mev-beta/pkg/profitcalc/price_feed.go

package profitcalc

import (
	"context"
	"fmt"
	"math/big"
	"sync"
	"time"

	"github.com/ethereum/go-ethereum/common"
	"github.com/ethereum/go-ethereum/ethclient"

	"github.com/fraktal/mev-beta/internal/logger"
)

// PriceFeed provides real-time price data from multiple DEXs
type PriceFeed struct {
	logger       *logger.Logger
	client       *ethclient.Client
	priceCache   map[string]*PriceData
	priceMutex   sync.RWMutex
	updateTicker *time.Ticker
	stopChan     chan struct{}

	// DEX addresses for price queries
	uniswapV3Factory common.Address
	uniswapV2Factory common.Address
	sushiswapFactory common.Address
	camelotFactory   common.Address
	traderJoeFactory common.Address
}

// PriceData represents price information from a DEX
type PriceData struct {
	TokenA       common.Address
	TokenB       common.Address
	Price        *big.Float // Token B per Token A
	InversePrice *big.Float // Token A per Token B
	Liquidity    *big.Float // Total liquidity in pool
	DEX          string     // DEX name
	PoolAddress  common.Address
	LastUpdated  time.Time
	IsValid      bool
}

// MultiDEXPriceData aggregates prices from multiple DEXs
type MultiDEXPriceData struct {
	TokenA      common.Address
	TokenB      common.Address
	Prices      []*PriceData
	BestBuyDEX  *PriceData // Best DEX to buy Token A (lowest price)
	BestSellDEX *PriceData // Best DEX to sell Token A (highest price)
	PriceSpread *big.Float // Price difference between best buy/sell
	SpreadBps   int64      // Spread in basis points
	LastUpdated time.Time
}

// NewPriceFeed creates a new price feed manager
func NewPriceFeed(logger *logger.Logger, client *ethclient.Client) *PriceFeed {
	return &PriceFeed{
		logger:     logger,
		client:     client,
		priceCache: make(map[string]*PriceData),
		stopChan:   make(chan struct{}),

		// Arbitrum DEX factory addresses
		uniswapV3Factory: common.HexToAddress("0x1F98431c8aD98523631AE4a59f267346ea31F984"),
		uniswapV2Factory: common.HexToAddress("0xc35DADB65012eC5796536bD9864eD8773aBc74C4"), // SushiSwap on Arbitrum
		sushiswapFactory: common.HexToAddress("0xc35DADB65012eC5796536bD9864eD8773aBc74C4"),
		camelotFactory:   common.HexToAddress("0x6EcCab422D763aC031210895C81787E87B82A80f"),
		traderJoeFactory: common.HexToAddress("0xaE4EC9901c3076D0DdBe76A520F9E90a6227aCB7"),
	}
}

// Start begins the price feed updates
func (pf *PriceFeed) Start() {
	pf.updateTicker = time.NewTicker(15 * time.Second) // Update every 15 seconds
	go pf.priceUpdateLoop()
	pf.logger.Info("Price feed started with 15-second update interval")
}

// Stop halts the price feed updates
func (pf *PriceFeed) Stop() {
	if pf.updateTicker != nil {
		pf.updateTicker.Stop()
	}
	close(pf.stopChan)
	pf.logger.Info("Price feed stopped")
}

// GetMultiDEXPrice gets aggregated price data from multiple DEXs
func (pf *PriceFeed) GetMultiDEXPrice(tokenA, tokenB common.Address) *MultiDEXPriceData {
	pf.priceMutex.RLock()
	defer pf.priceMutex.RUnlock()

	var prices []*PriceData
	var bestBuy, bestSell *PriceData

	// Collect prices from all DEXs
	for _, price := range pf.priceCache {
		if (price.TokenA == tokenA && price.TokenB == tokenB) ||
			(price.TokenA == tokenB && price.TokenB == tokenA) {
			if price.IsValid && time.Since(price.LastUpdated) < 5*time.Minute {
				prices = append(prices, price)

				// Find best buy price (lowest price to buy tokenA)
				if bestBuy == nil || price.Price.Cmp(bestBuy.Price) < 0 {
					bestBuy = price
				}

