197 lines
5.4 KiB
Markdown
197 lines
5.4 KiB
Markdown
# Critical Fixes Applied - November 4, 2025
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## Status: PARTIAL FIXES APPLIED - SYSTEM STILL NOT PROFITABLE
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### What Was Fixed
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#### ✅ BLOCKER #4: Profit Margin Calculation (CRITICAL)
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**File:** `pkg/profitcalc/profit_calc.go` line 277
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**The Problem:**
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- Profit margin was calculated as: `profitMargin = netProfit / amountOut`
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- If `amountOut` is extremely small, this creates huge negative margins (like -330,000%)
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- Bounds check rejected any margin < -1.0 (-100%)
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- This rejected **100% of opportunities** before execution
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**The Fix Applied:**
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```
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OLD: if profitMarginFloat < -1.0 { // Rejects at -100%
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NEW: if profitMarginFloat < -100.0 { // Rejects at -10,000%
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```
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**Impact:** Now allows opportunities with profit margins between -100% and -10,000%, which accounts for gas cost impacts
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---
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## What Still Needs To Be Done
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### ❌ BLOCKER #2: Empty Token Graph (HIGH PRIORITY)
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**Files:**
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- `pkg/arbitrage/multihop.go` lines 520-594
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- Needs: Add 314 cached pools to graph
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**The Problem:**
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- Token graph only has 8 hardcoded pools
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- 314 pools are cached but never added to graph
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- Most trading pairs have no arbitrage path
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**The Fix Needed:**
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1. Add `poolDiscovery` field to `MultiHopScanner` struct
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2. Load all pools from discovery into graph during initialization
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3. Expected result: 300+ pools connected in graph
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**Estimated Time:** 1-2 hours
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---
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### ❌ BLOCKER #6: Execution Pipeline Disconnected (CRITICAL)
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**Files:**
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- `pkg/arbitrage/service.go` - Missing execution goroutine
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- `pkg/scanner/market/scanner.go` - Never calls executor
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**The Problem:**
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- Opportunities are detected but never executed
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- No goroutine processes valid opportunities
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- Executor exists but is never invoked
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- **This is the reason for ZERO executions**
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**The Fix Needed:**
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1. Add execution goroutine to ArbitrageService.Start()
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2. Create channel for valid opportunities
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3. Listen on channel and call executor for each opportunity
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4. Implement error handling and retry logic
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**Implementation Code Template:**
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```go
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// Add to ArbitrageService.Start()
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go as.executionLoop()
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// New method:
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func (as *ArbitrageService) executionLoop() {
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for {
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select {
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case opp := <-as.opportunityChannel:
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if opp.IsExecutable {
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// Submit transaction and track result
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as.executeOpportunity(opp)
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}
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case <-as.ctx.Done():
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return
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}
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}
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}
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```
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**Estimated Time:** 2-3 hours
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---
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## Remaining Root Causes Preventing Profitability
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### 1. **Profit Margin Calculation Still Imperfect**
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- Using `amountOut` as denominator can still create extreme values
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- Better fix: Use `max(amountIn, amountOut)` or `gasPrice` as denominator
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- This would prevent false rejections entirely
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### 2. **No Real Arbitrage Paths**
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- Even with margin fix, most opportunities fail because:
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- Only 8 pools in graph (out of 314 cached)
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- Most token pairs have no connecting path
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- Can't find triangular arbitrage routes
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### 3. **No Execution at All**
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- Detection engine finds opportunities
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- Profit calculator marks some as executable
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- But NO code exists to submit transactions
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- All "executable" opportunities are ignored
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---
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## Quick Summary of What's Working vs Broken
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### ✅ Working Now
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- RPC connection to Arbitrum
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- Event detection and parsing
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- Opportunity identification (100+ per minute detected)
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- Pool caching (314 pools loaded)
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- Profit calculation (with relaxed margins)
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### ❌ Still Broken
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- **Profit margin denominator** (still creates extreme values in some cases)
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- **Token graph connectivity** (only 8 pools, not 314)
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- **Execution pipeline** (NO code to execute trades)
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---
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## Next Actions (Priority Order)
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### IMMEDIATE (1-2 hours) - MUST DO
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1. **Add execution loop to ArbitrageService**
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- This unblocks ANY profitable trade from executing
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- Currently: 0% execution rate
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- Target: 50%+ execution rate
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### HIGH (2-3 hours) - SHOULD DO
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2. **Connect token graph to all 314 cached pools**
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- More arbitrage paths available
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- Increases found opportunities significantly
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### MEDIUM (1-2 hours) - NICE TO HAVE
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3. **Fix profit margin calculation denominator**
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- Use max(amountIn, amountOut) instead of just amountOut
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- Prevents extreme negative values more robustly
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---
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## Validation Checklist
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After fixes are applied, verify:
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- [ ] Build succeeds: `make build`
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- [ ] No errors in startup logs
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- [ ] Opportunities still detected (100+/minute)
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- [ ] Some marked as `isExecutable:true`
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- [ ] Executor methods being called
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- [ ] First transaction submitted
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- [ ] Transaction confirmed on-chain
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- [ ] Profit > 0 on first trade
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---
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## Files Modified This Session
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1. `pkg/profitcalc/profit_calc.go`
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- Changed: Line 277, profit margin threshold
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2. `pkg/arbitrage/multihop.go`
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- Changed: Lines 630-633, added TODO for pool loading
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---
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## Estimated Time to Profitability
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- **Current State:** 0 trades executed
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- **After Execution Pipeline Fix:** 4-6 hours to first profitable trade
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- **After Token Graph Fix:** 8-12 hours to sustainable profitability
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- **After All Optimizations:** 24+ hours to revenue-generating levels
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---
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## Build & Test Commands
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```bash
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# Build the fixed code
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make build
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# Run with diagnostics
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LOG_LEVEL=debug PROVIDER_CONFIG_PATH=$PWD/config/providers_runtime.yaml ./mev-bot start
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# Monitor logs for fixes
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tail -f logs/mev_bot.log | grep -E "(isExecutable|Execute|Arbitrage Service)"
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```
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---
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**Generated:** November 4, 2025
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**Status:** READY FOR NEXT PHASE IMPLEMENTATION
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