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opportunity_finder.py
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from typing import Dict, Optional
import logging
from decimal import Decimal
import asyncio
from concurrent.futures import ThreadPoolExecutor
logger = logging.getLogger(__name__)
class OpportunityFinder:
def __init__(self, rpc_client):
self.client = rpc_client
self.executor = ThreadPoolExecutor(max_workers=4)
self.min_profit = Decimal('0.01') # In SOL
async def analyze_transaction(self, tx_data: Dict) -> Optional[Dict]:
try:
# Extract price impact
price_impact = await self._calculate_price_impact(tx_data)
if not price_impact:
return None
# Calculate potential profit
profit = await self._simulate_arbitrage(price_impact)
if profit > self.min_profit:
return {
'profit': float(profit),
'strategy': self._determine_strategy(price_impact),
'params': self._build_execution_params(tx_data, price_impact)
}
return None
except Exception as e:
logger.error(f"Analysis error: {e}")
return None
async def _calculate_price_impact(self, tx_data: Dict) -> Optional[Dict]:
try:
# Extract token amounts and calculate price impact
# This is a simplified example - implement actual calculation
return {
'token_in': tx_data['token_in'],
'token_out': tx_data['token_out'],
'impact': Decimal('0.01') # 1% impact
}
except:
return None
async def _simulate_arbitrage(self, price_impact: Dict) -> Decimal:
# Simulate the arbitrage opportunity
# This would involve checking prices across different DEXes
impact = price_impact['impact']
if impact > Decimal('0.02'): # 2% threshold
return impact * Decimal('0.5') # Expected profit
return Decimal('0')
def _determine_strategy(self, price_impact: Dict) -> str:
impact = price_impact['impact']
if impact > Decimal('0.05'):
return 'sandwich'
return 'arbitrage'
def _build_execution_params(self, tx_data: Dict, price_impact: Dict) -> Dict:
return {
'method': self._determine_strategy(price_impact),
'tokens': {
'in': price_impact['token_in'],
'out': price_impact['token_out']
},
'amounts': {
'min_profit': float(self.min_profit),
'max_position': 0.5 # SOL
}
}