@pendle/core-v2 0.2.0 → 0.2.2
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/contracts/core/PendleBaseToken.sol +0 -4
- package/contracts/core/PendleMarket.sol +4 -7
- package/contracts/core/PendleMarketFactory.sol +2 -2
- package/contracts/core/PendleOwnershipToken.sol +0 -2
- package/contracts/core/router/PendleRouterProxy.sol +15 -1
- package/contracts/core/router/PendleRouterStatic.sol +82 -0
- package/contracts/core/router/PendleRouterYTUpg.sol +2 -1
- package/contracts/interfaces/IPRouterStatic.sol +35 -0
- package/contracts/libraries/math/FixedPoint.sol +4 -7
- package/contracts/libraries/math/LogExpMath.sol +377 -365
- package/contracts/libraries/math/MarketMathLib.sol +25 -17
- package/package.json +1 -1
- package/typechain-types/IPRouterStatic.ts +307 -0
- package/typechain-types/IPRouterView.ts +307 -0
- package/typechain-types/PendleBaseToken.ts +0 -30
- package/typechain-types/PendleMarket.ts +19 -46
- package/typechain-types/PendleMarketFactory.ts +5 -5
- package/typechain-types/PendleOwnershipToken.ts +0 -30
- package/typechain-types/PendleRouterProxy.ts +21 -0
- package/typechain-types/PendleRouterStaticUpg.ts +307 -0
- package/typechain-types/PendleRouterViewUpg.ts +307 -0
- package/typechain-types/PendleYieldToken.ts +0 -30
- package/typechain-types/factories/IPRouterStatic__factory.ts +190 -0
- package/typechain-types/factories/IPRouterView__factory.ts +187 -0
- package/typechain-types/factories/PendleAaveV3SCY__factory.ts +1 -1
- package/typechain-types/factories/PendleBaseToken__factory.ts +0 -38
- package/typechain-types/factories/PendleBenQiErc20SCY__factory.ts +1 -1
- package/typechain-types/factories/PendleBtrflyScy__factory.ts +1 -1
- package/typechain-types/factories/PendleMarketFactory__factory.ts +2 -2
- package/typechain-types/factories/PendleMarket__factory.ts +19 -57
- package/typechain-types/factories/PendleOwnershipToken__factory.ts +1 -39
- package/typechain-types/factories/PendleRouterCoreUpg__factory.ts +1 -1
- package/typechain-types/factories/PendleRouterProxy__factory.ts +23 -1
- package/typechain-types/factories/PendleRouterStaticUpg__factory.ts +269 -0
- package/typechain-types/factories/PendleRouterViewUpg__factory.ts +265 -0
- package/typechain-types/factories/PendleRouterYTUpg__factory.ts +1 -1
- package/typechain-types/factories/PendleYearnVaultScy__factory.ts +1 -1
- package/typechain-types/factories/PendleYieldContractFactory__factory.ts +1 -1
- package/typechain-types/factories/PendleYieldToken__factory.ts +1 -39
- package/typechain-types/hardhat.d.ts +18 -0
- package/typechain-types/index.ts +4 -0
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@@ -89,54 +89,56 @@ library LogExpMath {
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* Reverts if ln(x) * y is smaller than `MIN_NATURAL_EXPONENT`, or larger than `MAX_NATURAL_EXPONENT`.
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*/
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function pow(uint256 x, uint256 y) internal pure returns (uint256) {
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unchecked {
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if (y == 0) {
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// We solve the 0^0 indetermination by making it equal one.
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return uint256(ONE_18);
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}
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if (x == 0) {
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return 0;
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}
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// Instead of computing x^y directly, we instead rely on the properties of logarithms and exponentiation to
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// arrive at that result. In particular, exp(ln(x)) = x, and ln(x^y) = y * ln(x). This means
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// x^y = exp(y * ln(x)).
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// The ln function takes a signed value, so we need to make sure x fits in the signed 256 bit range.
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require(x < 2**255, "X out of bounds");
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int256 x_int256 = int256(x);
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// We will compute y * ln(x) in a single step. Depending on the value of x, we can either use ln or ln_36. In
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// both cases, we leave the division by ONE_18 (due to fixed point multiplication) to the end.
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// This prevents y * ln(x) from overflowing, and at the same time guarantees y fits in the signed 256 bit range.
