feat: fix stack too deep errors

primitivefinance · Feb 23, 2024 · e63cea8 · e63cea8
1 parent 78a4392
commit e63cea8
Showing 1 changed file with 97 additions and 48 deletions.
diff --git a/src/LogNormal/LogNormalExtendedLib.sol b/src/LogNormal/LogNormalExtendedLib.sol
@@ -305,6 +305,7 @@ struct DiffLowerStruct {
     uint256 v;
     int256 sqrtTwo;
     int256 gamma;
+    uint256 L;
 }
 
 function computeDiffLowerFirstFrac(DiffLowerStruct memory params)
@@ -331,6 +332,21 @@ function computeDiffLowerFirstFrac(DiffLowerStruct memory params)
     return firstNum.wadDiv(firstDen);
 }
 
+function computeDiffLowerSecondFrac(DiffLowerStruct memory params)
+    pure
+    returns (int256)
+{
+    int256 first = int256(params.strike).wadMul(int256(params.L)).wadMul(
+        -I_ONE + params.gamma
+    );
+    int256 erfcFirst =
+        int256(params.sigma).wadMul(params.sqrtTau).wadDiv(params.sqrtTwo);
+    int256 erfcSecond = params.ierfcRes;
+    int256 num = first.wadMul(Gaussian.erfc(erfcFirst - erfcSecond));
+    int256 den = I_TWO.wadMul(int256(params.rX));
+    return num.wadDiv(den);
+}
+
 function diffLower(
     uint256 S,
     uint256 rX,
@@ -373,28 +389,77 @@ function diffLower(
         sqrtTau: sqrtTau,
         rX: rX,
         strike: params.strike,
+        L: L,
         v: v,
         sqrtTwo: sqrtTwo,
         gamma: I_ONE - int256(params.swapFee)
     });
 
     int256 firstFrac = computeDiffLowerFirstFrac(parameters);
+    int256 secondFrac = computeDiffLowerSecondFrac(parameters);
+    return computeDiffLowerResult(S, firstFrac, secondFrac);
+}
 
-    int256 secondFrac;
-    {
-        int256 first = int256(params.strike).wadMul(int256(L)).wadMul(
-            -I_ONE + I_ONE - int256(params.swapFee)
-        );
-        int256 erfcFirst = int256(params.sigma).wadMul(sqrtTau).wadDiv(sqrtTwo);
-        int256 erfcSecond = ierfcRes;
-        int256 num = first.wadMul(Gaussian.erfc(erfcFirst - erfcSecond));
-        int256 den = I_TWO.wadMul(int256(rX));
-        secondFrac = num.wadDiv(den);
-    }
-
+function computeDiffLowerResult(
+    uint256 S,
+    int256 firstFrac,
+    int256 secondFrac
+) pure returns (int256) {
     return -int256(S) + firstFrac + secondFrac;
 }
 
