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