CrossSubnet AI Arbitrage Bot (CSAAB)

A sophisticated arbitrage bot that leverages Model Context Protocol (MCP) to identify and execute profitable arbitrage opportunities across Avalanche subnets with transparent, verifiable AI decision-making.

🚀 Features

• AI-Powered Opportunity Detection: Uses MCP for intelligent arbitrage identification
• Multi-Subnet Support: Monitors prices across multiple Avalanche subnets
• Real-time Price Monitoring: Continuous price tracking from major DEXs
• Automated Trade Execution: Smart execution with risk management
• On-Chain Verification: Complete transparency with verifiable decision chains
• Advanced Analytics: Comprehensive performance tracking and reporting
• Role-based Access Control: Secure multi-user system with different permission levels
• WebSocket Real-time Updates: Live price and opportunity feeds
• MEV Protection: Advanced protection against front-running attacks

🏗️ Architecture

┌─────────────────┐    ┌─────────────────┐    ┌─────────────────┐
│   Web Dashboard │    │   Mobile App    │    │   API Clients   │
└─────────┬───────┘    └─────────┬───────┘    └─────────┬───────┘
          │                      │                      │
          └──────────────────────┼──────────────────────┘
                                 │
                    ┌─────────────▼─────────────┐
                    │      API Gateway          │
                    │   (Express + Socket.IO)   │
                    └─────────────┬─────────────┘
                                  │
          ┌───────────────────────┼───────────────────────┐
          │                       │                       │
┌─────────▼─────────┐  ┌─────────▼─────────┐  ┌─────────▼─────────┐
│  Price Monitoring │  │  MCP Integration  │  │  Trade Execution  │
│      Service      │  │      Service      │  │      Service      │
└─────────┬─────────┘  └─────────┬─────────┘  └─────────┬─────────┘
          │                      │                      │
          └──────────────────────┼──────────────────────┘
                                 │
                    ┌─────────────▼─────────────┐
                    │      Database Layer       │
                    │   (PostgreSQL + Redis)    │
                    └───────────────────────────┘

📋 Prerequisites

• Node.js 18+
• PostgreSQL 13+
• Redis 6+
• Docker (optional)
• Avalanche node access
• MCP API credentials

🛠️ Installation

1. Clone the repository

git clone https://github.com/your-org/crosssubnet-ai-arbitrage-bot.git
cd crosssubnet-ai-arbitrage-bot

2. Install dependencies

npm install

3. Environment Configuration

Copy the environment template and configure your settings:

cp env.example .env

Edit .env with your configuration:

# Database Configuration
DB_HOST=localhost
DB_PORT=5432
DB_NAME=csab_db
DB_USER=csab_user
DB_PASSWORD=your_secure_password

# Redis Configuration
REDIS_HOST=localhost
REDIS_PORT=6379

# JWT Configuration
JWT_SECRET=your_super_secret_jwt_key_here

# MCP Configuration
MCP_API_ENDPOINT=https://api.modelcontextprotocol.com
MCP_API_KEY=your_mcp_api_key_here

# Avalanche Network Configuration
AVALANCHE_C_CHAIN_RPC=https://api.avax.network/ext/bc/C/rpc

4. Database Setup

Create the database and run migrations:

# Create database
createdb csab_db

# Run migrations (in development)
npm run dev

5. Build and Start

# Build the project
npm run build

# Start the application
npm start

# Or run in development mode
npm run dev

🐳 Docker Deployment

Using Docker Compose

# Build and start all services
docker-compose up -d

# View logs
docker-compose logs -f

# Stop services
docker-compose down

Manual Docker Build

# Build the image
docker build -t csab .

# Run the container
docker run -p 3000:3000 --env-file .env csab

📊 API Documentation

Authentication

# Register a new user
POST /api/v1/auth/register
{
  "username": "trader1",
  "email": "trader@example.com",
  "password": "securepassword123",
  "role": "trader"
}