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require(y < MILD_EXPONENT_BOUND, "Y out of bounds");
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int256 y_int256 = int256(y);
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int256 logx_times_y;
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if (LN_36_LOWER_BOUND < x_int256 && x_int256 < LN_36_UPPER_BOUND) {
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int256 ln_36_x = _ln_36(x_int256);
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// ln_36_x has 36 decimal places, so multiplying by y_int256 isn't as straightforward, since we can't just
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// bring y_int256 to 36 decimal places, as it might overflow. Instead, we perform two 18 decimal
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// multiplications and add the results: one with the first 18 decimals of ln_36_x, and one with the
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// (downscaled) last 18 decimals.
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logx_times_y = ((ln_36_x / ONE_18) *
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y_int256 +
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((ln_36_x % ONE_18) * y_int256) /
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ONE_18);
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} else {
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logx_times_y = _ln(x_int256) * y_int256;
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}
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logx_times_y /= ONE_18;
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// Finally, we compute exp(y * ln(x)) to arrive at x^y
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require(
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MIN_NATURAL_EXPONENT <= logx_times_y && logx_times_y <= MAX_NATURAL_EXPONENT,
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"Product out of bounds"
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);
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return uint256(exp(logx_times_y));
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}
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if (x == 0) {
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return 0;
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}
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// Instead of computing x^y directly, we instead rely on the properties of logarithms and exponentiation to
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// arrive at that result. In particular, exp(ln(x)) = x, and ln(x^y) = y * ln(x). This means
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// x^y = exp(y * ln(x)).
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// The ln function takes a signed value, so we need to make sure x fits in the signed 256 bit range.
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require(x < 2**255, "X out of bounds");
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int256 x_int256 = int256(x);
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// We will compute y * ln(x) in a single step. Depending on the value of x, we can either use ln or ln_36. In
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// both cases, we leave the division by ONE_18 (due to fixed point multiplication) to the end.
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// This prevents y * ln(x) from overflowing, and at the same time guarantees y fits in the signed 256 bit range.
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require(y < MILD_EXPONENT_BOUND, "Y out of bounds");
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int256 y_int256 = int256(y);
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int256 logx_times_y;
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if (LN_36_LOWER_BOUND < x_int256 && x_int256 < LN_36_UPPER_BOUND) {
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int256 ln_36_x = _ln_36(x_int256);
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// ln_36_x has 36 decimal places, so multiplying by y_int256 isn't as straightforward, since we can't just
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// bring y_int256 to 36 decimal places, as it might overflow. Instead, we perform two 18 decimal
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// multiplications and add the results: one with the first 18 decimals of ln_36_x, and one with the
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// (downscaled) last 18 decimals.
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logx_times_y = ((ln_36_x / ONE_18) *
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y_int256 +
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((ln_36_x % ONE_18) * y_int256) /
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ONE_18);
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} else {
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logx_times_y = _ln(x_int256) * y_int256;
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}
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logx_times_y /= ONE_18;
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// Finally, we compute exp(y * ln(x)) to arrive at x^y
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require(
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MIN_NATURAL_EXPONENT <= logx_times_y && logx_times_y <= MAX_NATURAL_EXPONENT,
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"Product out of bounds"
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);
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return uint256(exp(logx_times_y));
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}
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/**
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@@ -145,179 +147,185 @@ library LogExpMath {
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* Reverts if `x` is smaller than MIN_NATURAL_EXPONENT, or larger than `MAX_NATURAL_EXPONENT`.
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*/
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function exp(int256 x) internal pure returns (int256) {
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unchecked {
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require(x >= MIN_NATURAL_EXPONENT && x <= MAX_NATURAL_EXPONENT, "Invalid exponent");
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if (x < 0) {
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// We only handle positive exponents: e^(-x) is computed as 1 / e^x. We can safely make x positive since it
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// fits in the signed 256 bit range (as it is larger than MIN_NATURAL_EXPONENT).
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// Fixed point division requires multiplying by ONE_18.
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return ((ONE_18 * ONE_18) / exp(-x));
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}
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// First, we use the fact that e^(x+y) = e^x * e^y to decompose x into a sum of powers of two, which we call x_n,
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// where x_n == 2^(7 - n), and e^x_n = a_n has been precomputed. We choose the first x_n, x0, to equal 2^7
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// because all larger powers are larger than MAX_NATURAL_EXPONENT, and therefore not present in the
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// decomposition.
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// At the end of this process we will have the product of all e^x_n = a_n that apply, and the remainder of this
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// decomposition, which will be lower than the smallest x_n.
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// exp(x) = k_0 * a_0 * k_1 * a_1 * ... + k_n * a_n * exp(remainder), where each k_n equals either 0 or 1.
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// We mutate x by subtracting x_n, making it the remainder of the decomposition.
