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Merge branch 'main' into hoa/update-lo
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@hoanguyenkh
hoanguyenkh authored Dec 11, 2024
2 parents e315d60 + baf55e5 commit dc5c2d3
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Showing 13 changed files with 412 additions and 119 deletions.
3 changes: 3 additions & 0 deletions pkg/liquidity-source/algebra/integral/ticklens.go
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Original file line number Diff line number Diff line change
Expand Up @@ -91,6 +91,9 @@ func (d *PoolTracker) getPoolTicksFromSC(ctx context.Context, pool entity.Pool,
// changed, use new value
combined = append(combined, tick)
delete(changedTickMap, t.Index)
} else if changedTickSet.ContainsOne(int64(t.Index)) {
// some changed ticks might be consumed entirely and are not in `changedTickMap`, delete them
logger.Debugf("deleted tick %v %v", pool.Address, t)
} else {
// use old value
combined = append(combined, TickResp{
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3 changes: 3 additions & 0 deletions pkg/liquidity-source/algebra/v1/ticklens.go
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Original file line number Diff line number Diff line change
Expand Up @@ -92,6 +92,9 @@ func (d *PoolTracker) getPoolTicksFromSC(ctx context.Context, pool entity.Pool,
// changed, use new value
combined = append(combined, tick)
delete(changedTickMap, t.Index)
} else if changedTickSet.ContainsOne(int64(t.Index)) {
// some changed ticks might be consumed entirely and are not in `changedTickMap`, delete them
logger.Debugf("deleted tick %v %v", pool.Address, t)
} else {
// use old value
combined = append(combined, TickResp{
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228 changes: 121 additions & 107 deletions pkg/liquidity-source/syncswapv2/aqua/math.go
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Original file line number Diff line number Diff line change
Expand Up @@ -139,58 +139,60 @@ func newtonD(ANN *uint256.Int, gamma *uint256.Int, xUnsorted []*uint256.Int) (*u
} else {
_g1k0 = new(uint256.Int).Add(new(uint256.Int).Sub(K0, _g1k0), constant.One)
}
var mul1 = new(uint256.Int).Div(
new(uint256.Int).Mul(
new(uint256.Int).Mul(
new(uint256.Int).Div(
new(uint256.Int).Mul(
new(uint256.Int).Div(new(uint256.Int).Mul(constant.BONE, D), gamma), _g1k0,
), gamma,
),
_g1k0,
),
AMultiplier,
), ANN,
)
var mul2 = new(uint256.Int).Div(
new(uint256.Int).Mul(
new(uint256.Int).Mul(
new(uint256.Int).Mul(constant.Two, constant.BONE), nCoinsBi,
), K0,
), _g1k0,
)
var negFprime = new(uint256.Int).Sub(
new(uint256.Int).Add(
new(uint256.Int).Add(S, new(uint256.Int).Div(new(uint256.Int).Mul(S, mul2), constant.BONE)),
new(uint256.Int).Div(new(uint256.Int).Mul(mul1, nCoinsBi), K0),
),
new(uint256.Int).Div(new(uint256.Int).Mul(mul2, D), constant.BONE),
