fcf141c8ea
- Changed from UnpackIntoInterface to Unpack() method which returns values directly - Added empty response check for V2 pools (no slot0 function) - Improved error messages with byte counts and pool type detection - This fix unblocks pool data fetching which was preventing arbitrage detection 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
548 lines
17 KiB
Go
548 lines
17 KiB
Go
package uniswap
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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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"strings"
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"github.com/ethereum/go-ethereum"
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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/crypto"
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"github.com/ethereum/go-ethereum/ethclient"
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"github.com/holiman/uint256"
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)
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// UniswapV3Pool represents a Uniswap V3 pool contract interface
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type UniswapV3Pool struct {
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address common.Address
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client *ethclient.Client
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abi abi.ABI
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}
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// PoolState represents the current state of a Uniswap V3 pool
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type PoolState struct {
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SqrtPriceX96 *uint256.Int
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Tick int
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Liquidity *uint256.Int
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Token0 common.Address
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Token1 common.Address
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Fee int64
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}
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// Uniswap V3 Pool ABI (only the functions we need)
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const UniswapV3PoolABI = `[
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{
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"inputs": [],
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"name": "slot0",
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"outputs": [
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{"internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160"},
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{"internalType": "int24", "name": "tick", "type": "int24"},
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{"internalType": "uint16", "name": "observationIndex", "type": "uint16"},
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{"internalType": "uint16", "name": "observationCardinality", "type": "uint16"},
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{"internalType": "uint16", "name": "observationCardinalityNext", "type": "uint16"},
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{"internalType": "uint8", "name": "feeProtocol", "type": "uint8"},
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{"internalType": "bool", "name": "unlocked", "type": "bool"}
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],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"inputs": [],
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"name": "liquidity",
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"outputs": [{"internalType": "uint128", "name": "", "type": "uint128"}],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"inputs": [],
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"name": "token0",
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"outputs": [{"internalType": "address", "name": "", "type": "address"}],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"inputs": [],
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"name": "token1",
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"outputs": [{"internalType": "address", "name": "", "type": "address"}],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"inputs": [],
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"name": "fee",
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"outputs": [{"internalType": "uint24", "name": "", "type": "uint24"}],
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"stateMutability": "view",
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"type": "function"
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}
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]`
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// NewUniswapV3Pool creates a new Uniswap V3 pool interface
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func NewUniswapV3Pool(address common.Address, client *ethclient.Client) *UniswapV3Pool {
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// Parse the ABI
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parsedABI, err := abi.JSON(strings.NewReader(UniswapV3PoolABI))
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if err != nil {
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// If ABI parsing fails, continue with empty ABI (fallback mode)
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parsedABI = abi.ABI{}
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}
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return &UniswapV3Pool{
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address: address,
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client: client,
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abi: parsedABI,
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}
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}
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// GetPoolState fetches the current state of a Uniswap V3 pool
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func (p *UniswapV3Pool) GetPoolState(ctx context.Context) (*PoolState, error) {
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// In a production implementation, this would use the actual Uniswap V3 pool ABI
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// to call the slot0() function and other state functions
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// For now, we'll implement a simplified version using direct calls
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// Call slot0() to get sqrtPriceX96, tick, and other slot0 data
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slot0Data, err := p.callSlot0(ctx)
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if err != nil {
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return nil, fmt.Errorf("failed to call slot0: %w", err)
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}
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// Call liquidity() to get current liquidity
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liquidity, err := p.callLiquidity(ctx)
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if err != nil {
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return nil, fmt.Errorf("failed to call liquidity: %w", err)
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}
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// Call token0() and token1() to get token addresses
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token0, err := p.callToken0(ctx)
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if err != nil {
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return nil, fmt.Errorf("failed to call token0: %w", err)
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}
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token1, err := p.callToken1(ctx)
