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Expand SqrtPrice domain (#143)
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* expand sqrt price domain, adjust some of the tests

* update tests to match new price limit

* update max swap steps

* fix simulate swap test

---------

Co-authored-by: none00y <[email protected]>
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@DevRozaDev @none00y
DevRozaDev and none00y authored Oct 9, 2024
1 parent 4332e68 commit 89895fe
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Showing 19 changed files with 559 additions and 464 deletions.
6 changes: 3 additions & 3 deletions contracts/constants.ral
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
const GLOBAL_MAX_TICK = 221818i
const GLOBAL_MIN_TICK = -221818i
const GLOBAL_MAX_TICK = 547_613i
const GLOBAL_MIN_TICK = -GLOBAL_MAX_TICK

const MAX_SWAP_STEPS = 6
const MAX_SWAP_STEPS = 38

const MAX_U256 = 115792089237316195423570985008687907853269984665640564039457584007913129639935

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2 changes: 1 addition & 1 deletion contracts/invariant.ral
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Original file line number Diff line number Diff line change
Expand Up @@ -178,7 +178,7 @@ Contract Invariant(
Liquidity{v: 0},
calculateSqrtPrice(index),
feeGrowthOutsideX,
feeGrowthOutsideY,
feeGrowthOutsideY,
0
)
}
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78 changes: 42 additions & 36 deletions contracts/math/decimal.ral
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Original file line number Diff line number Diff line change
Expand Up @@ -39,59 +39,65 @@ Abstract Contract Decimal() {

assert!(tickIndexAbs <= toU256!(GLOBAL_MAX_TICK), DecimalError.TickOverBounds)

if (tickIndexAbs & 0x1 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1000049998750) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x00001 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1000049998750062496094023) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x2 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1000100000000) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x00002 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1000100000000000000000000) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x4 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1000200010000) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x00004 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1000200010000000000000000) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x8 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1000400060004) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x00008 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1000400060004000100000000) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x10 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1000800280056) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x00010 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1000800280056007000560028) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x20 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1001601200560) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x00020 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1001601200560182043688009) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x40 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1003204964963) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x000040 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1003204964963598014666528) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x80 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1006420201726) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x00080 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1006420201727613920156533) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x100 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1012881622442) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x00100 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1012881622445451097078095) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x200 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1025929181080) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x00200 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1025929181087729343658708) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x400 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1052530684591) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x00400 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1052530684607338948386589) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x800 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1107820842005) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x00800 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1107820842039993613899215) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x1000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1227267017980) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x01000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1227267018058200482050503) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x2000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1506184333421) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x02000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 1506184333613467388107955) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x4000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 2268591246242) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x04000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 2268591246822644826925609) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x8000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 5146506242525) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x08000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 5146506245160322222537991) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x00010000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 26486526504348) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x10000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 26486526531474198664033811) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x00020000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 701536086265529) / FIXED_POINT_DENOMINATOR
if (tickIndexAbs & 0x20000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 701536087702486644953017488) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x40000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 492152882348911033633683861778) / FIXED_POINT_DENOMINATOR
}
if (tickIndexAbs & 0x80000 != 0) {
sqrtPrice.v = (sqrtPrice.v * 242214459604341065650571799093539783) / FIXED_POINT_DENOMINATOR
}

if (tickIndex >= 0i) {
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56 changes: 30 additions & 26 deletions contracts/math/log.ral
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Original file line number Diff line number Diff line change
@@ -1,43 +1,47 @@
Abstract Contract Log() extends Decimal() {
const LOG2_SCALE = 32
const LOG2_SCALE = 64
const LOG2_DOUBLE_SCALE = LOG2_SCALE *2
const LOG2_SQRT10001 = 309801
const LOG2_NEGATIVE_MAX_LOSE = 300000
const LOG2_MIN_BINARY_POSITION = 15
const LOG2_SQRT10001 = 1330584781654116
const LOG2_NEGATIVE_MAX_LOSE = 1330580000000000 * 7 / 9
const LOG2_MIN_BINARY_POSITION = 46
const LOG2_ONE = 1 << LOG2_SCALE
const LOG2_HALF = LOG2_ONE >> 1
const LOG2_TWO = LOG2_ONE << 1
const LOG2_DOUBLE_ONE = 1 << LOG2_DOUBLE_SCALE
const LOG2_ACCURACY = 1 << (31 - LOG2_MIN_BINARY_POSITION)
const LOG2_ACCURACY = 1 << (63 - LOG2_MIN_BINARY_POSITION)

fn sqrtPriceToX32(val: SqrtPrice) -> U256 {
fn sqrtPriceToX64(val: SqrtPrice) -> U256 {
return val.v * LOG2_ONE / SQRT_PRICE_DENOMINATOR
}

fn log2FloorX32( mut sqrtPriceX32: U256) -> U256 {
fn log2FloorX64( mut sqrtPriceX64: U256) -> U256 {
let mut msb = 0

