tycho-simulation 0.255.1

Provides tools for interacting with protocol states, calculating spot prices, and quoting token swaps.
Documentation 
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use alloy::primitives::U256;
use tycho_common::simulation::errors::SimulationError;

use crate::evm::protocol::u256_num::u256_to_f64;

/// Computes a spot price given two token reserves
///
/// To find the most accurate spot price possible:
///     1. The nominator and denominator are converted to float (this conversion is lossy)
///     2. The price is computed by using float division
///     3. Finally, the price is correct for difference in token decimals.
pub(super) fn spot_price_from_reserves(
    r0: U256,
    r1: U256,
    token_0_decimals: u32,
    token_1_decimals: u32,
) -> Result<f64, SimulationError> {
    let token_correction = 10f64.powi(token_0_decimals as i32 - token_1_decimals as i32);
    Ok((u256_to_f64(r1)? / u256_to_f64(r0)?) * token_correction)
}

#[cfg(test)]
mod test {
    use std::str::FromStr;

    use approx::assert_ulps_eq;
    use rstest::rstest;

    use super::*;

    #[rstest]
    #[case::dai_weth(
        U256::from_str("6459290401503744160496018").unwrap(),
        U256::from_str("5271291858877575385159").unwrap(),
        18,
        18,
        0.0008160790940209781f64
    )]
    #[case::weth_usdt(
        U256::from_str("9404438958522240683671").unwrap(),
        U256::from_str("11524076256844").unwrap(),
        18,
        6,
        1225.3868952385467f64
    )]
    #[case::paxg_weth(
        U256::from_str("1953602660669219944829").unwrap(),
        U256::from_str("2875413366760000758700").unwrap(),
        18,
        18,
        1.4718516844029115f64
    )]
    fn test_real_world_examples(
        #[case] r0: U256,
        #[case] r1: U256,
        #[case] t0d: u32,
        #[case] t1d: u32,
        #[case] exp: f64,
    ) {
        let res = spot_price_from_reserves(r0, r1, t0d, t1d).expect("spot price");

        assert_ulps_eq!(res, exp);
    }
}