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darkforestry · Aug 30, 2024 · 309e64e · 309e64e
1 parent 74ab4cd
commit 309e64e
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Showing 4 changed files with 31 additions and 23 deletions.
diff --git a/Cargo.toml b/Cargo.toml
@@ -36,7 +36,6 @@ alloy = { version = "0.2", features = [
     "rpc-types-eth",
     "signer-local",
 ] }
-reqwest = "0.12"
 rug = "1.24.1"
 
 [features]

diff --git a/src/amm/balancer_v2/bmath.rs b/src/amm/balancer_v2/bmath.rs
@@ -1,14 +1,15 @@
 use alloy::primitives::U256;
 use rug::Float;
 
-use crate::amm::consts::{BONE, DECIMAL_RADIX, MPFR_T_PRECISION, U256_2};
+use crate::amm::consts::{BONE, DECIMAL_RADIX, MPFR_T_PRECISION, U256_1, U256_10E_10, U256_2};
 
 use super::error::BMathError;
 
 pub fn btoi(a: U256) -> U256 {
     a / BONE
 }
 
+#[inline]
 pub fn badd(a: U256, b: U256) -> Result<U256, BMathError> {
     let c = a + b;
     if c < a {
@@ -17,44 +18,43 @@ pub fn badd(a: U256, b: U256) -> Result<U256, BMathError> {
     Ok(c)
 }
 
+#[inline]
 pub fn bpowi(a: U256, n: U256) -> Result<U256, BMathError> {
-    let mut z = if n % U256::from(2u64) != U256::ZERO {
-        a
-    } else {
-        BONE
-    };
+    let mut z = if n % U256_2 != U256::ZERO { a } else { BONE };
 
     let mut a = a;
-    let mut n = n / U256::from(2u64);
+    let mut n = n / U256_2;
     while n != U256::ZERO {
         a = bmul(a, a)?;
-        if n % U256::from(2u64) != U256::ZERO {
+        if n % U256_2 != U256::ZERO {
             z = bmul(z, a)?;
         }
-        n /= U256::from(2u64);
+        n /= U256_2;
     }
     Ok(z)
 }
 
+#[inline]
 pub fn bpow(base: U256, exp: U256) -> Result<U256, BMathError> {
     let whole = bfloor(exp);
     let remain = bsub(exp, whole)?;
     let whole_pow = bpowi(base, btoi(whole))?;
     if remain == U256::ZERO {
         return Ok(whole_pow);
     }
-    let precision = BONE / U256::from(10_u64.pow(10));
+    let precision = BONE / U256_10E_10;
     let partial_result = bpow_approx(base, remain, precision)?;
     bmul(whole_pow, partial_result)
 }
 
+#[inline]
 pub fn bpow_approx(base: U256, exp: U256, precision: U256) -> Result<U256, BMathError> {
     let a = exp;
     let (x, xneg) = bsub_sign(base, BONE);
     let mut term = BONE;
     let mut sum = term;
     let mut negative = false;
-    let mut i = 1;
+    let mut i = U256_1;
     while term >= precision {
         let big_k = U256::from(i) * BONE;
         let (c, cneg) = bsub_sign(a, bsub(big_k, BONE)?);
@@ -63,23 +63,25 @@ pub fn bpow_approx(base: U256, exp: U256, precision: U256) -> Result<U256, BMath
         if term == U256::ZERO {
             break;
         }
-negative ^= xneg ^ cneg;
+        negative ^= xneg ^ cneg;
         if negative {
             sum = bsub(sum, term)?;
         } else {
             sum = badd(sum, term)?;
         }
-        i += 1;
+        i += U256_1;
     }
     Ok(sum)
 }
 
+#[inline]
 pub fn bfloor(a: U256) -> U256 {
     btoi(a) * BONE
 }
 
 // Reference:
 // https://github.com/balancer/balancer-core/blob/f4ed5d65362a8d6cec21662fb6eae233b0babc1f/contracts/BNum.sol#L75
+#[inline]
 pub fn bdiv(a: U256, b: U256) -> Result<U256, BMathError> {
     if b == U256::ZERO {
         return Err(BMathError::DivZero);
@@ -97,6 +99,7 @@ pub fn bdiv(a: U256, b: U256) -> Result<U256, BMathError> {
 
