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

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package lookup
import (
"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
// Calculate 1.0001^(tick/2) using lookup table
sqrt10001 := GetSqrt10001(tick)
// Multiply by 2^96 using lookup table
q96Int := GetQ96()
q96 := new(big.Float).SetInt(q96Int)
sqrt10001.Mul(sqrt10001, q96)
// Convert to big.Int
sqrtPriceX96 := new(big.Int)
sqrt10001.Int(sqrtPriceX96)
return sqrtPriceX96
}