Contract Name:
AlgebraPool
Contract Source Code:
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
pragma abicoder v2;
import './interfaces/IAlgebraFactory.sol';
import './interfaces/IAlgebraPoolDeployer.sol';
import './interfaces/IDataStorageOperator.sol';
import './libraries/AdaptiveFee.sol';
import './DataStorageOperator.sol';
/**
* @title Algebra factory
* @notice Is used to deploy pools and its dataStorages
*/
contract AlgebraFactory is IAlgebraFactory {
/// @inheritdoc IAlgebraFactory
address public override owner;
/// @inheritdoc IAlgebraFactory
address public immutable override poolDeployer;
/// @inheritdoc IAlgebraFactory
address public override farmingAddress;
/// @inheritdoc IAlgebraFactory
address public override vaultAddress;
// values of constants for sigmoids in fee calculation formula
AdaptiveFee.Configuration public baseFeeConfiguration =
AdaptiveFee.Configuration(
3000 - Constants.BASE_FEE, // alpha1
15000 - 3000, // alpha2
360, // beta1
60000, // beta2
59, // gamma1
8500, // gamma2
0, // volumeBeta
10, // volumeGamma
Constants.BASE_FEE // baseFee
);
modifier onlyOwner() {
require(msg.sender == owner);
_;
}
/// @inheritdoc IAlgebraFactory
mapping(address => mapping(address => address)) public override poolByPair;
constructor(address _poolDeployer, address _vaultAddress) {
owner = msg.sender;
emit Owner(msg.sender);
poolDeployer = _poolDeployer;
vaultAddress = _vaultAddress;
}
/// @inheritdoc IAlgebraFactory
function createPool(address tokenA, address tokenB) external override returns (address pool) {
require(tokenA != tokenB);
(address token0, address token1) = tokenA < tokenB ? (tokenA, tokenB) : (tokenB, tokenA);
require(token0 != address(0));
require(poolByPair[token0][token1] == address(0));
IDataStorageOperator dataStorage = new DataStorageOperator(computeAddress(token0, token1));
dataStorage.changeFeeConfiguration(baseFeeConfiguration);
pool = IAlgebraPoolDeployer(poolDeployer).deploy(address(dataStorage), address(this), token0, token1);
poolByPair[token0][token1] = pool; // to avoid future addresses comparing we are populating the mapping twice
poolByPair[token1][token0] = pool;
emit Pool(token0, token1, pool);
}
/// @inheritdoc IAlgebraFactory
function setOwner(address _owner) external override onlyOwner {
require(owner != _owner);
emit Owner(_owner);
owner = _owner;
}
/// @inheritdoc IAlgebraFactory
function setFarmingAddress(address _farmingAddress) external override onlyOwner {
require(farmingAddress != _farmingAddress);
emit FarmingAddress(_farmingAddress);
farmingAddress = _farmingAddress;
}
/// @inheritdoc IAlgebraFactory
function setVaultAddress(address _vaultAddress) external override onlyOwner {
require(vaultAddress != _vaultAddress);
emit VaultAddress(_vaultAddress);
vaultAddress = _vaultAddress;
}
/// @inheritdoc IAlgebraFactory
function setBaseFeeConfiguration(
uint16 alpha1,
uint16 alpha2,
uint32 beta1,
uint32 beta2,
uint16 gamma1,
uint16 gamma2,
uint32 volumeBeta,
uint16 volumeGamma,
uint16 baseFee
) external override onlyOwner {
require(uint256(alpha1) + uint256(alpha2) + uint256(baseFee) <= type(uint16).max, 'Max fee exceeded');
require(gamma1 != 0 && gamma2 != 0 && volumeGamma != 0, 'Gammas must be > 0');
baseFeeConfiguration = AdaptiveFee.Configuration(alpha1, alpha2, beta1, beta2, gamma1, gamma2, volumeBeta, volumeGamma, baseFee);
emit FeeConfiguration(alpha1, alpha2, beta1, beta2, gamma1, gamma2, volumeBeta, volumeGamma, baseFee);
}
bytes32 internal constant POOL_INIT_CODE_HASH = 0x6ec6c9c8091d160c0aa74b2b14ba9c1717e95093bd3ac085cee99a49aab294a4;
/// @notice Deterministically computes the pool address given the factory and PoolKey
/// @param token0 first token
/// @param token1 second token
/// @return pool The contract address of the Algebra pool
function computeAddress(address token0, address token1) internal view returns (address pool) {
pool = address(uint256(keccak256(abi.encodePacked(hex'ff', poolDeployer, keccak256(abi.encode(token0, token1)), POOL_INIT_CODE_HASH))));
}
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/**
* @title The interface for the Algebra Factory
* @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
* https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
*/
interface IAlgebraFactory {
/**
* @notice Emitted when the owner of the factory is changed
* @param newOwner The owner after the owner was changed
*/
event Owner(address indexed newOwner);
/**
* @notice Emitted when the vault address is changed
* @param newVaultAddress The vault address after the address was changed
*/
event VaultAddress(address indexed newVaultAddress);
/**
* @notice Emitted when a pool is created
* @param token0 The first token of the pool by address sort order
* @param token1 The second token of the pool by address sort order
* @param pool The address of the created pool
*/
event Pool(address indexed token0, address indexed token1, address pool);
/**
* @notice Emitted when the farming address is changed
* @param newFarmingAddress The farming address after the address was changed
*/
event FarmingAddress(address indexed newFarmingAddress);
event FeeConfiguration(
uint16 alpha1,
uint16 alpha2,
uint32 beta1,
uint32 beta2,
uint16 gamma1,
uint16 gamma2,
uint32 volumeBeta,
uint16 volumeGamma,
uint16 baseFee
);
/**
* @notice Returns the current owner of the factory
* @dev Can be changed by the current owner via setOwner
* @return The address of the factory owner
*/
function owner() external view returns (address);
/**
* @notice Returns the current poolDeployerAddress
* @return The address of the poolDeployer
*/
function poolDeployer() external view returns (address);
/**
* @dev Is retrieved from the pools to restrict calling
* certain functions not by a tokenomics contract
* @return The tokenomics contract address
*/
function farmingAddress() external view returns (address);
function vaultAddress() external view returns (address);
/**
* @notice Returns the pool address for a given pair of tokens and a fee, or address 0 if it does not exist
* @dev tokenA and tokenB may be passed in either token0/token1 or token1/token0 order
* @param tokenA The contract address of either token0 or token1
* @param tokenB The contract address of the other token
* @return pool The pool address
*/
function poolByPair(address tokenA, address tokenB) external view returns (address pool);
/**
* @notice Creates a pool for the given two tokens and fee
* @param tokenA One of the two tokens in the desired pool
* @param tokenB The other of the two tokens in the desired pool
* @dev tokenA and tokenB may be passed in either order: token0/token1 or token1/token0. tickSpacing is retrieved
* from the fee. The call will revert if the pool already exists, the fee is invalid, or the token arguments
* are invalid.
* @return pool The address of the newly created pool
*/
function createPool(address tokenA, address tokenB) external returns (address pool);
/**
* @notice Updates the owner of the factory
* @dev Must be called by the current owner
* @param _owner The new owner of the factory
*/
function setOwner(address _owner) external;
/**
* @dev updates tokenomics address on the factory
* @param _farmingAddress The new tokenomics contract address
*/
function setFarmingAddress(address _farmingAddress) external;
/**
* @dev updates vault address on the factory
* @param _vaultAddress The new vault contract address
*/
function setVaultAddress(address _vaultAddress) external;
/**
* @notice Changes initial fee configuration for new pools
* @dev changes coefficients for sigmoids: α / (1 + e^( (β-x) / γ))
* alpha1 + alpha2 + baseFee (max possible fee) must be <= type(uint16).max
* gammas must be > 0
* @param alpha1 max value of the first sigmoid
* @param alpha2 max value of the second sigmoid
* @param beta1 shift along the x-axis for the first sigmoid
* @param beta2 shift along the x-axis for the second sigmoid
* @param gamma1 horizontal stretch factor for the first sigmoid
* @param gamma2 horizontal stretch factor for the second sigmoid
* @param volumeBeta shift along the x-axis for the outer volume-sigmoid
* @param volumeGamma horizontal stretch factor the outer volume-sigmoid
* @param baseFee minimum possible fee
*/
function setBaseFeeConfiguration(
uint16 alpha1,
uint16 alpha2,
uint32 beta1,
uint32 beta2,
uint16 gamma1,
uint16 gamma2,
uint32 volumeBeta,
uint16 volumeGamma,
uint16 baseFee
) external;
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/**
* @title An interface for a contract that is capable of deploying Algebra Pools
* @notice A contract that constructs a pool must implement this to pass arguments to the pool
* @dev This is used to avoid having constructor arguments in the pool contract, which results in the init code hash
* of the pool being constant allowing the CREATE2 address of the pool to be cheaply computed on-chain.
* Credit to Uniswap Labs under GPL-2.0-or-later license:
* https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
*/
interface IAlgebraPoolDeployer {
/**
* @notice Emitted when the factory address is changed
* @param factory The factory address after the address was changed
*/
event Factory(address indexed factory);
/**
* @notice Get the parameters to be used in constructing the pool, set transiently during pool creation.
* @dev Called by the pool constructor to fetch the parameters of the pool
* Returns dataStorage The pools associated dataStorage
* Returns factory The factory address
* Returns token0 The first token of the pool by address sort order
* Returns token1 The second token of the pool by address sort order
*/
function parameters()
external
view
returns (
address dataStorage,
address factory,
address token0,
address token1
);
/**
* @dev Deploys a pool with the given parameters by transiently setting the parameters storage slot and then
* clearing it after deploying the pool.
* @param dataStorage The pools associated dataStorage
* @param factory The contract address of the Algebra factory
* @param token0 The first token of the pool by address sort order
* @param token1 The second token of the pool by address sort order
* @return pool The deployed pool's address
*/
function deploy(
address dataStorage,
address factory,
address token0,
address token1
) external returns (address pool);
/**
* @dev Sets the factory address to the poolDeployer for permissioned actions
* @param factory The address of the Algebra factory
*/
function setFactory(address factory) external;
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
pragma abicoder v2;
import '../libraries/AdaptiveFee.sol';
interface IDataStorageOperator {
event FeeConfiguration(AdaptiveFee.Configuration feeConfig);
/**
* @notice Returns data belonging to a certain timepoint
* @param index The index of timepoint in the array
* @dev There is more convenient function to fetch a timepoint: observe(). Which requires not an index but seconds
* @return initialized Whether the timepoint has been initialized and the values are safe to use,
* blockTimestamp The timestamp of the observation,
* tickCumulative The tick multiplied by seconds elapsed for the life of the pool as of the timepoint timestamp,
* secondsPerLiquidityCumulative The seconds per in range liquidity for the life of the pool as of the timepoint timestamp,
* volatilityCumulative Cumulative standard deviation for the life of the pool as of the timepoint timestamp,
* averageTick Time-weighted average tick,
* volumePerLiquidityCumulative Cumulative swap volume per liquidity for the life of the pool as of the timepoint timestamp
*/
function timepoints(uint256 index)
external
view
returns (
bool initialized,
uint32 blockTimestamp,
int56 tickCumulative,
uint160 secondsPerLiquidityCumulative,
uint88 volatilityCumulative,
int24 averageTick,
uint144 volumePerLiquidityCumulative
);
/// @notice Initialize the dataStorage array by writing the first slot. Called once for the lifecycle of the timepoints array
/// @param time The time of the dataStorage initialization, via block.timestamp truncated to uint32
/// @param tick Initial tick
function initialize(uint32 time, int24 tick) external;
/// @dev Reverts if an timepoint at or before the desired timepoint timestamp does not exist.
/// 0 may be passed as `secondsAgo' to return the current cumulative values.
/// If called with a timestamp falling between two timepoints, returns the counterfactual accumulator values
/// at exactly the timestamp between the two timepoints.
/// @param time The current block timestamp
/// @param secondsAgo The amount of time to look back, in seconds, at which point to return an timepoint
/// @param tick The current tick
/// @param index The index of the timepoint that was most recently written to the timepoints array
/// @param liquidity The current in-range pool liquidity
/// @return tickCumulative The cumulative tick since the pool was first initialized, as of `secondsAgo`
/// @return secondsPerLiquidityCumulative The cumulative seconds / max(1, liquidity) since the pool was first initialized, as of `secondsAgo`
/// @return volatilityCumulative The cumulative volatility value since the pool was first initialized, as of `secondsAgo`
/// @return volumePerAvgLiquidity The cumulative volume per liquidity value since the pool was first initialized, as of `secondsAgo`
function getSingleTimepoint(
uint32 time,
uint32 secondsAgo,
int24 tick,
uint16 index,
uint128 liquidity
)
external
view
returns (
int56 tickCumulative,
uint160 secondsPerLiquidityCumulative,
uint112 volatilityCumulative,
uint256 volumePerAvgLiquidity
);
/// @notice Returns the accumulator values as of each time seconds ago from the given time in the array of `secondsAgos`
/// @dev Reverts if `secondsAgos` > oldest timepoint
/// @param time The current block.timestamp
/// @param secondsAgos Each amount of time to look back, in seconds, at which point to return an timepoint
/// @param tick The current tick
/// @param index The index of the timepoint that was most recently written to the timepoints array
/// @param liquidity The current in-range pool liquidity
/// @return tickCumulatives The cumulative tick since the pool was first initialized, as of each `secondsAgo`
/// @return secondsPerLiquidityCumulatives The cumulative seconds / max(1, liquidity) since the pool was first initialized, as of each `secondsAgo`
/// @return volatilityCumulatives The cumulative volatility values since the pool was first initialized, as of each `secondsAgo`
/// @return volumePerAvgLiquiditys The cumulative volume per liquidity values since the pool was first initialized, as of each `secondsAgo`
function getTimepoints(
uint32 time,
uint32[] memory secondsAgos,
int24 tick,
uint16 index,
uint128 liquidity
)
external
view
returns (
int56[] memory tickCumulatives,
uint160[] memory secondsPerLiquidityCumulatives,
uint112[] memory volatilityCumulatives,
uint256[] memory volumePerAvgLiquiditys
);
/// @notice Returns average volatility in the range from time-WINDOW to time
/// @param time The current block.timestamp
/// @param tick The current tick
/// @param index The index of the timepoint that was most recently written to the timepoints array
/// @param liquidity The current in-range pool liquidity
/// @return TWVolatilityAverage The average volatility in the recent range
/// @return TWVolumePerLiqAverage The average volume per liquidity in the recent range
function getAverages(
uint32 time,
int24 tick,
uint16 index,
uint128 liquidity
) external view returns (uint112 TWVolatilityAverage, uint256 TWVolumePerLiqAverage);
/// @notice Writes an dataStorage timepoint to the array
/// @dev Writable at most once per block. Index represents the most recently written element. index must be tracked externally.
/// @param index The index of the timepoint that was most recently written to the timepoints array
/// @param blockTimestamp The timestamp of the new timepoint
/// @param tick The active tick at the time of the new timepoint
/// @param liquidity The total in-range liquidity at the time of the new timepoint
/// @param volumePerLiquidity The gmean(volumes)/liquidity at the time of the new timepoint
/// @return indexUpdated The new index of the most recently written element in the dataStorage array
function write(
uint16 index,
uint32 blockTimestamp,
int24 tick,
uint128 liquidity,
uint128 volumePerLiquidity
) external returns (uint16 indexUpdated);
/// @notice Changes fee configuration for the pool
function changeFeeConfiguration(AdaptiveFee.Configuration calldata feeConfig) external;
/// @notice Calculates gmean(volume/liquidity) for block
/// @param liquidity The current in-range pool liquidity
/// @param amount0 Total amount of swapped token0
/// @param amount1 Total amount of swapped token1
/// @return volumePerLiquidity gmean(volume/liquidity) capped by 100000 << 64
function calculateVolumePerLiquidity(
uint128 liquidity,
int256 amount0,
int256 amount1
) external pure returns (uint128 volumePerLiquidity);
/// @return windowLength Length of window used to calculate averages
function window() external view returns (uint32 windowLength);
/// @notice Calculates fee based on combination of sigmoids
/// @param time The current block.timestamp
/// @param tick The current tick
/// @param index The index of the timepoint that was most recently written to the timepoints array
/// @param liquidity The current in-range pool liquidity
/// @return fee The fee in hundredths of a bip, i.e. 1e-6
function getFee(
uint32 time,
int24 tick,
uint16 index,
uint128 liquidity
) external view returns (uint16 fee);
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
import './Constants.sol';
/// @title AdaptiveFee
/// @notice Calculates fee based on combination of sigmoids
library AdaptiveFee {
// alpha1 + alpha2 + baseFee must be <= type(uint16).max
struct Configuration {
uint16 alpha1; // max value of the first sigmoid
uint16 alpha2; // max value of the second sigmoid
uint32 beta1; // shift along the x-axis for the first sigmoid
uint32 beta2; // shift along the x-axis for the second sigmoid
uint16 gamma1; // horizontal stretch factor for the first sigmoid
uint16 gamma2; // horizontal stretch factor for the second sigmoid
uint32 volumeBeta; // shift along the x-axis for the outer volume-sigmoid
uint16 volumeGamma; // horizontal stretch factor the outer volume-sigmoid
uint16 baseFee; // minimum possible fee
}
/// @notice Calculates fee based on formula:
/// baseFee + sigmoidVolume(sigmoid1(volatility, volumePerLiquidity) + sigmoid2(volatility, volumePerLiquidity))
/// maximum value capped by baseFee + alpha1 + alpha2
function getFee(
uint88 volatility,
uint256 volumePerLiquidity,
Configuration memory config
) internal pure returns (uint16 fee) {
uint256 sumOfSigmoids = sigmoid(volatility, config.gamma1, config.alpha1, config.beta1) +
sigmoid(volatility, config.gamma2, config.alpha2, config.beta2);
if (sumOfSigmoids > type(uint16).max) {
// should be impossible, just in case
sumOfSigmoids = type(uint16).max;
}
return uint16(config.baseFee + sigmoid(volumePerLiquidity, config.volumeGamma, uint16(sumOfSigmoids), config.volumeBeta)); // safe since alpha1 + alpha2 + baseFee _must_ be <= type(uint16).max
}
/// @notice calculates α / (1 + e^( (β-x) / γ))
/// that is a sigmoid with a maximum value of α, x-shifted by β, and stretched by γ
/// @dev returns uint256 for fuzzy testing. Guaranteed that the result is not greater than alpha
function sigmoid(
uint256 x,
uint16 g,
uint16 alpha,
uint256 beta
) internal pure returns (uint256 res) {
if (x > beta) {
x = x - beta;
if (x >= 6 * uint256(g)) return alpha; // so x < 19 bits
uint256 g8 = uint256(g)**8; // < 128 bits (8*16)
uint256 ex = exp(x, g, g8); // < 155 bits
res = (alpha * ex) / (g8 + ex); // in worst case: (16 + 155 bits) / 155 bits
// so res <= alpha
} else {
x = beta - x;
if (x >= 6 * uint256(g)) return 0; // so x < 19 bits
uint256 g8 = uint256(g)**8; // < 128 bits (8*16)
uint256 ex = g8 + exp(x, g, g8); // < 156 bits
res = (alpha * g8) / ex; // in worst case: (16 + 128 bits) / 156 bits
// g8 <= ex, so res <= alpha
}
}
/// @notice calculates e^(x/g) * g^8 in a series, since (around zero):
/// e^x = 1 + x + x^2/2 + ... + x^n/n! + ...