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// The first two a_n (e^(2^7) and e^(2^6)) are too large if stored as 18 decimal numbers, and could cause
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// intermediate overflows. Instead we store them as plain integers, with 0 decimals.
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// Additionally, x0 + x1 is larger than MAX_NATURAL_EXPONENT, which means they will not both be present in the
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// decomposition.
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// For each x_n, we test if that term is present in the decomposition (if x is larger than it), and if so deduct
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// it and compute the accumulated product.
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int256 firstAN;
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if (x >= x0) {
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x -= x0;
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firstAN = a0;
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} else if (x >= x1) {
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x -= x1;
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firstAN = a1;
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} else {
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firstAN = 1; // One with no decimal places
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}
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// We now transform x into a 20 decimal fixed point number, to have enhanced precision when computing the
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// smaller terms.
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x *= 100;
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// `product` is the accumulated product of all a_n (except a0 and a1), which starts at 20 decimal fixed point
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// one. Recall that fixed point multiplication requires dividing by ONE_20.
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int256 product = ONE_20;
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if (x >= x2) {
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x -= x2;
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product = (product * a2) / ONE_20;
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}
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if (x >= x3) {
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x -= x3;
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product = (product * a3) / ONE_20;
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}
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if (x >= x4) {
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x -= x4;
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product = (product * a4) / ONE_20;
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}
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if (x >= x5) {
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x -= x5;
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product = (product * a5) / ONE_20;
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}
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if (x >= x6) {
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x -= x6;
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product = (product * a6) / ONE_20;
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}
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if (x >= x7) {
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x -= x7;
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product = (product * a7) / ONE_20;
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}
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if (x >= x8) {
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x -= x8;
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product = (product * a8) / ONE_20;
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}
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if (x >= x9) {
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x -= x9;
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product = (product * a9) / ONE_20;
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}
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// x10 and x11 are unnecessary here since we have high enough precision already.
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// Now we need to compute e^x, where x is small (in particular, it is smaller than x9). We use the Taylor series
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// expansion for e^x: 1 + x + (x^2 / 2!) + (x^3 / 3!) + ... + (x^n / n!).
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int256 seriesSum = ONE_20; // The initial one in the sum, with 20 decimal places.
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int256 term; // Each term in the sum, where the nth term is (x^n / n!).
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// The first term is simply x.
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term = x;
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seriesSum += term;
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// Each term (x^n / n!) equals the previous one times x, divided by n. Since x is a fixed point number,
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// multiplying by it requires dividing by ONE_20, but dividing by the non-fixed point n values does not.
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term = ((term * x) / ONE_20) / 2;
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seriesSum += term;
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term = ((term * x) / ONE_20) / 3;
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seriesSum += term;
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term = ((term * x) / ONE_20) / 4;
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seriesSum += term;
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term = ((term * x) / ONE_20) / 5;
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seriesSum += term;
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term = ((term * x) / ONE_20) / 6;
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seriesSum += term;
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term = ((term * x) / ONE_20) / 7;
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seriesSum += term;
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term = ((term * x) / ONE_20) / 8;
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seriesSum += term;
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term = ((term * x) / ONE_20) / 9;
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seriesSum += term;
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term = ((term * x) / ONE_20) / 10;
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seriesSum += term;
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term = ((term * x) / ONE_20) / 11;
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seriesSum += term;
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term = ((term * x) / ONE_20) / 12;
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seriesSum += term;
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// 12 Taylor terms are sufficient for 18 decimal precision.
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// We now have the first a_n (with no decimals), and the product of all other a_n present, and the Taylor
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// approximation of the exponentiation of the remainder (both with 20 decimals). All that remains is to multiply
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// all three (one 20 decimal fixed point multiplication, dividing by ONE_20, and one integer multiplication),
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// and then drop two digits to return an 18 decimal value.
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return (((product * seriesSum) / ONE_20) * firstAN) / 100;
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}
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// We now transform x into a 20 decimal fixed point number, to have enhanced precision when computing the
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// smaller terms.
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x *= 100;
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// `product` is the accumulated product of all a_n (except a0 and a1), which starts at 20 decimal fixed point
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// one. Recall that fixed point multiplication requires dividing by ONE_20.
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int256 product = ONE_20;
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if (x >= x2) {
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if (x >= x8) {
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product = (product * a8) / ONE_20;
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if (x >= x9) {
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// x10 and x11 are unnecessary here since we have high enough precision already.
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// Now we need to compute e^x, where x is small (in particular, it is smaller than x9). We use the Taylor series
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// expansion for e^x: 1 + x + (x^2 / 2!) + (x^3 / 3!) + ... + (x^n / n!).
