From 4278dd30f2e973ff03d30188b081b16ca09c4c77 Mon Sep 17 00:00:00 2001
From: Brendan Chou <3680392+BrendanChou@users.noreply.github.com>
Date: Tue, 21 May 2024 15:10:10 -0400
Subject: [PATCH] Improve `QuoteToBaseQuantums` (#1554)

---
 protocol/lib/quantums.go      | 35 ++++++++++++++---------------------
 protocol/lib/quantums_test.go | 30 ++++++++++++++++++++++++++++++
 2 files changed, 44 insertions(+), 21 deletions(-)

diff --git a/protocol/lib/quantums.go b/protocol/lib/quantums.go
index be3d21309e..cf5634c36a 100644
--- a/protocol/lib/quantums.go
+++ b/protocol/lib/quantums.go
@@ -63,37 +63,30 @@ func BaseToQuoteQuantums(
 //	  quoteQuantums / priceValue /
 //	  10^(priceExponent + baseCurrencyAtomicResolution - quoteCurrencyAtomicResolution)
 //
-// The result is rounded down.
+// The result is rounded towards zero.
 func QuoteToBaseQuantums(
 	bigQuoteQuantums *big.Int,
 	baseCurrencyAtomicResolution int32,
 	priceValue uint64,
 	priceExponent int32,
 ) (bigNotional *big.Int) {
-	// Determine the non-exponent part of the equation.
-	// We perform all calculations using positive rationals for consistent rounding.
-	isLong := bigQuoteQuantums.Sign() >= 0
-	ratAbsQuoteQuantums := new(big.Rat).Abs(
-		new(big.Rat).SetInt(bigQuoteQuantums),
-	)
-	ratPrice := new(big.Rat).SetUint64(priceValue)
-	ratQuoteQuantumsDivPrice := new(big.Rat).Quo(ratAbsQuoteQuantums, ratPrice)
+	// Initialize result to quoteQuantums.
+	result := new(big.Int).Set(bigQuoteQuantums)
 
-	// Determine the absolute value of the return value.
+	// Divide result (towards zero) by 10^(exponent).
 	exponent := priceExponent + baseCurrencyAtomicResolution - QuoteCurrencyAtomicResolution
-	ratBaseQuantums := new(big.Rat).Quo(
-		ratQuoteQuantumsDivPrice,
-		RatPow10(exponent),
-	)
+	power10Exponent := BigPow10(uint64(AbsInt32(exponent)))
+	if exponent > 0 {
+		result.Quo(result, power10Exponent)
+	} else {
+		result.Mul(result, power10Exponent)
+	}
 
-	// Round down.
-	bigBaseQuantums := BigRatRound(ratBaseQuantums, false)
+	// Divide result (towards zero) by priceValue.
+	// If there are two divisions, it is okay to do them separately as the result is the same.
+	result.Quo(result, new(big.Int).SetUint64(priceValue))
 
-	// Flip the sign of the return value if necessary.
-	if !isLong {
-		bigBaseQuantums.Neg(bigBaseQuantums)
-	}
-	return bigBaseQuantums
+	return result
 }
 
 // multiplyByPrice multiples a value by price, factoring in exponents of base
diff --git a/protocol/lib/quantums_test.go b/protocol/lib/quantums_test.go
index a7818400f7..c2d8d5d283 100644
--- a/protocol/lib/quantums_test.go
+++ b/protocol/lib/quantums_test.go
@@ -251,3 +251,33 @@ func BenchmarkBaseToQuoteQuantums(b *testing.B) {
 	expected2, _ := new(big.Int).SetString("2276555874282755105905825041901000000000", 10)
 	require.Equal(b, expected2, result2)
 }
+
+func BenchmarkQuoteToBaseQuantums(b *testing.B) {
+	value, _ := new(big.Int).SetString("18446744073709551610", 10)
+	baseCurrencyAtomicResolution := int32(-8)
+	priceValue := uint64(1234123412341)
+	priceExponent1 := int32(-10)
+	priceExponent2 := int32(6)
+	var result1 *big.Int
+	var result2 *big.Int
+
+	for i := 0; i < b.N; i++ {
+		result1 = lib.QuoteToBaseQuantums(
+			value,
+			baseCurrencyAtomicResolution,
+			priceValue,
+			priceExponent1,
+		)
+		result2 = lib.QuoteToBaseQuantums(
+			value,
+			baseCurrencyAtomicResolution,
+			priceValue,
+			priceExponent2,
+		)
+	}
+
+	expected1, _ := new(big.Int).SetString("14947244245790664347", 10)
+	require.Equal(b, expected1, result1)
+	expected2, _ := new(big.Int).SetString("1494", 10)
+	require.Equal(b, expected2, result2)
+}