/// e^(x/g) = 1 + x/g + x^2/(2*g^2) + ... + x^(n)/(g^n * n!) + ...
function exp(
uint256 x,
uint16 g,
uint256 gHighestDegree
) internal pure returns (uint256 res) {
// calculating:
// g**8 + x * g**7 + (x**2 * g**6) / 2 + (x**3 * g**5) / 6 + (x**4 * g**4) / 24 + (x**5 * g**3) / 120 + (x**6 * g^2) / 720 + x**7 * g / 5040 + x**8 / 40320
// x**8 < 152 bits (19*8) and g**8 < 128 bits (8*16)
// so each summand < 152 bits and res < 155 bits
uint256 xLowestDegree = x;
res = gHighestDegree; // g**8
gHighestDegree /= g; // g**7
res += xLowestDegree * gHighestDegree;
gHighestDegree /= g; // g**6
xLowestDegree *= x; // x**2
res += (xLowestDegree * gHighestDegree) / 2;
gHighestDegree /= g; // g**5
xLowestDegree *= x; // x**3
res += (xLowestDegree * gHighestDegree) / 6;
gHighestDegree /= g; // g**4
xLowestDegree *= x; // x**4
res += (xLowestDegree * gHighestDegree) / 24;
gHighestDegree /= g; // g**3
xLowestDegree *= x; // x**5
res += (xLowestDegree * gHighestDegree) / 120;
gHighestDegree /= g; // g**2
xLowestDegree *= x; // x**6
res += (xLowestDegree * gHighestDegree) / 720;
xLowestDegree *= x; // x**7
res += (xLowestDegree * g) / 5040 + (xLowestDegree * x) / (40320);
}
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
pragma abicoder v2;
import './interfaces/IAlgebraFactory.sol';
import './interfaces/IDataStorageOperator.sol';
import './libraries/DataStorage.sol';
import './libraries/Sqrt.sol';
import './libraries/AdaptiveFee.sol';
import './libraries/Constants.sol';
contract DataStorageOperator is IDataStorageOperator {
uint256 constant UINT16_MODULO = 65536;
uint128 constant MAX_VOLUME_PER_LIQUIDITY = 100000 << 64; // maximum meaningful ratio of volume to liquidity
using DataStorage for DataStorage.Timepoint[UINT16_MODULO];
DataStorage.Timepoint[UINT16_MODULO] public override timepoints;
AdaptiveFee.Configuration public feeConfig;
address private immutable pool;
address private immutable factory;
modifier onlyPool() {
require(msg.sender == pool, 'only pool can call this');
_;
}
constructor(address _pool) {
factory = msg.sender;
pool = _pool;
}
/// @inheritdoc IDataStorageOperator
function initialize(uint32 time, int24 tick) external override onlyPool {
return timepoints.initialize(time, tick);
}
/// @inheritdoc IDataStorageOperator
function changeFeeConfiguration(AdaptiveFee.Configuration calldata _feeConfig) external override {
require(msg.sender == factory || msg.sender == IAlgebraFactory(factory).owner());
require(uint256(_feeConfig.alpha1) + uint256(_feeConfig.alpha2) + uint256(_feeConfig.baseFee) <= type(uint16).max, 'Max fee exceeded');
require(_feeConfig.gamma1 != 0 && _feeConfig.gamma2 != 0 && _feeConfig.volumeGamma != 0, 'Gammas must be > 0');
feeConfig = _feeConfig;
emit FeeConfiguration(_feeConfig);
}
/// @inheritdoc IDataStorageOperator
function getSingleTimepoint(
uint32 time,
uint32 secondsAgo,
int24 tick,
uint16 index,
uint128 liquidity
)
external
view
override
onlyPool
returns (
int56 tickCumulative,
uint160 secondsPerLiquidityCumulative,
uint112 volatilityCumulative,
uint256 volumePerAvgLiquidity
)
{
uint16 oldestIndex;
// check if we have overflow in the past
uint16 nextIndex = index + 1; // considering overflow
if (timepoints[nextIndex].initialized) {
oldestIndex = nextIndex;
}
DataStorage.Timepoint memory result = timepoints.getSingleTimepoint(time, secondsAgo, tick, index, oldestIndex, liquidity);
(tickCumulative, secondsPerLiquidityCumulative, volatilityCumulative, volumePerAvgLiquidity) = (
result.tickCumulative,
result.secondsPerLiquidityCumulative,
result.volatilityCumulative,
result.volumePerLiquidityCumulative
);
}
/// @inheritdoc IDataStorageOperator
function getTimepoints(
uint32 time,
uint32[] memory secondsAgos,
int24 tick,
uint16 index,
uint128 liquidity
)
external
view
override
onlyPool
returns (
int56[] memory tickCumulatives,
uint160[] memory secondsPerLiquidityCumulatives,
uint112[] memory volatilityCumulatives,
uint256[] memory volumePerAvgLiquiditys
)
{
return timepoints.getTimepoints(time, secondsAgos, tick, index, liquidity);
}
/// @inheritdoc IDataStorageOperator
function getAverages(
uint32 time,
int24 tick,
uint16 index,
uint128 liquidity
) external view override onlyPool returns (uint112 TWVolatilityAverage, uint256 TWVolumePerLiqAverage) {
return timepoints.getAverages(time, tick, index, liquidity);
}
/// @inheritdoc IDataStorageOperator
function write(
uint16 index,
uint32 blockTimestamp,
int24 tick,
uint128 liquidity,
uint128 volumePerLiquidity
) external override onlyPool returns (uint16 indexUpdated) {
return timepoints.write(index, blockTimestamp, tick, liquidity, volumePerLiquidity);
}
/// @inheritdoc IDataStorageOperator
function calculateVolumePerLiquidity(
uint128 liquidity,
int256 amount0,
int256 amount1
) external pure override returns (uint128 volumePerLiquidity) {
uint256 volume = Sqrt.sqrtAbs(amount0) * Sqrt.sqrtAbs(amount1);
uint256 volumeShifted;
if (volume >= 2**192) volumeShifted = (type(uint256).max) / (liquidity > 0 ? liquidity : 1);
else volumeShifted = (volume << 64) / (liquidity > 0 ? liquidity : 1);
if (volumeShifted >= MAX_VOLUME_PER_LIQUIDITY) return MAX_VOLUME_PER_LIQUIDITY;
else return uint128(volumeShifted);
}
/// @inheritdoc IDataStorageOperator
function window() external pure override returns (uint32) {
return DataStorage.WINDOW;
}
/// @inheritdoc IDataStorageOperator
function getFee(
uint32 _time,
int24 _tick,
uint16 _index,
uint128 _liquidity
) external view override onlyPool returns (uint16 fee) {
(uint88 volatilityAverage, uint256 volumePerLiqAverage) = timepoints.getAverages(_time, _tick, _index, _liquidity);
return AdaptiveFee.getFee(volatilityAverage / 15, volumePerLiqAverage, feeConfig);
}
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity =0.7.6;
library Constants {
uint8 internal constant RESOLUTION = 96;
uint256 internal constant Q96 = 0x1000000000000000000000000;
uint256 internal constant Q128 = 0x100000000000000000000000000000000;
// fee value in hundredths of a bip, i.e. 1e-6
uint16 internal constant BASE_FEE = 100;
int24 internal constant TICK_SPACING = 60;
// max(uint128) / ( (MAX_TICK - MIN_TICK) / TICK_SPACING )
uint128 internal constant MAX_LIQUIDITY_PER_TICK = 11505743598341114571880798222544994;
uint32 internal constant MAX_LIQUIDITY_COOLDOWN = 1 days;
uint8 internal constant MAX_COMMUNITY_FEE = 250;
uint256 internal constant COMMUNITY_FEE_DENOMINATOR = 1000;
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
import './FullMath.sol';
/// @title DataStorage
/// @notice Provides price, liquidity, volatility data useful for a wide variety of system designs
/// @dev Instances of stored dataStorage data, "timepoints", are collected in the dataStorage array
/// Timepoints are overwritten when the full length of the dataStorage array is populated.
/// The most recent timepoint is available by passing 0 to getSingleTimepoint()
library DataStorage {
uint32 public constant WINDOW = 1 days;
uint256 private constant UINT16_MODULO = 65536;
struct Timepoint {
bool initialized; // whether or not the timepoint is initialized
uint32 blockTimestamp; // the block timestamp of the timepoint
int56 tickCumulative; // the tick accumulator, i.e. tick * time elapsed since the pool was first initialized
uint160 secondsPerLiquidityCumulative; // the seconds per liquidity since the pool was first initialized
uint88 volatilityCumulative; // the volatility accumulator; overflow after ~34800 years is desired :)
int24 averageTick; // average tick at this blockTimestamp
uint144 volumePerLiquidityCumulative; // the gmean(volumes)/liquidity accumulator
}
/// @notice Calculates volatility between two sequential timepoints with resampling to 1 sec frequency
/// @param dt Timedelta between timepoints, must be within uint32 range
/// @param tick0 The tick at the left timepoint, must be within int24 range
/// @param tick1 The tick at the right timepoint, must be within int24 range
/// @param avgTick0 The average tick at the left timepoint, must be within int24 range
/// @param avgTick1 The average tick at the right timepoint, must be within int24 range
/// @return volatility The volatility between two sequential timepoints
/// If the requirements for the parameters are met, it always fits 88 bits
function _volatilityOnRange(
int256 dt,
int256 tick0,
int256 tick1,
int256 avgTick0,
int256 avgTick1
) internal pure returns (uint256 volatility) {
// On the time interval from the previous timepoint to the current
// we can represent tick and average tick change as two straight lines:
// tick = k*t + b, where k and b are some constants
// avgTick = p*t + q, where p and q are some constants
// we want to get sum of (tick(t) - avgTick(t))^2 for every t in the interval (0; dt]
// so: (tick(t) - avgTick(t))^2 = ((k*t + b) - (p*t + q))^2 = (k-p)^2 * t^2 + 2(k-p)(b-q)t + (b-q)^2
// since everything except t is a constant, we need to use progressions for t and t^2:
// sum(t) for t from 1 to dt = dt*(dt + 1)/2 = sumOfSequence
// sum(t^2) for t from 1 to dt = dt*(dt+1)*(2dt + 1)/6 = sumOfSquares
// so result will be: (k-p)^2 * sumOfSquares + 2(k-p)(b-q)*sumOfSequence + dt*(b-q)^2
int256 K = (tick1 - tick0) - (avgTick1 - avgTick0); // (k - p)*dt
int256 B = (tick0 - avgTick0) * dt; // (b - q)*dt
int256 sumOfSquares = (dt * (dt + 1) * (2 * dt + 1)); // sumOfSquares * 6
int256 sumOfSequence = (dt * (dt + 1)); // sumOfSequence * 2
volatility = uint256((K**2 * sumOfSquares + 6 * B * K * sumOfSequence + 6 * dt * B**2) / (6 * dt**2));
}
/// @notice Transforms a previous timepoint into a new timepoint, given the passage of time and the current tick and liquidity values
/// @dev blockTimestamp _must_ be chronologically equal to or greater than last.blockTimestamp, safe for 0 or 1 overflows
/// @param last The specified timepoint to be used in creation of new timepoint
/// @param blockTimestamp The timestamp of the new timepoint
/// @param tick The active tick at the time of the new timepoint
/// @param prevTick The active tick at the time of the last timepoint
/// @param liquidity The total in-range liquidity at the time of the new timepoint
/// @param averageTick The average tick at the time of the new timepoint
/// @param volumePerLiquidity The gmean(volumes)/liquidity at the time of the new timepoint
/// @return Timepoint The newly populated timepoint
function createNewTimepoint(
Timepoint memory last,
uint32 blockTimestamp,
int24 tick,
int24 prevTick,
uint128 liquidity,
int24 averageTick,
uint128 volumePerLiquidity
) private pure returns (Timepoint memory) {
uint32 delta = blockTimestamp - last.blockTimestamp;
last.initialized = true;
last.blockTimestamp = blockTimestamp;
last.tickCumulative += int56(tick) * delta;
last.secondsPerLiquidityCumulative += ((uint160(delta) << 128) / (liquidity > 0 ? liquidity : 1)); // just timedelta if liquidity == 0
last.volatilityCumulative += uint88(_volatilityOnRange(delta, prevTick, tick, last.averageTick, averageTick)); // always fits 88 bits
last.averageTick = averageTick;
last.volumePerLiquidityCumulative += volumePerLiquidity;
return last;
}
/// @notice comparator for 32-bit timestamps
/// @dev safe for 0 or 1 overflows, a and b _must_ be chronologically before or equal to currentTime
/// @param a A comparison timestamp from which to determine the relative position of `currentTime`
/// @param b From which to determine the relative position of `currentTime`
/// @param currentTime A timestamp truncated to 32 bits
/// @return res Whether `a` is chronologically <= `b`
function lteConsideringOverflow(
uint32 a,
uint32 b,
uint32 currentTime
) private pure returns (bool res) {
res = a > currentTime;
if (res == b > currentTime) res = a <= b; // if both are on the same side
}
/// @dev guaranteed that the result is within the bounds of int24
/// returns int256 for fuzzy tests
function _getAverageTick(
Timepoint[UINT16_MODULO] storage self,
uint32 time,
int24 tick,
uint16 index,
uint16 oldestIndex,
uint32 lastTimestamp,
int56 lastTickCumulative
) internal view returns (int256 avgTick) {
uint32 oldestTimestamp = self[oldestIndex].blockTimestamp;
int56 oldestTickCumulative = self[oldestIndex].tickCumulative;
if (lteConsideringOverflow(oldestTimestamp, time - WINDOW, time)) {
if (lteConsideringOverflow(lastTimestamp, time - WINDOW, time)) {
index -= 1; // considering underflow
Timepoint storage startTimepoint = self[index];
avgTick = startTimepoint.initialized
? (lastTickCumulative - startTimepoint.tickCumulative) / (lastTimestamp - startTimepoint.blockTimestamp)
: tick;
} else {
Timepoint memory startOfWindow = getSingleTimepoint(self, time, WINDOW, tick, index, oldestIndex, 0);
// current-WINDOW last current
// _________*____________*_______*_
// ||||||||||||
avgTick = (lastTickCumulative - startOfWindow.tickCumulative) / (lastTimestamp - time + WINDOW);
}
} else {
avgTick = (lastTimestamp == oldestTimestamp) ? tick : (lastTickCumulative - oldestTickCumulative) / (lastTimestamp - oldestTimestamp);
}
}
/// @notice Fetches the timepoints beforeOrAt and atOrAfter a target, i.e. where [beforeOrAt, atOrAfter] is satisfied.
/// The result may be the same timepoint, or adjacent timepoints.
/// @dev The answer must be contained in the array, used when the target is located within the stored timepoint
/// boundaries: older than the most recent timepoint and younger, or the same age as, the oldest timepoint
/// @param self The stored dataStorage array
/// @param time The current block.timestamp
/// @param target The timestamp at which the reserved timepoint should be for
/// @param lastIndex The index of the timepoint that was most recently written to the timepoints array
/// @param oldestIndex The index of the oldest timepoint in the timepoints array
/// @return beforeOrAt The timepoint recorded before, or at, the target
/// @return atOrAfter The timepoint recorded at, or after, the target
function binarySearch(
Timepoint[UINT16_MODULO] storage self,
uint32 time,
uint32 target,
uint16 lastIndex,
uint16 oldestIndex
) private view returns (Timepoint storage beforeOrAt, Timepoint storage atOrAfter) {
uint256 left = oldestIndex; // oldest timepoint
uint256 right = lastIndex >= oldestIndex ? lastIndex : lastIndex + UINT16_MODULO; // newest timepoint considering one index overflow
uint256 current = (left + right) >> 1; // "middle" point between the boundaries
do {
beforeOrAt = self[uint16(current)]; // checking the "middle" point between the boundaries
(bool initializedBefore, uint32 timestampBefore) = (beforeOrAt.initialized, beforeOrAt.blockTimestamp);
if (initializedBefore) {
if (lteConsideringOverflow(timestampBefore, target, time)) {
// is current point before or at `target`?
atOrAfter = self[uint16(current + 1)]; // checking the next point after "middle"
(bool initializedAfter, uint32 timestampAfter) = (atOrAfter.initialized, atOrAfter.blockTimestamp);
if (initializedAfter) {
if (lteConsideringOverflow(target, timestampAfter, time)) {
// is the "next" point after or at `target`?
return (beforeOrAt, atOrAfter); // the only fully correct way to finish
}
left = current + 1; // "next" point is before the `target`, so looking in the right half
} else {
// beforeOrAt is initialized and <= target, and next timepoint is uninitialized
// should be impossible if initial boundaries and `target` are correct
return (beforeOrAt, beforeOrAt);
}
} else {
right = current - 1; // current point is after the `target`, so looking in the left half
}
} else {
// we've landed on an uninitialized timepoint, keep searching higher
// should be impossible if initial boundaries and `target` are correct
left = current + 1;
}
current = (left + right) >> 1; // calculating the new "middle" point index after updating the bounds
} while (true);
atOrAfter = beforeOrAt; // code is unreachable, to suppress compiler warning
assert(false);
}
/// @dev Reverts if an timepoint at or before the desired timepoint timestamp does not exist.
/// 0 may be passed as `secondsAgo' to return the current cumulative values.
/// If called with a timestamp falling between two timepoints, returns the counterfactual accumulator values
/// at exactly the timestamp between the two timepoints.
/// @param self The stored dataStorage array
/// @param time The current block timestamp
/// @param secondsAgo The amount of time to look back, in seconds, at which point to return an timepoint
/// @param tick The current tick
/// @param index The index of the timepoint that was most recently written to the timepoints array
/// @param oldestIndex The index of the oldest timepoint
/// @param liquidity The current in-range pool liquidity
/// @return targetTimepoint desired timepoint or it's approximation
function getSingleTimepoint(
Timepoint[UINT16_MODULO] storage self,
uint32 time,
uint32 secondsAgo,
int24 tick,
uint16 index,
uint16 oldestIndex,
uint128 liquidity
) internal view returns (Timepoint memory targetTimepoint) {
uint32 target = time - secondsAgo;
// if target is newer than last timepoint
if (secondsAgo == 0 || lteConsideringOverflow(self[index].blockTimestamp, target, time)) {
Timepoint memory last = self[index];
if (last.blockTimestamp == target) {
return last;
} else {
// otherwise, we need to add new timepoint
int24 avgTick = int24(_getAverageTick(self, time, tick, index, oldestIndex, last.blockTimestamp, last.tickCumulative));
int24 prevTick = tick;
{
if (index != oldestIndex) {
Timepoint memory prevLast;
Timepoint storage _prevLast = self[index - 1]; // considering index underflow
prevLast.blockTimestamp = _prevLast.blockTimestamp;
prevLast.tickCumulative = _prevLast.tickCumulative;
prevTick = int24((last.tickCumulative - prevLast.tickCumulative) / (last.blockTimestamp - prevLast.blockTimestamp));
}
}
return createNewTimepoint(last, target, tick, prevTick, liquidity, avgTick, 0);
}
}
require(lteConsideringOverflow(self[oldestIndex].blockTimestamp, target, time), 'OLD');
(Timepoint memory beforeOrAt, Timepoint memory atOrAfter) = binarySearch(self, time, target, index, oldestIndex);
if (target == atOrAfter.blockTimestamp) {
return atOrAfter; // we're at the right boundary
}
if (target != beforeOrAt.blockTimestamp) {
// we're in the middle
uint32 timepointTimeDelta = atOrAfter.blockTimestamp - beforeOrAt.blockTimestamp;
uint32 targetDelta = target - beforeOrAt.blockTimestamp;
// For gas savings the resulting point is written to beforeAt
beforeOrAt.tickCumulative += ((atOrAfter.tickCumulative - beforeOrAt.tickCumulative) / timepointTimeDelta) * targetDelta;
beforeOrAt.secondsPerLiquidityCumulative += uint160(
(uint256(atOrAfter.secondsPerLiquidityCumulative - beforeOrAt.secondsPerLiquidityCumulative) * targetDelta) / timepointTimeDelta
);
beforeOrAt.volatilityCumulative += ((atOrAfter.volatilityCumulative - beforeOrAt.volatilityCumulative) / timepointTimeDelta) * targetDelta;
beforeOrAt.volumePerLiquidityCumulative +=
((atOrAfter.volumePerLiquidityCumulative - beforeOrAt.volumePerLiquidityCumulative) / timepointTimeDelta) *
targetDelta;
}
// we're at the left boundary or at the middle
return beforeOrAt;
}
/// @notice Returns the accumulator values as of each time seconds ago from the given time in the array of `secondsAgos`
/// @dev Reverts if `secondsAgos` > oldest timepoint
/// @param self The stored dataStorage array
/// @param time The current block.timestamp
/// @param secondsAgos Each amount of time to look back, in seconds, at which point to return an timepoint
/// @param tick The current tick
/// @param index The index of the timepoint that was most recently written to the timepoints array
/// @param liquidity The current in-range pool liquidity
/// @return tickCumulatives The tick * time elapsed since the pool was first initialized, as of each `secondsAgo`
/// @return secondsPerLiquidityCumulatives The cumulative seconds / max(1, liquidity) since the pool was first initialized, as of each `secondsAgo`
/// @return volatilityCumulatives The cumulative volatility values since the pool was first initialized, as of each `secondsAgo`
/// @return volumePerAvgLiquiditys The cumulative volume per liquidity values since the pool was first initialized, as of each `secondsAgo`
function getTimepoints(
Timepoint[UINT16_MODULO] storage self,
uint32 time,
uint32[] memory secondsAgos,
int24 tick,
uint16 index,
uint128 liquidity
)
internal
view
returns (
int56[] memory tickCumulatives,
uint160[] memory secondsPerLiquidityCumulatives,
uint112[] memory volatilityCumulatives,
uint256[] memory volumePerAvgLiquiditys
)
{
tickCumulatives = new int56[](secondsAgos.length);
secondsPerLiquidityCumulatives = new uint160[](secondsAgos.length);
volatilityCumulatives = new uint112[](secondsAgos.length);
volumePerAvgLiquiditys = new uint256[](secondsAgos.length);
uint16 oldestIndex;
// check if we have overflow in the past
uint16 nextIndex = index + 1; // considering overflow
if (self[nextIndex].initialized) {
oldestIndex = nextIndex;
}
Timepoint memory current;
for (uint256 i = 0; i < secondsAgos.length; i++) {
current = getSingleTimepoint(self, time, secondsAgos[i], tick, index, oldestIndex, liquidity);
(tickCumulatives[i], secondsPerLiquidityCumulatives[i], volatilityCumulatives[i], volumePerAvgLiquiditys[i]) = (
current.tickCumulative,
current.secondsPerLiquidityCumulative,
current.volatilityCumulative,
current.volumePerLiquidityCumulative
);
}
}
/// @notice Returns average volatility in the range from time-WINDOW to time
/// @param self The stored dataStorage array
/// @param time The current block.timestamp
/// @param tick The current tick
/// @param index The index of the timepoint that was most recently written to the timepoints array
/// @param liquidity The current in-range pool liquidity
/// @return volatilityAverage The average volatility in the recent range
/// @return volumePerLiqAverage The average volume per liquidity in the recent range
function getAverages(
Timepoint[UINT16_MODULO] storage self,
uint32 time,
int24 tick,
uint16 index,
uint128 liquidity
) internal view returns (uint88 volatilityAverage, uint256 volumePerLiqAverage) {
uint16 oldestIndex;
Timepoint storage oldest = self[0];
uint16 nextIndex = index + 1; // considering overflow
if (self[nextIndex].initialized) {
oldest = self[nextIndex];
oldestIndex = nextIndex;
}
Timepoint memory endOfWindow = getSingleTimepoint(self, time, 0, tick, index, oldestIndex, liquidity);
uint32 oldestTimestamp = oldest.blockTimestamp;
if (lteConsideringOverflow(oldestTimestamp, time - WINDOW, time)) {
Timepoint memory startOfWindow = getSingleTimepoint(self, time, WINDOW, tick, index, oldestIndex, liquidity);
return (
(endOfWindow.volatilityCumulative - startOfWindow.volatilityCumulative) / WINDOW,
uint256(endOfWindow.volumePerLiquidityCumulative - startOfWindow.volumePerLiquidityCumulative) >> 57
);
} else if (time != oldestTimestamp) {
uint88 _oldestVolatilityCumulative = oldest.volatilityCumulative;
uint144 _oldestVolumePerLiquidityCumulative = oldest.volumePerLiquidityCumulative;
return (
(endOfWindow.volatilityCumulative - _oldestVolatilityCumulative) / (time - oldestTimestamp),
uint256(endOfWindow.volumePerLiquidityCumulative - _oldestVolumePerLiquidityCumulative) >> 57
);
}
}
/// @notice Initialize the dataStorage array by writing the first slot. Called once for the lifecycle of the timepoints array
/// @param self The stored dataStorage array
/// @param time The time of the dataStorage initialization, via block.timestamp truncated to uint32
/// @param tick Initial tick
function initialize(
Timepoint[UINT16_MODULO] storage self,
uint32 time,
int24 tick
) internal {
require(!self[0].initialized);
self[0].initialized = true;
self[0].blockTimestamp = time;
self[0].averageTick = tick;
}
/// @notice Writes an dataStorage timepoint to the array
/// @dev Writable at most once per block. Index represents the most recently written element. index must be tracked externally.
