@paraswap/dex-lib 4.8.37-native-dex-math.1 → 4.8.37

package/native/src/math/sqrt_price_math.rs

@@ -1,272 +0,0 @@
-use ethnum::{I256, U256};
-use super::full_math;
-use super::unsafe_math;
-
-const RESOLUTION: u32 = 96;
-const Q96: U256 = U256::from_words(0, 1u128 << 96);
-// 2^160 - 1: hi_128 = 0xFFFFFFFF, lo_128 = u128::MAX
-const MAX_UINT160: U256 = U256::from_words(0xFFFFFFFF, u128::MAX);
-
-/// Truncate to uint160 range.
-fn as_uint160(val: U256) -> U256 {
-    val & MAX_UINT160
-}
-
-pub fn get_next_sqrt_price_from_amount0_rounding_up(
-    sqrt_p_x96: U256,
-    liquidity: U256,
-    amount: U256,
-    add: bool,
-) -> U256 {
-    if amount == U256::ZERO {
-        return sqrt_p_x96;
-    }
-    let numerator1 = liquidity << RESOLUTION;
-
-    let product = amount * sqrt_p_x96;
-    if add {
-        if product / amount == sqrt_p_x96 {
-            let denominator = numerator1 + product;
-            if denominator >= numerator1 {
-                return as_uint160(full_math::mul_div_rounding_up(
-                    numerator1,
-                    sqrt_p_x96,
-                    denominator,
-                ));
-            }
-        }
-        as_uint160(unsafe_math::div_rounding_up(
-            numerator1,
-            numerator1 / sqrt_p_x96 + amount,
-        ))
-    } else {
-        assert!(
-            product / amount == sqrt_p_x96 && numerator1 > product,
-            "product / amount == sqrt_p_x96 && numerator1 > product"
-        );
-        let denominator = numerator1 - product;
-        as_uint160(full_math::mul_div_rounding_up(
-            numerator1,
-            sqrt_p_x96,
-            denominator,
-        ))
-    }
-}
-
-pub fn get_next_sqrt_price_from_amount1_rounding_down(
-    sqrt_p_x96: U256,
-    liquidity: U256,
-    amount: U256,
-    add: bool,
-) -> U256 {
-    if add {
-        let quotient = if amount <= MAX_UINT160 {
-            (amount << RESOLUTION) / liquidity
-        } else {
-            full_math::mul_div(amount, Q96, liquidity)
-        };
-        as_uint160(sqrt_p_x96 + quotient)
-    } else {
-        let quotient = if amount <= MAX_UINT160 {
-            unsafe_math::div_rounding_up(amount << RESOLUTION, liquidity)
-        } else {
-            full_math::mul_div_rounding_up(amount, Q96, liquidity)
-        };
-        assert!(sqrt_p_x96 > quotient, "sqrt_p_x96 > quotient");
-        as_uint160(sqrt_p_x96 - quotient)
-    }
-}
-
-pub fn get_next_sqrt_price_from_input(
-    sqrt_p_x96: U256,
-    liquidity: U256,
-    amount_in: U256,
-    zero_for_one: bool,
-) -> U256 {
-    assert!(sqrt_p_x96 > U256::ZERO, "sqrt_p_x96 > 0");
-    assert!(liquidity > U256::ZERO, "liquidity > 0");
-
-    if zero_for_one {
-        get_next_sqrt_price_from_amount0_rounding_up(sqrt_p_x96, liquidity, amount_in, true)
-    } else {
-        get_next_sqrt_price_from_amount1_rounding_down(sqrt_p_x96, liquidity, amount_in, true)
-    }
-}
