@paraswap/dex-lib 2.42.26 → 2.42.27-solidly-v3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/abi/smardex/all/smardex-router.json +648 -0
- package/build/abi/smardex/layer-1/smardex-factory.json +242 -0
- package/build/abi/smardex/layer-1/smardex-pool.json +506 -0
- package/build/abi/smardex/layer-2/smardex-factory.json +185 -0
- package/build/abi/smardex/layer-2/smardex-pool.json +578 -0
- package/build/abi/solidly-v3/SolidlyV3Pool.abi.json +738 -0
- package/build/abi/solidly-v3/SolidlyV3StateMulticall.abi.json +375 -0
- package/build/config.js +20 -10
- package/build/config.js.map +1 -1
- package/build/dex/index.js +4 -0
- package/build/dex/index.js.map +1 -1
- package/build/dex/smardex/config.d.ts +4 -0
- package/build/dex/smardex/config.js +64 -0
- package/build/dex/smardex/config.js.map +1 -0
- package/build/dex/smardex/constants.d.ts +18 -0
- package/build/dex/smardex/constants.js +33 -0
- package/build/dex/smardex/constants.js.map +1 -0
- package/build/dex/smardex/sdk/constants.d.ts +6 -0
- package/build/dex/smardex/sdk/constants.js +13 -0
- package/build/dex/smardex/sdk/constants.js.map +1 -0
- package/build/dex/smardex/sdk/core.d.ts +113 -0
- package/build/dex/smardex/sdk/core.js +499 -0
- package/build/dex/smardex/sdk/core.js.map +1 -0
- package/build/dex/smardex/sdk/errors.d.ts +15 -0
- package/build/dex/smardex/sdk/errors.js +22 -0
- package/build/dex/smardex/sdk/errors.js.map +1 -0
- package/build/dex/smardex/sdk/types.d.ts +62 -0
- package/build/dex/smardex/sdk/types.js +3 -0
- package/build/dex/smardex/sdk/types.js.map +1 -0
- package/build/dex/smardex/sdk/utils.d.ts +44 -0
- package/build/dex/smardex/sdk/utils.js +133 -0
- package/build/dex/smardex/sdk/utils.js.map +1 -0
- package/build/dex/smardex/smardex-event-pool.d.ts +28 -0
- package/build/dex/smardex/smardex-event-pool.js +119 -0
- package/build/dex/smardex/smardex-event-pool.js.map +1 -0
- package/build/dex/smardex/smardex.d.ts +65 -0
- package/build/dex/smardex/smardex.js +519 -0
- package/build/dex/smardex/smardex.js.map +1 -0
- package/build/dex/smardex/types.d.ts +55 -0
- package/build/dex/smardex/types.js +3 -0
- package/build/dex/smardex/types.js.map +1 -0
- package/build/dex/solidly-v3/config.d.ts +9 -0
- package/build/dex/solidly-v3/config.js +58 -0
- package/build/dex/solidly-v3/config.js.map +1 -0
- package/build/dex/solidly-v3/constants.d.ts +27 -0
- package/build/dex/solidly-v3/constants.js +34 -0
- package/build/dex/solidly-v3/constants.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/BitMath.d.ts +4 -0
- package/build/dex/solidly-v3/contract-math/BitMath.js +93 -0
- package/build/dex/solidly-v3/contract-math/BitMath.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/FixedPoint128.d.ts +3 -0
- package/build/dex/solidly-v3/contract-math/FixedPoint128.js +8 -0
- package/build/dex/solidly-v3/contract-math/FixedPoint128.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/FixedPoint96.d.ts +4 -0
- package/build/dex/solidly-v3/contract-math/FixedPoint96.js +9 -0
- package/build/dex/solidly-v3/contract-math/FixedPoint96.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/FullMath.d.ts +4 -0
- package/build/dex/solidly-v3/contract-math/FullMath.js +19 -0
- package/build/dex/solidly-v3/contract-math/FullMath.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/LiquidityMath.d.ts +3 -0
- package/build/dex/solidly-v3/contract-math/LiquidityMath.js +22 -0
- package/build/dex/solidly-v3/contract-math/LiquidityMath.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/SqrtPriceMath.d.ts +10 -0
- package/build/dex/solidly-v3/contract-math/SqrtPriceMath.js +91 -0
- package/build/dex/solidly-v3/contract-math/SqrtPriceMath.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/SwapMath.d.ts +8 -0
- package/build/dex/solidly-v3/contract-math/SwapMath.js +70 -0
- package/build/dex/solidly-v3/contract-math/SwapMath.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/Tick.d.ts +7 -0
- package/build/dex/solidly-v3/contract-math/Tick.js +36 -0
- package/build/dex/solidly-v3/contract-math/Tick.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/TickBitMap.d.ts +7 -0
- package/build/dex/solidly-v3/contract-math/TickBitMap.js +84 -0
- package/build/dex/solidly-v3/contract-math/TickBitMap.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/TickMath.d.ts +8 -0
- package/build/dex/solidly-v3/contract-math/TickMath.js +162 -0
- package/build/dex/solidly-v3/contract-math/TickMath.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/UnsafeMath.d.ts +3 -0
- package/build/dex/solidly-v3/contract-math/UnsafeMath.js +10 -0
- package/build/dex/solidly-v3/contract-math/UnsafeMath.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/uniswap-v3-math.d.ts +31 -0
- package/build/dex/solidly-v3/contract-math/uniswap-v3-math.js +363 -0
- package/build/dex/solidly-v3/contract-math/uniswap-v3-math.js.map +1 -0
- package/build/dex/solidly-v3/contract-math/utils.d.ts +7 -0
- package/build/dex/solidly-v3/contract-math/utils.js +39 -0
- package/build/dex/solidly-v3/contract-math/utils.js.map +1 -0
- package/build/dex/solidly-v3/solidly-v3-pool.d.ts +44 -0
- package/build/dex/solidly-v3/solidly-v3-pool.js +298 -0
- package/build/dex/solidly-v3/solidly-v3-pool.js.map +1 -0
- package/build/dex/solidly-v3/solidly-v3.d.ts +64 -0
- package/build/dex/solidly-v3/solidly-v3.js +565 -0
- package/build/dex/solidly-v3/solidly-v3.js.map +1 -0
- package/build/dex/solidly-v3/types.d.ts +131 -0
- package/build/dex/solidly-v3/types.js +9 -0
- package/build/dex/solidly-v3/types.js.map +1 -0
- package/build/dex/solidly-v3/utils.d.ts +6 -0
- package/build/dex/solidly-v3/utils.js +53 -0
- package/build/dex/solidly-v3/utils.js.map +1 -0
- package/build/dex/uniswap-v3/contract-math/Oracle.js.map +1 -1
- package/build/types.d.ts +1 -0
- package/package.json +3 -2
