Files
mev-beta/orig/pkg/math/benchmark_test.go
Administrator 803de231ba 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>
2025-11-10 10:14:26 +01:00

126 lines
4.4 KiB
Go

package math
import (
"math/big"
"testing"
)
// BenchmarkAllProtocols runs performance tests for all supported protocols
func BenchmarkAllProtocols(b *testing.B) {
// Create test values for all protocols
reserveIn, _ := new(big.Int).SetString("1000000000000000000", 10) // 1 token
reserveOut, _ := new(big.Int).SetString("1000000000000000000", 10) // 1 token
amountIn, _ := new(big.Int).SetString("100000000000000000", 10) // 0.1 token
sqrtPriceX96, _ := new(big.Int).SetString("79228162514264337593543950336", 10) // 2^96
liquidity, _ := new(big.Int).SetString("1000000000000000000", 10) // 1 ETH worth of liquidity
calculator := NewMathCalculator()
b.Run("UniswapV2", func(b *testing.B) {
b.ResetTimer()
for i := 0; i < b.N; i++ {
_, _ = calculator.uniswapV2.CalculateAmountOut(amountIn, reserveIn, reserveOut, 3000)
}
})
b.Run("UniswapV3", func(b *testing.B) {
b.ResetTimer()
for i := 0; i < b.N; i++ {
_, _ = calculator.uniswapV3.CalculateAmountOut(amountIn, sqrtPriceX96, liquidity, 3000)
}
})
b.Run("Curve", func(b *testing.B) {
b.ResetTimer()
for i := 0; i < b.N; i++ {
_, _ = calculator.curve.CalculateAmountOut(amountIn, reserveIn, reserveOut, 400)
}
})
b.Run("Kyber", func(b *testing.B) {
b.ResetTimer()
for i := 0; i < b.N; i++ {
_, _ = calculator.kyber.CalculateAmountOut(amountIn, sqrtPriceX96, liquidity, 1000)
}
})
b.Run("Balancer", func(b *testing.B) {
b.ResetTimer()
for i := 0; i < b.N; i++ {
_, _ = calculator.balancer.CalculateAmountOut(amountIn, reserveIn, reserveOut, 1000)
}
})
b.Run("ConstantSum", func(b *testing.B) {
b.ResetTimer()
for i := 0; i < b.N; i++ {
_, _ = calculator.constantSum.CalculateAmountOut(amountIn, reserveIn, reserveOut, 3000)
}
})
}
// BenchmarkPriceMovementDetection runs performance tests for price movement detection
func BenchmarkPriceMovementDetection(b *testing.B) {
reserveIn, _ := new(big.Int).SetString("1000000000000000000", 10)
reserveOut, _ := new(big.Int).SetString("2000000000000000000000", 10)
amountIn, _ := new(big.Int).SetString("100000000000000000", 10)
b.ResetTimer()
for i := 0; i < b.N; i++ {
_, _, _ = WillSwapMovePrice(amountIn, reserveIn, reserveOut, 0.01)
}
}
// BenchmarkPriceImpactCalculations runs performance tests for price impact calculations
func BenchmarkPriceImpactCalculations(b *testing.B) {
calculator := NewPriceImpactCalculator()
reserveIn, _ := new(big.Int).SetString("1000000000000000000", 10)
reserveOut, _ := new(big.Int).SetString("2000000000000000000000", 10)
amountIn, _ := new(big.Int).SetString("100000000000000000", 10)
b.ResetTimer()
for i := 0; i < b.N; i++ {
_, _ = calculator.CalculatePriceImpact("uniswap_v2", amountIn, reserveIn, reserveOut, nil, nil)
}
}
// BenchmarkOptimizedUniswapV2 calculates amount out using optimized approach
func BenchmarkOptimizedUniswapV2(b *testing.B) {
// Pre-allocated values to reduce allocations
reserveIn, _ := new(big.Int).SetString("1000000000000000000", 10)
reserveOut, _ := new(big.Int).SetString("2000000000000000000000", 10)
amountIn, _ := new(big.Int).SetString("100000000000000000", 10)
math := NewUniswapV2Math()
b.ResetTimer()
for i := 0; i < b.N; i++ {
_, _ = math.CalculateAmountOut(amountIn, reserveIn, reserveOut, 3000)
}
}
// BenchmarkOptimizedPriceMovementDetection runs performance tests for optimized price movement detection
func BenchmarkOptimizedPriceMovementDetection(b *testing.B) {
reserveIn, _ := new(big.Int).SetString("1000000000000000000", 10)
reserveOut, _ := new(big.Int).SetString("2000000000000000000000", 10)
amountIn, _ := new(big.Int).SetString("100000000000000000", 10)
b.ResetTimer()
for i := 0; i < b.N; i++ {
// Simplified check without full calculation for performance comparison
// This just does the basic arithmetic to compare with the full function
priceBefore := new(big.Float).Quo(new(big.Float).SetInt(reserveOut), new(big.Float).SetInt(reserveIn))
amountOut, err := NewUniswapV2Math().CalculateAmountOut(amountIn, reserveIn, reserveOut, 3000)
if err != nil {
b.Fatal(err)
}
newReserveIn := new(big.Int).Add(reserveIn, amountIn)
newReserveOut := new(big.Int).Sub(reserveOut, amountOut)
priceAfter := new(big.Float).Quo(new(big.Float).SetInt(newReserveOut), new(big.Float).SetInt(newReserveIn))
impact := new(big.Float).Sub(priceBefore, priceAfter)
impact.Quo(impact, priceBefore)
impactFloat, _ := impact.Float64()
_ = impactFloat >= 0.01
}
}