@paraswap/dex-lib 4.8.27 → 4.8.28-uni-v3-rust.1

package/native/src/query_outputs.rs

@@ -0,0 +1,379 @@
+use ethnum::{I256, U256};
+use std::collections::HashMap;
+
+use crate::math::liquidity_math;
+use crate::math::oracle;
+use crate::math::swap_math;
+use crate::math::tick;
+use crate::math::tick::TickInfo;
+use crate::math::tick_bitmap;
+use crate::math::tick_math;
+use crate::pool_state::PoolState;
+
+const MAX_PRICING_COMPUTATION_STEPS_ALLOWED: i32 = 128;
+
+/// 0 = SELL, 1 = BUY (matches SwapSide enum in TS)
+pub const SWAP_SIDE_SELL: u8 = 0;
+
+pub struct OutputResult {
+    pub outputs: Vec<U256>,
+    pub tick_counts: Vec<i32>,
+}
+
+#[derive(Clone)]
+struct PriceComputationState {
+    amount_specified_remaining: I256,
+    amount_calculated: I256,
+    sqrt_price_x96: U256,
+    tick: I256,
+    protocol_fee: U256,
+    liquidity: U256,
+    is_first_cycle_state: bool,
+}
+
+#[derive(Clone)]
+struct PriceComputationCache {
+    liquidity_start: U256,
+    block_timestamp: U256,
+    fee_protocol: U256,
+    seconds_per_liquidity_cumulative_x128: U256,
+    tick_cumulative: I256,
+    computed_latest_observation: bool,
+    tick_count: i32,
+}
+
+struct Slot0Snapshot {
+    sqrt_price_x96: U256,
+    tick: I256,
+    observation_index: u16,
+    observation_cardinality: u16,
+}
+
+fn price_computation_cycles(
+    pool: &PoolState,
+    ticks_copy: &mut HashMap<i32, TickInfo>,
+    slot0_start: &Slot0Snapshot,
+    state: &mut PriceComputationState,
+    cache: &mut PriceComputationCache,
+    sqrt_price_limit_x96: U256,
+    zero_for_one: bool,
+    exact_input: bool,
+    is_sell: bool,
+) -> (PriceComputationState, PriceComputationCache) {
+    let mut latest_full_cycle_state = state.clone();
+
+    if cache.tick_count == 0 {
+        cache.tick_count = 1;
+    }
+    let mut latest_full_cycle_cache = cache.clone();
+
+    let mut last_ticks_copy: Option<(i32, TickInfo)> = None;
+
+    let mut i: i32 = 0;
+    while state.amount_specified_remaining != I256::ZERO
+        && state.sqrt_price_x96 != sqrt_price_limit_x96
+    {
+        if latest_full_cycle_cache.tick_count + i > MAX_PRICING_COMPUTATION_STEPS_ALLOWED {
+            state.amount_specified_remaining = I256::ZERO;
+            state.amount_calculated = I256::ZERO;
+            break;
+        }
+
+        let sqrt_price_start_x96 = state.sqrt_price_x96;
+
+        // Find next initialized tick — may panic if out of range
+        let bitmap_result = std::panic::catch_unwind(std::panic::AssertUnwindSafe(|| {
+            tick_bitmap::next_initialized_tick_within_one_word(
+                &pool.tick_bitmap,
+                state.tick,
+                pool.tick_spacing,
+                zero_for_one,
+                true, // is_price_query
+            )
+        }));
+
+        let (tick_next_raw, initialized) = match bitmap_result {
+            Ok(result) => result,
+            Err(_) => {
+                // Out of range — zero out remaining
+                state.amount_specified_remaining = I256::ZERO;
+                state.amount_calculated = I256::ZERO;
+                break;
+            }
+        };
+
+        // Clamp to min/max tick
+        let tick_next = if tick_next_raw < tick_math::MIN_TICK {
+            tick_math::MIN_TICK
+        } else if tick_next_raw > tick_math::MAX_TICK {
+            tick_math::MAX_TICK
+        } else {
+            tick_next_raw
+        };
+
+        let sqrt_price_next_x96 = tick_math::get_sqrt_ratio_at_tick(tick_next);
+
+        // Determine target price (clamped by limit)
+        let sqrt_ratio_target = if zero_for_one {
+            if sqrt_price_next_x96 < sqrt_price_limit_x96 {
+                sqrt_price_limit_x96
+            } else {
+                sqrt_price_next_x96
+            }
