280 lines
7.9 KiB
Go
280 lines
7.9 KiB
Go
package market
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import (
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"context"
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"fmt"
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"os"
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"sync"
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"time"
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"github.com/ethereum/go-ethereum/common"
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"github.com/ethereum/go-ethereum/ethclient"
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"github.com/fraktal/mev-beta/internal/config"
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"github.com/fraktal/mev-beta/internal/logger"
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"github.com/fraktal/mev-beta/pkg/uniswap"
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"github.com/holiman/uint256"
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"golang.org/x/sync/singleflight"
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)
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// MarketManager manages market data and pool information
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type MarketManager struct {
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config *config.UniswapConfig
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logger *logger.Logger
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pools map[string]*PoolData
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mu sync.RWMutex
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cacheGroup singleflight.Group
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cacheDuration time.Duration
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maxCacheSize int
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}
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// PoolData represents data for a Uniswap V3 pool
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type PoolData struct {
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Address common.Address
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Token0 common.Address
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Token1 common.Address
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Fee int64
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Liquidity *uint256.Int
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SqrtPriceX96 *uint256.Int
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Tick int
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TickSpacing int
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LastUpdated time.Time
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}
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// NewMarketManager creates a new market manager
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func NewMarketManager(cfg *config.UniswapConfig, logger *logger.Logger) *MarketManager {
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return &MarketManager{
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config: cfg,
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logger: logger,
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pools: make(map[string]*PoolData),
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cacheDuration: time.Duration(cfg.Cache.Expiration) * time.Second,
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maxCacheSize: cfg.Cache.MaxSize,
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}
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}
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// GetPool retrieves pool data, either from cache or by fetching it
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func (mm *MarketManager) GetPool(ctx context.Context, poolAddress common.Address) (*PoolData, error) {
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// Check if we have it in cache and it's still valid
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poolKey := poolAddress.Hex()
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mm.mu.RLock()
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if pool, exists := mm.pools[poolKey]; exists {
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// Check if cache is still valid
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if time.Since(pool.LastUpdated) < mm.cacheDuration {
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mm.mu.RUnlock()
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return pool, nil
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}
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}
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mm.mu.RUnlock()
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// Use singleflight to prevent duplicate requests for the same pool
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result, err, _ := mm.cacheGroup.Do(poolKey, func() (interface{}, error) {
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return mm.fetchPoolData(ctx, poolAddress)
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})
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if err != nil {
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return nil, err
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}
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pool := result.(*PoolData)
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// Update cache
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mm.mu.Lock()
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// Check if we need to evict old entries
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if len(mm.pools) >= mm.maxCacheSize {
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mm.evictOldest()
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}
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mm.pools[poolKey] = pool
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mm.mu.Unlock()
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return pool, nil
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}
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// fetchPoolData fetches pool data from the blockchain
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func (mm *MarketManager) fetchPoolData(ctx context.Context, poolAddress common.Address) (*PoolData, error) {
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// Connect to Ethereum client
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// Get RPC endpoint from config or environment
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rpcEndpoint := os.Getenv("ARBITRUM_RPC_ENDPOINT")
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if rpcEndpoint == "" {
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rpcEndpoint = "https://arbitrum-mainnet.core.chainstack.com/f69d14406bc00700da9b936504e1a870" // fallback
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}
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client, err := ethclient.Dial(rpcEndpoint)
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if err != nil {
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return nil, fmt.Errorf("failed to connect to Ethereum node: %v", err)
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}
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defer client.Close()
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// Create Uniswap V3 pool interface
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pool := uniswap.NewUniswapV3Pool(poolAddress, client)
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// Validate that this is a real pool contract
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if !uniswap.IsValidPool(ctx, client, poolAddress) {
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return nil, fmt.Errorf("invalid pool contract at address %s", poolAddress.Hex())
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}
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// Fetch real pool state from the blockchain
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poolState, err := pool.GetPoolState(ctx)
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if err != nil {
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mm.logger.Warn(fmt.Sprintf("Failed to fetch real pool state for %s, using fallback data: %v", poolAddress.Hex(), err))
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// Fallback to realistic mock data with per-pool variation
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poolData := &PoolData{
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Address: poolAddress,
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Token0: common.HexToAddress("0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"), // USDC
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Token1: common.HexToAddress("0x82aF49447D8a07e3bd95BD0d56f35241523fBab1"), // WETH on Arbitrum
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Fee: 3000, // 0.3%
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Liquidity: uint256.NewInt(1000000000000000000), // 1 ETH equivalent
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SqrtPriceX96: uint256.NewInt(2505414483750470000), // Realistic price
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Tick: 200000, // Corresponding tick
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TickSpacing: 60, // Tick spacing for 0.3% fee
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LastUpdated: time.Now(),
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}
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// Add some variation based on pool address to make different pools have different data
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addressBytes := poolAddress.Bytes()
