Merge pull request #92 from invariant-labs/tick-refactor

Refactored Tick in calculate_swap

src/contracts/storage/pool.rs

@@ -134,56 +134,51 @@ impl Pool {
         &mut self,
         result: SwapResult,
         swap_limit: SqrtPrice,
-        limiting_tick: Option<(i32, Option<&mut Tick>)>,
+        tick: &mut Tick,
         remaining_amount: &mut TokenAmount,
         by_amount_in: bool,
         x_to_y: bool,
         current_timestamp: u64,
-        total_amount_in: &mut TokenAmount,
         protocol_fee: Percentage,
         fee_tier: FeeTier,
-    ) -> bool {
+    ) -> (TokenAmount, bool) {
         let mut has_crossed = false;
-        if result.next_sqrt_price == swap_limit && limiting_tick.is_some() {
-            if let Some((tick_index, tick)) = limiting_tick {
-                let is_enough_amount_to_cross = unwrap!(is_enough_amount_to_change_price(
-                    *remaining_amount,
-                    result.next_sqrt_price,
-                    self.liquidity,
-                    fee_tier.fee,
-                    by_amount_in,
-                    x_to_y,
-                ));
-
-                // crossing tick
-                if let Some(tick) = tick {
-                    if !x_to_y || is_enough_amount_to_cross {
-                        let _ = tick.cross(self, current_timestamp);
-                        has_crossed = true;
-                    } else if !remaining_amount.is_zero() {
-                        if by_amount_in {
-                            self.add_fee(*remaining_amount, x_to_y, protocol_fee)
-                                .unwrap();
-                            *total_amount_in += *remaining_amount
-                        }
-                        *remaining_amount = TokenAmount(0);
-                    }
-                }
+        let mut total_amount = TokenAmount(0);
+        if result.next_sqrt_price == swap_limit {
+            let is_enough_amount_to_cross = unwrap!(is_enough_amount_to_change_price(
+                *remaining_amount,
+                result.next_sqrt_price,
+                self.liquidity,
+                fee_tier.fee,
+                by_amount_in,
+                x_to_y,
+            ));
 
-                // set tick to limit (below if price is going down, because current tick should always be below price)
-                self.current_tick_index = if x_to_y && is_enough_amount_to_cross {
-                    tick_index - fee_tier.tick_spacing as i32
-                } else {
-                    tick_index
-                };
+            if !x_to_y || is_enough_amount_to_cross {
+                let _ = tick.cross(self, current_timestamp);
+                has_crossed = true;
+            } else if !remaining_amount.is_zero() {
+                if by_amount_in {
+                    unwrap!(self.add_fee(*remaining_amount, x_to_y, protocol_fee));
+                    total_amount = *remaining_amount;
+                }
+                *remaining_amount = TokenAmount(0);
             }
+
+            // set tick to limit (below if price is going down, because current tick should always be below price)
+            self.current_tick_index = if x_to_y && is_enough_amount_to_cross {
+                tick.index - fee_tier.tick_spacing as i32
+            } else {
+                tick.index
+            };
         } else {
             self.current_tick_index = unwrap!(get_tick_at_sqrt_price(
                 result.next_sqrt_price,
                 fee_tier.tick_spacing
             ));
         };
-        has_crossed
+
+        (total_amount, has_crossed)
     }
 
     pub fn withdraw_protocol_fee(&mut self, _pool_key: PoolKey) -> (TokenAmount, TokenAmount) {

src/lib.rs

@@ -45,9 +45,11 @@ pub mod contract {
     use crate::math::calculate_min_amount_out;
     use crate::math::check_tick;
     use crate::math::percentage::Percentage;
+    use crate::math::sqrt_price::log::get_tick_at_sqrt_price;
     use crate::math::sqrt_price::sqrt_price::SqrtPrice;
     use crate::math::token_amount::TokenAmount;
     use crate::math::types::liquidity::Liquidity;
+    // use crate
     use crate::math::{compute_swap_step, MAX_SQRT_PRICE, MIN_SQRT_PRICE};
     use decimal::*;
     use ink::contract_ref;
@@ -73,7 +75,7 @@ pub mod contract {
         timestamp: u64,
         address: AccountId,
         pool: PoolKey,
-        index: i32,
+        indexes: Vec<i32>,
     }
 
