feat: create v2-prep branch with comprehensive planning

Restructured project for V2 refactor:

**Structure Changes:**
- Moved all V1 code to orig/ folder (preserved with git mv)
- Created docs/planning/ directory
- Added orig/README_V1.md explaining V1 preservation

**Planning Documents:**
- 00_V2_MASTER_PLAN.md: Complete architecture overview
  - Executive summary of critical V1 issues
  - High-level component architecture diagrams
  - 5-phase implementation roadmap
  - Success metrics and risk mitigation

- 07_TASK_BREAKDOWN.md: Atomic task breakdown
  - 99+ hours of detailed tasks
  - Every task < 2 hours (atomic)
  - Clear dependencies and success criteria
  - Organized by implementation phase

**V2 Key Improvements:**
- Per-exchange parsers (factory pattern)
- Multi-layer strict validation
- Multi-index pool cache
- Background validation pipeline
- Comprehensive observability

**Critical Issues Addressed:**
- Zero address tokens (strict validation + cache enrichment)
- Parsing accuracy (protocol-specific parsers)
- No audit trail (background validation channel)
- Inefficient lookups (multi-index cache)
- Stats disconnection (event-driven metrics)

Next Steps:
1. Review planning documents
2. Begin Phase 1: Foundation (P1-001 through P1-010)
3. Implement parsers in Phase 2
4. Build cache system in Phase 3
5. Add validation pipeline in Phase 4
6. Migrate and test in Phase 5

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
Administrator
2025-11-10 10:14:26 +01:00
parent 1773daffe7
commit 803de231ba
411 changed files with 20390 additions and 8680 deletions

View File

@@ -0,0 +1,69 @@
package lookup
import (
"math"
"math/big"
)
// SqrtPriceX96ToPriceWithLookup converts sqrtPriceX96 to a price using lookup tables
func SqrtPriceX96ToPriceWithLookup(sqrtPriceX96 *big.Int) *big.Float {
// price = (sqrtPriceX96 / 2^96)^2
// price = sqrtPriceX96^2 / 2^192
// Calculate sqrtPriceX96^2
sqrtPriceSquared := new(big.Int).Mul(sqrtPriceX96, sqrtPriceX96)
// Convert to big.Float for division
price := new(big.Float).SetInt(sqrtPriceSquared)
// Divide by 2^192 using lookup table
q192 := GetQ192()
q192Float := new(big.Float).SetInt(q192)
price.Quo(price, q192Float)
return price
}
// PriceToSqrtPriceX96WithLookup converts a price to sqrtPriceX96 using lookup tables
func PriceToSqrtPriceX96WithLookup(price *big.Float) *big.Int {
// sqrtPriceX96 = sqrt(price) * 2^96
// Calculate sqrt(price)
sqrtPrice := new(big.Float).Sqrt(price)
// Multiply by 2^96 using lookup table
q96Int := GetQ96()
q96 := new(big.Float).SetInt(q96Int)
sqrtPrice.Mul(sqrtPrice, q96)
// Convert to big.Int
sqrtPriceX96 := new(big.Int)
sqrtPrice.Int(sqrtPriceX96)
return sqrtPriceX96
}
// TickToSqrtPriceX96WithLookup converts a tick to sqrtPriceX96 using lookup tables
func TickToSqrtPriceX96WithLookup(tick int) *big.Int {
// sqrtPriceX96 = 1.0001^(tick/2) * 2^96
// For better performance with large tick values, we'll use logarithms
// but with cached base values
lnBase := math.Log(1.0001) // ln(1.0001) ≈ 9.999500016666e-05
logResult := lnBase * float64(tick) / 2.0
result := math.Exp(logResult)
// Convert to big.Float
price := new(big.Float).SetFloat64(result)
// Multiply by 2^96 using lookup table
q96Int := GetQ96()
q96 := new(big.Float).SetInt(q96Int)
price.Mul(price, q96)
// Convert to big.Int
sqrtPriceX96 := new(big.Int)
price.Int(sqrtPriceX96)
return sqrtPriceX96
}