/// @param self The stored dataStorage array
/// @param index The index of the timepoint that was most recently written to the timepoints array
/// @param blockTimestamp The timestamp of the new timepoint
/// @param tick The active tick at the time of the new timepoint
/// @param liquidity The total in-range liquidity at the time of the new timepoint
/// @param volumePerLiquidity The gmean(volumes)/liquidity at the time of the new timepoint
/// @return indexUpdated The new index of the most recently written element in the dataStorage array
function write(
Timepoint[UINT16_MODULO] storage self,
uint16 index,
uint32 blockTimestamp,
int24 tick,
uint128 liquidity,
uint128 volumePerLiquidity
) internal returns (uint16 indexUpdated) {
Timepoint storage _last = self[index];
// early return if we've already written an timepoint this block
if (_last.blockTimestamp == blockTimestamp) {
return index;
}
Timepoint memory last = _last;
// get next index considering overflow
indexUpdated = index + 1;
uint16 oldestIndex;
// check if we have overflow in the past
if (self[indexUpdated].initialized) {
oldestIndex = indexUpdated;
}
int24 avgTick = int24(_getAverageTick(self, blockTimestamp, tick, index, oldestIndex, last.blockTimestamp, last.tickCumulative));
int24 prevTick = tick;
if (index != oldestIndex) {
Timepoint storage _prevLast = self[index - 1]; // considering index underflow
uint32 _prevLastBlockTimestamp = _prevLast.blockTimestamp;
int56 _prevLastTickCumulative = _prevLast.tickCumulative;
prevTick = int24((last.tickCumulative - _prevLastTickCumulative) / (last.blockTimestamp - _prevLastBlockTimestamp));
}
self[indexUpdated] = createNewTimepoint(last, blockTimestamp, tick, prevTick, liquidity, avgTick, volumePerLiquidity);
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
pragma solidity ^0.5.0 || ^0.6.0 || ^0.7.0 || ^0.8.0;
library Sqrt {
/// @notice Gets the square root of the absolute value of the parameter
function sqrtAbs(int256 _x) internal pure returns (uint256 result) {
// get abs value
int256 mask = _x >> (256 - 1);
uint256 x = uint256((_x ^ mask) - mask);
if (x == 0) result = 0;
else {
uint256 xx = x;
uint256 r = 1;
if (xx >= 0x100000000000000000000000000000000) {
xx >>= 128;
r <<= 64;
}
if (xx >= 0x10000000000000000) {
xx >>= 64;
r <<= 32;
}
if (xx >= 0x100000000) {
xx >>= 32;
r <<= 16;
}
if (xx >= 0x10000) {
xx >>= 16;
r <<= 8;
}
if (xx >= 0x100) {
xx >>= 8;
r <<= 4;
}
if (xx >= 0x10) {
xx >>= 4;
r <<= 2;
}
if (xx >= 0x8) {
r <<= 1;
}
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1; // @dev Seven iterations should be enough.
uint256 r1 = x / r;
result = r < r1 ? r : r1;
}
}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.4.0 || ^0.5.0 || ^0.6.0 || ^0.7.0;
/// @title Contains 512-bit math functions
/// @notice Facilitates multiplication and division that can have overflow of an intermediate value without any loss of precision
/// @dev Handles "phantom overflow" i.e., allows multiplication and division where an intermediate value overflows 256 bits
library FullMath {
/// @notice Calculates floor(a×b÷denominator) with full precision. Throws if result overflows a uint256 or denominator == 0
/// @param a The multiplicand
/// @param b The multiplier
/// @param denominator The divisor
/// @return result The 256-bit result
/// @dev Credit to Remco Bloemen under MIT license https://xn--2-umb.com/21/muldiv
function mulDiv(
uint256 a,
uint256 b,
uint256 denominator
) internal pure returns (uint256 result) {
// 512-bit multiply [prod1 prod0] = a * b
// Compute the product mod 2**256 and mod 2**256 - 1
// then use the Chinese Remainder Theorem to reconstruct
// the 512 bit result. The result is stored in two 256
// variables such that product = prod1 * 2**256 + prod0
uint256 prod0 = a * b; // Least significant 256 bits of the product
uint256 prod1; // Most significant 256 bits of the product
assembly {
let mm := mulmod(a, b, not(0))
prod1 := sub(sub(mm, prod0), lt(mm, prod0))
}
// Make sure the result is less than 2**256.
// Also prevents denominator == 0
require(denominator > prod1);
// Handle non-overflow cases, 256 by 256 division
if (prod1 == 0) {
assembly {
result := div(prod0, denominator)
}
return result;
}
///////////////////////////////////////////////
// 512 by 256 division.
///////////////////////////////////////////////
// Make division exact by subtracting the remainder from [prod1 prod0]
// Compute remainder using mulmod
// Subtract 256 bit remainder from 512 bit number
assembly {
let remainder := mulmod(a, b, denominator)
prod1 := sub(prod1, gt(remainder, prod0))
prod0 := sub(prod0, remainder)
}
// Factor powers of two out of denominator
// Compute largest power of two divisor of denominator.
// Always >= 1.
uint256 twos = -denominator & denominator;
// Divide denominator by power of two
assembly {
denominator := div(denominator, twos)
}
// Divide [prod1 prod0] by the factors of two
assembly {
prod0 := div(prod0, twos)
}
// Shift in bits from prod1 into prod0. For this we need
// to flip `twos` such that it is 2**256 / twos.
// If twos is zero, then it becomes one
assembly {
twos := add(div(sub(0, twos), twos), 1)
}
prod0 |= prod1 * twos;
// Invert denominator mod 2**256
// Now that denominator is an odd number, it has an inverse
// modulo 2**256 such that denominator * inv = 1 mod 2**256.
// Compute the inverse by starting with a seed that is correct
// correct for four bits. That is, denominator * inv = 1 mod 2**4
uint256 inv = (3 * denominator) ^ 2;
// Now use Newton-Raphson iteration to improve the precision.
// Thanks to Hensel's lifting lemma, this also works in modular
// arithmetic, doubling the correct bits in each step.
inv *= 2 - denominator * inv; // inverse mod 2**8
inv *= 2 - denominator * inv; // inverse mod 2**16
inv *= 2 - denominator * inv; // inverse mod 2**32
inv *= 2 - denominator * inv; // inverse mod 2**64
inv *= 2 - denominator * inv; // inverse mod 2**128
inv *= 2 - denominator * inv; // inverse mod 2**256
// Because the division is now exact we can divide by multiplying
// with the modular inverse of denominator. This will give us the
// correct result modulo 2**256. Since the preconditions guarantee
// that the outcome is less than 2**256, this is the final result.
// We don't need to compute the high bits of the result and prod1
// is no longer required.
result = prod0 * inv;
return result;
}
/// @notice Calculates ceil(a×b÷denominator) with full precision. Throws if result overflows a uint256 or denominator == 0
/// @param a The multiplicand
/// @param b The multiplier
/// @param denominator The divisor
/// @return result The 256-bit result
function mulDivRoundingUp(
uint256 a,
uint256 b,
uint256 denominator
) internal pure returns (uint256 result) {
if (a == 0 || ((result = a * b) / a == b)) {
require(denominator > 0);
assembly {
result := add(div(result, denominator), gt(mod(result, denominator), 0))
}
} else {
result = mulDiv(a, b, denominator);
if (mulmod(a, b, denominator) > 0) {
require(result < type(uint256).max);
result++;
}
}
}
/// @notice Returns ceil(x / y)
/// @dev division by 0 has unspecified behavior, and must be checked externally
/// @param x The dividend
/// @param y The divisor
/// @return z The quotient, ceil(x / y)
function divRoundingUp(uint256 x, uint256 y) internal pure returns (uint256 z) {
assembly {
z := add(div(x, y), gt(mod(x, y), 0))
}
}
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
pragma abicoder v2;
import '../../interfaces/IAlgebraFactory.sol';
import '../../interfaces/IAlgebraPoolDeployer.sol';
import '../../interfaces/IDataStorageOperator.sol';
import '../../libraries/AdaptiveFee.sol';
import '../../DataStorageOperator.sol';
/**
* @title Algebra factory for simulation
* @notice Is used to deploy pools and its dataStorages
*/
contract SimulationTimeFactory is IAlgebraFactory {
/// @inheritdoc IAlgebraFactory
address public override owner;
/// @inheritdoc IAlgebraFactory
address public immutable override poolDeployer;
/// @inheritdoc IAlgebraFactory
address public override farmingAddress;
/// @inheritdoc IAlgebraFactory
address public override vaultAddress;
// values of constants for sigmoids in fee calculation formula
AdaptiveFee.Configuration public baseFeeConfiguration =
AdaptiveFee.Configuration(
3000 - Constants.BASE_FEE, // alpha1
15000 - 3000, // alpha2
360, // beta1
60000, // beta2
59, // gamma1
8500, // gamma2
0, // volumeBeta
10, // volumeGamma
Constants.BASE_FEE // baseFee
);
modifier onlyOwner() {
require(msg.sender == owner);
_;
}
/// @inheritdoc IAlgebraFactory
mapping(address => mapping(address => address)) public override poolByPair;
constructor(address _poolDeployer, address _vaultAddress) {
owner = msg.sender;
emit Owner(msg.sender);
poolDeployer = _poolDeployer;
vaultAddress = _vaultAddress;
}
/// @inheritdoc IAlgebraFactory
function createPool(address tokenA, address tokenB) external override returns (address pool) {
require(tokenA != tokenB);
(address token0, address token1) = tokenA < tokenB ? (tokenA, tokenB) : (tokenB, tokenA);
require(token0 != address(0));
require(poolByPair[token0][token1] == address(0));
IDataStorageOperator dataStorage = new DataStorageOperator(computeAddress(token0, token1));
dataStorage.changeFeeConfiguration(baseFeeConfiguration);
pool = IAlgebraPoolDeployer(poolDeployer).deploy(address(dataStorage), address(this), token0, token1);
poolByPair[token0][token1] = pool; // to avoid future addresses comparing we are populating the mapping twice
poolByPair[token1][token0] = pool;
emit Pool(token0, token1, pool);
}
/// @inheritdoc IAlgebraFactory
function setOwner(address _owner) external override onlyOwner {
require(owner != _owner);
emit Owner(_owner);
owner = _owner;
}
/// @inheritdoc IAlgebraFactory
function setFarmingAddress(address _farmingAddress) external override onlyOwner {
require(farmingAddress != _farmingAddress);
emit FarmingAddress(_farmingAddress);
farmingAddress = _farmingAddress;
}
/// @inheritdoc IAlgebraFactory
function setVaultAddress(address _vaultAddress) external override onlyOwner {
require(vaultAddress != _vaultAddress);
emit VaultAddress(_vaultAddress);
vaultAddress = _vaultAddress;
}
/// @inheritdoc IAlgebraFactory
function setBaseFeeConfiguration(
uint16 alpha1,
uint16 alpha2,
uint32 beta1,
uint32 beta2,
uint16 gamma1,
uint16 gamma2,
uint32 volumeBeta,
uint16 volumeGamma,
uint16 baseFee
) external override onlyOwner {
require(uint256(alpha1) + uint256(alpha2) + uint256(baseFee) <= type(uint16).max, 'Max fee exceeded');
require(gamma1 != 0 && gamma2 != 0 && volumeGamma != 0, 'Gammas must be > 0');
baseFeeConfiguration = AdaptiveFee.Configuration(alpha1, alpha2, beta1, beta2, gamma1, gamma2, volumeBeta, volumeGamma, baseFee);
emit FeeConfiguration(alpha1, alpha2, beta1, beta2, gamma1, gamma2, volumeBeta, volumeGamma, baseFee);
}
bytes32 internal constant POOL_INIT_CODE_HASH = 0x900bf8d45a06958144a51da8749d15e2a339e87243bd50bc88d46815c9ec888d;
/// @notice Deterministically computes the pool address given the factory and PoolKey
/// @param token0 first token
/// @param token1 second token
/// @return pool The contract address of the Algebra pool
function computeAddress(address token0, address token1) internal view returns (address pool) {
pool = address(uint256(keccak256(abi.encodePacked(hex'ff', poolDeployer, keccak256(abi.encode(token0, token1)), POOL_INIT_CODE_HASH))));
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/AdaptiveFee.sol';
import '../libraries/Constants.sol';
contract AdaptiveFeeTest {
AdaptiveFee.Configuration public feeConfig =
AdaptiveFee.Configuration(
3000 - Constants.BASE_FEE, // alpha1
15000 - 3000, // alpha2
360, // beta1
60000, // beta2
59, // gamma1
8500, // gamma2
0, // volumeBeta
10, // volumeGamma
Constants.BASE_FEE // baseFee
);
function getFee(uint88 volatility, uint256 volumePerLiquidity) external view returns (uint256 fee) {
return AdaptiveFee.getFee(volatility, volumePerLiquidity, feeConfig);
}
function getGasCostOfGetFee(uint88 volatility, uint256 volumePerLiquidity) external view returns (uint256) {
uint256 gasBefore = gasleft();
AdaptiveFee.getFee(volatility, volumePerLiquidity, feeConfig);
return gasBefore - gasleft();
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/FullMath.sol';
import '../libraries/TokenDeltaMath.sol';
import '../libraries/PriceMovementMath.sol';
import '../libraries/Constants.sol';
contract TokenDeltaMathEchidnaTest {
function mulDivRoundingUpInvariants(
uint256 x,
uint256 y,
uint256 z
) external pure {
require(z > 0);
uint256 notRoundedUp = FullMath.mulDiv(x, y, z);
uint256 roundedUp = FullMath.mulDivRoundingUp(x, y, z);
assert(roundedUp >= notRoundedUp);
assert(roundedUp - notRoundedUp < 2);
if (roundedUp - notRoundedUp == 1) {
assert(mulmod(x, y, z) > 0);
} else {
assert(mulmod(x, y, z) == 0);
}
}
function getNextSqrtPriceFromInputInvariants(
uint160 sqrtP,
uint128 liquidity,
uint256 amountIn,
bool zeroToOne
) external pure {
uint160 sqrtQ = PriceMovementMath.getNewPriceAfterInput(sqrtP, liquidity, amountIn, zeroToOne);
if (zeroToOne) {
assert(sqrtQ <= sqrtP);
assert(amountIn >= TokenDeltaMath.getToken0Delta(sqrtQ, sqrtP, liquidity, true));
} else {
assert(sqrtQ >= sqrtP);
assert(amountIn >= TokenDeltaMath.getToken1Delta(sqrtP, sqrtQ, liquidity, true));
}
}
function getNextSqrtPriceFromOutputInvariants(
uint160 sqrtP,
uint128 liquidity,
uint256 amountOut,
bool zeroToOne
) external pure {
uint160 sqrtQ = PriceMovementMath.getNewPriceAfterOutput(sqrtP, liquidity, amountOut, zeroToOne);
if (zeroToOne) {
assert(sqrtQ <= sqrtP);
assert(amountOut <= TokenDeltaMath.getToken1Delta(sqrtQ, sqrtP, liquidity, false));
} else {
assert(sqrtQ > 0); // this has to be true, otherwise we need another require
assert(sqrtQ >= sqrtP);
assert(amountOut <= TokenDeltaMath.getToken0Delta(sqrtP, sqrtQ, liquidity, false));
}
}
function getNextSqrtPriceFromAmount0RoundingUpInvariants(
uint160 sqrtPX96,
uint128 liquidity,
uint256 amount,
bool add
) external pure {
require(sqrtPX96 > 0);
require(liquidity > 0);
uint160 sqrtQX96;
if (add) {
sqrtQX96 = PriceMovementMath.getNewPriceAfterInput(sqrtPX96, liquidity, amount, true);
} else {
sqrtQX96 = PriceMovementMath.getNewPriceAfterOutput(sqrtPX96, liquidity, amount, false);
}
if (add) {
assert(sqrtQX96 <= sqrtPX96);
} else {
assert(sqrtQX96 >= sqrtPX96);
}
if (amount == 0) {
assert(sqrtPX96 == sqrtQX96);
}
}
function getNextSqrtPriceFromAmount1RoundingDownInvariants(
uint160 sqrtPX96,
uint128 liquidity,
uint256 amount,
bool add
) external pure {
require(sqrtPX96 > 0);
require(liquidity > 0);
uint160 sqrtQX96;
if (add) {
sqrtQX96 = PriceMovementMath.getNewPriceAfterInput(sqrtPX96, liquidity, amount, false);
} else {
sqrtQX96 = PriceMovementMath.getNewPriceAfterOutput(sqrtPX96, liquidity, amount, true);
}
if (add) {
assert(sqrtQX96 >= sqrtPX96);
} else {
assert(sqrtQX96 <= sqrtPX96);
}
if (amount == 0) {
assert(sqrtPX96 == sqrtQX96);
}
}
function getToken0DeltaInvariants(
uint160 sqrtP,
uint160 sqrtQ,
uint128 liquidity
) external pure {
require(sqrtP > 0 && sqrtQ > 0);
if (sqrtP < sqrtQ) (sqrtP, sqrtQ) = (sqrtQ, sqrtP);
uint256 amount0Down = TokenDeltaMath.getToken0Delta(sqrtQ, sqrtP, liquidity, false);
uint256 amount0Up = TokenDeltaMath.getToken0Delta(sqrtQ, sqrtP, liquidity, true);
assert(amount0Down <= amount0Up);
// diff is 0 or 1
assert(amount0Up - amount0Down < 2);
}
// ensure that chained division is always equal to the full-precision case for
// liquidity * (sqrt(P) - sqrt(Q)) / (sqrt(P) * sqrt(Q))
function getToken0DeltaEquivalency(
uint160 sqrtP,
uint160 sqrtQ,
uint128 liquidity,
bool roundUp
) external pure {
require(sqrtP >= sqrtQ);
require(sqrtP > 0 && sqrtQ > 0);
require((sqrtP * sqrtQ) / sqrtP == sqrtQ);
uint256 numerator1 = uint256(liquidity) << Constants.RESOLUTION;
uint256 numerator2 = sqrtP - sqrtQ;
uint256 denominator = uint256(sqrtP) * sqrtQ;
uint256 safeResult = roundUp
? FullMath.mulDivRoundingUp(numerator1, numerator2, denominator)
: FullMath.mulDiv(numerator1, numerator2, denominator);
uint256 fullResult = TokenDeltaMath.getToken0Delta(sqrtQ, sqrtP, liquidity, roundUp);
assert(safeResult == fullResult);
}
function getToken1DeltaInvariants(
uint160 sqrtP,
uint160 sqrtQ,
uint128 liquidity
) external pure {
require(sqrtP > 0 && sqrtQ > 0);
if (sqrtP > sqrtQ) (sqrtP, sqrtQ) = (sqrtQ, sqrtP);
uint256 amount1Down = TokenDeltaMath.getToken1Delta(sqrtP, sqrtQ, liquidity, false);
uint256 amount1Up = TokenDeltaMath.getToken1Delta(sqrtP, sqrtQ, liquidity, true);
assert(amount1Down <= amount1Up);
// diff is 0 or 1
assert(amount1Up - amount1Down < 2);
}
function getToken0DeltaSignedInvariants(
uint160 sqrtP,
uint160 sqrtQ,
int128 liquidity
) external pure {
require(sqrtP > 0 && sqrtQ > 0);
int256 amount0 = TokenDeltaMath.getToken0Delta(sqrtQ, sqrtP, liquidity);
if (liquidity < 0) assert(amount0 <= 0);
if (liquidity > 0) {
if (sqrtP == sqrtQ) assert(amount0 == 0);
else assert(amount0 > 0);
}
if (liquidity == 0) assert(amount0 == 0);
}
function getToken1DeltaSignedInvariants(
uint160 sqrtP,
uint160 sqrtQ,
int128 liquidity
) external pure {
require(sqrtP > 0 && sqrtQ > 0);
int256 amount1 = TokenDeltaMath.getToken1Delta(sqrtP, sqrtQ, liquidity);
if (liquidity < 0) assert(amount1 <= 0);
if (liquidity > 0) {
if (sqrtP == sqrtQ) assert(amount1 == 0);
else assert(amount1 > 0);
}
if (liquidity == 0) assert(amount1 == 0);
}
function getOutOfRangeMintInvariants(
uint160 sqrtA,
uint160 sqrtB,
int128 liquidity
) external pure {
require(sqrtA > 0 && sqrtB > 0);
require(liquidity > 0);
int256 amount0 = TokenDeltaMath.getToken0Delta(sqrtA, sqrtB, liquidity);
int256 amount1 = TokenDeltaMath.getToken1Delta(sqrtA, sqrtB, liquidity);
if (sqrtA == sqrtB) {
assert(amount0 == 0);
assert(amount1 == 0);
} else {
assert(amount0 > 0);
assert(amount1 > 0);
}
}
function getInRangeMintInvariants(
uint160 sqrtLower,
uint160 sqrtCurrent,
uint160 sqrtUpper,
int128 liquidity
) external pure {
require(sqrtLower > 0);
require(sqrtLower < sqrtUpper);
require(sqrtLower <= sqrtCurrent && sqrtCurrent <= sqrtUpper);
require(liquidity > 0);
int256 amount0 = TokenDeltaMath.getToken0Delta(sqrtCurrent, sqrtUpper, liquidity);
int256 amount1 = TokenDeltaMath.getToken1Delta(sqrtLower, sqrtCurrent, liquidity);
assert(amount0 > 0 || amount1 > 0);
}
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
import './LowGasSafeMath.sol';
import './SafeCast.sol';
import './FullMath.sol';
import './Constants.sol';
/// @title Functions based on Q64.96 sqrt price and liquidity
/// @notice Contains the math that uses square root of price as a Q64.96 and liquidity to compute deltas
library TokenDeltaMath {
using LowGasSafeMath for uint256;
using SafeCast for uint256;
/// @notice Gets the token0 delta between two prices
/// @dev Calculates liquidity / sqrt(lower) - liquidity / sqrt(upper)
/// @param priceLower A Q64.96 sqrt price
/// @param priceUpper Another Q64.96 sqrt price
/// @param liquidity The amount of usable liquidity
/// @param roundUp Whether to round the amount up or down
/// @return token0Delta Amount of token0 required to cover a position of size liquidity between the two passed prices
function getToken0Delta(
uint160 priceLower,
uint160 priceUpper,
uint128 liquidity,
bool roundUp
) internal pure returns (uint256 token0Delta) {
uint256 priceDelta = priceUpper - priceLower;
require(priceDelta < priceUpper); // forbids underflow and 0 priceLower
uint256 liquidityShifted = uint256(liquidity) << Constants.RESOLUTION;
token0Delta = roundUp
? FullMath.divRoundingUp(FullMath.mulDivRoundingUp(priceDelta, liquidityShifted, priceUpper), priceLower)
: FullMath.mulDiv(priceDelta, liquidityShifted, priceUpper) / priceLower;
}
/// @notice Gets the token1 delta between two prices
/// @dev Calculates liquidity * (sqrt(upper) - sqrt(lower))
/// @param priceLower A Q64.96 sqrt price
/// @param priceUpper Another Q64.96 sqrt price
/// @param liquidity The amount of usable liquidity
/// @param roundUp Whether to round the amount up, or down
/// @return token1Delta Amount of token1 required to cover a position of size liquidity between the two passed prices
function getToken1Delta(
uint160 priceLower,
uint160 priceUpper,
uint128 liquidity,
bool roundUp
) internal pure returns (uint256 token1Delta) {
require(priceUpper >= priceLower);
uint256 priceDelta = priceUpper - priceLower;
token1Delta = roundUp ? FullMath.mulDivRoundingUp(priceDelta, liquidity, Constants.Q96) : FullMath.mulDiv(priceDelta, liquidity, Constants.Q96);
}
/// @notice Helper that gets signed token0 delta
/// @param priceLower A Q64.96 sqrt price
/// @param priceUpper Another Q64.96 sqrt price
/// @param liquidity The change in liquidity for which to compute the token0 delta
/// @return token0Delta Amount of token0 corresponding to the passed liquidityDelta between the two prices
function getToken0Delta(
uint160 priceLower,
uint160 priceUpper,
int128 liquidity
) internal pure returns (int256 token0Delta) {
token0Delta = liquidity >= 0
? getToken0Delta(priceLower, priceUpper, uint128(liquidity), true).toInt256()
: -getToken0Delta(priceLower, priceUpper, uint128(-liquidity), false).toInt256();
}
/// @notice Helper that gets signed token1 delta
/// @param priceLower A Q64.96 sqrt price
/// @param priceUpper Another Q64.96 sqrt price
/// @param liquidity The change in liquidity for which to compute the token1 delta
/// @return token1Delta Amount of token1 corresponding to the passed liquidityDelta between the two prices
function getToken1Delta(
uint160 priceLower,
uint160 priceUpper,
int128 liquidity
) internal pure returns (int256 token1Delta) {
token1Delta = liquidity >= 0
? getToken1Delta(priceLower, priceUpper, uint128(liquidity), true).toInt256()
: -getToken1Delta(priceLower, priceUpper, uint128(-liquidity), false).toInt256();
}
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
import './FullMath.sol';
import './TokenDeltaMath.sol';
/// @title Computes the result of price movement
/// @notice Contains methods for computing the result of price movement within a single tick price range.
