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>
181 lines
4.6 KiB
Go
181 lines
4.6 KiB
Go
package uniswap
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import (
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"math/big"
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"testing"
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)
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// TestPricePrecisionRoundTrip verifies precision of price conversions
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func TestPricePrecisionRoundTrip(t *testing.T) {
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testCases := []struct {
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name string
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sqrtPriceX96 string
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expectedTick int
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}{
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{
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name: "Price 1.0001 (tick 1)",
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sqrtPriceX96: "79232123823823952808969600", // Approximately 1.0001^0.5 * 2^96
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expectedTick: 1,
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},
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{
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name: "Price 1.0 (tick 0)",
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sqrtPriceX96: "79228162514264337593543950336", // 2^96
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expectedTick: 0,
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},
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{
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name: "High price test",
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sqrtPriceX96: "1267650600228229401496703205376", // High price
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expectedTick: 23027,
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},
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}
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for _, tc := range testCases {
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t.Run(tc.name, func(t *testing.T) {
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// Parse input
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sqrtPriceX96, ok := new(big.Int).SetString(tc.sqrtPriceX96, 10)
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if !ok {
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t.Fatalf("Failed to parse sqrtPriceX96: %s", tc.sqrtPriceX96)
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}
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// Convert to tick
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calculatedTick := SqrtPriceX96ToTick(sqrtPriceX96)
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// Convert back to sqrtPriceX96
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roundTripSqrtPrice := TickToSqrtPriceX96(calculatedTick)
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// Calculate precision loss
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originalFloat := new(big.Float).SetInt(sqrtPriceX96)
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roundTripFloat := new(big.Float).SetInt(roundTripSqrtPrice)
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// Calculate percentage difference
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diff := new(big.Float).Sub(originalFloat, roundTripFloat)
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diff.Quo(diff, originalFloat)
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diff.Abs(diff)
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precisionLoss, _ := diff.Float64()
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t.Logf("Original sqrtPriceX96: %s", sqrtPriceX96.String())
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t.Logf("Calculated tick: %d", calculatedTick)
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t.Logf("Round-trip sqrtPriceX96: %s", roundTripSqrtPrice.String())
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t.Logf("Precision loss: %.10f%%", precisionLoss*100)
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// Verify tick is within reasonable range
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if calculatedTick < -887272 || calculatedTick > 887272 {
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t.Errorf("Tick %d is outside valid range [-887272, 887272]", calculatedTick)
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}
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// Verify precision loss is acceptable (less than 0.01%)
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if precisionLoss > 0.0001 {
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t.Errorf("Precision loss %.10f%% exceeds threshold 0.01%%", precisionLoss*100)
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}
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})
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}
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}
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// TestPriceConversionAccuracy tests specific known price conversions
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func TestPriceConversionAccuracy(t *testing.T) {
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testCases := []struct {
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name string
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sqrtPriceX96 string
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expectedPrice float64
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tolerance float64
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}{
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{
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name: "Price 1.0",
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sqrtPriceX96: "79228162514264337593543950336", // 2^96
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expectedPrice: 1.0,
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tolerance: 0.000001,
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},
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{
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name: "Price 4.0",
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sqrtPriceX96: "158456325028528675187087900672", // 2 * 2^96
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expectedPrice: 4.0,
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tolerance: 0.000001,
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},
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}
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for _, tc := range testCases {
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t.Run(tc.name, func(t *testing.T) {
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sqrtPriceX96, ok := new(big.Int).SetString(tc.sqrtPriceX96, 10)
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if !ok {
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t.Fatalf("Failed to parse sqrtPriceX96: %s", tc.sqrtPriceX96)
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}
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price := SqrtPriceX96ToPrice(sqrtPriceX96)
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priceFloat, _ := price.Float64()
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diff := priceFloat - tc.expectedPrice
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if diff < 0 {
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diff = -diff
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}
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t.Logf("Calculated price: %.10f", priceFloat)
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t.Logf("Expected price: %.10f", tc.expectedPrice)
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t.Logf("Difference: %.10f", diff)
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if diff > tc.tolerance {
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t.Errorf("Price difference %.10f exceeds tolerance %.10f", diff, tc.tolerance)
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}
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})
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}
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}
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// TestTickBoundaries verifies tick calculations at boundaries
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func TestTickBoundaries(t *testing.T) {
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testCases := []struct {
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name string
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tick int
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}{
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{"Minimum tick", -887272},
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{"Maximum tick", 887272},
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{"Zero tick", 0},
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{"Positive tick", 100000},
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{"Negative tick", -100000},
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}
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for _, tc := range testCases {
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t.Run(tc.name, func(t *testing.T) {
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// Convert tick to sqrtPriceX96
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sqrtPriceX96 := TickToSqrtPriceX96(tc.tick)
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// Convert back to tick
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roundTripTick := SqrtPriceX96ToTick(sqrtPriceX96)
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// Calculate tick difference
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tickDiff := tc.tick - roundTripTick
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if tickDiff < 0 {
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tickDiff = -tickDiff
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}
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t.Logf("Original tick: %d", tc.tick)
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t.Logf("Round-trip tick: %d", roundTripTick)
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t.Logf("Tick difference: %d", tickDiff)
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// Verify tick difference is within acceptable range
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if tickDiff > 1 {
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t.Errorf("Tick difference %d exceeds threshold 1", tickDiff)
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}
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})
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}
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}
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// BenchmarkSqrtPriceConversion benchmarks price conversion performance
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func BenchmarkSqrtPriceConversion(b *testing.B) {
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sqrtPriceX96, _ := new(big.Int).SetString("79228162514264337593543950336", 10)
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b.ResetTimer()
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for i := 0; i < b.N; i++ {
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SqrtPriceX96ToPrice(sqrtPriceX96)
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}
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}
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// BenchmarkTickConversion benchmarks tick conversion performance
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func BenchmarkTickConversion(b *testing.B) {
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tick := 100000
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b.ResetTimer()
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for i := 0; i < b.N; i++ {
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TickToSqrtPriceX96(tick)
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}
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}
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