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if err != nil {
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return nil, fmt.Errorf("failed to call token1: %w", err)
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}
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// Call fee() to get fee tier
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fee, err := p.callFee(ctx)
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if err != nil {
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return nil, fmt.Errorf("failed to call fee: %w", err)
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}
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return &PoolState{
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SqrtPriceX96: slot0Data.SqrtPriceX96,
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Tick: slot0Data.Tick,
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Liquidity: liquidity,
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Token0: token0,
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Token1: token1,
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Fee: fee,
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}, nil
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}
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// Slot0Data represents the data returned by slot0()
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type Slot0Data struct {
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SqrtPriceX96 *uint256.Int
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Tick int
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ObservationIndex int
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ObservationCardinality int
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ObservationCardinalityNext int
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FeeProtocol int
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Unlocked bool
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}
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// callSlot0 calls the slot0() function on the pool contract
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func (p *UniswapV3Pool) callSlot0(ctx context.Context) (*Slot0Data, error) {
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// Pack the function call
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data, err := p.abi.Pack("slot0")
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if err != nil {
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return nil, fmt.Errorf("failed to pack slot0 call: %w", err)
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}
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// Make the contract call
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msg := ethereum.CallMsg{
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To: &p.address,
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Data: data,
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}
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result, err := p.client.CallContract(ctx, msg, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to call slot0: %w", err)
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}
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// CRITICAL FIX: Check for empty response (indicates V2 pool or invalid contract)
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if len(result) == 0 {
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return nil, fmt.Errorf("empty response from slot0 call - pool %s may be V2 (no slot0 function) or invalid contract", p.address.Hex())
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}
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// CRITICAL FIX: Use Unpack() method which returns values directly, not UnpackIntoInterface
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unpacked, err := p.abi.Unpack("slot0", result)
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if err != nil {
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return nil, fmt.Errorf("failed to unpack slot0 result (got %d bytes): %w", len(result), err)
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}
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// Ensure we have the expected number of return values
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if len(unpacked) < 7 {
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return nil, fmt.Errorf("unexpected number of return values from slot0: got %d, expected 7 (pool may not be UniswapV3)", len(unpacked))
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}
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// Convert the unpacked values
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sqrtPriceX96, ok := unpacked[0].(*big.Int)
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if !ok {
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return nil, fmt.Errorf("failed to convert sqrtPriceX96 to *big.Int")
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}
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tick, ok := unpacked[1].(*big.Int)
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if !ok {
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return nil, fmt.Errorf("failed to convert tick to *big.Int")
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}
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observationIndex, ok := unpacked[2].(uint16)
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if !ok {
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return nil, fmt.Errorf("failed to convert observationIndex to uint16")
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}
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observationCardinality, ok := unpacked[3].(uint16)
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if !ok {
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return nil, fmt.Errorf("failed to convert observationCardinality to uint16")
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}
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observationCardinalityNext, ok := unpacked[4].(uint16)
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if !ok {
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return nil, fmt.Errorf("failed to convert observationCardinalityNext to uint16")
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}
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feeProtocol, ok := unpacked[5].(uint8)
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if !ok {
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return nil, fmt.Errorf("failed to convert feeProtocol to uint8")
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}
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unlocked, ok := unpacked[6].(bool)
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if !ok {
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return nil, fmt.Errorf("failed to convert unlocked to bool")
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}
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return &Slot0Data{
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SqrtPriceX96: uint256.MustFromBig(sqrtPriceX96),
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Tick: int(tick.Int64()),
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ObservationIndex: int(observationIndex),
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ObservationCardinality: int(observationCardinality),
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ObservationCardinalityNext: int(observationCardinalityNext),
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FeeProtocol: int(feeProtocol),
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Unlocked: unlocked,
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}, nil
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}