-
-pub fn get_next_sqrt_price_from_output(
-    sqrt_p_x96: U256,
-    liquidity: U256,
-    amount_out: U256,
-    zero_for_one: bool,
-) -> U256 {
-    assert!(sqrt_p_x96 > U256::ZERO, "sqrt_p_x96 > 0");
-    assert!(liquidity > U256::ZERO, "liquidity > 0");
-
-    if zero_for_one {
-        get_next_sqrt_price_from_amount1_rounding_down(sqrt_p_x96, liquidity, amount_out, false)
-    } else {
-        get_next_sqrt_price_from_amount0_rounding_up(sqrt_p_x96, liquidity, amount_out, false)
-    }
-}
-
-pub fn get_amount0_delta(
-    sqrt_ratio_a_x96: U256,
-    sqrt_ratio_b_x96: U256,
-    liquidity: U256,
-    round_up: bool,
-) -> U256 {
-    let (sqrt_ratio_a_x96, sqrt_ratio_b_x96) = if sqrt_ratio_a_x96 > sqrt_ratio_b_x96 {
-        (sqrt_ratio_b_x96, sqrt_ratio_a_x96)
-    } else {
-        (sqrt_ratio_a_x96, sqrt_ratio_b_x96)
-    };
-
-    let numerator1 = liquidity << RESOLUTION;
-    let numerator2 = sqrt_ratio_b_x96 - sqrt_ratio_a_x96;
-
-    assert!(sqrt_ratio_a_x96 > U256::ZERO, "sqrt_ratio_a_x96 > 0");
-
-    if round_up {
-        unsafe_math::div_rounding_up(
-            full_math::mul_div_rounding_up(numerator1, numerator2, sqrt_ratio_b_x96),
-            sqrt_ratio_a_x96,
-        )
-    } else {
-        full_math::mul_div(numerator1, numerator2, sqrt_ratio_b_x96) / sqrt_ratio_a_x96
-    }
-}
-
-pub fn get_amount1_delta(
-    sqrt_ratio_a_x96: U256,
-    sqrt_ratio_b_x96: U256,
-    liquidity: U256,
-    round_up: bool,
-) -> U256 {
-    let (sqrt_ratio_a_x96, sqrt_ratio_b_x96) = if sqrt_ratio_a_x96 > sqrt_ratio_b_x96 {
-        (sqrt_ratio_b_x96, sqrt_ratio_a_x96)
-    } else {
-        (sqrt_ratio_a_x96, sqrt_ratio_b_x96)
-    };
-
-    if round_up {
-        full_math::mul_div_rounding_up(
-            liquidity,
-            sqrt_ratio_b_x96 - sqrt_ratio_a_x96,
-            Q96,
-        )
-    } else {
-        full_math::mul_div(liquidity, sqrt_ratio_b_x96 - sqrt_ratio_a_x96, Q96)
-    }
-}
-
-/// Signed version: _getAmount0DeltaO with signed liquidity.
-/// Equivalent to TS SqrtPriceMath._getAmount0DeltaO.
-pub fn get_amount0_delta_signed(
-    sqrt_ratio_a_x96: U256,
-    sqrt_ratio_b_x96: U256,
-    liquidity: I256,
-) -> I256 {
-    let mask_128 = (U256::ONE << 128) - U256::ONE;
-    if liquidity < I256::ZERO {
-        // BigInt.asUintN(128, -liquidity)
-        let abs_liq = (-liquidity).as_u256() & mask_128;
-        let delta = get_amount0_delta(sqrt_ratio_a_x96, sqrt_ratio_b_x96, abs_liq, false);
-        // -BigInt.asIntN(256, delta)
-        -(delta.as_i256())
-    } else {
-        // BigInt.asUintN(128, liquidity)
-        let liq_u = liquidity.as_u256() & mask_128;
-        let delta = get_amount0_delta(sqrt_ratio_a_x96, sqrt_ratio_b_x96, liq_u, true);
-        // BigInt.asIntN(256, delta)
-        delta.as_i256()
-    }
-}
-
-/// Signed version: _getAmount1DeltaO with signed liquidity.
-/// Equivalent to TS SqrtPriceMath._getAmount1DeltaO.
