How to Setup Stablecoin Limit Orders: The 0x Protocol Implementation That Automated My Trading

// Core 0x limit order implementation
import { SignatureType, generatePseudoRandomSalt } from '@0x/utils';
import { Web3Wrapper } from '@0x/web3-wrapper';
import { LimitOrderFields, LimitOrder } from '@0x/protocol-utils';

class StablecoinLimitOrderSystem {
  constructor(config) {
    this.web3 = new Web3Wrapper(config.web3Provider);
    this.chainId = config.chainId || 1; // Ethereum mainnet
    this.exchangeProxy = config.exchangeProxyAddress;
    this.privateKey = config.privateKey;
    this.wallet = this.web3.eth.accounts.privateKeyToAccount(this.privateKey);
    
    // Stablecoin contract addresses
    this.tokens = {
      USDC: '0xA0b86a33E6417c7178d1b65C0f8E5b2B6B6D6cEC',
      USDT: '0xdAC17F958D2ee523a2206206994597C13D831ec7',
      DAI: '0x6B175474E89094C44Da98b954EedeAC495271d0F',
      FRAX: '0x853d955aCEf822Db058eb8505911ED77F175b99e'
    };
    
    // Track active orders
    this.activeOrders = new Map();
    this.executedOrders = new Map();
  }

  // Create a limit order for stablecoin arbitrage
  async createLimitOrder(params) {
    const {
      makerToken,
      takerToken, 
      makerAmount,
      takerAmount,
      expiration = Math.floor(Date.now() / 1000) + 3600, // 1 hour default
      taker = '0x0000000000000000000000000000000000000000' // Anyone can fill
    } = params;

    // Validate it's a stablecoin pair
    if (!this.isStablecoinPair(makerToken, takerToken)) {
      throw new Error('Only stablecoin pairs supported');
    }

    // Create the limit order
    const order = new LimitOrder({
      chainId: this.chainId,
      verifyingContract: this.exchangeProxy,
      maker: this.wallet.address,
      taker: taker,
      makerToken: makerToken,
      takerToken: takerToken,
      makerAmount: makerAmount.toString(),
      takerAmount: takerAmount.toString(),
      takerTokenFeeAmount: '0',
      sender: '0x0000000000000000000000000000000000000000',
      feeRecipient: '0x0000000000000000000000000000000000000000',
      pool: '0x0000000000000000000000000000000000000000000000000000000000000000',
      expiry: expiration.toString(),
      salt: generatePseudoRandomSalt().toString()
    });

    // Sign the order
    const signature = await order.getSignatureWithProviderAsync(
      this.web3.getProvider(),
      SignatureType.EthSign,
      this.wallet.address
    );

    // Calculate expected profit
    const expectedProfit = this.calculateExpectedProfit(
      makerToken,
      takerToken,
      makerAmount,
      takerAmount
    );

    const orderData = {
      order: order,
      signature: signature,
      expectedProfit: expectedProfit,
      createdAt: Date.now(),
      status: 'active',
      pair: `${this.getTokenSymbol(makerToken)}-${this.getTokenSymbol(takerToken)}`
    };

    // Store and submit to 0x
    this.activeOrders.set(order.salt, orderData);
    await this.submitOrderTo0x(order, signature);
    
    console.log(`✅ Limit order created: ${orderData.pair} | Expected profit: $${expectedProfit.toFixed(2)}`);
    
    return orderData;
  }

  // Submit order to 0x orderbook
  async submitOrderTo0x(order, signature) {
    const orderPayload = {
      order: {
        signature: signature,
        sender: order.sender,
        maker: order.maker,
        taker: order.taker,
        takerTokenFeeAmount: order.takerTokenFeeAmount,
        makerAmount: order.makerAmount,
        takerAmount: order.takerAmount,
        makerToken: order.makerToken,
        takerToken: order.takerToken,
        salt: order.salt,
        verifyingContract: order.verifyingContract,
        feeRecipient: order.feeRecipient,
        expiry: order.expiry,
        chainId: order.chainId,
        pool: order.pool
      }
    };

    try {
      const response = await fetch('https://api.0x.org/sra/v4/orders', {
        method: 'POST',
        headers: {
          'Content-Type': 'application/json',
        },
        body: JSON.stringify(orderPayload)
      });

      if (!response.ok) {
        throw new Error(`Failed to submit order: ${response.statusText}`);
      }

      const result = await response.json();
      console.log('Order submitted to 0x:', result);
      
      return result;
    } catch (error) {
      console.error('Error submitting order to 0x:', error);
      throw error;
    }
  }