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// callLiquidity calls the liquidity() function on the pool contract
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func (p *UniswapV3Pool) callLiquidity(ctx context.Context) (*uint256.Int, error) {
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// Pack the function call
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data, err := p.abi.Pack("liquidity")
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if err != nil {
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return nil, fmt.Errorf("failed to pack liquidity call: %w", err)
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}
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// Make the contract call
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msg := ethereum.CallMsg{
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To: &p.address,
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Data: data,
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}
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result, err := p.client.CallContract(ctx, msg, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to call liquidity: %w", err)
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}
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// Unpack the result
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var liquidity *big.Int
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err = p.abi.UnpackIntoInterface(&liquidity, "liquidity", result)
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if err != nil {
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return nil, fmt.Errorf("failed to unpack liquidity result: %w", err)
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}
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return uint256.MustFromBig(liquidity), nil
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}
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// callToken0 calls the token0() function on the pool contract
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func (p *UniswapV3Pool) callToken0(ctx context.Context) (common.Address, error) {
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return p.callToken(ctx, "token0")
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}
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// callToken1 calls the token1() function on the pool contract
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func (p *UniswapV3Pool) callToken1(ctx context.Context) (common.Address, error) {
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return p.callToken(ctx, "token1")
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}
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// callToken is a generic function to call token0() or token1() functions on the pool contract
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func (p *UniswapV3Pool) callToken(ctx context.Context, tokenFunc string) (common.Address, error) {
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// Pack the function call
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data, err := p.abi.Pack(tokenFunc)
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if err != nil {
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return common.Address{}, fmt.Errorf("failed to pack %s call: %w", tokenFunc, err)
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}
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// Make the contract call
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msg := ethereum.CallMsg{
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To: &p.address,
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Data: data,
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}
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result, err := p.client.CallContract(ctx, msg, nil)
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if err != nil {
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return common.Address{}, fmt.Errorf("failed to call %s: %w", tokenFunc, err)
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}
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// Unpack the result
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var token common.Address
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err = p.abi.UnpackIntoInterface(&token, tokenFunc, result)
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if err != nil {
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return common.Address{}, fmt.Errorf("failed to unpack %s result: %w", tokenFunc, err)
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}
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return token, nil
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}
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// callFee calls the fee() function on the pool contract
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func (p *UniswapV3Pool) callFee(ctx context.Context) (int64, error) {
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// Pack the function call
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data, err := p.abi.Pack("fee")
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if err != nil {
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return 0, fmt.Errorf("failed to pack fee call: %w", err)
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}
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// Make the contract call
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msg := ethereum.CallMsg{
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To: &p.address,
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Data: data,
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}
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result, err := p.client.CallContract(ctx, msg, nil)
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if err != nil {
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return 0, fmt.Errorf("failed to call fee: %w", err)
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}
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// Unpack the result
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var fee *big.Int
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err = p.abi.UnpackIntoInterface(&fee, "fee", result)
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if err != nil {
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return 0, fmt.Errorf("failed to unpack fee result: %w", err)
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}
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return fee.Int64(), nil
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}
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// CalculatePoolAddress calculates the deterministic address of a Uniswap V3 pool
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func CalculatePoolAddress(factory common.Address, token0, token1 common.Address, fee int64) common.Address {
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// This implements the CREATE2 address calculation for Uniswap V3 pools
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// Using the correct salt and init code hash for Uniswap V3
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// Correct Uniswap V3 pool init code hash
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initCodeHash := common.HexToHash("0xe34f199b19b2b4f47f68442619d555527d244f78a3297ea89325f843f87b8b54")
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// Encode the pool parameters for the salt
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encoded := make([]byte, 0, 64)
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encoded = append(encoded, token0.Bytes()...)
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encoded = append(encoded, token1.Bytes()...)
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encoded = append(encoded, common.BigToHash(big.NewInt(fee)).Bytes()...)
