mev-beta/tools/opportunity-validator/internal/opportunity_validator.go

package internal

import (
	"context"
	"encoding/json"
	"fmt"
	"log"
	"math/big"
	"os"
	"path/filepath"
	"sort"
	"strings"
	"time"

	"github.com/fraktal/mev-beta/pkg/arbitrage"
	"github.com/fraktal/mev-beta/pkg/math"
)

type ValidatorConfig struct {
	Exchanges   string
	MinProfitBP float64
	MaxSlippage float64
	OutputDir   string
	Verbose     bool
	DryRun      bool
	TestMode    bool
}

type OpportunityValidator struct {
	config             *ValidatorConfig
	supportedExchanges []string
	detectionEngine    *arbitrage.DetectionEngine
	calculator         *math.ArbitrageCalculator
	results            *ValidationResults
}

type ValidationResults struct {
	TotalOpportunities   int                 `json:"total_opportunities"`
	ValidOpportunities   int                 `json:"valid_opportunities"`
	InvalidOpportunities int                 `json:"invalid_opportunities"`
	AverageProfitBP      float64             `json:"average_profit_bp"`
	MaxProfitBP          float64             `json:"max_profit_bp"`
	OpportunityDetails   []OpportunityResult `json:"opportunity_details"`
	ExchangeBreakdown    map[string]int      `json:"exchange_breakdown"`
	ValidationErrors     []ValidationError   `json:"validation_errors"`
	Timestamp            time.Time           `json:"timestamp"`
	DurationMs           int64               `json:"duration_ms"`
}

type OpportunityResult struct {
	ID              string    `json:"id"`
	Exchange1       string    `json:"exchange1"`
	Exchange2       string    `json:"exchange2"`
	TokenA          string    `json:"token_a"`
	TokenB          string    `json:"token_b"`
	ProfitBP        float64   `json:"profit_bp"`
	SlippageBP      float64   `json:"slippage_bp"`
	GasCostETH      float64   `json:"gas_cost_eth"`
	NetProfitBP     float64   `json:"net_profit_bp"`
	ExecutionTime   time.Time `json:"execution_time"`
	Valid           bool      `json:"valid"`
	ValidationNotes []string  `json:"validation_notes"`
}

type ValidationError struct {
	Type      string    `json:"type"`
	Message   string    `json:"message"`
	Exchange  string    `json:"exchange,omitempty"`
	TokenPair string    `json:"token_pair,omitempty"`
	Timestamp time.Time `json:"timestamp"`
}

func NewOpportunityValidator(config *ValidatorConfig) (*OpportunityValidator, error) {
	// Parse supported exchanges
	exchanges := strings.Split(config.Exchanges, ",")
	for i, exchange := range exchanges {
		exchanges[i] = strings.TrimSpace(exchange)
	}

	// Initialize detection engine
	detectionEngine, err := arbitrage.NewDetectionEngine(&arbitrage.DetectionEngineConfig{
		MinProfitBasisPoints:   config.MinProfitBP,
		MaxSlippageBasisPoints: config.MaxSlippage,
		EnabledExchanges:       exchanges,
	})
	if err != nil {
		return nil, fmt.Errorf("failed to initialize detection engine: %w", err)
	}

	// Initialize arbitrage calculator
	calculator := math.NewArbitrageCalculator()

	return &OpportunityValidator{
		config:             config,
		supportedExchanges: exchanges,
		detectionEngine:    detectionEngine,
		calculator:         calculator,
		results: &ValidationResults{
			OpportunityDetails: make([]OpportunityResult, 0),
			ExchangeBreakdown:  make(map[string]int),
			ValidationErrors:   make([]ValidationError, 0),
			Timestamp:          time.Now(),
		},
	}, nil
}

func (ov *OpportunityValidator) ValidateOpportunities(ctx context.Context) error {
	startTime := time.Now()
	defer func() {
		ov.results.DurationMs = time.Since(startTime).Milliseconds()
	}()

	if ov.config.TestMode {
		return ov.validateTestOpportunities(ctx)
	}

	return ov.validateRealOpportunities(ctx)
}

func (ov *OpportunityValidator) validateTestOpportunities(ctx context.Context) error {
	// Create simulated test opportunities
	testOpportunities := ov.generateTestOpportunities()

