850223a953
- Added comprehensive bounds checking to prevent buffer overruns in multicall parsing - Implemented graduated validation system (Strict/Moderate/Permissive) to reduce false positives - Added LRU caching system for address validation with 10-minute TTL - Enhanced ABI decoder with missing Universal Router and Arbitrum-specific DEX signatures - Fixed duplicate function declarations and import conflicts across multiple files - Added error recovery mechanisms with multiple fallback strategies - Updated tests to handle new validation behavior for suspicious addresses - Fixed parser test expectations for improved validation system - Applied gofmt formatting fixes to ensure code style compliance - Fixed mutex copying issues in monitoring package by introducing MetricsSnapshot - Resolved critical security vulnerabilities in heuristic address extraction - Progress: Updated TODO audit from 10% to 35% complete 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
137 lines
4.0 KiB
Markdown
137 lines
4.0 KiB
Markdown
# MEV Bot Exchange Support
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## Overview
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This directory contains implementations for various decentralized exchange (DEX) protocols in the MEV Bot. Each exchange protocol is implemented with a consistent interface to allow for cross-exchange arbitrage opportunities.
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## Supported Exchanges
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### Core V2-style AMMs
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- **Uniswap V2**: Standard constant product AMM
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- **SushiSwap**: Fork of Uniswap V2 with additional features
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- **PancakeSwap**: Binance Smart Chain implementation similar to Uniswap V2
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### V3-style Concentrated Liquidity
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- **Uniswap V3**: Concentrated liquidity with ticks and fee tiers
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- **Uniswap V4**: Next-generation AMM with hooks and more flexibility
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- **Kyber**: Elastic AMM with concentrated liquidity and custom hooks
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- **Camelot**: Arbitrum-focused AMM with concentrated liquidity
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### StableSwap AMMs
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- **Curve**: Stableswap algorithm for similar-asset swaps
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- **Balancer**: Weighted and stable pool implementations
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### Multi-Asset AMMs
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- **Balancer**: Weighted, stable, and composable stable pools
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- **Dex Aggregators**: Integration with 1inch, ParaSwap, etc.
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## Architecture
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Each exchange implementation follows the same interface pattern with three primary components:
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### 1. PoolDetector
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- Discovers pools for token pairs
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- Handles multiple fee tiers
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- Identifies pool types
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### 2. LiquidityFetcher
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- Fetches pool reserves and data
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- Calculates spot prices
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- Estimates liquidity depth
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### 3. SwapRouter
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- Calculates swap amounts
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- Generates transaction data
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- Validates swaps
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## Exchange-Specific Features
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### Uniswap V4
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- Hooks support for custom logic
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- Concentrated liquidity model
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- Flexible fees and parameters
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### Kyber
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- Elastic AMM architecture
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- Concentrated liquidity
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- Customizable parameters
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### Curve
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- Stableswap invariant
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- Multi-asset support
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- Amplification coefficients
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### Balancer
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- Weighted pools
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- Stable pools
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- Composable stable pools
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- Managed pools
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### Aggregators
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- Multi-DEX routing
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- Gas optimization
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- Price comparison across exchanges
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## Common Interface Usage
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All exchanges implement the following interfaces:
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```go
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type PoolDetector interface {
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GetAllPools(token0, token1 common.Address) ([]common.Address, error)
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GetPoolForPair(token0, token1 common.Address) (common.Address, error)
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GetSupportedFeeTiers() []int64
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GetPoolType() string
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}
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type LiquidityFetcher interface {
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GetPoolData(poolAddress common.Address) (*math.PoolData, error)
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GetTokenReserves(poolAddress, token0, token1 common.Address) (*big.Int, *big.Int, error)
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GetPoolPrice(poolAddress common.Address) (*big.Float, error)
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GetLiquidityDepth(poolAddress, tokenIn common.Address, amount *big.Int) (*big.Int, error)
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}
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type SwapRouter interface {
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CalculateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) (*big.Int, error)
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GenerateSwapData(tokenIn, tokenOut common.Address, amountIn, minAmountOut *big.Int, deadline *big.Int) ([]byte, error)
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GetSwapRoute(tokenIn, tokenOut common.Address) ([]common.Address, error)
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ValidateSwap(tokenIn, tokenOut common.Address, amountIn *big.Int) error
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}
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```
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## Cross-Exchange Arbitrage
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The system supports identifying and executing arbitrage opportunities across all supported exchanges. The `CrossExchangeArbitrageFinder` component:
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- Monitors prices across all exchanges
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- Identifies profitable opportunities
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- Considers gas costs and slippage
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- Executes arbitrage when profitable
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## Configuration
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Each exchange has specific configuration parameters including:
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- Contract addresses (factory, router)
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- Chain ID
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- Default slippage tolerance
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- Gas estimation parameters
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- Pool initialization code hash
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- Supported fee tiers
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## Math Support
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The system includes exchange-specific pricing models via the `ExchangePricingEngine`:
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- Uniswap V2: Constant product formula
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- Uniswap V3/V4: Concentrated liquidity with ticks
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- Curve: Stableswap invariant
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- Balancer: Weighted and stable pool formulas
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- Kyber: Elastic concentrated liquidity
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## Performance Considerations
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- Efficient pool discovery mechanisms
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- Cached price calculations
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- Optimized route finding
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- Gas cost estimation
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- Slippage protection |