Files
mev-beta/pkg/scanner/analysis/pool_analyzer.go
2025-10-04 09:31:02 -05:00

206 lines
7.9 KiB
Go

package analysis
import (
"context"
"fmt"
"math/big"
"time"
"github.com/ethereum/go-ethereum/common"
"github.com/fraktal/mev-beta/internal/logger"
"github.com/fraktal/mev-beta/pkg/events"
"github.com/fraktal/mev-beta/pkg/marketdata"
"github.com/fraktal/mev-beta/pkg/scanner/market"
)
// LiquidityAnalyzer handles analysis of liquidity events
type LiquidityAnalyzer struct {
logger *logger.Logger
marketDataLogger *marketdata.MarketDataLogger
}
// NewLiquidityAnalyzer creates a new liquidity analyzer
func NewLiquidityAnalyzer(logger *logger.Logger, marketDataLogger *marketdata.MarketDataLogger) *LiquidityAnalyzer {
return &LiquidityAnalyzer{
logger: logger,
marketDataLogger: marketDataLogger,
}
}
// AnalyzeLiquidityEvent analyzes liquidity events (add/remove)
func (l *LiquidityAnalyzer) AnalyzeLiquidityEvent(event events.Event, marketScanner *market.MarketScanner, isAdd bool) {
action := "adding"
eventType := "mint"
if !isAdd {
action = "removing"
eventType = "burn"
}
l.logger.Debug(fmt.Sprintf("Analyzing liquidity event (%s) in pool %s", action, event.PoolAddress))
// Get comprehensive pool data to determine factory
poolInfo, poolExists := l.marketDataLogger.GetPoolInfo(event.PoolAddress)
factory := common.Address{}
if poolExists {
factory = poolInfo.Factory
} else {
// Determine factory from known DEX protocols
factory = marketScanner.GetFactoryForProtocol(event.Protocol)
}
// Create comprehensive liquidity event data for market data logger
liquidityData := &marketdata.LiquidityEventData{
TxHash: event.TransactionHash,
BlockNumber: event.BlockNumber,
LogIndex: uint(0), // Default log index (would need to be extracted from receipt)
Timestamp: time.Now(),
EventType: eventType,
PoolAddress: event.PoolAddress,
Factory: factory,
Protocol: event.Protocol,
Token0: event.Token0,
Token1: event.Token1,
Amount0: event.Amount0,
Amount1: event.Amount1,
Liquidity: event.Liquidity,
Owner: common.Address{}, // Default owner (would need to be extracted from transaction)
Recipient: common.Address{}, // Default recipient (would need to be extracted from transaction)
}
// Calculate USD values for liquidity amounts
liquidityData.Amount0USD, liquidityData.Amount1USD, liquidityData.TotalUSD = l.calculateLiquidityUSDValues(liquidityData)
// Log comprehensive liquidity event to market data logger
ctx, cancel := context.WithTimeout(context.Background(), 5*time.Second)
defer cancel()
if err := l.marketDataLogger.LogLiquidityEvent(ctx, event, liquidityData); err != nil {
l.logger.Debug(fmt.Sprintf("Failed to log liquidity event to market data logger: %v", err))
}
// Log the liquidity event to database (legacy)
marketScanner.LogLiquidityEvent(event, eventType)
// Update cached pool data
marketScanner.UpdatePoolData(event)
l.logger.Info(fmt.Sprintf("Liquidity %s event processed for pool %s", action, event.PoolAddress))
}
// AnalyzeNewPoolEvent analyzes new pool creation events
func (l *LiquidityAnalyzer) AnalyzeNewPoolEvent(event events.Event, marketScanner *market.MarketScanner) {
l.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
l.logger.Debug(fmt.Sprintf("Adding new pool %s to monitoring", event.PoolAddress))
// Fetch pool data to validate it's a real pool
poolData, err := marketScanner.GetPoolData(event.PoolAddress.Hex())
if err != nil {
l.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{}) {
l.logger.Warn(fmt.Sprintf("Invalid pool contract at address %s", event.PoolAddress.Hex()))
return
}
// Log pool data to database
marketScanner.LogPoolData(poolData)
l.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))
}
// calculateLiquidityUSDValues calculates USD values for liquidity event amounts