	for _, opportunity := range testOpportunities {
		select {
		case <-ctx.Done():
			return ctx.Err()
		default:
			result := ov.validateSingleOpportunity(opportunity)
			ov.results.OpportunityDetails = append(ov.results.OpportunityDetails, result)
			ov.updateStatistics(result)

			if ov.config.Verbose {
				fmt.Printf("Validated opportunity %s: Valid=%t, Profit=%.2f bp\n",
					result.ID, result.Valid, result.ProfitBP)
			}
		}
	}

	return nil
}

func (ov *OpportunityValidator) validateRealOpportunities(ctx context.Context) error {
	// In real mode, we would connect to live data sources
	// For now, implement basic validation framework

	if ov.config.Verbose {
		fmt.Println("Scanning for real-time arbitrage opportunities...")
	}

	// This would integrate with the actual market scanner
	// For demonstration, create a few real-world scenarios
	realOpportunities := ov.generateRealWorldScenarios()

	for _, opportunity := range realOpportunities {
		select {
		case <-ctx.Done():
			return ctx.Err()
		default:
			result := ov.validateSingleOpportunity(opportunity)
			ov.results.OpportunityDetails = append(ov.results.OpportunityDetails, result)
			ov.updateStatistics(result)

			if ov.config.Verbose {
				fmt.Printf("Validated real opportunity %s: Valid=%t, Profit=%.2f bp\n",
					result.ID, result.Valid, result.ProfitBP)
			}
		}
	}

	return nil
}

func (ov *OpportunityValidator) validateSingleOpportunity(opportunity *TestOpportunity) OpportunityResult {
	result := OpportunityResult{
		ID:              opportunity.ID,
		Exchange1:       opportunity.Exchange1,
		Exchange2:       opportunity.Exchange2,
		TokenA:          opportunity.TokenA,
		TokenB:          opportunity.TokenB,
		ExecutionTime:   time.Now(),
		ValidationNotes: make([]string, 0),
	}

	// Calculate profit using arbitrage calculator
	profitCalculation, err := ov.calculateProfit(opportunity)
	if err != nil {
		ov.addValidationError("profit_calculation", err.Error(), opportunity.Exchange1,
			fmt.Sprintf("%s/%s", opportunity.TokenA, opportunity.TokenB))
		result.Valid = false
		result.ValidationNotes = append(result.ValidationNotes, fmt.Sprintf("Profit calculation failed: %v", err))
		return result
	}

	result.ProfitBP = profitCalculation.ProfitBP
	result.SlippageBP = profitCalculation.SlippageBP
	result.GasCostETH = profitCalculation.GasCostETH
	result.NetProfitBP = profitCalculation.NetProfitBP

	// Validate profit threshold
	if result.ProfitBP < ov.config.MinProfitBP {
		result.Valid = false
		result.ValidationNotes = append(result.ValidationNotes,
			fmt.Sprintf("Profit %.2f bp below minimum threshold %.2f bp", result.ProfitBP, ov.config.MinProfitBP))
	}

	// Validate slippage threshold
	if result.SlippageBP > ov.config.MaxSlippage {
		result.Valid = false
		result.ValidationNotes = append(result.ValidationNotes,
			fmt.Sprintf("Slippage %.2f bp exceeds maximum %.2f bp", result.SlippageBP, ov.config.MaxSlippage))
	}

	// Validate net profit after gas costs
	if result.NetProfitBP <= 0 {
		result.Valid = false
		result.ValidationNotes = append(result.ValidationNotes,
			fmt.Sprintf("Net profit %.2f bp not profitable after gas costs", result.NetProfitBP))
	}

	// Additional exchange-specific validations
	if err := ov.validateExchangeSpecific(opportunity); err != nil {
		result.Valid = false
		result.ValidationNotes = append(result.ValidationNotes, fmt.Sprintf("Exchange validation failed: %v", err))
	}

