@paraswap/dex-lib 4.8.34-uni-v3-rust.1 → 4.8.34
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/dex/idex.d.ts +1 -1
- package/build/dex/pancakeswap-v3/pancakeswap-v3-pool.d.ts +0 -2
- package/build/dex/pancakeswap-v3/pancakeswap-v3-pool.js +0 -5
- package/build/dex/pancakeswap-v3/pancakeswap-v3-pool.js.map +1 -1
- package/build/dex/pancakeswap-v3/pancakeswap-v3.d.ts +3 -6
- package/build/dex/pancakeswap-v3/pancakeswap-v3.js +9 -85
- package/build/dex/pancakeswap-v3/pancakeswap-v3.js.map +1 -1
- package/build/dex/solidly-v3/solidly-v3-pool.d.ts +0 -3
- package/build/dex/solidly-v3/solidly-v3-pool.js +0 -8
- package/build/dex/solidly-v3/solidly-v3-pool.js.map +1 -1
- package/build/dex/solidly-v3/solidly-v3.d.ts +2 -5
- package/build/dex/solidly-v3/solidly-v3.js +8 -84
- package/build/dex/solidly-v3/solidly-v3.js.map +1 -1
- package/build/dex/uniswap-v3/contract-math/native-bridge.d.ts +1 -52
- package/build/dex/uniswap-v3/contract-math/native-bridge.js +3 -27
- package/build/dex/uniswap-v3/contract-math/native-bridge.js.map +1 -1
- package/build/dex/uniswap-v3/scripts/measure-calc-time.js +110 -222
- package/build/dex/uniswap-v3/scripts/measure-calc-time.js.map +1 -1
- package/build/dex/uniswap-v3/types.d.ts +0 -1
- package/build/dex/uniswap-v3/types.js.map +1 -1
- package/build/dex/uniswap-v3/uniswap-v3-pool.d.ts +0 -2
- package/build/dex/uniswap-v3/uniswap-v3-pool.js +0 -5
- package/build/dex/uniswap-v3/uniswap-v3-pool.js.map +1 -1
- package/build/dex/uniswap-v3/uniswap-v3.d.ts +3 -11
- package/build/dex/uniswap-v3/uniswap-v3.js +9 -86
- package/build/dex/uniswap-v3/uniswap-v3.js.map +1 -1
- package/build/dex/uniswap-v4/types.d.ts +0 -1
- package/build/dex/uniswap-v4/uniswap-v4-pool-manager.d.ts +0 -2
- package/build/dex/uniswap-v4/uniswap-v4-pool-manager.js +0 -3
- package/build/dex/uniswap-v4/uniswap-v4-pool-manager.js.map +1 -1
- package/build/dex/uniswap-v4/uniswap-v4-pool.d.ts +0 -3
- package/build/dex/uniswap-v4/uniswap-v4-pool.js +0 -18
- package/build/dex/uniswap-v4/uniswap-v4-pool.js.map +1 -1
- package/build/dex/uniswap-v4/uniswap-v4.d.ts +1 -3
- package/build/dex/uniswap-v4/uniswap-v4.js +14 -74
- package/build/dex/uniswap-v4/uniswap-v4.js.map +1 -1
- package/build/pricing-helper.d.ts +1 -1
- package/build/pricing-helper.js +2 -2
- package/build/pricing-helper.js.map +1 -1
- package/package.json +1 -2
- package/build/dex/pancakeswap-v3/scripts/measure-calc-time.d.ts +0 -1
- package/build/dex/pancakeswap-v3/scripts/measure-calc-time.js +0 -203
- package/build/dex/pancakeswap-v3/scripts/measure-calc-time.js.map +0 -1
- package/build/dex/solidly-v3/contract-math/native-bridge.d.ts +0 -26
- package/build/dex/solidly-v3/contract-math/native-bridge.js +0 -96
- package/build/dex/solidly-v3/contract-math/native-bridge.js.map +0 -1
- package/build/dex/solidly-v3/scripts/measure-calc-time.d.ts +0 -1
- package/build/dex/solidly-v3/scripts/measure-calc-time.js +0 -203
- package/build/dex/solidly-v3/scripts/measure-calc-time.js.map +0 -1
- package/build/dex/uniswap-v3/scripts/bench-e2e.d.ts +0 -1
- package/build/dex/uniswap-v3/scripts/bench-e2e.js +0 -85
- package/build/dex/uniswap-v3/scripts/bench-e2e.js.map +0 -1
- package/build/dex/uniswap-v3/scripts/bench-parallel.d.ts +0 -1
- package/build/dex/uniswap-v3/scripts/bench-parallel.js +0 -192
- package/build/dex/uniswap-v3/scripts/bench-parallel.js.map +0 -1
- package/build/dex/uniswap-v4/contract-math/native-bridge.d.ts +0 -40
- package/build/dex/uniswap-v4/contract-math/native-bridge.js +0 -74
- package/build/dex/uniswap-v4/contract-math/native-bridge.js.map +0 -1
- package/build/dex/uniswap-v4/scripts/test-rust-correctness.d.ts +0 -1
- package/build/dex/uniswap-v4/scripts/test-rust-correctness.js +0 -167
- package/build/dex/uniswap-v4/scripts/test-rust-correctness.js.map +0 -1
- package/native/Cargo.lock +0 -331
- package/native/Cargo.toml +0 -22
- package/native/build.rs +0 -5
- package/native/package-lock.json +0 -32
- package/native/package.json +0 -20
- package/native/src/config.rs +0 -73
- package/native/src/lib.rs +0 -528
- package/native/src/math/bit_math.rs +0 -177
- package/native/src/math/full_math.rs +0 -217
- package/native/src/math/liquidity_math.rs +0 -72
- package/native/src/math/mod.rs +0 -10
- package/native/src/math/oracle.rs +0 -493
- package/native/src/math/sqrt_price_math.rs +0 -272
- package/native/src/math/swap_math.rs +0 -306
- package/native/src/math/tick.rs +0 -239
- package/native/src/math/tick_bitmap.rs +0 -312
- package/native/src/math/tick_math.rs +0 -321
- package/native/src/math/unsafe_math.rs +0 -67
- package/native/src/pool_state.rs +0 -41
- package/native/src/query_outputs.rs +0 -379
- package/native/src/v4_query_outputs.rs +0 -255
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/* eslint-disable no-console */
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/*
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* V4 Rust correctness test: compares JS vs Rust queryOutputs on real pool states.
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* Directly instantiates pools and generates state, bypassing getPricesVolume.
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*/
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const dotenv = __importStar(require("dotenv"));
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dotenv.config();
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const constants_1 = require("../../../constants");
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const dex_helper_1 = require("../../../dex-helper");
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const uniswap_v4_1 = require("../uniswap-v4");
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const uniswap_v4_pool_math_1 = require("../contract-math/uniswap-v4-pool-math");
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const native_bridge_1 = require("../contract-math/native-bridge");
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const perf_hooks_1 = require("perf_hooks");
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const utils_1 = require("../../../utils");
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const RUNS = 1000;
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(async () => {
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const dh = new dex_helper_1.DummyDexHelper(constants_1.Network.MAINNET);
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const bn = await dh.web3Provider.eth.getBlockNumber();
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const dex = new uniswap_v4_1.UniswapV4(constants_1.Network.MAINNET, 'UniswapV4', dh);
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const USDC = {
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address: '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48',
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decimals: 6,
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};
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const WETH = {
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address: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2',
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decimals: 18,
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};
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console.log(`Block: ${bn}\n`);
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// Initialize and discover pools