  // Calculate expected profit from price difference
  calculateExpectedProfit(makerToken, takerToken, makerAmount, takerAmount) {
    const makerSymbol = this.getTokenSymbol(makerToken);
    const takerSymbol = this.getTokenSymbol(takerToken);
    
    // For stablecoins, calculate profit based on deviation from 1:1 parity
    const impliedRate = parseFloat(takerAmount) / parseFloat(makerAmount);
    const profit = Math.abs(impliedRate - 1.0) * parseFloat(makerAmount);
    
    return profit;
  }

  // Monitor for order fills
  async monitorOrderFills() {
    setInterval(async () => {
      for (const [salt, orderData] of this.activeOrders.entries()) {
        try {
          // Check if order has been filled
          const fillStatus = await this.checkOrderFillStatus(orderData.order);
          
          if (fillStatus.filled) {
            console.log(`🎉 Order filled! Profit: $${fillStatus.actualProfit.toFixed(2)}`);
            
            // Move to executed orders
            orderData.status = 'filled';
            orderData.fillTime = Date.now();
            orderData.actualProfit = fillStatus.actualProfit;
            orderData.fillTxHash = fillStatus.txHash;
            
            this.executedOrders.set(salt, orderData);
            this.activeOrders.delete(salt);
            
            // Log performance
            await this.logOrderPerformance(orderData);
          }
        } catch (error) {
          console.error(`Error checking order ${salt}:`, error);
        }
      }
    }, 5000); // Check every 5 seconds
  }

  async checkOrderFillStatus(order) {
    // Query 0x API for order status
    const response = await fetch(
      `https://api.0x.org/orderbook/v1/order/${order.salt}`
    );
    
    if (response.ok) {
      const orderInfo = await response.json();
      return {
        filled: orderInfo.metaData.remainingFillableTakerAmount === '0',
        actualProfit: this.calculateActualProfit(orderInfo),
        txHash: orderInfo.metaData.fillableTxHash
      };
    }
    
    return { filled: false };
  }
}

// Intelligent stablecoin arbitrage strategies
class StablecoinArbitrageStrategies {
  constructor(limitOrderSystem) {
    this.orderSystem = limitOrderSystem;
    this.priceFeeds = new Map();
    this.strategies = {
      'cross-dex-arbitrage': this.crossDexArbitrage.bind(this),
      'depeg-recovery': this.depegRecovery.bind(this),
      'yield-farming-rotation': this.yieldFarmingRotation.bind(this),
      'volatility-capture': this.volatilityCapture.bind(this)
    };
  }

  // Strategy 1: Cross-DEX arbitrage opportunities
  async crossDexArbitrage() {
    const pairs = [
      { maker: 'USDC', taker: 'USDT' },
      { maker: 'USDT', taker: 'USDC' },
      { maker: 'DAI', taker: 'USDC' },
      { maker: 'USDC', taker: 'DAI' }
    ];

    for (const pair of pairs) {
      const prices = await this.getPricesAcrossDEXs(pair.maker, pair.taker);
      const opportunities = this.findArbitrageOpportunities(prices, pair);
      
      for (const opp of opportunities) {
        if (opp.profitPercent > 0.15) { // Minimum 0.15% profit
          await this.createArbitrageOrder(opp);
        }
      }
    }
  }

  async findArbitrageOpportunities(prices, pair) {
    const opportunities = [];
    
