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Speedup more stable swap math operations #7214

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merged 8 commits into from
Jan 2, 2024
Merged

Speedup more stable swap math operations #7214

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f939c95
Speedup more stable swap math operations
ValarDragon Dec 27, 2023
4e5a5f4
Try another speedup
ValarDragon Dec 31, 2023
4fedfda
revert one sigfig change
ValarDragon Dec 31, 2023
1a8c243
remove one more mutative operation
ValarDragon Dec 31, 2023
ffa6156
update osmomath
ValarDragon Dec 31, 2023
bcdabda
Merge branch 'main' into dev/speedup_more_mutative_stableswap_ops
ValarDragon Dec 31, 2023
809ff1f
Update osmomath one more tiome
ValarDragon Jan 1, 2024
fb38b76
Update osmomath/decimal.go
ValarDragon Jan 2, 2024
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2 changes: 1 addition & 1 deletion go.mod
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Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,7 @@ require (
github.com/mattn/go-sqlite3 v1.14.17
github.com/ory/dockertest/v3 v3.10.0
github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20231229191315-aff18520757d
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20231231222019-bcdabda4fc36
github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20231229191315-aff18520757d
github.com/osmosis-labs/osmosis/x/epochs v0.0.3-0.20231229191315-aff18520757d
github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.9-0.20231229191315-aff18520757d
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6 changes: 4 additions & 2 deletions go.sum
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Original file line number Diff line number Diff line change
Expand Up @@ -1466,8 +1466,10 @@ github.com/osmosis-labs/cosmos-sdk v0.47.5-osmo-4 h1:RCd53Gnnn9yrjjdh8sBkhitqTz/
github.com/osmosis-labs/cosmos-sdk v0.47.5-osmo-4/go.mod h1:EHwCeN9IXonsjKcjpS12MqeStdZvIdxt3VYXhus3G3c=
github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3 h1:YlmchqTmlwdWSmrRmXKR+PcU96ntOd8u10vTaTZdcNY=
github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3/go.mod h1:lV6KnqXYD/ayTe7310MHtM3I2q8Z6bBfMAi+bhwPYtI=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20231229191315-aff18520757d h1:/vmj70Yv4D4PbPmNxLRxj80aVmHllT0UD4ThvjbRChA=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20231229191315-aff18520757d/go.mod h1:CfSV2Zn8fYu+Jwv1zNhb45dbG4O79cZ/VM3ey79+Xq8=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20231231215538-1a8c243520e9 h1:uv3HgeYw9QArhkO9YQGVfsnm/xS79ldMBJAMFZwXZno=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20231231215538-1a8c243520e9/go.mod h1:FQ45vPTc2l+NUA/gk7wZTxUh/hrDRWrRwZj8Ua5cpSU=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20231231222019-bcdabda4fc36 h1:UOpEx+lWFd9uX0goJMLaIvSjMCsWOmBzLOEVGZCi2Qk=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20231231222019-bcdabda4fc36/go.mod h1:Ger7K14gEgLOF+4qHNqicrGkNP9Ubg2tBnKkIzvXABE=
github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20231229191315-aff18520757d h1:VKMEmZBVt6VrrjBA9dMsxqWJlbrzqbMXX69iOjuevRc=
github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20231229191315-aff18520757d/go.mod h1:Jg/goBqOHnJSr4qgDLtVC88eU7MgtLhyc5+plNEj1Ag=
github.com/osmosis-labs/osmosis/x/epochs v0.0.3-0.20231229191315-aff18520757d h1:hEwBZm3JibS2RSZat6YQ68RF6ocL1zxdbNgN7viM8K8=
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6 changes: 4 additions & 2 deletions osmomath/binary_search.go
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Expand Up @@ -279,8 +279,10 @@ func BinarySearchBigDec(f func(BigDec) BigDec,

curIteration := 0
for ; curIteration < maxIterations; curIteration += 1 {
// TODO: Try replacing this with RSH
curEstimate = lowerbound.Add(upperbound).QuoRaw(2)
// (lowerbound + upperbound) / 2
curEstimate = lowerbound.Add(upperbound)
curEstimateBi := curEstimate.BigIntMut()
curEstimateBi.Rsh(curEstimateBi, 1)
curOutput = f(curEstimate)