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await dex.initializePricing(bn);
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const ids = await dex.getPoolIdentifiers(USDC, WETH, constants_1.SwapSide.SELL, bn);
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console.log(`Pool identifiers: ${ids.length}`);
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ids.forEach(id => console.log(` ${id}`));
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// Wait for async state generation
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console.log('\nWaiting for pool state generation...');
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await new Promise(resolve => setTimeout(resolve, 5000));
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// Access pool manager internals to get pool states directly
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const poolManager = dex.poolManager;
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const amounts = [
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0n,
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...Array.from({ length: 20 }, (_, i) => (0, utils_1.getBigIntPow)(6) * BigInt((i + 1) * 500)),
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];
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const registry = (0, native_bridge_1.createV4Registry)();
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if (!registry) {
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console.log('Rust addon not available');
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process.exit(1);
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}
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let testedPools = 0;
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for (const poolId of ids) {
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const eventPool = await poolManager.getEventPool(poolId, bn);
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if (!eventPool) {
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console.log(`\n${poolId.slice(0, 16)}... no event pool`);
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continue;
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}
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const state = eventPool.getState(bn);
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if (!state) {
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console.log(`\n${poolId.slice(0, 16)}... no state`);
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continue;
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}
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// Find the Pool object for this id
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const pools = await poolManager.getAvailablePoolsForPair(USDC.address.toLowerCase(), WETH.address.toLowerCase(), bn);
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const pool = pools.find((p) => p.id === poolId);
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if (!pool) {
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console.log(`\n${poolId.slice(0, 16)}... pool object not found`);
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continue;
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}
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(fromAddress === WETH.address.toLowerCase() &&
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currency0 === '0x0000000000000000000000000000000000000000');
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console.log(`\n${poolId.slice(0, 16)}... tickSpacing=${tickSpacing} ticks=${Object.keys(state.ticks).length} liquidity=${state.liquidity}`);
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console.log(` sqrtPrice=${state.slot0.sqrtPriceX96} tick=${state.slot0.tick} zeroForOne=${zeroForOne}`);
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console.log(` protocolFee=${state.slot0.protocolFee} lpFee=${state.slot0.lpFee}`);
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console.log(` HOOKS: ${pool.key.hooks} — skipping Rust (hooks need JS)`);
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continue;
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}
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// JS queryOutputs
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const jsOutputs = uniswap_v4_pool_math_1.uniswapV4PoolMath.queryOutputs(pool, state, amounts, zeroForOne, constants_1.SwapSide.SELL);
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// Rust queryOutputs via registry
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(0, native_bridge_1.v4RegistrySetPool)(registry, poolId, state, pool);
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const rustResults = registry.queryMany([poolId], amounts, zeroForOne, 0);
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const rustOutputs = rustResults.find((r) => r.key === poolId)?.outputs;
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if (!rustOutputs) {
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console.log(' Rust: no results returned');
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continue;
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}
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// Compare
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let mismatches = 0;
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for (let i = 0; i < amounts.length; i++) {
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if (jsOutputs[i] !== rustOutputs[i]) {
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mismatches++;
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if (mismatches <= 5) {
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console.log(` MISMATCH[${i}] amount=${amounts[i]} js=${jsOutputs[i]} rust=${rustOutputs[i]}`);
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}
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}
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}
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if (mismatches === 0) {
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console.log(` CORRECT: all ${amounts.length} outputs match`);
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// Benchmark
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const jsM = [];
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for (let i = 0; i < RUNS; i++) {
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const s = perf_hooks_1.performance.now();
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uniswap_v4_pool_math_1.uniswapV4PoolMath.queryOutputs(pool, state, amounts, zeroForOne, constants_1.SwapSide.SELL);
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jsM.push(perf_hooks_1.performance.now() - s);
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}
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const rustM = [];
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for (let i = 0; i < RUNS; i++) {
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const s = perf_hooks_1.performance.now();
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registry.queryMany([poolId], amounts, zeroForOne, 0);
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rustM.push(perf_hooks_1.performance.now() - s);
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}
