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**Implementation:** - Created UniswapV3Parser with ParseLog() and ParseReceipt() methods - V3 event signature: Swap(address,address,int256,int256,uint160,uint128,int24) - Signed integer handling (int256) for amounts - Automatic conversion: negative = input, positive = output - SqrtPriceX96 decoding (Q64.96 fixed-point format) - Liquidity and tick tracking from event data - Token extraction from pool cache with decimal scaling **Key Differences from V2:** - Signed amounts (int256) instead of separate in/out fields - Only 2 amounts (amount0, amount1) vs 4 in V2 - SqrtPriceX96 for price representation - Liquidity (uint128) tracking - Tick (int24) tracking for concentrated liquidity positions - sender and recipient both indexed (in topics) **Testing:** - Comprehensive unit tests with 100% coverage - Tests for both positive and negative amounts - Edge cases: both negative, both positive (invalid but parsed) - Decimal scaling validation (18 decimals and 6 decimals) - Two's complement encoding for negative numbers - Tick handling (positive and negative) - Mixed V2/V3 event filtering in receipts **Price Calculation:** - CalculatePriceFromSqrtPriceX96() helper function - Converts Q64.96 format to human-readable price - Price = (sqrtPriceX96 / 2^96)^2 - Adjusts for decimal differences between tokens **Type System:** - Exported ScaleToDecimals() for cross-parser usage - Updated existing tests to use exported function - Consistent decimal handling across V2 and V3 parsers **Use Cases:** 1. Parse V3 swaps: parser.ParseLog() with signed amount conversion 2. Track price movements: CalculatePriceFromSqrtPriceX96() 3. Monitor liquidity changes: event.Liquidity 4. Track tick positions: event.Tick 5. Multi-hop arbitrage: ParseReceipt() for complex routes **Task:** P2-010 (UniswapV3 parser base implementation) **Coverage:** 100% (enforced in CI/CD) **Protocol:** UniswapV3 on Arbitrum 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
254 lines
7.7 KiB
Go
254 lines
7.7 KiB
Go
package parsers
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import (
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"context"
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"fmt"
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"math/big"
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"github.com/ethereum/go-ethereum/accounts/abi"
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"github.com/ethereum/go-ethereum/common"
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"github.com/ethereum/go-ethereum/core/types"
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"github.com/ethereum/go-ethereum/crypto"
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"github.com/your-org/mev-bot/pkg/cache"
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mevtypes "github.com/your-org/mev-bot/pkg/types"
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)
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// UniswapV3 Swap event signature:
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// event Swap(address indexed sender, address indexed recipient, int256 amount0, int256 amount1, uint160 sqrtPriceX96, uint128 liquidity, int24 tick)
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var (
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// SwapV3EventSignature is the event signature for UniswapV3 Swap events
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SwapV3EventSignature = crypto.Keccak256Hash([]byte("Swap(address,address,int256,int256,uint160,uint128,int24)"))
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)
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// UniswapV3Parser implements the Parser interface for UniswapV3 pools
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type UniswapV3Parser struct {
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cache cache.PoolCache
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logger mevtypes.Logger
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}
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// NewUniswapV3Parser creates a new UniswapV3 parser
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func NewUniswapV3Parser(cache cache.PoolCache, logger mevtypes.Logger) *UniswapV3Parser {
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return &UniswapV3Parser{
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cache: cache,
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logger: logger,
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}
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}
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// Protocol returns the protocol type this parser handles
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func (p *UniswapV3Parser) Protocol() mevtypes.ProtocolType {
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return mevtypes.ProtocolUniswapV3
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}
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// SupportsLog checks if this parser can handle the given log
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func (p *UniswapV3Parser) SupportsLog(log types.Log) bool {
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// Check if log has the Swap event signature
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if len(log.Topics) == 0 {
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return false
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}
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return log.Topics[0] == SwapV3EventSignature
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}
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// ParseLog parses a UniswapV3 Swap event from a log
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func (p *UniswapV3Parser) ParseLog(ctx context.Context, log types.Log, tx *types.Transaction) (*mevtypes.SwapEvent, error) {
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// Verify this is a Swap event
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if !p.SupportsLog(log) {
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return nil, fmt.Errorf("unsupported log")
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}
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// Get pool info from cache to extract token addresses and decimals
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poolInfo, err := p.cache.GetByAddress(ctx, log.Address)
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if err != nil {
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return nil, fmt.Errorf("pool not found in cache: %w", err)
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}
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// Parse event data
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// Data contains: amount0, amount1, sqrtPriceX96, liquidity, tick (non-indexed)
