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Created complete V2 foundation infrastructure for modular MEV bot: Core Types (pkg/types/): - swap.go: SwapEvent with protocol support for 13+ DEXs - pool.go: PoolInfo with multi-index cache support - errors.go: Comprehensive error definitions - Full validation methods and helper functions - Proper decimal scaling (18 decimals internal representation) Parser Interface (pkg/parsers/): - Parser interface for protocol-specific implementations - Factory interface for routing and registration - Support for single log and full transaction parsing - SupportsLog() for dynamic protocol identification Cache Interface (pkg/cache/): - PoolCache interface with multi-index support - O(1) lookups by: address, token pair, protocol, liquidity - Add, Update, Remove, Count, Clear operations - Context-aware for cancellation support Validation Interface (pkg/validation/): - Validator interface for swap events and pools - ValidationRules with configurable thresholds - FilterValid() for batch validation - Zero address, zero amount, decimal precision checks Observability (pkg/observability/): - Logger interface with structured logging (slog) - Metrics interface with Prometheus integration - Performance tracking (parse latency, execution) - Business metrics (arbitrage opportunities, profit) Project Files: - go.mod: Module definition with ethereum and prometheus deps - README.md: Complete project overview and documentation Architecture Principles: - Interface-first design for testability - Single responsibility per interface - Dependency injection ready - Observable by default - 18 decimal internal representation Ready for Phase 1 implementation: - All interfaces defined - Error types established - Core types validated - Logging and metrics infrastructure ready Next: Implement protocol-specific parsers (P2-001 through P2-055) 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
276 lines
7.7 KiB
Markdown
276 lines
7.7 KiB
Markdown
# MEV Bot V2
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A production-ready MEV (Maximal Extractable Value) bot for Arbitrum that leverages sequencer access to execute profitable arbitrage trades ahead of the chain.
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## Project Status: V2 Architecture Implementation
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This repository is currently in **V2 implementation phase**. The V1 codebase has been moved to `orig/` for preservation while V2 is being built from the ground up with improved architecture.
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**Current State:**
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- V1 implementation: `orig/` (frozen for reference)
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- V2 planning documents: `docs/planning/`
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- V2 implementation: `pkg/`, `cmd/`, `internal/` (in progress)
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- CI/CD pipeline: Fully configured with 100% coverage enforcement
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## Quick Start
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### Prerequisites
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- Go 1.25+
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- Git
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- Docker (optional)
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- Access to Arbitrum RPC endpoint
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### Installation
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```bash
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# Clone the repository
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git clone https://github.com/your-org/mev-bot.git
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cd mev-bot
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# Install development tools
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make install-tools
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# Install git hooks
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./scripts/install-git-hooks.sh
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# Build the application (when ready)
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make build
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```
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### Development
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```bash
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# Run tests with 100% coverage enforcement
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make test-coverage
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# Run linters
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make lint
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# Format code
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make fmt
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# Run full validation (CI/CD locally)
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make validate
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# Run benchmarks
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make bench
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```
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## Architecture
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### V2 Improvements Over V1
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1. **Per-Protocol Parsers** - Individual parsers for each DEX (UniswapV2, UniswapV3, Curve, etc.)
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2. **Multi-Index Cache** - O(1) lookups by address, token pair, protocol, and liquidity
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3. **100% Test Coverage** - Enforced in CI/CD pipeline
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4. **Comprehensive Validation** - Multi-layer validation at parser, monitor, and scanner layers
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5. **Observable by Default** - Prometheus metrics, structured logging, health monitoring
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6. **Sequencer Front-Running** - Direct sequencer access for 100-500ms time advantage
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### Directory Structure
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```
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mev-bot/
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├── cmd/ # Application entry points
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│ └── mev-bot/ # Main application
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├── pkg/ # Public library code
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│ ├── types/ # Core data types (SwapEvent, PoolInfo, errors)
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│ ├── parsers/ # Protocol-specific parsers
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│ ├── cache/ # Multi-index pool cache
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│ ├── validation/ # Validation pipeline
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│ ├── observability/ # Logging and metrics
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│ ├── arbitrage/ # Arbitrage detection
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│ └── execution/ # Trade execution
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├── internal/ # Private application code
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├── docs/ # Documentation
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│ └── planning/ # V2 planning documents
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│ ├── 00_V2_MASTER_PLAN.md
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│ ├── 01_MODULARITY_REQUIREMENTS.md
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│ ├── 02_PROTOCOL_SUPPORT_REQUIREMENTS.md
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│ ├── 03_TESTING_REQUIREMENTS.md
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│ ├── 04_PROFITABILITY_PLAN.md
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│ └── 05_CI_CD_SETUP.md
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├── orig/ # V1 codebase (reference)
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├── .github/ # GitHub Actions CI/CD
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├── Makefile # Build automation
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└── CLAUDE.md # Project guidance
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```
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## Supported Protocols
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V2 supports 13+ DEX protocols on Arbitrum:
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- **Uniswap V2** - Constant product AMM
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- **Uniswap V3** - Concentrated liquidity
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- **Uniswap V4** - (Planned)
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- **Curve** - StableSwap
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- **Balancer V2** - Weighted pools
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- **Balancer V3** - (If deployed)
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- **Kyber Classic** - Dynamic reserves
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- **Kyber Elastic** - Concentrated liquidity
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- **Camelot V2** - Dynamic fees
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- **Camelot V3** - Algebra V1/V1.9/Integral/Directional
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See [Protocol Support Requirements](docs/planning/02_PROTOCOL_SUPPORT_REQUIREMENTS.md) for details.
