-
Notifications
You must be signed in to change notification settings - Fork 19
/
pool.rs
366 lines (355 loc) · 11.9 KB
/
pool.rs
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
//! ## Pool Extension
//! This module provides functions to create a [`Pool`] struct from a pool key and to fetch the
//! liquidity map within a tick range for the specified pool using an [ephemeral contract](https://github.com/Aperture-Finance/Aperture-Lens/blob/904101e4daed59e02fd4b758b98b0749e70b583b/contracts/EphemeralGetPopulatedTicksInRange.sol)
//! in a single `eth_call`.
use crate::prelude::*;
use alloy::{
eips::{BlockId, BlockNumberOrTag},
providers::Provider,
transports::Transport,
};
use alloy_primitives::{Address, ChainId, B256};
use uniswap_lens::{
bindings::{
ierc20metadata::IERC20Metadata, iuniswapv3pool::IUniswapV3Pool::IUniswapV3PoolInstance,
},
pool_lens,
};
use uniswap_sdk_core::{prelude::Token, token};
#[inline]
pub fn get_pool_contract<T, P>(
factory: Address,
token_a: Address,
token_b: Address,
fee: FeeAmount,
provider: P,
) -> IUniswapV3PoolInstance<T, P>
where
T: Transport + Clone,
P: Provider<T>,
{
IUniswapV3PoolInstance::new(
compute_pool_address(factory, token_a, token_b, fee, None, None),
provider,
)
}
impl Pool {
/// Get a [`Pool`] struct from pool key
///
/// ## Arguments
///
/// * `chain_id`: The chain id
/// * `factory`: The factory address
/// * `token_a`: One of the tokens in the pool
/// * `token_b`: The other token in the pool
/// * `fee`: Fee tier of the pool
/// * `provider`: The alloy provider
/// * `block_id`: Optional block number to query.
#[inline]
pub async fn from_pool_key<T, P>(
chain_id: ChainId,
factory: Address,
token_a: Address,
token_b: Address,
fee: FeeAmount,
provider: P,
block_id: Option<BlockId>,
) -> Result<Self, Error>
where
T: Transport + Clone,
P: Provider<T> + Clone,
{
let block_id = block_id.unwrap_or(BlockId::Number(BlockNumberOrTag::Latest));
let pool_contract = get_pool_contract(factory, token_a, token_b, fee, provider.clone());
let token_a_contract = IERC20Metadata::new(token_a, provider.clone());
let token_b_contract = IERC20Metadata::new(token_b, provider);
// TODO: use multicall
let slot_0 = pool_contract.slot0().block(block_id).call().await?;
let liquidity = pool_contract.liquidity().block(block_id).call().await?._0;
let token_a_decimals = token_a_contract.decimals().block(block_id).call().await?._0;
let token_a_name = token_a_contract.name().block(block_id).call().await?._0;
let token_a_symbol = token_a_contract.symbol().block(block_id).call().await?._0;
let token_b_decimals = token_b_contract.decimals().block(block_id).call().await?._0;
let token_b_name = token_b_contract.name().block(block_id).call().await?._0;
let token_b_symbol = token_b_contract.symbol().block(block_id).call().await?._0;
let sqrt_price_x96 = slot_0.sqrtPriceX96;
assert!(
!sqrt_price_x96.is_zero(),
"Pool has been created but not yet initialized"
);
Self::new(
token!(
chain_id,
token_a,
token_a_decimals,
token_a_symbol,
token_a_name
),
token!(
chain_id,
token_b,
token_b_decimals,
token_b_symbol,
token_b_name
),
fee,
sqrt_price_x96,
liquidity,
)
}
}
impl<I: TickIndex> Pool<EphemeralTickMapDataProvider<I>> {
/// Get a [`Pool`] struct with tick data provider from pool key
///
/// ## Arguments
///
/// * `chain_id`: The chain id
/// * `factory`: The factory address
/// * `token_a`: One of the tokens in the pool
/// * `token_b`: The other token in the pool
/// * `fee`: Fee tier of the pool
/// * `provider`: The alloy provider
/// * `block_id`: Optional block number to query.