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// Topics contain: [signature, sender, recipient] (indexed)
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if len(log.Topics) != 3 {
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return nil, fmt.Errorf("invalid number of topics: expected 3, got %d", len(log.Topics))
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}
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// Define ABI for data decoding
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int256Type, err := abi.NewType("int256", "", nil)
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if err != nil {
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return nil, fmt.Errorf("failed to create int256 type: %w", err)
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}
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uint160Type, err := abi.NewType("uint160", "", nil)
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if err != nil {
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return nil, fmt.Errorf("failed to create uint160 type: %w", err)
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}
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uint128Type, err := abi.NewType("uint128", "", nil)
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if err != nil {
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return nil, fmt.Errorf("failed to create uint128 type: %w", err)
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}
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int24Type, err := abi.NewType("int24", "", nil)
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if err != nil {
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return nil, fmt.Errorf("failed to create int24 type: %w", err)
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}
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arguments := abi.Arguments{
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{Type: int256Type, Name: "amount0"},
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{Type: int256Type, Name: "amount1"},
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{Type: uint160Type, Name: "sqrtPriceX96"},
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{Type: uint128Type, Name: "liquidity"},
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{Type: int24Type, Name: "tick"},
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}
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// Decode data
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values, err := arguments.Unpack(log.Data)
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if err != nil {
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return nil, fmt.Errorf("failed to decode event data: %w", err)
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}
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if len(values) != 5 {
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return nil, fmt.Errorf("invalid number of values: expected 5, got %d", len(values))
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}
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// Extract indexed parameters from topics
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sender := common.BytesToAddress(log.Topics[1].Bytes())
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recipient := common.BytesToAddress(log.Topics[2].Bytes())
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// Extract amounts from decoded data (signed integers)
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amount0Signed := values[0].(*big.Int)
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amount1Signed := values[1].(*big.Int)
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sqrtPriceX96 := values[2].(*big.Int)
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liquidity := values[3].(*big.Int)
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tick := values[4].(*big.Int) // int24 is returned as *big.Int
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// Convert signed amounts to in/out amounts
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// Positive amount = token added to pool (user receives this token = out)
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// Negative amount = token removed from pool (user sends this token = in)
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var amount0In, amount0Out, amount1In, amount1Out *big.Int
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if amount0Signed.Sign() < 0 {
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// Negative = input (user sends token0)
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amount0In = new(big.Int).Abs(amount0Signed)
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amount0Out = big.NewInt(0)
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} else {
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// Positive = output (user receives token0)
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amount0In = big.NewInt(0)
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amount0Out = new(big.Int).Set(amount0Signed)
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}
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if amount1Signed.Sign() < 0 {
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// Negative = input (user sends token1)
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amount1In = new(big.Int).Abs(amount1Signed)
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amount1Out = big.NewInt(0)
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} else {
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// Positive = output (user receives token1)
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amount1In = big.NewInt(0)
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amount1Out = new(big.Int).Set(amount1Signed)
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}
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// Scale amounts to 18 decimals for internal representation
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amount0InScaled := mevtypes.ScaleToDecimals(amount0In, poolInfo.Token0Decimals, 18)
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amount1InScaled := mevtypes.ScaleToDecimals(amount1In, poolInfo.Token1Decimals, 18)
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amount0OutScaled := mevtypes.ScaleToDecimals(amount0Out, poolInfo.Token0Decimals, 18)
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amount1OutScaled := mevtypes.ScaleToDecimals(amount1Out, poolInfo.Token1Decimals, 18)
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// Convert tick from *big.Int to *int32
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tickInt64 := tick.Int64()
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tickInt32 := int32(tickInt64)
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// Create swap event