    // Find price discrepancies between DEXs
    for (let i = 0; i < prices.length; i++) {
      for (let j = i + 1; j < prices.length; j++) {
        const price1 = prices[i];
        const price2 = prices[j];
        
        const spread = Math.abs(price1.rate - price2.rate);
        const profitPercent = (spread / Math.min(price1.rate, price2.rate)) * 100;
        
        if (profitPercent > 0.1) { // 0.1% minimum spread
          opportunities.push({
            buyDEX: price1.rate < price2.rate ? price1.dex : price2.dex,
            sellDEX: price1.rate < price2.rate ? price2.dex : price1.dex,
            buyPrice: Math.min(price1.rate, price2.rate),
            sellPrice: Math.max(price1.rate, price2.rate),
            profitPercent: profitPercent,
            pair: pair,
            liquidity: Math.min(price1.liquidity, price2.liquidity)
          });
        }
      }
    }
    
    return opportunities.sort((a, b) => b.profitPercent - a.profitPercent);
  }

  async createArbitrageOrder(opportunity) {
    const { pair, buyPrice, sellPrice, liquidity } = opportunity;
    
    // Calculate optimal order size based on liquidity and risk limits
    const maxOrderSize = Math.min(liquidity * 0.1, 50000); // Max $50K or 10% of liquidity
    const orderSize = this.calculateOptimalOrderSize(maxOrderSize, opportunity.profitPercent);
    
    // Create limit order to buy at the lower price
    const makerAmount = this.web3.utils.toWei(orderSize.toString(), 'ether');
    const takerAmount = this.web3.utils.toWei((orderSize * buyPrice).toString(), 'ether');
    
    await this.orderSystem.createLimitOrder({
      makerToken: this.orderSystem.tokens[pair.taker],
      takerToken: this.orderSystem.tokens[pair.maker],
      makerAmount: makerAmount,
      takerAmount: takerAmount,
      expiration: Math.floor(Date.now() / 1000) + 1800 // 30 minutes
    });
    
    console.log(`📊 Arbitrage order created: ${pair.maker}-${pair.taker} | Size: $${orderSize} | Expected profit: ${opportunity.profitPercent.toFixed(3)}%`);
  }

  // Strategy 2: Depeg recovery trading
  async depegRecovery() {
    const stablecoins = ['USDC', 'USDT', 'DAI', 'FRAX'];
    
    for (const token of stablecoins) {
      const currentPrice = await this.getCurrentPrice(token);
      const deviation = Math.abs(currentPrice - 1.0);
      
      if (deviation > 0.005) { // 0.5% deviation from peg
        await this.createDepegRecoveryOrder(token, currentPrice, deviation);
      }
    }
  }

  async createDepegRecoveryOrder(token, currentPrice, deviation) {
    const isUnderpegged = currentPrice < 1.0;
    const targetPrice = isUnderpegged ? 0.998 : 1.002; // Target return to near-peg
    
    const orderSize = this.calculateDepegOrderSize(deviation);
    const makerAmount = this.web3.utils.toWei(orderSize.toString(), 'ether');
    
    if (isUnderpegged) {
      // Buy the underpegged stablecoin with USDC
      const takerAmount = this.web3.utils.toWei((orderSize / targetPrice).toString(), 'ether');
      
      await this.orderSystem.createLimitOrder({
        makerToken: this.orderSystem.tokens['USDC'],
        takerToken: this.orderSystem.tokens[token],
        makerAmount: makerAmount,
        takerAmount: takerAmount,
        expiration: Math.floor(Date.now() / 1000) + 7200 // 2 hours
      });
    } else {
      // Sell the overpegged stablecoin for USDC
      const takerAmount = this.web3.utils.toWei((orderSize * targetPrice).toString(), 'ether');
      
      await this.orderSystem.createLimitOrder({
        makerToken: this.orderSystem.tokens[token],
        takerToken: this.orderSystem.tokens['USDC'],
        makerAmount: makerAmount,
        takerAmount: takerAmount,
        expiration: Math.floor(Date.now() / 1000) + 7200 // 2 hours
      });
    }
    
    console.log(`⚠️ Depeg recovery order: ${token} at ${currentPrice.toFixed(4)} | Target: ${targetPrice} | Size: $${orderSize}`);
  }

  calculateOptimalOrderSize(maxSize, profitPercent) {
    // Kelly Criterion adapted for stablecoin arbitrage
    const winProbability = 0.85; // Historical success rate
    const avgWin = profitPercent;
    const avgLoss = 0.05; // Average loss when trades go wrong
    
    const kellyFraction = (winProbability * avgWin - (1 - winProbability) * avgLoss) / avgWin;
    const kellySize = maxSize * Math.min(kellyFraction, 0.25); // Cap at 25%
    
    return Math.max(1000, Math.min(kellySize, maxSize)); // Min $1K, max available
  }
}

