@paraswap/dex-lib 2.16.8-pancakeswapv3.0 → 2.17.0

package/src/dex/pancakeswap-v3/contract-math/pancakeswap-v3-math.ts

@@ -1,691 +0,0 @@
-import _ from 'lodash';
-import {
-  OutputResult,
-  PoolState,
-  Slot0,
-  TickInfo,
-} from '../../uniswap-v3/types';
-import { LiquidityMath } from './LiquidityMath';
-import { Oracle } from './Oracle';
-import { SqrtPriceMath } from './SqrtPriceMath';
-import { SwapMath } from './SwapMath';
-import { Tick } from './Tick';
-import { TickBitMap } from './TickBitMap';
-import { TickMath } from './TickMath';
-import { _require } from '../../../utils';
-import { DeepReadonly } from 'ts-essentials';
-import { NumberAsString, SwapSide } from '@paraswap/core';
-import { BI_MAX_INT } from '../../../bigint-constants';
-import {
-  MAX_PRICING_COMPUTATION_STEPS_ALLOWED,
-  OUT_OF_RANGE_ERROR_POSTFIX,
-} from '../constants';
-import { FullMath } from './FullMath';
-import { FixedPoint128 } from './FixedPoint128';
-
-type ModifyPositionParams = {
-  tickLower: bigint;
-  tickUpper: bigint;
-  liquidityDelta: bigint;
-};
-
-type PriceComputationState = {
-  amountSpecifiedRemaining: bigint;
-  amountCalculated: bigint;
-  sqrtPriceX96: bigint;
-  tick: bigint;
-  protocolFee: bigint;
-  liquidity: bigint;
-  isFirstCycleState: boolean;
-};
-
-type PriceComputationCache = {
-  liquidityStart: bigint;
-  blockTimestamp: bigint;
-  feeProtocol: bigint;
-  secondsPerLiquidityCumulativeX128: bigint;
-  tickCumulative: bigint;
-  computedLatestObservation: boolean;
-  tickCount: number;
-};
-
-const PROTOCOL_FEE_SP = 65536n;
-
-const PROTOCOL_FEE_DENOMINATOR = 10000n;
-
-function _updatePriceComputationObjects<
-  T extends PriceComputationState | PriceComputationCache,
->(toUpdate: T, updateBy: T) {
-  for (const k of Object.keys(updateBy) as (keyof T)[]) {
-    toUpdate[k] = updateBy[k];
-  }
-}
-
-function _priceComputationCycles(
-  poolState: DeepReadonly<PoolState>,
-  ticksCopy: Record<NumberAsString, TickInfo>,
-  slot0Start: Slot0,
-  state: PriceComputationState,
-  cache: PriceComputationCache,
-  sqrtPriceLimitX96: bigint,
-  zeroForOne: boolean,
-  exactInput: boolean,
-): [
-  // result
-  PriceComputationState,
-  // Latest calculated full cycle state we can use for bigger amounts
-  {
-    latestFullCycleState: PriceComputationState;
-    latestFullCycleCache: PriceComputationCache;
-  },
-] {
-  const latestFullCycleState: PriceComputationState = { ...state };
-
-  if (cache.tickCount == 0) {
-    cache.tickCount = 1;
-  }
-  const latestFullCycleCache: PriceComputationCache = { ...cache };
-
-  // We save tick before any change. Later we use this to restore
-  // state before last step
-  let lastTicksCopy: { index: number; tick: TickInfo } | undefined;
-
-  let i = 0;
-  for (
-    ;
-    state.amountSpecifiedRemaining !== 0n &&
-    state.sqrtPriceX96 !== sqrtPriceLimitX96;
-    ++i
-  ) {
-    if (
-      latestFullCycleCache.tickCount + i >
-      MAX_PRICING_COMPUTATION_STEPS_ALLOWED
-    ) {
-      state.amountSpecifiedRemaining = 0n;
-      state.amountCalculated = 0n;
-      break;
-    }
-
-    const step = {
-      sqrtPriceStartX96: 0n,
-      tickNext: 0n,
-      initialized: false,
-      sqrtPriceNextX96: 0n,
-      amountIn: 0n,
-      amountOut: 0n,
-      feeAmount: 0n,
-    };
-
-    step.sqrtPriceStartX96 = state.sqrtPriceX96;
-
-    try {
-      [step.tickNext, step.initialized] =
-        TickBitMap.nextInitializedTickWithinOneWord(
-          poolState,
-          state.tick,
-          poolState.tickSpacing,
-          zeroForOne,