+        } else {
+            if sqrt_price_next_x96 > sqrt_price_limit_x96 {
+                sqrt_price_limit_x96
+            } else {
+                sqrt_price_next_x96
+            }
+        };
+
+        let step_result = swap_math::compute_swap_step(
+            state.sqrt_price_x96,
+            sqrt_ratio_target,
+            state.liquidity,
+            state.amount_specified_remaining,
+            pool.fee,
+        );
+
+        state.sqrt_price_x96 = step_result.sqrt_ratio_next_x96;
+        let amount_in = step_result.amount_in;
+        let amount_out = step_result.amount_out;
+        let mut fee_amount = step_result.fee_amount;
+
+        if exact_input {
+            state.amount_specified_remaining -=
+                amount_in.as_i256() + fee_amount.as_i256();
+            state.amount_calculated -= amount_out.as_i256();
+        } else {
+            state.amount_specified_remaining += amount_out.as_i256();
+            state.amount_calculated +=
+                amount_in.as_i256() + fee_amount.as_i256();
+        }
+
+        if cache.fee_protocol > U256::ZERO {
+            let delta = fee_amount / cache.fee_protocol;
+            fee_amount -= delta;
+            state.protocol_fee += delta;
+        }
+
+        if state.sqrt_price_x96 == sqrt_price_next_x96 {
+            if initialized {
+                if !cache.computed_latest_observation {
+                    let (tc, splc) = oracle::observe_single(
+                        &pool.observations,
+                        cache.block_timestamp,
+                        U256::ZERO,
+                        pool.block_timestamp,
+                        slot0_start.tick,
+                        slot0_start.observation_index,
+                        cache.liquidity_start,
+                        slot0_start.observation_cardinality,
+                    );
+                    cache.tick_cumulative = tc;
+                    cache.seconds_per_liquidity_cumulative_x128 = splc;
+                    cache.computed_latest_observation = true;
+                }
+
+                if state.amount_specified_remaining == I256::ZERO {
+                    let tick_idx = tick_next.as_i32();
+                    if let Some(existing) = ticks_copy.get(&tick_idx) {
+                        last_ticks_copy = Some((tick_idx, existing.clone()));
+                    }
+                }
+
+                let mut liquidity_net = tick::cross(ticks_copy, tick_next.as_i32());
+                if zero_for_one {
+                    liquidity_net = -liquidity_net;
+                }
+
+                state.liquidity = liquidity_math::add_delta(state.liquidity, liquidity_net);
+            }
+
+            state.tick = if zero_for_one {
+                tick_next - I256::ONE
+            } else {
+                tick_next
+            };
+        } else if state.sqrt_price_x96 != sqrt_price_start_x96 {
+            state.tick = tick_math::get_tick_at_sqrt_ratio(state.sqrt_price_x96);
+        }
+
+        if state.amount_specified_remaining != I256::ZERO {
+            latest_full_cycle_state = state.clone();
+            latest_full_cycle_cache = cache.clone();
+        } else if let Some((idx, tick_info)) = last_ticks_copy.take() {
+            ticks_copy.insert(idx, tick_info);
+        }
+
+        i += 1;
+    }
+
+    if i > 1 {
+        latest_full_cycle_cache.tick_count += i - 1;
+    }
+
+    if state.amount_specified_remaining != I256::ZERO && !is_sell {
+        // BUY side: zero out remaining
+        state.amount_specified_remaining = I256::ZERO;
+        state.amount_calculated = I256::ZERO;
+    }
+
+    (latest_full_cycle_state, latest_full_cycle_cache)
+}
+
+/// Main pricing entry point. Equivalent to UniswapV3Math.queryOutputs() in TS.
