Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

PowApprox mutable internal logic #324

Merged
merged 5 commits into from
Jun 23, 2021
Merged

PowApprox mutable internal logic #324

Changes from all commits
Commits
Show all changes
5 commits
Select commit Hold shift + click to select a range
46bf9cf
implement mutable powApprox
mconcat Jun 16, 2021
f680608
apply review, add comments
mconcat Jun 16, 2021
2a4c4a1
mutable absdiff
mconcat Jun 16, 2021
0a171ed
Merge branch 'main' into mconcat/56-powapprox-opt
ValarDragon Jun 22, 2021
e4bbe29
go mod tidy
ValarDragon Jun 22, 2021
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
30 changes: 20 additions & 10 deletions x/gamm/keeper/math.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -202,11 +202,12 @@ func calcPoolInGivenSingleOut(
/*********************************************************/

// absDifferenceWithSign returns | a - b |, (a - b).sign()
// a is mutated and returned
func absDifferenceWithSign(a, b sdk.Dec) (sdk.Dec, bool) {
if a.GTE(b) {
return a.Sub(b), false
return a.SubMut(b), false
} else {
return b.Sub(a), true
return a.NegMut().AddMut(b), true
}
}

Expand Down Expand Up @@ -294,18 +295,27 @@ func powApprox(base sdk.Dec, exp sdk.Dec, precision sdk.Dec) sdk.Dec {

// TODO: Check with our parameterization
// TODO: If theres a bug, balancer is also wrong here :thonk:
a := exp

base = base.Clone()
x, xneg := absDifferenceWithSign(base, one)
term := sdk.OneDec()
sum := sdk.OneDec()
negative := false

a := exp.Clone()
bigK := sdk.NewDec(0)
// TODO: Document this computation via taylor expansion
for i := 1; term.GTE(precision); i++ {
bigK := sdk.OneDec().MulInt64(int64(i))
c, cneg := absDifferenceWithSign(a, bigK.Sub(one))
term = term.Mul(c.Mul(x))
term = term.Quo(bigK)
for i := int64(1); term.GTE(precision); i++ {
// At each iteration, we need two values, i and i-1.
// To avoid expensive big.Int allocation, we reuse bigK variable.
// On this line, bigK == i-1.
c, cneg := absDifferenceWithSign(a, bigK)
// On this line, bigK == i.
bigK.Set(sdk.NewDec(i)) // TODO: O(n) bigint allocation happens
term.MulMut(c).MulMut(x).QuoMut(bigK)

// a is mutated on absDifferenceWithSign, reset
a.Set(exp)

if term.IsZero() {
break
Expand All @@ -319,9 +329,9 @@ func powApprox(base sdk.Dec, exp sdk.Dec, precision sdk.Dec) sdk.Dec {
}

if negative {
sum = sum.Sub(term)
sum.SubMut(term)
} else {
sum = sum.Add(term)
sum.AddMut(term)
}
}
return sum
Expand Down