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const logger = require('../utils/logger');
class MEVStrategy {
constructor(tradingEngine) {
this.tradingEngine = tradingEngine;
this.isScanning = false;
this.pendingTransactions = [];
this.mevOpportunities = [];
}
async scan() {
if (this.isScanning) return;
this.isScanning = true;
try {
// Scan mempool for MEV opportunities
// 1. Frontrunning opportunities
// 2. Sandwich attacks
// 3. Backrunning opportunities
await this.scanMempool();
} catch (error) {
logger.error('MEV scan error:', error);
} finally {
this.isScanning = false;
}
}
async scanMempool() {
try {
// In production, monitor mempool for large pending transactions
// This is a simplified simulation
const mockPendingTx = {
hash: '0x' + Math.random().toString(16).substr(2, 64),
from: '0x' + Math.random().toString(16).substr(2, 40),
to: '0x' + Math.random().toString(16).substr(2, 40),
value: ethers.utils.parseEther(String(Math.random() * 10)),
gasPrice: ethers.utils.parseUnits(String(50 + Math.random() * 50), 'gwei')
};
this.pendingTransactions.push(mockPendingTx);
// Check for sandwich opportunity
const opportunity = await this.analyzeSandwichOpportunity(mockPendingTx);
if (opportunity) {
this.mevOpportunities.push(opportunity);
logger.info('MEV opportunity detected:', opportunity.type);
}
} catch (error) {
logger.error('Scan mempool error:', error);
}
}
async analyzeSandwichOpportunity(transaction) {
// Analyze if we can profit from sandwiching this transaction
// This is a simplified simulation
const txValue = parseFloat(ethers.utils.formatEther(transaction.value));
if (txValue > 1) { // Only sandwich large transactions
const estimatedProfit = txValue * 0.005; // 0.5% profit estimate
if (estimatedProfit > 10) { // $10 minimum
return {
type: 'sandwich',
targetTx: transaction.hash,
estimatedProfit,
gasPrice: transaction.gasPrice,
timestamp: Date.now()
};
}
}
return null;
}
async execute(userId, params) {
try {
const { amount, targetTx, mevType = 'sandwich' } = params;
logger.info(`Executing MEV ${mevType} for user ${userId}`);
// Simulate MEV execution
const steps = [
`Detecting ${mevType} opportunity`,
'Calculating optimal gas price',
'Submitting frontrun transaction',
'Target transaction confirmed',
'Submitting backrun transaction',
'Extracting profit'
];
const executionLog = [];
let currentStep = 0;
for (const step of steps) {
await new Promise(resolve => setTimeout(resolve, 500));
executionLog.push({
step: ++currentStep,
action: step,
timestamp: Date.now()
});
}
// Calculate profit (20-50% based on opportunity)
const profitMultiplier = 0.20 + Math.random() * 0.30; // 20-50%
const grossProfit = parseFloat(amount) * profitMultiplier;
// Deduct costs
const gasFee = 0.15; // Higher gas for priority
const platformFee = grossProfit * 0.20; // 20% performance fee
const netProfit = grossProfit - gasFee - platformFee;
const mockTxHash = '0x' + Array.from({length: 64}, () =>
Math.floor(Math.random() * 16).toString(16)
).join('');
return {
success: true,
transactionHash: mockTxHash,
strategy: 'mev',
mevType,
amount: parseFloat(amount),
grossProfit,
fees: {
gas: gasFee,
platform: platformFee
},
profit: netProfit,
profitPercentage: (netProfit / parseFloat(amount)) * 100,
executionLog,
executionTime: steps.length * 500,
timestamp: Date.now()
};
} catch (error) {
logger.error('Execute MEV error:', error);
throw error;
}
}
async estimateProfit(params) {
try {
const { amount, mevType = 'sandwich' } = params;
// MEV profit ranges by type
const profitRanges = {
sandwich: { min: 20, max: 50, avg: 35 },
frontrun: { min: 15, max: 40, avg: 27.5 },
backrun: { min: 10, max: 30, avg: 20 }
};
const range = profitRanges[mevType] || profitRanges.sandwich;
const minProfit = (parseFloat(amount) * (range.min / 100)) - 0.15;
const maxProfit = (parseFloat(amount) * (range.max / 100)) - 0.15;
const avgProfit = (parseFloat(amount) * (range.avg / 100)) - 0.15;
const platformFee = avgProfit * 0.20;
const netProfit = avgProfit - platformFee;
return {
estimated: true,
mevType,
amount: parseFloat(amount),
expectedProfit: {
min: minProfit - (minProfit * 0.20),
max: maxProfit - (maxProfit * 0.20),
avg: netProfit
},
fees: {
gas: 0.15, // Higher gas for MEV
platform: platformFee
},
profitPercentage: (netProfit / parseFloat(amount)) * 100,
riskLevel: 'very high',
requirements: [
'Fast execution required',
'High gas fees',
'Opportunity dependent',
'Time-sensitive'
]
};
} catch (error) {
logger.error('Estimate MEV profit error:', error);
throw error;
}
}
getOpportunities() {
return this.mevOpportunities.slice(-10);
}
clearOpportunities() {
this.mevOpportunities = [];
this.pendingTransactions = [];
}
}
module.exports = MEVStrategy;
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