mev-beta/pkg/scanner/concurrent.go

package scanner

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

	"github.com/ethereum/go-ethereum/common"
	"github.com/ethereum/go-ethereum/core/types"
	"github.com/ethereum/go-ethereum/ethclient"
	"github.com/fraktal/mev-beta/internal/config"
	"github.com/fraktal/mev-beta/internal/logger"
	"github.com/fraktal/mev-beta/internal/tokens"
	"github.com/fraktal/mev-beta/pkg/circuit"
	"github.com/fraktal/mev-beta/pkg/contracts"
	"github.com/fraktal/mev-beta/pkg/database"
	"github.com/fraktal/mev-beta/pkg/events"
	"github.com/fraktal/mev-beta/pkg/pools"
	"github.com/fraktal/mev-beta/pkg/slippage"
	"github.com/fraktal/mev-beta/pkg/trading"
	"github.com/fraktal/mev-beta/pkg/types"
	"github.com/fraktal/mev-beta/pkg/uniswap"
	"github.com/holiman/uint256"
	"golang.org/x/sync/singleflight"
)

// MarketScanner scans markets for price movement opportunities with concurrency
type MarketScanner struct {
	config            *config.BotConfig
	logger            *logger.Logger
	workerPool        chan chan events.Event
	workers           []*EventWorker
	wg                sync.WaitGroup
	cacheGroup        singleflight.Group
	cache             map[string]*CachedData
	cacheMutex        sync.RWMutex
	cacheTTL          time.Duration
	slippageProtector *trading.SlippageProtection
	circuitBreaker    *circuit.CircuitBreaker
	contractExecutor  *contracts.ContractExecutor
	create2Calculator *pools.CREATE2Calculator
	database          *database.Database
}

// EventWorker represents a worker that processes event details
type EventWorker struct {
	ID         int
	WorkerPool chan chan events.Event
	JobChannel chan events.Event
	QuitChan   chan bool
	scanner    *MarketScanner
}

// NewMarketScanner creates a new market scanner with concurrency support
func NewMarketScanner(cfg *config.BotConfig, logger *logger.Logger, contractExecutor *contracts.ContractExecutor, db *database.Database) *MarketScanner {
	scanner := &MarketScanner{
		config:            cfg,
		logger:            logger,
		workerPool:        make(chan chan events.Event, cfg.MaxWorkers),
		workers:           make([]*EventWorker, 0, cfg.MaxWorkers),
		cache:             make(map[string]*CachedData),
		cacheTTL:          time.Duration(cfg.RPCTimeout) * time.Second,
		slippageProtector: trading.NewSlippageProtection(logger),
		circuitBreaker: circuit.NewCircuitBreaker(&circuit.Config{
			Logger:           logger,
			Name:             "market_scanner",
			MaxFailures:      10,
			ResetTimeout:     time.Minute * 5,
			MaxRequests:      3,
			SuccessThreshold: 2,
		}),
		contractExecutor:  contractExecutor,
		create2Calculator: pools.NewCREATE2Calculator(logger),
		database:          db,
	}

	// Create workers
	for i := 0; i < cfg.MaxWorkers; i++ {
		worker := NewEventWorker(i, scanner.workerPool, scanner)
		scanner.workers = append(scanner.workers, worker)
		worker.Start()
	}

	// Start cache cleanup routine
	go scanner.cleanupCache()

	return scanner
}

// NewEventWorker creates a new event worker
func NewEventWorker(id int, workerPool chan chan events.Event, scanner *MarketScanner) *EventWorker {
	return &EventWorker{
		ID:         id,
		WorkerPool: workerPool,
		JobChannel: make(chan events.Event),
		QuitChan:   make(chan bool),
		scanner:    scanner,
	}
}

// Start begins the worker
func (w *EventWorker) Start() {
	go func() {
		for {
			// Register the worker in the worker pool
			w.WorkerPool <- w.JobChannel

			select {
			case job := <-w.JobChannel:
				// Process the job
				w.Process(job)
			case <-w.QuitChan:
				// Stop the worker
				return
			}
		}
	}()
}

// Stop terminates the worker
func (w *EventWorker) Stop() {
	go func() {
		w.QuitChan <- true
	}()
}

// Process handles an event detail
func (w *EventWorker) Process(event events.Event) {
	// Analyze the event in a separate goroutine to maintain throughput
	go func() {
		defer w.scanner.wg.Done()

		// Log the processing
		w.scanner.logger.Debug(fmt.Sprintf("Worker %d processing %s event in pool %s from protocol %s",
			w.ID, event.Type.String(), event.PoolAddress, event.Protocol))

		// Analyze based on event type
		switch event.Type {
		case events.Swap:
			w.scanner.analyzeSwapEvent(event)
		case events.AddLiquidity:
			w.scanner.analyzeLiquidityEvent(event, true)
		case events.RemoveLiquidity:
			w.scanner.analyzeLiquidityEvent(event, false)
		case events.NewPool:
			w.scanner.analyzeNewPoolEvent(event)
		default:
			w.scanner.logger.Debug(fmt.Sprintf("Worker %d received unknown event type: %d", w.ID, event.Type))
		}
	}()
}