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int256 seriesSum = ONE_20; // The initial one in the sum, with 20 decimal places.
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int256 term; // Each term in the sum, where the nth term is (x^n / n!).
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// multiplying by it requires dividing by ONE_20, but dividing by the non-fixed point n values does not.
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|
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term = ((term * x) / ONE_20) / 2;
|
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|
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seriesSum += term;
|
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|
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|
-
term = ((term * x) / ONE_20) / 3;
|
|
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|
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seriesSum += term;
|
|
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|
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|
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247
|
-
term = ((term * x) / ONE_20) / 4;
|
|
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|
-
seriesSum += term;
|
|
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|
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|
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|
-
term = ((term * x) / ONE_20) / 5;
|
|
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|
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seriesSum += term;
|
|
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|
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|
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253
|
-
term = ((term * x) / ONE_20) / 6;
|
|
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|
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seriesSum += term;
|
|
255
|
-
|
|
256
|
-
term = ((term * x) / ONE_20) / 7;
|
|
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|
-
seriesSum += term;
|
|
258
|
-
|
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259
|
-
term = ((term * x) / ONE_20) / 8;
|
|
260
|
-
seriesSum += term;
|
|
261
|
-
|
|
262
|
-
term = ((term * x) / ONE_20) / 9;
|
|
263
|
-
seriesSum += term;
|
|
264
|
-
|
|
265
|
-
term = ((term * x) / ONE_20) / 10;
|
|
266
|
-
seriesSum += term;
|
|
267
|
-
|
|
268
|
-
term = ((term * x) / ONE_20) / 11;
|
|
269
|
-
seriesSum += term;
|
|
270
|
-
|
|
271
|
-
term = ((term * x) / ONE_20) / 12;
|
|
272
|
-
seriesSum += term;
|
|
273
|
-
|
|
274
|
-
// 12 Taylor terms are sufficient for 18 decimal precision.
|
|
275
|
-
|
|
276
|
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// We now have the first a_n (with no decimals), and the product of all other a_n present, and the Taylor
|
|
277
|
-
// approximation of the exponentiation of the remainder (both with 20 decimals). All that remains is to multiply
|
|
278
|
-
// all three (one 20 decimal fixed point multiplication, dividing by ONE_20, and one integer multiplication),
|
|
279
|
-
// and then drop two digits to return an 18 decimal value.
|
|
280
|
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|
|
281
|
-
return (((product * seriesSum) / ONE_20) * firstAN) / 100;
|
|
282
286
|
}
|
|
283
287
|
|
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284
288
|
/**
|
|
285
289
|
* @dev Logarithm (log(arg, base), with signed 18 decimal fixed point base and argument.
|
|
286
290
|
*/
|
|
287
291
|
function log(int256 arg, int256 base) internal pure returns (int256) {
|
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289
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290
|
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|
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|
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297
|
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|
|
292
|
+
unchecked {
|
|
293
|
+
// This performs a simple base change: log(arg, base) = ln(arg) / ln(base).
|
|
294
|
+
|
|
295
|
+
// Both logBase and logArg are computed as 36 decimal fixed point numbers, either by using ln_36, or by
|
|
296
|
+
// upscaling.
|
|
297
|
+
|
|
298
|
+
int256 logBase;
|
|
299
|
+
if (LN_36_LOWER_BOUND < base && base < LN_36_UPPER_BOUND) {
|
|
300
|
+
logBase = _ln_36(base);
|
|
301
|
+
} else {
|
|
302
|
+
logBase = _ln(base) * ONE_18;
|
|
303
|
+
}
|
|
304
|
+
|
|
305
|
+
int256 logArg;
|
|
306
|
+
if (LN_36_LOWER_BOUND < arg && arg < LN_36_UPPER_BOUND) {
|
|
307
|
+
logArg = _ln_36(arg);
|
|
308
|
+
} else {
|
|
309
|
+
logArg = _ln(arg) * ONE_18;
|
|
310
|
+
}
|
|
311
|
+
|
|
312
|
+
// When dividing, we multiply by ONE_18 to arrive at a result with 18 decimal places
|
|
313
|
+
return (logArg * ONE_18) / logBase;
|
|
298
314
|
}
|
|
299
|
-
|
|
300
|
-
int256 logArg;
|
|
301
|
-
if (LN_36_LOWER_BOUND < arg && arg < LN_36_UPPER_BOUND) {
|
|
302
|
-
logArg = _ln_36(arg);
|
|
303
|
-
} else {
|
|
304
|
-
logArg = _ln(arg) * ONE_18;
|
|
305
|
-
}
|
|
306
|
-
|
|
307
|
-
// When dividing, we multiply by ONE_18 to arrive at a result with 18 decimal places
|
|
308
|
-
return (logArg * ONE_18) / logBase;
|
|
309
315
|
}
|
|
310
316
|
|
|
311
317
|
/**
|
|
312
318
|
* @dev Natural logarithm (ln(a)) with signed 18 decimal fixed point argument.