	// If no validation errors, mark as valid
	if len(result.ValidationNotes) == 0 {
		result.Valid = true
		result.ValidationNotes = append(result.ValidationNotes, "All validations passed")
	}

	return result
}

type TestOpportunity struct {
	ID        string
	Exchange1 string
	Exchange2 string
	TokenA    string
	TokenB    string
	Price1    *big.Float
	Price2    *big.Float
	Liquidity *big.Float
	GasLimit  uint64
}

type ProfitCalculation struct {
	ProfitBP    float64
	SlippageBP  float64
	GasCostETH  float64
	NetProfitBP float64
}

func (ov *OpportunityValidator) calculateProfit(opportunity *TestOpportunity) (*ProfitCalculation, error) {
	// Convert prices to UniversalDecimal for precise calculations
	price1UD, err := math.NewUniversalDecimal(opportunity.Price1, 18)
	if err != nil {
		return nil, fmt.Errorf("failed to convert price1: %w", err)
	}

	price2UD, err := math.NewUniversalDecimal(opportunity.Price2, 18)
	if err != nil {
		return nil, fmt.Errorf("failed to convert price2: %w", err)
	}

	// Calculate profit basis points
	priceDiff := price2UD.Sub(price1UD)
	profitRatio := priceDiff.Div(price1UD)
	profitBP := profitRatio.Mul(math.NewUniversalDecimalFromFloat(10000, 18)).Float64()

	// Estimate slippage based on liquidity
	liquidityUD, err := math.NewUniversalDecimal(opportunity.Liquidity, 18)
	if err != nil {
		return nil, fmt.Errorf("failed to convert liquidity: %w", err)
	}

	// Simple slippage model: inversely proportional to liquidity
	baseSlippage := 10.0                                 // 10 bp base slippage
	liquidityFactor := liquidityUD.Float64() / 1000000.0 // Normalize to millions
	slippageBP := baseSlippage / (1.0 + liquidityFactor)

	// Estimate gas cost (simplified)
	gasPriceGwei := 0.5 // 0.5 gwei on Arbitrum
	gasCostETH := float64(opportunity.GasLimit) * gasPriceGwei * 1e-9

	// Convert gas cost to basis points (assuming 1 ETH trade size)
	gasCostBP := gasCostETH * 10000.0

	// Calculate net profit
	netProfitBP := profitBP - slippageBP - gasCostBP

	return &ProfitCalculation{
		ProfitBP:    profitBP,
		SlippageBP:  slippageBP,
		GasCostETH:  gasCostETH,
		NetProfitBP: netProfitBP,
	}, nil
}

func (ov *OpportunityValidator) validateExchangeSpecific(opportunity *TestOpportunity) error {
	// Validate exchange-specific constraints
	switch opportunity.Exchange1 {
	case "uniswap_v2":
		return ov.validateUniswapV2(opportunity)
	case "uniswap_v3":
		return ov.validateUniswapV3(opportunity)
	case "curve":
		return ov.validateCurve(opportunity)
	case "balancer":
		return ov.validateBalancer(opportunity)
	default:
		return fmt.Errorf("unsupported exchange: %s", opportunity.Exchange1)
	}
}

func (ov *OpportunityValidator) validateUniswapV2(opportunity *TestOpportunity) error {
	// Uniswap V2 specific validations
	if opportunity.Price1.Cmp(big.NewFloat(0)) <= 0 {
		return fmt.Errorf("invalid price for Uniswap V2")
	}
	return nil
}

func (ov *OpportunityValidator) validateUniswapV3(opportunity *TestOpportunity) error {
	// Uniswap V3 specific validations
	if opportunity.Liquidity.Cmp(big.NewFloat(0)) <= 0 {
		return fmt.Errorf("insufficient liquidity for Uniswap V3")
	}
	return nil
}

func (ov *OpportunityValidator) validateCurve(opportunity *TestOpportunity) error {
	// Curve specific validations
	return nil
}

func (ov *OpportunityValidator) validateBalancer(opportunity *TestOpportunity) error {
	// Balancer specific validations
	return nil
}

func (ov *OpportunityValidator) generateTestOpportunities() []*TestOpportunity {
	opportunities := make([]*TestOpportunity, 0)

	// ETH/USDC opportunities across different exchanges
	opportunities = append(opportunities, &TestOpportunity{
		ID:        "test_eth_usdc_uniswap_v2_v3",
		Exchange1: "uniswap_v2",
		Exchange2: "uniswap_v3",
		TokenA:    "ETH",
		TokenB:    "USDC",
		Price1:    big.NewFloat(2000.0),
		Price2:    big.NewFloat(2002.5),
		Liquidity: big.NewFloat(5000000.0),
		GasLimit:  150000,
	})

	opportunities = append(opportunities, &TestOpportunity{
		ID:        "test_eth_usdc_curve_balancer",
		Exchange1: "curve",
		Exchange2: "balancer",
		TokenA:    "ETH",
		TokenB:    "USDC",
		Price1:    big.NewFloat(2001.0),
		Price2:    big.NewFloat(2004.0),
		Liquidity: big.NewFloat(10000000.0),
		GasLimit:  180000,
	})