// SubmitEvent submits an event for processing by the worker pool
func (s *MarketScanner) SubmitEvent(event events.Event) {
	s.wg.Add(1)

	// Get an available worker job channel
	jobChannel := <-s.workerPool

	// Send the job to the worker
	jobChannel <- event
}

// analyzeSwapEvent analyzes a swap event for arbitrage opportunities
func (s *MarketScanner) analyzeSwapEvent(event events.Event) {
	s.logger.Debug(fmt.Sprintf("Analyzing swap event in pool %s", event.PoolAddress))

	// Log the swap event to database
	s.logSwapEvent(event)

	// Get pool data with caching
	poolData, err := s.getPoolData(event.PoolAddress.Hex())
	if err != nil {
		s.logger.Error(fmt.Sprintf("Error getting pool data for %s: %v", event.PoolAddress, err))
		return
	}

	// Calculate price impact
	priceMovement, err := s.calculatePriceMovement(event, poolData)
	if err != nil {
		s.logger.Error(fmt.Sprintf("Error calculating price movement for pool %s: %v", event.PoolAddress, err))
		return
	}

	// Check if the movement is significant
	if s.isSignificantMovement(priceMovement, s.config.MinProfitThreshold) {
		s.logger.Info(fmt.Sprintf("Significant price movement detected in pool %s: %+v", event.PoolAddress, priceMovement))

		// Look for arbitrage opportunities
		opportunities := s.findArbitrageOpportunities(event, priceMovement)
		if len(opportunities) > 0 {
			s.logger.Info(fmt.Sprintf("Found %d arbitrage opportunities for pool %s", len(opportunities), event.PoolAddress))
			for _, opp := range opportunities {
				s.logger.Info(fmt.Sprintf("Arbitrage opportunity: %+v", opp))
				// Execute the arbitrage opportunity
				s.executeArbitrageOpportunity(opp)
			}
		}
	} else {
		s.logger.Debug(fmt.Sprintf("Price movement in pool %s is not significant: %f", event.PoolAddress, priceMovement.PriceImpact))
	}
}

// analyzeLiquidityEvent analyzes liquidity events (add/remove)
func (s *MarketScanner) analyzeLiquidityEvent(event events.Event, isAdd bool) {
	action := "adding"
	if !isAdd {
		action = "removing"
	}
	s.logger.Debug(fmt.Sprintf("Analyzing liquidity event (%s) in pool %s", action, event.PoolAddress))

	// Log the liquidity event to database
	eventType := "add"
	if !isAdd {
		eventType = "remove"
	}
	s.logLiquidityEvent(event, eventType)

	// Update cached pool data
	s.updatePoolData(event)

	s.logger.Info(fmt.Sprintf("Liquidity %s event processed for pool %s", action, event.PoolAddress))
}

// analyzeNewPoolEvent analyzes new pool creation events
func (s *MarketScanner) analyzeNewPoolEvent(event events.Event) {
	s.logger.Info(fmt.Sprintf("New pool created: %s (protocol: %s)", event.PoolAddress, event.Protocol))

	// Add to known pools by fetching and caching the pool data
	s.logger.Debug(fmt.Sprintf("Adding new pool %s to monitoring", event.PoolAddress))

	// Fetch pool data to validate it's a real pool
	poolData, err := s.getPoolData(event.PoolAddress.Hex())
	if err != nil {
		s.logger.Error(fmt.Sprintf("Failed to fetch data for new pool %s: %v", event.PoolAddress, err))
		return
	}

	// Validate that this is a real pool contract
	if poolData.Address == (common.Address{}) {
		s.logger.Warn(fmt.Sprintf("Invalid pool contract at address %s", event.PoolAddress.Hex()))
		return
	}

	// Log pool data to database
	s.logPoolData(poolData)

	s.logger.Info(fmt.Sprintf("Successfully added new pool %s to monitoring (tokens: %s-%s, fee: %d)",
		event.PoolAddress.Hex(), poolData.Token0.Hex(), poolData.Token1.Hex(), poolData.Fee))
}

// isSignificantMovement determines if a price movement is significant enough to exploit
func (s *MarketScanner) isSignificantMovement(movement *PriceMovement, threshold float64) bool {
	// Check if the price impact is above our threshold
	if movement.PriceImpact > threshold {
		return true
	}

	// Also check if the absolute amount is significant
	if movement.AmountIn != nil && movement.AmountIn.Cmp(big.NewInt(1000000000000000000)) > 0 { // 1 ETH
		return true
	}

	// For smaller amounts, we need a higher price impact to be significant
	if movement.AmountIn != nil && movement.AmountIn.Cmp(big.NewInt(100000000000000000)) > 0 { // 0.1 ETH
		return movement.PriceImpact > threshold/2
	}

	return false
}

// findRelatedPools finds pools that trade the same token pair
func (s *MarketScanner) findRelatedPools(token0, token1 common.Address) []*CachedData {
	s.logger.Debug(fmt.Sprintf("Finding related pools for token pair %s-%s", token0.Hex(), token1.Hex()))

	relatedPools := make([]*CachedData, 0)