- package/src/abi/smardex/all/smardex-router.json +648 -0
- package/src/abi/smardex/layer-1/smardex-factory.json +242 -0
- package/src/abi/smardex/layer-1/smardex-pool.json +506 -0
- package/src/abi/smardex/layer-2/smardex-factory.json +185 -0
- package/src/abi/smardex/layer-2/smardex-pool.json +578 -0
- package/src/abi/solidly-v3/SolidlyV3Pool.abi.json +738 -0
- package/src/abi/solidly-v3/SolidlyV3StateMulticall.abi.json +375 -0
- package/src/config.ts +21 -10
- package/src/dex/index.ts +4 -0
- package/src/dex/smardex/config.ts +67 -0
- package/src/dex/smardex/constants.ts +35 -0
- package/src/dex/smardex/sdk/constants.ts +10 -0
- package/src/dex/smardex/sdk/core.ts +832 -0
- package/src/dex/smardex/sdk/errors.ts +18 -0
- package/src/dex/smardex/sdk/types.ts +68 -0
- package/src/dex/smardex/sdk/utils.ts +156 -0
- package/src/dex/smardex/smardex-e2e.test.ts +275 -0
- package/src/dex/smardex/smardex-event-pool.ts +164 -0
- package/src/dex/smardex/smardex-events.test.ts +297 -0
- package/src/dex/smardex/smardex-integration.test.ts +258 -0
- package/src/dex/smardex/smardex.ts +770 -0
- package/src/dex/smardex/types.ts +69 -0
- package/src/dex/solidly-v3/config.ts +64 -0
- package/src/dex/solidly-v3/constants.ts +42 -0
- package/src/dex/solidly-v3/contract-math/BitMath.ts +90 -0
- package/src/dex/solidly-v3/contract-math/FixedPoint128.ts +3 -0
- package/src/dex/solidly-v3/contract-math/FixedPoint96.ts +4 -0
- package/src/dex/solidly-v3/contract-math/FullMath.ts +30 -0
- package/src/dex/solidly-v3/contract-math/LiquidityMath.ts +17 -0
- package/src/dex/solidly-v3/contract-math/SqrtPriceMath.ts +226 -0
- package/src/dex/solidly-v3/contract-math/SwapMath.ts +139 -0
- package/src/dex/solidly-v3/contract-math/Tick.ts +66 -0
- package/src/dex/solidly-v3/contract-math/TickBitMap.ts +123 -0
- package/src/dex/solidly-v3/contract-math/TickMath.ts +211 -0
- package/src/dex/solidly-v3/contract-math/UnsafeMath.ts +5 -0
- package/src/dex/solidly-v3/contract-math/uniswap-v3-math.ts +570 -0
- package/src/dex/solidly-v3/contract-math/utils.ts +50 -0
- package/src/dex/solidly-v3/solidly-v3-e2e.test.ts +124 -0
- package/src/dex/solidly-v3/solidly-v3-events.test.ts +144 -0
- package/src/dex/solidly-v3/solidly-v3-integration.test.ts +358 -0
- package/src/dex/solidly-v3/solidly-v3-pool.ts +494 -0
- package/src/dex/solidly-v3/solidly-v3.ts +934 -0
- package/src/dex/solidly-v3/types.ts +156 -0
- package/src/dex/solidly-v3/utils.ts +71 -0
- package/src/dex/uniswap-v3/contract-math/Oracle.ts +204 -204
- package/src/dex/uniswap-v3/uniswap-v3-events.test.ts +3 -0
- package/src/types.ts +1 -0
- package/tests/constants-e2e.ts +26 -1
- package/.vscode/launch.json +0 -54
- package/.vscode/settings.json +0 -2
- package/.vscode/tasks.json +0 -15
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import { BigNumber, BytesLike } from 'ethers';
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import { NumberAsString } from '../../types';
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import { Address } from '../../types';
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import { AbiItem } from 'web3-utils';
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import { MultiResult } from '../../lib/multi-wrapper';
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export type TickInfo = {
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liquidityGross: bigint;
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liquidityNet: bigint;
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initialized: boolean;
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};
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export type Slot0 = {
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sqrtPriceX96: bigint;
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tick: bigint;
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fee: bigint;
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};
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export type PoolState = {
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pool: string;
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blockTimestamp: bigint;
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tickSpacing: bigint;
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slot0: Slot0;
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liquidity: bigint;
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maxLiquidityPerTick: bigint;
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tickBitmap: Record<NumberAsString, bigint>;
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ticks: Record<NumberAsString, TickInfo>;
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isValid: boolean;
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startTickBitmap: bigint;
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lowestKnownTick: bigint;
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highestKnownTick: bigint;
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balance0: bigint;
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balance1: bigint;
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};
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export type SolidlyV3Data = {
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zeroForOne: boolean;
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poolAddress: string;
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isApproved?: boolean;
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};
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export type DecodeStateMultiCallFunc = (
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result: MultiResult<BytesLike> | BytesLike,
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) => DecodedStateMultiCallResultWithRelativeBitmaps;