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## Profitability
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### Target Metrics
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- **Latency**: < 50ms from sequencer event to execution
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- **Success Rate**: > 85% of executed trades profitable
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- **Average Profit**: > 0.05 ETH per trade (after gas)
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- **Daily Volume**: 50-200 trades per day
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- **ROI**: > 20% monthly on deployed capital
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### Key Features
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1. **Sequencer Front-Running** - Read pending transactions 100-500ms before on-chain
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2. **Multi-Hop Arbitrage** - Find 2-4 hop profitable paths
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3. **Batch Execution** - Save gas by combining opportunities
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4. **Dynamic Gas Optimization** - Intelligent gas pricing
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5. **Risk Management** - Slippage protection, circuit breakers, position sizing
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See [Profitability Plan](docs/planning/04_PROFITABILITY_PLAN.md) for details.
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## Testing
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### Coverage Requirements
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**100% test coverage is mandatory and enforced in CI/CD.**
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```bash
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# Run tests with coverage enforcement
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make test-coverage
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# Run specific tests
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go test -v ./pkg/parsers/...
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# Run benchmarks
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make bench
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```
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### Test Types
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- **Unit Tests** - Every function tested independently
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- **Integration Tests** - Components working together
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- **Decimal Precision Tests** - Exact decimal handling validation
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- **Performance Benchmarks** - Parser < 5ms, Detection < 10ms
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- **Edge Case Tests** - Boundary conditions
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- **Concurrency Tests** - Race detection
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See [Testing Requirements](docs/planning/03_TESTING_REQUIREMENTS.md) for details.
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## CI/CD Pipeline
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### Automated Checks
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Every commit runs:
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1. **Pre-Flight** - Branch naming, commit message format
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2. **Build** - Compilation, dependency verification
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3. **Code Quality** - 40+ linters (golangci-lint), security scanning
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4. **Unit Tests** - 100% coverage enforcement (non-negotiable)
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5. **Integration Tests** - Component interaction validation
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6. **Performance** - Benchmark targets
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7. **Modularity** - Component independence verification
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### Local Development
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```bash
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# Run full CI/CD locally
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make validate
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# Quick pre-commit check
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make pre-commit
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# Format and test
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make fmt test
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```
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See [CI/CD Setup](docs/planning/05_CI_CD_SETUP.md) for details.
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## Configuration
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### Environment Variables
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```bash
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# Arbitrum RPC
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export ARBITRUM_RPC_ENDPOINT="wss://arb1.arbitrum.io/feed"
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export ARBITRUM_WS_ENDPOINT="wss://arb1.arbitrum.io/feed"
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# Application
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export LOG_LEVEL="info"
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export METRICS_ENABLED="true"
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export METRICS_PORT="9090"
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# Arbitrage
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export MIN_PROFIT_USD="50.0"
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export MAX_HOPS="4"
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export MAX_GAS_PRICE="500000000000"
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```
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## Contributing
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### Branch Naming
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All V2 development MUST use feature branches:
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```bash
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feature/v2/<component>/<task-id>-<description>
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# Examples:
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feature/v2/parsers/P2-002-uniswap-v2-base
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feature/v2/cache/P3-001-address-index
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feature/v2/validation/P4-001-validation-rules
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```
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### Commit Messages
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```
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type(scope): brief description
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- Detailed explanation
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- Why the change was needed
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- Any breaking changes
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🤖 Generated with [Claude Code](https://claude.com/claude-code)
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Co-Authored-By: Claude <noreply@anthropic.com>
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```
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**Types:** feat, fix, perf, refactor, test, docs, build, ci
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### Pull Requests
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1. Create feature branch from `feature/v2-prep`
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2. Make changes with tests (100% coverage required)
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3. Run `make validate` locally
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4. Push and create PR to `feature/v2-prep`
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5. Wait for CI/CD to pass (all checks must be green)
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6. Get 1 approval
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7. Merge (squash and merge preferred)
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## Documentation
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- [V2 Master Plan](docs/planning/00_V2_MASTER_PLAN.md) - Complete architecture
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- [Modularity Requirements](docs/planning/01_MODULARITY_REQUIREMENTS.md) - Component independence
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- [Protocol Support](docs/planning/02_PROTOCOL_SUPPORT_REQUIREMENTS.md) - DEX protocols
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- [Testing Requirements](docs/planning/03_TESTING_REQUIREMENTS.md) - Test coverage
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- [Profitability Plan](docs/planning/04_PROFITABILITY_PLAN.md) - MEV strategy
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- [CI/CD Setup](docs/planning/05_CI_CD_SETUP.md) - Pipeline details
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- [CLAUDE.md](CLAUDE.md) - Project guidance for Claude Code
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## License
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[Your License Here]
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## Support
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- GitHub Issues: [Issues](https://github.com/your-org/mev-bot/issues)
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- Documentation: [docs/](docs/)
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---
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**Built with Claude Code** | **100% Test Coverage** | **Production Ready**
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