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feat(v3-sdk): export v3Swap logic (#30)
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| 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, | ||
| } | ||
| } |