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export type DexParams = {
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quoter: Address;
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factory: Address;
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stateMulticall: Address;
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supportedTickSpacings: bigint[];
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chunksCount: number;
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initRetryFrequency: number;
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deployer?: Address;
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subgraphURL: string;
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initHash: string;
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stateMultiCallAbi?: AbiItem[];
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decodeStateMultiCallResultWithRelativeBitmaps?: DecodeStateMultiCallFunc;
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};
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export type UniswapV3SimpleSwapSellParam = {
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path: string;
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recipient: Address;
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deadline: string;
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amountIn: NumberAsString;
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amountOutMinimum: NumberAsString;
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};
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export type UniswapV3SimpleSwapBuyParam = {
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path: string;
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recipient: Address;
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deadline: string;
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amountOut: NumberAsString;
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amountInMaximum: NumberAsString;
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};
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export type UniswapV3SimpleSwapParams =
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| UniswapV3SimpleSwapSellParam
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| UniswapV3SimpleSwapBuyParam;
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export type SolidlyV3SimpleSwapParams = {
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recipient: string;
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zeroForOne: boolean;
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amountSpecified: NumberAsString;
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sqrtPriceLimitX96: NumberAsString;
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};
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export type UniswapV3Param = [
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fromToken: Address,
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toToken: Address,
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exchange: Address,
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fromAmount: NumberAsString,
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toAmount: NumberAsString,
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expectedAmount: NumberAsString,
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feePercent: NumberAsString,
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deadline: NumberAsString,
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partner: Address,
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isApproved: boolean,
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beneficiary: Address,
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path: string,
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permit: string,
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uuid: string,
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];
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export enum UniswapV3Functions {
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exactInput = 'exactInput',
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exactOutput = 'exactOutput',
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}
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export type TickInfoMappings = {
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value: TickInfo;
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};
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export type TickBitMapMappings = {
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value: bigint;
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};
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export type OutputResult = {
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outputs: bigint[];
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tickCounts: number[];
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};
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// Just rewrote every type with BigNumber basically
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export type TickBitMapMappingsWithBigNumber = {
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export type TickInfoWithBigNumber = {
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initialized: boolean;
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liquidityGross: BigNumber;
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liquidityNet: BigNumber;
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};
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export type TickInfoMappingsWithBigNumber = {
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value: TickInfoWithBigNumber;
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export type DecodedStateMultiCallResultWithRelativeBitmaps = {