	// WBTC/ETH opportunities
	opportunities = append(opportunities, &TestOpportunity{
		ID:        "test_wbtc_eth_uniswap",
		Exchange1: "uniswap_v2",
		Exchange2: "uniswap_v3",
		TokenA:    "WBTC",
		TokenB:    "ETH",
		Price1:    big.NewFloat(15.5),
		Price2:    big.NewFloat(15.52),
		Liquidity: big.NewFloat(2000000.0),
		GasLimit:  200000,
	})

	// Low profit opportunity (should fail validation)
	opportunities = append(opportunities, &TestOpportunity{
		ID:        "test_low_profit",
		Exchange1: "uniswap_v2",
		Exchange2: "curve",
		TokenA:    "USDC",
		TokenB:    "USDT",
		Price1:    big.NewFloat(1.0),
		Price2:    big.NewFloat(1.0005),
		Liquidity: big.NewFloat(1000000.0),
		GasLimit:  120000,
	})

	// High slippage opportunity (should fail validation)
	opportunities = append(opportunities, &TestOpportunity{
		ID:        "test_high_slippage",
		Exchange1: "uniswap_v3",
		Exchange2: "balancer",
		TokenA:    "ETH",
		TokenB:    "RARE_TOKEN",
		Price1:    big.NewFloat(100.0),
		Price2:    big.NewFloat(105.0),
		Liquidity: big.NewFloat(10000.0), // Low liquidity
		GasLimit:  250000,
	})

	return opportunities
}

func (ov *OpportunityValidator) generateRealWorldScenarios() []*TestOpportunity {
	// Generate more realistic scenarios based on actual market conditions
	return []*TestOpportunity{
		{
			ID:        "real_eth_usdc_arbitrum",
			Exchange1: "uniswap_v3",
			Exchange2: "curve",
			TokenA:    "ETH",
			TokenB:    "USDC",
			Price1:    big.NewFloat(2456.78),
			Price2:    big.NewFloat(2459.12),
			Liquidity: big.NewFloat(8500000.0),
			GasLimit:  165000,
		},
		{
			ID:        "real_wbtc_eth_arbitrum",
			Exchange1: "balancer",
			Exchange2: "uniswap_v2",
			TokenA:    "WBTC",
			TokenB:    "ETH",
			Price1:    big.NewFloat(16.234),
			Price2:    big.NewFloat(16.251),
			Liquidity: big.NewFloat(3200000.0),
			GasLimit:  195000,
		},
	}
}

func (ov *OpportunityValidator) updateStatistics(result OpportunityResult) {
	ov.results.TotalOpportunities++

	if result.Valid {
		ov.results.ValidOpportunities++
	} else {
		ov.results.InvalidOpportunities++
	}

	// Update exchange breakdown
	ov.results.ExchangeBreakdown[result.Exchange1]++
	ov.results.ExchangeBreakdown[result.Exchange2]++

	// Update profit statistics
	if result.Valid && result.ProfitBP > 0 {
		if ov.results.MaxProfitBP < result.ProfitBP {
			ov.results.MaxProfitBP = result.ProfitBP
		}

		// Calculate running average
		totalProfit := ov.results.AverageProfitBP * float64(ov.results.ValidOpportunities-1)
		ov.results.AverageProfitBP = (totalProfit + result.ProfitBP) / float64(ov.results.ValidOpportunities)
	}
}

func (ov *OpportunityValidator) addValidationError(errorType, message, exchange, tokenPair string) {
	ov.results.ValidationErrors = append(ov.results.ValidationErrors, ValidationError{
		Type:      errorType,
		Message:   message,
		Exchange:  exchange,
		TokenPair: tokenPair,
		Timestamp: time.Now(),
	})
}

func (ov *OpportunityValidator) MonitorOpportunities(ctx context.Context) error {
	if ov.config.Verbose {
		fmt.Println("Starting real-time opportunity monitoring...")
	}