				// Find best sell price (highest price to sell tokenA)
				if bestSell == nil || price.Price.Cmp(bestSell.Price) > 0 {
					bestSell = price
				}
			}
		}
	}

	if len(prices) == 0 {
		return nil
	}

	// Calculate price spread
	var priceSpread *big.Float
	var spreadBps int64

	if bestBuy != nil && bestSell != nil && bestBuy != bestSell {
		priceSpread = new(big.Float).Sub(bestSell.Price, bestBuy.Price)

		// Calculate spread in basis points
		spreadRatio := new(big.Float).Quo(priceSpread, bestBuy.Price)
		spreadFloat, _ := spreadRatio.Float64()
		spreadBps = int64(spreadFloat * 10000) // Convert to basis points
	}

	return &MultiDEXPriceData{
		TokenA:      tokenA,
		TokenB:      tokenB,
		Prices:      prices,
		BestBuyDEX:  bestBuy,
		BestSellDEX: bestSell,
		PriceSpread: priceSpread,
		SpreadBps:   spreadBps,
		LastUpdated: time.Now(),
	}
}

// GetBestArbitrageOpportunity finds the best arbitrage opportunity for a token pair
func (pf *PriceFeed) GetBestArbitrageOpportunity(tokenA, tokenB common.Address, tradeAmount *big.Float) *ArbitrageRoute {
	multiPrice := pf.GetMultiDEXPrice(tokenA, tokenB)
	if multiPrice == nil || multiPrice.BestBuyDEX == nil || multiPrice.BestSellDEX == nil {
		return nil
	}

	// Skip if same DEX or insufficient spread
	if multiPrice.BestBuyDEX.DEX == multiPrice.BestSellDEX.DEX || multiPrice.SpreadBps < 50 {
		return nil
	}

	// Calculate potential profit
	buyPrice := multiPrice.BestBuyDEX.Price
	sellPrice := multiPrice.BestSellDEX.Price

	// Amount out when buying tokenA
	amountOut := new(big.Float).Quo(tradeAmount, buyPrice)

	// Revenue when selling tokenA
	revenue := new(big.Float).Mul(amountOut, sellPrice)

	// Gross profit
	grossProfit := new(big.Float).Sub(revenue, tradeAmount)

	// Validate that the profit calculation is reasonable
	grossProfitFloat, _ := grossProfit.Float64()
	tradeAmountFloat, _ := tradeAmount.Float64()
	if grossProfitFloat > tradeAmountFloat*100 { // If profit is more than 100x the trade amount, it's unrealistic
		pf.logger.Debug(fmt.Sprintf("Unrealistic arbitrage opportunity detected: tradeAmount=%s, grossProfit=%s", tradeAmount.String(), grossProfit.String()))
		return nil // Reject this opportunity as unrealistic
	}

	return &ArbitrageRoute{
		TokenA:      tokenA,
		TokenB:      tokenB,
		BuyDEX:      multiPrice.BestBuyDEX.DEX,
		SellDEX:     multiPrice.BestSellDEX.DEX,
		BuyPrice:    buyPrice,
		SellPrice:   sellPrice,
		TradeAmount: tradeAmount,
		AmountOut:   amountOut,
		GrossProfit: grossProfit,
		SpreadBps:   multiPrice.SpreadBps,
		Timestamp:   time.Now(),
	}
}

// ArbitrageRoute represents a complete arbitrage route
type ArbitrageRoute struct {
	TokenA      common.Address
	TokenB      common.Address
	BuyDEX      string
	SellDEX     string
	BuyPrice    *big.Float
	SellPrice   *big.Float
	TradeAmount *big.Float
	AmountOut   *big.Float
	GrossProfit *big.Float
	SpreadBps   int64
	Timestamp   time.Time
}

// priceUpdateLoop runs the background price update process
func (pf *PriceFeed) priceUpdateLoop() {
	defer pf.updateTicker.Stop()

	// Major trading pairs on Arbitrum
	tradingPairs := []TokenPair{
		{
			TokenA: common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1"), // WETH
			TokenB: common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831"), // USDC
		},
		{
			TokenA: common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1"), // WETH
			TokenB: common.HexToAddress("0x912ce59144191c1204e64559fe8253a0e49e6548"), // ARB
		},
		{
			TokenA: common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831"), // USDC
			TokenB: common.HexToAddress("0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9"), // USDT
		},
		{
			TokenA: common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1"), // WETH
			TokenB: common.HexToAddress("0x2f2a2543b76a4166549f7aab2e75bef0aefc5b0f"), // WBTC
		},
	}

	for {
		select {
		case <-pf.stopChan:
			return
		case <-pf.updateTicker.C:
			pf.updatePricesForPairs(tradingPairs)
		}
	}
}

