Files
mev-beta/pkg/parsers/example_usage.go
Administrator 9982573a8b fix(types): add missing types and fix compilation errors - WIP
Fixed compilation errors in integration code:

Type System Fixes:
- Add types.Logger type alias (*slog.Logger)
- Add PoolInfo.LiquidityUSD field
- Add ProtocolSushiSwap and ProtocolCamelot constants
- Fix time.Now() call in arbiscan_validator.go

Pool Discovery Fixes:
- Change cache from *cache.PoolCache to cache.PoolCache (interface)
- Add context.Context parameters to cache.Add() and cache.Count() calls
- Fix protocol type from string to ProtocolType

Docker Fixes:
- Add .dockerignore to exclude test files and docs
- Add go mod tidy step in Dockerfile
- Add //go:build examples tag to example_usage.go

Still Remaining:
- Arbitrage package needs similar interface fixes
- SwapEvent.TokenIn/TokenOut field name issues
- More cache interface method calls need context

Progress: Parser and pool discovery packages now compile correctly.
Integration code (main.go, sequencer, pools) partially working.

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-10 19:30:00 +01:00

338 lines
10 KiB
Go

//go:build examples
// +build examples
package parsers
// This file demonstrates how to use the parser factory with multiple protocol parsers,
// swap logging, and Arbiscan validation for MEV bot operations.
import (
"context"
"fmt"
"log/slog"
"math/big"
"os"
"github.com/ethereum/go-ethereum/common"
"github.com/ethereum/go-ethereum/core/types"
"github.com/your-org/mev-bot/pkg/cache"
"github.com/your-org/mev-bot/pkg/observability"
mevtypes "github.com/your-org/mev-bot/pkg/types"
"github.com/your-org/mev-bot/pkg/validation"
)
// ExampleSetup demonstrates complete parser setup with all supported protocols
func ExampleSetup() {
ctx := context.Background()
// 1. Create logger
logger := observability.NewLogger(slog.LevelInfo)
// 2. Create pool cache
poolCache := cache.NewPoolCache()
// 3. Populate cache with known pools (would come from pool discovery in production)
populatePoolCache(ctx, poolCache)
// 4. Create parser factory
factory := NewFactory()
// 5. Register all protocol parsers
uniswapV2Parser := NewUniswapV2Parser(poolCache, logger)
uniswapV3Parser := NewUniswapV3Parser(poolCache, logger)
curveParser := NewCurveParser(poolCache, logger)
factory.RegisterParser(mevtypes.ProtocolUniswapV2, uniswapV2Parser)
factory.RegisterParser(mevtypes.ProtocolUniswapV3, uniswapV3Parser)
factory.RegisterParser(mevtypes.ProtocolCurve, curveParser)
// 6. Create swap logger for testing and validation
swapLogger, _ := NewSwapLogger("./logs/swaps", logger)
// 7. Create Arbiscan validator
arbiscanAPIKey := os.Getenv("ARBISCAN_API_KEY")
arbiscanValidator := NewArbiscanValidator(arbiscanAPIKey, logger, swapLogger)
// 8. Create validator with rules
validationRules := validation.DefaultValidationRules()
validator := validation.NewValidator(validationRules)
// Now ready to parse transactions
fmt.Println("✅ Parser factory initialized with 3 protocols")
fmt.Println("✅ Swap logging enabled")
fmt.Println("✅ Arbiscan validation enabled")
// Example usage (see ExampleParseTransaction)
_ = factory
_ = validator
_ = swapLogger
_ = arbiscanValidator
}
// ExampleParseTransaction shows how to parse a transaction with multiple swaps
func ExampleParseTransaction(
factory *factory,
tx *types.Transaction,
receipt *types.Receipt,
validator validation.Validator,
swapLogger *SwapLogger,
) ([]*mevtypes.SwapEvent, error) {
ctx := context.Background()
// 1. Parse all swap events from the transaction
events, err := factory.ParseTransaction(ctx, tx, receipt)
if err != nil {
return nil, fmt.Errorf("failed to parse transaction: %w", err)
}
// 2. Validate each event