// fmt.Println("binary search, input, target output, cur output", curEstimate, targetOutput, curOutput)
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9 changes: 7 additions & 2 deletions osmomath/decimal.go
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Expand Up @@ -253,8 +253,8 @@ func (d BigDec) BigInt() *big.Int {
return cp.Set(d.i)
}

// BigIntMut converts BigDec to big.Int, mutative the input
func (d BigDec) ToBigInt() *big.Int {
// BigInt returns a copy of the underlying big.Int.
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func (d BigDec) BigIntMut() *big.Int {
if d.IsNil() {
return nil
}
Expand Down Expand Up @@ -290,6 +290,11 @@ func (d BigDec) Sub(d2 BigDec) BigDec {
return BigDec{res}
}

func (d BigDec) NegMut() BigDec {
d.i.Neg(d.i)
return d
} // reverse the decimal sign

// Clone performs a deep copy of the receiver
// and returns the new result.
func (d BigDec) Clone() BigDec {
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8 changes: 4 additions & 4 deletions osmomath/decimal_test.go
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Expand Up @@ -1707,17 +1707,17 @@ func (s *decimalTestSuite) TestBigIntMut() {
d := osmomath.NewBigDecFromBigInt(r)

// Compare value of BigInt & BigIntMut
s.Require().Equal(d.BigInt(), d.ToBigInt())
s.Require().Equal(d.BigInt(), d.BigIntMut())

// Modify BigIntMut() pointer and ensure i.BigIntMut() & i.BigInt() change
p1 := d.ToBigInt()
p1 := d.BigIntMut()
p1.SetInt64(40)
s.Require().Equal(big.NewInt(40), d.ToBigInt())
s.Require().Equal(big.NewInt(40), d.BigIntMut())
s.Require().Equal(big.NewInt(40), d.BigInt())

// Modify big.Int() pointer and ensure i.BigIntMut() & i.BigInt() don't change
p2 := d.BigInt()
p2.SetInt64(50)
s.Require().NotEqual(big.NewInt(50), d.ToBigInt())
s.Require().NotEqual(big.NewInt(50), d.BigIntMut())
s.Require().NotEqual(big.NewInt(50), d.BigInt())
}
3 changes: 2 additions & 1 deletion osmomath/sigfig_round.go
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Expand Up @@ -20,7 +20,8 @@ func SigFigRound(d Dec, tenToSigFig Int) Dec {
dkSigFig := dTimesK.MulInt(tenToSigFig)
numerator := dkSigFig.RoundInt().ToLegacyDec()

// TODO: Use pre-computed table for 10^k
tenToK := NewInt(10).ToLegacyDec().Power(k)
denominator := tenToSigFig.Mul(tenToK.TruncateInt())
return numerator.QuoInt(denominator)
return numerator.QuoIntMut(denominator)
}
9 changes: 5 additions & 4 deletions x/gamm/pool-models/stableswap/amm.go
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Expand Up @@ -63,15 +63,16 @@ func targetKCalculator(x0, y0, w, yf osmomath.BigDec) osmomath.BigDec {
// $$k_{iter}(x_f) = -x_{out}^3 + 3 x_0 x_{out}^2 - (y_f^2 + w + 3x_0^2)x_{out}$$
// where x_out = x_0 - x_f
func iterKCalculator(x0, w, yf osmomath.BigDec) func(osmomath.BigDec) osmomath.BigDec {
// compute coefficients first
cubicCoeff := osmomath.OneBigDec().Neg()
// compute coefficients first. Notice that the leading coefficient is -1, we will use this to compute faster.
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note to other reviewers: x_{out}^3 remains same

// cubicCoeff := -1
quadraticCoeff := x0.MulInt64(3)
linearCoeff := quadraticCoeff.Mul(x0).Add(w).Add(yf.Mul(yf)).Neg()
linearCoeff := quadraticCoeff.Mul(x0).Add(w).Add(yf.Mul(yf)).NegMut()
return func(xf osmomath.BigDec) osmomath.BigDec {
xOut := x0.Sub(xf)
// horners method
// ax^3 + bx^2 + cx = x(c + x(b + ax))
res := cubicCoeff.Mul(xOut)
// a = -1
res := xOut.Neg()
res = res.AddMut(quadraticCoeff).MulMut(xOut)
res = res.AddMut(linearCoeff).MulMut(xOut)
return res
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