     #[ink(event)]
@@ -254,35 +256,32 @@ pub mod contract {
                     return Err(InvariantError::PriceLimitReached);
                 }
 
-                // TODO: refactor
-                let mut tick = Tick::default();
-
-                let update_limiting_tick = limiting_tick.map(|(index, bool)| {
-                    if bool {
-                        tick = self.ticks.get(pool_key, index).unwrap();
-                        (index, Some(&mut tick))
-                    } else {
-                        (index, None)
+                if let Some((tick_index, is_initialized)) = limiting_tick {
+                    if is_initialized {
+                        let mut tick = self.ticks.get(pool_key, tick_index).unwrap();
+
+                        let (amount_to_add, has_crossed) = pool.cross_tick(
+                            result,
+                            swap_limit,
+                            &mut tick,
+                            &mut remaining_amount,
+                            by_amount_in,
+                            x_to_y,
+                            current_timestamp,
+                            self.state.protocol_fee,
+                            pool_key.fee_tier,
+                        );
+
+                        total_amount_in += amount_to_add;
+                        if has_crossed {
+                            ticks.push(tick);
+                        }
                     }
-                });
-
-                let has_crossed = pool.cross_tick(
-                    result,
-                    swap_limit,
-                    update_limiting_tick,
-                    &mut remaining_amount,
-                    by_amount_in,
-                    x_to_y,
-                    current_timestamp,
-                    &mut total_amount_in,
-                    self.state.protocol_fee,
-                    pool_key.fee_tier,
-                );
-
-                if has_crossed {
-                    self.emit_cross_tick_event(caller, pool_key, limiting_tick.unwrap().0);
-
-                    ticks.push(tick);
+                } else {
+                    pool.current_tick_index = unwrap!(get_tick_at_sqrt_price(
+                        result.next_sqrt_price,
+                        pool_key.fee_tier.tick_spacing
+                    ));
                 }
             }
 
@@ -384,15 +383,15 @@ pub mod contract {
             );
         }
 
-        fn emit_cross_tick_event(&self, address: AccountId, pool: PoolKey, index: i32) {
+        fn emit_cross_tick_event(&self, address: AccountId, pool: PoolKey, indexes: Vec<i32>) {
             let timestamp = self.get_timestamp();
             ink::codegen::EmitEvent::<Contract>::emit_event(
                 self.env(),
                 CrossTickEvent {
                     timestamp,
                     address,
                     pool,
-                    index,
+                    indexes,
                 },
             );
         }
@@ -551,8 +550,15 @@ pub mod contract {
             let calculate_swap_result =
                 self.calculate_swap(pool_key, x_to_y, amount, by_amount_in, sqrt_price_limit)?;
 
+            let mut crossed_tick_indexes: Vec<i32> = vec![];
+
             for tick in calculate_swap_result.ticks.iter() {
                 self.ticks.update(pool_key, tick.index, tick)?;
+                crossed_tick_indexes.push(tick.index);
+            }
+
+            if crossed_tick_indexes.len() > 0 {
+                self.emit_cross_tick_event(caller, pool_key, crossed_tick_indexes);
             }
 
             self.pools.update(pool_key, &calculate_swap_result.pool)?;

src/math/math.rs

@@ -4,7 +4,7 @@ use traceable_result::*;
 use crate::math::consts::*;
 use crate::math::types::{liquidity::*, percentage::*, sqrt_price::sqrt_price::*, token_amount::*};
 
-#[derive(PartialEq, Debug)]
+#[derive(PartialEq, Debug, Copy, Clone)]
 pub struct SwapResult {
     pub next_sqrt_price: SqrtPrice,
     pub amount_in: TokenAmount,