-pub fn get_amount1_delta_signed(
-    sqrt_ratio_a_x96: U256,
-    sqrt_ratio_b_x96: U256,
-    liquidity: I256,
-) -> I256 {
-    let mask_128 = (U256::ONE << 128) - U256::ONE;
-    if liquidity < I256::ZERO {
-        let abs_liq = (-liquidity).as_u256() & mask_128;
-        let delta = get_amount1_delta(sqrt_ratio_a_x96, sqrt_ratio_b_x96, abs_liq, false);
-        -(delta.as_i256())
-    } else {
-        let liq_u = liquidity.as_u256() & mask_128;
-        let delta = get_amount1_delta(sqrt_ratio_a_x96, sqrt_ratio_b_x96, liq_u, true);
-        delta.as_i256()
-    }
-}
-
-#[cfg(test)]
-mod tests {
-    use super::*;
-
-    #[test]
-    fn test_get_amount0_delta_basic() {
-        let sqrt_a = U256::from(79228162514264337593543950336u128); // Q96 * 1
-        let sqrt_b = U256::from(158456325028528675187087900672u128); // Q96 * 2
-        let liquidity = U256::from(1_000_000u64);
-        let result = get_amount0_delta(sqrt_a, sqrt_b, liquidity, true);
-        assert!(result > U256::ZERO);
-    }
-
-    #[test]
-    fn test_get_amount1_delta_basic() {
-        let sqrt_a = U256::from(79228162514264337593543950336u128); // Q96 * 1
-        let sqrt_b = U256::from(158456325028528675187087900672u128); // Q96 * 2
-        let liquidity = U256::from(1_000_000u64);
-        let result = get_amount1_delta(sqrt_a, sqrt_b, liquidity, true);
-        assert!(result > U256::ZERO);
-    }
-
-    #[test]
-    fn test_get_next_sqrt_price_from_input_zero_for_one() {
-        let sqrt_p = U256::from(79228162514264337593543950336u128);
-        let liquidity = U256::from(1_000_000_000_000u64);
-        let amount = U256::from(1_000_000u64);
-        let result = get_next_sqrt_price_from_input(sqrt_p, liquidity, amount, true);
-        assert!(result > U256::ZERO);
-        assert!(result <= sqrt_p);
-    }
-
-    #[test]
-    fn test_get_next_sqrt_price_from_input_one_for_zero() {
-        let sqrt_p = U256::from(79228162514264337593543950336u128);
-        let liquidity = U256::from(1_000_000_000_000u64);
-        let amount = U256::from(1_000_000u64);
-        let result = get_next_sqrt_price_from_input(sqrt_p, liquidity, amount, false);
-        assert!(result >= sqrt_p);
-    }
-
-    #[test]
-    fn test_get_amount0_delta_symmetric() {
-        let sqrt_a = U256::from(79228162514264337593543950336u128);
-        let sqrt_b = U256::from(158456325028528675187087900672u128);
-        let liquidity = U256::from(1_000_000u64);
-        let r1 = get_amount0_delta(sqrt_a, sqrt_b, liquidity, true);
-        let r2 = get_amount0_delta(sqrt_b, sqrt_a, liquidity, true);
-        assert_eq!(r1, r2);
-    }
-
-    #[test]
-    fn test_get_amount0_delta_signed_positive() {
-        let sqrt_a = U256::from(79228162514264337593543950336u128);
-        let sqrt_b = U256::from(158456325028528675187087900672u128);
-        let liquidity = I256::from(1_000_000i64);
-        let result = get_amount0_delta_signed(sqrt_a, sqrt_b, liquidity);
-        assert!(result > I256::ZERO);
-    }
-
-    #[test]
-    fn test_get_amount0_delta_signed_negative() {
-        let sqrt_a = U256::from(79228162514264337593543950336u128);
-        let sqrt_b = U256::from(158456325028528675187087900672u128);
-        let liquidity = I256::from(-1_000_000i64);
-        let result = get_amount0_delta_signed(sqrt_a, sqrt_b, liquidity);
-        assert!(result < I256::ZERO);
-    }
-}

package/native/src/math/swap_math.rs

@@ -1,306 +0,0 @@
-use ethnum::{I256, U256};
-use super::full_math;
-use super::sqrt_price_math;
-
-/// Result of a single swap step computation.
-#[derive(Debug, Clone, Copy, PartialEq, Eq)]
-pub struct SwapStepResult {
-    pub sqrt_ratio_next_x96: U256,
-    pub amount_in: U256,
-    pub amount_out: U256,
-    pub fee_amount: U256,
-}
-
-/// BI_POWS[6] = 1_000_000
-const ONE_MILLION: U256 = U256::new(1_000_000u128);
-
-/// Computes the result of swapping some amount in, or amount out, given the parameters of the swap.
-///
-/// The fee, `fee_pips`, is in hundredths of a bip (i.e. 1e-6).
-///
-/// `amount_remaining` is treated as an I256: positive means exact-input, negative means exact-output.
