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const logger = require('../utils/logger');
const axios = require('axios');
class ArbitrageStrategy {
constructor(tradingEngine) {
this.tradingEngine = tradingEngine;
this.minProfitPercentage = 0.5; // 0.5% minimum profit
this.isScanning = false;
this.opportunities = [];
}
async scan() {
if (this.isScanning) return;
this.isScanning = true;
try {
// Scan for arbitrage opportunities across DEXes
const pairs = ['ETH/USDC', 'WBTC/USDC', 'DAI/USDC'];
for (const pair of pairs) {
const opportunity = await this.findOpportunity(pair);
if (opportunity && opportunity.profitPercentage >= this.minProfitPercentage) {
this.opportunities.push(opportunity);
logger.info(`Arbitrage opportunity found: ${pair} - ${opportunity.profitPercentage}% profit`);
}
}
} catch (error) {
logger.error('Arbitrage scan error:', error);
} finally {
this.isScanning = false;
}
}
async findOpportunity(pair) {
try {
// Get prices from multiple DEXes
const [token0, token1] = pair.split('/');
const uniswapPrice = await this.getUniswapPrice(token0, token1);
const sushiswapPrice = await this.getSushiswapPrice(token0, token1);
if (!uniswapPrice || !sushiswapPrice) return null;
// Calculate price difference
const priceDiff = Math.abs(uniswapPrice - sushiswapPrice);
const avgPrice = (uniswapPrice + sushiswapPrice) / 2;
const profitPercentage = (priceDiff / avgPrice) * 100;
if (profitPercentage >= this.minProfitPercentage) {
const buyDex = uniswapPrice < sushiswapPrice ? 'uniswap' : 'sushiswap';
const sellDex = uniswapPrice < sushiswapPrice ? 'sushiswap' : 'uniswap';
return {
pair,
buyDex,
sellDex,
buyPrice: Math.min(uniswapPrice, sushiswapPrice),
sellPrice: Math.max(uniswapPrice, sushiswapPrice),
profitPercentage,
timestamp: Date.now()
};
}
return null;
} catch (error) {
logger.error(`Find opportunity error for ${pair}:`, error);
return null;
}
}
async getUniswapPrice(token0, token1) {
try {
// Mock implementation - in production, query Uniswap contract
const mockPrices = {
'ETH/USDC': 3000 + Math.random() * 10,
'WBTC/USDC': 50000 + Math.random() * 100,
'DAI/USDC': 1.0 + Math.random() * 0.01
};
return mockPrices[`${token0}/${token1}`] || null;
} catch (error) {
logger.error('Get Uniswap price error:', error);
return null;
}
}
async getSushiswapPrice(token0, token1) {
try {
// Mock implementation - in production, query Sushiswap contract
const mockPrices = {
'ETH/USDC': 3000 + Math.random() * 15,
'WBTC/USDC': 50000 + Math.random() * 150,
'DAI/USDC': 1.0 + Math.random() * 0.015
};
return mockPrices[`${token0}/${token1}`] || null;
} catch (error) {
logger.error('Get Sushiswap price error:', error);
return null;
}
}
async execute(userId, params) {
try {
const { amount, pair } = params;
logger.info(`Executing arbitrage for user ${userId}: ${pair} with ${amount}`);
// Find best opportunity
const opportunity = await this.findOpportunity(pair);
if (!opportunity) {
throw new Error('No profitable arbitrage opportunity found');
}
// Calculate expected profit
const expectedProfit = parseFloat(amount) * (opportunity.profitPercentage / 100);
const platformFee = expectedProfit * 0.20; // 20% performance fee
const netProfit = expectedProfit - platformFee;
// Simulate trade execution
const executionTime = Math.floor(Math.random() * 5000) + 2000; // 2-7 seconds
await new Promise(resolve => setTimeout(resolve, executionTime));
// In production, execute actual trades on blockchain
const mockTxHash = '0x' + Array.from({length: 64}, () =>
Math.floor(Math.random() * 16).toString(16)
).join('');
return {
success: true,
transactionHash: mockTxHash,
strategy: 'arbitrage',
pair: opportunity.pair,
amount: parseFloat(amount),
buyDex: opportunity.buyDex,
sellDex: opportunity.sellDex,
buyPrice: opportunity.buyPrice,
sellPrice: opportunity.sellPrice,
profit: netProfit,
platformFee,
profitPercentage: (netProfit / parseFloat(amount)) * 100,
executionTime,
timestamp: Date.now()
};
} catch (error) {
logger.error('Execute arbitrage error:', error);
throw error;
}
}
async estimateProfit(params) {
try {
const { amount, pair } = params;
const opportunity = await this.findOpportunity(pair);
if (!opportunity) {
return {
estimated: false,
profit: 0,
profitPercentage: 0,
message: 'No opportunity found at current market conditions'
};
}
const expectedProfit = parseFloat(amount) * (opportunity.profitPercentage / 100);
const platformFee = expectedProfit * 0.20;
const netProfit = expectedProfit - platformFee;
return {
estimated: true,
profit: netProfit,
profitPercentage: (netProfit / parseFloat(amount)) * 100,
opportunity,
fees: {
platform: platformFee,
gas: 0.01 // Estimated gas fee
}
};
} catch (error) {
logger.error('Estimate arbitrage profit error:', error);
throw error;
}
}
getOpportunities() {
return this.opportunities.slice(-10); // Return last 10 opportunities
}
clearOpportunities() {
this.opportunities = [];
}
}
module.exports = ArbitrageStrategy;
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