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.sort((a, b) => a - b)[Math.floor(jsM.length * 0.5)].toFixed(3);
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.sort((a, b) => a - b)[Math.floor(rustM.length * 0.5)].toFixed(3);
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const speedup = (parseFloat(jsP50) / parseFloat(rustP50)).toFixed(1);
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console.log(` JS p50=${jsP50}ms Rust p50=${rustP50}ms speedup=${speedup}x`);
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}
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else {
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console.log(` ${mismatches}/${amounts.length} MISMATCHES`);
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}
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testedPools++;
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}
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console.log(`\nTested ${testedPools} pools`);
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process.exit(0);
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})();
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//# sourceMappingURL=test-rust-correctness.js.map
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package/native/Cargo.toml
DELETED
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@@ -1,22 +0,0 @@
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[package]
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name = "v3-math-native"
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edition = "2021"
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[lib]
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|
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[dependencies]
|
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|
-
napi = { version = "2", features = ["napi6", "serde-json"] }
|
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|
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napi-derive = "2"
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|
-
ethnum = "1"
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|
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|
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[build-dependencies]
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|
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[profile.release]
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|
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lto = true
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strip = "symbols"
|
package/native/build.rs
DELETED
package/native/package-lock.json
DELETED
|
@@ -1,32 +0,0 @@
|
|
|
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|
-
{
|
|
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|
-
"name": "@paraswap/v3-math-native",
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|
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"version": "0.1.0",
|
|
4
|
-
"lockfileVersion": 3,
|
|
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|
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"requires": true,
|
|
6
|
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"packages": {
|
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|
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"": {
|
|
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|
-
"name": "@paraswap/v3-math-native",
|
|
9
|
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"version": "0.1.0",
|
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10
|
-
"devDependencies": {
|
|
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|
-
"@napi-rs/cli": "^2.18.0"
|
|
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-
}
|
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|
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},
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|
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"node_modules/@napi-rs/cli": {
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|
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|
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"version": "2.18.4",
|
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|
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"resolved": "https://registry.npmjs.org/@napi-rs/cli/-/cli-2.18.4.tgz",
|
|
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|
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"integrity": "sha512-SgJeA4df9DE2iAEpr3M2H0OKl/yjtg1BnRI5/JyowS71tUWhrfSu2LT0V3vlHET+g1hBVlrO60PmEXwUEKp8Mg==",
|
|
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|
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|
|
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|
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|
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|
|
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|
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|
|
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|
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|
|
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|
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|
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|
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|
|
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|
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|
|
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|
@@ -1,20 +0,0 @@
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{
|
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"name": "@paraswap/v3-math-native",
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|
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"private": true,
|
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|
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|
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|
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|
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|
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|
|
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|
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|
|
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|
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|
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|
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|
|
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|
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|
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|
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|
|
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|
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|
-
"build": "napi build --platform --release",
|
|
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|
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"build:debug": "napi build --platform"
|
|
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|
-
},
|
|
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|
-
"devDependencies": {
|
|
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|
-
"@napi-rs/cli": "^2.18.0"
|
|
19
|
-
}
|
|
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|
-
}
|
package/native/src/config.rs
DELETED
|
@@ -1,73 +0,0 @@
|
|
|
1
|
-
/// Configures math variant differences between Uniswap V3 forks.