|
|
313
319
|
*/
|
|
314
320
|
function ln(int256 a) internal pure returns (int256) {
|
|
315
|
-
|
|
316
|
-
|
|
317
|
-
|
|
318
|
-
|
|
319
|
-
|
|
320
|
-
|
|
321
|
+
unchecked {
|
|
322
|
+
// The real natural logarithm is not defined for negative numbers or zero.
|
|
323
|
+
require(a > 0, "out of bounds");
|
|
324
|
+
if (LN_36_LOWER_BOUND < a && a < LN_36_UPPER_BOUND) {
|
|
325
|
+
return _ln_36(a) / ONE_18;
|
|
326
|
+
} else {
|
|
327
|
+
return _ln(a);
|
|
328
|
+
}
|
|
321
329
|
}
|
|
322
330
|
}
|
|
323
331
|
|
|
@@ -325,137 +333,139 @@ library LogExpMath {
|
|
|
325
333
|
* @dev Internal natural logarithm (ln(a)) with signed 18 decimal fixed point argument.
|
|
326
334
|
*/
|
|
327
335
|
function _ln(int256 a) private pure returns (int256) {
|
|
328
|
-
|
|
329
|
-
|
|
330
|
-
|
|
331
|
-
|
|
332
|
-
|
|
333
|
-
|
|
334
|
-
|
|
335
|
-
|
|
336
|
-
|
|
337
|
-
|
|
338
|
-
|
|
339
|
-
|
|
340
|
-
|
|
341
|
-
|
|
342
|
-
|
|
343
|
-
|
|
344
|
-
|
|
345
|
-
|
|
346
|
-
|
|
347
|
-
|
|
348
|
-
|
|
349
|
-
|
|
350
|
-
|
|
351
|
-
|
|
352
|
-
a
|
|
353
|
-
|
|
354
|
-
|
|
355
|
-
|
|
356
|
-
|
|
357
|
-
a
|
|
358
|
-
|
|
359
|
-
|
|
360
|
-
|
|
361
|
-
|
|
362
|
-
|
|
363
|
-
|
|
364
|
-
|
|
365
|
-
|
|
366
|
-
|
|
367
|
-
|
|
368
|
-
|
|
369
|
-
|
|
370
|
-
|
|
371
|
-
|
|
372
|
-
|
|
373
|
-
|
|
374
|
-
|
|
375
|
-
|
|
376
|
-
|
|
377
|
-
|
|
378
|
-
|
|
379
|
-
|
|
380
|
-
|
|
381
|
-
|
|
382
|
-
|
|
383
|
-
|
|
384
|
-
|
|
385
|
-
|
|
386
|
-
|
|
387
|
-
|
|
388
|
-
|
|
389
|
-
|
|
390
|
-
|
|
336
|
+
unchecked {
|
|
337
|
+
if (a < ONE_18) {
|
|
338
|
+
// Since ln(a^k) = k * ln(a), we can compute ln(a) as ln(a) = ln((1/a)^(-1)) = - ln((1/a)). If a is less
|
|
339
|
+
// than one, 1/a will be greater than one, and this if statement will not be entered in the recursive call.
|
|
340
|
+
// Fixed point division requires multiplying by ONE_18.
|
|
341
|
+
return (-_ln((ONE_18 * ONE_18) / a));
|
|
342
|
+
}
|
|
343
|
+
|
|
344
|
+
// First, we use the fact that ln^(a * b) = ln(a) + ln(b) to decompose ln(a) into a sum of powers of two, which
|
|
345
|
+
// we call x_n, where x_n == 2^(7 - n), which are the natural logarithm of precomputed quantities a_n (that is,
|
|
346
|
+
// ln(a_n) = x_n). We choose the first x_n, x0, to equal 2^7 because the exponential of all larger powers cannot
|
|
347
|
+
// be represented as 18 fixed point decimal numbers in 256 bits, and are therefore larger than a.
|
|
348
|
+
// At the end of this process we will have the sum of all x_n = ln(a_n) that apply, and the remainder of this
|
|
349
|
+
// decomposition, which will be lower than the smallest a_n.
|
|
350
|
+
// ln(a) = k_0 * x_0 + k_1 * x_1 + ... + k_n * x_n + ln(remainder), where each k_n equals either 0 or 1.
