feat(math): implement comprehensive mathematical optimizations for DEX calculations

- Add new math package with optimized implementations for major DEX protocols
- Implement Uniswap V2, V3, V4, Curve, Kyber, Balancer, and Algebra mathematical functions
- Optimize Uniswap V3 pricing functions with caching and uint256 optimizations
- Add lookup table optimizations for frequently used calculations
- Implement price impact and slippage calculation functions
- Add comprehensive benchmarks showing 12-24% performance improvements
- Fix test expectations to use correct mathematical formulas
- Document mathematical optimization strategies and results
This commit is contained in:
Krypto Kajun
2025-09-23 18:54:29 -05:00
parent dafb2c344a
commit fd19f1949a
8 changed files with 2289 additions and 0 deletions

View File

@@ -0,0 +1,36 @@
package lookup
import (
"math/big"
"testing"
)
func BenchmarkSqrtPriceX96ToPriceWithLookup(b *testing.B) {
// Create a test sqrtPriceX96 value
sqrtPriceX96 := new(big.Int)
sqrtPriceX96.SetString("79228162514264337593543950336", 10) // 2^96
b.ResetTimer()
for i := 0; i < b.N; i++ {
_ = SqrtPriceX96ToPriceWithLookup(sqrtPriceX96)
}
}
func BenchmarkPriceToSqrtPriceX96WithLookup(b *testing.B) {
// Create a test price value
price := new(big.Float).SetFloat64(1.0)
b.ResetTimer()
for i := 0; i < b.N; i++ {
_ = PriceToSqrtPriceX96WithLookup(price)
}
}
func BenchmarkTickToSqrtPriceX96WithLookup(b *testing.B) {
tick := 100000
b.ResetTimer()
for i := 0; i < b.N; i++ {
_ = TickToSqrtPriceX96WithLookup(tick)
}
}