-          true,
-        );
-    } catch (e) {
-      if (
-        e instanceof Error &&
-        e.message.endsWith(OUT_OF_RANGE_ERROR_POSTFIX)
-      ) {
-        state.amountSpecifiedRemaining = 0n;
-        state.amountCalculated = 0n;
-        break;
-      }
-      throw e;
-    }
-
-    if (step.tickNext < TickMath.MIN_TICK) {
-      //TODO in contract
-      step.tickNext = TickMath.MIN_TICK;
-    } else if (step.tickNext > TickMath.MAX_TICK) {
-      step.tickNext = TickMath.MAX_TICK;
-    }
-
-    step.sqrtPriceNextX96 = TickMath.getSqrtRatioAtTick(step.tickNext);
-
-    const swapStepResult = SwapMath.computeSwapStep(
-      //TODO check if fee changes
-      state.sqrtPriceX96, //TODO in contract
-      (
-        zeroForOne
-          ? step.sqrtPriceNextX96 < sqrtPriceLimitX96
-          : step.sqrtPriceNextX96 > sqrtPriceLimitX96
-      )
-        ? sqrtPriceLimitX96
-        : step.sqrtPriceNextX96,
-      state.liquidity,
-      state.amountSpecifiedRemaining,
-      poolState.fee,
-    );
-
-    state.sqrtPriceX96 = swapStepResult.sqrtRatioNextX96;
-    step.amountIn = swapStepResult.amountIn;
-    step.amountOut = swapStepResult.amountOut;
-    step.feeAmount = swapStepResult.feeAmount;
-
-    if (exactInput) {
-      //TODO in contract
-      state.amountSpecifiedRemaining -= step.amountIn + step.feeAmount;
-      state.amountCalculated = state.amountCalculated - step.amountOut;
-    } else {
-      state.amountSpecifiedRemaining += step.amountOut;
-      state.amountCalculated =
-        state.amountCalculated + step.amountIn + step.feeAmount;
-    }
-
-    if (cache.feeProtocol > 0n) {
-      const delta =
-        (step.feeAmount * cache.feeProtocol) / PROTOCOL_FEE_DENOMINATOR;
-      step.feeAmount -= delta;
-      state.protocolFee += delta;
-    }
-
-    if (state.sqrtPriceX96 === step.sqrtPriceNextX96) {
-      if (step.initialized) {
-        if (!cache.computedLatestObservation) {
-          [cache.tickCumulative, cache.secondsPerLiquidityCumulativeX128] =
-            Oracle.observeSingle(
-              poolState,
-              cache.blockTimestamp,
-              0n,
-              slot0Start.tick,
-              slot0Start.observationIndex,
-              cache.liquidityStart,
-              slot0Start.observationCardinality,
-            );
-          cache.computedLatestObservation = true;
-        }
-
-        if (state.amountSpecifiedRemaining === 0n) {
-          const castTickNext = Number(step.tickNext);
-          lastTicksCopy = {
-            index: castTickNext,
-            tick: { ...ticksCopy[castTickNext] },
-          };
-        }
-
-        let liquidityNet = Tick.cross(
-          ticksCopy,
-          step.tickNext,
-          cache.secondsPerLiquidityCumulativeX128,
-          cache.tickCumulative,
-          cache.blockTimestamp,
-        );
-        if (zeroForOne) liquidityNet = -liquidityNet;
-
-        state.liquidity = LiquidityMath.addDelta(state.liquidity, liquidityNet);
-      }
-
-      state.tick = zeroForOne ? step.tickNext - 1n : step.tickNext;
-    } else if (state.sqrtPriceX96 != step.sqrtPriceStartX96) {
-      state.tick = TickMath.getTickAtSqrtRatio(state.sqrtPriceX96);
-    }
-
-    if (state.amountSpecifiedRemaining !== 0n) {
-      _updatePriceComputationObjects(latestFullCycleState, state);
-      _updatePriceComputationObjects(latestFullCycleCache, cache);
-      // If it last cycle, check if ticks were changed and then restore previous state
-      // for next calculations
-    } else if (lastTicksCopy !== undefined) {
