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

150
orig/pkg/uniswap/pricing.go Normal file
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@@ -0,0 +1,150 @@
package uniswap
import (
"math"
"math/big"
"github.com/holiman/uint256"
)
const (
// Q96 represents 2^96 used in Uniswap V3 sqrtPriceX96 calculations
Q96 = "79228162514264337593543950336" // 2^96 as string to avoid overflow
// Tick spacing for different fee tiers
LowTickSpacing = 10
MediumTickSpacing = 60
HighTickSpacing = 200
)
// SqrtPriceX96ToPrice converts sqrtPriceX96 to a price
// Price is represented as token1/token0
func SqrtPriceX96ToPrice(sqrtPriceX96 *big.Int) *big.Float {
// price = (sqrtPriceX96 / 2^96)^2
// price = sqrtPriceX96^2 / 2^192
// Initialize global cached constants
initConstants()
// Validate input
if sqrtPriceX96 == nil || sqrtPriceX96.Sign() <= 0 {
return new(big.Float).SetFloat64(0.0)
}
// Convert to big.Float for precision
sqrtPrice := new(big.Float).SetPrec(256).SetInt(sqrtPriceX96)
// Calculate sqrtPrice^2
price := new(big.Float).SetPrec(256)
price.Mul(sqrtPrice, sqrtPrice)
// Divide by 2^192 using global cached constant
denominator := new(big.Float).SetPrec(256).SetInt(GetQ192())
price.Quo(price, denominator)
return price
}
// PriceToSqrtPriceX96 converts a price to sqrtPriceX96
func PriceToSqrtPriceX96(price *big.Float) *big.Int {
// sqrtPriceX96 = sqrt(price) * 2^96
// Initialize global cached constants
initConstants()
// Calculate sqrt(price)
input := new(big.Float).SetPrec(256).Copy(price)
sqrtPrice := new(big.Float).SetPrec(256).Sqrt(input)
// Multiply by 2^96 using global cached constant
multiplier := new(big.Float).SetPrec(256).SetInt(GetQ96())
sqrtPrice.Mul(sqrtPrice, multiplier)
// Convert to big.Int
sqrtPriceX96 := new(big.Int)
sqrtPrice.Int(sqrtPriceX96)
return sqrtPriceX96
}
// TickToSqrtPriceX96 converts a tick to sqrtPriceX96
func TickToSqrtPriceX96(tick int) *big.Int {
// sqrtPriceX96 = 1.0001^(tick/2) * 2^96
// Initialize global cached constants
initConstants()
// Calculate 1.0001^(tick/2)
// For better precision, especially for large tick values, we use logarithms
// 1.0001^(tick/2) = e^(ln(1.0001) * tick/2)
lnBase := GetLnBase() // 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 global cached constant
price.Mul(price, GetQ96Float())
// Convert to big.Int
sqrtPriceX96 := new(big.Int)
price.Int(sqrtPriceX96)
return sqrtPriceX96
}
// SqrtPriceX96ToTick converts sqrtPriceX96 to a tick
func SqrtPriceX96ToTick(sqrtPriceX96 *big.Int) int {
// tick = log_1.0001(sqrtPriceX96 / 2^96)^2
// tick = log_1.0001(price)
// tick = 2 * log_1.0001(sqrtPriceX96 / 2^96)
if sqrtPriceX96.Cmp(big.NewInt(0)) <= 0 {
return 0 // Invalid input
}
// Initialize cached constants
initConstants()
// Convert to big.Float
sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
q96Float := GetQ96Float()
// Calculate sqrtPriceX96 / 2^96
ratio := new(big.Float).Quo(sqrtPrice, q96Float)
// Calculate ln(sqrtPriceX96 / 2^96) to avoid potential overflow
// tick = 2 * ln(sqrtPriceX96 / 2^96) / ln(1.0001)
lnRatio, _ := ratio.Float64()
lnValue := math.Log(lnRatio)
// Calculate tick
tick := int(2.0 * lnValue * GetInvLnBase())
return tick
}
// GetTickAtSqrtPrice calculates the tick for a given sqrtPriceX96 using uint256
func GetTickAtSqrtPrice(sqrtPriceX96 *uint256.Int) int {
// This is a simplified implementation
// In practice, you would use a more precise logarithmic calculation
// Convert to big.Int for calculation
sqrtPriceBig := sqrtPriceX96.ToBig()
return SqrtPriceX96ToTick(sqrtPriceBig)
}
// GetNextTick calculates the next initialized tick
func GetNextTick(currentTick int, tickSpacing int) int {
// Round down to nearest tick spacing
tick := ((currentTick / tickSpacing) + 1) * tickSpacing
return tick
}
// GetPreviousTick calculates the previous initialized tick
func GetPreviousTick(currentTick int, tickSpacing int) int {
// Round down to nearest tick spacing
tick := (currentTick / tickSpacing) * tickSpacing
return tick
}