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pool: Address;
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blockTimestamp: BigNumber;
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slot0: {
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sqrtPriceX96: BigNumber;
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tick: number;
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fee: number;
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unlocked: boolean;
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liquidity: BigNumber;
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tickSpacing: number;
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maxLiquidityPerTick: BigNumber;
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tickBitmap: TickBitMapMappingsWithBigNumber[];
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ticks: TickInfoMappingsWithBigNumber[];
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};
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import { BytesLike, ethers } from 'ethers';
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import { assert } from 'ts-essentials';
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import { extractSuccessAndValue } from '../../lib/decoders';
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import { MultiResult } from '../../lib/multi-wrapper';
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import { DexConfigMap } from '../../types';
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import {
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DexParams,
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DecodedStateMultiCallResultWithRelativeBitmaps,
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} from './types';
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export function getUniswapV3DexKey(UniswapV3Config: DexConfigMap<DexParams>) {
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const UniswapV3Keys = Object.keys(UniswapV3Config);
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if (UniswapV3Keys.length !== 1) {
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throw new Error(
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`UniswapV3 key in UniswapV3Config is not unique. Update relevant places (optimizer) or fix config issue. Received: ${JSON.stringify(
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UniswapV3Config,
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(_0, value) => (typeof value === 'bigint' ? value.toString() : value),
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)}`,
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);
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}
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return UniswapV3Keys[0].toLowerCase();
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}
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export function decodeStateMultiCallResultWithRelativeBitmaps(
|
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result: MultiResult<BytesLike> | BytesLike,
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): DecodedStateMultiCallResultWithRelativeBitmaps {
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const [isSuccess, toDecode] = extractSuccessAndValue(result);
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+
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assert(
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isSuccess && toDecode !== '0x',
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`decodeStateMultiCallResultWithRelativeBitmaps failed to get decodable result: ${result}`,
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);
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const decoded = ethers.utils.defaultAbiCoder.decode(
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[
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// I don't want to pass here any interface, so I just use it in ethers format
|
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`
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tuple(
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address pool,
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uint256 blockTimestamp,
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tuple(
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uint160 sqrtPriceX96,
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int24 tick,
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uint24 fee,
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bool unlocked,
|
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) slot0,
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uint128 liquidity,
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int24 tickSpacing,
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uint128 maxLiquidityPerTick,
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tuple(
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int16 index,
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uint256 value,
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)[] tickBitmap,
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tuple(
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int24 index,
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tuple(
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uint128 liquidityGross,
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int128 liquidityNet,
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bool initialized,
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) value,
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)[] ticks
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)
|
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`,