-      ticksCopy[lastTicksCopy.index] = lastTicksCopy.tick;
-    }
-  }
-
-  if (i > 1) {
-    latestFullCycleCache.tickCount += i - 1;
-  }
-
-  if (state.amountSpecifiedRemaining !== 0n) {
-    state.amountSpecifiedRemaining = 0n;
-    state.amountCalculated = 0n;
-  }
-
-  return [state, { latestFullCycleState, latestFullCycleCache }];
-}
-
-class PancakeswapV3Math {
-  queryOutputs(
-    poolState: DeepReadonly<PoolState>,
-    // Amounts must increase
-    amounts: bigint[],
-    zeroForOne: boolean,
-    side: SwapSide,
-  ): OutputResult {
-    const slot0Start = poolState.slot0;
-
-    const isSell = side === SwapSide.SELL;
-
-    // While calculating, ticks are changing, so to not change the actual state,
-    // we use copy
-    const ticksCopy = _.cloneDeep(poolState.ticks);
-
-    const sqrtPriceLimitX96 = zeroForOne
-      ? TickMath.MIN_SQRT_RATIO + 1n
-      : TickMath.MAX_SQRT_RATIO - 1n;
-
-    const cache: PriceComputationCache = {
-      liquidityStart: poolState.liquidity,
-      blockTimestamp: this._blockTimestamp(poolState),
-      feeProtocol: zeroForOne
-        ? slot0Start.feeProtocol % PROTOCOL_FEE_SP
-        : slot0Start.feeProtocol >> 16n,
-      secondsPerLiquidityCumulativeX128: 0n,
-      tickCumulative: 0n,
-      computedLatestObservation: false,
-      tickCount: 0, // what is this
-    };
-
-    const state: PriceComputationState = {
-      // Will be overwritten later
-      amountSpecifiedRemaining: 0n,
-      amountCalculated: 0n,
-      sqrtPriceX96: slot0Start.sqrtPriceX96,
-      tick: slot0Start.tick,
-      protocolFee: 0n,
-      liquidity: cache.liquidityStart,
-      isFirstCycleState: true,
-    };
-
-    let isOutOfRange = false;
-    let previousAmount = 0n;
-
-    const outputs = new Array(amounts.length);
-    const tickCounts = new Array(amounts.length);
-    for (const [i, amount] of amounts.entries()) {
-      if (amount === 0n) {
-        outputs[i] = 0n;
-        tickCounts[i] = 0;
-        continue;
-      }
-
-      const amountSpecified = isSell
-        ? BigInt.asIntN(256, amount)
-        : -BigInt.asIntN(256, amount);
-
-      if (state.isFirstCycleState) {
-        // TODO what is this
-        // Set first non zero amount
-        state.amountSpecifiedRemaining = amountSpecified;
-        state.isFirstCycleState = false;
-      } else {
-        state.amountSpecifiedRemaining =
-          amountSpecified - (previousAmount - state.amountSpecifiedRemaining);
-      }
-
-      const exactInput = amountSpecified > 0n;
-
-      _require(
-        zeroForOne
-          ? sqrtPriceLimitX96 < slot0Start.sqrtPriceX96 &&
-              sqrtPriceLimitX96 > TickMath.MIN_SQRT_RATIO
-          : sqrtPriceLimitX96 > slot0Start.sqrtPriceX96 &&
-              sqrtPriceLimitX96 < TickMath.MAX_SQRT_RATIO,
-        'SPL',
-        { zeroForOne, sqrtPriceLimitX96, slot0Start },
-        'zeroForOne ? sqrtPriceLimitX96 < slot0Start.sqrtPriceX96 && sqrtPriceLimitX96 > TickMath.MIN_SQRT_RATIO : sqrtPriceLimitX96 > slot0Start.sqrtPriceX96 && sqrtPriceLimitX96 < TickMath.MAX_SQRT_RATIO',
-      );
-
-      if (!isOutOfRange) {
-        const [finalState, { latestFullCycleState, latestFullCycleCache }] =
-          _priceComputationCycles(
-            poolState,
-            ticksCopy,
-            slot0Start,
-            state,
-            cache,
-            sqrtPriceLimitX96,
-            zeroForOne,
-            exactInput,
-          );
-        if (
-          finalState.amountSpecifiedRemaining === 0n &&
-          finalState.amountCalculated === 0n