	// Use dynamic pool discovery by checking known DEX factories
	poolAddresses := s.discoverPoolsForPair(token0, token1)

	s.logger.Debug(fmt.Sprintf("Found %d potential pools for pair %s-%s", len(poolAddresses), token0.Hex(), token1.Hex()))

	for _, poolAddr := range poolAddresses {
		poolData, err := s.getPoolData(poolAddr)
		if err != nil {
			s.logger.Debug(fmt.Sprintf("No data for pool %s: %v", poolAddr, err))
			continue
		}

		// Check if this pool trades the same token pair (in either direction)
		if (poolData.Token0 == token0 && poolData.Token1 == token1) ||
			(poolData.Token0 == token1 && poolData.Token1 == token0) {
			relatedPools = append(relatedPools, poolData)
		}
	}

	s.logger.Debug(fmt.Sprintf("Found %d related pools", len(relatedPools)))
	return relatedPools
}

// discoverPoolsForPair discovers pools for a specific token pair using real factory contracts
func (s *MarketScanner) discoverPoolsForPair(token0, token1 common.Address) []string {
	poolAddresses := make([]string, 0)

	// Use the CREATE2 calculator to find all possible pools
	pools, err := s.create2Calculator.FindPoolsForTokenPair(token0, token1)
	if err != nil {
		s.logger.Error(fmt.Sprintf("Failed to discover pools for pair %s/%s: %v", token0.Hex(), token1.Hex(), err))
		return poolAddresses
	}

	// Convert to string addresses
	for _, pool := range pools {
		poolAddresses = append(poolAddresses, pool.PoolAddr.Hex())
	}

	s.logger.Debug(fmt.Sprintf("Discovered %d potential pools for pair %s/%s", len(poolAddresses), token0.Hex(), token1.Hex()))
	return poolAddresses
}

// estimateProfit estimates the potential profit from an arbitrage opportunity using real slippage protection
func (s *MarketScanner) estimateProfit(event events.Event, pool *CachedData, priceDiff float64) *big.Int {
	// Use comprehensive slippage analysis instead of simplified calculation
	if s.slippageProtector != nil {
		return s.calculateProfitWithSlippageProtection(event, pool, priceDiff)
	}

	// Fallback to simplified calculation if slippage protection not available
	return s.calculateSimplifiedProfit(event, pool, priceDiff)
}

// calculateProfitWithSlippageProtection uses slippage protection for accurate profit estimation
func (s *MarketScanner) calculateProfitWithSlippageProtection(event events.Event, pool *CachedData, priceDiff float64) *big.Int {
	// Create trade parameters from event data
	tradeParams := &slippage.TradeParams{
		TokenIn:     event.Token0,
		TokenOut:    event.Token1,
		AmountIn:    event.Amount0,
		PoolAddress: event.PoolAddress,
		Fee:         big.NewInt(3000), // Assume 0.3% fee for now
		Deadline:    uint64(time.Now().Add(5 * time.Minute).Unix()),
	}

	// Analyze slippage with timeout
	ctx, cancel := context.WithTimeout(context.Background(), 2*time.Second)
	defer cancel()

	slippageResult, err := s.slippageProtector.AnalyzeSlippage(ctx, tradeParams)
	if err != nil {
		s.logger.Debug(fmt.Sprintf("Slippage analysis failed: %v", err))
		return s.calculateSimplifiedProfit(event, pool, priceDiff)
	}

	// Don't proceed if trade is not safe
	if !slippageResult.SafeToExecute || slippageResult.EmergencyStop {
		s.logger.Debug("Trade rejected by slippage protection")
		return big.NewInt(0)
	}

	// Calculate profit considering slippage
	expectedAmountOut := slippageResult.MaxAllowedAmountOut
	minAmountOut := slippageResult.MinRequiredAmountOut

	// Profit = (expected_out - amount_in) - gas_costs - slippage_buffer
	profit := new(big.Int).Sub(expectedAmountOut, event.Amount0)

	// REAL gas cost calculation for competitive MEV on Arbitrum
	// Base gas: 800k units, Price: 1.5 gwei, MEV premium: 15x = 0.018 ETH total
	baseGas := big.NewInt(800000)      // 800k gas units for flash swap arbitrage
	gasPrice := big.NewInt(1500000000) // 1.5 gwei base price on Arbitrum
	mevPremium := big.NewInt(15)       // 15x premium for MEV competition

	gasCostWei := new(big.Int).Mul(baseGas, gasPrice)
	totalGasCost := new(big.Int).Mul(gasCostWei, mevPremium)

	profit.Sub(profit, totalGasCost)

	// Apply safety margin for slippage
	slippageMargin := new(big.Int).Sub(expectedAmountOut, minAmountOut)
	profit.Sub(profit, slippageMargin)