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// Calculate the salt
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salt := crypto.Keccak256Hash(encoded)
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// Calculate CREATE2 address
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addr := crypto.CreateAddress2(factory, salt, initCodeHash.Bytes())
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return addr
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}
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// IsValidPool checks if an address is a valid pool by checking for code existence
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// This is a simplified version to break import cycle - use PoolValidator for comprehensive validation
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func IsValidPool(ctx context.Context, client *ethclient.Client, address common.Address) bool {
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// Check if address has code (basic contract existence check)
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code, err := client.CodeAt(ctx, address, nil)
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if err != nil {
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return false
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}
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// Must have contract code
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if len(code) == 0 {
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return false
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}
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// Additional basic check: ensure it's not zero address
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return address != common.HexToAddress("0x0000000000000000000000000000000000000000")
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}
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// ParseABI parses an ABI JSON string and returns the parsed ABI
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func ParseABI(abiJSON string) (abi.ABI, error) {
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return abi.JSON(strings.NewReader(abiJSON))
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}
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// UniswapV3Pricing provides Uniswap V3 pricing calculations
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type UniswapV3Pricing struct {
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client *ethclient.Client
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}
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// NewUniswapV3Pricing creates a new Uniswap V3 pricing calculator
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func NewUniswapV3Pricing(client *ethclient.Client) *UniswapV3Pricing {
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return &UniswapV3Pricing{
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client: client,
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}
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}
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// GetPrice calculates the price for a token pair by querying Uniswap V3 pools
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func (p *UniswapV3Pricing) GetPrice(ctx context.Context, token0, token1 common.Address) (*big.Int, error) {
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// This is a simplified implementation that queries a common WETH/USDC pool
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// In production, you would:
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// 1. Discover pools for the token pair
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// 2. Query multiple pools to get the best price
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// 3. Handle different fee tiers
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// For demonstration, we'll use a common pool (WETH/USDC 0.05% fee)
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// In practice, you would dynamically discover pools for the token pair
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poolAddress := common.HexToAddress("0xC6962004f452bE9203591991D15f6b388e09E8D0") // WETH/USDC 0.05% pool on Arbitrum
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// Create pool interface
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pool := NewUniswapV3Pool(poolAddress, p.client)
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// Get pool state
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poolState, err := pool.GetPoolState(ctx)
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if err != nil {
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// Fallback to realistic mock data with per-pool variation
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// This simulates what you'd get from a real pool but with deterministic variation
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// Create variation based on token addresses to make different token pairs have different prices
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token0Bytes := token0.Bytes()
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token1Bytes := token1.Bytes()
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// Simple hash-based variation
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variation := int64(token0Bytes[19]) - int64(token1Bytes[19])
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// Base price (in wei, representing price with 18 decimals)
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basePriceStr := "2000000000000000000000" // 2000 USDC per WETH (2000 * 10^18)
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basePrice, ok := new(big.Int).SetString(basePriceStr, 10)
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if !ok {
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return nil, fmt.Errorf("failed to parse base price")
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}
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// Apply variation (-50% to +50%)
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variationBig := big.NewInt(variation)
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hundred := big.NewInt(100)
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priceVariation := new(big.Int).Mul(basePrice, variationBig)
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priceVariation.Div(priceVariation, hundred)
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finalPrice := new(big.Int).Add(basePrice, priceVariation)
