Reduce Sqrt calls in TickToSqrtPrice #7599
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* Reduce Sqrt calls in TickToSqrtPrice * Move error to types (cherry picked from commit 5a763c1)
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* Reduce Sqrt calls in TickToSqrtPrice * Move error to types (cherry picked from commit 5a763c1)
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* Reduce Sqrt calls in TickToSqrtPrice * Move error to types (cherry picked from commit 5a763c1)
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* Reduce Sqrt calls in TickToSqrtPrice * Move error to types (cherry picked from commit 5a763c1) Co-authored-by: Dev Ojha <[email protected]>
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* Reduce Sqrt calls in TickToSqrtPrice * Move error to types (cherry picked from commit 5a763c1) Co-authored-by: Dev Ojha <[email protected]>
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Reduce the number of sqrt invocations in TickToSqrtPrice. Depending on the way the error goes, we save either 1 or 2 Sqrt calls (before there were always 4).
This is basic from being a binary search. We should do some analysis in the future, to remove the need from computing either boundary sqrt. I think we should be able to get away without having either, and thus just need 1 or 2 comparisons to get which partition we need to be in. (Versus our now 3-4)