c54c569f30
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>
255 lines
8.3 KiB
Go
255 lines
8.3 KiB
Go
package internal
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import (
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"encoding/json"
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"fmt"
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"os"
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"path/filepath"
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)
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// TestVectors contains all test vectors for mathematical validation
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type TestVectors struct {
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Version string `json:"version"`
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Timestamp string `json:"timestamp"`
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Exchanges map[string]*ExchangeVectors `json:"exchanges"`
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}
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// ExchangeVectors contains test vectors for a specific exchange
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type ExchangeVectors struct {
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ExchangeType string `json:"exchange_type"`
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PricingTests []*PricingTest `json:"pricing_tests"`
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AmountTests []*AmountTest `json:"amount_tests"`
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PriceImpactTests []*PriceImpactTest `json:"price_impact_tests"`
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}
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// PricingTest represents a test case for price calculation
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type PricingTest struct {
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TestName string `json:"test_name"`
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Description string `json:"description"`
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Reserve0 string `json:"reserve_0"`
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Reserve1 string `json:"reserve_1"`
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Fee string `json:"fee,omitempty"`
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SqrtPriceX96 string `json:"sqrt_price_x96,omitempty"`
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Tick int `json:"tick,omitempty"`
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ExpectedPrice string `json:"expected_price"`
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Tolerance float64 `json:"tolerance"` // Basis points
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}
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// AmountTest represents a test case for amount in/out calculations
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type AmountTest struct {
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TestName string `json:"test_name"`
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Description string `json:"description"`
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Reserve0 string `json:"reserve_0"`
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Reserve1 string `json:"reserve_1"`
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AmountIn string `json:"amount_in"`
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TokenIn string `json:"token_in"` // "0" or "1"
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Fee string `json:"fee,omitempty"`
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ExpectedAmountOut string `json:"expected_amount_out"`
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Tolerance float64 `json:"tolerance"` // Basis points
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}
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// PriceImpactTest represents a test case for price impact calculations
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type PriceImpactTest struct {
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TestName string `json:"test_name"`
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Description string `json:"description"`
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Reserve0 string `json:"reserve_0"`
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Reserve1 string `json:"reserve_1"`
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SwapAmount string `json:"swap_amount"`
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TokenIn string `json:"token_in"` // "0" or "1"
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ExpectedPriceImpact string `json:"expected_price_impact"` // Percentage
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Tolerance float64 `json:"tolerance"` // Basis points
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}
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// LoadTestVectors loads test vectors from file or preset
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func LoadTestVectors(source string) (*TestVectors, error) {
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switch source {
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case "default":
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return loadDefaultVectors()
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case "comprehensive":
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return loadComprehensiveVectors()
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default:
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// Try to load from file
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return loadVectorsFromFile(source)
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}
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}
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// GetExchangeVectors returns vectors for a specific exchange
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func (tv *TestVectors) GetExchangeVectors(exchangeType string) *ExchangeVectors {
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return tv.Exchanges[exchangeType]
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}
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// loadDefaultVectors returns a basic set of test vectors
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func loadDefaultVectors() (*TestVectors, error) {
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vectors := &TestVectors{
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Version: "1.0.0",
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Timestamp: "2024-10-08T00:00:00Z",
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Exchanges: make(map[string]*ExchangeVectors),
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}
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// Uniswap V2 test vectors
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vectors.Exchanges["uniswap_v2"] = &ExchangeVectors{
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ExchangeType: "uniswap_v2",
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PricingTests: []*PricingTest{
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{
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TestName: "ETH_USDC_Basic",
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Description: "Basic ETH/USDC price calculation",
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Reserve0: "1000000000000000000000", // 1000 ETH
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Reserve1: "2000000000000", // 2M USDC
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ExpectedPrice: "2000000000000000000000", // 2000 USDC per ETH
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Tolerance: 1.0, // 1 bp
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},
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{
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TestName: "WBTC_ETH_Basic",
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Description: "Basic WBTC/ETH price calculation",
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Reserve0: "50000000000", // 500 WBTC (8 decimals)
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Reserve1: "10000000000000000000000", // 10000 ETH
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ExpectedPrice: "20000000000000000000", // 20 ETH per WBTC
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Tolerance: 1.0,
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},
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},
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AmountTests: []*AmountTest{
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{
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TestName: "ETH_to_USDC_Swap",
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Description: "1 ETH to USDC swap",
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Reserve0: "1000000000000000000000", // 1000 ETH
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Reserve1: "2000000000000", // 2M USDC
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AmountIn: "1000000000000000000", // 1 ETH
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TokenIn: "0",
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Fee: "3000", // 0.3%
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ExpectedAmountOut: "1994006985000", // ~1994 USDC after fees
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Tolerance: 5.0, // 5 bp
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},
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},
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PriceImpactTests: []*PriceImpactTest{
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{