validEvents := validator.FilterValid(ctx, events)
// 3. Log valid swaps for testing/analysis
if len(validEvents) > 0 {
swapLogger.LogSwapBatch(ctx, validEvents, "multi-protocol")
}
// 4. Return valid events for arbitrage detection
return validEvents, nil
}
// ExampleArbitrageDetection shows how to detect arbitrage opportunities
func ExampleArbitrageDetection(events []*mevtypes.SwapEvent, poolCache cache.PoolCache) {
ctx := context.Background()
// Group events by token pairs
type TokenPair struct {
Token0, Token1 common.Address
}
eventsByPair := make(map[TokenPair][]*mevtypes.SwapEvent)
for _, event := range events {
pair := TokenPair{
Token0: event.Token0,
Token1: event.Token1,
}
eventsByPair[pair] = append(eventsByPair[pair], event)
}
// For each token pair, compare prices across protocols
for pair, pairEvents := range eventsByPair {
if len(pairEvents) < 2 {
continue // Need at least 2 events to compare
}
// Compare V2 vs V3 prices
for i, event1 := range pairEvents {
for j, event2 := range pairEvents {
if i >= j {
continue
}
// Check if protocols are different
if event1.Protocol == event2.Protocol {
continue
}
// Calculate implied prices
price1 := calculateImpliedPrice(event1)
price2 := calculateImpliedPrice(event2)
// Calculate price difference
priceDiff := new(big.Float).Sub(price1, price2)
priceDiff.Abs(priceDiff)
// If price difference > threshold, we have an arbitrage opportunity
threshold := big.NewFloat(0.001) // 0.1%
if priceDiff.Cmp(threshold) > 0 {
fmt.Printf("🎯 Arbitrage opportunity found!\n")
fmt.Printf(" Pair: %s/%s\n", pair.Token0.Hex()[:10], pair.Token1.Hex()[:10])
fmt.Printf(" %s price: %s\n", event1.Protocol, price1.Text('f', 6))
fmt.Printf(" %s price: %s\n", event2.Protocol, price2.Text('f', 6))
fmt.Printf(" Difference: %s\n", priceDiff.Text('f', 6))
// Calculate potential profit
profit := simulateArbitrage(ctx, event1, event2, poolCache)
if profit.Sign() > 0 {
fmt.Printf(" 💰 Estimated profit: %s ETH\n", profit.Text('f', 6))
}
}
}
}
}
}
// ExampleMultiHopArbitrage shows how to detect multi-hop arbitrage (A→B→C→A)
func ExampleMultiHopArbitrage(poolCache cache.PoolCache) {
ctx := context.Background()
// Example: WETH → USDC → DAI → WETH arbitrage on Uniswap V3
// Pool 1: WETH/USDC
poolWETH_USDC, _ := poolCache.GetByAddress(ctx, common.HexToAddress("0x1111"))
// Pool 2: USDC/DAI
poolUSDC_DAI, _ := poolCache.GetByAddress(ctx, common.HexToAddress("0x2222"))
// Pool 3: DAI/WETH
poolDAI_WETH, _ := poolCache.GetByAddress(ctx, common.HexToAddress("0x3333"))
// Simulate route: 1 WETH → USDC → DAI → WETH
startAmount := big.NewInt(1000000000000000000) // 1 WETH
// Step 1: WETH → USDC
usdcAmount, priceAfter1, _ := CalculateSwapAmounts(
poolWETH_USDC.SqrtPriceX96,
poolWETH_USDC.Liquidity,
startAmount,
true, // WETH = token0
3000, // 0.3% fee
)
// Step 2: USDC → DAI
daiAmount, priceAfter2, _ := CalculateSwapAmounts(
poolUSDC_DAI.SqrtPriceX96,
poolUSDC_DAI.Liquidity,
usdcAmount,
true, // USDC = token0
500, // 0.05% fee (Curve-like)
)
// Step 3: DAI → WETH
finalWETH, priceAfter3, _ := CalculateSwapAmounts(
poolDAI_WETH.SqrtPriceX96,
poolDAI_WETH.Liquidity,
daiAmount,
false, // WETH = token1
3000, // 0.3% fee
)
// Calculate profit
profit := new(big.Int).Sub(finalWETH, startAmount)
if profit.Sign() > 0 {
fmt.Printf("🚀 Multi-hop arbitrage opportunity!\n")
fmt.Printf(" Route: WETH → USDC → DAI → WETH\n")
fmt.Printf(" Input: %s WETH\n", formatAmount(startAmount, 18))
fmt.Printf(" Output: %s WETH\n", formatAmount(finalWETH, 18))
fmt.Printf(" 💰 Profit: %s WETH\n", formatAmount(profit, 18))
fmt.Printf(" Prices: %v → %v → %v\n", priceAfter1, priceAfter2, priceAfter3)
} else {
fmt.Printf("❌ No profit: %s WETH loss\n", formatAmount(new(big.Int).Abs(profit), 18))
}
}
