1 files changed, 141 insertions, 0 deletions
diff --git a/backend/src/arbitrage.py b/backend/src/arbitrage.py
new file mode 100644
index 0000000..0991bbc
--- /dev/null
+++ b/backend/src/arbitrage.py
@@ -0,0 +1,141 @@
+import logging
+from dataclasses import dataclass
+from typing import Optional, List
+
+from market import Order
+
+logging.basicConfig(level=logging.INFO)
+logger = logging.getLogger(__name__)
+
+TAX_RATE = 0.08
+PROFIT_THRESHOLD = 100_000
+MAX_CAPITAL = 100_000_000
+SNIPE_PROFIT_THRESHOLD = 20_000_000
+
+@dataclass
+class Trade:
+    from_station: int
+    to_station: int
+    from_order_id: int
+    to_order_id: int
+    item_name: str
+    type_id: int
+    item_cargo_volume: float
+    from_price: float
+    to_price: float
+    quantity: int
+    cargo: float
+    gross_profit: float
+    net_profit: Optional[float] = None
+
+def arbitrage(orders: List[Order], cargo_space: int) -> List[Trade]:
+    sell_orders = sorted(
+        (order for order in orders if not order.is_buy_order),
+        key=lambda x: x.price
+    )
+    buy_orders = sorted(
+        (order for order in orders if order.is_buy_order),
+        key=lambda x: x.price, reverse=True
+    )
+
+    logger.info("Initial sell orders: %d, buy orders: %d", len(sell_orders), len(buy_orders))
+
+    sell_orders = filter_orders_for_cargo(sell_orders, cargo_space)
+    buy_orders = filter_orders_for_cargo(buy_orders, cargo_space)
+    logger.info("After cargo filter - sell orders: %d, buy orders: %d", len(sell_orders), len(buy_orders))
+
+    sell_orders = filter_orders_for_capital_risk(sell_orders, MAX_CAPITAL)
+    buy_orders = filter_orders_for_capital_risk(buy_orders, MAX_CAPITAL)
+    logger.info("After capital risk filter - sell orders: %d, buy orders: %d", len(sell_orders), len(buy_orders))
+
+    trades = create_trades(sell_orders, buy_orders)
+    return trades
+
+def create_trades(sell_orders: List[Order], buy_orders: List[Order]) -> List[Trade]:
+    trades = []
+    grouped_sell_orders = {}
+    grouped_buy_orders = {}
+
+    for order in sell_orders:
+        grouped_sell_orders.setdefault(order.type_id, []).append(order)
+    for order in buy_orders:
+        grouped_buy_orders.setdefault(order.type_id, []).append(order)
+
+    for type_id in grouped_sell_orders.keys() & grouped_buy_orders.keys():
+        for sell_order in grouped_sell_orders[type_id]:
+            for buy_order in grouped_buy_orders[type_id]:
+                effective_buy_price = buy_order.price * (1 - TAX_RATE)
+                if effective_buy_price < sell_order.price:
+                    continue
+
+                quantity = min(sell_order.volume_remain, buy_order.volume_remain)
+                gross_profit = quantity * (effective_buy_price - sell_order.price)
+
+                if gross_profit < PROFIT_THRESHOLD:
+                    continue
+
+                cargo_volume = quantity * sell_order.item_cargo_volume
+
+                trade = Trade(
+                    from_station=sell_order.location_id,
+                    to_station=buy_order.location_id,
+                    from_order_id=sell_order.order_id,
+                    to_order_id=buy_order.order_id,
+                    item_name=sell_order.item_name,
+                    type_id=sell_order.type_id,
+                    item_cargo_volume=sell_order.item_cargo_volume,
+                    from_price=sell_order.price,
+                    to_price=buy_order.price,
+                    quantity=quantity,
+                    cargo=cargo_volume,
+                    gross_profit=gross_profit
+                )
+                trades.append(trade)
+    return trades
+
+def filter_orders_for_cargo(orders: List[Order], cargo_space: int) -> List[Order]:
+    filtered_orders = []
+    for order in orders:
+        item_volume = order.item_cargo_volume
+        if item_volume == 0:
+            continue
+        max_quantity = int(cargo_space // item_volume)
+        volume_remain = min(order.volume_remain, max_quantity)
+        if volume_remain > 0:
+            order = Order(**vars(order))
+            order.volume_remain = volume_remain
+            filtered_orders.append(order)
+    return filtered_orders
+
+def filter_orders_for_capital_risk(orders: List[Order], max_amount: int) -> List[Order]:
+    filtered_orders = []
+    for order in orders:
+        price = order.price
+        if price == 0:
+            continue
+        max_quantity = int(max_amount // price)
+        volume_remain = min(order.volume_remain, max_quantity)
+        if volume_remain > 0:
+            order = Order(**vars(order))
+            order.volume_remain = volume_remain
+            filtered_orders.append(order)
+    return filtered_orders
+
+def snipe(orders: List[Order], cargo_space: int, current_region: int) -> Optional[Trade]:
+    trades = arbitrage(orders, cargo_space)
+
+    order_regions = {order.order_id: order.region_id for order in orders}
+
+    region_trades = [
+        trade for trade in trades
+        if order_regions.get(trade.from_order_id) == current_region
+    ]
+
+    region_trades.sort(key=lambda x: x.gross_profit, reverse=True)
+
+    logger.info("Reviewing potential snipes for region %d: %d trades found", current_region, len(region_trades))
+
+    if region_trades and region_trades[0].gross_profit > SNIPE_PROFIT_THRESHOLD:
+        return region_trades[0]
+    else:
+        return None