Initial commit: Deal orchestration tool - Freeze-resistant arbitrage loop
- Implemented complete arbitrage loop (Steps 0-4) - Risk control service with hard caps (30% LTV, 25% USDTz exposure) - Progressive redemption testing (0k → 50k → cd /home/intlc/projects/proxmox/dbis_core/src/core/defi/arbitrage && git commit -m "Initial commit: Deal orchestration tool - Freeze-resistant arbitrage loop - Implemented complete arbitrage loop (Steps 0-4) - Risk control service with hard caps (30% LTV, 25% USDTz exposure) - Progressive redemption testing ($50k → $250k → $1M+) - Graceful failure handling and state management - CLI interface and programmatic API - Comprehensive documentation Features: - Capital split into three buckets (Core ETH, Working Liquidity, Opportunistic) - ETH wrapping and collateral supply - USDT borrowing at controlled LTV - Discount arbitrage execution - Partial monetization with redemption testing - Loop closing with profit capture Design Principles: - One-way risk only - Anchor asset (ETH) untouchable - No leverage on discounted assets - Independent leg settlement"M+) - Graceful failure handling and state management - CLI interface and programmatic API - Comprehensive documentation Features: - Capital split into three buckets (Core ETH, Working Liquidity, Opportunistic) - ETH wrapping and collateral supply - USDT borrowing at controlled LTV - Discount arbitrage execution - Partial monetization with redemption testing - Loop closing with profit capture Design Principles: - One-way risk only - Anchor asset (ETH) untouchable - No leverage on discounted assets - Independent leg settlement
This commit is contained in:
defiQUG
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deal-orchestrator.service.ts
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210
deal-orchestrator.service.ts
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// Deal Orchestrator Service
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// Main service that orchestrates the entire freeze-resistant arbitrage loop
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import { Decimal } from '@prisma/client/runtime/library';
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import { logger } from '@/infrastructure/monitoring/logger';
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import { v4 as uuidv4 } from 'uuid';
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import {
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DealExecutionRequest,
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DealExecutionResult,
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DealState,
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DealStep,
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} from './types';
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import { riskControlService } from './risk-control.service';
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import { stepExecutionService } from './step-execution.service';
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import { redemptionTestService } from './redemption-test.service';
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export class DealOrchestratorService {
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async executeDeal(
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request: DealExecutionRequest
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): Promise<DealExecutionResult> {
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const dealId = `DEAL-${uuidv4()}`;
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logger.info('Starting Deal Execution', {
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dealId,
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totalEthValue: request.totalEthValue,
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});
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const state: DealState = {
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dealId,
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step: DealStep.INITIALIZED,
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buckets: {
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coreEth: new Decimal(0),
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workingLiquidity: new Decimal(0),
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opportunisticUsdtz: new Decimal(0),
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},
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onChainTxHashes: {},
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errors: [],
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createdAt: new Date(),
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updatedAt: new Date(),
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};
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const riskChecks: DealExecutionResult['riskChecks'] = [];
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const redemptionTests: DealExecutionResult['redemptionTests'] = [];
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try {
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const totalNav = new Decimal(request.totalEthValue);
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const initialRiskCheck = await riskControlService.validateDealRequest(
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request,
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totalNav
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);
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riskChecks.push(initialRiskCheck);
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if (!initialRiskCheck.passed) {
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throw new Error(
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`Initial risk check failed: ${initialRiskCheck.errors.join(', ')}`
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);
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}
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state.step = DealStep.CAPITAL_SPLIT;
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const step0Result = await stepExecutionService.executeStep0(request);
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state.buckets = step0Result.buckets;
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state.updatedAt = new Date();
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state.step = DealStep.WORKING_LIQUIDITY_GENERATED;
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const step1Result = await stepExecutionService.executeStep1(
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state.buckets,
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request
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);
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state.collateralAmount = step1Result.collateralSupplied;
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state.borrowedAmount = step1Result.borrowedUsdt;
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if (step1Result.borrowTxHash) {
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state.onChainTxHashes['borrow'] = step1Result.borrowTxHash;
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}
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if (step1Result.supplyTxHash) {
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state.onChainTxHashes['supply'] = step1Result.supplyTxHash;
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}
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state.updatedAt = new Date();
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const postBorrowRiskCheck = await riskControlService.checkLtvCompliance(
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step1Result.collateralSupplied,
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step1Result.borrowedUsdt
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);
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riskChecks.push(postBorrowRiskCheck);
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state.step = DealStep.ARBITRAGE_EXECUTED;
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const step2Result = await stepExecutionService.executeStep2(
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step1Result.borrowedUsdt,
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request
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);