///
/// ## Returns
///
/// A [`Pool`] struct with tick data provider
///
/// ## Examples
///
/// ```
/// use alloy::{eips::BlockId, providers::ProviderBuilder};
/// use alloy_primitives::address;
/// use uniswap_v3_sdk::prelude::*;
///
/// #[tokio::main]
/// async fn main() {
/// dotenv::dotenv().ok();
/// let rpc_url = std::env::var("MAINNET_RPC_URL").unwrap().parse().unwrap();
/// let provider = ProviderBuilder::new().on_http(rpc_url);
/// let block_id = Some(BlockId::from(17000000));
/// let pool = Pool::<EphemeralTickMapDataProvider>::from_pool_key_with_tick_data_provider(
/// 1,
/// FACTORY_ADDRESS,
/// address!("2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599"),
/// address!("C02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"),
/// FeeAmount::LOW,
/// provider,
/// block_id,
/// )
/// .await
/// .unwrap();
/// }
/// ```
#[inline]
pub async fn from_pool_key_with_tick_data_provider<T, P>(
chain_id: ChainId,
factory: Address,
token_a: Address,
token_b: Address,
fee: FeeAmount,
provider: P,
block_id: Option<BlockId>,
) -> Result<Self, Error>
where
T: Transport + Clone,
P: Provider<T> + Clone,
{
let pool = Pool::from_pool_key(
chain_id,
factory,
token_a,
token_b,
fee,
provider.clone(),
block_id,
)
.await?;
let tick_data_provider = EphemeralTickMapDataProvider::new(
pool.address(None, None),
provider,
None,
None,
block_id,
)
.await?;
Self::new_with_tick_data_provider(
pool.token0,
pool.token1,
pool.fee,
pool.sqrt_ratio_x96,
pool.liquidity,
tick_data_provider,
)
}
}
/// Normalizes the specified tick range.
#[inline]
fn normalize_ticks<I: TickIndex>(
tick_current: I,
tick_spacing: I,
tick_lower: I,
tick_upper: I,
) -> (I, I, I) {
assert!(tick_lower <= tick_upper, "tickLower > tickUpper");
// The current tick must be within the specified tick range.
let tick_current_aligned = tick_current.div(tick_spacing) * tick_spacing;
let tick_lower = tick_lower
.max(I::from_i24(MIN_TICK))
.min(tick_current_aligned);
let tick_upper = tick_upper
.min(I::from_i24(MAX_TICK))
.max(tick_current_aligned);
(tick_current_aligned, tick_lower, tick_upper)
}
/// Reconstructs the liquidity array from the tick array and the current liquidity
///
/// ## Arguments
///
/// * `tick_array`: The tick array of tick and net liquidity sorted by tick
/// * `tick_current_aligned`: The current tick aligned to the tick spacing
/// * `current_liquidity`: The current liquidity
///
/// ## Returns
///
/// An array of ticks and corresponding cumulative liquidity
#[inline]
pub fn reconstruct_liquidity_array<I: TickIndex>(
tick_array: &[(I, i128)],
tick_current_aligned: I,
current_liquidity: u128,
) -> Result<Vec<(I, u128)>, Error> {
// Locate the tick in the populated ticks array with the current liquidity.
let current_index = tick_array
.iter()
.position(|&(tick, _)| tick > tick_current_aligned)
.unwrap()
- 1;
// Accumulate the liquidity from the current tick to the end of the populated ticks array.