	// Ensure profit is not negative
	if profit.Sign() < 0 {
		return big.NewInt(0)
	}

	return profit
}

// calculateSimplifiedProfit provides fallback profit calculation
func (s *MarketScanner) calculateSimplifiedProfit(event events.Event, pool *CachedData, priceDiff float64) *big.Int {
	amountIn := new(big.Int).Set(event.Amount0)
	priceDiffInt := big.NewInt(int64(priceDiff * 1000000)) // Scale for integer math

	// Estimated profit = amount * price difference
	profit := new(big.Int).Mul(amountIn, priceDiffInt)
	profit = profit.Div(profit, big.NewInt(1000000))

	// REAL gas costs for multi-hop arbitrage
	baseGas := big.NewInt(1200000)     // 1.2M gas for complex multi-hop
	gasPrice := big.NewInt(1500000000) // 1.5 gwei
	mevPremium := big.NewInt(20)       // 20x premium for multi-hop MEV

	totalGasCost := new(big.Int).Mul(new(big.Int).Mul(baseGas, gasPrice), mevPremium)
	profit = profit.Sub(profit, totalGasCost)

	// Ensure profit is positive
	if profit.Sign() <= 0 {
		return big.NewInt(0)
	}

	return profit
}

// findTriangularArbitrageOpportunities looks for triangular arbitrage opportunities
func (s *MarketScanner) findTriangularArbitrageOpportunities(event events.Event) []types.ArbitrageOpportunity {
	s.logger.Debug(fmt.Sprintf("Searching for triangular arbitrage opportunities involving pool %s", event.PoolAddress))

	opportunities := make([]types.ArbitrageOpportunity, 0)

	// Define common triangular paths on Arbitrum
	// Get triangular arbitrage paths from token configuration
	triangularPaths := tokens.GetTriangularPaths()

	// Check if the event involves any tokens from our triangular paths
	eventInvolvesPaths := make([]int, 0)
	for i, path := range triangularPaths {
		for _, token := range path.Tokens {
			if token == event.Token0 || token == event.Token1 {
				eventInvolvesPaths = append(eventInvolvesPaths, i)
				break
			}
		}
	}

	// For each relevant triangular path, calculate potential profit
	for _, pathIdx := range eventInvolvesPaths {
		path := triangularPaths[pathIdx]

		// Define test amounts for arbitrage calculation
		testAmounts := []*big.Int{
			big.NewInt(1000000),   // 1 USDC (6 decimals)
			big.NewInt(100000000), // 0.1 WETH (18 decimals)
			big.NewInt(10000000),  // 0.01 WETH (18 decimals)
		}

		for _, testAmount := range testAmounts {
			profit, gasEstimate, err := s.calculateTriangularProfit(path.Tokens, testAmount)
			if err != nil {
				s.logger.Debug(fmt.Sprintf("Error calculating triangular profit for %s: %v", path.Name, err))
				continue
			}

			// Check if profitable after gas costs
			netProfit := new(big.Int).Sub(profit, gasEstimate)
			if netProfit.Sign() > 0 {
				// Calculate ROI
				roi := 0.0
				if testAmount.Sign() > 0 {
					roiFloat := new(big.Float).Quo(new(big.Float).SetInt(netProfit), new(big.Float).SetInt(testAmount))
					roi, _ = roiFloat.Float64()
					roi *= 100 // Convert to percentage
				}

				// Create arbitrage opportunity
				tokenPaths := make([]string, len(path.Tokens))
				for i, token := range path.Tokens {
					tokenPaths[i] = token.Hex()
				}
				// Close the loop by adding the first token at the end
				tokenPaths = append(tokenPaths, path.Tokens[0].Hex())

				opportunity := types.ArbitrageOpportunity{
					Path:        tokenPaths,
					Pools:       []string{}, // Pool addresses will be discovered dynamically
					Profit:      netProfit,
					GasEstimate: gasEstimate,
					ROI:         roi,
					Protocol:    fmt.Sprintf("Triangular_%s", path.Name),
				}

				opportunities = append(opportunities, opportunity)
				s.logger.Info(fmt.Sprintf("Found triangular arbitrage opportunity: %s, Profit: %s, ROI: %.2f%%",
					path.Name, netProfit.String(), roi))
			}
		}
	}

	return opportunities
}

// calculateTriangularProfit calculates the profit from a triangular arbitrage path
func (s *MarketScanner) calculateTriangularProfit(tokens []common.Address, initialAmount *big.Int) (*big.Int, *big.Int, error) {
	if len(tokens) < 3 {
		return nil, nil, fmt.Errorf("triangular arbitrage requires at least 3 tokens")
	}

	currentAmount := new(big.Int).Set(initialAmount)
	totalGasCost := big.NewInt(0)

	// Simulate trading through the triangular path
	for i := 0; i < len(tokens); i++ {
		nextIndex := (i + 1) % len(tokens)
		tokenIn := tokens[i]
		tokenOut := tokens[nextIndex]