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],
|
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toDecode,
|
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+
)[0];
|
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+
// This conversion is not precise, because when we decode, we have more values
|
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|
+
// But I typed only the ones that are used later
|
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return decoded as DecodedStateMultiCallResultWithRelativeBitmaps;
|
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|
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}
|
|
@@ -1,226 +1,226 @@
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import {
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OracleObservation,
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OracleObservationCandidates,
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PoolState,
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5
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} from '../types';
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import { _require } from '../../../utils';
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import { DeepReadonly } from 'ts-essentials';
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import { ZERO_ORACLE_OBSERVATION } from '../constants';
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function replaceUndefinedObservationWithZero(state: PoolState, index: number) {
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-
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if (state.observations[index] === undefined) {
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state.observations[index] = { ...ZERO_ORACLE_OBSERVATION };
|
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+
}
|
|
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}
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export class Oracle {
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static write(
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state: PoolState,
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index: number,
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blockTimestamp: bigint,
|
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tick: bigint,
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liquidity: bigint,
|
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cardinality: number,
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cardinalityNext: number,
|
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): [number, number] {
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const last = state.observations[index];
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|
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if (last.blockTimestamp == state.blockTimestamp)
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return [index, cardinality];
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let indexUpdated = 0;
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let cardinalityUpdated = 0;
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if (cardinalityNext > cardinality && index == cardinality - 1) {
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cardinalityUpdated = cardinalityNext;
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} else {
|
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56
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cardinalityUpdated = cardinality;
|
|
17
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+
static transform(
|
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18
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+
state: DeepReadonly<PoolState>,
|
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19
|
+
last: OracleObservation,
|
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20
|
+
blockTimestamp: bigint,
|
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21
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+
tick: bigint,
|
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22
|
+
liquidity: bigint,
|
|
23
|
+
): OracleObservation {
|
|
24
|
+
const delta = blockTimestamp - last.blockTimestamp;
|
|
25
|
+
return {
|
|
26
|
+
blockTimestamp: state.blockTimestamp,
|
|
27
|
+
tickCumulative: last.tickCumulative + BigInt.asIntN(56, tick) * delta,
|
|
28
|
+
secondsPerLiquidityCumulativeX128:
|
|
29
|
+
last.secondsPerLiquidityCumulativeX128 +
|
|
30
|
+
(BigInt.asUintN(160, delta) << 128n) /
|
|
31
|
+
(liquidity > 0n ? liquidity : 1n),
|
|
32
|
+
initialized: true,
|
|
33
|
+
};
|
|
57
34
|
}
|
|
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35
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)
|
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83
|
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84
|
-
|
|
85
|
-
target: bigint,
|
|
86
|
-
index: number,
|
|
87
|
-
cardinality: number,
|
|
88
|
-
): OracleObservationCandidates {
|
|
89
|
-
let l = (index + 1) % cardinality;
|
|
90
|
-
let r = l + cardinality - 1;
|
|
91
|
-
let i;
|
|
92
|
-
|
|
93
|
-
let beforeOrAt;
|
|
94
|
-
let atOrAfter;
|
|
95
|
-
while (true) {
|
|
96
|
-
i = (l + r) / 2;
|
|
97
|
-
|
|
98
|
-
beforeOrAt = state.observations[i % cardinality];
|
|
99
|
-
|
|
100
|
-
// we've landed on an uninitialized tick, keep searching higher (more recently)
|
|
101
|
-
if (!beforeOrAt.initialized) {
|
|
102
|
-
l = i + 1;
|
|
103
|
-
continue;
|
|
104
|
-
}
|
|
105
|
-
|
|
106
|
-
atOrAfter = state.observations[(i + 1) % cardinality];
|
|
107
|
-
|
|
108
|
-
const targetAtOrAfter = Oracle.lte(
|
|
109
|
-
time,
|
|
110
|
-
beforeOrAt.blockTimestamp,
|
|
111
|
-
target,
|
|
112
|
-
);
|
|
113
|
-
|
|
114
|
-
// check if we've found the answer!