// Advanced risk management for limit orders
class LimitOrderRiskManager {
  constructor() {
    this.positionLimits = {
      maxTotalExposure: 500000, // $500K max
      maxPerPair: 100000, // $100K per stablecoin pair
      maxPerOrder: 50000, // $50K per single order
      maxDailyVolume: 1000000 // $1M daily volume limit
    };
    
    this.riskMetrics = {
      currentExposure: 0,
      dailyVolume: 0,
      openOrders: new Map(),
      dailyPnL: 0
    };
    
    this.emergencyStopConditions = {
      maxDailyLoss: -10000, // Stop if daily loss exceeds $10K
      maxConsecutiveLosses: 5,
      minAccountBalance: 10000 // Maintain $10K minimum balance
    };
  }

  async validateOrderRisk(orderParams) {
    const checks = [
      this.checkPositionLimits(orderParams),
      this.checkCorrelationRisk(orderParams),
      this.checkLiquidityRisk(orderParams),
      this.checkVolatilityRisk(orderParams),
      this.checkEmergencyConditions()
    ];

    const results = await Promise.all(checks);
    const failed = results.filter(r => !r.passed);

    return {
      approved: failed.length === 0,
      reasons: failed.map(f => f.reason),
      riskScore: this.calculateRiskScore(results),
      adjustedSize: this.suggestAdjustedSize(orderParams, results)
    };
  }

  async checkPositionLimits(orderParams) {
    const { makerAmount, takerAmount } = orderParams;
    const orderValue = Math.max(parseFloat(makerAmount), parseFloat(takerAmount));
    
    // Check individual order limit
    if (orderValue > this.positionLimits.maxPerOrder) {
      return {
        passed: false,
        reason: `Order size ${orderValue} exceeds max per order ${this.positionLimits.maxPerOrder}`,
        severity: 'HIGH'
      };
    }
    
    // Check total exposure limit
    if (this.riskMetrics.currentExposure + orderValue > this.positionLimits.maxTotalExposure) {
      return {
        passed: false,
        reason: `Total exposure would exceed limit: ${this.riskMetrics.currentExposure + orderValue}`,
        severity: 'HIGH'
      };
    }
    
    return { passed: true };
  }

  async checkLiquidityRisk(orderParams) {
    const { makerToken, takerToken, makerAmount } = orderParams;
    
    // Get current liquidity data for the pair
    const liquidityData = await this.getLiquidityMetrics(makerToken, takerToken);
    const orderValue = parseFloat(makerAmount);
    
    // Check if order is too large relative to available liquidity
    const liquidityRatio = orderValue / liquidityData.totalLiquidity;
    
    if (liquidityRatio > 0.05) { // Order > 5% of total liquidity
      return {
        passed: false,
        reason: `Order too large relative to liquidity: ${(liquidityRatio * 100).toFixed(2)}%`,
        severity: 'MEDIUM'
      };
    }
    
    return { passed: true };
  }

  async checkVolatilityRisk(orderParams) {
    const { makerToken, takerToken } = orderParams;
    
    // Calculate recent price volatility
    const volatility = await this.calculatePairVolatility(makerToken, takerToken);
    
    // For stablecoins, high volatility (>2%) indicates potential risks
    if (volatility > 0.02) {
      return {
        passed: false,
        reason: `High volatility detected: ${(volatility * 100).toFixed(2)}%`,
        severity: 'MEDIUM'
      };
    }
    
    return { passed: true };
  }

  // Dynamic position sizing based on market conditions
  calculateDynamicPositionSize(baseSize, marketConditions) {
    let adjustedSize = baseSize;
    
    // Reduce size during high volatility
    if (marketConditions.volatility > 0.01) {
      adjustedSize *= 0.7;
    }
    
    // Reduce size if recent performance is poor
    if (this.riskMetrics.dailyPnL < -1000) {
      adjustedSize *= 0.5;
    }
    