library PriceMovementMath {
using LowGasSafeMath for uint256;
using SafeCast for uint256;
/// @notice Gets the next sqrt price given an input amount of token0 or token1
/// @dev Throws if price or liquidity are 0, or if the next price is out of bounds
/// @param price The starting Q64.96 sqrt price, i.e., before accounting for the input amount
/// @param liquidity The amount of usable liquidity
/// @param input How much of token0, or token1, is being swapped in
/// @param zeroToOne Whether the amount in is token0 or token1
/// @return resultPrice The Q64.96 sqrt price after adding the input amount to token0 or token1
function getNewPriceAfterInput(
uint160 price,
uint128 liquidity,
uint256 input,
bool zeroToOne
) internal pure returns (uint160 resultPrice) {
return getNewPrice(price, liquidity, input, zeroToOne, true);
}
/// @notice Gets the next sqrt price given an output amount of token0 or token1
/// @dev Throws if price or liquidity are 0 or the next price is out of bounds
/// @param price The starting Q64.96 sqrt price before accounting for the output amount
/// @param liquidity The amount of usable liquidity
/// @param output How much of token0, or token1, is being swapped out
/// @param zeroToOne Whether the amount out is token0 or token1
/// @return resultPrice The Q64.96 sqrt price after removing the output amount of token0 or token1
function getNewPriceAfterOutput(
uint160 price,
uint128 liquidity,
uint256 output,
bool zeroToOne
) internal pure returns (uint160 resultPrice) {
return getNewPrice(price, liquidity, output, zeroToOne, false);
}
function getNewPrice(
uint160 price,
uint128 liquidity,
uint256 amount,
bool zeroToOne,
bool fromInput
) internal pure returns (uint160 resultPrice) {
require(price > 0);
require(liquidity > 0);
if (zeroToOne == fromInput) {
// rounding up or down
if (amount == 0) return price;
uint256 liquidityShifted = uint256(liquidity) << Constants.RESOLUTION;
if (fromInput) {
uint256 product;
if ((product = amount * price) / amount == price) {
uint256 denominator = liquidityShifted + product;
if (denominator >= liquidityShifted) return uint160(FullMath.mulDivRoundingUp(liquidityShifted, price, denominator)); // always fits in 160 bits
}
return uint160(FullMath.divRoundingUp(liquidityShifted, (liquidityShifted / price).add(amount)));
} else {
uint256 product;
require((product = amount * price) / amount == price); // if the product overflows, we know the denominator underflows
require(liquidityShifted > product); // in addition, we must check that the denominator does not underflow
return FullMath.mulDivRoundingUp(liquidityShifted, price, liquidityShifted - product).toUint160();
}
} else {
// if we're adding (subtracting), rounding down requires rounding the quotient down (up)
// in both cases, avoid a mulDiv for most inputs
if (fromInput) {
return
uint256(price)
.add(amount <= type(uint160).max ? (amount << Constants.RESOLUTION) / liquidity : FullMath.mulDiv(amount, Constants.Q96, liquidity))
.toUint160();
} else {
uint256 quotient = amount <= type(uint160).max
? FullMath.divRoundingUp(amount << Constants.RESOLUTION, liquidity)
: FullMath.mulDivRoundingUp(amount, Constants.Q96, liquidity);
require(price > quotient);
return uint160(price - quotient); // always fits 160 bits
}
}
}
function getTokenADelta01(
uint160 to,
uint160 from,
uint128 liquidity
) internal pure returns (uint256) {
return TokenDeltaMath.getToken0Delta(to, from, liquidity, true);
}
function getTokenADelta10(
uint160 to,
uint160 from,
uint128 liquidity
) internal pure returns (uint256) {
return TokenDeltaMath.getToken1Delta(from, to, liquidity, true);
}
function getTokenBDelta01(
uint160 to,
uint160 from,
uint128 liquidity
) internal pure returns (uint256) {
return TokenDeltaMath.getToken1Delta(to, from, liquidity, false);
}
function getTokenBDelta10(
uint160 to,
uint160 from,
uint128 liquidity
) internal pure returns (uint256) {
return TokenDeltaMath.getToken0Delta(from, to, liquidity, false);
}
/// @notice Computes the result of swapping some amount in, or amount out, given the parameters of the swap
/// @dev The fee, plus the amount in, will never exceed the amount remaining if the swap's `amountSpecified` is positive
/// @param currentPrice The current Q64.96 sqrt price of the pool
/// @param targetPrice The Q64.96 sqrt price that cannot be exceeded, from which the direction of the swap is inferred
/// @param liquidity The usable liquidity
/// @param amountAvailable How much input or output amount is remaining to be swapped in/out
/// @param fee The fee taken from the input amount, expressed in hundredths of a bip
/// @return resultPrice The Q64.96 sqrt price after swapping the amount in/out, not to exceed the price target
/// @return input The amount to be swapped in, of either token0 or token1, based on the direction of the swap
/// @return output The amount to be received, of either token0 or token1, based on the direction of the swap
/// @return feeAmount The amount of input that will be taken as a fee
function movePriceTowardsTarget(
bool zeroToOne,
uint160 currentPrice,
uint160 targetPrice,
uint128 liquidity,
int256 amountAvailable,
uint16 fee
)
internal
pure
returns (
uint160 resultPrice,
uint256 input,
uint256 output,
uint256 feeAmount
)
{
function(uint160, uint160, uint128) pure returns (uint256) getAmountA = zeroToOne ? getTokenADelta01 : getTokenADelta10;
if (amountAvailable >= 0) {
// exactIn or not
uint256 amountAvailableAfterFee = FullMath.mulDiv(uint256(amountAvailable), 1e6 - fee, 1e6);
input = getAmountA(targetPrice, currentPrice, liquidity);
if (amountAvailableAfterFee >= input) {
resultPrice = targetPrice;
feeAmount = FullMath.mulDivRoundingUp(input, fee, 1e6 - fee);
} else {
resultPrice = getNewPriceAfterInput(currentPrice, liquidity, amountAvailableAfterFee, zeroToOne);
if (targetPrice != resultPrice) {
input = getAmountA(resultPrice, currentPrice, liquidity);
// we didn't reach the target, so take the remainder of the maximum input as fee
feeAmount = uint256(amountAvailable) - input;
} else {
feeAmount = FullMath.mulDivRoundingUp(input, fee, 1e6 - fee);
}
}
output = (zeroToOne ? getTokenBDelta01 : getTokenBDelta10)(resultPrice, currentPrice, liquidity);
} else {
function(uint160, uint160, uint128) pure returns (uint256) getAmountB = zeroToOne ? getTokenBDelta01 : getTokenBDelta10;
output = getAmountB(targetPrice, currentPrice, liquidity);
amountAvailable = -amountAvailable;
if (uint256(amountAvailable) >= output) resultPrice = targetPrice;
else {
resultPrice = getNewPriceAfterOutput(currentPrice, liquidity, uint256(amountAvailable), zeroToOne);
if (targetPrice != resultPrice) {
output = getAmountB(resultPrice, currentPrice, liquidity);
}
// cap the output amount to not exceed the remaining output amount
if (output > uint256(amountAvailable)) {
output = uint256(amountAvailable);
}
}
input = getAmountA(resultPrice, currentPrice, liquidity);
feeAmount = FullMath.mulDivRoundingUp(input, fee, 1e6 - fee);
}
}
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.7.0;
/// @title Optimized overflow and underflow safe math operations
/// @notice Contains methods for doing math operations that revert on overflow or underflow for minimal gas cost
/// @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
/// https://github.com/Uniswap/v3-core/blob/main/contracts/libraries
library LowGasSafeMath {
/// @notice Returns x + y, reverts if sum overflows uint256
/// @param x The augend
/// @param y The addend
/// @return z The sum of x and y
function add(uint256 x, uint256 y) internal pure returns (uint256 z) {
require((z = x + y) >= x);
}
/// @notice Returns x - y, reverts if underflows
/// @param x The minuend
/// @param y The subtrahend
/// @return z The difference of x and y
function sub(uint256 x, uint256 y) internal pure returns (uint256 z) {
require((z = x - y) <= x);
}
/// @notice Returns x * y, reverts if overflows
/// @param x The multiplicand
/// @param y The multiplier
/// @return z The product of x and y
function mul(uint256 x, uint256 y) internal pure returns (uint256 z) {
require(x == 0 || (z = x * y) / x == y);
}
/// @notice Returns x + y, reverts if overflows or underflows
/// @param x The augend
/// @param y The addend
/// @return z The sum of x and y
function add(int256 x, int256 y) internal pure returns (int256 z) {
require((z = x + y) >= x == (y >= 0));
}
/// @notice Returns x - y, reverts if overflows or underflows
/// @param x The minuend
/// @param y The subtrahend
/// @return z The difference of x and y
function sub(int256 x, int256 y) internal pure returns (int256 z) {
require((z = x - y) <= x == (y >= 0));
}
/// @notice Returns x + y, reverts if overflows or underflows
/// @param x The augend
/// @param y The addend
/// @return z The sum of x and y
function add128(uint128 x, uint128 y) internal pure returns (uint128 z) {
require((z = x + y) >= x);
}
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/// @title Safe casting methods
/// @notice Contains methods for safely casting between types
/// @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
/// https://github.com/Uniswap/v3-core/blob/main/contracts/libraries
library SafeCast {
/// @notice Cast a uint256 to a uint160, revert on overflow
/// @param y The uint256 to be downcasted
/// @return z The downcasted integer, now type uint160
function toUint160(uint256 y) internal pure returns (uint160 z) {
require((z = uint160(y)) == y);
}
/// @notice Cast a int256 to a int128, revert on overflow or underflow
/// @param y The int256 to be downcasted
/// @return z The downcasted integer, now type int128
function toInt128(int256 y) internal pure returns (int128 z) {
require((z = int128(y)) == y);
}
/// @notice Cast a uint256 to a int256, revert on overflow
/// @param y The uint256 to be casted
/// @return z The casted integer, now type int256
function toInt256(uint256 y) internal pure returns (int256 z) {
require(y < 2**255);
z = int256(y);
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/TokenDeltaMath.sol';
import '../libraries/PriceMovementMath.sol';
contract TokenDeltaMathTest {
function getNewPriceAfterInput(
uint160 sqrtP,
uint128 liquidity,
uint256 amountIn,
bool zeroToOne
) external pure returns (uint160 sqrtQ) {
return PriceMovementMath.getNewPriceAfterInput(sqrtP, liquidity, amountIn, zeroToOne);
}
function getGasCostOfGetNewPriceAfterInput(
uint160 sqrtP,
uint128 liquidity,
uint256 amountIn,
bool zeroToOne
) external view returns (uint256) {
uint256 gasBefore = gasleft();
PriceMovementMath.getNewPriceAfterInput(sqrtP, liquidity, amountIn, zeroToOne);
return gasBefore - gasleft();
}
function getNewPriceAfterOutput(
uint160 sqrtP,
uint128 liquidity,
uint256 amountOut,
bool zeroToOne
) external pure returns (uint160 sqrtQ) {
return PriceMovementMath.getNewPriceAfterOutput(sqrtP, liquidity, amountOut, zeroToOne);
}
function getGasCostOfGetNewPriceAfterOutput(
uint160 sqrtP,
uint128 liquidity,
uint256 amountOut,
bool zeroToOne
) external view returns (uint256) {
uint256 gasBefore = gasleft();
PriceMovementMath.getNewPriceAfterOutput(sqrtP, liquidity, amountOut, zeroToOne);
return gasBefore - gasleft();
}
function getToken0Delta(
uint160 sqrtLower,
uint160 sqrtUpper,
uint128 liquidity,
bool roundUp
) external pure returns (uint256 amount0) {
return TokenDeltaMath.getToken0Delta(sqrtLower, sqrtUpper, liquidity, roundUp);
}
function getToken1Delta(
uint160 sqrtLower,
uint160 sqrtUpper,
uint128 liquidity,
bool roundUp
) external pure returns (uint256 amount1) {
return TokenDeltaMath.getToken1Delta(sqrtLower, sqrtUpper, liquidity, roundUp);
}
function getGasCostOfGetToken0Delta(
uint160 sqrtLower,
uint160 sqrtUpper,
uint128 liquidity,
bool roundUp
) external view returns (uint256) {
uint256 gasBefore = gasleft();
TokenDeltaMath.getToken0Delta(sqrtLower, sqrtUpper, liquidity, roundUp);
return gasBefore - gasleft();
}
function getGasCostOfGetToken1Delta(
uint160 sqrtLower,
uint160 sqrtUpper,
uint128 liquidity,
bool roundUp
) external view returns (uint256) {
uint256 gasBefore = gasleft();
TokenDeltaMath.getToken1Delta(sqrtLower, sqrtUpper, liquidity, roundUp);
return gasBefore - gasleft();
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/FullMath.sol';
contract UnsafeMathEchidnaTest {
function checkDivRoundingUp(uint256 x, uint256 d) external pure {
require(d > 0);
uint256 z = FullMath.divRoundingUp(x, d);
uint256 diff = z - (x / d);
if (x % d == 0) {
assert(diff == 0);
} else {
assert(diff == 1);
}
}
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
import '../libraries/FullMath.sol';
import '../libraries/Constants.sol';
/// @title Liquidity amount functions
/// @notice Provides functions for computing liquidity amounts from token amounts and prices
library LiquidityAmounts {
/// @notice Downcasts uint256 to uint128
/// @param x The uint258 to be downcasted
/// @return y The passed value, downcasted to uint128
function toUint128(uint256 x) private pure returns (uint128 y) {
require((y = uint128(x)) == x);
}
/// @notice Computes the amount of liquidity received for a given amount of token0 and price range
/// @dev Calculates amount0 * (sqrt(upper) * sqrt(lower)) / (sqrt(upper) - sqrt(lower))
/// @param sqrtRatioAX96 A sqrt price representing the first tick boundary
/// @param sqrtRatioBX96 A sqrt price representing the second tick boundary
/// @param amount0 The amount0 being sent in
/// @return liquidity The amount of returned liquidity
function getLiquidityForAmount0(
uint160 sqrtRatioAX96,
uint160 sqrtRatioBX96,
uint256 amount0
) internal pure returns (uint128 liquidity) {
if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96);
uint256 intermediate = FullMath.mulDiv(sqrtRatioAX96, sqrtRatioBX96, Constants.Q96);
return toUint128(FullMath.mulDiv(amount0, intermediate, sqrtRatioBX96 - sqrtRatioAX96));
}
/// @notice Computes the amount of liquidity received for a given amount of token1 and price range
/// @dev Calculates amount1 / (sqrt(upper) - sqrt(lower)).
/// @param sqrtRatioAX96 A sqrt price representing the first tick boundary
/// @param sqrtRatioBX96 A sqrt price representing the second tick boundary
/// @param amount1 The amount1 being sent in
/// @return liquidity The amount of returned liquidity
function getLiquidityForAmount1(
uint160 sqrtRatioAX96,
uint160 sqrtRatioBX96,
uint256 amount1
) internal pure returns (uint128 liquidity) {
if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96);
return toUint128(FullMath.mulDiv(amount1, Constants.Q96, sqrtRatioBX96 - sqrtRatioAX96));
}
/// @notice Computes the maximum amount of liquidity received for a given amount of token0, token1, the current
/// pool prices and the prices at the tick boundaries
/// @param sqrtRatioX96 A sqrt price representing the current pool prices
/// @param sqrtRatioAX96 A sqrt price representing the first tick boundary
/// @param sqrtRatioBX96 A sqrt price representing the second tick boundary
/// @param amount0 The amount of token0 being sent in
/// @param amount1 The amount of token1 being sent in
/// @return liquidity The maximum amount of liquidity received
function getLiquidityForAmounts(
uint160 sqrtRatioX96,
uint160 sqrtRatioAX96,
uint160 sqrtRatioBX96,
uint256 amount0,
uint256 amount1
) internal pure returns (uint128 liquidity) {
if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96);
if (sqrtRatioX96 <= sqrtRatioAX96) {
liquidity = getLiquidityForAmount0(sqrtRatioAX96, sqrtRatioBX96, amount0);
} else if (sqrtRatioX96 < sqrtRatioBX96) {
uint128 liquidity0 = getLiquidityForAmount0(sqrtRatioX96, sqrtRatioBX96, amount0);
uint128 liquidity1 = getLiquidityForAmount1(sqrtRatioAX96, sqrtRatioX96, amount1);
liquidity = liquidity0 < liquidity1 ? liquidity0 : liquidity1;
} else {
liquidity = getLiquidityForAmount1(sqrtRatioAX96, sqrtRatioBX96, amount1);
}
}
/// @notice Computes the amount of token0 for a given amount of liquidity and a price range
/// @param sqrtRatioAX96 A sqrt price representing the first tick boundary
/// @param sqrtRatioBX96 A sqrt price representing the second tick boundary
/// @param liquidity The liquidity being valued
/// @return amount0 The amount of token0
function getAmount0ForLiquidity(
uint160 sqrtRatioAX96,
uint160 sqrtRatioBX96,
uint128 liquidity
) internal pure returns (uint256 amount0) {
if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96);
return FullMath.mulDiv(uint256(liquidity) << Constants.RESOLUTION, sqrtRatioBX96 - sqrtRatioAX96, sqrtRatioBX96) / sqrtRatioAX96;
}
/// @notice Computes the amount of token1 for a given amount of liquidity and a price range
/// @param sqrtRatioAX96 A sqrt price representing the first tick boundary
/// @param sqrtRatioBX96 A sqrt price representing the second tick boundary
/// @param liquidity The liquidity being valued
/// @return amount1 The amount of token1
function getAmount1ForLiquidity(
uint160 sqrtRatioAX96,
uint160 sqrtRatioBX96,
uint128 liquidity
) internal pure returns (uint256 amount1) {
if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96);
return FullMath.mulDiv(liquidity, sqrtRatioBX96 - sqrtRatioAX96, Constants.Q96);
}
/// @notice Computes the token0 and token1 value for a given amount of liquidity, the current
/// pool prices and the prices at the tick boundaries
/// @param sqrtRatioX96 A sqrt price representing the current pool prices
/// @param sqrtRatioAX96 A sqrt price representing the first tick boundary
/// @param sqrtRatioBX96 A sqrt price representing the second tick boundary
/// @param liquidity The liquidity being valued
/// @return amount0 The amount of token0
/// @return amount1 The amount of token1
function getAmountsForLiquidity(
uint160 sqrtRatioX96,
uint160 sqrtRatioAX96,
uint160 sqrtRatioBX96,
uint128 liquidity
) internal pure returns (uint256 amount0, uint256 amount1) {
if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96);
if (sqrtRatioX96 <= sqrtRatioAX96) {
amount0 = getAmount0ForLiquidity(sqrtRatioAX96, sqrtRatioBX96, liquidity);
} else if (sqrtRatioX96 < sqrtRatioBX96) {
amount0 = getAmount0ForLiquidity(sqrtRatioX96, sqrtRatioBX96, liquidity);
amount1 = getAmount1ForLiquidity(sqrtRatioAX96, sqrtRatioX96, liquidity);
} else {
amount1 = getAmount1ForLiquidity(sqrtRatioAX96, sqrtRatioBX96, liquidity);
}
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../interfaces/IERC20Minimal.sol';
import '../libraries/SafeCast.sol';
import '../libraries/TickMath.sol';
import '../interfaces/callback/IAlgebraMintCallback.sol';
import '../interfaces/callback/IAlgebraSwapCallback.sol';
import '../interfaces/callback/IAlgebraFlashCallback.sol';
import '../interfaces/IAlgebraPool.sol';
import './LiquidityAmounts.sol';
contract TestAlgebraCallee is IAlgebraMintCallback, IAlgebraSwapCallback, IAlgebraFlashCallback {
using SafeCast for uint256;
function swapExact0For1(
address pool,
uint256 amount0In,
address recipient,
uint160 limitSqrtPrice
) external {
IAlgebraPool(pool).swap(recipient, true, amount0In.toInt256(), limitSqrtPrice, abi.encode(msg.sender));
}
function swapExact0For1SupportingFee(
address pool,
uint256 amount0In,
address recipient,
uint160 limitSqrtPrice
) external {
IAlgebraPool(pool).swapSupportingFeeOnInputTokens(msg.sender, recipient, true, amount0In.toInt256(), limitSqrtPrice, abi.encode(msg.sender));
}
function swap0ForExact1(
address pool,
uint256 amount1Out,
address recipient,
uint160 limitSqrtPrice
) external {
IAlgebraPool(pool).swap(recipient, true, -amount1Out.toInt256(), limitSqrtPrice, abi.encode(msg.sender));
}
function swapExact1For0(
address pool,
uint256 amount1In,
address recipient,
uint160 limitSqrtPrice
) external {
IAlgebraPool(pool).swap(recipient, false, amount1In.toInt256(), limitSqrtPrice, abi.encode(msg.sender));
}
function swapExact1For0SupportingFee(
address pool,
uint256 amount1In,
address recipient,
uint160 limitSqrtPrice
) external {
IAlgebraPool(pool).swapSupportingFeeOnInputTokens(msg.sender, recipient, false, amount1In.toInt256(), limitSqrtPrice, abi.encode(msg.sender));
}
function swap1ForExact0(
address pool,
uint256 amount0Out,
address recipient,
uint160 limitSqrtPrice
) external {
IAlgebraPool(pool).swap(recipient, false, -amount0Out.toInt256(), limitSqrtPrice, abi.encode(msg.sender));
}
function swapToLowerSqrtPrice(
address pool,
uint160 price,
address recipient
) external {
IAlgebraPool(pool).swap(recipient, true, type(int256).max, price, abi.encode(msg.sender));
}
function swapToHigherSqrtPrice(
address pool,
uint160 price,
address recipient
) external {
IAlgebraPool(pool).swap(recipient, false, type(int256).max, price, abi.encode(msg.sender));
}
event SwapCallback(int256 amount0Delta, int256 amount1Delta);
function algebraSwapCallback(
int256 amount0Delta,
int256 amount1Delta,
bytes calldata data
) external override {
address sender = abi.decode(data, (address));
emit SwapCallback(amount0Delta, amount1Delta);
if (amount0Delta > 0) {
IERC20Minimal(IAlgebraPool(msg.sender).token0()).transferFrom(sender, msg.sender, uint256(amount0Delta));
} else if (amount1Delta > 0) {
IERC20Minimal(IAlgebraPool(msg.sender).token1()).transferFrom(sender, msg.sender, uint256(amount1Delta));
} else {
// if both are not gt 0, both must be 0.