		// Get pools that trade this token pair
		relatedPools := s.findRelatedPools(tokenIn, tokenOut)
		if len(relatedPools) == 0 {
			// No pools found for this pair, use estimation
			// Apply a 0.3% fee reduction as approximation
			currentAmount = new(big.Int).Mul(currentAmount, big.NewInt(997))
			currentAmount = new(big.Int).Div(currentAmount, big.NewInt(1000))
		} else {
			// Use the best pool for this trade
			bestPool := relatedPools[0]

			// Calculate swap output using current amount
			outputAmount, err := s.calculateSwapOutput(currentAmount, bestPool, tokenIn, tokenOut)
			if err != nil {
				s.logger.Debug(fmt.Sprintf("Error calculating swap output: %v", err))
				// Fallback to simple fee calculation
				currentAmount = new(big.Int).Mul(currentAmount, big.NewInt(997))
				currentAmount = new(big.Int).Div(currentAmount, big.NewInt(1000))
			} else {
				currentAmount = outputAmount
			}
		}

		// Add gas cost for this hop (estimated)
		hopGas := big.NewInt(150000) // ~150k gas per swap
		totalGasCost.Add(totalGasCost, hopGas)
	}

	// Calculate profit (final amount - initial amount)
	profit := new(big.Int).Sub(currentAmount, initialAmount)

	return profit, totalGasCost, nil
}

// calculateSwapOutput calculates the output amount for a token swap
func (s *MarketScanner) calculateSwapOutput(amountIn *big.Int, pool *CachedData, tokenIn, tokenOut common.Address) (*big.Int, error) {
	if pool.SqrtPriceX96 == nil || pool.Liquidity == nil {
		return nil, fmt.Errorf("missing pool price or liquidity data")
	}

	// Convert sqrtPriceX96 to price for calculation
	price := uniswap.SqrtPriceX96ToPrice(pool.SqrtPriceX96.ToBig())

	// Simple approximation: apply price and fee
	amountInFloat := new(big.Float).SetInt(amountIn)
	var amountOut *big.Float

	if tokenIn == pool.Token0 {
		// Token0 -> Token1: multiply by price
		amountOut = new(big.Float).Mul(amountInFloat, price)
	} else {
		// Token1 -> Token0: divide by price
		amountOut = new(big.Float).Quo(amountInFloat, price)
	}

	// Apply fee (assume 0.3% for simplicity)
	feeRate := big.NewFloat(0.997) // 1 - 0.003
	amountOut.Mul(amountOut, feeRate)

	// Convert back to big.Int
	result := new(big.Int)
	amountOut.Int(result)

	return result, nil
}

// findArbitrageOpportunities looks for arbitrage opportunities based on price movements
func (s *MarketScanner) findArbitrageOpportunities(event events.Event, movement *PriceMovement) []types.ArbitrageOpportunity {
	s.logger.Debug(fmt.Sprintf("Searching for arbitrage opportunities for pool %s", event.PoolAddress))

	opportunities := make([]types.ArbitrageOpportunity, 0)

	// Get related pools for the same token pair
	relatedPools := s.findRelatedPools(event.Token0, event.Token1)

	// If we have related pools, compare prices
	if len(relatedPools) > 0 {
		// Get the current price in this pool
		currentPrice := movement.PriceBefore

		// Compare with prices in related pools
		for _, pool := range relatedPools {
			// Skip the same pool
			if pool.Address == event.PoolAddress {
				continue
			}

			// Get pool data
			poolData, err := s.getPoolData(pool.Address.Hex())
			if err != nil {
				s.logger.Error(fmt.Sprintf("Error getting pool data for related pool %s: %v", pool.Address.Hex(), err))
				continue
			}

			// Check if poolData.SqrtPriceX96 is nil to prevent panic
			if poolData.SqrtPriceX96 == nil {
				s.logger.Error(fmt.Sprintf("Pool data for %s has nil SqrtPriceX96", pool.Address.Hex()))
				continue
			}

			// Calculate price in the related pool
			relatedPrice := uniswap.SqrtPriceX96ToPrice(poolData.SqrtPriceX96.ToBig())

			// Check if currentPrice or relatedPrice is nil to prevent panic
			if currentPrice == nil || relatedPrice == nil {
				s.logger.Error(fmt.Sprintf("Nil price detected for pool comparison"))
				continue
			}

			// Calculate price difference
			priceDiff := new(big.Float).Sub(currentPrice, relatedPrice)
			priceDiffRatio := new(big.Float).Quo(priceDiff, relatedPrice)

			// If there's a significant price difference, we might have an arbitrage opportunity
			priceDiffFloat, _ := priceDiffRatio.Float64()
			if priceDiffFloat > 0.005 { // 0.5% threshold
				// Estimate potential profit
				estimatedProfit := s.estimateProfit(event, pool, priceDiffFloat)

				if estimatedProfit != nil && estimatedProfit.Sign() > 0 {
					opp := types.ArbitrageOpportunity{
						Path:        []string{event.Token0.Hex(), event.Token1.Hex()},
						Pools:       []string{event.PoolAddress.Hex(), pool.Address.Hex()},
						Profit:      estimatedProfit,
						GasEstimate: big.NewInt(300000),   // Estimated gas cost
						ROI:         priceDiffFloat * 100, // Convert to percentage
						Protocol:    fmt.Sprintf("%s->%s", event.Protocol, pool.Protocol),
					}
					opportunities = append(opportunities, opp)
					s.logger.Info(fmt.Sprintf("Found arbitrage opportunity: %+v", opp))
				}
			}
		}
	}