+pub fn query_outputs(
+    pool: &PoolState,
+    amounts: &[U256],
+    zero_for_one: bool,
+    side: u8,
+) -> OutputResult {
+    let is_sell = side == SWAP_SIDE_SELL;
+
+    let slot0_start = Slot0Snapshot {
+        sqrt_price_x96: pool.sqrt_price_x96,
+        tick: pool.tick,
+        observation_index: pool.observation_index,
+        observation_cardinality: pool.observation_cardinality,
+    };
+
+    let sqrt_price_limit_x96 = if zero_for_one {
+        tick_math::MIN_SQRT_RATIO + U256::ONE
+    } else {
+        tick_math::MAX_SQRT_RATIO - U256::ONE
+    };
+
+    let fee_protocol = pool.variant.fee_protocol(pool.fee_protocol, zero_for_one);
+
+    let mut cache = PriceComputationCache {
+        liquidity_start: pool.liquidity,
+        block_timestamp: pool.block_timestamp & U256::from(0xFFFFFFFFu32),
+        fee_protocol,
+        seconds_per_liquidity_cumulative_x128: U256::ZERO,
+        tick_cumulative: I256::ZERO,
+        computed_latest_observation: false,
+        tick_count: 0,
+    };
+
+    let mut state = PriceComputationState {
+        amount_specified_remaining: I256::ZERO,
+        amount_calculated: I256::ZERO,
+        sqrt_price_x96: slot0_start.sqrt_price_x96,
+        tick: slot0_start.tick,
+        protocol_fee: U256::ZERO,
+        liquidity: cache.liquidity_start,
+        is_first_cycle_state: true,
+    };
+
+    // Verify price limit
+    if zero_for_one {
+        assert!(
+            sqrt_price_limit_x96 < slot0_start.sqrt_price_x96
+                && sqrt_price_limit_x96 > tick_math::MIN_SQRT_RATIO,
+            "SPL"
+        );
+    } else {
+        assert!(
+            sqrt_price_limit_x96 > slot0_start.sqrt_price_x96
+                && sqrt_price_limit_x96 < tick_math::MAX_SQRT_RATIO,
+            "SPL"
+        );
+    }
+
+    let mut is_out_of_range = false;
+    let mut previous_amount = I256::ZERO;
+
+    let mut outputs = vec![U256::ZERO; amounts.len()];
+    let mut tick_counts = vec![0i32; amounts.len()];
+
+    // We use a mutable copy of ticks for cross() mutations during pricing
+    let mut ticks_copy = pool.ticks.clone();
+
+    for (i, &amount) in amounts.iter().enumerate() {
+        if amount == U256::ZERO {
+            outputs[i] = U256::ZERO;
+            tick_counts[i] = 0;
+            continue;
+        }
+
+        // BigInt.asIntN(256, amount) — reinterpret U256 bits as I256
+        let amount_as_i256 = amount.as_i256();
+        let amount_specified = if is_sell {
+            amount_as_i256
+        } else {
+            -amount_as_i256
+        };
+
+        if state.is_first_cycle_state {
+            state.amount_specified_remaining = amount_specified;
+            state.is_first_cycle_state = false;
+        } else {
+            state.amount_specified_remaining =
+                amount_specified - (previous_amount - state.amount_specified_remaining);
+        }
+
+        let exact_input = amount_specified > I256::ZERO;
+
+        if !is_out_of_range {
+            let (latest_full_cycle_state, latest_full_cycle_cache) = price_computation_cycles(
+                pool,
+                &mut ticks_copy,
+                &slot0_start,
+                &mut state,
+                &mut cache,
+                sqrt_price_limit_x96,
+                zero_for_one,
+                exact_input,
+                is_sell,
+            );
+
+            if state.amount_specified_remaining == I256::ZERO
+                && state.amount_calculated == I256::ZERO
+            {
+                is_out_of_range = true;
+                outputs[i] = U256::ZERO;
+                tick_counts[i] = 0;
+                continue;
+            }
+
+            previous_amount = amount_specified;
+
+            let (amount0, amount1) = if zero_for_one == exact_input {
+                (
+                    amount_specified - state.amount_specified_remaining,
+                    state.amount_calculated,
+                )
+            } else {
+                (
+                    state.amount_calculated,
+                    amount_specified - state.amount_specified_remaining,
+                )
+            };
+
+            // Restore state to latest full cycle for next amount
+            state = latest_full_cycle_state;
+            cache = latest_full_cycle_cache;
+
+            if is_sell {
+                // output = BigInt.asUintN(256, -(zeroForOne ? amount1 : amount0))
+                let neg = -(if zero_for_one { amount1 } else { amount0 });
+                outputs[i] = neg.as_u256();
+                tick_counts[i] = cache.tick_count;
+            } else {
+                // output = BigInt.asUintN(256, zeroForOne ? amount0 : amount1)
+                let val = if zero_for_one { amount0 } else { amount1 };
+                outputs[i] = val.as_u256();
+                tick_counts[i] = cache.tick_count;
+            }
+        } else {
+            outputs[i] = U256::ZERO;
+            tick_counts[i] = 0;
+        }
+    }
+
+    OutputResult {
+        outputs,
+        tick_counts,
+    }
+}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@paraswap/dex-lib",
-  "version": "4.8.27",
+  "version": "4.8.28-uni-v3-rust.1",
   "main": "build/index.js",
   "types": "build/index.d.ts",
   "repository": "https://github.com/paraswap/paraswap-dex-lib",
@@ -39,6 +39,7 @@
     "yargs": "^17.0.1"
   },
   "scripts": {
+    "postinstall": "cd native && npm install && npm run build || true",
     "init-integration": "ts-node scripts/dex-integration.ts init",
     "test-integration": "ts-node scripts/dex-integration.ts test",
     "build": "yarn check:pq && yarn check:es && tsc",