let mut cumulative_liquidity = current_liquidity;
let mut liquidity_array = vec![(I::ZERO, 0); tick_array.len()];
for (i, &(tick, liquidity_net)) in tick_array.iter().enumerate().skip(current_index + 1) {
// added when tick is crossed from left to right
cumulative_liquidity = add_delta(cumulative_liquidity, liquidity_net)?;
liquidity_array[i] = (tick, cumulative_liquidity);
}
cumulative_liquidity = current_liquidity;
for (i, &(tick, liquidity_net)) in tick_array.iter().enumerate().take(current_index + 1).rev() {
liquidity_array[i] = (tick, cumulative_liquidity);
// subtracted when tick is crossed from right to left
cumulative_liquidity = add_delta(cumulative_liquidity, -liquidity_net)?;
}
Ok(liquidity_array)
}
/// Fetches the liquidity within a tick range for the specified pool, using an [ephemeral contract](https://github.com/Aperture-Finance/Aperture-Lens/blob/904101e4daed59e02fd4b758b98b0749e70b583b/contracts/EphemeralGetPopulatedTicksInRange.sol)
/// in a single `eth_call`.
///
/// ## Arguments
///
/// * `pool`: The liquidity pool to fetch the tick to liquidity map for.
/// * `tick_lower`: The lower tick to fetch liquidity for.
/// * `tick_upper`: The upper tick to fetch liquidity for.
/// * `provider`: The alloy provider.
/// * `block_id`: Optional block number to query.
/// * `init_code_hash_manual_override`: Optional init code hash override.
/// * `factory_address_override`: Optional factory address override.
///
/// ## Returns
///
/// An array of ticks and corresponding cumulative liquidity.
#[inline]
pub async fn get_liquidity_array_for_pool<TP, T, P>(
pool: Pool<TP>,
tick_lower: TP::Index,
tick_upper: TP::Index,
provider: P,
block_id: Option<BlockId>,
init_code_hash_manual_override: Option<B256>,
factory_address_override: Option<Address>,
) -> Result<Vec<(TP::Index, u128)>, Error>
where
TP: TickDataProvider,
T: Transport + Clone,
P: Provider<T>,
{
let (tick_current_aligned, tick_lower, tick_upper) = normalize_ticks(
pool.tick_current,
pool.tick_spacing(),
tick_lower,
tick_upper,
);
let (ticks, _) = pool_lens::get_populated_ticks_in_range(
pool.address(init_code_hash_manual_override, factory_address_override),
tick_lower.to_i24(),
tick_upper.to_i24(),
provider,
block_id,
)
.await
.map_err(Error::LensError)?;
reconstruct_liquidity_array(
&ticks
.into_iter()
.map(|tick| (TP::Index::from_i24(tick.tick), tick.liquidityNet))
.collect::<Vec<(TP::Index, i128)>>(),
tick_current_aligned,
pool.liquidity,
)
}
#[cfg(test)]
mod tests {
use super::*;
use crate::tests::*;
use alloy_primitives::address;
async fn pool() -> Pool {
Pool::from_pool_key(
1,
FACTORY_ADDRESS,
address!("2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599"),
address!("C02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"),
FeeAmount::LOW,
PROVIDER.clone(),
*BLOCK_ID,
)
.await
.unwrap()
}
#[tokio::test]
async fn test_get_pool() {
let pool = pool().await;
assert_eq!(pool.token0.symbol.unwrap(), "WBTC");
assert_eq!(pool.token1.symbol.unwrap(), "WETH");
assert_eq!(pool.tick_current, 257344);
assert_eq!(pool.liquidity, 786352807736110014);
}
#[tokio::test]
async fn test_get_liquidity_array_for_pool() {
let pool = pool().await;
const DOUBLE_TICK: i32 = 6932;
let tick_current_aligned = pool.tick_current / pool.tick_spacing() * pool.tick_spacing();
let liquidity = pool.liquidity;
let tick_lower = pool.tick_current - DOUBLE_TICK;
let tick_upper = pool.tick_current + DOUBLE_TICK;
let liquidity_array = get_liquidity_array_for_pool(
pool,
tick_lower,
tick_upper,
PROVIDER.clone(),
*BLOCK_ID,
None,
None,
)
.await
.unwrap();
assert!(!liquidity_array.is_empty());
assert_eq!(
liquidity_array[liquidity_array
.iter()
.position(|&(tick, _)| tick > tick_current_aligned)
.unwrap()
- 1]
.1,
liquidity
);
}
}