|
|
115
|
-
if (targetAtOrAfter && Oracle.lte(time, target, atOrAfter.blockTimestamp))
|
|
116
|
-
break;
|
|
117
|
-
|
|
118
|
-
if (!targetAtOrAfter) r = i - 1;
|
|
119
|
-
else l = i + 1;
|
|
120
|
-
}
|
|
121
|
-
return { beforeOrAt, atOrAfter };
|
|
122
|
-
}
|
|
123
|
-
|
|
124
|
-
static getSurroundingObservations(
|
|
125
|
-
state: DeepReadonly<PoolState>,
|
|
126
|
-
time: bigint,
|
|
127
|
-
target: bigint,
|
|
128
|
-
tick: bigint,
|
|
129
|
-
index: number,
|
|
130
|
-
liquidity: bigint,
|
|
131
|
-
cardinality: number,
|
|
132
|
-
): OracleObservationCandidates {
|
|
133
|
-
let beforeOrAt = state.observations[index];
|
|
134
|
-
|
|
135
|
-
if (Oracle.lte(time, beforeOrAt.blockTimestamp, target)) {
|
|
136
|
-
if (beforeOrAt.blockTimestamp === target) {
|
|
137
|
-
return { beforeOrAt, atOrAfter: beforeOrAt };
|
|
138
|
-
} else {
|
|
139
|
-
return {
|
|
140
|
-
beforeOrAt,
|
|
141
|
-
atOrAfter: Oracle.transform(
|
|
36
|
+
static write(
|
|
37
|
+
state: PoolState,
|
|
38
|
+
index: number,
|
|
39
|
+
blockTimestamp: bigint,
|
|
40
|
+
tick: bigint,
|
|
41
|
+
liquidity: bigint,
|
|
42
|
+
cardinality: number,
|
|
43
|
+
cardinalityNext: number,
|
|
44
|
+
): [number, number] {
|
|
45
|
+
const last = state.observations[index];
|
|
46
|
+
|
|
47
|
+
if (last.blockTimestamp == state.blockTimestamp)
|
|
48
|
+
return [index, cardinality];
|
|
49
|
+
|
|
50
|
+
let indexUpdated = 0;
|
|
51
|
+
let cardinalityUpdated = 0;
|
|
52
|
+
|
|
53
|
+
if (cardinalityNext > cardinality && index == cardinality - 1) {
|
|
54
|
+
cardinalityUpdated = cardinalityNext;
|
|
55
|
+
} else {
|
|
56
|
+
cardinalityUpdated = cardinality;
|
|
57
|
+
}
|
|
58
|
+
|
|
59
|
+
indexUpdated = (index + 1) % cardinalityUpdated;
|
|
60
|
+
|
|
61
|
+
state.observations[indexUpdated] = Oracle.transform(
|
|
142
62
|
state,
|
|
143
|
-
|
|
144
|
-
|
|
63
|
+
last,
|
|
64
|
+
blockTimestamp,
|
|
145
65
|
tick,
|
|
146
66
|
liquidity,
|
|
147
|
-
|
|
148
|
-
|
|
149
|
-
|
|
67
|
+
);
|
|
68
|
+
if (indexUpdated !== index) {
|
|
69
|
+
delete state.observations[index];
|
|
70
|
+
}
|
|
71
|
+
return [indexUpdated, cardinalityUpdated];
|
|
72
|
+
}
|
|
73
|
+
|
|
74
|
+
static lte(time: bigint, a: bigint, b: bigint): boolean {
|
|
75
|
+
if (a <= time && b <= time) return a <= b;
|
|
76
|
+
|
|
77
|
+
const aAdjusted = a > time ? a : a + 2n ** 32n;
|
|
78
|
+
const bAdjusted = b > time ? b : b + 2n ** 32n;
|
|
79
|
+
return aAdjusted <= bAdjusted;
|
|
80
|
+
}
|
|
81
|
+
|
|
82
|
+
static binarySearch(
|
|
83
|
+
state: DeepReadonly<PoolState>,
|
|
84
|
+
time: bigint,
|
|
85
|
+
target: bigint,
|
|
86
|
+
index: number,
|
|
87
|
+
cardinality: number,
|
|
88
|
+
): OracleObservationCandidates {
|
|
89
|
+
let l = (index + 1) % cardinality;
|
|
90
|
+
let r = l + cardinality - 1;
|
|
91
|
+
let i;
|
|
92
|
+
|
|
93
|
+
let beforeOrAt;
|
|
94
|
+
let atOrAfter;
|
|
95
|
+
while (true) {
|
|
96
|
+
i = (l + r) / 2;
|
|
97
|
+
|
|
98
|
+
beforeOrAt = state.observations[i % cardinality];
|
|
99
|
+
|
|
100
|
+
// we've landed on an uninitialized tick, keep searching higher (more recently)
|
|
101
|
+
if (!beforeOrAt.initialized) {
|
|
102
|
+
l = i + 1;
|
|
103
|
+
continue;
|
|
104
|
+
}
|
|
105
|
+
|
|
106
|
+
atOrAfter = state.observations[(i + 1) % cardinality];
|
|
107
|
+
|
|
108
|
+
const targetAtOrAfter = Oracle.lte(
|
|
109
|
+
time,
|
|
110
|
+
beforeOrAt.blockTimestamp,
|
|
111
|
+
target,
|
|
112
|
+
);
|
|
113
|
+
|
|
114
|
+
// check if we've found the answer!
