mirror of
https://github.com/Instadapp/dsa-connectors.git
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186 lines
9.5 KiB
Solidity
186 lines
9.5 KiB
Solidity
// SPDX-License-Identifier: BUSL-1.1
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pragma solidity >=0.5.0;
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import './LowGasSafeMath.sol';
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import './SafeCast.sol';
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import './TickMath.sol';
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import './LiquidityMath.sol';
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/// @title Tick
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/// @notice Contains functions for managing tick processes and relevant calculations
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library Tick {
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using LowGasSafeMath for int256;
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using SafeCast for int256;
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// info stored for each initialized individual tick
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struct Info {
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// the total position liquidity that references this tick
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uint128 liquidityGross;
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// amount of net liquidity added (subtracted) when tick is crossed from left to right (right to left),
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int128 liquidityNet;
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// fee growth per unit of liquidity on the _other_ side of this tick (relative to the current tick)
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// only has relative meaning, not absolute — the value depends on when the tick is initialized
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uint256 feeGrowthOutside0X128;
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uint256 feeGrowthOutside1X128;
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// the cumulative tick value on the other side of the tick
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int56 tickCumulativeOutside;
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// the seconds per unit of liquidity on the _other_ side of this tick (relative to the current tick)
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// only has relative meaning, not absolute — the value depends on when the tick is initialized
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uint160 secondsPerLiquidityOutsideX128;
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// the seconds spent on the other side of the tick (relative to the current tick)
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// only has relative meaning, not absolute — the value depends on when the tick is initialized
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uint32 secondsOutside;
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// true iff the tick is initialized, i.e. the value is exactly equivalent to the expression liquidityGross != 0
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// these 8 bits are set to prevent fresh sstores when crossing newly initialized ticks
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bool initialized;
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}
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/// @notice Derives max liquidity per tick from given tick spacing
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/// @dev Executed within the pool constructor
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/// @param tickSpacing The amount of required tick separation, realized in multiples of `tickSpacing`
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/// e.g., a tickSpacing of 3 requires ticks to be initialized every 3rd tick i.e., ..., -6, -3, 0, 3, 6, ...
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/// @return The max liquidity per tick
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function tickSpacingToMaxLiquidityPerTick(int24 tickSpacing) internal pure returns (uint128) {
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int24 minTick = (TickMath.MIN_TICK / tickSpacing) * tickSpacing;
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int24 maxTick = (TickMath.MAX_TICK / tickSpacing) * tickSpacing;
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uint24 numTicks = uint24((maxTick - minTick) / tickSpacing) + 1;
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return type(uint128).max / numTicks;
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}
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/// @notice Retrieves fee growth data
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/// @param self The mapping containing all tick information for initialized ticks
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/// @param tickLower The lower tick boundary of the position
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/// @param tickUpper The upper tick boundary of the position
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/// @param tickCurrent The current tick
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/// @param feeGrowthGlobal0X128 The all-time global fee growth, per unit of liquidity, in token0
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/// @param feeGrowthGlobal1X128 The all-time global fee growth, per unit of liquidity, in token1
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/// @return feeGrowthInside0X128 The all-time fee growth in token0, per unit of liquidity, inside the position's tick boundaries
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/// @return feeGrowthInside1X128 The all-time fee growth in token1, per unit of liquidity, inside the position's tick boundaries
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function getFeeGrowthInside(
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mapping(int24 => Tick.Info) storage self,
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int24 tickLower,
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int24 tickUpper,
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int24 tickCurrent,
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uint256 feeGrowthGlobal0X128,
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uint256 feeGrowthGlobal1X128
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) internal view returns (uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128) {
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Info storage lower = self[tickLower];
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Info storage upper = self[tickUpper];
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// calculate fee growth below
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uint256 feeGrowthBelow0X128;
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uint256 feeGrowthBelow1X128;
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if (tickCurrent >= tickLower) {
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feeGrowthBelow0X128 = lower.feeGrowthOutside0X128;
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feeGrowthBelow1X128 = lower.feeGrowthOutside1X128;
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} else {
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feeGrowthBelow0X128 = feeGrowthGlobal0X128 - lower.feeGrowthOutside0X128;
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feeGrowthBelow1X128 = feeGrowthGlobal1X128 - lower.feeGrowthOutside1X128;
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}
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// calculate fee growth above
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uint256 feeGrowthAbove0X128;
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uint256 feeGrowthAbove1X128;
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if (tickCurrent < tickUpper) {
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feeGrowthAbove0X128 = upper.feeGrowthOutside0X128;
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feeGrowthAbove1X128 = upper.feeGrowthOutside1X128;
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} else {
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feeGrowthAbove0X128 = feeGrowthGlobal0X128 - upper.feeGrowthOutside0X128;
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feeGrowthAbove1X128 = feeGrowthGlobal1X128 - upper.feeGrowthOutside1X128;
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}
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feeGrowthInside0X128 = feeGrowthGlobal0X128 - feeGrowthBelow0X128 - feeGrowthAbove0X128;