 // Reference:
 // https://github.com/balancer/balancer-core/blob/f4ed5d65362a8d6cec21662fb6eae233b0babc1f/contracts/BNum.sol#L43
+#[inline]
 pub fn bsub(a: U256, b: U256) -> Result<U256, BMathError> {
     let (c, flag) = bsub_sign(a, b);
     if flag {
@@ -107,6 +110,7 @@ pub fn bsub(a: U256, b: U256) -> Result<U256, BMathError> {
 
 // Reference:
 // https://github.com/balancer/balancer-core/blob/f4ed5d65362a8d6cec21662fb6eae233b0babc1f/contracts/BNum.sol#L52
+#[inline]
 pub fn bsub_sign(a: U256, b: U256) -> (U256, bool) {
     if a >= b {
         (a - b, false)
@@ -117,6 +121,7 @@ pub fn bsub_sign(a: U256, b: U256) -> (U256, bool) {
 
 // Reference:
 // https://github.com/balancer/balancer-core/blob/f4ed5d65362a8d6cec21662fb6eae233b0babc1f/contracts/BNum.sol#L63C4-L73C6
+#[inline]
 pub fn bmul(a: U256, b: U256) -> Result<U256, BMathError> {
     let c0 = a * b;
     if a != U256::ZERO && c0 / a != b {
@@ -174,9 +179,9 @@ pub fn calculate_out_given_in(
     let adjusted_in = bsub(BONE, swap_fee)?;
     let adjusted_in = bmul(token_amount_in, adjusted_in)?;
     let y = bdiv(token_balance_in, badd(token_balance_in, adjusted_in)?)?;
-    let foo = bpow(y, weight_ratio)?;
-    let bar = bsub(BONE, foo)?;
-    bmul(token_balance_out, bar)
+    let x = bpow(y, weight_ratio)?;
+    let z = bsub(BONE, x)?;
+    bmul(token_balance_out, z)
 }
 
 /// Converts a `U256` into a `Float` with a high precision.

diff --git a/src/amm/balancer_v2/mod.rs b/src/amm/balancer_v2/mod.rs
@@ -308,8 +308,9 @@ mod tests {
             address: address!("8a649274E4d777FFC6851F13d23A86BBFA2f2Fbf"),
             ..Default::default()
         };
-        let provider =
-            Arc::new(ProviderBuilder::new().on_http(env!("ETHEREUM_PROVIDER").parse().unwrap()));
+        let provider = Arc::new(
+            ProviderBuilder::new().on_http(env!("ETHEREUM_RPC_ENDPOINT").parse().unwrap()),
+        );
         balancer_v2_pool
             .populate_data(Some(20487793), provider.clone())
             .await
@@ -335,8 +336,9 @@ mod tests {
 
     #[tokio::test]
     pub async fn test_calculate_price() {
-        let provider =
-            Arc::new(ProviderBuilder::new().on_http(env!("ETHEREUM_PROVIDER").parse().unwrap()));
+        let provider = Arc::new(
+            ProviderBuilder::new().on_http(env!("ETHEREUM_RPC_ENDPOINT").parse().unwrap()),
+        );
         let mut balancer_v2_pool = super::BalancerV2Pool {
             address: address!("8a649274E4d777FFC6851F13d23A86BBFA2f2Fbf"),
             ..Default::default()
@@ -358,8 +360,9 @@ mod tests {
 
     #[tokio::test]
     pub async fn test_simulate_swap() {
-        let provider =
-            Arc::new(ProviderBuilder::new().on_http(env!("ETHEREUM_PROVIDER").parse().unwrap()));
+        let provider = Arc::new(
+            ProviderBuilder::new().on_http(env!("ETHEREUM_RPC_ENDPOINT").parse().unwrap()),
+        );
         let mut balancer_v2_pool = super::BalancerV2Pool {
             address: address!("8a649274E4d777FFC6851F13d23A86BBFA2f2Fbf"),
             ..Default::default()

diff --git a/src/amm/consts.rs b/src/amm/consts.rs
@@ -1,6 +1,7 @@
 use alloy::primitives::U256;
 
 // commonly used U256s
+pub const U256_10E_10: U256 = U256::from_limbs([10000000000, 0, 0, 0]);
 pub const U256_0X100000000: U256 = U256::from_limbs([4294967296, 0, 0, 0]);
 pub const U256_0X10000: U256 = U256::from_limbs([65536, 0, 0, 0]);
 pub const U256_0X100: U256 = U256::from_limbs([256, 0, 0, 0]);