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>
127 lines
3.4 KiB
Go
127 lines
3.4 KiB
Go
// Package uniswap provides mathematical functions for Uniswap V3 calculations.
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package uniswap
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import (
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"math"
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"math/big"
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)
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// SqrtPriceX96ToPriceAdvanced converts sqrtPriceX96 to a price using advanced caching.
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func SqrtPriceX96ToPriceAdvanced(sqrtPriceX96 *big.Int) *big.Float {
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// Initialize global cached constants
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initConstants()
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// price = (sqrtPriceX96 / 2^96)^2
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// price = sqrtPriceX96^2 / 2^192
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// Validate input
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if sqrtPriceX96 == nil || sqrtPriceX96.Sign() <= 0 {
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return new(big.Float).SetFloat64(0.0)
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}
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// Convert to big.Float for precision
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sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
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// Calculate sqrtPrice^2
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price := new(big.Float).Mul(sqrtPrice, sqrtPrice)
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// Divide by 2^192 using cached constant
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price.Quo(price, GetQ192Float())
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// Validate result is reasonable (not extremely high or low)
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priceFloat, _ := price.Float64()
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if math.IsNaN(priceFloat) || math.IsInf(priceFloat, 0) ||
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priceFloat > 1e20 || priceFloat < 1e-20 { // Extremely high/low prices are likely errors
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return new(big.Float).SetFloat64(1.0) // Default to 1.0 as safe fallback
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}
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return price
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}
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// PriceToSqrtPriceX96Advanced converts a price to sqrtPriceX96 using advanced caching.
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func PriceToSqrtPriceX96Advanced(price *big.Float) *big.Int {
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// Initialize global cached constants
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initConstants()
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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 cached constant
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sqrtPrice.Mul(sqrtPrice, GetQ96Float())
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// Validate result
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resultFloat, _ := sqrtPrice.Float64()
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if math.IsNaN(resultFloat) || math.IsInf(resultFloat, 0) {
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return new(big.Int).SetUint64(0) // Return 0 for invalid results
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}
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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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// TickToSqrtPriceX96Advanced converts a tick to sqrtPriceX96 using advanced caching.
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func TickToSqrtPriceX96Advanced(tick int) *big.Int {
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// Initialize global cached constants
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initConstants()
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// sqrtPriceX96 = 1.0001^(tick/2) * 2^96
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// Using logarithms: 1.0001^(tick/2) = e^(ln(1.0001) * tick/2)
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logResult := GetLnBase() * 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 cached constant
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price.Mul(price, GetQ96Float())
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// Validate result
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resultFloat, _ := price.Float64()
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if math.IsNaN(resultFloat) || math.IsInf(resultFloat, 0) {
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return new(big.Int).SetUint64(0) // Return 0 for invalid results
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}
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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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// SqrtPriceX96ToTickAdvanced converts sqrtPriceX96 to a tick using advanced caching.
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func SqrtPriceX96ToTickAdvanced(sqrtPriceX96 *big.Int) int {
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// Initialize global cached constants
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initConstants()
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// tick = log_1.0001(sqrtPriceX96 / 2^96)^2
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// tick = 2 * ln(sqrtPriceX96 / 2^96) / ln(1.0001)
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if sqrtPriceX96.Cmp(big.NewInt(0)) <= 0 {
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return 0 // Invalid input
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}
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// Convert to big.Float
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sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
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q96Float := GetQ96Float()
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// Calculate ln(sqrtPriceX96 / 2^96) to avoid potential overflow
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ratio := new(big.Float).Quo(sqrtPrice, q96Float)
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lnRatio, _ := ratio.Float64()
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if lnRatio <= 0 {
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return 0 // Invalid ratio
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}
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lnValue := math.Log(lnRatio)
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// Calculate tick: tick = 2 * lnValue / ln(1.0001)
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tick := int(2.0 * lnValue * GetInvLnBase())
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return tick
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}
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