MEV Resist Pool Implementation (#17)

Author: moodysalem

src/math/tick.rs

@@ -1,4 +1,4 @@
-use crate::math::uint::U256;
+use crate::{math::uint::u256_to_float_base_x128, math::uint::U256};
 
 const ONE_X128: U256 = U256([0, 0, 1, 0]);
 
@@ -76,50 +76,104 @@ pub fn to_sqrt_ratio(tick: i32) -> Option<U256> {
     Some(ratio)
 }
 
+const SQRT_TICK_SIZE: f64 =
+    1.00000049999987500006249996093752734372949220361326815796989439990616646_f64;
+
+pub fn approximate_sqrt_ratio_to_tick(sqrt_ratio: U256) -> i32 {
+    u256_to_float_base_x128(sqrt_ratio)
+        .log(SQRT_TICK_SIZE)
+        .round() as i32
+}
+
 #[cfg(test)]
 mod tests {
-    use super::{to_sqrt_ratio, MAX_SQRT_RATIO, MAX_TICK, MIN_SQRT_RATIO, MIN_TICK};
-    use crate::math::uint::U256;
-
-    #[test]
-    fn test_tick_examples() {
-        assert_eq!(
-            to_sqrt_ratio(1000000).unwrap(),
-            U256::from_str_radix("561030636129153856579134353873645338624", 10).unwrap(),
-        );
-        assert_eq!(
-            to_sqrt_ratio(10000000).unwrap(),
-            U256::from_str_radix("50502254805927926084423855178401471004672", 10).unwrap(),
-        );
-        assert_eq!(
-            to_sqrt_ratio(-1000000).unwrap(),
-            U256::from_str_radix("206391740095027370700312310528859963392", 10).unwrap(),
-        );
-        assert_eq!(
-            to_sqrt_ratio(-10000000).unwrap(),
-            U256::from_str_radix("2292810285051363400276741630355046400", 10).unwrap(),
-        );
-    }
+    mod to_sqrt_ratio {
+        use super::super::{to_sqrt_ratio, MAX_SQRT_RATIO, MAX_TICK, MIN_SQRT_RATIO, MIN_TICK};
+        use crate::math::uint::U256;
+
+        #[test]
+        fn test_tick_examples() {
+            assert_eq!(
+                to_sqrt_ratio(1000000).unwrap(),
+                U256::from_str_radix("561030636129153856579134353873645338624", 10).unwrap(),
+            );
+            assert_eq!(
+                to_sqrt_ratio(10000000).unwrap(),
+                U256::from_str_radix("50502254805927926084423855178401471004672", 10).unwrap(),
+            );
+            assert_eq!(
+                to_sqrt_ratio(-1000000).unwrap(),
+                U256::from_str_radix("206391740095027370700312310528859963392", 10).unwrap(),
+            );
+            assert_eq!(
+                to_sqrt_ratio(-10000000).unwrap(),
+                U256::from_str_radix("2292810285051363400276741630355046400", 10).unwrap(),
+            );
+        }
 
-    #[test]
-    fn test_tick_too_small() {
-        assert!(to_sqrt_ratio(MIN_TICK - 1).is_none());
-        assert!(to_sqrt_ratio(i32::MIN).is_none());
-    }
+        #[test]
+        fn test_tick_too_small() {
+            assert!(to_sqrt_ratio(MIN_TICK - 1).is_none());
+            assert!(to_sqrt_ratio(i32::MIN).is_none());
+        }
 
-    #[test]
-    fn test_min_tick() {
-        assert_eq!(to_sqrt_ratio(MIN_TICK).unwrap(), MIN_SQRT_RATIO,);
-    }
+        #[test]
+        fn test_min_tick() {
+            assert_eq!(to_sqrt_ratio(MIN_TICK).unwrap(), MIN_SQRT_RATIO,);
+        }
 
-    #[test]
-    fn test_max_tick() {
-        assert_eq!(to_sqrt_ratio(MAX_TICK).unwrap(), MAX_SQRT_RATIO,);
+        #[test]
+        fn test_max_tick() {
+            assert_eq!(to_sqrt_ratio(MAX_TICK).unwrap(), MAX_SQRT_RATIO,);
+        }
+
+        #[test]
+        fn test_tick_too_large() {
+            assert!(to_sqrt_ratio(MAX_TICK + 1).is_none());
+            assert!(to_sqrt_ratio(i32::MAX).is_none());
+        }
     }
 
