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mev-beta/docs/8_reports/enhancements/risk_management_plan.md
Krypto Kajun 850223a953 fix(multicall): resolve critical multicall parsing corruption issues 
- Added comprehensive bounds checking to prevent buffer overruns in multicall parsing
- Implemented graduated validation system (Strict/Moderate/Permissive) to reduce false positives
- Added LRU caching system for address validation with 10-minute TTL
- Enhanced ABI decoder with missing Universal Router and Arbitrum-specific DEX signatures
- Fixed duplicate function declarations and import conflicts across multiple files
- Added error recovery mechanisms with multiple fallback strategies
- Updated tests to handle new validation behavior for suspicious addresses
- Fixed parser test expectations for improved validation system
- Applied gofmt formatting fixes to ensure code style compliance
- Fixed mutex copying issues in monitoring package by introducing MetricsSnapshot
- Resolved critical security vulnerabilities in heuristic address extraction
- Progress: Updated TODO audit from 10% to 35% complete

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Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-17 00:12:55 -05:00

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Risk Management Enhancement Plan

Goal

Align risk controls with production policy: configurable thresholds, historical performance feedback, and comprehensive metrics.

Tasks

  1. Configuration Externalisation

    • Move hard-coded limits (max position size, daily loss, profit threshold, gas caps) into config/environment.
    • Support per-market overrides (e.g., by token pair or exchange).

  2. Dynamic Scoring

    • Revisit calculateRiskScore, calculateConfidence, calculateProfitability to include real-time volatility, slippage history, and order book depth.
    • Integrate historical trade outcomes (from database) to adjust thresholds dynamically.

  3. Circuit Breaker & Monitoring

    • Ensure circuit breaker triggers persist across restarts and expose Prometheus metrics for activations.
    • Add alerting thresholds (e.g., consecutive failures, daily loss approaching limit).

  4. Testing

    • Add integration tests verifying risk rejections for low profit, high slippage, excessive gas price with configurable values.
    • Include fuzz/property tests for risk-related calculations.

  5. Documentation

    • Update docs/5_development/CONFIGURATION.md with risk knobs.
    • Provide runbook entries for adjusting risk parameters during incidents.

References

  • pkg/risk/manager.go
  • pkg/arbitrage/service.go (risk integration)
  • pkg/metrics for monitoring hooks
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