feat(core): gas-aware profit calculator + profit-ordered OpportunityQueue#40
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feat(core): gas-aware profit calculator + profit-ordered OpportunityQueue#40
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Shared decision point for the scanner → router → executor handoff:
given a candidate liquidation priced entirely in USD cents, decide
whether its net beats the configured `min_profit_usd` threshold.
Formula:
gross = repay × liquidation_bonus_bps / 10_000
slippage = gross × slippage_bps / 10_000
net = gross − flash_fee − gas − slippage
Design notes:
- Integer USD cents throughout. Caller converts once at the boundary
using the Chainlink price cache; no float drift on the hot path
- `ProfitInputs` / `NetProfit` structs make the interface auditable
- Overflow-safe: `checked_mul` + `checked_add` on every arithmetic
step; bogus bps values (> 10_000) are rejected up front
- Errors carry the itemised cost breakdown so logs show exactly why a
candidate was dropped
Five unit tests cover: healthy-path numbers, below-threshold
rejection, cost-eats-gross rejection, bogus bps validation, zero
threshold acceptance.
Final Day-3 piece: a priority queue the executor drains one per block, always taking the highest-net-profit liquidation that hasn't aged out. - `BinaryHeap<QueueEntry>` under the hood; ordering keyed on `net_profit_usd_cents` so the heap root is the richest opportunity - Private `QueueEntry` wrapper keeps `Ord` off the public `LiquidationOpportunity` — the type stays free of ordering semantics in unrelated contexts - TTL in blocks (default 2, ≈ 6 s on BSC). Stale entries get silently dropped on `pop` and can be swept via `prune_stale` - `push` / `pop` / `prune_stale` / `len` / `is_empty` surface; callers track the current block themselves so the queue has no concept of time beyond what the caller feeds it - Five unit tests: ordering, TTL boundary, stale drop, prune count, default TTL
This was referenced Apr 22, 2026
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Rebuild the profit path and opportunity queue end-to-end around integer units and typed errors so the executor can reason about failure modes without anyhow string matching. profit.rs: - replace anyhow::Result with thiserror ProfitError enum covering InvalidBps, InvalidPrice, Overflow, UnsupportedDecimals, Unprofitable, BelowMinThreshold - drop all f64 from the profit path; min_profit threshold is now u64 micro-USD matching BotConfig - add Price (1e8) and from_opportunity constructor that converts wei amounts through U256 into USD cents via a per-token Chainlink price; collateral and debt priced independently so the formula works for non-stable/non-matching markets - charge slippage against expected_swap_output_cents, not the gross bonus, so the budget reflects the swap the bot actually performs - ProfitInputs, NetProfit, ProfitError all #[non_exhaustive] - field-level rustdoc documents every unit + conversion path - tests: u64::MAX overflow on slippage mul, u64::MAX overflow on total-cost add, 10_000 bps boundary valid, 10_001 rejected, cost > gross, min_profit == 0, zero price rejected, decimals > 18 rejected, realistic BSC case (1 BNB @ $600 with 10% bonus) queue.rs: - wrap BinaryHeap in Arc<tokio::sync::Mutex<_>>; OpportunityQueue is Clone + Send + Sync; push/pop/prune/len/is_empty are async - QueueEntry Ord uses (net_profit_cents, inserted_at_block) lexicographic with fresher-first tie-break; manual PartialEq mirrors Ord exactly - saturating_sub on the staleness check keeps entries alive across a reorg rewind instead of wrapping to a massive age - QueueEntry gains #[non_exhaustive] - tests: tie-break (fresher wins), reorg 105->104 rewind keeps entry, pruned entry stays dropped across rewind, 16 concurrent producers / 1 consumer with ordering invariant asserted types.rs: - LiquidationOpportunity::with_profit(position, .., net_profit) constructor that copies net_profit.net_usd_cents into the opportunity, eliminating dual representation drift config.rs + config/default.toml: - BotConfig.min_profit_usd (f64) -> min_profit_usd_1e6 (u64) stored in micro-USD so TOML stays integer-only; executor converts to cents internally (/ 10_000) Closes #146 #147 #148 #149 #150 #151 #152 #153 #154 #155 #156 #157
…nd-queue # Conflicts: # Cargo.lock # Cargo.toml # config/default.toml # crates/charon-core/src/config.rs # crates/charon-core/src/lib.rs # crates/charon-core/src/types.rs
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Two bundled changes that sit between router and executor.
Profit calculator (
profit.rs):ProfitInputs/NetProfitstructs — integer USD cents throughout, no float driftcalculate_profit(inputs, min_profit_usd)formula:checked_mul/checked_add; bogus bps (> 10_000) rejectedOpportunityQueue (
queue.rs):BinaryHeap<QueueEntry>keyed onnet_profit_usd_cents(max-heap root = most profitable)QueueEntrywrapper keepsOrdoff publicLiquidationOpportunitypop, sweepable viaprune_staleDepends on #14 (
feat/14-flashloan-router).