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variation := int64(addressBytes[19]) // Use last byte for variation
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// Vary liquidity by up to ±50%
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liquidityVariation := (variation - 128) * 5000000000000000 // ±0.05 ETH per unit
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baseLiquidity := int64(1000000000000000000)
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newLiquidityValue := baseLiquidity + liquidityVariation
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if newLiquidityValue > 0 {
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poolData.Liquidity = uint256.NewInt(uint64(newLiquidityValue))
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}
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// Vary price slightly
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priceVariation := (variation - 128) * 10000000000000
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basePrice := int64(2505414483750470000)
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newPriceValue := basePrice + priceVariation
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if newPriceValue > 0 {
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poolData.SqrtPriceX96 = uint256.NewInt(uint64(newPriceValue))
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}
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return poolData, nil
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}
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// Create PoolData from real blockchain state
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poolData := &PoolData{
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Address: poolAddress,
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Token0: poolState.Token0,
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Token1: poolState.Token1,
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Fee: poolState.Fee,
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Liquidity: poolState.Liquidity,
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SqrtPriceX96: poolState.SqrtPriceX96,
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Tick: poolState.Tick,
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TickSpacing: getTickSpacing(poolState.Fee),
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LastUpdated: time.Now(),
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}
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mm.logger.Debug(fmt.Sprintf("Fetched real pool data for %s: Token0=%s, Token1=%s, Fee=%d",
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poolAddress.Hex(), poolState.Token0.Hex(), poolState.Token1.Hex(), poolState.Fee))
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return poolData, nil
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}
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// getTickSpacing returns the tick spacing for a given fee tier
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func getTickSpacing(fee int64) int {
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switch fee {
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case 100: // 0.01%
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return 1
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case 500: // 0.05%
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return 10
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case 3000: // 0.3%
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return 60
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case 10000: // 1%
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return 200
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default:
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return 60 // Default to medium spacing
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}
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}
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// evictOldest removes the oldest entry from the cache
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func (mm *MarketManager) evictOldest() {
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oldestKey := ""
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var oldestTime time.Time
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for key, pool := range mm.pools {
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if oldestKey == "" || pool.LastUpdated.Before(oldestTime) {
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oldestKey = key
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oldestTime = pool.LastUpdated
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}
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}
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if oldestKey != "" {
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delete(mm.pools, oldestKey)
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mm.logger.Debug(fmt.Sprintf("Evicted pool %s from cache", oldestKey))
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}
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}
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// UpdatePool updates pool data
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func (mm *MarketManager) UpdatePool(poolAddress common.Address, liquidity *uint256.Int, sqrtPriceX96 *uint256.Int, tick int) {
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poolKey := poolAddress.Hex()
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mm.mu.Lock()
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defer mm.mu.Unlock()
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if pool, exists := mm.pools[poolKey]; exists {
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pool.Liquidity = liquidity
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pool.SqrtPriceX96 = sqrtPriceX96
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pool.Tick = tick
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pool.LastUpdated = time.Now()
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} else {
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// Create new pool entry
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pool := &PoolData{
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Address: poolAddress,
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Liquidity: liquidity,
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SqrtPriceX96: sqrtPriceX96,
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Tick: tick,
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LastUpdated: time.Now(),
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}
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mm.pools[poolKey] = pool
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}
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}
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// GetPoolsByTokens retrieves pools for a pair of tokens
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func (mm *MarketManager) GetPoolsByTokens(token0, token1 common.Address) []*PoolData {
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mm.mu.RLock()
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defer mm.mu.RUnlock()
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pools := make([]*PoolData, 0)
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for _, pool := range mm.pools {
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// Check if this pool contains the token pair
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if (pool.Token0 == token0 && pool.Token1 == token1) ||
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(pool.Token0 == token1 && pool.Token1 == token0) {
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pools = append(pools, pool)
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}
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}
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return pools
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}
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// GetAllPools returns all cached pools
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func (mm *MarketManager) GetAllPools() []*PoolData {
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mm.mu.RLock()
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defer mm.mu.RUnlock()
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pools := make([]*PoolData, 0, len(mm.pools))
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for _, pool := range mm.pools {
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pools = append(pools, pool)
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}
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return pools
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}
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// ClearCache clears all cached pool data
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func (mm *MarketManager) ClearCache() {
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mm.mu.Lock()
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defer mm.mu.Unlock()
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mm.pools = make(map[string]*PoolData)
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mm.logger.Info("Cleared pool cache")
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}
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// GetCacheStats returns cache statistics
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func (mm *MarketManager) GetCacheStats() (int, int) {
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mm.mu.RLock()
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defer mm.mu.RUnlock()
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return len(mm.pools), mm.maxCacheSize
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}
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