    // Increase size if liquidity is abundant
    if (marketConditions.liquidity > 1000000) {
      adjustedSize *= 1.2;
    }
    
    return Math.min(adjustedSize, this.positionLimits.maxPerOrder);
  }

  // Emergency stop system
  async checkEmergencyStopConditions() {
    // Check daily loss limit
    if (this.riskMetrics.dailyPnL < this.emergencyStopConditions.maxDailyLoss) {
      await this.triggerEmergencyStop('Daily loss limit exceeded');
      return { passed: false, reason: 'Emergency stop: Daily loss limit' };
    }
    
    // Check account balance
    const currentBalance = await this.getCurrentAccountBalance();
    if (currentBalance < this.emergencyStopConditions.minAccountBalance) {
      await this.triggerEmergencyStop('Account balance too low');
      return { passed: false, reason: 'Emergency stop: Low balance' };
    }
    
    return { passed: true };
  }

  async triggerEmergencyStop(reason) {
    console.log(`🚨 EMERGENCY STOP TRIGGERED: ${reason}`);
    
    // Cancel all active orders
    await this.cancelAllActiveOrders();
    
    // Send alerts
    await this.sendEmergencyAlert(reason);
    
    // Disable new order creation
    this.emergencyMode = true;
    
    // Log the incident
    await this.logEmergencyStop(reason);
  }
}

// Performance monitoring and analytics system
class LimitOrderAnalytics {
  constructor() {
    this.performanceMetrics = {
      totalOrders: 0,
      filledOrders: 0,
      totalProfit: 0,
      totalVolume: 0,
      averageHoldTime: 0,
      successRate: 0,
      profitByStrategy: new Map(),
      profitByPair: new Map()
    };
    
    this.realtimeMetrics = {
      activeOrders: 0,
      dailyVolume: 0,
      dailyProfit: 0,
      hourlyFillRate: new Array(24).fill(0)
    };
  }

  // Calculate comprehensive performance statistics
  calculatePerformanceStats(timeframe = '30d') {
    const startDate = this.getStartDate(timeframe);
    const orders = this.getOrdersInTimeframe(startDate);
    
    const stats = {
      totalOrders: orders.length,
      filledOrders: orders.filter(o => o.status === 'filled').length,
      cancelledOrders: orders.filter(o => o.status === 'cancelled').length,
      expiredOrders: orders.filter(o => o.status === 'expired').length,
      
      totalVolume: orders.reduce((sum, o) => sum + o.volume, 0),
      totalProfit: orders.reduce((sum, o) => sum + (o.actualProfit || 0), 0),
      
      averageProfit: this.calculateAverageProfit(orders),
      averageHoldTime: this.calculateAverageHoldTime(orders),
      
      successRate: this.calculateSuccessRate(orders),
      profitFactor: this.calculateProfitFactor(orders),
      sharpeRatio: this.calculateSharpeRatio(orders),
      maxDrawdown: this.calculateMaxDrawdown(orders),
      
      profitByPair: this.groupProfitByPair(orders),
      profitByStrategy: this.groupProfitByStrategy(orders),
      profitByHour: this.groupProfitByHour(orders)
    };
    
    return stats;
  }

  calculateSuccessRate(orders) {
    const filledOrders = orders.filter(o => o.status === 'filled');
    const profitableOrders = filledOrders.filter(o => o.actualProfit > 0);
    
    return filledOrders.length > 0 ? (profitableOrders.length / filledOrders.length) * 100 : 0;
  }

  calculateSharpeRatio(orders) {
    const returns = orders
      .filter(o => o.status === 'filled')
      .map(o => o.actualProfit / o.volume); // Return as percentage of invested capital
    
    if (returns.length < 2) return 0;
    
    const avgReturn = returns.reduce((sum, r) => sum + r, 0) / returns.length;
    const variance = returns.reduce((sum, r) => sum + Math.pow(r - avgReturn, 2), 0) / returns.length;
    const stdDev = Math.sqrt(variance);
    
    return stdDev > 0 ? (avgReturn / stdDev) * Math.sqrt(365) : 0; // Annualized
  }

  // Real-time performance dashboard
  generatePerformanceDashboard() {
    const stats = this.calculatePerformanceStats('30d');
    