-        ) {
-          isOutOfRange = true;
-          outputs[i] = 0n;
-          tickCounts[i] = 0;
-          continue;
-        }
-
-        // We use it on next step to correct state.amountSpecifiedRemaining
-        previousAmount = amountSpecified;
-
-        // First extract calculated values
-        const [amount0, amount1] =
-          zeroForOne === exactInput
-            ? [
-                amountSpecified - finalState.amountSpecifiedRemaining,
-                finalState.amountCalculated,
-              ]
-            : [
-                finalState.amountCalculated,
-                amountSpecified - finalState.amountSpecifiedRemaining,
-              ];
-
-        // Update for next amount
-        _updatePriceComputationObjects(state, latestFullCycleState);
-        _updatePriceComputationObjects(cache, latestFullCycleCache);
-
-        if (isSell) {
-          outputs[i] = BigInt.asUintN(256, -(zeroForOne ? amount1 : amount0));
-          tickCounts[i] = latestFullCycleCache.tickCount;
-          continue;
-        } else {
-          outputs[i] = zeroForOne
-            ? BigInt.asUintN(256, amount0)
-            : BigInt.asUintN(256, amount1);
-          tickCounts[i] = latestFullCycleCache.tickCount;
-          continue;
-        }
-      } else {
-        outputs[i] = 0n;
-        tickCounts[i] = 0;
-      }
-    }
-
-    return {
-      outputs,
-      tickCounts,
-    };
-  }
-
-  swapFromEvent(
-    poolState: PoolState,
-    newSqrtPriceX96: bigint,
-    newTick: bigint,
-    newLiquidity: bigint,
-    zeroForOne: boolean,
-  ): void {
-    const slot0Start = poolState.slot0;
-
-    const cache = {
-      liquidityStart: poolState.liquidity,
-      blockTimestamp: this._blockTimestamp(poolState),
-      feeProtocol: zeroForOne
-        ? slot0Start.feeProtocol % PROTOCOL_FEE_SP
-        : slot0Start.feeProtocol >> 16n,
-      secondsPerLiquidityCumulativeX128: 0n,
-      tickCumulative: 0n,
-      computedLatestObservation: false,
-    };
-
-    const state = {
-      // Because I don't have the exact amount user used, set this number to MAX_NUMBER to proceed
-      // with calculations. I think it is not a problem since in loop I don't rely on this value
-      amountSpecifiedRemaining: BI_MAX_INT,
-      amountCalculated: 0n,
-      sqrtPriceX96: slot0Start.sqrtPriceX96,
-      tick: slot0Start.tick,
-      protocolFee: 0n,
-      liquidity: cache.liquidityStart,
-    };
-
-    // Because I didn't have all variables, adapted loop stop with state.tick !== newTick
-    // condition. This cycle need only to calculate Tick.cross() function values
-    // It means that we are interested in cycling only if state.tick !== newTick
-    // When they become equivalent, we proceed with state updating part as normal
-    // And if assumptions regarding this cycle are correct, we don't need to process
-    // the last cycle when state.tick === newTick
-    while (state.tick !== newTick && state.sqrtPriceX96 !== newSqrtPriceX96) {
-      const step = {
-        sqrtPriceStartX96: 0n,
-        tickNext: 0n,
-        initialized: false,
-        sqrtPriceNextX96: 0n,
-        amountIn: 0n,
-        amountOut: 0n,
-        feeAmount: 0n,
-      };
-
-      step.sqrtPriceStartX96 = state.sqrtPriceX96;
-
-      [step.tickNext, step.initialized] =
-        TickBitMap.nextInitializedTickWithinOneWord(
-          poolState,
-          state.tick,
-          poolState.tickSpacing,
-          zeroForOne,
-          false,
-        );
-
-      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);
