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>
70 lines
1.8 KiB
Go
70 lines
1.8 KiB
Go
package lookup
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import (
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"math"
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"math/big"
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)
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// SqrtPriceX96ToPriceWithLookup converts sqrtPriceX96 to a price using lookup tables
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func SqrtPriceX96ToPriceWithLookup(sqrtPriceX96 *big.Int) *big.Float {
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// price = (sqrtPriceX96 / 2^96)^2
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// price = sqrtPriceX96^2 / 2^192
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// Calculate sqrtPriceX96^2
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sqrtPriceSquared := new(big.Int).Mul(sqrtPriceX96, sqrtPriceX96)
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// Convert to big.Float for division
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price := new(big.Float).SetInt(sqrtPriceSquared)
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// Divide by 2^192 using lookup table
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q192 := GetQ192()
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q192Float := new(big.Float).SetInt(q192)
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price.Quo(price, q192Float)
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return price
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}
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// PriceToSqrtPriceX96WithLookup converts a price to sqrtPriceX96 using lookup tables
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func PriceToSqrtPriceX96WithLookup(price *big.Float) *big.Int {
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// sqrtPriceX96 = sqrt(price) * 2^96
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// Calculate sqrt(price)
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sqrtPrice := new(big.Float).Sqrt(price)
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// Multiply by 2^96 using lookup table
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q96Int := GetQ96()
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q96 := new(big.Float).SetInt(q96Int)
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sqrtPrice.Mul(sqrtPrice, q96)
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// Convert to big.Int
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sqrtPriceX96 := new(big.Int)
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sqrtPrice.Int(sqrtPriceX96)
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return sqrtPriceX96
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}
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// TickToSqrtPriceX96WithLookup converts a tick to sqrtPriceX96 using lookup tables
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func TickToSqrtPriceX96WithLookup(tick int) *big.Int {
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// sqrtPriceX96 = 1.0001^(tick/2) * 2^96
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// For better performance with large tick values, we'll use logarithms
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// but with cached base values
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lnBase := math.Log(1.0001) // ln(1.0001) ≈ 9.999500016666e-05
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logResult := lnBase * float64(tick) / 2.0
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result := math.Exp(logResult)
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// Convert to big.Float
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price := new(big.Float).SetFloat64(result)
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// Multiply by 2^96 using lookup table
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q96Int := GetQ96()
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q96 := new(big.Float).SetInt(q96Int)
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price.Mul(price, q96)
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// Convert to big.Int
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sqrtPriceX96 := new(big.Int)
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price.Int(sqrtPriceX96)
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return sqrtPriceX96
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}
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