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event := &mevtypes.SwapEvent{
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TxHash: tx.Hash(),
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BlockNumber: log.BlockNumber,
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LogIndex: uint(log.Index),
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PoolAddress: log.Address,
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Protocol: mevtypes.ProtocolUniswapV3,
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Token0: poolInfo.Token0,
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Token1: poolInfo.Token1,
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Token0Decimals: poolInfo.Token0Decimals,
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Token1Decimals: poolInfo.Token1Decimals,
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Amount0In: amount0InScaled,
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Amount1In: amount1InScaled,
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Amount0Out: amount0OutScaled,
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Amount1Out: amount1OutScaled,
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Sender: sender,
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Recipient: recipient,
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Fee: big.NewInt(int64(poolInfo.Fee)),
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SqrtPriceX96: sqrtPriceX96,
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Liquidity: liquidity,
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Tick: &tickInt32,
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}
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// Validate the parsed event
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if err := event.Validate(); err != nil {
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return nil, fmt.Errorf("validation failed: %w", err)
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}
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p.logger.Debug("parsed UniswapV3 swap event",
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"txHash", event.TxHash.Hex(),
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"pool", event.PoolAddress.Hex(),
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"token0", event.Token0.Hex(),
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"token1", event.Token1.Hex(),
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"tick", tickInt32,
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"sqrtPriceX96", sqrtPriceX96.String(),
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)
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return event, nil
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}
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// ParseReceipt parses all UniswapV3 Swap events from a transaction receipt
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func (p *UniswapV3Parser) ParseReceipt(ctx context.Context, receipt *types.Receipt, tx *types.Transaction) ([]*mevtypes.SwapEvent, error) {
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var events []*mevtypes.SwapEvent
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for _, log := range receipt.Logs {
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if p.SupportsLog(*log) {
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event, err := p.ParseLog(ctx, *log, tx)
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if err != nil {
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// Log error but continue processing other logs
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p.logger.Warn("failed to parse log",
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"txHash", tx.Hash().Hex(),
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"logIndex", log.Index,
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"error", err,
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)
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continue
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}
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events = append(events, event)
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}
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}
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return events, nil
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}
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// CalculatePriceFromSqrtPriceX96 converts sqrtPriceX96 to a human-readable price
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// Price = (sqrtPriceX96 / 2^96)^2
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func CalculatePriceFromSqrtPriceX96(sqrtPriceX96 *big.Int, token0Decimals, token1Decimals uint8) *big.Float {
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if sqrtPriceX96 == nil || sqrtPriceX96.Sign() == 0 {
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return big.NewFloat(0)
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}
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// sqrtPriceX96 is Q64.96 format (fixed-point with 96 fractional bits)
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// Price = (sqrtPriceX96 / 2^96)^2
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// Convert to float
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sqrtPriceFloat := new(big.Float).SetInt(sqrtPriceX96)
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// Divide by 2^96
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divisor := new(big.Float).SetInt(new(big.Int).Lsh(big.NewInt(1), 96))
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sqrtPrice := new(big.Float).Quo(sqrtPriceFloat, divisor)
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// Square to get price
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price := new(big.Float).Mul(sqrtPrice, sqrtPrice)
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// Adjust for decimal differences
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if token0Decimals != token1Decimals {
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decimalAdjustment := new(big.Float).SetInt(
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new(big.Int).Exp(
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big.NewInt(10),
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big.NewInt(int64(token0Decimals)-int64(token1Decimals)),
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nil,
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),
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)
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price = new(big.Float).Mul(price, decimalAdjustment)
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}
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return price
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}
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