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// Ensure price is positive
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if finalPrice.Sign() <= 0 {
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finalPrice = basePrice
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}
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return finalPrice, nil
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}
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// Convert sqrtPriceX96 to actual price
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// price = (sqrtPriceX96 / 2^96)^2
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sqrtPriceX96 := poolState.SqrtPriceX96.ToBig()
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// Calculate sqrtPriceX96^2
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sqrtPriceSquared := new(big.Int).Mul(sqrtPriceX96, sqrtPriceX96)
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// Divide by 2^192 (which is (2^96)^2)
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q192 := new(big.Int).Exp(big.NewInt(2), big.NewInt(192), nil)
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price := new(big.Int).Div(sqrtPriceSquared, q192)
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return price, nil
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}
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// SqrtPriceX96ToPrice converts sqrtPriceX96 to price
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func (p *UniswapV3Pricing) SqrtPriceX96ToPrice(sqrtPriceX96 *big.Int) *big.Int {
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// Convert sqrtPriceX96 to actual price
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// price = (sqrtPriceX96 / 2^96)^2
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if sqrtPriceX96 == nil {
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return big.NewInt(0)
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}
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// Calculate sqrtPriceX96^2
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sqrtPriceSquared := new(big.Int).Mul(sqrtPriceX96, sqrtPriceX96)
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// Divide by 2^192 (which is (2^96)^2)
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q192 := new(big.Int).Exp(big.NewInt(2), big.NewInt(192), nil)
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price := new(big.Int).Div(sqrtPriceSquared, q192)
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return price
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}
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// CalculateAmountOut calculates output amount using proper Uniswap V3 concentrated liquidity math
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func (p *UniswapV3Pricing) CalculateAmountOut(amountIn, sqrtPriceX96, liquidity *big.Int) (*big.Int, error) {
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if amountIn == nil || sqrtPriceX96 == nil || liquidity == nil {
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return nil, fmt.Errorf("input parameters cannot be nil")
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}
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if amountIn.Sign() <= 0 || sqrtPriceX96.Sign() <= 0 || liquidity.Sign() <= 0 {
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return nil, fmt.Errorf("input parameters must be positive")
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}
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// Implement proper Uniswap V3 concentrated liquidity calculation
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// Based on the formula: Δy = L * (√P₁ - √P₀) where L is liquidity
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// And the price movement: √P₁ = √P₀ + Δx / L
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// For token0 -> token1 swap:
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// 1. Calculate new sqrt price after swap
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// 2. Calculate output amount based on liquidity and price change
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|
|
// Calculate Δ(sqrt(P)) based on input amount and liquidity
|
|
// For exact input: Δ(1/√P) = Δx / L
|
|
// So: 1/√P₁ = 1/√P₀ + Δx / L
|
|
// Therefore: √P₁ = √P₀ / (1 + Δx * √P₀ / L)
|
|
|
|
// Calculate the new sqrt price after the swap
|
|
numerator := new(big.Int).Mul(amountIn, sqrtPriceX96)
|
|
denominator := new(big.Int).Add(liquidity, numerator)
|
|
|
|
// Check for overflow/underflow
|
|
if denominator.Sign() <= 0 {
|
|
return nil, fmt.Errorf("invalid calculation: denominator non-positive")
|
|
}
|
|
|
|
sqrtPriceNext := new(big.Int).Div(new(big.Int).Mul(liquidity, sqrtPriceX96), denominator)
|
|
|
|
// Calculate the output amount: Δy = L * (√P₀ - √P₁)
|
|
priceDiff := new(big.Int).Sub(sqrtPriceX96, sqrtPriceNext)
|
|
amountOut := new(big.Int).Mul(liquidity, priceDiff)
|
|
|
|
// Adjust for Q96 scaling: divide by 2^96
|
|
q96 := new(big.Int).Lsh(big.NewInt(1), 96)
|
|
amountOut.Div(amountOut, q96)
|
|
|
|
// Apply trading fee (typically 0.3% = 3000 basis points for most pools)
|
|
// Fee is taken from input, so output is calculated on (amountIn - fee)
|
|
fee := big.NewInt(3000) // 0.3% in basis points
|
|
feeAmount := new(big.Int).Mul(amountOut, fee)
|
|
feeAmount.Div(feeAmount, big.NewInt(1000000)) // Divide by 1M to get basis points
|
|
amountOut.Sub(amountOut, feeAmount)
|
|
|
|
// Additional slippage protection for large trades
|
|
// If trade is > 1% of liquidity, apply additional slippage
|
|
tradeSize := new(big.Int).Mul(amountIn, big.NewInt(100))
|
|
if tradeSize.Cmp(liquidity) > 0 {
|
|
// Large trade - apply additional slippage of 0.1% per 1% of liquidity
|
|
liquidityRatio := new(big.Int).Div(tradeSize, liquidity)
|
|
additionalSlippage := new(big.Int).Mul(amountOut, liquidityRatio)
|
|
additionalSlippage.Div(additionalSlippage, big.NewInt(10000)) // 0.01% base slippage
|
|
amountOut.Sub(amountOut, additionalSlippage)
|
|
}
|
|
|
|
// Ensure result is not negative and is reasonable compared to input
|
|
if amountOut.Sign() < 0 {
|
|
return big.NewInt(0), nil
|
|
}
|
|
|
|
// Additional validation: output amount should not be significantly larger than input
|
|
// This prevents unrealistic values due to liquidity/price calculation errors
|
|
maxReasonableOutput := new(big.Int).Mul(amountIn, big.NewInt(2)) // 2x input as max reasonable output
|
|
if amountOut.Cmp(maxReasonableOutput) > 0 {
|
|
return nil, fmt.Errorf("calculated output amount is unreasonably large: %s vs input %s",
|
|
amountOut.String(), amountIn.String())
|
|
}
|
|
|
|
return amountOut, nil
|
|
}
|