803de231ba
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>
127 lines
3.5 KiB
Go
127 lines
3.5 KiB
Go
package math
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import (
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"math/big"
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"sync"
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"github.com/holiman/uint256"
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"github.com/fraktal/mev-beta/pkg/uniswap"
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)
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// Cached mathematical constants to avoid recomputation
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var (
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cachedConstantsOnce sync.Once
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cachedQ192 *big.Int
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cachedQ96 *big.Int
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cachedQ384 *big.Int
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cachedTwoPower96 *big.Float
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cachedTwoPower192 *big.Float
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cachedTwoPower384 *big.Float
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)
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// initCachedConstants initializes all cached constants once
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func initCachedConstants() {
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cachedConstantsOnce.Do(func() {
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// Calculate 2^96
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cachedQ96 = new(big.Int).Exp(big.NewInt(2), big.NewInt(96), nil)
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// Calculate 2^192
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cachedQ192 = new(big.Int).Exp(big.NewInt(2), big.NewInt(192), nil)
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// Calculate 2^384
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cachedQ384 = new(big.Int).Exp(big.NewInt(2), big.NewInt(384), nil)
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// Convert to big.Float for division operations
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cachedTwoPower96 = new(big.Float).SetInt(cachedQ96)
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cachedTwoPower192 = new(big.Float).SetInt(cachedQ192)
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cachedTwoPower384 = new(big.Float).SetInt(cachedQ384)
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})
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}
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// GetCachedQ192 returns the cached value of 2^192
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func GetCachedQ192() *big.Int {
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initCachedConstants()
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return cachedQ192
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}
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// GetCachedQ96 returns the cached value of 2^96
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func GetCachedQ96() *big.Int {
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initCachedConstants()
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return cachedQ96
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}
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// GetCachedQ384 returns the cached value of 2^384
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func GetCachedQ384() *big.Int {
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initCachedConstants()
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return cachedQ384
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}
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// SqrtPriceX96ToPriceCached converts sqrtPriceX96 to a price using cached constants
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// Formula: price = sqrtPriceX96^2 / 2^192
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func SqrtPriceX96ToPriceCached(sqrtPriceX96 *big.Int) *big.Float {
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initCachedConstants()
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// Convert to big.Float for precision
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sqrtPriceFloat := new(big.Float).SetInt(sqrtPriceX96)
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// Calculate sqrtPrice^2
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price := new(big.Float).Mul(sqrtPriceFloat, sqrtPriceFloat)
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// Divide by 2^192 using cached constant
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price.Quo(price, cachedTwoPower192)
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return price
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}
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// PriceToSqrtPriceX96Cached converts a price to sqrtPriceX96 using cached constants
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// Formula: sqrtPriceX96 = sqrt(price * 2^192)
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func PriceToSqrtPriceX96Cached(price *big.Float) *big.Int {
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initCachedConstants()
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// Multiply price by 2^192
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result := new(big.Float).Mul(price, cachedTwoPower192)
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// Calculate square root
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result.Sqrt(result)
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// Convert to big.Int
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sqrtPriceX96 := new(big.Int)
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result.Int(sqrtPriceX96)
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return sqrtPriceX96
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}
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// SqrtPriceX96ToPriceOptimized converts sqrtPriceX96 to a price using optimized uint256 operations
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// Formula: price = sqrtPriceX96^2 / 2^192
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func SqrtPriceX96ToPriceOptimized(sqrtPriceX96 *uint256.Int) *big.Float {
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initCachedConstants()
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// Convert to big.Int for calculation
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sqrtPriceBig := sqrtPriceX96.ToBig()
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// Use cached function for consistency
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return SqrtPriceX96ToPriceCached(sqrtPriceBig)
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}
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// PriceToSqrtPriceX96Optimized converts a price to sqrtPriceX96 using optimized operations
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// Formula: sqrtPriceX96 = sqrt(price * 2^192)
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func PriceToSqrtPriceX96Optimized(price *big.Float) *uint256.Int {
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initCachedConstants()
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// Use cached function for consistency
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sqrtPriceBig := PriceToSqrtPriceX96Cached(price)
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// Convert to uint256
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return uint256.MustFromBig(sqrtPriceBig)
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}
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// TickToSqrtPriceX96Optimized calculates sqrtPriceX96 from a tick using optimized operations
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// Formula: sqrtPriceX96 = 1.0001^(tick/2)
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func TickToSqrtPriceX96Optimized(tick int) *uint256.Int {
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// For simplicity, we'll convert to big.Int and use existing implementation
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tickBig := big.NewInt(int64(tick))
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sqrtPriceBig := uniswap.TickToSqrtPriceX96(int(tickBig.Int64()))
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return uint256.MustFromBig(sqrtPriceBig)
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}
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