|
|
351
|
+
// We mutate a by subtracting a_n, making it the remainder of the decomposition.
|
|
352
|
+
|
|
353
|
+
// For reasons related to how `exp` works, the first two a_n (e^(2^7) and e^(2^6)) are not stored as fixed point
|
|
354
|
+
// numbers with 18 decimals, but instead as plain integers with 0 decimals, so we need to multiply them by
|
|
355
|
+
// ONE_18 to convert them to fixed point.
|
|
356
|
+
// For each a_n, we test if that term is present in the decomposition (if a is larger than it), and if so divide
|
|
357
|
+
// by it and compute the accumulated sum.
|
|
358
|
+
|
|
359
|
+
int256 sum = 0;
|
|
360
|
+
if (a >= a0 * ONE_18) {
|
|
361
|
+
a /= a0; // Integer, not fixed point division
|
|
362
|
+
sum += x0;
|
|
363
|
+
}
|
|
364
|
+
|
|
365
|
+
if (a >= a1 * ONE_18) {
|
|
366
|
+
a /= a1; // Integer, not fixed point division
|
|
367
|
+
sum += x1;
|
|
368
|
+
}
|
|
369
|
+
|
|
370
|
+
// All other a_n and x_n are stored as 20 digit fixed point numbers, so we convert the sum and a to this format.
|
|
371
|
+
sum *= 100;
|
|
372
|
+
a *= 100;
|
|
373
|
+
|
|
374
|
+
// Because further a_n are 20 digit fixed point numbers, we multiply by ONE_20 when dividing by them.
|
|
375
|
+
|
|
376
|
+
if (a >= a2) {
|
|
377
|
+
a = (a * ONE_20) / a2;
|
|
378
|
+
sum += x2;
|
|
379
|
+
}
|
|
380
|
+
|
|
381
|
+
if (a >= a3) {
|
|
382
|
+
a = (a * ONE_20) / a3;
|
|
383
|
+
sum += x3;
|
|
384
|
+
}
|
|
385
|
+
|
|
386
|
+
if (a >= a4) {
|
|
387
|
+
a = (a * ONE_20) / a4;
|
|
388
|
+
sum += x4;
|
|
389
|
+
}
|
|
390
|
+
|
|
391
|
+
if (a >= a5) {
|
|
392
|
+
a = (a * ONE_20) / a5;
|
|
393
|
+
sum += x5;
|
|
394
|
+
}
|
|
395
|
+
|
|
396
|
+
if (a >= a6) {
|
|
397
|
+
a = (a * ONE_20) / a6;
|
|
398
|
+
sum += x6;
|
|
399
|
+
}
|
|
400
|
+
|
|
401
|
+
if (a >= a7) {
|
|
402
|
+
a = (a * ONE_20) / a7;
|
|
403
|
+
sum += x7;
|
|
404
|
+
}
|
|
405
|
+
|
|
406
|
+
if (a >= a8) {
|
|
407
|
+
a = (a * ONE_20) / a8;
|
|
408
|
+
sum += x8;
|
|
409
|
+
}
|
|
410
|
+
|
|
411
|
+
if (a >= a9) {
|
|
412
|
+
a = (a * ONE_20) / a9;
|
|
413
|
+
sum += x9;
|
|
414
|
+
}
|
|
415
|
+
|
|
416
|
+
if (a >= a10) {
|
|
417
|
+
a = (a * ONE_20) / a10;
|
|
418
|
+
sum += x10;
|
|
419
|
+
}
|
|
420
|
+
|
|
421
|
+
if (a >= a11) {
|
|
422
|
+
a = (a * ONE_20) / a11;
|
|
423
|
+
sum += x11;
|
|
424
|
+
}
|
|
425
|
+
|
|
426
|
+
// a is now a small number (smaller than a_11, which roughly equals 1.06). This means we can use a Taylor series
|
|
427
|
+
// that converges rapidly for values of `a` close to one - the same one used in ln_36.
|
|
428
|
+
// Let z = (a - 1) / (a + 1).
|
|
429
|
+
// ln(a) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1))
|
|
430
|
+
|
|
431
|
+
// Recall that 20 digit fixed point division requires multiplying by ONE_20, and multiplication requires
|
|
432
|
+
// division by ONE_20.