assert(amount0Delta == 0 && amount1Delta == 0);
}
}
event MintResult(uint256 amount0Owed, uint256 amount1Owed, uint256 resultLiquidity);
function mint(
address pool,
address recipient,
int24 bottomTick,
int24 topTick,
uint128 amount
)
external
returns (
uint256 amount0Owed,
uint256 amount1Owed,
uint256 resultLiquidity
)
{
(amount0Owed, amount1Owed, resultLiquidity) = IAlgebraPool(pool).mint(msg.sender, recipient, bottomTick, topTick, amount, abi.encode(msg.sender));
emit MintResult(amount0Owed, amount1Owed, resultLiquidity);
}
event MintCallback(uint256 amount0Owed, uint256 amount1Owed);
function algebraMintCallback(
uint256 amount0Owed,
uint256 amount1Owed,
bytes calldata data
) external override {
address sender = abi.decode(data, (address));
if (amount0Owed > 0) IERC20Minimal(IAlgebraPool(msg.sender).token0()).transferFrom(sender, msg.sender, amount0Owed);
if (amount1Owed > 0) IERC20Minimal(IAlgebraPool(msg.sender).token1()).transferFrom(sender, msg.sender, amount1Owed);
emit MintCallback(amount0Owed, amount1Owed);
}
event FlashCallback(uint256 fee0, uint256 fee1);
function flash(
address pool,
address recipient,
uint256 amount0,
uint256 amount1,
uint256 pay0,
uint256 pay1
) external {
IAlgebraPool(pool).flash(recipient, amount0, amount1, abi.encode(msg.sender, pay0, pay1));
}
function algebraFlashCallback(
uint256 fee0,
uint256 fee1,
bytes calldata data
) external override {
emit FlashCallback(fee0, fee1);
(address sender, uint256 pay0, uint256 pay1) = abi.decode(data, (address, uint256, uint256));
if (pay0 > 0) IERC20Minimal(IAlgebraPool(msg.sender).token0()).transferFrom(sender, msg.sender, pay0);
if (pay1 > 0) IERC20Minimal(IAlgebraPool(msg.sender).token1()).transferFrom(sender, msg.sender, pay1);
}
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/// @title Minimal ERC20 interface for Algebra
/// @notice Contains a subset of the full ERC20 interface that is used in Algebra
/// @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
/// https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
interface IERC20Minimal {
/// @notice Returns the balance of a token
/// @param account The account for which to look up the number of tokens it has, i.e. its balance
/// @return The number of tokens held by the account
function balanceOf(address account) external view returns (uint256);
/// @notice Transfers the amount of token from the `msg.sender` to the recipient
/// @param recipient The account that will receive the amount transferred
/// @param amount The number of tokens to send from the sender to the recipient
/// @return Returns true for a successful transfer, false for an unsuccessful transfer
function transfer(address recipient, uint256 amount) external returns (bool);
/// @notice Returns the current allowance given to a spender by an owner
/// @param owner The account of the token owner
/// @param spender The account of the token spender
/// @return The current allowance granted by `owner` to `spender`
function allowance(address owner, address spender) external view returns (uint256);
/// @notice Sets the allowance of a spender from the `msg.sender` to the value `amount`
/// @param spender The account which will be allowed to spend a given amount of the owners tokens
/// @param amount The amount of tokens allowed to be used by `spender`
/// @return Returns true for a successful approval, false for unsuccessful
function approve(address spender, uint256 amount) external returns (bool);
/// @notice Transfers `amount` tokens from `sender` to `recipient` up to the allowance given to the `msg.sender`
/// @param sender The account from which the transfer will be initiated
/// @param recipient The recipient of the transfer
/// @param amount The amount of the transfer
/// @return Returns true for a successful transfer, false for unsuccessful
function transferFrom(
address sender,
address recipient,
uint256 amount
) external returns (bool);
/// @notice Event emitted when tokens are transferred from one address to another, either via `#transfer` or `#transferFrom`.
/// @param from The account from which the tokens were sent, i.e. the balance decreased
/// @param to The account to which the tokens were sent, i.e. the balance increased
/// @param value The amount of tokens that were transferred
event Transfer(address indexed from, address indexed to, uint256 value);
/// @notice Event emitted when the approval amount for the spender of a given owner's tokens changes.
/// @param owner The account that approved spending of its tokens
/// @param spender The account for which the spending allowance was modified
/// @param value The new allowance from the owner to the spender
event Approval(address indexed owner, address indexed spender, uint256 value);
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/// @title Math library for computing sqrt prices from ticks and vice versa
/// @notice Computes sqrt price for ticks of size 1.0001, i.e. sqrt(1.0001^tick) as fixed point Q64.96 numbers. Supports
/// prices between 2**-128 and 2**128
/// @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
/// https://github.com/Uniswap/v3-core/blob/main/contracts/libraries
library TickMath {
/// @dev The minimum tick that may be passed to #getSqrtRatioAtTick computed from log base 1.0001 of 2**-128
int24 internal constant MIN_TICK = -887272;
/// @dev The maximum tick that may be passed to #getSqrtRatioAtTick computed from log base 1.0001 of 2**128
int24 internal constant MAX_TICK = -MIN_TICK;
/// @dev The minimum value that can be returned from #getSqrtRatioAtTick. Equivalent to getSqrtRatioAtTick(MIN_TICK)
uint160 internal constant MIN_SQRT_RATIO = 4295128739;
/// @dev The maximum value that can be returned from #getSqrtRatioAtTick. Equivalent to getSqrtRatioAtTick(MAX_TICK)
uint160 internal constant MAX_SQRT_RATIO = 1461446703485210103287273052203988822378723970342;
/// @notice Calculates sqrt(1.0001^tick) * 2^96
/// @dev Throws if |tick| > max tick
/// @param tick The input tick for the above formula
/// @return price A Fixed point Q64.96 number representing the sqrt of the ratio of the two assets (token1/token0)
/// at the given tick
function getSqrtRatioAtTick(int24 tick) internal pure returns (uint160 price) {
// get abs value
int24 mask = tick >> (24 - 1);
uint256 absTick = uint256((tick ^ mask) - mask);
require(absTick <= uint256(MAX_TICK), 'T');
uint256 ratio = absTick & 0x1 != 0 ? 0xfffcb933bd6fad37aa2d162d1a594001 : 0x100000000000000000000000000000000;
if (absTick & 0x2 != 0) ratio = (ratio * 0xfff97272373d413259a46990580e213a) >> 128;
if (absTick & 0x4 != 0) ratio = (ratio * 0xfff2e50f5f656932ef12357cf3c7fdcc) >> 128;
if (absTick & 0x8 != 0) ratio = (ratio * 0xffe5caca7e10e4e61c3624eaa0941cd0) >> 128;
if (absTick & 0x10 != 0) ratio = (ratio * 0xffcb9843d60f6159c9db58835c926644) >> 128;
if (absTick & 0x20 != 0) ratio = (ratio * 0xff973b41fa98c081472e6896dfb254c0) >> 128;
if (absTick & 0x40 != 0) ratio = (ratio * 0xff2ea16466c96a3843ec78b326b52861) >> 128;
if (absTick & 0x80 != 0) ratio = (ratio * 0xfe5dee046a99a2a811c461f1969c3053) >> 128;
if (absTick & 0x100 != 0) ratio = (ratio * 0xfcbe86c7900a88aedcffc83b479aa3a4) >> 128;
if (absTick & 0x200 != 0) ratio = (ratio * 0xf987a7253ac413176f2b074cf7815e54) >> 128;
if (absTick & 0x400 != 0) ratio = (ratio * 0xf3392b0822b70005940c7a398e4b70f3) >> 128;
if (absTick & 0x800 != 0) ratio = (ratio * 0xe7159475a2c29b7443b29c7fa6e889d9) >> 128;
if (absTick & 0x1000 != 0) ratio = (ratio * 0xd097f3bdfd2022b8845ad8f792aa5825) >> 128;
if (absTick & 0x2000 != 0) ratio = (ratio * 0xa9f746462d870fdf8a65dc1f90e061e5) >> 128;
if (absTick & 0x4000 != 0) ratio = (ratio * 0x70d869a156d2a1b890bb3df62baf32f7) >> 128;
if (absTick & 0x8000 != 0) ratio = (ratio * 0x31be135f97d08fd981231505542fcfa6) >> 128;
if (absTick & 0x10000 != 0) ratio = (ratio * 0x9aa508b5b7a84e1c677de54f3e99bc9) >> 128;
if (absTick & 0x20000 != 0) ratio = (ratio * 0x5d6af8dedb81196699c329225ee604) >> 128;
if (absTick & 0x40000 != 0) ratio = (ratio * 0x2216e584f5fa1ea926041bedfe98) >> 128;
if (absTick & 0x80000 != 0) ratio = (ratio * 0x48a170391f7dc42444e8fa2) >> 128;
if (tick > 0) ratio = type(uint256).max / ratio;
// this divides by 1<<32 rounding up to go from a Q128.128 to a Q128.96.
// we then downcast because we know the result always fits within 160 bits due to our tick input constraint
// we round up in the division so getTickAtSqrtRatio of the output price is always consistent
price = uint160((ratio >> 32) + (ratio % (1 << 32) == 0 ? 0 : 1));
}
/// @notice Calculates the greatest tick value such that getRatioAtTick(tick) <= ratio
/// @dev Throws in case price < MIN_SQRT_RATIO, as MIN_SQRT_RATIO is the lowest value getRatioAtTick may
/// ever return.
/// @param price The sqrt ratio for which to compute the tick as a Q64.96
/// @return tick The greatest tick for which the ratio is less than or equal to the input ratio
function getTickAtSqrtRatio(uint160 price) internal pure returns (int24 tick) {
// second inequality must be < because the price can never reach the price at the max tick
require(price >= MIN_SQRT_RATIO && price < MAX_SQRT_RATIO, 'R');
uint256 ratio = uint256(price) << 32;
uint256 r = ratio;
uint256 msb = 0;
assembly {
let f := shl(7, gt(r, 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF))
msb := or(msb, f)
r := shr(f, r)
}
assembly {
let f := shl(6, gt(r, 0xFFFFFFFFFFFFFFFF))
msb := or(msb, f)
r := shr(f, r)
}
assembly {
let f := shl(5, gt(r, 0xFFFFFFFF))
msb := or(msb, f)
r := shr(f, r)
}
assembly {
let f := shl(4, gt(r, 0xFFFF))
msb := or(msb, f)
r := shr(f, r)
}
assembly {
let f := shl(3, gt(r, 0xFF))
msb := or(msb, f)
r := shr(f, r)
}
assembly {
let f := shl(2, gt(r, 0xF))
msb := or(msb, f)
r := shr(f, r)
}
assembly {
let f := shl(1, gt(r, 0x3))
msb := or(msb, f)
r := shr(f, r)
}
assembly {
let f := gt(r, 0x1)
msb := or(msb, f)
}
if (msb >= 128) r = ratio >> (msb - 127);
else r = ratio << (127 - msb);
int256 log_2 = (int256(msb) - 128) << 64;
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(63, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(62, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(61, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(60, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(59, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(58, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(57, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(56, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(55, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(54, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(53, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(52, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(51, f))
r := shr(f, r)
}
assembly {
r := shr(127, mul(r, r))
let f := shr(128, r)
log_2 := or(log_2, shl(50, f))
}
int256 log_sqrt10001 = log_2 * 255738958999603826347141; // 128.128 number
int24 tickLow = int24((log_sqrt10001 - 3402992956809132418596140100660247210) >> 128);
int24 tickHi = int24((log_sqrt10001 + 291339464771989622907027621153398088495) >> 128);
tick = tickLow == tickHi ? tickLow : getSqrtRatioAtTick(tickHi) <= price ? tickHi : tickLow;
}
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/// @title Callback for IAlgebraPoolActions#mint
/// @notice Any contract that calls IAlgebraPoolActions#mint must implement this interface
/// @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
/// https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
interface IAlgebraMintCallback {
/// @notice Called to `msg.sender` after minting liquidity to a position from IAlgebraPool#mint.
/// @dev In the implementation you must pay the pool tokens owed for the minted liquidity.
/// The caller of this method must be checked to be a AlgebraPool deployed by the canonical AlgebraFactory.
/// @param amount0Owed The amount of token0 due to the pool for the minted liquidity
/// @param amount1Owed The amount of token1 due to the pool for the minted liquidity
/// @param data Any data passed through by the caller via the IAlgebraPoolActions#mint call
function algebraMintCallback(
uint256 amount0Owed,
uint256 amount1Owed,
bytes calldata data
) external;
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/// @title Callback for IAlgebraPoolActions#swap
/// @notice Any contract that calls IAlgebraPoolActions#swap must implement this interface
/// @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
/// https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
interface IAlgebraSwapCallback {
/// @notice Called to `msg.sender` after executing a swap via IAlgebraPool#swap.
/// @dev In the implementation you must pay the pool tokens owed for the swap.
/// The caller of this method must be checked to be a AlgebraPool deployed by the canonical AlgebraFactory.
/// amount0Delta and amount1Delta can both be 0 if no tokens were swapped.
/// @param amount0Delta The amount of token0 that was sent (negative) or must be received (positive) by the pool by
/// the end of the swap. If positive, the callback must send that amount of token0 to the pool.
/// @param amount1Delta The amount of token1 that was sent (negative) or must be received (positive) by the pool by
/// the end of the swap. If positive, the callback must send that amount of token1 to the pool.
/// @param data Any data passed through by the caller via the IAlgebraPoolActions#swap call
function algebraSwapCallback(
int256 amount0Delta,
int256 amount1Delta,
bytes calldata data
) external;
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/**
* @title Callback for IAlgebraPoolActions#flash
* @notice Any contract that calls IAlgebraPoolActions#flash must implement this interface
* @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
* https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
*/
interface IAlgebraFlashCallback {
/**
* @notice Called to `msg.sender` after transferring to the recipient from IAlgebraPool#flash.
* @dev In the implementation you must repay the pool the tokens sent by flash plus the computed fee amounts.
* The caller of this method must be checked to be a AlgebraPool deployed by the canonical AlgebraFactory.
* @param fee0 The fee amount in token0 due to the pool by the end of the flash
* @param fee1 The fee amount in token1 due to the pool by the end of the flash
* @param data Any data passed through by the caller via the IAlgebraPoolActions#flash call
*/
function algebraFlashCallback(
uint256 fee0,
uint256 fee1,
bytes calldata data
) external;
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
import './pool/IAlgebraPoolImmutables.sol';
import './pool/IAlgebraPoolState.sol';
import './pool/IAlgebraPoolDerivedState.sol';
import './pool/IAlgebraPoolActions.sol';
import './pool/IAlgebraPoolPermissionedActions.sol';
import './pool/IAlgebraPoolEvents.sol';
/**
* @title The interface for a Algebra Pool
* @dev The pool interface is broken up into many smaller pieces.
* Credit to Uniswap Labs under GPL-2.0-or-later license:
* https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
*/
interface IAlgebraPool is
IAlgebraPoolImmutables,
IAlgebraPoolState,
IAlgebraPoolDerivedState,
IAlgebraPoolActions,
IAlgebraPoolPermissionedActions,
IAlgebraPoolEvents
{
// used only for combining interfaces
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
import '../IDataStorageOperator.sol';
/// @title Pool state that never changes
/// @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
/// https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
interface IAlgebraPoolImmutables {
/**
* @notice The contract that stores all the timepoints and can perform actions with them
* @return The operator address
*/
function dataStorageOperator() external view returns (address);
/**
* @notice The contract that deployed the pool, which must adhere to the IAlgebraFactory interface
* @return The contract address
*/
function factory() external view returns (address);
/**
* @notice The first of the two tokens of the pool, sorted by address
* @return The token contract address
*/
function token0() external view returns (address);
/**
* @notice The second of the two tokens of the pool, sorted by address
* @return The token contract address
*/
function token1() external view returns (address);
/**
* @notice The pool tick spacing
* @dev Ticks can only be used at multiples of this value
* e.g.: a tickSpacing of 60 means ticks can be initialized every 60th tick, i.e., ..., -120, -60, 0, 60, 120, ...
* This value is an int24 to avoid casting even though it is always positive.
* @return The tick spacing
*/
function tickSpacing() external view returns (int24);
/**
* @notice The maximum amount of position liquidity that can use any tick in the range
* @dev This parameter is enforced per tick to prevent liquidity from overflowing a uint128 at any point, and
* also prevents out-of-range liquidity from being used to prevent adding in-range liquidity to a pool
* @return The max amount of liquidity per tick
*/
function maxLiquidityPerTick() external view returns (uint128);
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/// @title Pool state that can change
/// @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
/// https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
interface IAlgebraPoolState {
/**
* @notice The globalState structure in the pool stores many values but requires only one slot
* and is exposed as a single method to save gas when accessed externally.
* @return price The current price of the pool as a sqrt(token1/token0) Q64.96 value;
* Returns tick The current tick of the pool, i.e. according to the last tick transition that was run;
* Returns This value may not always be equal to SqrtTickMath.getTickAtSqrtRatio(price) if the price is on a tick
* boundary;
* Returns fee The last pool fee value in hundredths of a bip, i.e. 1e-6;
* Returns timepointIndex The index of the last written timepoint;
* Returns communityFeeToken0 The community fee percentage of the swap fee in thousandths (1e-3) for token0;
* Returns communityFeeToken1 The community fee percentage of the swap fee in thousandths (1e-3) for token1;
* Returns unlocked Whether the pool is currently locked to reentrancy;
*/
function globalState()
external
view
returns (
uint160 price,
int24 tick,
uint16 fee,
uint16 timepointIndex,
uint8 communityFeeToken0,
uint8 communityFeeToken1,
bool unlocked
);
/**
* @notice The fee growth as a Q128.128 fees of token0 collected per unit of liquidity for the entire life of the pool
* @dev This value can overflow the uint256
*/
function totalFeeGrowth0Token() external view returns (uint256);
/**
* @notice The fee growth as a Q128.128 fees of token1 collected per unit of liquidity for the entire life of the pool
* @dev This value can overflow the uint256
*/
function totalFeeGrowth1Token() external view returns (uint256);
/**
* @notice The currently in range liquidity available to the pool
* @dev This value has no relationship to the total liquidity across all ticks.
* Returned value cannot exceed type(uint128).max
*/
function liquidity() external view returns (uint128);
/**
* @notice Look up information about a specific tick in the pool
* @dev This is a public structure, so the `return` natspec tags are omitted.
* @param tick The tick to look up
* @return liquidityTotal the total amount of position liquidity that uses the pool either as tick lower or
* tick upper;
* Returns liquidityDelta how much liquidity changes when the pool price crosses the tick;
* Returns outerFeeGrowth0Token the fee growth on the other side of the tick from the current tick in token0;
* Returns outerFeeGrowth1Token the fee growth on the other side of the tick from the current tick in token1;
* Returns outerTickCumulative the cumulative tick value on the other side of the tick from the current tick;
* Returns outerSecondsPerLiquidity the seconds spent per liquidity on the other side of the tick from the current tick;
* Returns outerSecondsSpent the seconds spent on the other side of the tick from the current tick;
* Returns initialized Set to true if the tick is initialized, i.e. liquidityTotal is greater than 0
* otherwise equal to false. Outside values can only be used if the tick is initialized.
* In addition, these values are only relative and must be used only in comparison to previous snapshots for
* a specific position.
*/
function ticks(int24 tick)
external
view
returns (
uint128 liquidityTotal,
int128 liquidityDelta,
uint256 outerFeeGrowth0Token,
uint256 outerFeeGrowth1Token,
int56 outerTickCumulative,
uint160 outerSecondsPerLiquidity,
uint32 outerSecondsSpent,
bool initialized
);
/** @notice Returns 256 packed tick initialized boolean values. See TickTable for more information */
function tickTable(int16 wordPosition) external view returns (uint256);
/**
* @notice Returns the information about a position by the position's key
* @dev This is a public mapping of structures, so the `return` natspec tags are omitted.
* @param key The position's key is a hash of a preimage composed by the owner, bottomTick and topTick
* @return liquidityAmount The amount of liquidity in the position;
* Returns lastLiquidityAddTimestamp Timestamp of last adding of liquidity;
* Returns innerFeeGrowth0Token Fee growth of token0 inside the tick range as of the last mint/burn/poke;
* Returns innerFeeGrowth1Token Fee growth of token1 inside the tick range as of the last mint/burn/poke;
* Returns fees0 The computed amount of token0 owed to the position as of the last mint/burn/poke;
* Returns fees1 The computed amount of token1 owed to the position as of the last mint/burn/poke
*/
function positions(bytes32 key)
external
view
returns (
uint128 liquidityAmount,
uint32 lastLiquidityAddTimestamp,
uint256 innerFeeGrowth0Token,
uint256 innerFeeGrowth1Token,
uint128 fees0,
uint128 fees1
);
/**
* @notice Returns data about a specific timepoint index
* @param index The element of the timepoints array to fetch
* @dev You most likely want to use #getTimepoints() instead of this method to get an timepoint as of some amount of time
* ago, rather than at a specific index in the array.
* This is a public mapping of structures, so the `return` natspec tags are omitted.
* @return initialized whether the timepoint has been initialized and the values are safe to use;
* Returns blockTimestamp The timestamp of the timepoint;
* Returns tickCumulative the tick multiplied by seconds elapsed for the life of the pool as of the timepoint timestamp;
* Returns secondsPerLiquidityCumulative the seconds per in range liquidity for the life of the pool as of the timepoint timestamp;
* Returns volatilityCumulative Cumulative standard deviation for the life of the pool as of the timepoint timestamp;
* Returns averageTick Time-weighted average tick;
* Returns volumePerLiquidityCumulative Cumulative swap volume per liquidity for the life of the pool as of the timepoint timestamp;
*/
function timepoints(uint256 index)
external
view
returns (
bool initialized,
uint32 blockTimestamp,
int56 tickCumulative,
uint160 secondsPerLiquidityCumulative,
uint88 volatilityCumulative,
int24 averageTick,
uint144 volumePerLiquidityCumulative
);
/**
* @notice Returns the information about active incentive
* @dev if there is no active incentive at the moment, virtualPool,endTimestamp,startTimestamp would be equal to 0
* @return virtualPool The address of a virtual pool associated with the current active incentive
*/
function activeIncentive() external view returns (address virtualPool);
/**
* @notice Returns the lock time for added liquidity
*/
function liquidityCooldown() external view returns (uint32 cooldownInSeconds);
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/**
* @title Pool state that is not stored
* @notice Contains view functions to provide information about the pool that is computed rather than stored on the
* blockchain. The functions here may have variable gas costs.