// var mul1 = new(uint256.Int).Div(
// new(uint256.Int).Mul(
// new(uint256.Int).Mul(
// new(uint256.Int).Div(
// new(uint256.Int).Mul(
// new(uint256.Int).Div(new(uint256.Int).Mul(constant.BONE, D), gamma), _g1k0,
// ), gamma,
// ),
// _g1k0,
// ),
// AMultiplier,
// ), ANN,
// )
var mul1 = new(uint256.Int)
mul1.Mul(constant.BONE, D).Div(mul1, gamma).Mul(mul1, _g1k0).Div(mul1, gamma).Mul(mul1, _g1k0).Mul(mul1, AMultiplier).Div(mul1, ANN)
// var mul2 = new(uint256.Int).Div(
// new(uint256.Int).Mul(
// new(uint256.Int).Mul(
// new(uint256.Int).Mul(constant.Two, constant.BONE), nCoinsBi,
// ), K0,
// ), _g1k0,
// )
var mul2 = new(uint256.Int)
mul2.Mul(constant.Two, constant.BONE).Mul(mul2, nCoinsBi).Mul(mul2, K0).Div(mul2, _g1k0)
// var negFprime = new(uint256.Int).Sub(
// new(uint256.Int).Add(
// new(uint256.Int).Add(S, new(uint256.Int).Div(new(uint256.Int).Mul(S, mul2), constant.BONE)),
// new(uint256.Int).Div(new(uint256.Int).Mul(mul1, nCoinsBi), K0),
// ),
// new(uint256.Int).Div(new(uint256.Int).Mul(mul2, D), constant.BONE),
// )
var negFprime = new(uint256.Int)
negFprime.Mul(S, mul2).Div(negFprime, constant.BONE).Add(S, negFprime).Add(
new(uint256.Int).Set(negFprime),
negFprime.Mul(mul1, nCoinsBi).Div(negFprime, K0),
).Sub(
new(uint256.Int).Set(negFprime),
negFprime.Mul(mul2, D).Div(negFprime, constant.BONE),
)
var DPlus = new(uint256.Int).Div(new(uint256.Int).Mul(D, new(uint256.Int).Add(negFprime, S)), negFprime)
var DMinus = new(uint256.Int).Div(new(uint256.Int).Mul(D, D), negFprime)
// var DPlus = new(uint256.Int).Div(new(uint256.Int).Mul(D, new(uint256.Int).Add(negFprime, S)), negFprime)
var DPlus = new(uint256.Int)
DPlus.Add(negFprime, S).Mul(D, DPlus).Div(DPlus, negFprime)
// var DMinus = new(uint256.Int).Div(new(uint256.Int).Mul(D, D), negFprime)
var DMinus = new(uint256.Int)
DMinus.Mul(D, D).Div(DMinus, negFprime)
if constant.BONE.Cmp(K0) > 0 {
DMinus = new(uint256.Int).Add(
DMinus,
new(uint256.Int).Div(
new(uint256.Int).Mul(
new(uint256.Int).Div(
new(uint256.Int).Mul(D, new(uint256.Int).Div(mul1, negFprime)), constant.BONE,
), new(uint256.Int).Sub(constant.BONE, K0),
),
K0,
),
DMinus.Add(new(
uint256.Int).Set(DMinus),
DMinus.Div(mul1, negFprime).Mul(D, DMinus).Div(DMinus, constant.BONE).Mul(DMinus, new(uint256.Int).Sub(constant.BONE, K0)).Div(DMinus, K0),
)
} else {
DMinus = new(uint256.Int).Sub(
DMinus,
new(uint256.Int).Div(
new(uint256.Int).Mul(
new(uint256.Int).Div(
new(uint256.Int).Mul(D, new(uint256.Int).Div(mul1, negFprime)), constant.BONE,
), new(uint256.Int).Sub(K0, constant.BONE),
),
K0,
),
DMinus.Add(new(
uint256.Int).Set(DMinus),
DMinus.Div(mul1, negFprime).Mul(D, DMinus).Div(DMinus, constant.BONE).Mul(DMinus, new(uint256.Int).Sub(K0, constant.BONE)).Div(DMinus, K0),
)
}
if DPlus.Cmp(DMinus) > 0 {
Expand Down Expand Up @@ -267,24 +269,28 @@ func newtonY(ann *uint256.Int, gamma *uint256.Int, x []*uint256.Int, D *uint256.