|
|
433
|
+
int256 z = ((a - ONE_20) * ONE_20) / (a + ONE_20);
|
|
434
|
+
int256 z_squared = (z * z) / ONE_20;
|
|
435
|
+
|
|
436
|
+
// num is the numerator of the series: the z^(2 * n + 1) term
|
|
437
|
+
int256 num = z;
|
|
438
|
+
|
|
439
|
+
// seriesSum holds the accumulated sum of each term in the series, starting with the initial z
|
|
440
|
+
int256 seriesSum = num;
|
|
441
|
+
|
|
442
|
+
// In each step, the numerator is multiplied by z^2
|
|
443
|
+
num = (num * z_squared) / ONE_20;
|
|
444
|
+
seriesSum += num / 3;
|
|
445
|
+
|
|
446
|
+
num = (num * z_squared) / ONE_20;
|
|
447
|
+
seriesSum += num / 5;
|
|
448
|
+
|
|
449
|
+
num = (num * z_squared) / ONE_20;
|
|
450
|
+
seriesSum += num / 7;
|
|
451
|
+
|
|
452
|
+
num = (num * z_squared) / ONE_20;
|
|
453
|
+
seriesSum += num / 9;
|
|
454
|
+
|
|
455
|
+
num = (num * z_squared) / ONE_20;
|
|
456
|
+
seriesSum += num / 11;
|
|
391
457
|
|
|
392
|
-
|
|
393
|
-
|
|
394
|
-
|
|
395
|
-
|
|
396
|
-
|
|
397
|
-
if (a >= a8) {
|
|
398
|
-
a = (a * ONE_20) / a8;
|
|
399
|
-
sum += x8;
|
|
400
|
-
}
|
|
401
|
-
|
|
402
|
-
if (a >= a9) {
|
|
403
|
-
a = (a * ONE_20) / a9;
|
|
404
|
-
sum += x9;
|
|
405
|
-
}
|
|
458
|
+
// 6 Taylor terms are sufficient for 36 decimal precision.
|
|
459
|
+
|
|
460
|
+
// Finally, we multiply by 2 (non fixed point) to compute ln(remainder)
|
|
461
|
+
seriesSum *= 2;
|
|
406
462
|
|
|
407
|
-
|
|
408
|
-
|
|
409
|
-
|
|
410
|
-
}
|
|
463
|
+
// We now have the sum of all x_n present, and the Taylor approximation of the logarithm of the remainder (both
|
|
464
|
+
// with 20 decimals). All that remains is to sum these two, and then drop two digits to return a 18 decimal
|
|
465
|
+
// value.
|
|
411
466
|
|
|
412
|
-
|
|
413
|
-
a = (a * ONE_20) / a11;
|
|
414
|
-
sum += x11;
|
|
467
|
+
return (sum + seriesSum) / 100;
|
|
415
468
|
}
|
|
416
|
-
|
|
417
|
-
// a is now a small number (smaller than a_11, which roughly equals 1.06). This means we can use a Taylor series
|
|
418
|
-
// that converges rapidly for values of `a` close to one - the same one used in ln_36.
|
|
419
|
-
// Let z = (a - 1) / (a + 1).
|
|
420
|
-
// ln(a) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1))
|
|
421
|
-
|
|
422
|
-
// Recall that 20 digit fixed point division requires multiplying by ONE_20, and multiplication requires
|
|
423
|
-
// division by ONE_20.
|
|
424
|
-
int256 z = ((a - ONE_20) * ONE_20) / (a + ONE_20);
|
|
425
|
-
int256 z_squared = (z * z) / ONE_20;
|
|
426
|
-
|
|
427
|
-
// num is the numerator of the series: the z^(2 * n + 1) term
|
|
428
|
-
int256 num = z;
|
|
429
|
-
|
|
430
|
-
// seriesSum holds the accumulated sum of each term in the series, starting with the initial z
|
|
431
|
-
int256 seriesSum = num;
|
|
432
|
-
|
|
433
|
-
// In each step, the numerator is multiplied by z^2
|
|
434
|
-
num = (num * z_squared) / ONE_20;
|
|
435
|
-
seriesSum += num / 3;
|
|
436
|
-
|
|
437
|
-
num = (num * z_squared) / ONE_20;
|
|
438
|
-
seriesSum += num / 5;
|
|
439
|
-
|
|
440
|
-
num = (num * z_squared) / ONE_20;
|
|
441
|
-
seriesSum += num / 7;
|
|
442
|
-
|
|
443
|
-
num = (num * z_squared) / ONE_20;
|
|
444
|
-
seriesSum += num / 9;
|
|
445
|
-
|
|
446
|
-
num = (num * z_squared) / ONE_20;
|
|
447
|
-
seriesSum += num / 11;
|
|
448
|
-
|
|
449
|
-
// 6 Taylor terms are sufficient for 36 decimal precision.