-pub fn compute_swap_step(
-    sqrt_ratio_current_x96: U256,
-    sqrt_ratio_target_x96: U256,
-    liquidity: U256,
-    amount_remaining: I256,
-    fee_pips: U256,
-) -> SwapStepResult {
-    let zero_for_one = sqrt_ratio_current_x96 >= sqrt_ratio_target_x96;
-    let exact_in = amount_remaining >= I256::ZERO;
-
-    let sqrt_ratio_next_x96;
-    let mut amount_in;
-    let mut amount_out;
-    let fee_amount;
-
-    if exact_in {
-        // BigInt.asUintN(256, amountRemaining) -- amountRemaining is non-negative here so it's identity
-        let amount_remaining_u = amount_remaining.as_u256();
-        let amount_remaining_less_fee =
-            full_math::mul_div(amount_remaining_u, ONE_MILLION - fee_pips, ONE_MILLION);
-
-        amount_in = if zero_for_one {
-            sqrt_price_math::get_amount0_delta(
-                sqrt_ratio_target_x96,
-                sqrt_ratio_current_x96,
-                liquidity,
-                true,
-            )
-        } else {
-            sqrt_price_math::get_amount1_delta(
-                sqrt_ratio_current_x96,
-                sqrt_ratio_target_x96,
-                liquidity,
-                true,
-            )
-        };
-
-        if amount_remaining_less_fee >= amount_in {
-            sqrt_ratio_next_x96 = sqrt_ratio_target_x96;
-        } else {
-            sqrt_ratio_next_x96 = sqrt_price_math::get_next_sqrt_price_from_input(
-                sqrt_ratio_current_x96,
-                liquidity,
-                amount_remaining_less_fee,
-                zero_for_one,
-            );
-        }
-    } else {
-        // BigInt.asUintN(256, -amountRemaining) -- negate signed, interpret as unsigned
-        let neg_amount = (-amount_remaining).as_u256();
-
-        amount_out = if zero_for_one {
-            sqrt_price_math::get_amount1_delta(
-                sqrt_ratio_target_x96,
-                sqrt_ratio_current_x96,
-                liquidity,
-                false,
-            )
-        } else {
-            sqrt_price_math::get_amount0_delta(
-                sqrt_ratio_current_x96,
-                sqrt_ratio_target_x96,
-                liquidity,
-                false,
-            )
-        };
-
-        if neg_amount >= amount_out {
-            sqrt_ratio_next_x96 = sqrt_ratio_target_x96;
-        } else {
-            sqrt_ratio_next_x96 = sqrt_price_math::get_next_sqrt_price_from_output(
-                sqrt_ratio_current_x96,
-                liquidity,
-                neg_amount,
-                zero_for_one,
-            );
-        }
-
-        // Initialize amount_in to 0; it will be set below
-        amount_in = U256::ZERO;
-    }
-
-    // Re-initialize for the second half of the function
-    // We need to track amount_out properly for the !exact_in case
-    // The TS code re-computes both amount_in and amount_out based on `max` flag
-    let max = sqrt_ratio_target_x96 == sqrt_ratio_next_x96;
-
-    if exact_in {
-        // amount_out was not set in exact_in path above, initialize to 0
-        amount_out = U256::ZERO;
-    } else {
-        amount_out = if zero_for_one {
-            sqrt_price_math::get_amount1_delta(
-                sqrt_ratio_target_x96,
-                sqrt_ratio_current_x96,
-                liquidity,
-                false,
-            )
-        } else {
-            sqrt_price_math::get_amount0_delta(
-                sqrt_ratio_current_x96,
-                sqrt_ratio_target_x96,
-                liquidity,
-                false,
-            )
-        };
-    }
-
-    if zero_for_one {
-        if !(max && exact_in) {
-            amount_in = sqrt_price_math::get_amount0_delta(
-                sqrt_ratio_next_x96,
-                sqrt_ratio_current_x96,
-                liquidity,
-                true,
-            );
-        }
-        if !(max && !exact_in) {
-            amount_out = sqrt_price_math::get_amount1_delta(
-                sqrt_ratio_next_x96,
-                sqrt_ratio_current_x96,
-                liquidity,
-                false,
-            );
-        }
-    } else {
-        if !(max && exact_in) {
-            amount_in = sqrt_price_math::get_amount1_delta(
-                sqrt_ratio_current_x96,
-                sqrt_ratio_next_x96,
-                liquidity,
-                true,
-            );
-        }
-        if !(max && !exact_in) {
-            amount_out = sqrt_price_math::get_amount0_delta(
-                sqrt_ratio_current_x96,
-                sqrt_ratio_next_x96,
-                liquidity,
-                false,