-
-      const swapStepResult = SwapMath.computeSwapStep(
-        state.sqrtPriceX96,
-        (
-          zeroForOne
-            ? step.sqrtPriceNextX96 < newSqrtPriceX96
-            : step.sqrtPriceNextX96 > newSqrtPriceX96
-        )
-          ? newSqrtPriceX96
-          : step.sqrtPriceNextX96,
-        state.liquidity,
-        state.amountSpecifiedRemaining,
-        poolState.fee,
-      );
-
-      state.sqrtPriceX96 = swapStepResult.sqrtRatioNextX96;
-
-      if (cache.feeProtocol > 0) {
-        const delta =
-          (step.feeAmount * cache.feeProtocol) / PROTOCOL_FEE_DENOMINATOR;
-        step.feeAmount -= delta;
-        state.protocolFee += delta;
-      }
-
-      if (state.sqrtPriceX96 == step.sqrtPriceNextX96) {
-        if (step.initialized) {
-          if (!cache.computedLatestObservation) {
-            [cache.tickCumulative, cache.secondsPerLiquidityCumulativeX128] =
-              Oracle.observeSingle(
-                poolState,
-                cache.blockTimestamp,
-                0n,
-                slot0Start.tick,
-                slot0Start.observationIndex,
-                cache.liquidityStart,
-                slot0Start.observationCardinality,
-              );
-            cache.computedLatestObservation = true;
-          }
-
-          let liquidityNet = Tick.cross(
-            poolState.ticks,
-            step.tickNext,
-            cache.secondsPerLiquidityCumulativeX128,
-            cache.tickCumulative,
-            cache.blockTimestamp,
-          );
-
-          if (zeroForOne) liquidityNet = -liquidityNet;
-
-          state.liquidity = LiquidityMath.addDelta(
-            state.liquidity,
-            liquidityNet,
-          );
-        }
-
-        state.tick = zeroForOne ? step.tickNext - 1n : step.tickNext;
-      } else if (state.sqrtPriceX96 != step.sqrtPriceStartX96) {
-        state.tick = TickMath.getTickAtSqrtRatio(state.sqrtPriceX96);
-      }
-    }
-
-    if (slot0Start.tick !== newTick) {
-      const [observationIndex, observationCardinality] = Oracle.write(
-        poolState,
-        slot0Start.observationIndex,
-        this._blockTimestamp(poolState),
-        slot0Start.tick,
-        poolState.liquidity,
-        slot0Start.observationCardinality,
-        slot0Start.observationCardinalityNext,
-      );
-
-      [
-        poolState.slot0.sqrtPriceX96,
-        poolState.slot0.tick,
-        poolState.slot0.observationIndex,
-        poolState.slot0.observationCardinality,
-      ] = [newSqrtPriceX96, newTick, observationIndex, observationCardinality];
-    } else {
-      poolState.slot0.sqrtPriceX96 = newSqrtPriceX96;
-    }
-
-    if (poolState.liquidity !== newLiquidity)
-      poolState.liquidity = newLiquidity;
-  }
-
-  _modifyPosition(
-    state: PoolState,
-    params: ModifyPositionParams,
-  ): [bigint, bigint] {
-    const _slot0 = state.slot0;
-
-    this._updatePosition(
-      state,
-      params.tickLower,
-      params.tickUpper,
-      params.liquidityDelta,
-      _slot0.tick,
-    );
-
-    let amount0 = 0n;
-    let amount1 = 0n;
-    if (params.liquidityDelta !== 0n) {
-      if (_slot0.tick < params.tickLower) {
-        amount0 = SqrtPriceMath._getAmount0DeltaO(
-          TickMath.getSqrtRatioAtTick(params.tickLower),
-          TickMath.getSqrtRatioAtTick(params.tickUpper),
-          params.liquidityDelta,
-        );
-      } else if (_slot0.tick < params.tickUpper) {
-        const liquidityBefore = state.liquidity;
-
-        [state.slot0.observationIndex, state.slot0.observationCardinality] =