+struct DiffRaiseStruct {
+    int256 ierfcNum;
+    uint256 sigma;
+    uint256 tau;
+    int256 gamma;
+    int256 sqrtTwo;
+    int256 sqrtTau;
+    int256 ierfcRes;
+    uint256 rY;
+    uint256 S;
+    uint256 v;
+    uint256 strike;
+    uint256 L;
+}
+
+function computeDiffRaiseFirstFrac(DiffRaiseStruct memory params)
+    pure
+    returns (int256)
+{
+    int256 firstExp = -(
+        int256(params.sigma).powWad(I_TWO).wadMul(int256(params.tau)).wadDiv(
+            I_TWO
+        )
+    );
+    int256 secondExp = params.sqrtTwo.wadMul(int256(params.sigma)).wadMul(
+        params.sqrtTau
+    ).wadMul(params.ierfcRes);
+    int256 first = FixedPointMathLib.expWad(firstExp + secondExp);
+    int256 second =
+        int256(params.S).wadMul(int256(params.rY)).wadMul(params.gamma);
+    int256 firstNum = first.wadMul(second);
+    int256 firstDen = int256(params.strike).wadMul(
+        int256(params.v) + int256(params.rY)
+            - int256(params.v).wadMul(params.gamma)
+    );
+    return firstNum.wadDiv(firstDen);
+}
+
+function computeDiffRaiseSecondFrac(DiffRaiseStruct memory params)
+    pure
+    returns (int256)
+{
+    int256 first =
+        int256(params.L).wadMul(int256(params.S)).wadMul(-I_ONE + params.gamma);
+    int256 erfcFirst =
+        int256(params.sigma).wadMul(params.sqrtTau).wadDiv(params.sqrtTwo);
+    int256 erfcSecond = params.ierfcRes;
+    int256 num = first.wadMul(Gaussian.erfc(erfcFirst - erfcSecond));
+    int256 den = I_TWO.wadMul(int256(params.rY));
+    return num.wadDiv(den);
+}
+
 function diffRaise(
     uint256 S,
     uint256 rX,
@@ -403,47 +468,31 @@ function diffRaise(
     uint256 v,
     LogNormal.LogNormalParams memory params
 ) pure returns (int256) {
-    (int256 strike, int256 sigma, int256 tau, int256 swapFee) = (
-        int256(params.strike),
-        int256(params.sigma),
-        int256(params.tau),
-        int256(params.swapFee)
-    );
     int256 sqrtTwo = int256(FixedPointMathLib.sqrt(TWO) * 1e9);
     int256 sqrtTau = int256(FixedPointMathLib.sqrt(params.tau) * 1e9);
-    int256 iS = int256(S);
-    int256 iX = int256(rX);
-    int256 iY = int256(rY);
-    int256 iL = int256(L);
-    int256 iV = int256(v);
-    int256 gamma = I_ONE - swapFee;
-
-    int256 ierfcNum = I_TWO.wadMul(iY).wadMul(iV + iY);
-    int256 ierfcDen = -strike.wadMul(iL).wadMul(iV + iY)
-        + strike.wadMul(iL).wadMul(iV).wadMul(gamma);
+    int256 gamma = I_ONE - int256(params.swapFee);
+    int256 ierfcNum = I_TWO.wadMul(int256(rY)).wadMul(int256(v) + int256(rY));
+    int256 ierfcDen = -int256(params.strike).wadMul(int256(L)).wadMul(int256(v) + int256(rY))
+        + int256(params.strike).wadMul(int256(L)).wadMul(int256(v)).wadMul(gamma);
     int256 ierfcRes = Gaussian.ierfc(-ierfcNum.wadDiv(ierfcDen));
 
-    int256 firstFrac;
-    {
-        int256 firstExp = -(sigma.powWad(I_TWO).wadMul(tau).wadDiv(I_TWO));
-        int256 secondExp =
-            sqrtTwo.wadMul(sigma).wadMul(sqrtTau).wadMul(ierfcRes);
-        int256 first = FixedPointMathLib.expWad(firstExp + secondExp);
-        int256 second = iS.wadMul(iY).wadMul(gamma);
-        int256 firstNum = first.wadMul(second);
-        int256 firstDen = strike.wadMul(iV + iY - iV.wadMul(gamma));
-        firstFrac = firstNum.wadDiv(firstDen);
-    }
+    DiffRaiseStruct memory parameters = DiffRaiseStruct({
+        ierfcNum: ierfcNum,
+        sigma: params.sigma,
+        tau: params.tau,
+        gamma: gamma,
+        sqrtTwo: sqrtTwo,
+        sqrtTau: sqrtTau,
+        ierfcRes: ierfcRes,
+        S: S,
+        rY: rY,
+        v: v,
+        strike: params.strike,
+        L: L
+    });
 
-    int256 secondFrac;
-    {
-        int256 first = iL.wadMul(iS).wadMul(-I_ONE + gamma);
-        int256 erfcFirst = sigma.wadMul(sqrtTau).wadDiv(sqrtTwo);
-        int256 erfcSecond = ierfcRes;
-        int256 num = first.wadMul(Gaussian.erfc(erfcFirst - erfcSecond));
-        int256 den = I_TWO.wadMul(iY);
-        secondFrac = num.wadDiv(den);
-    }
+    int256 firstFrac = computeDiffRaiseFirstFrac(parameters);
+    int256 secondFrac = computeDiffRaiseSecondFrac(parameters);
 
     return -I_ONE + firstFrac + secondFrac;
 }