-    #[test]
-    fn test_tick_too_large() {
-        assert!(to_sqrt_ratio(MAX_TICK + 1).is_none());
-        assert!(to_sqrt_ratio(i32::MAX).is_none());
+    mod approximate_sqrt_ratio_to_tick {
+        use crate::math::tick::{MAX_TICK, MIN_TICK};
+
+        use super::super::{approximate_sqrt_ratio_to_tick, to_sqrt_ratio};
+
+        #[test]
+        fn test_tick_examples() {
+            assert_eq!(approximate_sqrt_ratio_to_tick(to_sqrt_ratio(0).unwrap()), 0,);
+            assert_eq!(
+                approximate_sqrt_ratio_to_tick(to_sqrt_ratio(1000000).unwrap()),
+                1000000,
+            );
+            assert_eq!(
+                approximate_sqrt_ratio_to_tick(to_sqrt_ratio(10000000).unwrap()),
+                10000000
+            );
+            assert_eq!(
+                approximate_sqrt_ratio_to_tick(to_sqrt_ratio(-1000000).unwrap()),
+                -1000000,
+            );
+            assert_eq!(
+                approximate_sqrt_ratio_to_tick(to_sqrt_ratio(-10000000).unwrap()),
+                -10000000,
+            );
+        }
+
+        #[test]
+        fn test_min_tick() {
+            assert_eq!(
+                approximate_sqrt_ratio_to_tick(to_sqrt_ratio(MIN_TICK).unwrap()),
+                MIN_TICK,
+            );
+        }
+
+        #[test]
+        fn test_max_tick() {
+            assert_eq!(
+                approximate_sqrt_ratio_to_tick(to_sqrt_ratio(MAX_TICK).unwrap()),
+                MAX_TICK,
+            );
+        }
     }
 }

src/math/uint.rs

@@ -1,3 +1,10 @@
 uint::construct_uint! {
     pub struct U256(4);
 }
+
+pub fn u256_to_float_base_x128(x128: U256) -> f64 {
+    x128.0[0] as f64 / 340282366920938463463374607431768211456f64
+        + (x128.0[1] as f64 / 18446744073709551616f64)
+        + x128.0[2] as f64
+        + (x128.0[3] as f64 * 18446744073709551616f64)
+}

src/quoting/base_pool.rs

@@ -651,6 +651,10 @@ impl Pool for BasePool {
     fn min_tick_with_liquidity(&self) -> Option<i32> {
         self.sorted_ticks.first().map(|t| t.index)
     }
+
+    fn is_path_dependent(&self) -> bool {
+        false
+    }
 }
 
 #[cfg(test)]

src/quoting/full_range_pool.rs

@@ -53,6 +53,7 @@ pub struct FullRangePool {
 pub enum FullRangePoolError {
     /// Token0 must be less than token1.
     TokenOrderInvalid,
+    SqrtRatioInvalid,
 }
 
 impl FullRangePool {
@@ -61,13 +62,14 @@ impl FullRangePool {
             return Err(FullRangePoolError::TokenOrderInvalid);
         }
 
-        // Ensure sqrt_ratio is within valid bounds
-        let sqrt_ratio = state.sqrt_ratio.clamp(MIN_SQRT_RATIO, MAX_SQRT_RATIO);
+        if state.sqrt_ratio < MIN_SQRT_RATIO || state.sqrt_ratio > MAX_SQRT_RATIO {
+            return Err(FullRangePoolError::SqrtRatioInvalid);
+        }
 
         Ok(Self {
             key,
             state: FullRangePoolState {
-                sqrt_ratio,
+                sqrt_ratio: state.sqrt_ratio,
                 liquidity: state.liquidity,
             },
         })
@@ -220,6 +222,10 @@ impl Pool for FullRangePool {
             None
         }
     }
+
+    fn is_path_dependent(&self) -> bool {
+        false
+    }
 }
 
 #[cfg(test)]