850223a953
- Added comprehensive bounds checking to prevent buffer overruns in multicall parsing - Implemented graduated validation system (Strict/Moderate/Permissive) to reduce false positives - Added LRU caching system for address validation with 10-minute TTL - Enhanced ABI decoder with missing Universal Router and Arbitrum-specific DEX signatures - Fixed duplicate function declarations and import conflicts across multiple files - Added error recovery mechanisms with multiple fallback strategies - Updated tests to handle new validation behavior for suspicious addresses - Fixed parser test expectations for improved validation system - Applied gofmt formatting fixes to ensure code style compliance - Fixed mutex copying issues in monitoring package by introducing MetricsSnapshot - Resolved critical security vulnerabilities in heuristic address extraction - Progress: Updated TODO audit from 10% to 35% complete 🤖 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
|
|
|
|
import (
|
|
"math/big"
|
|
"sync"
|
|
|
|
"github.com/holiman/uint256"
|
|
|
|
"github.com/fraktal/mev-beta/pkg/uniswap"
|
|
)
|
|
|
|
// Cached mathematical constants to avoid recomputation
|
|
var (
|
|
cachedConstantsOnce sync.Once
|
|
cachedQ192 *big.Int
|
|
cachedQ96 *big.Int
|
|
cachedQ384 *big.Int
|
|
cachedTwoPower96 *big.Float
|
|
cachedTwoPower192 *big.Float
|
|
cachedTwoPower384 *big.Float
|
|
)
|
|
|
|
// initCachedConstants initializes all cached constants once
|
|
func initCachedConstants() {
|
|
cachedConstantsOnce.Do(func() {
|
|
// Calculate 2^96
|
|
cachedQ96 = new(big.Int).Exp(big.NewInt(2), big.NewInt(96), nil)
|
|
|
|
// Calculate 2^192
|
|
cachedQ192 = new(big.Int).Exp(big.NewInt(2), big.NewInt(192), nil)
|
|
|
|
// Calculate 2^384
|
|
cachedQ384 = new(big.Int).Exp(big.NewInt(2), big.NewInt(384), nil)
|
|
|
|
// Convert to big.Float for division operations
|
|
cachedTwoPower96 = new(big.Float).SetInt(cachedQ96)
|
|
cachedTwoPower192 = new(big.Float).SetInt(cachedQ192)
|
|
cachedTwoPower384 = new(big.Float).SetInt(cachedQ384)
|
|
})
|
|
}
|
|
|
|
// GetCachedQ192 returns the cached value of 2^192
|
|
func GetCachedQ192() *big.Int {
|
|
initCachedConstants()
|
|
return cachedQ192
|
|
}
|
|
|
|
// GetCachedQ96 returns the cached value of 2^96
|
|
func GetCachedQ96() *big.Int {
|
|
initCachedConstants()
|
|
return cachedQ96
|
|
}
|
|
|
|
// GetCachedQ384 returns the cached value of 2^384
|
|
func GetCachedQ384() *big.Int {
|
|
initCachedConstants()
|
|
return cachedQ384
|
|
}
|
|
|
|
// SqrtPriceX96ToPriceCached converts sqrtPriceX96 to a price using cached constants
|
|
// Formula: price = sqrtPriceX96^2 / 2^192
|
|
func SqrtPriceX96ToPriceCached(sqrtPriceX96 *big.Int) *big.Float {
|
|
initCachedConstants()
|
|
|
|
// Convert to big.Float for precision
|
|
sqrtPriceFloat := new(big.Float).SetInt(sqrtPriceX96)
|
|
|
|
// Calculate sqrtPrice^2
|
|
price := new(big.Float).Mul(sqrtPriceFloat, sqrtPriceFloat)
|
|
|
|
// Divide by 2^192 using cached constant
|
|
price.Quo(price, cachedTwoPower192)
|
|
|
|
return price
|
|
}
|
|
|
|
// PriceToSqrtPriceX96Cached converts a price to sqrtPriceX96 using cached constants
|
|
// Formula: sqrtPriceX96 = sqrt(price * 2^192)
|
|
func PriceToSqrtPriceX96Cached(price *big.Float) *big.Int {
|
|
initCachedConstants()
|
|
|
|
// Multiply price by 2^192
|
|
result := new(big.Float).Mul(price, cachedTwoPower192)
|
|
|
|
// Calculate square root
|
|
result.Sqrt(result)
|
|
|
|
// Convert to big.Int
|
|
sqrtPriceX96 := new(big.Int)
|
|
result.Int(sqrtPriceX96)
|
|
|
|
return sqrtPriceX96
|
|
}
|
|
|
|
// SqrtPriceX96ToPriceOptimized converts sqrtPriceX96 to a price using optimized uint256 operations
|
|
// Formula: price = sqrtPriceX96^2 / 2^192
|
|
func SqrtPriceX96ToPriceOptimized(sqrtPriceX96 *uint256.Int) *big.Float {
|
|
initCachedConstants()
|
|
|
|
// Convert to big.Int for calculation
|
|
sqrtPriceBig := sqrtPriceX96.ToBig()
|
|
|
|
// Use cached function for consistency
|
|
return SqrtPriceX96ToPriceCached(sqrtPriceBig)
|
|
}
|
|
|
|
// PriceToSqrtPriceX96Optimized converts a price to sqrtPriceX96 using optimized operations
|
|
// Formula: sqrtPriceX96 = sqrt(price * 2^192)
|
|
func PriceToSqrtPriceX96Optimized(price *big.Float) *uint256.Int {
|
|
initCachedConstants()
|
|
|
|
// Use cached function for consistency
|
|
sqrtPriceBig := PriceToSqrtPriceX96Cached(price)
|
|
|
|
// Convert to uint256
|
|
return uint256.MustFromBig(sqrtPriceBig)
|
|
}
|
|
|
|
// TickToSqrtPriceX96Optimized calculates sqrtPriceX96 from a tick using optimized operations
|
|
// Formula: sqrtPriceX96 = 1.0001^(tick/2)
|
|
func TickToSqrtPriceX96Optimized(tick int) *uint256.Int {
|
|
// For simplicity, we'll convert to big.Int and use existing implementation
|
|
tickBig := big.NewInt(int64(tick))
|
|
sqrtPriceBig := uniswap.TickToSqrtPriceX96(int(tickBig.Int64()))
|
|
return uint256.MustFromBig(sqrtPriceBig)
|
|
}
|