	ticker := time.NewTicker(30 * time.Second) // Check every 30 seconds
	defer ticker.Stop()

	for {
		select {
		case <-ctx.Done():
			return ctx.Err()
		case <-ticker.C:
			// Reset results for new monitoring cycle
			ov.results = &ValidationResults{
				OpportunityDetails: make([]OpportunityResult, 0),
				ExchangeBreakdown:  make(map[string]int),
				ValidationErrors:   make([]ValidationError, 0),
				Timestamp:          time.Now(),
			}

			if err := ov.validateRealOpportunities(ctx); err != nil {
				log.Printf("Error during opportunity validation: %v", err)
				continue
			}

			if err := ov.GenerateReport(); err != nil {
				log.Printf("Error generating report: %v", err)
				continue
			}

			if ov.config.Verbose {
				fmt.Printf("Monitoring cycle complete. Found %d valid opportunities out of %d total\n",
					ov.results.ValidOpportunities, ov.results.TotalOpportunities)
			}
		}
	}
}

func (ov *OpportunityValidator) GenerateReport() error {
	// Sort opportunities by profit (descending)
	sort.Slice(ov.results.OpportunityDetails, func(i, j int) bool {
		return ov.results.OpportunityDetails[i].ProfitBP > ov.results.OpportunityDetails[j].ProfitBP
	})

	// Generate JSON report
	jsonReport, err := json.MarshalIndent(ov.results, "", "  ")
	if err != nil {
		return fmt.Errorf("failed to marshal results: %w", err)
	}

	// Save JSON report
	timestamp := time.Now().Format("2006-01-02_15-04-05")
	jsonPath := filepath.Join(ov.config.OutputDir, fmt.Sprintf("opportunity_validation_%s.json", timestamp))
	if err := os.WriteFile(jsonPath, jsonReport, 0644); err != nil {
		return fmt.Errorf("failed to write JSON report: %w", err)
	}

	// Generate summary report
	summaryPath := filepath.Join(ov.config.OutputDir, fmt.Sprintf("opportunity_summary_%s.txt", timestamp))
	if err := ov.generateSummaryReport(summaryPath); err != nil {
		return fmt.Errorf("failed to generate summary report: %w", err)
	}

	if ov.config.Verbose {
		fmt.Printf("Reports generated:\n")
		fmt.Printf("  JSON: %s\n", jsonPath)
		fmt.Printf("  Summary: %s\n", summaryPath)
	}

	return nil
}

func (ov *OpportunityValidator) generateSummaryReport(filePath string) error {
	summary := fmt.Sprintf(`Arbitrage Opportunity Validation Report
Generated: %s
Duration: %d ms

SUMMARY
=======
Total Opportunities Analyzed: %d
Valid Opportunities: %d
Invalid Opportunities: %d
Success Rate: %.1f%%

PROFIT STATISTICS
================
Average Profit: %.2f bp
Maximum Profit: %.2f bp

EXCHANGE BREAKDOWN
==================
`, ov.results.Timestamp.Format("2006-01-02 15:04:05"),
		ov.results.DurationMs,
		ov.results.TotalOpportunities,
		ov.results.ValidOpportunities,
		ov.results.InvalidOpportunities,
		float64(ov.results.ValidOpportunities)/float64(ov.results.TotalOpportunities)*100,
		ov.results.AverageProfitBP,
		ov.results.MaxProfitBP)

	for exchange, count := range ov.results.ExchangeBreakdown {
		summary += fmt.Sprintf("%s: %d opportunities\n", exchange, count)
	}

	summary += "\nTOP OPPORTUNITIES\n=================\n"
	for i, opp := range ov.results.OpportunityDetails {
		if i >= 5 { // Show top 5
			break
		}
		status := "INVALID"
		if opp.Valid {
			status = "VALID"
		}
		summary += fmt.Sprintf("%d. %s (%s/%s) - %.2f bp - %s\n",
			i+1, opp.ID, opp.Exchange1, opp.Exchange2, opp.ProfitBP, status)
	}

	if len(ov.results.ValidationErrors) > 0 {
		summary += "\nVALIDATION ERRORS\n================\n"
		for _, err := range ov.results.ValidationErrors {
			summary += fmt.Sprintf("- %s: %s\n", err.Type, err.Message)
		}
	}

	return os.WriteFile(filePath, []byte(summary), 0644)
}