// Helper functions
func populatePoolCache(ctx context.Context, poolCache cache.PoolCache) {
// Example pools (would come from discovery service in production)
// Uniswap V2: WETH/USDC
poolCache.Add(ctx, &mevtypes.PoolInfo{
Address: common.HexToAddress("0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443"),
Protocol: mevtypes.ProtocolUniswapV2,
Token0: common.HexToAddress("0x82aF49447D8a07e3bd95BD0d56f35241523fBab1"), // WETH
Token1: common.HexToAddress("0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8"), // USDC
Token0Decimals: 18,
Token1Decimals: 6,
Fee: 30, // 0.3%
IsActive: true,
})
// Uniswap V3: WETH/USDC 0.05%
poolCache.Add(ctx, &mevtypes.PoolInfo{
Address: common.HexToAddress("0xC31E54c7a869B9FcBEcc14363CF510d1c41fa444"),
Protocol: mevtypes.ProtocolUniswapV3,
Token0: common.HexToAddress("0x82aF49447D8a07e3bd95BD0d56f35241523fBab1"), // WETH
Token1: common.HexToAddress("0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8"), // USDC
Token0Decimals: 18,
Token1Decimals: 6,
Fee: 500, // 0.05%
SqrtPriceX96: new(big.Int).Lsh(big.NewInt(1), 96),
Liquidity: big.NewInt(1000000000000),
IsActive: true,
})
// Curve: USDC/USDT
poolCache.Add(ctx, &mevtypes.PoolInfo{
Address: common.HexToAddress("0x7f90122BF0700F9E7e1F688fe926940E8839F353"),
Protocol: mevtypes.ProtocolCurve,
Token0: common.HexToAddress("0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8"), // USDC
Token1: common.HexToAddress("0xFd086bC7CD5C481DCC9C85ebE478A1C0b69FCbb9"), // USDT
Token0Decimals: 6,
Token1Decimals: 6,
Fee: 4, // 0.04%
AmpCoefficient: big.NewInt(2000),
IsActive: true,
})
}
func calculateImpliedPrice(event *mevtypes.SwapEvent) *big.Float {
// Calculate price as amountOut / amountIn
var amountIn, amountOut *big.Int
if event.Amount0In.Sign() > 0 {
amountIn = event.Amount0In
amountOut = event.Amount1Out
} else {
amountIn = event.Amount1In
amountOut = event.Amount0Out
}
if amountIn.Sign() == 0 {
return big.NewFloat(0)
}
amountInFloat := new(big.Float).SetInt(amountIn)
amountOutFloat := new(big.Float).SetInt(amountOut)
price := new(big.Float).Quo(amountOutFloat, amountInFloat)
return price
}
func simulateArbitrage(
ctx context.Context,
event1, event2 *mevtypes.SwapEvent,
poolCache cache.PoolCache,
) *big.Float {
// Simplified arbitrage simulation
// In production, this would:
// 1. Calculate optimal trade size
// 2. Account for gas costs
// 3. Account for slippage
// 4. Check liquidity constraints
// For now, return mock profit
return big.NewFloat(0.05) // 0.05 ETH profit
}
func formatAmount(amount *big.Int, decimals uint8) string {
// Convert to float and format
amountFloat := new(big.Float).SetInt(amount)
divisor := new(big.Float).SetInt(new(big.Int).Exp(big.NewInt(10), big.NewInt(int64(decimals)), nil))
result := new(big.Float).Quo(amountFloat, divisor)
return result.Text('f', 6)
}
// ExampleRealTimeMonitoring shows how to monitor pending transactions
func ExampleRealTimeMonitoring() {
fmt.Println("📡 Real-time MEV bot monitoring pattern:")
fmt.Println("")
fmt.Println("1. Subscribe to pending transactions (mempool)")
fmt.Println("2. Parse swaps using factory.ParseTransaction()")
fmt.Println("3. Validate using validator.FilterValid()")
fmt.Println("4. Detect arbitrage across protocols")
fmt.Println("5. Calculate profitability (profit - gas)")
fmt.Println("6. Execute if profitable (front-run, sandwich, or arbitrage)")
fmt.Println("7. Log results with swapLogger for analysis")
fmt.Println("8. Validate accuracy with arbiscanValidator")
fmt.Println("")
fmt.Println("Performance targets:")
fmt.Println(" - Parse: < 5ms")
fmt.Println(" - Validate: < 2ms")
fmt.Println(" - Detect: < 10ms")
fmt.Println(" - Execute: < 30ms")
fmt.Println(" - Total: < 50ms end-to-end")
}