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>
62 lines
1.4 KiB
Go
62 lines
1.4 KiB
Go
package calculation_validation
|
|
|
|
import (
|
|
"math/big"
|
|
"time"
|
|
)
|
|
|
|
// OpportunityTestData represents extracted opportunity data from logs
|
|
type OpportunityTestData struct {
|
|
ID string
|
|
Timestamp time.Time
|
|
TransactionHash string
|
|
NetProfitETH *big.Float
|
|
NetProfitUSD *big.Float
|
|
EstimatedProfit *big.Float
|
|
ProfitMargin float64
|
|
IsExecutable bool
|
|
RejectReason string
|
|
Confidence float64
|
|
Path []string
|
|
SwapSequence []SwapCalculation
|
|
ThresholdCheck *ThresholdCheck
|
|
}
|
|
|
|
// SwapCalculation represents a V3 swap calculation from logs
|
|
type SwapCalculation struct {
|
|
AmountIn *big.Int
|
|
AmountOut *big.Int
|
|
Fee uint32
|
|
FinalOut *big.Int
|
|
}
|
|
|
|
// ThresholdCheck represents a profit threshold validation
|
|
type ThresholdCheck struct {
|
|
NetProfit *big.Float
|
|
MinThreshold *big.Float
|
|
Passed bool
|
|
}
|
|
|
|
// ValidationResult represents the result of validating a calculation
|
|
type ValidationResult struct {
|
|
OpportunityID string
|
|
ExpectedProfit *big.Float
|
|
CalculatedProfit *big.Float
|
|
Difference *big.Float
|
|
PercentError float64
|
|
IsValid bool
|
|
Errors []string
|
|
Warnings []string
|
|
}
|
|
|
|
// TestReport represents a summary of validation tests
|
|
type TestReport struct {
|
|
Timestamp time.Time
|
|
TotalOpportunities int
|
|
ValidCalculations int
|
|
InvalidCalculations int
|
|
AveragePercentError float64
|
|
MaxError *big.Float
|
|
ValidationResults []*ValidationResult
|
|
}
|