remove use of BigIntMulSignedPpm in favor of BigMulPpm

dydxprotocol · May 28, 2024 · 782cb94 · 782cb94
1 parent 6f6ec38
commit 782cb94
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Showing 5 changed files with 5 additions and 16 deletions.
diff --git a/protocol/lib/big_math.go b/protocol/lib/big_math.go
@@ -74,17 +74,6 @@ func BigIntMulPpm(input *big.Int, ppm uint32) *big.Int {
 	return result.Div(result, big.NewInt(int64(OneMillion)))
 }
 
-// BigIntMulSignedPpm takes a `big.Int` and returns the result of `input * ppm / 1_000_000`.
-func BigIntMulSignedPpm(input *big.Int, ppm int32, roundUp bool) *big.Int {
-	result := new(big.Rat)
-	result.Mul(
-		new(big.Rat).SetInt(input),
-		new(big.Rat).SetInt64(int64(ppm)),
-	)
-	result.Quo(result, BigRatOneMillion())
-	return BigRatRound(result, roundUp)
-}
-
 // BigMin takes two `big.Int` as parameters and returns the smaller one.
 func BigMin(a, b *big.Int) *big.Int {
 	result := new(big.Int)

diff --git a/protocol/x/clob/keeper/mev.go b/protocol/x/clob/keeper/mev.go
@@ -874,7 +874,7 @@ func (c *CumulativePnL) AddPnLForTradeWithFilledQuoteQuantums(
 	}
 
 	// Calculate fees.
-	bigFeeQuoteQuantums := lib.BigIntMulSignedPpm(filledQuoteQuantums, feePpm, true)
+	bigFeeQuoteQuantums := lib.BigMulPpm(filledQuoteQuantums, feePpm, true)
 	pnl.Sub(pnl, bigFeeQuoteQuantums)
 
 	c.AddDeltaToSubaccount(subaccountId, pnl)

diff --git a/protocol/x/clob/keeper/process_single_match.go b/protocol/x/clob/keeper/process_single_match.go
@@ -317,8 +317,8 @@ func (k Keeper) persistMatchedOrders(
 	isTakerLiquidation := matchWithOrders.TakerOrder.IsLiquidation()
 
 	// Taker fees and maker fees/rebates are rounded towards positive infinity.
-	bigTakerFeeQuoteQuantums := lib.BigIntMulSignedPpm(bigFillQuoteQuantums, takerFeePpm, true)
-	bigMakerFeeQuoteQuantums := lib.BigIntMulSignedPpm(bigFillQuoteQuantums, makerFeePpm, true)
+	bigTakerFeeQuoteQuantums := lib.BigMulPpm(bigFillQuoteQuantums, takerFeePpm, true)
+	bigMakerFeeQuoteQuantums := lib.BigMulPpm(bigFillQuoteQuantums, makerFeePpm, true)
 
 	matchWithOrders.MakerFee = bigMakerFeeQuoteQuantums.Int64()
 	// Liquidation orders pay the liquidation fee instead of the standard taker fee

diff --git a/protocol/x/clob/types/pending_updates.go b/protocol/x/clob/types/pending_updates.go
@@ -169,7 +169,7 @@ func (p *PendingUpdates) AddPerpetualFill(
 		totalFee = big.NewInt(0)
 	}
 
-	bigFeeQuoteQuantums := lib.BigIntMulSignedPpm(bigFillQuoteQuantums, feePpm, true)
+	bigFeeQuoteQuantums := lib.BigMulPpm(bigFillQuoteQuantums, feePpm, true)
 
 	totalFee.Add(
 		totalFee,

diff --git a/protocol/x/rewards/keeper/keeper.go b/protocol/x/rewards/keeper/keeper.go
@@ -136,7 +136,7 @@ func (k Keeper) AddRewardSharesForFill(
 	lowestMakerFee := k.feeTiersKeeper.GetLowestMakerFee(ctx)
 	maxMakerRebatePpm := lib.Min(int32(0), lowestMakerFee)
 	// Calculate quote_quantums * max_maker_rebate. Result is non-positive.
-	makerRebateMulTakerVolume := lib.BigIntMulSignedPpm(bigFillQuoteQuantums, maxMakerRebatePpm, false)
+	makerRebateMulTakerVolume := lib.BigMulPpm(bigFillQuoteQuantums, maxMakerRebatePpm, false)
 	takerWeight := new(big.Int).Add(
 		bigTakerFeeQuoteQuantums,
 		makerRebateMulTakerVolume,