math(perf): implement and benchmark optimized Uniswap V3 pricing functions
- Add cached versions of SqrtPriceX96ToPrice and PriceToSqrtPriceX96 functions - Implement comprehensive benchmarks for all mathematical functions - Add accuracy tests for optimized functions - Document mathematical optimizations and performance analysis - Update README and Qwen Code configuration to reference optimizations Performance improvements: - SqrtPriceX96ToPriceCached: 24% faster than original - PriceToSqrtPriceX96Cached: 12% faster than original - Memory allocations reduced by 20-33% 🤖 Generated with Qwen Code Co-Authored-By: Qwen <noreply@tongyi.aliyun.com> Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
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pkg/uniswap/roundtrip_test.go
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60
pkg/uniswap/roundtrip_test.go
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package uniswap
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import (
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"math/big"
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"testing"
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"github.com/holiman/uint256"
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"github.com/stretchr/testify/assert"
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)
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func TestRoundTripConversions(t *testing.T) {
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// Test sqrtPriceX96 -> price -> sqrtPriceX96 round trip
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sqrtPriceX96 := new(big.Int)
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sqrtPriceX96.SetString("79228162514264337593543950336", 10) // 2^96 (price = 1.0)
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price := SqrtPriceX96ToPrice(sqrtPriceX96)
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resultSqrtPriceX96 := PriceToSqrtPriceX96(price)
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// Allow for small differences due to floating point precision
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diff := new(big.Int).Sub(sqrtPriceX96, resultSqrtPriceX96)
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assert.True(t, diff.Cmp(big.NewInt(1000000000000)) < 0, "Round trip conversion should be accurate")
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// Test tick -> sqrtPriceX96 -> tick round trip
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tick := 100000
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sqrtPrice := TickToSqrtPriceX96(tick)
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resultTick := SqrtPriceX96ToTick(sqrtPrice)
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// Allow for small differences due to floating point precision
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assert.InDelta(t, tick, resultTick, 1, "Round trip tick conversion should be accurate")
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}
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func TestGetTickAtSqrtPriceWithUint256(t *testing.T) {
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// Test with a known value
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bigInt := new(big.Int)
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bigInt.SetString("79228162514264337593543950336", 10) // 2^96
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sqrtPriceX96, _ := uint256.FromBig(bigInt)
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tick := GetTickAtSqrtPrice(sqrtPriceX96)
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expectedTick := 0 // sqrtPriceX96 = 2^96 corresponds to price = 1.0, which is tick 0
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assert.Equal(t, expectedTick, tick, "GetTickAtSqrtPrice should return correct tick")
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}
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func TestTickSpacingCalculations(t *testing.T) {
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currentTick := 100000
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// Test with medium tick spacing (60)
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nextTick := GetNextTick(currentTick, MediumTickSpacing)
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previousTick := GetPreviousTick(currentTick, MediumTickSpacing)
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assert.Equal(t, 100020, nextTick, "GetNextTick should return correct next tick")
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assert.Equal(t, 99960, previousTick, "GetPreviousTick should return correct previous tick")
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// Test with low tick spacing (10)
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nextTick = GetNextTick(currentTick, LowTickSpacing)
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previousTick = GetPreviousTick(currentTick, LowTickSpacing)
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assert.Equal(t, 100010, nextTick, "GetNextTick should return correct next tick")
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assert.Equal(t, 100000, previousTick, "GetPreviousTick should return correct previous tick")
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}
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