ETH-sim C++: Ethereum Price Simulator

Fast dual-server price feed simulator for testing MEV bots and liquidation strategies. Includes interactive visualizer + starter (AI) testing scripts.

Overview

ETH-sim simulates two different price feeds for Ethereum:

• DEX Feed: High frequency noisy market data (10-100ms updates)
• Oracle Feed: Chainlink deviation/heartbeat updates (triggers on ≥0.05% price change or 1 hr heartbeat)

Made for testing arbitrage bots, liquidation systems, and oracle-dependent DeFi strategies in a controlled environment.

Tune feed parameters in /configs as desired.

Quick Start

Prereqs

• macOS
• homebrew

Installation

# 1. Install dependencies (one-time setup)
./INSTALL_DEPS.sh

# 2. Build the project
./build.sh

manual build:

cmake -B build -DCMAKE_BUILD_TYPE=Release
cmake --build build --parallel

# DEX 
./build/src/dex_sim/dex-sim

# oracle
./build/src/oracle_sim/oracle-sim

# visualizer
open http://localhost:9101/dual.html

AI summary:

Features

• ✅ Dual WebSocket Feeds: DEX (10-100ms) + Oracle (deviation/heartbeat)
• ✅ Geometric Brownian Motion: Realistic price simulation (200% volatility)
• ✅ Deviation Triggers: Chainlink-like updates on ≥N bps price change
• ✅ Heartbeat Triggers: Guaranteed updates every N seconds
• ✅ Real-time Visualizer: Beautiful dual-feed chart in browser
• ✅ Deterministic RNG: Reproducible simulations
• ✅ Fault Injection: Packet loss/duplication for stress testing
• ✅ Prometheus Metrics: Production-ready monitoring
• ✅ 100% Feature Parity: Identical to Rust version

Architecture

DEX Simulator (9101)          Oracle Simulator (9102)
├── GBM Price Engine          ├── GBM Price Engine
├── High Frequency (10-100ms) ├── Deviation Check (±N bps)
├── Burst Mode Support        ├── Heartbeat (N seconds)
├── Fault Injection           ├── Fault Injection
└── WebSocket /ws/ticks       └── WebSocket /ws/prices
         │                             │
         └─────────┬───────────────────┘
                   │
            Browser Visualizer
            (dual.html)

API Endpoints

DEX (Port 9101)

• GET /healthz - Health check
• GET /metrics - Prometheus metrics
• GET /prices/snapshot - Latest price (JSON)
• WebSocket /ws/ticks - Real-time stream
• GET /dual.html - Visualizer

Oracle (Port 9102)

• GET /healthz - Health check
• GET /metrics - Prometheus metrics
• GET /oracle/snapshot - Latest oracle price (JSON)
• WebSocket /ws/prices - Real-time stream

Configuration

DEX (configs/dex.yaml)

price_start: 3500.0      # Must match Oracle
gbm_sigma: 2.0           # 200% volatility (demo)

dex_tick_ms:
  min: 10                # High frequency
  max: 100

dex_burst_mode: true     # Alternates fast/slow
dex_p_drop: 0.02         # 2% packet loss

Oracle (configs/oracle.yaml)

price_start: 3500.0           # Must match DEX
gbm_sigma: 2.0                # Same as DEX

oracle_tick_ms:
  min: 1000                   # Check every 1-3.6s
  max: 3600

oracle_deviation_bps: 1       # 0.01% trigger (demo)
                              # Use 10-50 for realistic
oracle_heartbeat_ms: 3600000  # 1 hour

Testing

# Run all tests (unit + integration)
./run_all_tests.sh

# Unit tests only (19 tests)
./build/tests/test_core

# Integration tests only
./tests/integration_test.sh

WebSocket Message Format

{
  "type": "price",
  "ts": 1699123456789,
  "pair": "ETH/USD",
  "price": 3500.50,
  "source": "dex",
  "src_seq": 42,
  "delay_ms": 10,
  "stale": false
}

Use Cases

MEV Bot Testing: Test frontrunning against realistic DEX/Oracle spreads Liquidation Bots: Validate triggers with Oracle price updates Oracle Integration: Test Chainlink-dependent logic offline Stress Testing: Fault injection for network reliability testing

Troubleshooting

CMake cache errors: Delete build/ directory and run ./build.sh again

rm -rf build && ./build.sh

Build fails: Run ./INSTALL_DEPS.sh to install dependencies

./INSTALL_DEPS.sh

Port already in use: Kill existing instances

pkill -f dex-sim; pkill -f oracle-sim

Visualizer disconnected: Check servers are running

curl http://localhost:9101/healthz
curl http://localhost:9102/healthz

No Oracle updates: Lower oracle_deviation_bps to 1-10 bps in configs/oracle.yaml

Check logs: If using ./run.sh, logs are in /tmp/dex-sim.log and /tmp/oracle-sim.log