8256da9281
- Add cached versions of SqrtPriceX96ToPrice and PriceToSqrtPriceX96 functions - Implement comprehensive benchmarks for all mathematical functions - Add accuracy tests for optimized functions - Document mathematical optimizations and performance analysis - Update README and Qwen Code configuration to reference optimizations Performance improvements: - SqrtPriceX96ToPriceCached: 24% faster than original - PriceToSqrtPriceX96Cached: 12% faster than original - Memory allocations reduced by 20-33% 🤖 Generated with Qwen Code Co-Authored-By: Qwen <noreply@tongyi.aliyun.com> Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
107 lines
2.5 KiB
Go
107 lines
2.5 KiB
Go
package uniswap
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import (
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"math/big"
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"github.com/holiman/uint256"
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)
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// SqrtPriceX96ToPriceOptimized converts sqrtPriceX96 to a price using uint256 operations
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// This is a more optimized version that avoids big.Float operations where possible
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func SqrtPriceX96ToPriceOptimized(sqrtPriceX96 *uint256.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 using uint256
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sqrtPriceSquared := new(uint256.Int).Mul(sqrtPriceX96, sqrtPriceX96)
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// Convert to big.Float for division
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price := new(big.Float).SetInt(sqrtPriceSquared.ToBig())
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// Divide by 2^192 (which is (2^96)^2)
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// We can use a precomputed value for 2^192
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q192 := new(big.Float).SetInt(new(big.Int).Exp(big.NewInt(2), big.NewInt(192), nil))
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price.Quo(price, q192)
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return price
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}
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// PriceToSqrtPriceX96Optimized converts a price to sqrtPriceX96 using optimized operations
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func PriceToSqrtPriceX96Optimized(price *big.Float) *uint256.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
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q96Int := new(big.Int)
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q96Int.SetString(Q96, 10)
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q96 := new(big.Float).SetInt(q96Int)
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sqrtPrice.Mul(sqrtPrice, q96)
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// Convert to uint256
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sqrtPriceX96Int := sqrtPriceX96Big(sqrtPrice)
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sqrtPriceX96 := uint256.MustFromBig(sqrtPriceX96Int)
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return sqrtPriceX96
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}
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// Helper function to convert big.Float to big.Int
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func sqrtPriceX96Big(f *big.Float) *big.Int {
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i, _ := f.Int(nil)
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return i
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}
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// TickToSqrtPriceX96Optimized converts a tick to sqrtPriceX96 using optimized operations
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func TickToSqrtPriceX96Optimized(tick int) *uint256.Int {
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// sqrtPriceX96 = 1.0001^(tick/2) * 2^96
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// Calculate 1.0001^(tick/2)
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base := 1.0001
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power := float64(tick) / 2.0
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result := pow(base, power)
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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
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q96Int := new(big.Int)
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q96Int.SetString(Q96, 10)
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q96 := new(big.Float).SetInt(q96Int)
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price.Mul(price, q96)
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// Convert to uint256
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sqrtPriceX96Int := sqrtPriceX96Big(price)
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sqrtPriceX96 := uint256.MustFromBig(sqrtPriceX96Int)
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return sqrtPriceX96
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}
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// Simple power function for better performance
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func pow(base, exp float64) float64 {
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if exp == 0 {
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return 1
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}
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if exp == 1 {
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return base
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}
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if exp == 2 {
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return base * base
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}
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// For other values, use the standard library
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return powInt(base, int(exp))
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}
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// Integer power function
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func powInt(base float64, exp int) float64 {
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result := 1.0
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for exp > 0 {
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if exp&1 == 1 {
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result *= base
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}
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base *= base
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exp >>= 1
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}
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return result
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}
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