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feeGrowthInside1X128 = feeGrowthGlobal1X128 - feeGrowthBelow1X128 - feeGrowthAbove1X128;
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}
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/// @notice Updates a tick and returns true if the tick was flipped from initialized to uninitialized, or vice versa
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/// @param self The mapping containing all tick information for initialized ticks
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/// @param tick The tick that will be updated
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/// @param tickCurrent The current tick
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/// @param liquidityDelta A new amount of liquidity to be added (subtracted) when tick is crossed from left to right (right to left)
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/// @param feeGrowthGlobal0X128 The all-time global fee growth, per unit of liquidity, in token0
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/// @param feeGrowthGlobal1X128 The all-time global fee growth, per unit of liquidity, in token1
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/// @param secondsPerLiquidityCumulativeX128 The all-time seconds per max(1, liquidity) of the pool
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/// @param tickCumulative The tick * time elapsed since the pool was first initialized
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/// @param time The current block timestamp cast to a uint32
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/// @param upper true for updating a position's upper tick, or false for updating a position's lower tick
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/// @param maxLiquidity The maximum liquidity allocation for a single tick
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/// @return flipped Whether the tick was flipped from initialized to uninitialized, or vice versa
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function update(
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mapping(int24 => Tick.Info) storage self,
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int24 tick,
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int24 tickCurrent,
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int128 liquidityDelta,
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uint256 feeGrowthGlobal0X128,
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uint256 feeGrowthGlobal1X128,
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uint160 secondsPerLiquidityCumulativeX128,
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int56 tickCumulative,
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uint32 time,
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bool upper,
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uint128 maxLiquidity
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) internal returns (bool flipped) {
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Tick.Info storage info = self[tick];
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uint128 liquidityGrossBefore = info.liquidityGross;
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uint128 liquidityGrossAfter = LiquidityMath.addDelta(liquidityGrossBefore, liquidityDelta);
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require(liquidityGrossAfter <= maxLiquidity, 'LO');
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flipped = (liquidityGrossAfter == 0) != (liquidityGrossBefore == 0);
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if (liquidityGrossBefore == 0) {
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// by convention, we assume that all growth before a tick was initialized happened _below_ the tick
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if (tick <= tickCurrent) {
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info.feeGrowthOutside0X128 = feeGrowthGlobal0X128;
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info.feeGrowthOutside1X128 = feeGrowthGlobal1X128;
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info.secondsPerLiquidityOutsideX128 = secondsPerLiquidityCumulativeX128;
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info.tickCumulativeOutside = tickCumulative;
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info.secondsOutside = time;
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}
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info.initialized = true;
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}
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info.liquidityGross = liquidityGrossAfter;
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// when the lower (upper) tick is crossed left to right (right to left), liquidity must be added (removed)
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info.liquidityNet = upper
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? int256(info.liquidityNet).sub(liquidityDelta).toInt128()
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: int256(info.liquidityNet).add(liquidityDelta).toInt128();
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}
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/// @notice Clears tick data
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/// @param self The mapping containing all initialized tick information for initialized ticks
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/// @param tick The tick that will be cleared
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function clear(mapping(int24 => Tick.Info) storage self, int24 tick) internal {
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delete self[tick];
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}
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/// @notice Transitions to next tick as needed by price movement
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/// @param self The mapping containing all tick information for initialized ticks
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/// @param tick The destination tick of the transition
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/// @param feeGrowthGlobal0X128 The all-time global fee growth, per unit of liquidity, in token0
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/// @param feeGrowthGlobal1X128 The all-time global fee growth, per unit of liquidity, in token1
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/// @param secondsPerLiquidityCumulativeX128 The current seconds per liquidity
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/// @param tickCumulative The tick * time elapsed since the pool was first initialized
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/// @param time The current block.timestamp
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/// @return liquidityNet The amount of liquidity added (subtracted) when tick is crossed from left to right (right to left)
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function cross(
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mapping(int24 => Tick.Info) storage self,
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int24 tick,
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uint256 feeGrowthGlobal0X128,
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uint256 feeGrowthGlobal1X128,
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uint160 secondsPerLiquidityCumulativeX128,
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int56 tickCumulative,
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uint32 time
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) internal returns (int128 liquidityNet) {
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Tick.Info storage info = self[tick];
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info.feeGrowthOutside0X128 = feeGrowthGlobal0X128 - info.feeGrowthOutside0X128;
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info.feeGrowthOutside1X128 = feeGrowthGlobal1X128 - info.feeGrowthOutside1X128;
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info.secondsPerLiquidityOutsideX128 = secondsPerLiquidityCumulativeX128 - info.secondsPerLiquidityOutsideX128;
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info.tickCumulativeOutside = tickCumulative - info.tickCumulativeOutside;
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info.secondsOutside = time - info.secondsOutside;
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liquidityNet = info.liquidityNet;
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}
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}
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