|
|
450
|
-
|
|
451
|
-
// Finally, we multiply by 2 (non fixed point) to compute ln(remainder)
|
|
452
|
-
seriesSum *= 2;
|
|
453
|
-
|
|
454
|
-
// We now have the sum of all x_n present, and the Taylor approximation of the logarithm of the remainder (both
|
|
455
|
-
// with 20 decimals). All that remains is to sum these two, and then drop two digits to return a 18 decimal
|
|
456
|
-
// value.
|
|
457
|
-
|
|
458
|
-
return (sum + seriesSum) / 100;
|
|
459
469
|
}
|
|
460
470
|
|
|
461
471
|
/**
|
|
@@ -465,51 +475,53 @@ library LogExpMath {
|
|
|
465
475
|
* Should only be used if x is between LN_36_LOWER_BOUND and LN_36_UPPER_BOUND.
|
|
466
476
|
*/
|
|
467
477
|
function _ln_36(int256 x) private pure returns (int256) {
|
|
468
|
-
|
|
469
|
-
|
|
478
|
+
unchecked {
|
|
479
|
+
// Since ln(1) = 0, a value of x close to one will yield a very small result, which makes using 36 digits
|
|
480
|
+
// worthwhile.
|
|
470
481
|
|
|
471
|
-
|
|
472
|
-
|
|
482
|
+
// First, we transform x to a 36 digit fixed point value.
|
|
483
|
+
x *= ONE_18;
|
|
473
484
|
|
|
474
|
-
|
|
475
|
-
|
|
485
|
+
// We will use the following Taylor expansion, which converges very rapidly. Let z = (x - 1) / (x + 1).
|
|
486
|
+
// ln(x) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1))
|
|
476
487
|
|
|
477
|
-
|
|
478
|
-
|
|
479
|
-
|
|
480
|
-
|
|
488
|
+
// Recall that 36 digit fixed point division requires multiplying by ONE_36, and multiplication requires
|
|
489
|
+
// division by ONE_36.
|
|
490
|
+
int256 z = ((x - ONE_36) * ONE_36) / (x + ONE_36);
|
|
491
|
+
int256 z_squared = (z * z) / ONE_36;
|
|
481
492
|
|
|
482
|
-
|
|
483
|
-
|
|
493
|
+
// num is the numerator of the series: the z^(2 * n + 1) term
|
|
494
|
+
int256 num = z;
|
|
484
495
|
|
|
485
|
-
|
|
486
|
-
|
|
496
|
+
// seriesSum holds the accumulated sum of each term in the series, starting with the initial z
|
|
497
|
+
int256 seriesSum = num;
|
|
487
498
|
|
|
488
|
-
|
|
489
|
-
|
|
490
|
-
|
|
499
|
+
// In each step, the numerator is multiplied by z^2
|
|
500
|
+
num = (num * z_squared) / ONE_36;
|
|
501
|
+
seriesSum += num / 3;
|
|
491
502
|
|
|
492
|
-
|
|
493
|
-
|
|
503
|
+
num = (num * z_squared) / ONE_36;
|
|
504
|
+
seriesSum += num / 5;
|
|
494
505
|
|
|
495
|
-
|
|
496
|
-
|
|
506
|
+
num = (num * z_squared) / ONE_36;
|
|
507
|
+
seriesSum += num / 7;
|
|
497
508
|
|
|
498
|
-
|
|
499
|
-
|
|
509
|
+
num = (num * z_squared) / ONE_36;
|
|
510
|
+
seriesSum += num / 9;
|
|
500
511
|
|
|
501
|
-
|
|
502
|
-
|
|
512
|
+
num = (num * z_squared) / ONE_36;
|
|
513
|
+
seriesSum += num / 11;
|
|
503
514
|
|
|
504
|
-
|
|
505
|
-
|
|
515
|
+
num = (num * z_squared) / ONE_36;
|
|
516
|
+
seriesSum += num / 13;
|
|
506
517
|
|
|
507
|
-
|
|
508
|
-
|
|
518
|
+
num = (num * z_squared) / ONE_36;
|
|
519
|
+
seriesSum += num / 15;
|
|
509
520
|
|
|
510
|
-
|
|
521
|
+
// 8 Taylor terms are sufficient for 36 decimal precision.
|
|
511
522
|
|
|
512
|
-
|
|
513
|
-
|
|
523
|
+
// All that remains is multiplying by 2 (non fixed point).
|
|
524
|
+
return seriesSum * 2;
|
|
525
|
+
}
|
|
514
526
|
}
|
|
515
527
|
}
|