	// Also look for triangular arbitrage opportunities
	triangularOpps := s.findTriangularArbitrageOpportunities(event)
	opportunities = append(opportunities, triangularOpps...)

	return opportunities
}

// executeArbitrageOpportunity executes an arbitrage opportunity using the smart contract
func (s *MarketScanner) executeArbitrageOpportunity(opportunity types.ArbitrageOpportunity) {
	// Check if contract executor is available
	if s.contractExecutor == nil {
		s.logger.Warn("Contract executor not available, skipping arbitrage execution")
		return
	}

	// Only execute opportunities with sufficient profit
	minProfitThreshold := big.NewInt(10000000000000000) // 0.01 ETH minimum profit
	if opportunity.Profit.Cmp(minProfitThreshold) < 0 {
		s.logger.Debug(fmt.Sprintf("Arbitrage opportunity profit too low: %s < %s",
			opportunity.Profit.String(), minProfitThreshold.String()))
		return
	}

	s.logger.Info(fmt.Sprintf("Executing arbitrage opportunity with profit: %s", opportunity.Profit.String()))

	// Execute the arbitrage opportunity
	ctx, cancel := context.WithTimeout(context.Background(), 30*time.Second)
	defer cancel()

	var tx *types.Transaction
	var err error

	// Determine if this is a triangular arbitrage or standard arbitrage
	if len(opportunity.Path) == 3 && len(opportunity.Pools) == 3 {
		// Triangular arbitrage
		tx, err = s.contractExecutor.ExecuteTriangularArbitrage(ctx, opportunity)
	} else {
		// Standard arbitrage
		tx, err = s.contractExecutor.ExecuteArbitrage(ctx, opportunity)
	}

	if err != nil {
		s.logger.Error(fmt.Sprintf("Failed to execute arbitrage opportunity: %v", err))
		return
	}

	s.logger.Info(fmt.Sprintf("Arbitrage transaction submitted: %s", tx.Hash().Hex()))
}

// logSwapEvent logs a swap event to the database
func (s *MarketScanner) logSwapEvent(event events.Event) {
	if s.database == nil {
		return // Database not available
	}

	// Convert event to database record
	swapEvent := &database.SwapEvent{
		Timestamp:   time.Now(),
		BlockNumber: event.BlockNumber,
		TxHash:      event.TxHash,
		PoolAddress: event.PoolAddress,
		Token0:      event.Token0,
		Token1:      event.Token1,
		Amount0In:   event.Amount0,
		Amount1In:   event.Amount1,
		Amount0Out:  big.NewInt(0),    // Would need to calculate from event data
		Amount1Out:  big.NewInt(0),    // Would need to calculate from event data
		Sender:      common.Address{}, // Would need to extract from transaction
		Recipient:   common.Address{}, // Would need to extract from transaction
		Protocol:    event.Protocol,
	}

	// Log the swap event asynchronously to avoid blocking
	go func() {
		if err := s.database.InsertSwapEvent(swapEvent); err != nil {
			s.logger.Debug(fmt.Sprintf("Failed to log swap event: %v", err))
		}
	}()
}

// logLiquidityEvent logs a liquidity event to the database
func (s *MarketScanner) logLiquidityEvent(event events.Event, eventType string) {
	if s.database == nil {
		return // Database not available
	}

	// Convert event to database record
	liquidityEvent := &database.LiquidityEvent{
		Timestamp:   time.Now(),
		BlockNumber: event.BlockNumber,
		TxHash:      event.TxHash,
		PoolAddress: event.PoolAddress,
		Token0:      event.Token0,
		Token1:      event.Token1,
		Liquidity:   event.Liquidity,
		Amount0:     event.Amount0,
		Amount1:     event.Amount1,
		Sender:      common.Address{}, // Would need to extract from transaction
		Recipient:   common.Address{}, // Would need to extract from transaction
		EventType:   eventType,
		Protocol:    event.Protocol,
	}

	// Log the liquidity event asynchronously to avoid blocking
	go func() {
		if err := s.database.InsertLiquidityEvent(liquidityEvent); err != nil {
			s.logger.Debug(fmt.Sprintf("Failed to log liquidity event: %v", err))
		}
	}()
}

// logPoolData logs pool data to the database
func (s *MarketScanner) logPoolData(poolData *CachedData) {
	if s.database == nil {
		return // Database not available
	}

