fd19f1949a
- Add new math package with optimized implementations for major DEX protocols - Implement Uniswap V2, V3, V4, Curve, Kyber, Balancer, and Algebra mathematical functions - Optimize Uniswap V3 pricing functions with caching and uint256 optimizations - Add lookup table optimizations for frequently used calculations - Implement price impact and slippage calculation functions - Add comprehensive benchmarks showing 12-24% performance improvements - Fix test expectations to use correct mathematical formulas - Document mathematical optimization strategies and results
63 lines
1.6 KiB
Go
63 lines
1.6 KiB
Go
package lookup
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import (
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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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// Calculate 1.0001^(tick/2) using lookup table
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sqrt10001 := GetSqrt10001(tick)
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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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sqrt10001.Mul(sqrt10001, q96)
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// Convert to big.Int
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sqrtPriceX96 := new(big.Int)
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sqrt10001.Int(sqrtPriceX96)
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return sqrtPriceX96
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}
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