- 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>
94 lines
3.0 KiB
Markdown
94 lines
3.0 KiB
Markdown
# Kyber Integration Plan
|
|
|
|
## Overview
|
|
|
|
This document outlines the implementation plan for Kyber exchange support in the MEV bot, specifically focusing on Kyber Elastic (V3+) which uses concentrated liquidity similar to Uniswap V3 but with additional flexibility.
|
|
|
|
## Contract Architecture
|
|
|
|
### Core Contracts
|
|
|
|
- Router: `0x613a63565357403C0A62b93c3e5E2a19863c6720` (placeholder)
|
|
- Pool Factory: `0x5a2206a46A0C1958E3D7478959E6F9777A4A2b76` (placeholder)
|
|
- Pool Manager: Manages liquidity positions
|
|
|
|
### Pool Types
|
|
- Elastic Pools (concentrated liquidity)
|
|
- Different fee tiers (400, 1000, 2000, 4000 bps)
|
|
- Configurable parameters per pool
|
|
|
|
## Core Functions
|
|
|
|
### Swap Functions
|
|
- `swap` (single token swap)
|
|
- `multiswap` (multi-hop swap)
|
|
- `swapWithPermit` (swap with permit signature)
|
|
|
|
### Liquidity Functions
|
|
- `mint` (add liquidity to a range)
|
|
- `burn` (remove liquidity from a range)
|
|
- `collect` (collect fees)
|
|
- `flash` (flash loans)
|
|
|
|
### Pool Management
|
|
- `getPool` (get pool address by tokens and fee tier)
|
|
- `getLiquidity` (get liquidity at a tick)
|
|
- `getPosition` (get liquidity position details)
|
|
|
|
## Implementation Steps
|
|
|
|
1. Create Kyber struct implementing the Exchange interface
|
|
2. Initialize connection to Kyber contracts
|
|
3. Implement concentrated liquidity operations
|
|
4. Implement swap functions with tick math
|
|
5. Implement pricing functions using tick-based pricing
|
|
6. Add support for different fee tiers
|
|
7. Implement gas estimation for swap and liquidity operations
|
|
8. Add error handling for common failure cases
|
|
|
|
## Pricing Mechanisms
|
|
|
|
### Tick-based Pricing
|
|
- Calculate price based on current tick and liquidity
|
|
- Consider tick range and liquidity distribution
|
|
- Implement dynamic fee calculations based on pool configuration
|
|
|
|
### Fee Calculation
|
|
- Kyber uses different fee structures per pool
|
|
- Fees may vary based on volatility and utilization
|
|
- Fee growth tracking for position management
|
|
|
|
## Testing Plan
|
|
|
|
1. Unit tests for all swap functions
|
|
2. Integration tests with mainnet fork
|
|
3. Edge case testing (zero amounts, max amounts)
|
|
4. Gas optimization verification
|
|
5. Slippage tolerance testing
|
|
6. Price accuracy verification
|
|
7. Concentrated liquidity position tests
|
|
|
|
## Performance Considerations
|
|
|
|
- Efficient tick math implementations
|
|
- Batch operations where possible to reduce gas costs
|
|
- Cache pool information to reduce external calls
|
|
- Optimize route selection for multi-hop swaps
|
|
- Implement efficient price impact calculations
|
|
|
|
## Security Considerations
|
|
|
|
- Validate all input parameters
|
|
- Implement proper slippage protection
|
|
- Prevent sandwich attacks where possible
|
|
- Sanitize all external data
|
|
- Verify hook contracts (if applicable)
|
|
- Check for reentrancy vulnerabilities
|
|
|
|
## Integration with MEV Bot
|
|
|
|
- Identify Kyber-specific arbitrage opportunities
|
|
- Monitor concentrated liquidity pools for profitable swaps
|
|
- Include position management in liquidity strategies
|
|
- Coordinate with other exchanges for cross-exchange arbitrage
|
|
- Account for Kyber's fee structures in profitability calculations |