122 lines
3.9 KiB
Go
122 lines
3.9 KiB
Go
package scanner
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import (
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"math/big"
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"github.com/holiman/uint256"
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)
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// MarketScanner scans markets for price movement opportunities
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type MarketScanner struct {
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// Configuration fields would go here
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}
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// NewMarketScanner creates a new market scanner
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func NewMarketScanner() *MarketScanner {
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return &MarketScanner{}
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}
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// PriceMovement represents a potential price movement
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type PriceMovement struct {
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Token0 string // Token address
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Token1 string // Token address
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Pool string // Pool address
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AmountIn *big.Int // Amount of token being swapped in
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AmountOut *big.Int // Amount of token being swapped out
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PriceImpact float64 // Calculated price impact
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TickBefore int // Tick before the swap
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TickAfter int // Tick after the swap
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}
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// SwapDetails contains details about a detected swap
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type SwapDetails struct {
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PoolAddress string
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Token0 string
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Token1 string
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Amount0In *big.Int
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Amount0Out *big.Int
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Amount1In *big.Int
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Amount1Out *big.Int
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SqrtPriceX96 *uint256.Int
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Liquidity *uint256.Int
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Tick int
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}
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// AnalyzeSwap analyzes a swap to determine if it's large enough to move the price
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func (s *MarketScanner) AnalyzeSwap(swap SwapDetails) (*PriceMovement, error) {
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// This is a simplified implementation
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// In practice, you would need to:
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// 1. Calculate the price before the swap
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// 2. Calculate the price after the swap
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// 3. Determine the price impact
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priceMovement := &PriceMovement{
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Token0: swap.Token0,
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Token1: swap.Token1,
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Pool: swap.PoolAddress,
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AmountIn: new(big.Int).Add(swap.Amount0In, swap.Amount1In),
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AmountOut: new(big.Int).Add(swap.Amount0Out, swap.Amount1Out),
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TickBefore: swap.Tick,
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// TickAfter would be calculated based on the swap size and liquidity
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}
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// Calculate price impact (simplified)
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// In practice, this would involve more complex calculations
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if priceMovement.AmountIn.Cmp(big.NewInt(0)) > 0 {
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impact := new(big.Float).Quo(
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new(big.Float).SetInt(priceMovement.AmountOut),
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new(big.Float).SetInt(priceMovement.AmountIn),
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)
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priceImpact, _ := impact.Float64()
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priceMovement.PriceImpact = priceImpact
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}
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return priceMovement, nil
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}
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// IsSignificantMovement determines if a price movement is significant enough to exploit
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func (s *MarketScanner) IsSignificantMovement(movement *PriceMovement, threshold float64) bool {
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// Check if the price impact is above our threshold
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return movement.PriceImpact > threshold
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}
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// CalculateTickAfterSwap calculates the tick after a swap occurs
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func (s *MarketScanner) CalculateTickAfterSwap(
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currentTick int,
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liquidity *uint256.Int,
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amountIn *big.Int,
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zeroForOne bool, // true if swapping token0 for token1
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) int {
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// This is a simplified implementation
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// In practice, you would need to use the Uniswap V3 math formulas
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// The actual calculation would involve:
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// 1. Converting amounts to sqrt prices
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// 2. Using the liquidity to determine the price movement
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// 3. Calculating the new tick based on the price movement
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// For now, we'll return a placeholder
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return currentTick
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}
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// FindArbitrageOpportunities looks for arbitrage opportunities based on price movements
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func (s *MarketScanner) FindArbitrageOpportunities(movements []*PriceMovement) []ArbitrageOpportunity {
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opportunities := make([]ArbitrageOpportunity, 0)
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// This would contain logic to:
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// 1. Compare prices across different pools
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// 2. Calculate potential profit after gas costs
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// 3. Identify triangular arbitrage opportunities
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// 4. Check if the opportunity is profitable
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return opportunities
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}
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// ArbitrageOpportunity represents a potential arbitrage opportunity
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type ArbitrageOpportunity struct {
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Path []string // Token path for the arbitrage
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Pools []string // Pools involved in the arbitrage
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Profit *big.Int // Estimated profit in wei
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GasEstimate *big.Int // Estimated gas cost
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ROI float64 // Return on investment percentage
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} |