dsa-connectors/contracts/arbitrum/connectors/uniswap-sell-beta/libraries/Tick.sol
pradyuman-verma 69ce278335
update
2021-11-19 18:29:55 +05:30

186 lines
9.5 KiB
Solidity

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