* @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
* https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
*/
interface IAlgebraPoolDerivedState {
/**
* @notice Returns the cumulative tick and liquidity as of each timestamp `secondsAgo` from the current block timestamp
* @dev To get a time weighted average tick or liquidity-in-range, you must call this with two values, one representing
* the beginning of the period and another for the end of the period. E.g., to get the last hour time-weighted average tick,
* you must call it with secondsAgos = [3600, 0].
* @dev The time weighted average tick represents the geometric time weighted average price of the pool, in
* log base sqrt(1.0001) of token1 / token0. The TickMath library can be used to go from a tick value to a ratio.
* @param secondsAgos From how long ago each cumulative tick and liquidity value should be returned
* @return tickCumulatives Cumulative tick values as of each `secondsAgos` from the current block timestamp
* @return secondsPerLiquidityCumulatives Cumulative seconds per liquidity-in-range value as of each `secondsAgos`
* from the current block timestamp
* @return volatilityCumulatives Cumulative standard deviation as of each `secondsAgos`
* @return volumePerAvgLiquiditys Cumulative swap volume per liquidity as of each `secondsAgos`
*/
function getTimepoints(uint32[] calldata secondsAgos)
external
view
returns (
int56[] memory tickCumulatives,
uint160[] memory secondsPerLiquidityCumulatives,
uint112[] memory volatilityCumulatives,
uint256[] memory volumePerAvgLiquiditys
);
/**
* @notice Returns a snapshot of the tick cumulative, seconds per liquidity and seconds inside a tick range
* @dev Snapshots must only be compared to other snapshots, taken over a period for which a position existed.
* I.e., snapshots cannot be compared if a position is not held for the entire period between when the first
* snapshot is taken and the second snapshot is taken.
* @param bottomTick The lower tick of the range
* @param topTick The upper tick of the range
* @return innerTickCumulative The snapshot of the tick accumulator for the range
* @return innerSecondsSpentPerLiquidity The snapshot of seconds per liquidity for the range
* @return innerSecondsSpent The snapshot of the number of seconds during which the price was in this range
*/
function getInnerCumulatives(int24 bottomTick, int24 topTick)
external
view
returns (
int56 innerTickCumulative,
uint160 innerSecondsSpentPerLiquidity,
uint32 innerSecondsSpent
);
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/// @title Permissionless pool actions
/// @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
/// https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
interface IAlgebraPoolActions {
/**
* @notice Sets the initial price for the pool
* @dev Price is represented as a sqrt(amountToken1/amountToken0) Q64.96 value
* @param price the initial sqrt price of the pool as a Q64.96
*/
function initialize(uint160 price) external;
/**
* @notice Adds liquidity for the given recipient/bottomTick/topTick position
* @dev The caller of this method receives a callback in the form of IAlgebraMintCallback# AlgebraMintCallback
* in which they must pay any token0 or token1 owed for the liquidity. The amount of token0/token1 due depends
* on bottomTick, topTick, the amount of liquidity, and the current price.
* @param sender The address which will receive potential surplus of paid tokens
* @param recipient The address for which the liquidity will be created
* @param bottomTick The lower tick of the position in which to add liquidity
* @param topTick The upper tick of the position in which to add liquidity
* @param amount The desired amount of liquidity to mint
* @param data Any data that should be passed through to the callback
* @return amount0 The amount of token0 that was paid to mint the given amount of liquidity. Matches the value in the callback
* @return amount1 The amount of token1 that was paid to mint the given amount of liquidity. Matches the value in the callback
* @return liquidityActual The actual minted amount of liquidity
*/
function mint(
address sender,
address recipient,
int24 bottomTick,
int24 topTick,
uint128 amount,
bytes calldata data
)
external
returns (
uint256 amount0,
uint256 amount1,
uint128 liquidityActual
);
/**
* @notice Collects tokens owed to a position
* @dev Does not recompute fees earned, which must be done either via mint or burn of any amount of liquidity.
* Collect must be called by the position owner. To withdraw only token0 or only token1, amount0Requested or
* amount1Requested may be set to zero. To withdraw all tokens owed, caller may pass any value greater than the
* actual tokens owed, e.g. type(uint128).max. Tokens owed may be from accumulated swap fees or burned liquidity.
* @param recipient The address which should receive the fees collected
* @param bottomTick The lower tick of the position for which to collect fees
* @param topTick The upper tick of the position for which to collect fees
* @param amount0Requested How much token0 should be withdrawn from the fees owed
* @param amount1Requested How much token1 should be withdrawn from the fees owed
* @return amount0 The amount of fees collected in token0
* @return amount1 The amount of fees collected in token1
*/
function collect(
address recipient,
int24 bottomTick,
int24 topTick,
uint128 amount0Requested,
uint128 amount1Requested
) external returns (uint128 amount0, uint128 amount1);
/**
* @notice Burn liquidity from the sender and account tokens owed for the liquidity to the position
* @dev Can be used to trigger a recalculation of fees owed to a position by calling with an amount of 0
* @dev Fees must be collected separately via a call to #collect
* @param bottomTick The lower tick of the position for which to burn liquidity
* @param topTick The upper tick of the position for which to burn liquidity
* @param amount How much liquidity to burn
* @return amount0 The amount of token0 sent to the recipient
* @return amount1 The amount of token1 sent to the recipient
*/
function burn(
int24 bottomTick,
int24 topTick,
uint128 amount
) external returns (uint256 amount0, uint256 amount1);
/**
* @notice Swap token0 for token1, or token1 for token0
* @dev The caller of this method receives a callback in the form of IAlgebraSwapCallback# AlgebraSwapCallback
* @param recipient The address to receive the output of the swap
* @param zeroToOne The direction of the swap, true for token0 to token1, false for token1 to token0
* @param amountSpecified The amount of the swap, which implicitly configures the swap as exact input (positive), or exact output (negative)
* @param limitSqrtPrice The Q64.96 sqrt price limit. If zero for one, the price cannot be less than this
* value after the swap. If one for zero, the price cannot be greater than this value after the swap
* @param data Any data to be passed through to the callback. If using the Router it should contain
* SwapRouter#SwapCallbackData
* @return amount0 The delta of the balance of token0 of the pool, exact when negative, minimum when positive
* @return amount1 The delta of the balance of token1 of the pool, exact when negative, minimum when positive
*/
function swap(
address recipient,
bool zeroToOne,
int256 amountSpecified,
uint160 limitSqrtPrice,
bytes calldata data
) external returns (int256 amount0, int256 amount1);
/**
* @notice Swap token0 for token1, or token1 for token0 (tokens that have fee on transfer)
* @dev The caller of this method receives a callback in the form of I AlgebraSwapCallback# AlgebraSwapCallback
* @param sender The address called this function (Comes from the Router)
* @param recipient The address to receive the output of the swap
* @param zeroToOne The direction of the swap, true for token0 to token1, false for token1 to token0
* @param amountSpecified The amount of the swap, which implicitly configures the swap as exact input (positive), or exact output (negative)
* @param limitSqrtPrice The Q64.96 sqrt price limit. If zero for one, the price cannot be less than this
* value after the swap. If one for zero, the price cannot be greater than this value after the swap
* @param data Any data to be passed through to the callback. If using the Router it should contain
* SwapRouter#SwapCallbackData
* @return amount0 The delta of the balance of token0 of the pool, exact when negative, minimum when positive
* @return amount1 The delta of the balance of token1 of the pool, exact when negative, minimum when positive
*/
function swapSupportingFeeOnInputTokens(
address sender,
address recipient,
bool zeroToOne,
int256 amountSpecified,
uint160 limitSqrtPrice,
bytes calldata data
) external returns (int256 amount0, int256 amount1);
/**
* @notice Receive token0 and/or token1 and pay it back, plus a fee, in the callback
* @dev The caller of this method receives a callback in the form of IAlgebraFlashCallback# AlgebraFlashCallback
* @dev All excess tokens paid in the callback are distributed to liquidity providers as an additional fee. So this method can be used
* to donate underlying tokens to currently in-range liquidity providers by calling with 0 amount{0,1} and sending
* the donation amount(s) from the callback
* @param recipient The address which will receive the token0 and token1 amounts
* @param amount0 The amount of token0 to send
* @param amount1 The amount of token1 to send
* @param data Any data to be passed through to the callback
*/
function flash(
address recipient,
uint256 amount0,
uint256 amount1,
bytes calldata data
) external;
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/**
* @title Permissioned pool actions
* @notice Contains pool methods that may only be called by the factory owner or tokenomics
* @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
* https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
*/
interface IAlgebraPoolPermissionedActions {
/**
* @notice Set the community's % share of the fees. Cannot exceed 25% (250)
* @param communityFee0 new community fee percent for token0 of the pool in thousandths (1e-3)
* @param communityFee1 new community fee percent for token1 of the pool in thousandths (1e-3)
*/
function setCommunityFee(uint8 communityFee0, uint8 communityFee1) external;
/**
* @notice Sets an active incentive
* @param virtualPoolAddress The address of a virtual pool associated with the incentive
*/
function setIncentive(address virtualPoolAddress) external;
/**
* @notice Sets new lock time for added liquidity
* @param newLiquidityCooldown The time in seconds
*/
function setLiquidityCooldown(uint32 newLiquidityCooldown) external;
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/// @title Events emitted by a pool
/// @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
/// https://github.com/Uniswap/v3-core/tree/main/contracts/interfaces
interface IAlgebraPoolEvents {
/**
* @notice Emitted exactly once by a pool when #initialize is first called on the pool
* @dev Mint/Burn/Swap cannot be emitted by the pool before Initialize
* @param price The initial sqrt price of the pool, as a Q64.96
* @param tick The initial tick of the pool, i.e. log base 1.0001 of the starting price of the pool
*/
event Initialize(uint160 price, int24 tick);
/**
* @notice Emitted when liquidity is minted for a given position
* @param sender The address that minted the liquidity
* @param owner The owner of the position and recipient of any minted liquidity
* @param bottomTick The lower tick of the position
* @param topTick The upper tick of the position
* @param liquidityAmount The amount of liquidity minted to the position range
* @param amount0 How much token0 was required for the minted liquidity
* @param amount1 How much token1 was required for the minted liquidity
*/
event Mint(
address sender,
address indexed owner,
int24 indexed bottomTick,
int24 indexed topTick,
uint128 liquidityAmount,
uint256 amount0,
uint256 amount1
);
/**
* @notice Emitted when fees are collected by the owner of a position
* @dev Collect events may be emitted with zero amount0 and amount1 when the caller chooses not to collect fees
* @param owner The owner of the position for which fees are collected
* @param recipient The address that received fees
* @param bottomTick The lower tick of the position
* @param topTick The upper tick of the position
* @param amount0 The amount of token0 fees collected
* @param amount1 The amount of token1 fees collected
*/
event Collect(address indexed owner, address recipient, int24 indexed bottomTick, int24 indexed topTick, uint128 amount0, uint128 amount1);
/**
* @notice Emitted when a position's liquidity is removed
* @dev Does not withdraw any fees earned by the liquidity position, which must be withdrawn via #collect
* @param owner The owner of the position for which liquidity is removed
* @param bottomTick The lower tick of the position
* @param topTick The upper tick of the position
* @param liquidityAmount The amount of liquidity to remove
* @param amount0 The amount of token0 withdrawn
* @param amount1 The amount of token1 withdrawn
*/
event Burn(address indexed owner, int24 indexed bottomTick, int24 indexed topTick, uint128 liquidityAmount, uint256 amount0, uint256 amount1);
/**
* @notice Emitted by the pool for any swaps between token0 and token1
* @param sender The address that initiated the swap call, and that received the callback
* @param recipient The address that received the output of the swap
* @param amount0 The delta of the token0 balance of the pool
* @param amount1 The delta of the token1 balance of the pool
* @param price The sqrt(price) of the pool after the swap, as a Q64.96
* @param liquidity The liquidity of the pool after the swap
* @param tick The log base 1.0001 of price of the pool after the swap
*/
event Swap(address indexed sender, address indexed recipient, int256 amount0, int256 amount1, uint160 price, uint128 liquidity, int24 tick);
/**
* @notice Emitted by the pool for any flashes of token0/token1
* @param sender The address that initiated the swap call, and that received the callback
* @param recipient The address that received the tokens from flash
* @param amount0 The amount of token0 that was flashed
* @param amount1 The amount of token1 that was flashed
* @param paid0 The amount of token0 paid for the flash, which can exceed the amount0 plus the fee
* @param paid1 The amount of token1 paid for the flash, which can exceed the amount1 plus the fee
*/
event Flash(address indexed sender, address indexed recipient, uint256 amount0, uint256 amount1, uint256 paid0, uint256 paid1);
/**
* @notice Emitted when the community fee is changed by the pool
* @param communityFee0New The updated value of the token0 community fee percent
* @param communityFee1New The updated value of the token1 community fee percent
*/
event CommunityFee(uint8 communityFee0New, uint8 communityFee1New);
/**
* @notice Emitted when new activeIncentive is set
* @param virtualPoolAddress The address of a virtual pool associated with the current active incentive
*/
event Incentive(address indexed virtualPoolAddress);
/**
* @notice Emitted when the fee changes
* @param fee The value of the token fee
*/
event Fee(uint16 fee);
/**
* @notice Emitted when the LiquidityCooldown changes
* @param liquidityCooldown The value of locktime for added liquidity
*/
event LiquidityCooldown(uint32 liquidityCooldown);
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../interfaces/IERC20Minimal.sol';
import '../interfaces/callback/IAlgebraSwapCallback.sol';
import '../interfaces/callback/IAlgebraMintCallback.sol';
import '../interfaces/IAlgebraPool.sol';
contract TestAlgebraSwapPay is IAlgebraSwapCallback, IAlgebraMintCallback {
function swap(
address pool,
address recipient,
bool zeroToOne,
uint160 price,
int256 amountSpecified,
uint256 pay0,
uint256 pay1
) external {
IAlgebraPool(pool).swap(recipient, zeroToOne, amountSpecified, price, abi.encode(msg.sender, pay0, pay1));
}
function swapSupportingFee(
address pool,
address recipient,
bool zeroToOne,
uint160 price,
int256 amountSpecified,
uint256 pay0,
uint256 pay1
) external {
IAlgebraPool(pool).swapSupportingFeeOnInputTokens(msg.sender, recipient, zeroToOne, amountSpecified, price, abi.encode(msg.sender, pay0, pay1));
}
function algebraSwapCallback(
int256,
int256,
bytes calldata data
) external override {
(address sender, uint256 pay0, uint256 pay1) = abi.decode(data, (address, uint256, uint256));
if (pay0 > 0) {
IERC20Minimal(IAlgebraPool(msg.sender).token0()).transferFrom(sender, msg.sender, uint256(pay0));
} else if (pay1 > 0) {
IERC20Minimal(IAlgebraPool(msg.sender).token1()).transferFrom(sender, msg.sender, uint256(pay1));
}
}
function mint(
address pool,
address recipient,
int24 bottomTick,
int24 topTick,
uint128 amount,
uint256 pay0,
uint256 pay1
)
external
returns (
uint256 amount0Owed,
uint256 amount1Owed,
uint256 resultLiquidity
)
{
(amount0Owed, amount1Owed, resultLiquidity) = IAlgebraPool(pool).mint(
msg.sender,
recipient,
bottomTick,
topTick,
amount,
abi.encode(msg.sender, pay0, pay1)
);
}
function algebraMintCallback(
uint256 amount0Owed,
uint256 amount1Owed,
bytes calldata data
) external override {
(address sender, uint256 pay0, uint256 pay1) = abi.decode(data, (address, uint256, uint256));
if (amount0Owed > 0) IERC20Minimal(IAlgebraPool(msg.sender).token0()).transferFrom(sender, msg.sender, pay0);
if (amount1Owed > 0) IERC20Minimal(IAlgebraPool(msg.sender).token1()).transferFrom(sender, msg.sender, pay1);
}
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
import './interfaces/IAlgebraPool.sol';
import './interfaces/IDataStorageOperator.sol';
import './interfaces/IAlgebraVirtualPool.sol';
import './base/PoolState.sol';
import './base/PoolImmutables.sol';
import './libraries/TokenDeltaMath.sol';
import './libraries/PriceMovementMath.sol';
import './libraries/TickManager.sol';
import './libraries/TickTable.sol';
import './libraries/LowGasSafeMath.sol';
import './libraries/SafeCast.sol';
import './libraries/FullMath.sol';
import './libraries/Constants.sol';
import './libraries/TransferHelper.sol';
import './libraries/TickMath.sol';
import './libraries/LiquidityMath.sol';
import './interfaces/IAlgebraPoolDeployer.sol';
import './interfaces/IAlgebraFactory.sol';
import './interfaces/IERC20Minimal.sol';
import './interfaces/callback/IAlgebraMintCallback.sol';
import './interfaces/callback/IAlgebraSwapCallback.sol';
import './interfaces/callback/IAlgebraFlashCallback.sol';
contract AlgebraPool is PoolState, PoolImmutables, IAlgebraPool {
using LowGasSafeMath for uint256;
using LowGasSafeMath for int256;
using LowGasSafeMath for uint128;
using SafeCast for uint256;
using SafeCast for int256;
using TickTable for mapping(int16 => uint256);
using TickManager for mapping(int24 => TickManager.Tick);
struct Position {
uint128 liquidity; // The amount of liquidity concentrated in the range
uint32 lastLiquidityAddTimestamp; // Timestamp of last adding of liquidity
uint256 innerFeeGrowth0Token; // The last updated fee growth per unit of liquidity
uint256 innerFeeGrowth1Token;
uint128 fees0; // The amount of token0 owed to a LP
uint128 fees1; // The amount of token1 owed to a LP
}
/// @inheritdoc IAlgebraPoolState
mapping(bytes32 => Position) public override positions;
/// @dev Restricts everyone calling a function except factory owner
modifier onlyFactoryOwner() {
require(msg.sender == IAlgebraFactory(factory).owner());
_;
}
modifier onlyValidTicks(int24 bottomTick, int24 topTick) {
require(topTick < TickMath.MAX_TICK + 1, 'TUM');
require(topTick > bottomTick, 'TLU');
require(bottomTick > TickMath.MIN_TICK - 1, 'TLM');
_;
}
constructor() PoolImmutables(msg.sender) {
globalState.fee = Constants.BASE_FEE;
}
function balanceToken0() private view returns (uint256) {