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TestName: "Large_ETH_Swap_Impact",
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Description: "Price impact of 100 ETH swap",
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Reserve0: "1000000000000000000000", // 1000 ETH
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Reserve1: "2000000000000", // 2M USDC
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SwapAmount: "100000000000000000000", // 100 ETH
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TokenIn: "0",
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ExpectedPriceImpact: "9.09", // ~9.09% price impact
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Tolerance: 10.0, // 10 bp
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},
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},
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}
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// Uniswap V3 test vectors
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vectors.Exchanges["uniswap_v3"] = &ExchangeVectors{
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ExchangeType: "uniswap_v3",
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PricingTests: []*PricingTest{
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{
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TestName: "ETH_USDC_V3_Basic",
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Description: "Basic ETH/USDC V3 price from sqrtPriceX96",
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SqrtPriceX96: "3543191142285914327220224", // ~2000 USDC per ETH (corrected)
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ExpectedPrice: "2000000000000000000000",
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Tolerance: 1.0,
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},
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},
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AmountTests: []*AmountTest{
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{
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TestName: "V3_Concentrated_Liquidity",
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Description: "Swap within concentrated liquidity range",
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Reserve0: "1000000000000000000000",
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Reserve1: "2000000000000",
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AmountIn: "1000000000000000000",
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TokenIn: "0",
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Fee: "500", // 0.05%
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ExpectedAmountOut: "1999000000000",
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Tolerance: 2.0,
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},
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},
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}
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// Add more exchanges...
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vectors.Exchanges["curve"] = createCurveVectors()
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vectors.Exchanges["balancer"] = createBalancerVectors()
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return vectors, nil
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}
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// loadComprehensiveVectors returns extensive test vectors
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func loadComprehensiveVectors() (*TestVectors, error) {
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// This would load a much more comprehensive set of test vectors
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// For now, return the default set
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return loadDefaultVectors()
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}
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// loadVectorsFromFile loads test vectors from a JSON file
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func loadVectorsFromFile(filename string) (*TestVectors, error) {
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// Check if it's a relative path within vectors directory
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if !filepath.IsAbs(filename) {
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filename = filepath.Join("vectors", filename+".json")
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}
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data, err := os.ReadFile(filename)
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if err != nil {
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return nil, fmt.Errorf("failed to read vectors file %s: %w", filename, err)
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}
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var vectors TestVectors
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if err := json.Unmarshal(data, &vectors); err != nil {
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return nil, fmt.Errorf("failed to parse vectors file %s: %w", filename, err)
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}
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return &vectors, nil
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}
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// createCurveVectors creates test vectors for Curve pools
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func createCurveVectors() *ExchangeVectors {
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return &ExchangeVectors{
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ExchangeType: "curve",
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PricingTests: []*PricingTest{
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{
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TestName: "Stable_USDC_USDT",
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Description: "Stable swap USDC/USDT pricing",
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Reserve0: "1000000000000", // 1M USDC
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Reserve1: "1000000000000", // 1M USDT
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ExpectedPrice: "1000000000000000000", // 1:1 ratio
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Tolerance: 0.5,
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},
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},
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AmountTests: []*AmountTest{
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{
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TestName: "Stable_Swap_Low_Impact",
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Description: "Low price impact stable swap",
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Reserve0: "1000000000000",
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Reserve1: "1000000000000",
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AmountIn: "1000000000", // 1000 USDC
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TokenIn: "0",
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ExpectedAmountOut: "999000000", // ~999 USDT after fees
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Tolerance: 1.0,
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},
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},
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}
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}
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// createBalancerVectors creates test vectors for Balancer pools
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func createBalancerVectors() *ExchangeVectors {
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return &ExchangeVectors{
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ExchangeType: "balancer",
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PricingTests: []*PricingTest{
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{
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TestName: "Weighted_80_20_Pool",
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Description: "80/20 weighted pool pricing",
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Reserve0: "800000000000000000000", // 800 ETH (80%)
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Reserve1: "400000000000", // 400k USDC (20%)
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ExpectedPrice: "2000000000000000000000", // 2000 USDC per ETH (corrected)
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Tolerance: 2.0,
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},
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},
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AmountTests: []*AmountTest{
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{
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TestName: "Weighted_Pool_Swap",
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Description: "Swap in weighted pool",
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Reserve0: "800000000000000000000",
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Reserve1: "400000000000",
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AmountIn: "1000000000000000000", // 1 ETH
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TokenIn: "0",
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ExpectedAmountOut: "2475000000000", // ~2475 USDC
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Tolerance: 5.0,
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},
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},
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}
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}
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