-            );
-        }
-    }
-
-    // Cap the output amount to not exceed the remaining output amount
-    if !exact_in {
-        let neg_amount = (-amount_remaining).as_u256();
-        if amount_out > neg_amount {
-            amount_out = neg_amount;
-        }
-    }
-
-    if exact_in && sqrt_ratio_next_x96 != sqrt_ratio_target_x96 {
-        // We didn't reach the target, so take the remainder of the maximum input as fee
-        fee_amount = amount_remaining.as_u256() - amount_in;
-    } else {
-        fee_amount =
-            full_math::mul_div_rounding_up(amount_in, fee_pips, ONE_MILLION - fee_pips);
-    }
-
-    SwapStepResult {
-        sqrt_ratio_next_x96,
-        amount_in,
-        amount_out,
-        fee_amount,
-    }
-}
-
-#[cfg(test)]
-mod tests {
-    use super::*;
-
-    // Q96 = 2^96
-    const Q96: U256 = U256::from_words(0, 1u128 << 96);
-
-    #[test]
-    fn test_exact_in_zero_for_one() {
-        // price moves from 2.0 toward 1.0
-        let sqrt_current = Q96 * U256::from(2u64); // sqrt(4) * Q96
-        let sqrt_target = Q96; // sqrt(1) * Q96
-        let liquidity = U256::from(1_000_000_000_000u128);
-        let amount_remaining = I256::from(1_000_000i64);
-        let fee_pips = U256::from(3000u64); // 0.3%
-
-        let result = compute_swap_step(
-            sqrt_current,
-            sqrt_target,
-            liquidity,
-            amount_remaining,
-            fee_pips,
-        );
-
-        assert!(result.sqrt_ratio_next_x96 > U256::ZERO);
-        assert!(result.sqrt_ratio_next_x96 <= sqrt_current);
-        assert!(result.amount_in > U256::ZERO);
-        assert!(result.amount_out > U256::ZERO);
-        // amount_in + fee_amount should not exceed amount_remaining
-        assert!(result.amount_in + result.fee_amount <= amount_remaining.as_u256());
-    }
-
-    #[test]
-    fn test_exact_out_zero_for_one() {
-        let sqrt_current = Q96 * U256::from(2u64);
-        let sqrt_target = Q96;
-        let liquidity = U256::from(1_000_000_000_000u128);
-        let amount_remaining = I256::from(-500_000i64); // exact output
-        let fee_pips = U256::from(3000u64);
-
-        let result = compute_swap_step(
-            sqrt_current,
-            sqrt_target,
-            liquidity,
-            amount_remaining,
-            fee_pips,
-        );
-
-        assert!(result.sqrt_ratio_next_x96 > U256::ZERO);
-        assert!(result.amount_in > U256::ZERO);
-        assert!(result.amount_out > U256::ZERO);
-        // amount_out should not exceed requested
-        assert!(result.amount_out <= U256::from(500_000u64));
-    }
-
-    #[test]
-    fn test_exact_in_one_for_zero() {
-        let sqrt_current = Q96;
-        let sqrt_target = Q96 * U256::from(2u64);
-        let liquidity = U256::from(1_000_000_000_000u128);
-        let amount_remaining = I256::from(1_000_000i64);
-        let fee_pips = U256::from(3000u64);
-
-        let result = compute_swap_step(
-            sqrt_current,
-            sqrt_target,
-            liquidity,
-            amount_remaining,
-            fee_pips,
-        );
-
-        assert!(result.sqrt_ratio_next_x96 >= sqrt_current);
-        assert!(result.amount_in > U256::ZERO);
-        assert!(result.amount_out > U256::ZERO);
-    }
-
-    #[test]
-    fn test_fee_amount_when_target_not_reached() {
-        // Very small liquidity so we definitely reach the target
-        let sqrt_current = Q96 * U256::from(2u64);
-        let sqrt_target = Q96;
-        let liquidity = U256::from(100u64); // very small liquidity
-        let amount_remaining = I256::from(1_000_000_000i64); // large amount
-        let fee_pips = U256::from(3000u64);
-
-        let result = compute_swap_step(
-            sqrt_current,
-            sqrt_target,
-            liquidity,
-            amount_remaining,
-            fee_pips,
-        );
-
-        // Should reach the target price
-        assert_eq!(result.sqrt_ratio_next_x96, sqrt_target);
-    }
-
-    #[test]
-    fn test_zero_fee() {
-        let sqrt_current = Q96 * U256::from(2u64);
-        let sqrt_target = Q96;
-        let liquidity = U256::from(1_000_000_000_000u128);
-        let amount_remaining = I256::from(1_000_000i64);
-        let fee_pips = U256::ZERO;
-
-        let result = compute_swap_step(
-            sqrt_current,
-            sqrt_target,
-            liquidity,
-            amount_remaining,
-            fee_pips,
-        );
-
-        // With zero fee, fee_amount should be 0
-        assert_eq!(result.fee_amount, U256::ZERO);
-    }
-}