return IERC20Minimal(token0).balanceOf(address(this));
}
function balanceToken1() private view returns (uint256) {
return IERC20Minimal(token1).balanceOf(address(this));
}
/// @inheritdoc IAlgebraPoolState
function timepoints(uint256 index)
external
view
override
returns (
bool initialized,
uint32 blockTimestamp,
int56 tickCumulative,
uint160 secondsPerLiquidityCumulative,
uint88 volatilityCumulative,
int24 averageTick,
uint144 volumePerLiquidityCumulative
)
{
return IDataStorageOperator(dataStorageOperator).timepoints(index);
}
struct Cumulatives {
int56 tickCumulative;
uint160 outerSecondPerLiquidity;
uint32 outerSecondsSpent;
}
/// @inheritdoc IAlgebraPoolDerivedState
function getInnerCumulatives(int24 bottomTick, int24 topTick)
external
view
override
onlyValidTicks(bottomTick, topTick)
returns (
int56 innerTickCumulative,
uint160 innerSecondsSpentPerLiquidity,
uint32 innerSecondsSpent
)
{
Cumulatives memory lower;
{
TickManager.Tick storage _lower = ticks[bottomTick];
(lower.tickCumulative, lower.outerSecondPerLiquidity, lower.outerSecondsSpent) = (
_lower.outerTickCumulative,
_lower.outerSecondsPerLiquidity,
_lower.outerSecondsSpent
);
require(_lower.initialized);
}
Cumulatives memory upper;
{
TickManager.Tick storage _upper = ticks[topTick];
(upper.tickCumulative, upper.outerSecondPerLiquidity, upper.outerSecondsSpent) = (
_upper.outerTickCumulative,
_upper.outerSecondsPerLiquidity,
_upper.outerSecondsSpent
);
require(_upper.initialized);
}
(int24 currentTick, uint16 currentTimepointIndex) = (globalState.tick, globalState.timepointIndex);
if (currentTick < bottomTick) {
return (
lower.tickCumulative - upper.tickCumulative,
lower.outerSecondPerLiquidity - upper.outerSecondPerLiquidity,
lower.outerSecondsSpent - upper.outerSecondsSpent
);
}
if (currentTick < topTick) {
uint32 globalTime = _blockTimestamp();
(int56 globalTickCumulative, uint160 globalSecondsPerLiquidityCumulative, , ) = _getSingleTimepoint(
globalTime,
0,
currentTick,
currentTimepointIndex,
liquidity
);
return (
globalTickCumulative - lower.tickCumulative - upper.tickCumulative,
globalSecondsPerLiquidityCumulative - lower.outerSecondPerLiquidity - upper.outerSecondPerLiquidity,
globalTime - lower.outerSecondsSpent - upper.outerSecondsSpent
);
}
return (
upper.tickCumulative - lower.tickCumulative,
upper.outerSecondPerLiquidity - lower.outerSecondPerLiquidity,
upper.outerSecondsSpent - lower.outerSecondsSpent
);
}
/// @inheritdoc IAlgebraPoolDerivedState
function getTimepoints(uint32[] calldata secondsAgos)
external
view
override
returns (
int56[] memory tickCumulatives,
uint160[] memory secondsPerLiquidityCumulatives,
uint112[] memory volatilityCumulatives,
uint256[] memory volumePerAvgLiquiditys
)
{
return
IDataStorageOperator(dataStorageOperator).getTimepoints(
_blockTimestamp(),
secondsAgos,
globalState.tick,
globalState.timepointIndex,
liquidity
);
}
/// @inheritdoc IAlgebraPoolActions
function initialize(uint160 initialPrice) external override {
require(globalState.price == 0, 'AI');
// getTickAtSqrtRatio checks validity of initialPrice inside
int24 tick = TickMath.getTickAtSqrtRatio(initialPrice);
uint32 timestamp = _blockTimestamp();
IDataStorageOperator(dataStorageOperator).initialize(timestamp, tick);
globalState.price = initialPrice;
globalState.unlocked = true;
globalState.tick = tick;
emit Initialize(initialPrice, tick);
}
/**
* @notice Increases amounts of tokens owed to owner of the position
* @param _position The position object to operate with
* @param liquidityDelta The amount on which to increase\decrease the liquidity
* @param innerFeeGrowth0Token Total fee token0 fee growth per 1/liquidity between position's lower and upper ticks
* @param innerFeeGrowth1Token Total fee token1 fee growth per 1/liquidity between position's lower and upper ticks
*/
function _recalculatePosition(
Position storage _position,
int128 liquidityDelta,
uint256 innerFeeGrowth0Token,
uint256 innerFeeGrowth1Token
) internal {
(uint128 currentLiquidity, uint32 lastLiquidityAddTimestamp) = (_position.liquidity, _position.lastLiquidityAddTimestamp);
if (liquidityDelta == 0) {
require(currentLiquidity > 0, 'NP'); // Do not recalculate the empty ranges
} else {
if (liquidityDelta < 0) {
uint32 _liquidityCooldown = liquidityCooldown;
if (_liquidityCooldown > 0) {
require((_blockTimestamp() - lastLiquidityAddTimestamp) >= _liquidityCooldown);
}
}
// change position liquidity
uint128 liquidityNext = LiquidityMath.addDelta(currentLiquidity, liquidityDelta);
(_position.liquidity, _position.lastLiquidityAddTimestamp) = (
liquidityNext,
liquidityNext > 0 ? (liquidityDelta > 0 ? _blockTimestamp() : lastLiquidityAddTimestamp) : 0
);
}
// update the position
uint256 _innerFeeGrowth0Token = _position.innerFeeGrowth0Token;
uint256 _innerFeeGrowth1Token = _position.innerFeeGrowth1Token;
uint128 fees0;
if (innerFeeGrowth0Token != _innerFeeGrowth0Token) {
_position.innerFeeGrowth0Token = innerFeeGrowth0Token;
fees0 = uint128(FullMath.mulDiv(innerFeeGrowth0Token - _innerFeeGrowth0Token, currentLiquidity, Constants.Q128));
}
uint128 fees1;
if (innerFeeGrowth1Token != _innerFeeGrowth1Token) {
_position.innerFeeGrowth1Token = innerFeeGrowth1Token;
fees1 = uint128(FullMath.mulDiv(innerFeeGrowth1Token - _innerFeeGrowth1Token, currentLiquidity, Constants.Q128));
}
// To avoid overflow owner has to collect fee before it
if (fees0 | fees1 != 0) {
_position.fees0 += fees0;
_position.fees1 += fees1;
}
}
struct UpdatePositionCache {
uint160 price; // The square root of the current price in Q64.96 format
int24 tick; // The current tick
uint16 timepointIndex; // The index of the last written timepoint
}
/**
* @dev Updates position's ticks and its fees
* @return position The Position object to operate with
* @return amount0 The amount of token0 the caller needs to send, negative if the pool needs to send it
* @return amount1 The amount of token1 the caller needs to send, negative if the pool needs to send it
*/
function _updatePositionTicksAndFees(
address owner,
int24 bottomTick,
int24 topTick,
int128 liquidityDelta
)
private
returns (
Position storage position,
int256 amount0,
int256 amount1
)
{
UpdatePositionCache memory cache = UpdatePositionCache(globalState.price, globalState.tick, globalState.timepointIndex);
position = getOrCreatePosition(owner, bottomTick, topTick);
(uint256 _totalFeeGrowth0Token, uint256 _totalFeeGrowth1Token) = (totalFeeGrowth0Token, totalFeeGrowth1Token);
bool toggledBottom;
bool toggledTop;
if (liquidityDelta != 0) {
uint32 time = _blockTimestamp();
(int56 tickCumulative, uint160 secondsPerLiquidityCumulative, , ) = _getSingleTimepoint(time, 0, cache.tick, cache.timepointIndex, liquidity);
if (
ticks.update(
bottomTick,
cache.tick,
liquidityDelta,
_totalFeeGrowth0Token,
_totalFeeGrowth1Token,
secondsPerLiquidityCumulative,
tickCumulative,
time,
false // isTopTick
)
) {
toggledBottom = true;
tickTable.toggleTick(bottomTick);
}
if (
ticks.update(
topTick,
cache.tick,
liquidityDelta,
_totalFeeGrowth0Token,
_totalFeeGrowth1Token,
secondsPerLiquidityCumulative,
tickCumulative,
time,
true // isTopTick
)
) {
toggledTop = true;
tickTable.toggleTick(topTick);
}
}
(uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128) = ticks.getInnerFeeGrowth(
bottomTick,
topTick,
cache.tick,
_totalFeeGrowth0Token,
_totalFeeGrowth1Token
);
_recalculatePosition(position, liquidityDelta, feeGrowthInside0X128, feeGrowthInside1X128);
if (liquidityDelta != 0) {
// if liquidityDelta is negative and the tick was toggled, it means that it should not be initialized anymore, so we delete it
if (liquidityDelta < 0) {
if (toggledBottom) delete ticks[bottomTick];
if (toggledTop) delete ticks[topTick];
}
int128 globalLiquidityDelta;
(amount0, amount1, globalLiquidityDelta) = _getAmountsForLiquidity(bottomTick, topTick, liquidityDelta, cache.tick, cache.price);
if (globalLiquidityDelta != 0) {
uint128 liquidityBefore = liquidity;
uint16 newTimepointIndex = _writeTimepoint(cache.timepointIndex, _blockTimestamp(), cache.tick, liquidityBefore, volumePerLiquidityInBlock);
if (cache.timepointIndex != newTimepointIndex) {
globalState.fee = _getNewFee(_blockTimestamp(), cache.tick, newTimepointIndex, liquidityBefore);
globalState.timepointIndex = newTimepointIndex;
volumePerLiquidityInBlock = 0;
}
liquidity = LiquidityMath.addDelta(liquidityBefore, liquidityDelta);
}
}
}
function _getAmountsForLiquidity(
int24 bottomTick,
int24 topTick,
int128 liquidityDelta,
int24 currentTick,
uint160 currentPrice
)
private
pure
returns (
int256 amount0,
int256 amount1,
int128 globalLiquidityDelta
)
{
// If current tick is less than the provided bottom one then only the token0 has to be provided
if (currentTick < bottomTick) {
amount0 = TokenDeltaMath.getToken0Delta(TickMath.getSqrtRatioAtTick(bottomTick), TickMath.getSqrtRatioAtTick(topTick), liquidityDelta);
} else if (currentTick < topTick) {
amount0 = TokenDeltaMath.getToken0Delta(currentPrice, TickMath.getSqrtRatioAtTick(topTick), liquidityDelta);
amount1 = TokenDeltaMath.getToken1Delta(TickMath.getSqrtRatioAtTick(bottomTick), currentPrice, liquidityDelta);
globalLiquidityDelta = liquidityDelta;
}
// If current tick is greater than the provided top one then only the token1 has to be provided
else {
amount1 = TokenDeltaMath.getToken1Delta(TickMath.getSqrtRatioAtTick(bottomTick), TickMath.getSqrtRatioAtTick(topTick), liquidityDelta);
}
}
/**
* @notice This function fetches certain position object
* @param owner The address owing the position
* @param bottomTick The position's bottom tick
* @param topTick The position's top tick
* @return position The Position object
*/
function getOrCreatePosition(
address owner,
int24 bottomTick,
int24 topTick
) private view returns (Position storage) {
bytes32 key;
assembly {
key := or(shl(24, or(shl(24, owner), and(bottomTick, 0xFFFFFF))), and(topTick, 0xFFFFFF))
}
return positions[key];
}
/// @inheritdoc IAlgebraPoolActions
function mint(
address sender,
address recipient,
int24 bottomTick,
int24 topTick,
uint128 liquidityDesired,
bytes calldata data
)
external
override
lock
onlyValidTicks(bottomTick, topTick)
returns (
uint256 amount0,
uint256 amount1,
uint128 liquidityActual
)
{
require(liquidityDesired > 0, 'IL');
{
(int256 amount0Int, int256 amount1Int, ) = _getAmountsForLiquidity(
bottomTick,
topTick,
int256(liquidityDesired).toInt128(),
globalState.tick,
globalState.price
);
amount0 = uint256(amount0Int);
amount1 = uint256(amount1Int);
}
uint256 receivedAmount0;
uint256 receivedAmount1;
{
if (amount0 > 0) receivedAmount0 = balanceToken0();
if (amount1 > 0) receivedAmount1 = balanceToken1();
IAlgebraMintCallback(msg.sender).algebraMintCallback(amount0, amount1, data);
if (amount0 > 0) require((receivedAmount0 = balanceToken0() - receivedAmount0) > 0, 'IIAM');
if (amount1 > 0) require((receivedAmount1 = balanceToken1() - receivedAmount1) > 0, 'IIAM');
}
liquidityActual = liquidityDesired;
if (receivedAmount0 < amount0) {
liquidityActual = uint128(FullMath.mulDiv(uint256(liquidityActual), receivedAmount0, amount0));
}
if (receivedAmount1 < amount1) {
uint128 liquidityForRA1 = uint128(FullMath.mulDiv(uint256(liquidityActual), receivedAmount1, amount1));
if (liquidityForRA1 < liquidityActual) {
liquidityActual = liquidityForRA1;
}
}
require(liquidityActual > 0, 'IIL2');
{
(, int256 amount0Int, int256 amount1Int) = _updatePositionTicksAndFees(recipient, bottomTick, topTick, int256(liquidityActual).toInt128());
require((amount0 = uint256(amount0Int)) <= receivedAmount0, 'IIAM2');
require((amount1 = uint256(amount1Int)) <= receivedAmount1, 'IIAM2');
}
if (receivedAmount0 > amount0) {
TransferHelper.safeTransfer(token0, sender, receivedAmount0 - amount0);
}
if (receivedAmount1 > amount1) {
TransferHelper.safeTransfer(token1, sender, receivedAmount1 - amount1);
}
emit Mint(msg.sender, recipient, bottomTick, topTick, liquidityActual, amount0, amount1);
}
/// @inheritdoc IAlgebraPoolActions
function collect(
address recipient,
int24 bottomTick,
int24 topTick,
uint128 amount0Requested,
uint128 amount1Requested
) external override lock returns (uint128 amount0, uint128 amount1) {
Position storage position = getOrCreatePosition(msg.sender, bottomTick, topTick);
(uint128 positionFees0, uint128 positionFees1) = (position.fees0, position.fees1);
amount0 = amount0Requested > positionFees0 ? positionFees0 : amount0Requested;
amount1 = amount1Requested > positionFees1 ? positionFees1 : amount1Requested;
if (amount0 | amount1 != 0) {
position.fees0 = positionFees0 - amount0;
position.fees1 = positionFees1 - amount1;
if (amount0 > 0) TransferHelper.safeTransfer(token0, recipient, amount0);
if (amount1 > 0) TransferHelper.safeTransfer(token1, recipient, amount1);
}
emit Collect(msg.sender, recipient, bottomTick, topTick, amount0, amount1);
}
/// @inheritdoc IAlgebraPoolActions
function burn(
int24 bottomTick,
int24 topTick,
uint128 amount
) external override lock onlyValidTicks(bottomTick, topTick) returns (uint256 amount0, uint256 amount1) {
(Position storage position, int256 amount0Int, int256 amount1Int) = _updatePositionTicksAndFees(
msg.sender,
bottomTick,
topTick,
-int256(amount).toInt128()
);
amount0 = uint256(-amount0Int);
amount1 = uint256(-amount1Int);
if (amount0 | amount1 != 0) {
(position.fees0, position.fees1) = (position.fees0.add128(uint128(amount0)), position.fees1.add128(uint128(amount1)));
}
emit Burn(msg.sender, bottomTick, topTick, amount, amount0, amount1);
}
/// @dev Returns new fee according combination of sigmoids
function _getNewFee(
uint32 _time,
int24 _tick,
uint16 _index,
uint128 _liquidity
) private returns (uint16 newFee) {
newFee = IDataStorageOperator(dataStorageOperator).getFee(_time, _tick, _index, _liquidity);
emit Fee(newFee);
}
function _payCommunityFee(address token, uint256 amount) private {
address vault = IAlgebraFactory(factory).vaultAddress();
TransferHelper.safeTransfer(token, vault, amount);
}
function _writeTimepoint(
uint16 timepointIndex,
uint32 blockTimestamp,
int24 tick,
uint128 liquidity,
uint128 volumePerLiquidityInBlock
) private returns (uint16 newTimepointIndex) {
return IDataStorageOperator(dataStorageOperator).write(timepointIndex, blockTimestamp, tick, liquidity, volumePerLiquidityInBlock);
}
function _getSingleTimepoint(
uint32 blockTimestamp,
uint32 secondsAgo,
int24 startTick,
uint16 timepointIndex,
uint128 liquidityStart
)
private
view
returns (
int56 tickCumulative,
uint160 secondsPerLiquidityCumulative,
uint112 volatilityCumulative,
uint256 volumePerAvgLiquidity
)
{
return IDataStorageOperator(dataStorageOperator).getSingleTimepoint(blockTimestamp, secondsAgo, startTick, timepointIndex, liquidityStart);
}
function _swapCallback(
int256 amount0,
int256 amount1,
bytes calldata data
) private {
IAlgebraSwapCallback(msg.sender).algebraSwapCallback(amount0, amount1, data);
}
/// @inheritdoc IAlgebraPoolActions
function swap(
address recipient,
bool zeroToOne,
int256 amountRequired,
uint160 limitSqrtPrice,
bytes calldata data
) external override returns (int256 amount0, int256 amount1) {
uint160 currentPrice;
int24 currentTick;
uint128 currentLiquidity;
uint256 communityFee;
// function _calculateSwapAndLock locks globalState.unlocked and does not release
(amount0, amount1, currentPrice, currentTick, currentLiquidity, communityFee) = _calculateSwapAndLock(zeroToOne, amountRequired, limitSqrtPrice);
if (zeroToOne) {
if (amount1 < 0) TransferHelper.safeTransfer(token1, recipient, uint256(-amount1)); // transfer to recipient
uint256 balance0Before = balanceToken0();
_swapCallback(amount0, amount1, data); // callback to get tokens from the caller
require(balance0Before.add(uint256(amount0)) <= balanceToken0(), 'IIA');
} else {
if (amount0 < 0) TransferHelper.safeTransfer(token0, recipient, uint256(-amount0)); // transfer to recipient
uint256 balance1Before = balanceToken1();
_swapCallback(amount0, amount1, data); // callback to get tokens from the caller
require(balance1Before.add(uint256(amount1)) <= balanceToken1(), 'IIA');
}
if (communityFee > 0) {
_payCommunityFee(zeroToOne ? token0 : token1, communityFee);
}
emit Swap(msg.sender, recipient, amount0, amount1, currentPrice, currentLiquidity, currentTick);
globalState.unlocked = true; // release after lock in _calculateSwapAndLock
}
/// @inheritdoc IAlgebraPoolActions
function swapSupportingFeeOnInputTokens(
address sender,
address recipient,
bool zeroToOne,
int256 amountRequired,
uint160 limitSqrtPrice,
bytes calldata data
) external override returns (int256 amount0, int256 amount1) {
// Since the pool can get less tokens then sent, firstly we are getting tokens from the
// original caller of the transaction. And change the _amountRequired_
require(globalState.unlocked, 'LOK');
globalState.unlocked = false;
if (zeroToOne) {
uint256 balance0Before = balanceToken0();
_swapCallback(amountRequired, 0, data);
require((amountRequired = int256(balanceToken0().sub(balance0Before))) > 0, 'IIA');
} else {
uint256 balance1Before = balanceToken1();
_swapCallback(0, amountRequired, data);
require((amountRequired = int256(balanceToken1().sub(balance1Before))) > 0, 'IIA');
}
globalState.unlocked = true;
uint160 currentPrice;
int24 currentTick;
uint128 currentLiquidity;
uint256 communityFee;
// function _calculateSwapAndLock locks 'globalState.unlocked' and does not release
(amount0, amount1, currentPrice, currentTick, currentLiquidity, communityFee) = _calculateSwapAndLock(zeroToOne, amountRequired, limitSqrtPrice);
// only transfer to the recipient
if (zeroToOne) {
if (amount1 < 0) TransferHelper.safeTransfer(token1, recipient, uint256(-amount1));
// return the leftovers
if (amount0 < amountRequired) TransferHelper.safeTransfer(token0, sender, uint256(amountRequired.sub(amount0)));
} else {
if (amount0 < 0) TransferHelper.safeTransfer(token0, recipient, uint256(-amount0));
// return the leftovers
if (amount1 < amountRequired) TransferHelper.safeTransfer(token1, sender, uint256(amountRequired.sub(amount1)));
}
if (communityFee > 0) {
_payCommunityFee(zeroToOne ? token0 : token1, communityFee);
}
emit Swap(msg.sender, recipient, amount0, amount1, currentPrice, currentLiquidity, currentTick);
globalState.unlocked = true; // release after lock in _calculateSwapAndLock
}
struct SwapCalculationCache {
uint256 communityFee; // The community fee of the selling token, uint256 to minimize casts
uint128 volumePerLiquidityInBlock;
int56 tickCumulative; // The global tickCumulative at the moment
uint160 secondsPerLiquidityCumulative; // The global secondPerLiquidity at the moment
bool computedLatestTimepoint; // if we have already fetched _tickCumulative_ and _secondPerLiquidity_ from the DataOperator
int256 amountRequiredInitial; // The initial value of the exact input\output amount
int256 amountCalculated; // The additive amount of total output\input calculated trough the swap
uint256 totalFeeGrowth; // The initial totalFeeGrowth + the fee growth during a swap
uint256 totalFeeGrowthB;
IAlgebraVirtualPool.Status incentiveStatus; // If there is an active incentive at the moment
bool exactInput; // Whether the exact input or output is specified
uint16 fee; // The current dynamic fee
int24 startTick; // The tick at the start of a swap
uint16 timepointIndex; // The index of last written timepoint
}
struct PriceMovementCache {
uint160 stepSqrtPrice; // The Q64.96 sqrt of the price at the start of the step
int24 nextTick; // The tick till the current step goes
bool initialized; // True if the _nextTick is initialized
uint160 nextTickPrice; // The Q64.96 sqrt of the price calculated from the _nextTick
uint256 input; // The additive amount of tokens that have been provided
uint256 output; // The additive amount of token that have been withdrawn
uint256 feeAmount; // The total amount of fee earned within a current step
}
/// @notice For gas optimization, locks 'globalState.unlocked' and does not release.