-          Oracle.write(
-            state,
-            _slot0.observationIndex,
-            this._blockTimestamp(state),
-            _slot0.tick,
-            liquidityBefore,
-            _slot0.observationCardinality,
-            _slot0.observationCardinalityNext,
-          );
-
-        amount0 = SqrtPriceMath._getAmount0DeltaO(
-          _slot0.sqrtPriceX96,
-          TickMath.getSqrtRatioAtTick(params.tickUpper),
-          params.liquidityDelta,
-        );
-        amount1 = SqrtPriceMath._getAmount1DeltaO(
-          TickMath.getSqrtRatioAtTick(params.tickLower),
-          _slot0.sqrtPriceX96,
-          params.liquidityDelta,
-        );
-
-        state.liquidity = LiquidityMath.addDelta(
-          liquidityBefore,
-          params.liquidityDelta,
-        );
-      } else {
-        amount1 = SqrtPriceMath._getAmount1DeltaO(
-          TickMath.getSqrtRatioAtTick(params.tickLower),
-          TickMath.getSqrtRatioAtTick(params.tickUpper),
-          params.liquidityDelta,
-        );
-      }
-    }
-    return [amount0, amount1];
-  }
-
-  private _isTickToProcess(state: PoolState, tick: bigint): boolean {
-    return tick >= state.lowestKnownTick && tick <= state.highestKnownTick;
-  }
-
-  private _updatePosition(
-    state: PoolState,
-    tickLower: bigint,
-    tickUpper: bigint,
-    liquidityDelta: bigint,
-    tick: bigint,
-  ): void {
-    // if we need to update the ticks, do it
-    let flippedLower = false;
-    let flippedUpper = false;
-    if (liquidityDelta !== 0n) {
-      const time = this._blockTimestamp(state);
-      const [tickCumulative, secondsPerLiquidityCumulativeX128] =
-        Oracle.observeSingle(
-          state,
-          time,
-          0n,
-          state.slot0.tick,
-          state.slot0.observationIndex,
-          state.liquidity,
-          state.slot0.observationCardinality,
-        );
-
-      if (this._isTickToProcess(state, tickLower)) {
-        flippedLower = Tick.update(
-          state,
-          tickLower,
-          tick,
-          liquidityDelta,
-          secondsPerLiquidityCumulativeX128,
-          tickCumulative,
-          time,
-          false,
-          state.maxLiquidityPerTick,
-        );
-      }
-      if (this._isTickToProcess(state, tickUpper)) {
-        flippedUpper = Tick.update(
-          state,
-          tickUpper,
-          tick,
-          liquidityDelta,
-          secondsPerLiquidityCumulativeX128,
-          tickCumulative,
-          time,
-          true,
-          state.maxLiquidityPerTick,
-        );
-      }
-
-      if (flippedLower) {
-        TickBitMap.flipTick(state, tickLower, state.tickSpacing);
-      }
-      if (flippedUpper) {
-        TickBitMap.flipTick(state, tickUpper, state.tickSpacing);
-      }
-    }
-
-    // clear any tick data that is no longer needed
-    if (liquidityDelta < 0n) {
-      if (flippedLower) {
-        Tick.clear(state, tickLower);
-      }
-      if (flippedUpper) {
-        Tick.clear(state, tickUpper);
-      }
-    }
-  }
-
-  private _blockTimestamp(state: DeepReadonly<PoolState>) {
-    return BigInt.asUintN(32, state.blockTimestamp);
-  }
-}
-
-export const pancakeswapV3Math = new PancakeswapV3Math();

package/src/dex/pancakeswap-v3/contract-math/utils.ts

@@ -1,11 +0,0 @@
-export function _mulmod(x: bigint, y: bigint, m: bigint): bigint {
-  return m === 0n ? 0n : (x * y) % m;
-}
-
-export function _lt(x: bigint, y: bigint) {
-  return x < y ? 1n : 0n;
-}
-
-export function _gt(x: bigint, y: bigint) {
-  return x > y ? 1n : 0n;
-}