fix/algebra integral concurrent map access

go.mod

@@ -13,7 +13,7 @@ require (
 	github.com/KyberNetwork/logger v0.2.1
 	github.com/KyberNetwork/msgpack/v5 v5.4.2
 	github.com/KyberNetwork/pancake-v3-sdk v0.2.0
-	github.com/KyberNetwork/uniswapv3-sdk-uint256 v0.5.0
+	github.com/KyberNetwork/uniswapv3-sdk-uint256 v0.5.3-0.20241221122441-5808be2e7503
 	github.com/daoleno/uniswap-sdk-core v0.1.7
 	github.com/daoleno/uniswapv3-sdk v0.4.0
 	github.com/davecgh/go-spew v1.1.1

go.sum

@@ -20,8 +20,8 @@ github.com/KyberNetwork/uniswap-sdk-core v0.1.7 h1:9CfjLkFZcOxgu0US0ZB1vvdgA1sp3
 github.com/KyberNetwork/uniswap-sdk-core v0.1.7/go.mod h1:DPzL8zNicstPzvX74ZeeHsiIUquZRpwviceDHQ8+UQ4=
 github.com/KyberNetwork/uniswapv3-sdk v0.5.5 h1:PLkDL8YWgN00yfNGbQpOGRcKRD3eoFXOFzjvuHP9Gmo=
 github.com/KyberNetwork/uniswapv3-sdk v0.5.5/go.mod h1:XFySgQXZ+dl0yRze6Rj8jloILcFP8FbXJjcyk/1RmSU=
-github.com/KyberNetwork/uniswapv3-sdk-uint256 v0.5.0 h1:AkEmCEBmyYAUU+WHGrgw9uaXHteqNn66CD36FaXoUig=
-github.com/KyberNetwork/uniswapv3-sdk-uint256 v0.5.0/go.mod h1:VQNKmTwlX6gyW1gzaSQjYG+xCBpqmgH0VQslYMtqzAg=
+github.com/KyberNetwork/uniswapv3-sdk-uint256 v0.5.3-0.20241221122441-5808be2e7503 h1:FvNvHE1yHjLK8owNpOnVUdZNYNZ5xnXJ9uKvuWMC0NY=
+github.com/KyberNetwork/uniswapv3-sdk-uint256 v0.5.3-0.20241221122441-5808be2e7503/go.mod h1:VQNKmTwlX6gyW1gzaSQjYG+xCBpqmgH0VQslYMtqzAg=
 github.com/Microsoft/go-winio v0.6.2 h1:F2VQgta7ecxGYO8k3ZZz3RS8fVIXVxONVUPlNERoyfY=
 github.com/Microsoft/go-winio v0.6.2/go.mod h1:yd8OoFMLzJbo9gZq8j5qaps8bJ9aShtEA8Ipt1oGCvU=
 github.com/VictoriaMetrics/fastcache v1.12.2 h1:N0y9ASrJ0F6h0QaC3o6uJb3NIZ9VKLjCM7NQbSmF7WI=

pkg/liquidity-source/algebra/integral/adaptive_fee.go

@@ -7,7 +7,7 @@ import (
 // / @notice Calculates fee based on formula:
 // / baseFee + sigmoid1(volatility) + sigmoid2(volatility)
 // / maximum value capped by baseFee + alpha1 + alpha2
-func getFee(volatility *uint256.Int, config FeeConfiguration) uint16 {
+func getFee(volatility *uint256.Int, config *DynamicFeeConfig) uint16 {
 	// normalize for 15 sec interval
 	normalizedVolatility := new(uint256.Int).Div(volatility, uFIFTEEN)
 

pkg/liquidity-source/algebra/integral/constant.go

@@ -4,7 +4,6 @@ import (
 	"math/big"
 	"time"
 
-	"github.com/KyberNetwork/int256"
 	"github.com/holiman/uint256"
 )
 
@@ -59,30 +58,20 @@ var (
 	FEE_DENOMINATOR           = uint256.NewInt(1e6)
 	COMMUNITY_FEE_DENOMINATOR = uint256.NewInt(1e3)
 
-	ZERO = int256.NewInt(0)
-	ONE  = int256.NewInt(1)
-
-	MIN_INT256  = new(int256.Int).Neg(new(int256.Int).Lsh(ZERO, 255)) // -2^255
-	MAX_UINT256 = new(uint256.Int).Sub(new(uint256.Int).Lsh(uZERO, 256), uONE)
-
 	MAX_UINT16 = new(uint256.Int).SetUint64(1<<16 - 1)
-	MIN_UINT16 = new(uint256.Int).SetUint64(1)
 
 	uZERO       = uint256.NewInt(0)
 	uONE        = uint256.NewInt(1)
 	uTWO        = uint256.NewInt(2)
 	uFOUR       = uint256.NewInt(4)
 	uSIX        = uint256.NewInt(6)
-	uEIGHT      = uint256.NewInt(8)
 	uFIFTEEN    = uint256.NewInt(15)
-	uSIXTEEN    = uint256.NewInt(16)
 	uTWENTYFOUR = uint256.NewInt(24)
 
 	MIN_SQRT_RATIO    = big.NewInt(4295128739)
 	MAX_SQRT_RATIO, _ = new(big.Int).SetString("1461446703485210103287273052203988822378723970342", 10)
 
-	Q96  = new(uint256.Int).Lsh(uONE, 96)  // 1 << 96
-	Q128 = new(uint256.Int).Lsh(uONE, 128) // 1 << 128
+	Q96 = new(uint256.Int).Lsh(uONE, 96) // 1 << 96
 
 	BASE_FEE_MULTIPLIER   = new(uint256.Int).Lsh(uONE, FEE_FACTOR_SHIFT)   // 1 << 96
 	DOUBLE_FEE_MULTIPLIER = new(uint256.Int).Lsh(uONE, 2*FEE_FACTOR_SHIFT) // 1 << 2*96

pkg/liquidity-source/algebra/integral/errors.go

@@ -22,4 +22,6 @@ var (
 	ErrOutOfRangeOrInvalid = errors.New("value out of range or invalid")
 	ErrLiquiditySub        = errors.New("liquidity sub error")
 	ErrLiquidityAdd        = errors.New("liquidity add error")
+	ErrOverflow            = errors.New("overflow")
+	ErrUnderflow           = errors.New("underflow")
 )

pkg/liquidity-source/algebra/integral/math.go

@@ -1,26 +1,22 @@
 package integral
 
 import (
-	"errors"
-
 	"github.com/KyberNetwork/int256"
 	v3Utils "github.com/KyberNetwork/uniswapv3-sdk-uint256/utils"
 	"github.com/holiman/uint256"
 )
 
-func unsafeDivRoundingUp(x, y *uint256.Int) (*uint256.Int, error) {
+func unsafeDivRoundingUp(x, y *uint256.Int) *uint256.Int {
 	if y.Sign() == 0 {
-		return nil, errors.New("division by zero")
+		panic("division by zero")
 	}
 
-	quotient := new(uint256.Int).Div(x, y)
-
-	remainder := new(uint256.Int).Mod(x, y)
+	quotient, remainder := new(uint256.Int).DivMod(x, y, new(uint256.Int))
 	if remainder.Sign() > 0 {
-		quotient.Add(quotient, uONE)
+		quotient.AddUint64(quotient, 1)
 	}
 
-	return quotient, nil
+	return quotient
 }
 
 func addDelta(x *uint256.Int, y *int256.Int) (*uint256.Int, error) {