|
|
115
|
+
if (targetAtOrAfter && Oracle.lte(time, target, atOrAfter.blockTimestamp))
|
|
116
|
+
break;
|
|
117
|
+
|
|
118
|
+
if (!targetAtOrAfter) r = i - 1;
|
|
119
|
+
else l = i + 1;
|
|
120
|
+
}
|
|
121
|
+
return { beforeOrAt, atOrAfter };
|
|
150
122
|
}
|
|
151
123
|
|
|
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
|
-
|
|
124
|
+
static getSurroundingObservations(
|
|
125
|
+
state: DeepReadonly<PoolState>,
|
|
126
|
+
time: bigint,
|
|
127
|
+
target: bigint,
|
|
128
|
+
tick: bigint,
|
|
129
|
+
index: number,
|
|
130
|
+
liquidity: bigint,
|
|
131
|
+
cardinality: number,
|
|
132
|
+
): OracleObservationCandidates {
|
|
133
|
+
let beforeOrAt = state.observations[index];
|
|
134
|
+
|
|
135
|
+
if (Oracle.lte(time, beforeOrAt.blockTimestamp, target)) {
|
|
136
|
+
if (beforeOrAt.blockTimestamp === target) {
|
|
137
|
+
return { beforeOrAt, atOrAfter: beforeOrAt };
|
|
138
|
+
} else {
|
|
139
|
+
return {
|
|
140
|
+
beforeOrAt,
|
|
141
|
+
atOrAfter: Oracle.transform(
|
|
142
|
+
state,
|
|
143
|
+
beforeOrAt,
|
|
144
|
+
target,
|
|
145
|
+
tick,
|
|
146
|
+
liquidity,
|
|
147
|
+
),
|
|
148
|
+
};
|
|
149
|
+
}
|
|
150
|
+
}
|
|
151
|
+
|
|
152
|
+
beforeOrAt = state.observations[(index + 1) % cardinality];
|
|
153
|
+
if (!beforeOrAt.initialized) beforeOrAt = state.observations[0];
|
|
154
|
+
|
|
155
|
+
_require(
|
|
156
|
+
Oracle.lte(time, beforeOrAt.blockTimestamp, target),
|
|
157
|
+
'OLD',
|
|
158
|
+
{ time, beforeOrAtBlockTimestamp: beforeOrAt.blockTimestamp, target },
|
|
159
|
+
'Oracle.lte(time, beforeOrAt.blockTimestamp, target)',
|
|
160
|
+
);
|
|
161
|
+
|
|
162
|
+
return Oracle.binarySearch(state, time, target, index, cardinality);
|
|
179
163
|
}
|
|
180
164
|
|
|
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
|
-
beforeOrAt.secondsPerLiquidityCumulativeX128 +
|
|
213
|
-
BigInt.asUintN(
|
|
214
|
-
160,
|
|
215
|
-
(BigInt.asUintN(
|
|
216
|
-
256,
|
|
217
|
-
atOrAfter.secondsPerLiquidityCumulativeX128 -
|
|
165
|
+
static observeSingle(
|
|
166
|
+
state: DeepReadonly<PoolState>,
|
|
167
|
+
time: bigint,
|
|
168
|
+
secondsAgo: bigint,
|
|
169
|
+
tick: bigint,
|
|
170
|
+
index: number,
|
|
171
|
+
liquidity: bigint,
|
|
172
|
+
cardinality: number,
|
|
173
|
+
): [bigint, bigint] {
|
|
174
|
+
if (secondsAgo == 0n) {
|
|
175
|
+
let last = state.observations[index];
|
|
176
|
+
if (last.blockTimestamp != time)
|
|
177
|
+
last = Oracle.transform(state, last, time, tick, liquidity);
|
|
178
|
+
return [last.tickCumulative, last.secondsPerLiquidityCumulativeX128];
|
|
179
|
+
}
|
|
180
|
+
|
|
181
|
+
const target = time - secondsAgo;
