-
Notifications
You must be signed in to change notification settings - Fork 49
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
feat(v3-sdk): export v3Swap logic (#30)
- Loading branch information
Showing
5 changed files
with
147 additions
and
115 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,127 @@ | ||
| import { SwapMath } from './swapMath' | ||
| import { LiquidityMath } from './liquidityMath' | ||
| import JSBI from 'jsbi' | ||
| import invariant from 'tiny-invariant' | ||
| import { TickMath } from './tickMath' | ||
| import { NEGATIVE_ONE, ONE, ZERO } from '../internalConstants' | ||
| import { TickDataProvider } from '../entities/tickDataProvider' | ||
|
|
||
| interface StepComputations { | ||
| sqrtPriceStartX96: JSBI | ||
| tickNext: number | ||
| initialized: boolean | ||
| sqrtPriceNextX96: JSBI | ||
| amountIn: JSBI | ||
| amountOut: JSBI | ||
| feeAmount: JSBI | ||
| } | ||
|
|
||
| export async function v3Swap( | ||
| fee: JSBI, | ||
| sqrtRatioX96: JSBI, | ||
| tickCurrent: number, | ||
| liquidity: JSBI, | ||
| tickSpacing: number, | ||
| tickDataProvider: TickDataProvider, | ||
| zeroForOne: boolean, | ||
| amountSpecified: JSBI, | ||
| sqrtPriceLimitX96?: JSBI | ||
| ): Promise<{ amountCalculated: JSBI; sqrtRatioX96: JSBI; liquidity: JSBI; tickCurrent: number }> { | ||
| if (!sqrtPriceLimitX96) | ||
| sqrtPriceLimitX96 = zeroForOne | ||
| ? JSBI.add(TickMath.MIN_SQRT_RATIO, ONE) | ||
| : JSBI.subtract(TickMath.MAX_SQRT_RATIO, ONE) | ||
|
|
||
| if (zeroForOne) { | ||
| invariant(JSBI.greaterThan(sqrtPriceLimitX96, TickMath.MIN_SQRT_RATIO), 'RATIO_MIN') | ||
| invariant(JSBI.lessThan(sqrtPriceLimitX96, sqrtRatioX96), 'RATIO_CURRENT') | ||
| } else { | ||
| invariant(JSBI.lessThan(sqrtPriceLimitX96, TickMath.MAX_SQRT_RATIO), 'RATIO_MAX') | ||
| invariant(JSBI.greaterThan(sqrtPriceLimitX96, sqrtRatioX96), 'RATIO_CURRENT') | ||
| } | ||
|
|
||
| const exactInput = JSBI.greaterThanOrEqual(amountSpecified, ZERO) | ||
|
|
||
| // keep track of swap state | ||
|
|
||
| const state = { | ||
| amountSpecifiedRemaining: amountSpecified, | ||
| amountCalculated: ZERO, | ||
| sqrtPriceX96: sqrtRatioX96, | ||
| tick: tickCurrent, | ||
| liquidity: liquidity, | ||
| } | ||
|
|
||
| // start swap while loop | ||
| while (JSBI.notEqual(state.amountSpecifiedRemaining, ZERO) && state.sqrtPriceX96 !== sqrtPriceLimitX96) { | ||
| let step: Partial<StepComputations> = {} | ||
| step.sqrtPriceStartX96 = state.sqrtPriceX96 | ||
|
|
||
| // because each iteration of the while loop rounds, we can't optimize this code (relative to the smart contract) | ||
| // by simply traversing to the next available tick, we instead need to exactly replicate | ||
| // tickBitmap.nextInitializedTickWithinOneWord | ||
| ;[step.tickNext, step.initialized] = await tickDataProvider.nextInitializedTickWithinOneWord( | ||
| state.tick, | ||
| zeroForOne, | ||
| tickSpacing | ||
| ) | ||
|
|
||
| if (step.tickNext < TickMath.MIN_TICK) { | ||
| step.tickNext = TickMath.MIN_TICK | ||
| } else if (step.tickNext > TickMath.MAX_TICK) { | ||
| step.tickNext = TickMath.MAX_TICK | ||
| } | ||
|
|
||
| step.sqrtPriceNextX96 = TickMath.getSqrtRatioAtTick(step.tickNext) | ||
| ;[state.sqrtPriceX96, step.amountIn, step.amountOut, step.feeAmount] = SwapMath.computeSwapStep( | ||
| state.sqrtPriceX96, | ||
| ( | ||
| zeroForOne | ||
| ? JSBI.lessThan(step.sqrtPriceNextX96, sqrtPriceLimitX96) | ||
| : JSBI.greaterThan(step.sqrtPriceNextX96, sqrtPriceLimitX96) | ||
| ) | ||
| ? sqrtPriceLimitX96 | ||
| : step.sqrtPriceNextX96, | ||
| state.liquidity, | ||
| state.amountSpecifiedRemaining, | ||
| fee | ||
| ) | ||
|
|
||
| if (exactInput) { | ||
| state.amountSpecifiedRemaining = JSBI.subtract( | ||
| state.amountSpecifiedRemaining, | ||
| JSBI.add(step.amountIn, step.feeAmount) | ||
| ) | ||
| state.amountCalculated = JSBI.subtract(state.amountCalculated, step.amountOut) | ||
| } else { | ||
| state.amountSpecifiedRemaining = JSBI.add(state.amountSpecifiedRemaining, step.amountOut) | ||
| state.amountCalculated = JSBI.add(state.amountCalculated, JSBI.add(step.amountIn, step.feeAmount)) | ||
| } | ||
|
|
||
| // TODO | ||
| if (JSBI.equal(state.sqrtPriceX96, step.sqrtPriceNextX96)) { | ||
| // if the tick is initialized, run the tick transition | ||
| if (step.initialized) { | ||
| let liquidityNet = JSBI.BigInt((await tickDataProvider.getTick(step.tickNext)).liquidityNet) | ||
| // if we're moving leftward, we interpret liquidityNet as the opposite sign | ||
| // safe because liquidityNet cannot be type(int128).min | ||
| if (zeroForOne) liquidityNet = JSBI.multiply(liquidityNet, NEGATIVE_ONE) | ||
|
|
||
| state.liquidity = LiquidityMath.addDelta(state.liquidity, liquidityNet) | ||
| } | ||
|
|
||
| state.tick = zeroForOne ? step.tickNext - 1 : step.tickNext | ||
| } else if (JSBI.notEqual(state.sqrtPriceX96, step.sqrtPriceStartX96)) { | ||
| // updated comparison function | ||
| // recompute unless we're on a lower tick boundary (i.e. already transitioned ticks), and haven't moved | ||
| state.tick = TickMath.getTickAtSqrtRatio(state.sqrtPriceX96) | ||
| } | ||
| } | ||
|
|
||
| return { | ||
| amountCalculated: state.amountCalculated, | ||
| sqrtRatioX96: state.sqrtPriceX96, | ||
| liquidity: state.liquidity, | ||
| tickCurrent: state.tick, | ||
| } | ||
| } |