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state.usdtzAcquired = step2Result.usdtzReceived;
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if (step2Result.swapTxHash) {
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state.onChainTxHashes['swap'] = step2Result.swapTxHash;
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}
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state.updatedAt = new Date();
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const usdtzExposureCheck = await riskControlService.checkUsdtzExposure(
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step2Result.usdtzReceived,
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totalNav
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);
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riskChecks.push(usdtzExposureCheck);
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if (!usdtzExposureCheck.passed) {
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logger.warn('USDTz exposure exceeds limit, but continuing (non-critical)', {
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errors: usdtzExposureCheck.errors,
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});
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}
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state.step = DealStep.MONETIZATION_ATTEMPTED;
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const testResults = await redemptionTestService.executeProgressiveTests(
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step2Result.usdtzReceived
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);
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redemptionTests.push(...testResults);
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const step3Result = await stepExecutionService.executeStep3(
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step2Result.usdtzReceived,
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request
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);
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state.usdtzRedeemed = step3Result.usdtzForRedemption;
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state.usdtzColdStorage = step3Result.usdtzForColdStorage;
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if (step3Result.redemptionTxHash) {
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state.onChainTxHashes['redemption'] = step3Result.redemptionTxHash;
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}
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state.updatedAt = new Date();
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let step4Result;
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if (step3Result.redemptionSuccessful && step3Result.usdtReceived) {
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state.step = DealStep.LOOP_CLOSED;
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step4Result = await stepExecutionService.executeStep4(
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step1Result.borrowedUsdt,
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step3Result.usdtReceived,
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step3Result.usdtzForColdStorage,
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step1Result.collateralSupplied
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);
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if (step4Result.repayTxHash) {
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state.onChainTxHashes['repay'] = step4Result.repayTxHash;
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}
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if (step4Result.unlockTxHash) {
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state.onChainTxHashes['unlock'] = step4Result.unlockTxHash;
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}
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state.updatedAt = new Date();
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} else {
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state.step = DealStep.FROZEN;
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logger.warn('Deal degraded to holding state', {
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reason: 'USDTz redemption failed or frozen',
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note: 'ETH collateral remains safe, loan is healthy, USDTz is optional upside',
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});
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}
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let finalProfit: Decimal | undefined;
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if (step4Result) {
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finalProfit = step4Result.profitCaptured;
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}
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const status: DealExecutionResult['status'] =
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state.step === DealStep.LOOP_CLOSED
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? 'completed'
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: state.step === DealStep.FROZEN
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? 'frozen'
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: 'partial';
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logger.info('Deal Execution Complete', {
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dealId,
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status,
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finalProfit: finalProfit?.toString(),
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});
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return {
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dealId,
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state,
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step0: step0Result,
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step1: step1Result,
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step2: step2Result,
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step3: step3Result,
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step4: step4Result,
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riskChecks,
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redemptionTests,
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finalProfit,
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status,
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};
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} catch (error: any) {
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logger.error('Deal Execution Failed', {
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dealId,
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error: error.message,
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stack: error.stack,
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});
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state.step = DealStep.FAILED;
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state.errors.push(error.message);
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state.updatedAt = new Date();
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return {
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dealId,
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state,
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riskChecks,
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redemptionTests,
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status: 'failed',
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};
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}
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}
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async getDealStatus(dealId: string): Promise<DealState | null> {
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return null;
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}
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async listDeals(limit: number = 10): Promise<DealState[]> {
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return [];
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}
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}
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export const dealOrchestratorService = new DealOrchestratorService();
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