    return {
      summary: {
        totalProfit: stats.totalProfit,
        successRate: stats.successRate,
        activeOrders: this.realtimeMetrics.activeOrders,
        dailyProfit: this.realtimeMetrics.dailyProfit
      },
      
      topPerformingPairs: Array.from(stats.profitByPair.entries())
        .sort((a, b) => b[1] - a[1])
        .slice(0, 5),
        
      topPerformingStrategies: Array.from(stats.profitByStrategy.entries())
        .sort((a, b) => b[1] - a[1])
        .slice(0, 3),
        
      recentActivity: this.getRecentOrderActivity(10),
      
      alerts: this.generatePerformanceAlerts(stats)
    };
  }

  generatePerformanceAlerts(stats) {
    const alerts = [];
    
    // Alert if success rate is declining
    if (stats.successRate < 80) {
      alerts.push({
        type: 'WARNING',
        message: `Success rate (${stats.successRate.toFixed(1)}%) below target (80%)`,
        action: 'Review order parameters and market conditions'
      });
    }
    
    // Alert if daily profit is negative
    if (this.realtimeMetrics.dailyProfit < -500) {
      alerts.push({
        type: 'CRITICAL',
        message: `Daily loss: $${Math.abs(this.realtimeMetrics.dailyProfit).toFixed(2)}`,
        action: 'Consider reducing position sizes or pausing trading'
      });
    }
    
    // Alert if fill rate is low
    const fillRate = (stats.filledOrders / stats.totalOrders) * 100;
    if (fillRate < 50) {
      alerts.push({
        type: 'INFO',
        message: `Low fill rate (${fillRate.toFixed(1)}%) - orders may be too aggressive`,
        action: 'Adjust pricing strategy or reduce spreads'
      });
    }
    
    return alerts;
  }
}

// MEV protection for limit orders
class MEVProtectionSystem {
  constructor() {
    this.flashbotsRelay = new FlashbotsRelay();
    this.privateMempool = new PrivateMempool();
    this.bundleStrategies = new Map();
  }

  async protectOrder(order, protectionLevel = 'standard') {
    switch (protectionLevel) {
      case 'basic':
        return this.addBasicProtection(order);
      case 'standard':
        return this.addStandardProtection(order);
      case 'maximum':
        return this.addMaximumProtection(order);
      default:
        return order;
    }
  }

  addStandardProtection(order) {
    // Add randomized salt to make orders less predictable
    order.salt = this.generateRandomizedSalt();
    
    // Add slight price randomization to avoid exact price targeting
    const priceNoise = this.generatePriceNoise();
    order.takerAmount = this.adjustAmountWithNoise(order.takerAmount, priceNoise);
    
    // Set shorter expiration to reduce MEV window
    order.expiry = Math.min(order.expiry, Math.floor(Date.now() / 1000) + 1800); // Max 30 min
    
    return order;
  }

  addMaximumProtection(order) {
    // All standard protections plus:
    order = this.addStandardProtection(order);
    
    // Use Flashbots for high-value orders
    if (parseFloat(order.makerAmount) > 25000) {
      order.useFlashbots = true;
    }
    
    // Add commit-reveal scheme for very sensitive orders
    if (parseFloat(order.makerAmount) > 50000) {
      order.commitReveal = this.generateCommitReveal(order);
    }
    
    return order;
  }

  generatePriceNoise() {
    // Add 0.01-0.03% random noise to prices
    return (Math.random() * 0.0002) + 0.0001;
  }
}

// Multi-DEX integration for optimal execution
class MultiDEXIntegration {
  constructor() {
    this.dexConnectors = {
      'uniswap-v2': new UniswapV2Connector(),
      'uniswap-v3': new UniswapV3Connector(), 
      'sushiswap': new SushiswapConnector(),
      'curve': new CurveConnector(),
      '1inch': new OneInchConnector(),
      'paraswap': new ParaswapConnector()
    };
    
    this.liquidityAggregator = new LiquidityAggregator();
  }

  async findBestExecutionVenue(order) {
    const { makerToken, takerToken, makerAmount } = order;
    
