Add enhanced concurrency patterns, rate limiting, market management, and pipeline processing
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@@ -1,6 +1,7 @@
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package uniswap
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import (
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"math"
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"math/big"
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"github.com/holiman/uint256"
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@@ -8,7 +9,7 @@ import (
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const (
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// Q96 represents 2^96 used in Uniswap V3 sqrtPriceX96 calculations
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Q96 = 79228162514264337593543950336 // 2^96
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Q96 = "79228162514264337593543950336" // 2^96 as string to avoid overflow
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// Tick spacing for different fee tiers
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LowTickSpacing = 10
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@@ -58,17 +59,22 @@ func TickToSqrtPriceX96(tick int) *big.Int {
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// sqrtPriceX96 = 1.0001^(tick/2) * 2^96
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// Calculate 1.0001^(tick/2)
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base := new(big.Float).SetFloat64(1.0001)
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tickF := new(big.Float).SetFloat64(float64(tick) / 2.0)
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power := new(big.Float).Pow(base, tickF)
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base := 1.0001
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power := float64(tick) / 2.0
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result := math.Pow(base, power)
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// Convert to big.Float
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price := new(big.Float).SetFloat64(result)
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// Multiply by 2^96
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q96 := new(big.Float).SetInt(new(big.Int).Exp(big.NewInt(2), big.NewInt(96), nil))
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sqrtPrice := new(big.Float).Mul(power, q96)
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q96Int := new(big.Int)
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q96Int.SetString(Q96, 10)
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q96 := new(big.Float).SetInt(q96Int)
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price.Mul(price, q96)
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// Convert to big.Int
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sqrtPriceX96 := new(big.Int)
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sqrtPrice.Int(sqrtPriceX96)
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price.Int(sqrtPriceX96)
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return sqrtPriceX96
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}
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@@ -85,7 +91,9 @@ func SqrtPriceX96ToTick(sqrtPriceX96 *big.Int) int {
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// Convert to big.Float
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sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
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q96 := new(big.Float).SetInt(new(big.Int).SetInt64(Q96))
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q96Int := new(big.Int)
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q96Int.SetString(Q96, 10)
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q96 := new(big.Float).SetInt(q96Int)
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// Calculate sqrtPriceX96 / 2^96
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ratio := new(big.Float).Quo(sqrtPrice, q96)
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@@ -95,14 +103,15 @@ func SqrtPriceX96ToTick(sqrtPriceX96 *big.Int) int {
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// Calculate log_1.0001(price)
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// log_1.0001(x) = ln(x) / ln(1.0001)
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lnPrice := new(big.Float).Log(price)
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lnBase := new(big.Float).Log(new(big.Float).SetFloat64(1.0001))
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logRatio := new(big.Float).Quo(lnPrice, lnBase)
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priceFloat, _ := price.Float64()
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lnPrice := math.Log(priceFloat)
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lnBase := math.Log(1.0001)
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logRatio := lnPrice / lnBase
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// Convert to int
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tick, _ := logRatio.Int64()
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tick := int(logRatio)
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return int(tick)
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return tick
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}
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// GetTickAtSqrtPrice calculates the tick for a given sqrtPriceX96 using uint256
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