|
|
2
|
-
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
|
|
3
|
-
pub enum MathVariant {
|
|
4
|
-
/// Standard Uniswap V3: feeProtocol is 4-bit (% 16 / >> 4)
|
|
5
|
-
UniswapV3,
|
|
6
|
-
/// PancakeSwap V3: feeProtocol is 16-bit (% 65536 / >> 16), delta = feeAmount * fp / 10000
|
|
7
|
-
PancakeSwapV3,
|
|
8
|
-
/// Solidly V3: No oracle, no feeProtocol, fee from slot0.fee
|
|
9
|
-
SolidlyV3,
|
|
10
|
-
}
|
|
11
|
-
|
|
12
|
-
impl MathVariant {
|
|
13
|
-
pub fn from_str(s: &str) -> Self {
|
|
14
|
-
match s {
|
|
15
|
-
"pancakeswap_v3" => MathVariant::PancakeSwapV3,
|
|
16
|
-
"solidly_v3" => MathVariant::SolidlyV3,
|
|
17
|
-
_ => MathVariant::UniswapV3,
|
|
18
|
-
}
|
|
19
|
-
}
|
|
20
|
-
|
|
21
|
-
/// Extract the fee protocol value for the given swap direction.
|
|
22
|
-
pub fn fee_protocol(
|
|
23
|
-
&self,
|
|
24
|
-
fee_protocol_raw: ethnum::U256,
|
|
25
|
-
zero_for_one: bool,
|
|
26
|
-
) -> ethnum::U256 {
|
|
27
|
-
match self {
|
|
28
|
-
MathVariant::SolidlyV3 => ethnum::U256::ZERO, // no protocol fee
|
|
29
|
-
MathVariant::UniswapV3 => {
|
|
30
|
-
if zero_for_one {
|
|
31
|
-
fee_protocol_raw % ethnum::U256::from(16u32)
|
|
32
|
-
} else {
|
|
33
|
-
fee_protocol_raw >> 4
|
|
34
|
-
}
|
|
35
|
-
}
|
|
36
|
-
MathVariant::PancakeSwapV3 => {
|
|
37
|
-
if zero_for_one {
|
|
38
|
-
fee_protocol_raw % ethnum::U256::from(65536u32)
|
|
39
|
-
} else {
|
|
40
|
-
fee_protocol_raw >> 16
|
|
41
|
-
}
|
|
42
|
-
}
|
|
43
|
-
}
|
|
44
|
-
}
|
|
45
|
-
|
|
46
|
-
/// Calculate protocol fee delta from fee amount.
|
|
47
|
-
/// V3: delta = feeAmount / feeProtocol
|
|
48
|
-
/// PancakeSwap: delta = (feeAmount * feeProtocol) / 10000
|
|
49
|
-
pub fn protocol_fee_delta(
|
|
50
|
-
&self,
|
|
51
|
-
fee_amount: ethnum::U256,
|
|
52
|
-
fee_protocol: ethnum::U256,
|
|
53
|
-
) -> ethnum::U256 {
|
|
54
|
-
match self {
|
|
55
|
-
MathVariant::SolidlyV3 => ethnum::U256::ZERO,
|
|
56
|
-
MathVariant::UniswapV3 => fee_amount / fee_protocol,
|
|
57
|
-
MathVariant::PancakeSwapV3 => {
|
|
58
|
-
(fee_amount * fee_protocol) / ethnum::U256::from(10000u32)
|
|
59
|
-
}
|
|
60
|
-
}
|
|
61
|
-
}
|
|
62
|
-
|
|
63
|
-
/// Whether this variant uses oracle observations.
|
|
64
|
-
pub fn has_oracle(&self) -> bool {
|
|
65
|
-
!matches!(self, MathVariant::SolidlyV3)
|
|
66
|
-
}
|
|
67
|
-
|
|
68
|
-
/// PancakeSwap V3 and Solidly V3 zero out remaining amounts for BOTH sell and buy at end of cycles.
|
|
69
|
-
/// V3 only zeros for BUY.
|
|
70
|
-
pub fn zero_remaining_for_sell(&self) -> bool {
|
|
71
|
-
matches!(self, MathVariant::SolidlyV3 | MathVariant::PancakeSwapV3)
|
|
72
|
-
}
|
|
73
|
-
}
|