} else {
_g1k0 = new(uint256.Int).Add(new(uint256.Int).Sub(K0, _g1k0), constant.One)
}
var mul1 = new(uint256.Int).Div(
new(uint256.Int).Mul(
new(uint256.Int).Div(
new(uint256.Int).Mul(
new(uint256.Int).Div(new(uint256.Int).Mul(constant.BONE, D), gamma),
_g1k0,
), gamma,
),
new(uint256.Int).Mul(_g1k0, AMultiplier),
), ann,
)
var mul2 = new(uint256.Int).Add(
new(uint256.Int).Div(
new(uint256.Int).Mul(
new(uint256.Int).Mul(constant.Two, constant.BONE), K0,
), _g1k0,
), constant.BONE,
)
// var mul1 = new(uint256.Int).Div(
// new(uint256.Int).Mul(
// new(uint256.Int).Div(
// new(uint256.Int).Mul(
// new(uint256.Int).Div(new(uint256.Int).Mul(constant.BONE, D), gamma),
// _g1k0,
// ), gamma,
// ),
// new(uint256.Int).Mul(_g1k0, AMultiplier),
// ), ann,
// )
var mul1 = new(uint256.Int)
mul1.Mul(constant.BONE, D).Div(mul1, gamma).Mul(mul1, _g1k0).Div(mul1, gamma).Mul(mul1, _g1k0).Mul(mul1, AMultiplier).Div(mul1, ann)
// var mul2 = new(uint256.Int).Add(
// new(uint256.Int).Div(
// new(uint256.Int).Mul(
// new(uint256.Int).Mul(constant.Two, constant.BONE), K0,
// ), _g1k0,
// ), constant.BONE,
// )
var mul2 = new(uint256.Int)
mul2.Mul(constant.Two, constant.BONE).Mul(mul2, K0).Div(mul2, _g1k0).Add(mul2, constant.BONE)
var yfprime = new(uint256.Int).Add(
new(uint256.Int).Add(new(uint256.Int).Mul(constant.BONE, y), new(uint256.Int).Mul(S, mul2)), mul1,
)
Expand Down Expand Up @@ -685,50 +691,58 @@ func getCryptoFee(minFee, maxFee, gamma, xp0, xp1 *uint256.Int) *uint256.Int {
// gamma.add(ETHER).sub(ETHER.mul(4).mul(xp0).div(f).mul(xp1).div(f))
// );

f = new(uint256.Int).Div(
new(uint256.Int).Mul(
gamma,
constant.BONE,
),
new(uint256.Int).Sub(
new(uint256.Int).Add(
gamma,
constant.BONE,
),
new(uint256.Int).Div(
new(uint256.Int).Mul(
new(uint256.Int).Div(
new(uint256.Int).Mul(
new(uint256.Int).Mul(
constant.BONE,
constant.Four,
),
xp0,
),
f,
),
xp1,
),
f,
),
),
// f = new(uint256.Int).Div(
// new(uint256.Int).Mul(
// gamma,
// constant.BONE,
// ),
// new(uint256.Int).Sub(
// new(uint256.Int).Add(
// gamma,
// constant.BONE,
// ),
// new(uint256.Int).Div(
// new(uint256.Int).Mul(
// new(uint256.Int).Div(
// new(uint256.Int).Mul(
// new(uint256.Int).Mul(
// constant.BONE,
// constant.Four,
// ),
// xp0,
// ),
// f,
// ),
// xp1,
// ),
// f,
// ),
// ),
// )
f1 := new(uint256.Int).Set(f)
f = f.Mul(constant.BONE, constant.Four).Mul(f, xp0).Div(f, f1).Mul(f, xp1).Div(f, f1).Sub(
new(uint256.Int).Add(gamma, constant.BONE), f,
).Div(
new(uint256.Int).Mul(gamma, constant.BONE), f,
)

// const fee = minFee.mul(f).add(maxFee.mul(ETHER.sub(f))).div(ETHER);
fee := new(uint256.Int).Div(
new(uint256.Int).Add(
new(uint256.Int).Mul(
minFee, f,
),
new(uint256.Int).Mul(
maxFee,
new(uint256.Int).Sub(
constant.BONE, f,
),
),
),
constant.BONE,
)
// fee := new(uint256.Int).Div(
// new(uint256.Int).Add(
// new(uint256.Int).Mul(
// minFee, f,
// ),
// new(uint256.Int).Mul(
// maxFee,
// new(uint256.Int).Sub(
// constant.BONE, f,
// ),
// ),
// ),
// constant.BONE,
// )
var fee = new(uint256.Int)
fee.Sub(constant.BONE, f).Mul(maxFee, fee).Add(fee, new(uint256.Int).Mul(minFee, f)).Div(fee, constant.BONE)
return fee
}

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