Completed clean root directory structure: - Root now contains only: .git, .env, docs/, orig/ - Moved all remaining files and directories to orig/: - Config files (.claude, .dockerignore, .drone.yml, etc.) - All .env variants (except active .env) - Git config (.gitconfig, .github, .gitignore, etc.) - Tool configs (.golangci.yml, .revive.toml, etc.) - Documentation (*.md files, @prompts) - Build files (Dockerfiles, Makefile, go.mod, go.sum) - Docker compose files - All source directories (scripts, tests, tools, etc.) - Runtime directories (logs, monitoring, reports) - Dependency files (node_modules, lib, cache) - Special files (--delete) - Removed empty runtime directories (bin/, data/) V2 structure is now clean: - docs/planning/ - V2 planning documents - orig/ - Complete V1 codebase preserved - .env - Active environment config (not in git) 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
184 lines
4.0 KiB
Go
184 lines
4.0 KiB
Go
package checks
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import (
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"fmt"
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"math"
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"math/big"
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"math/rand"
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"github.com/fraktal/mev-beta/pkg/uniswap"
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"github.com/fraktal/mev-beta/tools/math-audit/internal/audit"
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)
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// Run executes deterministic property/fuzz-style checks reused from the unit test suites.
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func Run() []audit.TestResult {
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return []audit.TestResult{
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runPriceConversionRoundTrip(),
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runTickConversionRoundTrip(),
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runPriceMonotonicity(),
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runPriceSymmetry(),
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}
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}
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func newResult(name string) audit.TestResult {
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return audit.TestResult{
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Name: name,
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Type: "property",
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}
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}
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func runPriceConversionRoundTrip() audit.TestResult {
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res := newResult("price_conversion_round_trip")
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rng := rand.New(rand.NewSource(1337))
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const tolerance = 0.001 // 0.1%
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failures := 0
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for i := 0; i < 256; i++ {
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exponent := rng.Float64()*12 - 6
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price := math.Pow(10, exponent)
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if price <= 0 {
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continue
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}
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priceBig := new(big.Float).SetFloat64(price)
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sqrt := uniswap.PriceToSqrtPriceX96(priceBig)
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converted := uniswap.SqrtPriceX96ToPrice(sqrt)
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convertedFloat, _ := converted.Float64()
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if price == 0 {
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continue
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}
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relErr := math.Abs(price-convertedFloat) / price
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if relErr > tolerance {
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failures++
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if failures >= 3 {
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break
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}
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}
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}
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if failures == 0 {
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res.Passed = true
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res.Details = "all samples within 0.1% tolerance"
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} else {
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res.Passed = false
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res.Details = fmt.Sprintf("%d samples exceeded tolerance", failures)
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}
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return res
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}
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func runTickConversionRoundTrip() audit.TestResult {
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res := newResult("tick_conversion_round_trip")
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rng := rand.New(rand.NewSource(4242))
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failures := 0
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for i := 0; i < 256; i++ {
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tick := rng.Intn(1774544) - 887272
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sqrt := uniswap.TickToSqrtPriceX96(tick)
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convertedTick := uniswap.SqrtPriceX96ToTick(sqrt)
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if diff := absInt(tick - convertedTick); diff > 1 {
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failures++
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if failures >= 3 {
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break
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}
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}
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}
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if failures == 0 {
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res.Passed = true
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res.Details = "ticks round-trip within ±1"
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} else {
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res.Passed = false
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res.Details = fmt.Sprintf("%d tick samples exceeded tolerance", failures)
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}
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return res
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}
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func runPriceMonotonicity() audit.TestResult {
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res := newResult("price_monotonicity")
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rng := rand.New(rand.NewSource(9001))
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const tickStep = 500
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failures := 0
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for i := 0; i < 128; i++ {
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base := rng.Intn(1774544) - 887272
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tick1 := base
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tick2 := base + tickStep
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if tick2 > 887272 {
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tick2 = 887272
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}
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sqrt1 := uniswap.TickToSqrtPriceX96(tick1)
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sqrt2 := uniswap.TickToSqrtPriceX96(tick2)
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price1 := uniswap.SqrtPriceX96ToPrice(sqrt1)
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price2 := uniswap.SqrtPriceX96ToPrice(sqrt2)
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p1, _ := price1.Float64()
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p2, _ := price2.Float64()
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if p2 <= p1 {
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failures++
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if failures >= 3 {
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break
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}
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}
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}
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if failures == 0 {
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res.Passed = true
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res.Details = "higher ticks produced higher prices"
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} else {
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res.Passed = false
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res.Details = fmt.Sprintf("%d monotonicity violations detected", failures)
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}
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return res
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}
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func runPriceSymmetry() audit.TestResult {
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res := newResult("price_symmetry")
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rng := rand.New(rand.NewSource(2025))
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const tolerance = 0.001
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failures := 0
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for i := 0; i < 128; i++ {
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price := math.Pow(10, rng.Float64()*6-3) // range around 0.001 - 1000
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if price <= 0 {
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continue
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}
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inverse := 1.0 / price
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priceBig := new(big.Float).SetFloat64(price)
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invBig := new(big.Float).SetFloat64(inverse)
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sqrtPrice := uniswap.PriceToSqrtPriceX96(priceBig)
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sqrtInverse := uniswap.PriceToSqrtPriceX96(invBig)
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convertedPrice := uniswap.SqrtPriceX96ToPrice(sqrtPrice)
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convertedInverse := uniswap.SqrtPriceX96ToPrice(sqrtInverse)
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p, _ := convertedPrice.Float64()
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inv, _ := convertedInverse.Float64()
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if math.Abs(p*inv-1) > tolerance {
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failures++
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if failures >= 3 {
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break
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}
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}
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}
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if failures == 0 {
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res.Passed = true
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res.Details = "price * inverse remained within 0.1%"
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} else {
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res.Passed = false
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res.Details = fmt.Sprintf("%d symmetry samples exceeded tolerance", failures)
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}
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return res
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}
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func absInt(v int) int {
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if v < 0 {
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return -v
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}
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return v
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}
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