@ARB tokenOut:WETH]
      2  token0:0x25118290e6A5f4139381D072181157035864099d token1:0x82aF49447D8a07e3bd95BD0d56f35241523fBab1 tokenIn:0x2511...099d tokenOut:WETH updateCount:1]
      1 negative profit after gas and slippage costs token0:0x912CE59144191C1204E64559FE8253a0e49E6548 token1:0xd9844863fC8b0D5974fd32A31Bd5bEa507A32F51 tokenIn:ARB tokenOut:0xd984...2F51]
      1 negative profit after gas and slippage costs token0:0x6985884C4392D348587B19cb9eAAf157F13271cd token1:0x82aF49447D8a07e3bd95BD0d56f35241523fBab1 tokenIn:0x6985...71cd tokenOut:WETH]
      1 negative profit after gas and slippage costs token0:0x60bf4E7cF16Ff34513514b968483B54Beff42a81 token1:0x82aF49447D8a07e3bd95BD0d56f35241523fBab1 tokenIn:0x60bf...2a81 tokenOut:WETH]
      1 negative profit after gas and slippage costs token0:0x5979D7b546E38E414F7E9822514be443A4800529 token1:0x73e2226dA3e8bd78155f70FDc5d13A85585Cd899 tokenIn:0x5979...0529 tokenOut:0x73e2...d899]
      1  token0:0x9623063377AD1B27544C965cCd7342f7EA7e88C7 token1:0xd9844863fC8b0D5974fd32A31Bd5bEa507A32F51 tokenIn:0x9623...88C7 tokenOut:0xd984...2F51 updateCount:1]
      1  token0:0x82aF49447D8a07e3bd95BD0d56f35241523fBab1 token1:0xc87B37a581ec3257B734886d9d3a581F5A9d056c tokenIn:WETH tokenOut:0xc87B...056c updateCount:1]
      1  token0:0x60bf4E7cF16Ff34513514b968483B54Beff42a81 token1:0x82aF49447D8a07e3bd95BD0d56f35241523fBab1 tokenIn:0x60bf...2a81 tokenOut:WETH updateCount:1]
      1  token0:0x3096e7BFd0878Cc65be71f8899Bc4CFB57187Ba3 token1:0x82aF49447D8a07e3bd95BD0d56f35241523fBab1 tokenIn:0x3096...7Ba3 tokenOut:WETH updateCount:2]
      1  token0:0x3096e7BFd0878Cc65be71f8899Bc4CFB57187Ba3 token1:0x82aF49447D8a07e3bd95BD0d56f35241523fBab1 tokenIn:0x3096...7Ba3 tokenOut:WETH updateCount:1]
      1  token0:0x25118290e6A5f4139381D072181157035864099d token1:0x82aF49447D8a07e3bd95BD0d56f35241523fBab1 tokenIn:0x2511...099d tokenOut:WETH updateCount:2]

V3 Calculation Samples

Recent V3 Calculations (Last 10)

2025/11/09 15:57:38 [DEBUG] V3 calculation: amountIn=59, amountOut=0, fee=3000, finalOut=0
2025/11/09 15:57:38 [DEBUG] V3 calculation: amountIn=59, amountOut=0, fee=3000, finalOut=0
2025/11/09 15:57:38 [DEBUG] V3 calculation: amountIn=5917, amountOut=0, fee=3000, finalOut=0
2025/11/09 15:57:39 [DEBUG] V3 calculation: amountIn=5917, amountOut=0, fee=3000, finalOut=0
2025/11/09 15:57:39 [DEBUG] V3 calculation: amountIn=59, amountOut=6401, fee=3000, finalOut=6382
2025/11/09 15:57:42 [DEBUG] V3 calculation: amountIn=100000000, amountOut=5935, fee=3000, finalOut=5918
2025/11/09 15:57:42 [DEBUG] V3 calculation: amountIn=100000000, amountOut=5935, fee=3000, finalOut=5918
2025/11/09 15:57:42 [DEBUG] V3 calculation: amountIn=10000000, amountOut=593, fee=3000, finalOut=592
2025/11/09 15:57:42 [DEBUG] V3 calculation: amountIn=10000000, amountOut=593, fee=3000, finalOut=592
2025/11/09 15:57:43 [DEBUG] V3 calculation: amountIn=6382, amountOut=0, fee=500, finalOut=0

Report saved to: /docker/mev-beta/tests/calculation-validation/reports/validation_report_20251109_165746.md

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