	// Convert cached data to database record
	dbPoolData := &database.PoolData{
		Address:      poolData.Address,
		Token0:       poolData.Token0,
		Token1:       poolData.Token1,
		Fee:          poolData.Fee,
		Liquidity:    poolData.Liquidity.ToBig(),
		SqrtPriceX96: poolData.SqrtPriceX96.ToBig(),
		Tick:         int64(poolData.Tick),
		LastUpdated:  time.Now(),
		Protocol:     poolData.Protocol,
	}

	// Log the pool data asynchronously to avoid blocking
	go func() {
		if err := s.database.InsertPoolData(dbPoolData); err != nil {
			s.logger.Debug(fmt.Sprintf("Failed to log pool data: %v", err))
		}
	}()
}

// PriceMovement represents a potential price movement
type PriceMovement struct {
	Token0      string     // Token address
	Token1      string     // Token address
	Pool        string     // Pool address
	Protocol    string     // DEX protocol
	AmountIn    *big.Int   // Amount of token being swapped in
	AmountOut   *big.Int   // Amount of token being swapped out
	PriceBefore *big.Float // Price before the swap
	PriceAfter  *big.Float // Price after the swap (to be calculated)
	PriceImpact float64    // Calculated price impact
	TickBefore  int        // Tick before the swap
	TickAfter   int        // Tick after the swap (to be calculated)
	Timestamp   time.Time  // Event timestamp
}

// CachedData represents cached pool data
type CachedData struct {
	Address      common.Address
	Token0       common.Address
	Token1       common.Address
	Fee          int64
	Liquidity    *uint256.Int
	SqrtPriceX96 *uint256.Int
	Tick         int
	TickSpacing  int
	LastUpdated  time.Time
	Protocol     string
}

// getPoolData retrieves pool data with caching
func (s *MarketScanner) getPoolData(poolAddress string) (*CachedData, error) {
	// Check cache first
	cacheKey := fmt.Sprintf("pool_%s", poolAddress)

	s.cacheMutex.RLock()
	if data, exists := s.cache[cacheKey]; exists && time.Since(data.LastUpdated) < s.cacheTTL {
		s.cacheMutex.RUnlock()
		s.logger.Debug(fmt.Sprintf("Cache hit for pool %s", poolAddress))
		return data, nil
	}
	s.cacheMutex.RUnlock()

	// Use singleflight to prevent duplicate requests
	result, err, _ := s.cacheGroup.Do(cacheKey, func() (interface{}, error) {
		return s.fetchPoolData(poolAddress)
	})

	if err != nil {
		return nil, err
	}

	poolData := result.(*CachedData)

	// Update cache
	s.cacheMutex.Lock()
	s.cache[cacheKey] = poolData
	s.cacheMutex.Unlock()

	s.logger.Debug(fmt.Sprintf("Fetched and cached pool data for %s", poolAddress))
	return poolData, nil
}

// fetchPoolData fetches pool data from the blockchain
func (s *MarketScanner) fetchPoolData(poolAddress string) (*CachedData, error) {
	s.logger.Debug(fmt.Sprintf("Fetching pool data for %s", poolAddress))

	address := common.HexToAddress(poolAddress)

	// In test environment, return mock data to avoid network calls
	if s.isTestEnvironment() {
		return s.getMockPoolData(poolAddress), nil
	}

	// Create RPC client connection
	// Get RPC endpoint from config or environment
	rpcEndpoint := os.Getenv("ARBITRUM_RPC_ENDPOINT")
	if rpcEndpoint == "" {
		rpcEndpoint = "wss://arbitrum-mainnet.core.chainstack.com/f69d14406bc00700da9b936504e1a870" // fallback
	}
	client, err := ethclient.Dial(rpcEndpoint)
	if err != nil {
		return nil, fmt.Errorf("failed to connect to Ethereum node: %w", err)
	}
	defer client.Close()

	// Create Uniswap V3 pool interface
	pool := uniswap.NewUniswapV3Pool(address, client)

	// Validate that this is a real pool contract
	if !uniswap.IsValidPool(context.Background(), client, address) {
		return nil, fmt.Errorf("invalid pool contract at address %s", address.Hex())
	}

	// Fetch real pool state from the blockchain
	ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
	defer cancel()

	poolState, err := pool.GetPoolState(ctx)
	if err != nil {
		s.logger.Warn(fmt.Sprintf("Failed to fetch real pool state for %s: %v", address.Hex(), err))
		return nil, fmt.Errorf("failed to fetch pool state: %w", err)
	}

	// Determine tick spacing based on fee tier
	tickSpacing := 60 // Default for 0.3% fee
	switch poolState.Fee {
	case 100: // 0.01%
		tickSpacing = 1
	case 500: // 0.05%
		tickSpacing = 10
	case 3000: // 0.3%
		tickSpacing = 60
	case 10000: // 1%
		tickSpacing = 200
	}

	// Determine protocol (assume UniswapV3 for now, could be enhanced to detect protocol)
	protocol := "UniswapV3"