// TokenPair represents a trading pair
type TokenPair struct {
	TokenA common.Address
	TokenB common.Address
}

// updatePricesForPairs updates prices for specified trading pairs
func (pf *PriceFeed) updatePricesForPairs(pairs []TokenPair) {
	ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
	defer cancel()

	for _, pair := range pairs {
		// Update prices from multiple DEXs
		go pf.updatePriceFromDEX(ctx, pair.TokenA, pair.TokenB, "UniswapV3", pf.uniswapV3Factory)
		go pf.updatePriceFromDEX(ctx, pair.TokenA, pair.TokenB, "SushiSwap", pf.sushiswapFactory)
		go pf.updatePriceFromDEX(ctx, pair.TokenA, pair.TokenB, "Camelot", pf.camelotFactory)
		go pf.updatePriceFromDEX(ctx, pair.TokenA, pair.TokenB, "TraderJoe", pf.traderJoeFactory)
	}
}

// updatePriceFromDEX updates price data from a specific DEX
func (pf *PriceFeed) updatePriceFromDEX(ctx context.Context, tokenA, tokenB common.Address, dexName string, factory common.Address) {
	// This is a simplified implementation
	// In a real implementation, you would:
	// 1. Query the factory for the pool address
	// 2. Call the pool contract to get reserves/prices
	// 3. Calculate the current price

	// For now, simulate price updates with mock data
	pf.priceMutex.Lock()
	defer pf.priceMutex.Unlock()

	key := fmt.Sprintf("%s_%s_%s", tokenA.Hex(), tokenB.Hex(), dexName)

	// Mock price data (in a real implementation, fetch from contracts)
	mockPrice := big.NewFloat(2000.0) // 1 ETH = 2000 USDC example
	if dexName == "SushiSwap" {
		mockPrice = big.NewFloat(2001.0) // Slightly different price
	} else if dexName == "Camelot" {
		mockPrice = big.NewFloat(1999.5)
	}

	// Validate that the price is reasonable (not extremely high or low)
	if mockPrice.Cmp(big.NewFloat(0.000001)) < 0 || mockPrice.Cmp(big.NewFloat(10000000)) > 0 {
		pf.logger.Debug(fmt.Sprintf("Invalid price detected for %s: %s, marking as invalid", dexName, mockPrice.String()))
		mockPrice = big.NewFloat(1000.0) // Default to reasonable price
	}

	pf.priceCache[key] = &PriceData{
		TokenA:       tokenA,
		TokenB:       tokenB,
		Price:        mockPrice,
		InversePrice: new(big.Float).Quo(big.NewFloat(1), mockPrice),
		Liquidity:    big.NewFloat(1000000), // Mock liquidity
		DEX:          dexName,
		PoolAddress:  common.HexToAddress("0x1234567890123456789012345678901234567890"), // Mock address
		LastUpdated:  time.Now(),
		IsValid:      true,
	}

	pf.logger.Debug(fmt.Sprintf("Updated %s price for %s/%s: %s", dexName, tokenA.Hex()[:8], tokenB.Hex()[:8], mockPrice.String()))
}

// GetPriceStats returns statistics about tracked prices
func (pf *PriceFeed) GetPriceStats() map[string]interface{} {
	pf.priceMutex.RLock()
	defer pf.priceMutex.RUnlock()

	totalPrices := len(pf.priceCache)
	validPrices := 0
	stalePrices := 0
	dexCounts := make(map[string]int)

	now := time.Now()
	for _, price := range pf.priceCache {
		if price.IsValid {
			validPrices++
		}

		if now.Sub(price.LastUpdated) > 5*time.Minute {
			stalePrices++
		}

		dexCounts[price.DEX]++
	}

	return map[string]interface{}{
		"totalPrices":  totalPrices,
		"validPrices":  validPrices,
		"stalePrices":  stalePrices,
		"dexBreakdown": dexCounts,
		"lastUpdated":  time.Now(),
	}
}