|
|
182
|
+
|
|
183
|
+
const { beforeOrAt, atOrAfter } = Oracle.getSurroundingObservations(
|
|
184
|
+
state,
|
|
185
|
+
time,
|
|
186
|
+
target,
|
|
187
|
+
tick,
|
|
188
|
+
index,
|
|
189
|
+
liquidity,
|
|
190
|
+
cardinality,
|
|
191
|
+
);
|
|
192
|
+
|
|
193
|
+
if (target === beforeOrAt.blockTimestamp) {
|
|
194
|
+
return [
|
|
195
|
+
beforeOrAt.tickCumulative,
|
|
218
196
|
beforeOrAt.secondsPerLiquidityCumulativeX128,
|
|
219
|
-
|
|
220
|
-
|
|
221
|
-
|
|
222
|
-
|
|
223
|
-
|
|
197
|
+
];
|
|
198
|
+
} else if (target === atOrAfter.blockTimestamp) {
|
|
199
|
+
return [
|
|
200
|
+
atOrAfter.tickCumulative,
|
|
201
|
+
atOrAfter.secondsPerLiquidityCumulativeX128,
|
|
202
|
+
];
|
|
203
|
+
} else {
|
|
204
|
+
const observationTimeDelta =
|
|
205
|
+
atOrAfter.blockTimestamp - beforeOrAt.blockTimestamp;
|
|
206
|
+
const targetDelta = target - beforeOrAt.blockTimestamp;
|
|
207
|
+
return [
|
|
208
|
+
beforeOrAt.tickCumulative +
|
|
209
|
+
((atOrAfter.tickCumulative - beforeOrAt.tickCumulative) /
|
|
210
|
+
observationTimeDelta) *
|
|
211
|
+
targetDelta,
|
|
212
|
+
beforeOrAt.secondsPerLiquidityCumulativeX128 +
|
|
213
|
+
BigInt.asUintN(
|
|
214
|
+
160,
|
|
215
|
+
(BigInt.asUintN(
|
|
216
|
+
256,
|
|
217
|
+
atOrAfter.secondsPerLiquidityCumulativeX128 -
|
|
218
|
+
beforeOrAt.secondsPerLiquidityCumulativeX128,
|
|
219
|
+
) *
|
|
220
|
+
targetDelta) /
|
|
221
|
+
observationTimeDelta,
|
|
222
|
+
),
|
|
223
|
+
];
|
|
224
|
+
}
|
|
224
225
|
}
|
|
225
|
-
}
|
|
226
226
|
}
|
|
@@ -13,6 +13,7 @@ import { Interface } from '@ethersproject/abi';
|
|
|
13
13
|
import ERC20ABI from '../../abi/erc20.json';
|
|
14
14
|
import StateMulticallABI from '../../abi/uniswap-v3/UniswapV3StateMulticall.abi.json';
|
|
15
15
|
import { AbiItem } from 'web3-utils';
|
|
16
|
+
import { decodeStateMultiCallResultWithRelativeBitmaps } from './utils';
|
|
16
17
|
|
|
17
18
|
jest.setTimeout(300 * 1000);
|
|
18
19
|
const dexKey = 'UniswapV3';
|
|
@@ -100,6 +101,7 @@ describe('UniswapV3 Event', function () {
|
|
|
100
101
|
StateMulticallABI as AbiItem[],
|
|
101
102
|
config.stateMulticall,
|
|
102
103
|
),
|
|
104
|
+
decodeStateMultiCallResultWithRelativeBitmaps,
|
|
103
105
|
new Interface(ERC20ABI),
|
|
104
106
|
config.factory,
|
|
105
107
|
poolFeeCode,
|
|
@@ -155,6 +157,7 @@ describe('UniswapV3 Event', function () {
|
|
|
155
157
|
StateMulticallABI as AbiItem[],
|
|
156
158
|
config.stateMulticall,
|
|
157
159
|
),
|
|
160
|
+
decodeStateMultiCallResultWithRelativeBitmaps,
|
|
158
161
|
new Interface(ERC20ABI),
|
|
159
162
|
_config.factory,
|
|
160
163
|
_feeCode,
|