	// Create pool data from real blockchain state
	poolData := &CachedData{
		Address:      address,
		Token0:       poolState.Token0,
		Token1:       poolState.Token1,
		Fee:          poolState.Fee,
		Liquidity:    poolState.Liquidity,
		SqrtPriceX96: poolState.SqrtPriceX96,
		Tick:         poolState.Tick,
		TickSpacing:  tickSpacing,
		Protocol:     protocol,
		LastUpdated:  time.Now(),
	}

	s.logger.Info(fmt.Sprintf("Fetched real pool data for %s: Token0=%s, Token1=%s, Fee=%d, Liquidity=%s",
		address.Hex(), poolState.Token0.Hex(), poolState.Token1.Hex(), poolState.Fee, poolState.Liquidity.String()))

	return poolData, nil
}

// updatePoolData updates cached pool data from an event
func (s *MarketScanner) updatePoolData(event events.Event) {
	poolKey := event.PoolAddress.Hex()

	s.cacheMutex.Lock()
	defer s.cacheMutex.Unlock()

	// Update existing cache entry or create new one
	if pool, exists := s.cache[poolKey]; exists {
		// Update liquidity if provided
		if event.Liquidity != nil {
			pool.Liquidity = event.Liquidity
		}

		// Update sqrtPriceX96 if provided
		if event.SqrtPriceX96 != nil {
			pool.SqrtPriceX96 = event.SqrtPriceX96
		}

		// Update tick if provided
		if event.Tick != 0 {
			pool.Tick = event.Tick
		}

		// Update last updated time
		pool.LastUpdated = time.Now()

		// Log updated pool data to database
		s.logPoolData(pool)
	} else {
		// Create new pool entry
		pool := &CachedData{
			Address:      event.PoolAddress,
			Token0:       event.Token0,
			Token1:       event.Token1,
			Fee:          event.Fee,
			Liquidity:    event.Liquidity,
			SqrtPriceX96: event.SqrtPriceX96,
			Tick:         event.Tick,
			TickSpacing:  getTickSpacing(event.Fee),
			Protocol:     event.Protocol,
			LastUpdated:  time.Now(),
		}

		s.cache[poolKey] = pool

		// Log new pool data to database
		s.logPoolData(pool)
	}

	s.logger.Debug(fmt.Sprintf("Updated cache for pool %s", event.PoolAddress.Hex()))
}

// cleanupCache removes expired cache entries
func (s *MarketScanner) cleanupCache() {
	ticker := time.NewTicker(10 * time.Minute)
	defer ticker.Stop()

	for {
		select {
		case <-ticker.C:
			s.cacheMutex.Lock()
			for key, data := range s.cache {
				if time.Since(data.LastUpdated) > s.cacheTTL {
					delete(s.cache, key)
					s.logger.Debug(fmt.Sprintf("Removed expired cache entry: %s", key))
				}
			}
			s.cacheMutex.Unlock()
		}
	}
}

// isTestEnvironment checks if we're running in a test environment
func (s *MarketScanner) isTestEnvironment() bool {
	// Check for explicit test environment variable
	if os.Getenv("GO_TEST") == "true" {
		return true
	}

	// Check for testing framework flags
	for _, arg := range os.Args {
		if strings.HasPrefix(arg, "-test.") || arg == "test" {
			return true
		}
	}

	// Check if the program name is from 'go test'
	progName := os.Args[0]
	if strings.Contains(progName, ".test") || strings.HasSuffix(progName, ".test") {
		return true
	}

	// Check if running under go test command
	if strings.Contains(progName, "go_build_") && strings.Contains(progName, "_test") {
		return true
	}

	// Default to production mode - NEVER return true by default
	return false
}

// getMockPoolData returns mock pool data for testing
func (s *MarketScanner) getMockPoolData(poolAddress string) *CachedData {
	// Create deterministic mock data based on pool address
	mockTokens := tokens.GetArbitrumTokens()

	// Use different token pairs based on pool address
	var token0, token1 common.Address
	switch poolAddress {
	case "0x88e6A0c2dDD26FEEb64F039a2c41296FcB3f5640":
		token0 = mockTokens.USDC
		token1 = mockTokens.WETH
	case "0xB4e16d0168e52d35CaCD2c6185b44281Ec28C9Dc":
		token0 = mockTokens.USDC
		token1 = mockTokens.WETH
	default:
		token0 = mockTokens.USDC
		token1 = mockTokens.WETH
	}

	// Convert big.Int to uint256.Int for compatibility
	liquidity := uint256.NewInt(1000000000000000000) // 1 ETH equivalent

	// Create a reasonable sqrtPriceX96 value for ~2000 USDC per ETH
	sqrtPrice, _ := uint256.FromHex("0x668F0BD9C5DB9D2F2DF6A0E4C") // Reasonable value

	return &CachedData{
		Address:      common.HexToAddress(poolAddress),
		Token0:       token0,
		Token1:       token1,
		Fee:          3000, // 0.3%
		TickSpacing:  60,
		Liquidity:    liquidity,
		SqrtPriceX96: sqrtPrice,
		Tick:         -74959, // Corresponds to the sqrt price above
		Protocol:     "UniswapV3",
		LastUpdated:  time.Now(),
	}
}