# Login
POST /api/v1/auth/login
{
  "username": "trader1",
  "password": "securepassword123"
}

Opportunities

# Get current opportunities
GET /api/v1/opportunities
Authorization: Bearer <token>

# Get specific opportunity
GET /api/v1/opportunities/:id
Authorization: Bearer <token>

Trades

# Get trade history
GET /api/v1/trades
Authorization: Bearer <token>

# Get specific trade
GET /api/v1/trades/:id
Authorization: Bearer <token>

Analytics

# Get performance metrics
GET /api/v1/analytics/performance
Authorization: Bearer <token>

System Status

# Get system health
GET /api/v1/system/status
Authorization: Bearer <token>

🔧 Configuration

Trading Parameters

• MIN_PROFIT_THRESHOLD: Minimum profit percentage (default: 0.5%)
• MAX_TRADE_SIZE_USD: Maximum trade size in USD (default: $10,000)
• MIN_TRADE_SIZE_USD: Minimum trade size in USD (default: $100)
• GAS_LIMIT_MULTIPLIER: Gas limit multiplier (default: 1.2)
• SLIPPAGE_TOLERANCE: Slippage tolerance percentage (default: 0.5%)

Monitoring Settings

• PRICE_UPDATE_INTERVAL: Price update frequency in milliseconds (default: 1000ms)
• OPPORTUNITY_CHECK_INTERVAL: Opportunity check frequency (default: 1000ms)
• HEALTH_CHECK_INTERVAL: Health check frequency (default: 30000ms)

🔒 Security

Authentication & Authorization

• JWT-based authentication with refresh tokens
• Role-based access control (Administrator, Trader, Analyst, Auditor)
• Session management with automatic expiration
• Rate limiting to prevent abuse

Wallet Security

• AES-256 encryption for private keys
• Hardware wallet integration support
• Multi-signature wallet support
• Secure key management

API Security

• Helmet.js for security headers
• CORS configuration
• Rate limiting
• Input validation and sanitization

📈 Performance Metrics

The system tracks comprehensive performance metrics:

• Success Rate: Percentage of successful trades
• Average Profit: Average profit per trade
• Total Volume: Total trading volume
• Gas Efficiency: Gas cost optimization
• Execution Speed: Average execution time
• Risk Metrics: Risk assessment scores

🧪 Testing

# Run all tests
npm test

# Run tests in watch mode
npm run test:watch

# Run specific test suite
npm test -- --grep "opportunity detection"

# Generate coverage report
npm test -- --coverage

📝 Logging

The application uses structured logging with Winston:

• Console logging for development
• File logging for production
• JSON format for machine readability
• Log levels: error, warn, info, debug
• Request tracking with unique IDs

🔍 Monitoring

Health Checks

• Database connectivity
• Redis connectivity
• MCP service health
• Price monitoring status
• System resource usage

Alerts

• Opportunity detection alerts
• Trade execution notifications
• System error alerts
• Performance threshold alerts
• Balance low warnings

🚨 Troubleshooting

Common Issues

1. Database Connection Failed

   • Check PostgreSQL is running
   • Verify connection credentials
   • Ensure database exists

2. MCP Service Unavailable

   • Verify API credentials
   • Check network connectivity
   • Review MCP service status

3. Price Data Not Updating

   • Check exchange API endpoints
   • Verify rate limits
   • Review network connectivity

4. Authentication Issues

   • Verify JWT secret configuration
   • Check token expiration
   • Review user account status

🤝 Contributing

1. Fork the repository
2. Create a feature branch
3. Make your changes
4. Add tests for new functionality
5. Ensure all tests pass
6. Submit a pull request

📄 License

This project is licensed under the MIT License - see the LICENSE file for details.

🆘 Support

• Documentation: Wiki
• Issues: GitHub Issues
• Discussions: GitHub Discussions
• Email: support@csab.com

⚠️ Disclaimer

This software is for educational and research purposes. Trading cryptocurrencies involves significant risk. Use at your own risk and never invest more than you can afford to lose.

🔄 Version History

• v1.0.0 - Initial release with core arbitrage functionality
• v1.1.0 - Added MCP integration and advanced analytics
• v1.2.0 - Enhanced security and performance optimizations
• v1.3.0 - Added MEV protection and cross-subnet bridges

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Built with ❤️ by the CSAAB Team