func (l *LiquidityAnalyzer) calculateLiquidityUSDValues(liquidityData *marketdata.LiquidityEventData) (amount0USD, amount1USD, totalUSD float64) {
// Get token prices in USD (using a simplified approach)
token0Price := l.getTokenPriceUSD(liquidityData.Token0)
token1Price := l.getTokenPriceUSD(liquidityData.Token1)
// Calculate decimals for proper conversion
token0Decimals := l.getTokenDecimals(liquidityData.Token0)
token1Decimals := l.getTokenDecimals(liquidityData.Token1)
// Calculate amount0 USD
if liquidityData.Amount0 != nil {
amount0Float := l.bigIntToFloat(liquidityData.Amount0, token0Decimals)
amount0USD = amount0Float * token0Price
}
// Calculate amount1 USD
if liquidityData.Amount1 != nil {
amount1Float := l.bigIntToFloat(liquidityData.Amount1, token1Decimals)
amount1USD = amount1Float * token1Price
}
// Total USD value
totalUSD = amount0USD + amount1USD
return amount0USD, amount1USD, totalUSD
}
// getTokenPriceUSD gets the USD price of a token using various price sources
func (l *LiquidityAnalyzer) getTokenPriceUSD(tokenAddr common.Address) float64 {
// Known token prices (in a production system, this would query price oracles)
knownPrices := map[common.Address]float64{
common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1"): 2000.0, // WETH
common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831"): 1.0, // USDC
common.HexToAddress("0xff970a61a04b1ca14834a43f5de4533ebddb5cc8"): 1.0, // USDC.e
common.HexToAddress("0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9"): 1.0, // USDT
common.HexToAddress("0x2f2a2543b76a4166549f7aab2e75bef0aefc5b0f"): 43000.0, // WBTC
common.HexToAddress("0x912ce59144191c1204e64559fe8253a0e49e6548"): 0.75, // ARB
common.HexToAddress("0xfc5a1a6eb076a2c7ad06ed22c90d7e710e35ad0a"): 45.0, // GMX
common.HexToAddress("0xf97f4df75117a78c1a5a0dbb814af92458539fb4"): 12.0, // LINK
common.HexToAddress("0xfa7f8980b0f1e64a2062791cc3b0871572f1f7f0"): 8.0, // UNI
common.HexToAddress("0xba5ddd1f9d7f570dc94a51479a000e3bce967196"): 85.0, // AAVE
}
if price, exists := knownPrices[tokenAddr]; exists {
return price
}
// For unknown tokens, return 0 (in production, would query price oracle or DEX)
return 0.0
}
// getTokenDecimals returns the decimal places for a token
func (l *LiquidityAnalyzer) getTokenDecimals(tokenAddr common.Address) uint8 {
// Known token decimals
knownDecimals := map[common.Address]uint8{
common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1"): 18, // WETH
common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831"): 6, // USDC
common.HexToAddress("0xff970a61a04b1ca14834a43f5de4533ebddb5cc8"): 6, // USDC.e
common.HexToAddress("0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9"): 6, // USDT
common.HexToAddress("0x2f2a2543b76a4166549f7aab2e75bef0aefc5b0f"): 8, // WBTC
common.HexToAddress("0x912ce59144191c1204e64559fe8253a0e49e6548"): 18, // ARB
common.HexToAddress("0xfc5a1a6eb076a2c7ad06ed22c90d7e710e35ad0a"): 18, // GMX
common.HexToAddress("0xf97f4df75117a78c1a5a0dbb814af92458539fb4"): 18, // LINK
common.HexToAddress("0xfa7f8980b0f1e64a2062791cc3b0871572f1f7f0"): 18, // UNI
common.HexToAddress("0xba5ddd1f9d7f570dc94a51479a000e3bce967196"): 18, // AAVE
}
if decimals, exists := knownDecimals[tokenAddr]; exists {
return decimals
}
// Default to 18 for unknown tokens
return 18
}
// bigIntToFloat converts a big.Int amount to float64 accounting for token decimals
func (l *LiquidityAnalyzer) bigIntToFloat(amount *big.Int, decimals uint8) float64 {
if amount == nil {
return 0.0
}
divisor := new(big.Int).Exp(big.NewInt(10), big.NewInt(int64(decimals)), nil)
amountFloat := new(big.Float).SetInt(amount)
divisorFloat := new(big.Float).SetInt(divisor)
result := new(big.Float).Quo(amountFloat, divisorFloat)
resultFloat, _ := result.Float64()
return resultFloat
}