    // Get quotes from all DEXs in parallel
    const quotes = await Promise.allSettled(
      Object.entries(this.dexConnectors).map(async ([dexName, connector]) => {
        const quote = await connector.getQuote(makerToken, takerToken, makerAmount);
        return {
          dex: dexName,
          quote: quote,
          estimatedGas: quote.estimatedGas,
          priceImpact: quote.priceImpact
        };
      })
    );

    // Filter successful quotes and rank by net profit
    const validQuotes = quotes
      .filter(result => result.status === 'fulfilled')
      .map(result => result.value)
      .filter(quote => quote.quote && quote.quote.toTokenAmount)
      .map(quote => ({
        ...quote,
        netProfit: this.calculateNetProfit(quote, order)
      }))
      .sort((a, b) => b.netProfit - a.netProfit);

    return validQuotes.length > 0 ? validQuotes[0] : null;
  }

  calculateNetProfit(quote, order) {
    const outputAmount = parseFloat(quote.quote.toTokenAmount);
    const expectedAmount = parseFloat(order.takerAmount);
    const profit = outputAmount - expectedAmount;
    
    // Subtract estimated gas costs
    const gasCost = quote.estimatedGas * 50e-9 * 2000; // 50 gwei, $2000 ETH
    
    return profit - gasCost;
  }
}

// Key optimizations that improved performance
class PerformanceOptimizations {
  
  // Batch order creation for better gas efficiency
  async createBatchOrders(orderParams) {
    const orders = orderParams.map(params => this.prepareOrder(params));
    
    // Submit all orders in a single transaction when possible
    const batchTransaction = await this.createBatchTransaction(orders);
    return this.submitBatch(batchTransaction);
  }

  // Dynamic gas pricing for optimal execution timing
  async optimizeGasPrice(urgency = 'normal') {
    const gasData = await this.getGasPrice();
    
    const multipliers = {
      'low': 0.9,
      'normal': 1.0,
      'high': 1.2,
      'urgent': 1.5
    };
    
    return Math.ceil(gasData.standard * multipliers[urgency]);
  }

  // Smart order timing based on historical patterns
  getOptimalOrderTiming() {
    const currentHour = new Date().getUTCHours();
    
    // Best opportunities historically occur during:
    const highActivityPeriods = [
      { start: 13, end: 15 }, // US market open
      { start: 21, end: 23 }, // Asia market activity
      { start: 7, end: 9 }    // Europe market open
    ];
    
    return highActivityPeriods.some(period => 
      currentHour >= period.start && currentHour <= period.end
    );
  }
}

// Cross-chain limit order system
class CrossChainLimitOrders {
  constructor() {
    this.chains = {
      ethereum: { chainId: 1, rpc: 'https://eth-mainnet.alchemyapi.io/v2/...' },
      polygon: { chainId: 137, rpc: 'https://polygon-mainnet.g.alchemy.com/v2/...' },
      arbitrum: { chainId: 42161, rpc: 'https://arb-mainnet.g.alchemy.com/v2/...' }
    };
    
    this.bridgeConnections = new Map();
  }

  async findCrossChainOpportunities() {
    const opportunities = [];
    
    for (const [chainA, configA] of Object.entries(this.chains)) {
      for (const [chainB, configB] of Object.entries(this.chains)) {
        if (chainA !== chainB) {
          const opportunity = await this.analyzeCrossChainArbitrage(chainA, chainB);
          if (opportunity.profitable) {
            opportunities.push(opportunity);
          }
        }
      }
    }
    
    return opportunities.sort((a, b) => b.profitPercent - a.profitPercent);
  }
}

// ML-powered order optimization
class MLOrderOptimizer {
  constructor() {
    this.model = new TensorFlow.Sequential();
    this.features = [
      'timeOfDay', 'dayOfWeek', 'volatility', 'liquidity',
      'gasPrice', 'spreadHistory', 'marketSentiment'
    ];
  }

  async predictOptimalParameters(marketData) {
    const features = this.extractFeatures(marketData);
    const prediction = await this.model.predict(features);
    
    return {
      optimalSpread: prediction.spread,
      optimalSize: prediction.size,
      optimalExpiration: prediction.expiration,
      confidence: prediction.confidence
    };
  }
}