if (sqrtPriceX32 >= 1 << 32) {
sqrtPriceX32 = sqrtPriceX32 >> 32
if (sqrtPriceX64 >= 1 << 64) {
sqrtPriceX64 = sqrtPriceX64 >> 64
msb = msb | 64
}
if (sqrtPriceX64 >= 1 << 32) {
sqrtPriceX64 = sqrtPriceX64 >> 32
msb = msb | 32
}
if (sqrtPriceX32 >= 1 << 16) {
sqrtPriceX32 = sqrtPriceX32 >> 16
if (sqrtPriceX64 >= 1 << 16) {
sqrtPriceX64 = sqrtPriceX64 >> 16
msb = msb | 16
}
if (sqrtPriceX32 >= 1 << 8) {
sqrtPriceX32 = sqrtPriceX32 >> 8
if (sqrtPriceX64 >= 1 << 8) {
sqrtPriceX64 = sqrtPriceX64 >> 8
msb = msb | 8
}
if (sqrtPriceX32 >= 1 << 4) {
sqrtPriceX32 = sqrtPriceX32 >> 4
if (sqrtPriceX64 >= 1 << 4) {
sqrtPriceX64 = sqrtPriceX64 >> 4
msb = msb | 4
}
if (sqrtPriceX32 >= 1 << 2) {
sqrtPriceX32 = sqrtPriceX32 >> 2
if (sqrtPriceX64 >= 1 << 2) {
sqrtPriceX64 = sqrtPriceX64 >> 2
msb = msb | 2
}
if (sqrtPriceX32 >= 1 << 1) {
if (sqrtPriceX64 >= 1 << 1) {
msb = msb | 1
}

Expand All @@ -57,16 +61,16 @@ Abstract Contract Log() extends Decimal() {
return accurateTick - substrahend
}
}

fn log2IterativeApproximationX32(mut sqrtPriceX32: U256) -> (Bool, U256) {
fn log2IterativeApproximationX64(mut sqrtPriceX64: U256) -> (Bool, U256) {
let mut sign = true
if (sqrtPriceX32 < LOG2_ONE) {
if (sqrtPriceX64 < LOG2_ONE) {
sign = false
sqrtPriceX32 = (LOG2_DOUBLE_ONE / (sqrtPriceX32 + 1))
sqrtPriceX64 = (LOG2_DOUBLE_ONE / (sqrtPriceX64 + 1))
}
let log2Floor = log2FloorX32( sqrtPriceX32 >> LOG2_SCALE)
let log2Floor = log2FloorX64( sqrtPriceX64 >> LOG2_SCALE)
let mut result = log2Floor << LOG2_SCALE
let mut y = sqrtPriceX32 >> log2Floor
let mut y = sqrtPriceX64 >> log2Floor

if (y == LOG2_ONE) {
return sign, result
Expand All @@ -85,9 +89,9 @@ Abstract Contract Log() extends Decimal() {

pub fn getTickAtSqrtPrice(sqrtPrice: SqrtPrice, tickSpacing: U256) -> I256 {
assert!(sqrtPrice.v <= MAX_SQRT_PRICE && sqrtPrice.v >= MIN_SQRT_PRICE, LogError.SqrtPriceOutOfRange)
let sqrtPriceX32 = sqrtPriceToX32(sqrtPrice)
let sqrtPriceX64 = sqrtPriceToX64(sqrtPrice)

let (log2Sign, log2SqrtPrice) = log2IterativeApproximationX32(sqrtPriceX32)
let (log2Sign, log2SqrtPrice) = log2IterativeApproximationX64(sqrtPriceX64)

let mut absFloorTick = 0
let mut nearerTick = 0i
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6 changes: 3 additions & 3 deletions contracts/math/types.ral
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Original file line number Diff line number Diff line change
Expand Up @@ -3,8 +3,8 @@ struct SqrtPrice{
}
const SQRT_PRICE_SCALE = 24
const SQRT_PRICE_DENOMINATOR = 10**SQRT_PRICE_SCALE
const MAX_SQRT_PRICE = 65535383934512647000000000000
const MIN_SQRT_PRICE = 15258932000000000000
const MAX_SQRT_PRICE = 777446803530032965262892619622664451
const MIN_SQRT_PRICE = 1286261639329

struct Liquidity{
mut v: U256
Expand Down Expand Up @@ -36,6 +36,6 @@ const TOKEN_AMOUNT_DENOMINATOR = 10**TOKEN_AMOUNT_SCALE
struct FixedPoint{
mut v: U256
}
const FIXED_POINT_SCALE = 12
const FIXED_POINT_SCALE = 24
const FIXED_POINT_DENOMINATOR = 10**FIXED_POINT_SCALE

3 changes: 2 additions & 1 deletion src/consts.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -59,7 +59,8 @@ export enum VMError {
ArithmeticError = 'ArithmeticError',
OutOfGas = 'OutOfGas',
NotEnoughBalance = 'Not enough approved balance for address',
MaxStoredAssets = 'max token number is 8'
MaxStoredAssets = 'max token number is 8',
VMExecutionError = 'VM execution error: Assertion Failed in Contract'
}

export const INVARIANT_ADDRESS = {
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