Speedup more stable swap math operations (#7214)

* Speedup more stable swap math operations * Try another speedup * revert one sigfig change * remove one more mutative operation * update osmomath * Update osmomath one more tiome * Update osmomath/decimal.go Co-authored-by: Matt, Park <[email protected]> --------- Co-authored-by: Matt, Park <[email protected]>
osmosis-labs · Jan 2, 2024 · 9cd7231 · 9cd7231
1 parent 9c6d5cf
commit 9cd7231
Show file tree

Hide file tree

Showing 7 changed files with 27 additions and 16 deletions.
diff --git a/go.mod b/go.mod
@@ -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

diff --git a/go.sum b/go.sum
@@ -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=

diff --git a/osmomath/binary_search.go b/osmomath/binary_search.go
@@ -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)

diff --git a/osmomath/decimal.go b/osmomath/decimal.go
@@ -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 {
+// BigIntMut returns the pointer of the underlying big.Int.
+func (d BigDec) BigIntMut() *big.Int {
 	if d.IsNil() {
 		return nil
 	}
@@ -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 {

diff --git a/osmomath/decimal_test.go b/osmomath/decimal_test.go
@@ -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())
 }
diff --git a/osmomath/sigfig_round.go b/osmomath/sigfig_round.go
@@ -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)
 }
diff --git a/x/gamm/pool-models/stableswap/amm.go b/x/gamm/pool-models/stableswap/amm.go
@@ -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.
+	// 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