function _calculateSwapAndLock(
bool zeroToOne,
int256 amountRequired,
uint160 limitSqrtPrice
)
private
returns (
int256 amount0,
int256 amount1,
uint160 currentPrice,
int24 currentTick,
uint128 currentLiquidity,
uint256 communityFeeAmount
)
{
uint32 blockTimestamp;
SwapCalculationCache memory cache;
{
// load from one storage slot
currentPrice = globalState.price;
currentTick = globalState.tick;
cache.fee = globalState.fee;
cache.timepointIndex = globalState.timepointIndex;
uint256 _communityFeeToken0 = globalState.communityFeeToken0;
uint256 _communityFeeToken1 = globalState.communityFeeToken1;
bool unlocked = globalState.unlocked;
globalState.unlocked = false; // lock will not be released in this function
require(unlocked, 'LOK');
require(amountRequired != 0, 'AS');
(cache.amountRequiredInitial, cache.exactInput) = (amountRequired, amountRequired > 0);
(currentLiquidity, cache.volumePerLiquidityInBlock) = (liquidity, volumePerLiquidityInBlock);
if (zeroToOne) {
require(limitSqrtPrice < currentPrice && limitSqrtPrice > TickMath.MIN_SQRT_RATIO, 'SPL');
cache.totalFeeGrowth = totalFeeGrowth0Token;
cache.communityFee = _communityFeeToken0;
} else {
require(limitSqrtPrice > currentPrice && limitSqrtPrice < TickMath.MAX_SQRT_RATIO, 'SPL');
cache.totalFeeGrowth = totalFeeGrowth1Token;
cache.communityFee = _communityFeeToken1;
}
cache.startTick = currentTick;
blockTimestamp = _blockTimestamp();
if (activeIncentive != address(0)) {
IAlgebraVirtualPool.Status _status = IAlgebraVirtualPool(activeIncentive).increaseCumulative(blockTimestamp);
if (_status == IAlgebraVirtualPool.Status.NOT_EXIST) {
activeIncentive = address(0);
} else if (_status == IAlgebraVirtualPool.Status.ACTIVE) {
cache.incentiveStatus = IAlgebraVirtualPool.Status.ACTIVE;
} else if (_status == IAlgebraVirtualPool.Status.NOT_STARTED) {
cache.incentiveStatus = IAlgebraVirtualPool.Status.NOT_STARTED;
}
}
uint16 newTimepointIndex = _writeTimepoint(
cache.timepointIndex,
blockTimestamp,
cache.startTick,
currentLiquidity,
cache.volumePerLiquidityInBlock
);
// new timepoint appears only for first swap in block
if (newTimepointIndex != cache.timepointIndex) {
cache.timepointIndex = newTimepointIndex;
cache.volumePerLiquidityInBlock = 0;
cache.fee = _getNewFee(blockTimestamp, currentTick, newTimepointIndex, currentLiquidity);
}
}
PriceMovementCache memory step;
// swap until there is remaining input or output tokens or we reach the price limit
while (true) {
step.stepSqrtPrice = currentPrice;
(step.nextTick, step.initialized) = tickTable.nextTickInTheSameRow(currentTick, zeroToOne);
step.nextTickPrice = TickMath.getSqrtRatioAtTick(step.nextTick);
// calculate the amounts needed to move the price to the next target if it is possible or as much as possible
(currentPrice, step.input, step.output, step.feeAmount) = PriceMovementMath.movePriceTowardsTarget(
zeroToOne,
currentPrice,
(zeroToOne == (step.nextTickPrice < limitSqrtPrice)) // move the price to the target or to the limit
? limitSqrtPrice
: step.nextTickPrice,
currentLiquidity,
amountRequired,
cache.fee
);
if (cache.exactInput) {
amountRequired -= (step.input + step.feeAmount).toInt256(); // decrease remaining input amount
cache.amountCalculated = cache.amountCalculated.sub(step.output.toInt256()); // decrease calculated output amount
} else {
amountRequired += step.output.toInt256(); // increase remaining output amount (since its negative)
cache.amountCalculated = cache.amountCalculated.add((step.input + step.feeAmount).toInt256()); // increase calculated input amount
}
if (cache.communityFee > 0) {
uint256 delta = (step.feeAmount.mul(cache.communityFee)) / Constants.COMMUNITY_FEE_DENOMINATOR;
step.feeAmount -= delta;
communityFeeAmount += delta;
}
if (currentLiquidity > 0) cache.totalFeeGrowth += FullMath.mulDiv(step.feeAmount, Constants.Q128, currentLiquidity);
if (currentPrice == step.nextTickPrice) {
// if the reached tick is initialized then we need to cross it
if (step.initialized) {
// once at a swap we have to get the last timepoint of the observation
if (!cache.computedLatestTimepoint) {
(cache.tickCumulative, cache.secondsPerLiquidityCumulative, , ) = _getSingleTimepoint(
blockTimestamp,
0,
cache.startTick,
cache.timepointIndex,
currentLiquidity // currentLiquidity can be changed only after computedLatestTimepoint
);
cache.computedLatestTimepoint = true;
cache.totalFeeGrowthB = zeroToOne ? totalFeeGrowth1Token : totalFeeGrowth0Token;
}
// every tick cross is needed to be duplicated in a virtual pool
if (cache.incentiveStatus != IAlgebraVirtualPool.Status.NOT_EXIST) {
IAlgebraVirtualPool(activeIncentive).cross(step.nextTick, zeroToOne);
}
int128 liquidityDelta;
if (zeroToOne) {
liquidityDelta = -ticks.cross(
step.nextTick,
cache.totalFeeGrowth, // A == 0
cache.totalFeeGrowthB, // B == 1
cache.secondsPerLiquidityCumulative,
cache.tickCumulative,
blockTimestamp
);
} else {
liquidityDelta = ticks.cross(
step.nextTick,
cache.totalFeeGrowthB, // B == 0
cache.totalFeeGrowth, // A == 1
cache.secondsPerLiquidityCumulative,
cache.tickCumulative,
blockTimestamp
);
}
currentLiquidity = LiquidityMath.addDelta(currentLiquidity, liquidityDelta);
}
currentTick = zeroToOne ? step.nextTick - 1 : step.nextTick;
} else if (currentPrice != step.stepSqrtPrice) {
// if the price has changed but hasn't reached the target
currentTick = TickMath.getTickAtSqrtRatio(currentPrice);
break; // since the price hasn't reached the target, amountRequired should be 0
}
// check stop condition
if (amountRequired == 0 || currentPrice == limitSqrtPrice) {
break;
}
}
(amount0, amount1) = zeroToOne == cache.exactInput // the amount to provide could be less then initially specified (e.g. reached limit)
? (cache.amountRequiredInitial - amountRequired, cache.amountCalculated) // the amount to get could be less then initially specified (e.g. reached limit)
: (cache.amountCalculated, cache.amountRequiredInitial - amountRequired);
(globalState.price, globalState.tick, globalState.fee, globalState.timepointIndex) = (currentPrice, currentTick, cache.fee, cache.timepointIndex);
(liquidity, volumePerLiquidityInBlock) = (
currentLiquidity,
cache.volumePerLiquidityInBlock + IDataStorageOperator(dataStorageOperator).calculateVolumePerLiquidity(currentLiquidity, amount0, amount1)
);
if (zeroToOne) {
totalFeeGrowth0Token = cache.totalFeeGrowth;
} else {
totalFeeGrowth1Token = cache.totalFeeGrowth;
}
}
/// @inheritdoc IAlgebraPoolActions
function flash(
address recipient,
uint256 amount0,
uint256 amount1,
bytes calldata data
) external override lock {
uint128 _liquidity = liquidity;
require(_liquidity > 0, 'L');
uint16 _fee = globalState.fee;
uint256 fee0;
uint256 balance0Before = balanceToken0();
if (amount0 > 0) {
fee0 = FullMath.mulDivRoundingUp(amount0, _fee, 1e6);
TransferHelper.safeTransfer(token0, recipient, amount0);
}
uint256 fee1;
uint256 balance1Before = balanceToken1();
if (amount1 > 0) {
fee1 = FullMath.mulDivRoundingUp(amount1, _fee, 1e6);
TransferHelper.safeTransfer(token1, recipient, amount1);
}
IAlgebraFlashCallback(msg.sender).algebraFlashCallback(fee0, fee1, data);
address vault = IAlgebraFactory(factory).vaultAddress();
uint256 paid0 = balanceToken0();
require(balance0Before.add(fee0) <= paid0, 'F0');
paid0 -= balance0Before;
if (paid0 > 0) {
uint8 _communityFeeToken0 = globalState.communityFeeToken0;
uint256 fees0;
if (_communityFeeToken0 > 0) {
fees0 = (paid0 * _communityFeeToken0) / Constants.COMMUNITY_FEE_DENOMINATOR;
TransferHelper.safeTransfer(token0, vault, fees0);
}
totalFeeGrowth0Token += FullMath.mulDiv(paid0 - fees0, Constants.Q128, _liquidity);
}
uint256 paid1 = balanceToken1();
require(balance1Before.add(fee1) <= paid1, 'F1');
paid1 -= balance1Before;
if (paid1 > 0) {
uint8 _communityFeeToken1 = globalState.communityFeeToken1;
uint256 fees1;
if (_communityFeeToken1 > 0) {
fees1 = (paid1 * _communityFeeToken1) / Constants.COMMUNITY_FEE_DENOMINATOR;
TransferHelper.safeTransfer(token1, vault, fees1);
}
totalFeeGrowth1Token += FullMath.mulDiv(paid1 - fees1, Constants.Q128, _liquidity);
}
emit Flash(msg.sender, recipient, amount0, amount1, paid0, paid1);
}
/// @inheritdoc IAlgebraPoolPermissionedActions
function setCommunityFee(uint8 communityFee0, uint8 communityFee1) external override lock onlyFactoryOwner {
require((communityFee0 <= Constants.MAX_COMMUNITY_FEE) && (communityFee1 <= Constants.MAX_COMMUNITY_FEE));
(globalState.communityFeeToken0, globalState.communityFeeToken1) = (communityFee0, communityFee1);
emit CommunityFee(communityFee0, communityFee1);
}
/// @inheritdoc IAlgebraPoolPermissionedActions
function setIncentive(address virtualPoolAddress) external override {
require(msg.sender == IAlgebraFactory(factory).farmingAddress());
activeIncentive = virtualPoolAddress;
emit Incentive(virtualPoolAddress);
}
/// @inheritdoc IAlgebraPoolPermissionedActions
function setLiquidityCooldown(uint32 newLiquidityCooldown) external override onlyFactoryOwner {
require(newLiquidityCooldown <= Constants.MAX_LIQUIDITY_COOLDOWN && liquidityCooldown != newLiquidityCooldown);
liquidityCooldown = newLiquidityCooldown;
emit LiquidityCooldown(newLiquidityCooldown);
}
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
interface IAlgebraVirtualPool {
enum Status {
NOT_EXIST,
ACTIVE,
NOT_STARTED
}
/**
* @dev This function is called by the main pool when an initialized tick is crossed there.
* If the tick is also initialized in a virtual pool it should be crossed too
* @param nextTick The crossed tick
* @param zeroToOne The direction
*/
function cross(int24 nextTick, bool zeroToOne) external;
/**
* @dev This function is called from the main pool before every swap To increase seconds per liquidity
* cumulative considering previous timestamp and liquidity. The liquidity is stored in a virtual pool
* @param currentTimestamp The timestamp of the current swap
* @return Status The status of virtual pool
*/
function increaseCumulative(uint32 currentTimestamp) external returns (Status);
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
import '../interfaces/pool/IAlgebraPoolState.sol';
import '../libraries/TickManager.sol';
abstract contract PoolState is IAlgebraPoolState {
struct GlobalState {
uint160 price; // The square root of the current price in Q64.96 format
int24 tick; // The current tick
uint16 fee; // The current fee in hundredths of a bip, i.e. 1e-6
uint16 timepointIndex; // The index of the last written timepoint
uint8 communityFeeToken0; // The community fee represented as a percent of all collected fee in thousandths (1e-3)
uint8 communityFeeToken1;
bool unlocked; // True if the contract is unlocked, otherwise - false
}
/// @inheritdoc IAlgebraPoolState
uint256 public override totalFeeGrowth0Token;
/// @inheritdoc IAlgebraPoolState
uint256 public override totalFeeGrowth1Token;
/// @inheritdoc IAlgebraPoolState
GlobalState public override globalState;
/// @inheritdoc IAlgebraPoolState
uint128 public override liquidity;
uint128 internal volumePerLiquidityInBlock;
/// @inheritdoc IAlgebraPoolState
uint32 public override liquidityCooldown;
/// @inheritdoc IAlgebraPoolState
address public override activeIncentive;
/// @inheritdoc IAlgebraPoolState
mapping(int24 => TickManager.Tick) public override ticks;
/// @inheritdoc IAlgebraPoolState
mapping(int16 => uint256) public override tickTable;
/// @dev Reentrancy protection. Implemented in every function of the contract since there are checks of balances.
modifier lock() {
require(globalState.unlocked, 'LOK');
globalState.unlocked = false;
_;
globalState.unlocked = true;
}
/// @dev This function is created for testing by overriding it.
/// @return A timestamp converted to uint32
function _blockTimestamp() internal view virtual returns (uint32) {
return uint32(block.timestamp); // truncation is desired
}
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
import '../interfaces/pool/IAlgebraPoolImmutables.sol';
import '../interfaces/IAlgebraPoolDeployer.sol';
import '../libraries/Constants.sol';
abstract contract PoolImmutables is IAlgebraPoolImmutables {
/// @inheritdoc IAlgebraPoolImmutables
address public immutable override dataStorageOperator;
/// @inheritdoc IAlgebraPoolImmutables
address public immutable override factory;
/// @inheritdoc IAlgebraPoolImmutables
address public immutable override token0;
/// @inheritdoc IAlgebraPoolImmutables
address public immutable override token1;
/// @inheritdoc IAlgebraPoolImmutables
function tickSpacing() external pure override returns (int24) {
return Constants.TICK_SPACING;
}
/// @inheritdoc IAlgebraPoolImmutables
function maxLiquidityPerTick() external pure override returns (uint128) {
return Constants.MAX_LIQUIDITY_PER_TICK;
}
constructor(address deployer) {
(dataStorageOperator, factory, token0, token1) = IAlgebraPoolDeployer(deployer).parameters();
}
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
import './LowGasSafeMath.sol';
import './SafeCast.sol';
import './LiquidityMath.sol';
import './Constants.sol';
/// @title TickManager
/// @notice Contains functions for managing tick processes and relevant calculations
library TickManager {
using LowGasSafeMath for int256;
using SafeCast for int256;
// info stored for each initialized individual tick
struct Tick {
uint128 liquidityTotal; // the total position liquidity that references this tick
int128 liquidityDelta; // amount of net liquidity added (subtracted) when tick is crossed left-right (right-left),
// fee growth per unit of liquidity on the _other_ side of this tick (relative to the current tick)
// only has relative meaning, not absolute — the value depends on when the tick is initialized
uint256 outerFeeGrowth0Token;
uint256 outerFeeGrowth1Token;
int56 outerTickCumulative; // the cumulative tick value on the other side of the tick
uint160 outerSecondsPerLiquidity; // the seconds per unit of liquidity on the _other_ side of current tick, (relative meaning)
uint32 outerSecondsSpent; // the seconds spent on the other side of the current tick, only has relative meaning
bool initialized; // these 8 bits are set to prevent fresh sstores when crossing newly initialized ticks
}
/// @notice Retrieves fee growth data
/// @param self The mapping containing all tick information for initialized ticks
/// @param bottomTick The lower tick boundary of the position
/// @param topTick The upper tick boundary of the position
/// @param currentTick The current tick
/// @param totalFeeGrowth0Token The all-time global fee growth, per unit of liquidity, in token0
/// @param totalFeeGrowth1Token The all-time global fee growth, per unit of liquidity, in token1
/// @return innerFeeGrowth0Token The all-time fee growth in token0, per unit of liquidity, inside the position's tick boundaries
/// @return innerFeeGrowth1Token The all-time fee growth in token1, per unit of liquidity, inside the position's tick boundaries
function getInnerFeeGrowth(
mapping(int24 => Tick) storage self,
int24 bottomTick,
int24 topTick,
int24 currentTick,
uint256 totalFeeGrowth0Token,
uint256 totalFeeGrowth1Token
) internal view returns (uint256 innerFeeGrowth0Token, uint256 innerFeeGrowth1Token) {
Tick storage lower = self[bottomTick];
Tick storage upper = self[topTick];
if (currentTick < topTick) {
if (currentTick >= bottomTick) {
innerFeeGrowth0Token = totalFeeGrowth0Token - lower.outerFeeGrowth0Token;
innerFeeGrowth1Token = totalFeeGrowth1Token - lower.outerFeeGrowth1Token;
} else {
innerFeeGrowth0Token = lower.outerFeeGrowth0Token;
innerFeeGrowth1Token = lower.outerFeeGrowth1Token;
}
innerFeeGrowth0Token -= upper.outerFeeGrowth0Token;
innerFeeGrowth1Token -= upper.outerFeeGrowth1Token;
} else {
innerFeeGrowth0Token = upper.outerFeeGrowth0Token - lower.outerFeeGrowth0Token;
innerFeeGrowth1Token = upper.outerFeeGrowth1Token - lower.outerFeeGrowth1Token;
}
}
/// @notice Updates a tick and returns true if the tick was flipped from initialized to uninitialized, or vice versa
/// @param self The mapping containing all tick information for initialized ticks
/// @param tick The tick that will be updated
/// @param currentTick The current tick
/// @param liquidityDelta A new amount of liquidity to be added (subtracted) when tick is crossed from left to right (right to left)
/// @param totalFeeGrowth0Token The all-time global fee growth, per unit of liquidity, in token0
/// @param totalFeeGrowth1Token The all-time global fee growth, per unit of liquidity, in token1
/// @param secondsPerLiquidityCumulative The all-time seconds per max(1, liquidity) of the pool
/// @param tickCumulative The all-time global cumulative tick
/// @param time The current block timestamp cast to a uint32
/// @param upper true for updating a position's upper tick, or false for updating a position's lower tick
/// @return flipped Whether the tick was flipped from initialized to uninitialized, or vice versa
function update(
mapping(int24 => Tick) storage self,
int24 tick,
int24 currentTick,
int128 liquidityDelta,
uint256 totalFeeGrowth0Token,
uint256 totalFeeGrowth1Token,
uint160 secondsPerLiquidityCumulative,
int56 tickCumulative,
uint32 time,
bool upper
) internal returns (bool flipped) {
Tick storage data = self[tick];
int128 liquidityDeltaBefore = data.liquidityDelta;
uint128 liquidityTotalBefore = data.liquidityTotal;
uint128 liquidityTotalAfter = LiquidityMath.addDelta(liquidityTotalBefore, liquidityDelta);
require(liquidityTotalAfter < Constants.MAX_LIQUIDITY_PER_TICK + 1, 'LO');
// when the lower (upper) tick is crossed left to right (right to left), liquidity must be added (removed)
data.liquidityDelta = upper
? int256(liquidityDeltaBefore).sub(liquidityDelta).toInt128()
: int256(liquidityDeltaBefore).add(liquidityDelta).toInt128();
data.liquidityTotal = liquidityTotalAfter;
flipped = (liquidityTotalAfter == 0);
if (liquidityTotalBefore == 0) {
flipped = !flipped;
// by convention, we assume that all growth before a tick was initialized happened _below_ the tick
if (tick <= currentTick) {
data.outerFeeGrowth0Token = totalFeeGrowth0Token;
data.outerFeeGrowth1Token = totalFeeGrowth1Token;
data.outerSecondsPerLiquidity = secondsPerLiquidityCumulative;
data.outerTickCumulative = tickCumulative;
data.outerSecondsSpent = time;
}
data.initialized = true;
}
}
/// @notice Transitions to next tick as needed by price movement
/// @param self The mapping containing all tick information for initialized ticks
/// @param tick The destination tick of the transition
/// @param totalFeeGrowth0Token The all-time global fee growth, per unit of liquidity, in token0
/// @param totalFeeGrowth1Token The all-time global fee growth, per unit of liquidity, in token1
/// @param secondsPerLiquidityCumulative The current seconds per liquidity
/// @param tickCumulative The all-time global cumulative tick
/// @param time The current block.timestamp
/// @return liquidityDelta The amount of liquidity added (subtracted) when tick is crossed from left to right (right to left)
function cross(
mapping(int24 => Tick) storage self,
int24 tick,
uint256 totalFeeGrowth0Token,
uint256 totalFeeGrowth1Token,
uint160 secondsPerLiquidityCumulative,
int56 tickCumulative,
uint32 time
) internal returns (int128 liquidityDelta) {
Tick storage data = self[tick];
data.outerSecondsSpent = time - data.outerSecondsSpent;
data.outerSecondsPerLiquidity = secondsPerLiquidityCumulative - data.outerSecondsPerLiquidity;
data.outerTickCumulative = tickCumulative - data.outerTickCumulative;
data.outerFeeGrowth1Token = totalFeeGrowth1Token - data.outerFeeGrowth1Token;
data.outerFeeGrowth0Token = totalFeeGrowth0Token - data.outerFeeGrowth0Token;
return data.liquidityDelta;
}
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
import './Constants.sol';
import './TickMath.sol';
/// @title Packed tick initialized state library
/// @notice Stores a packed mapping of tick index to its initialized state
/// @dev The mapping uses int16 for keys since ticks are represented as int24 and there are 256 (2^8) values per word.
library TickTable {
/// @notice Toggles the initialized state for a given tick from false to true, or vice versa
/// @param self The mapping in which to toggle the tick
/// @param tick The tick to toggle
function toggleTick(mapping(int16 => uint256) storage self, int24 tick) internal {
require(tick % Constants.TICK_SPACING == 0, 'tick is not spaced'); // ensure that the tick is spaced
tick /= Constants.TICK_SPACING; // compress tick
int16 rowNumber;
uint8 bitNumber;
assembly {
bitNumber := and(tick, 0xFF)
rowNumber := shr(8, tick)
}
self[rowNumber] ^= 1 << bitNumber;
}
/// @notice get position of single 1-bit
/// @dev it is assumed that word contains exactly one 1-bit, otherwise the result will be incorrect
/// @param word The word containing only one 1-bit
function getSingleSignificantBit(uint256 word) internal pure returns (uint8 singleBitPos) {
assembly {
singleBitPos := iszero(and(word, 0x5555555555555555555555555555555555555555555555555555555555555555))
singleBitPos := or(singleBitPos, shl(7, iszero(and(word, 0x00000000000000000000000000000000FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF))))
singleBitPos := or(singleBitPos, shl(6, iszero(and(word, 0x0000000000000000FFFFFFFFFFFFFFFF0000000000000000FFFFFFFFFFFFFFFF))))
singleBitPos := or(singleBitPos, shl(5, iszero(and(word, 0x00000000FFFFFFFF00000000FFFFFFFF00000000FFFFFFFF00000000FFFFFFFF))))
singleBitPos := or(singleBitPos, shl(4, iszero(and(word, 0x0000FFFF0000FFFF0000FFFF0000FFFF0000FFFF0000FFFF0000FFFF0000FFFF))))
singleBitPos := or(singleBitPos, shl(3, iszero(and(word, 0x00FF00FF00FF00FF00FF00FF00FF00FF00FF00FF00FF00FF00FF00FF00FF00FF))))
singleBitPos := or(singleBitPos, shl(2, iszero(and(word, 0x0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F))))
singleBitPos := or(singleBitPos, shl(1, iszero(and(word, 0x3333333333333333333333333333333333333333333333333333333333333333))))
}
}
/// @notice get position of most significant 1-bit (leftmost)
/// @dev it is assumed that before the call, a check will be made that the argument (word) is not equal to zero
/// @param word The word containing at least one 1-bit
function getMostSignificantBit(uint256 word) internal pure returns (uint8 mostBitPos) {
assembly {
word := or(word, shr(1, word))
word := or(word, shr(2, word))
word := or(word, shr(4, word))
word := or(word, shr(8, word))
word := or(word, shr(16, word))
word := or(word, shr(32, word))
word := or(word, shr(64, word))
word := or(word, shr(128, word))
word := sub(word, shr(1, word))
}
return (getSingleSignificantBit(word));
}
/// @notice Returns the next initialized tick contained in the same word (or adjacent word) as the tick that is either
/// to the left (less than or equal to) or right (greater than) of the given tick
/// @param self The mapping in which to compute the next initialized tick
/// @param tick The starting tick
/// @param lte Whether to search for the next initialized tick to the left (less than or equal to the starting tick)
/// @return nextTick The next initialized or uninitialized tick up to 256 ticks away from the current tick
/// @return initialized Whether the next tick is initialized, as the function only searches within up to 256 ticks
function nextTickInTheSameRow(
mapping(int16 => uint256) storage self,
int24 tick,
bool lte
) internal view returns (int24 nextTick, bool initialized) {
{
int24 tickSpacing = Constants.TICK_SPACING;
// compress and round towards negative infinity if negative
assembly {
tick := sub(sdiv(tick, tickSpacing), and(slt(tick, 0), not(iszero(smod(tick, tickSpacing)))))
}
}
if (lte) {
// unpacking not made into a separate function for gas and contract size savings
int16 rowNumber;
uint8 bitNumber;
assembly {
bitNumber := and(tick, 0xFF)
rowNumber := shr(8, tick)
}
uint256 _row = self[rowNumber] << (255 - bitNumber); // all the 1s at or to the right of the current bitNumber
if (_row != 0) {
tick -= int24(255 - getMostSignificantBit(_row));
return (uncompressAndBoundTick(tick), true);
} else {
tick -= int24(bitNumber);
return (uncompressAndBoundTick(tick), false);
}
} else {
// start from the word of the next tick, since the current tick state doesn't matter
tick += 1;
int16 rowNumber;
uint8 bitNumber;
assembly {
bitNumber := and(tick, 0xFF)
rowNumber := shr(8, tick)
}
// all the 1s at or to the left of the bitNumber
uint256 _row = self[rowNumber] >> (bitNumber);
if (_row != 0) {
tick += int24(getSingleSignificantBit(-_row & _row)); // least significant bit
return (uncompressAndBoundTick(tick), true);
} else {
tick += int24(255 - bitNumber);
return (uncompressAndBoundTick(tick), false);
}
}
}
function uncompressAndBoundTick(int24 tick) private pure returns (int24 boundedTick) {
boundedTick = tick * Constants.TICK_SPACING;
if (boundedTick < TickMath.MIN_TICK) {
boundedTick = TickMath.MIN_TICK;
} else if (boundedTick > TickMath.MAX_TICK) {
boundedTick = TickMath.MAX_TICK;
}
}
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.6.0;
import '../interfaces/IERC20Minimal.sol';
/// @title TransferHelper
/// @notice Contains helper methods for interacting with ERC20 tokens that do not consistently return true/false
/// @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
/// https://github.com/Uniswap/v3-core/blob/main/contracts/libraries
library TransferHelper {
/// @notice Transfers tokens from msg.sender to a recipient
/// @dev Calls transfer on token contract, errors with TF if transfer fails
/// @param token The contract address of the token which will be transferred
/// @param to The recipient of the transfer
/// @param value The value of the transfer
function safeTransfer(
address token,
address to,
uint256 value
) internal {
(bool success, bytes memory data) = token.call(abi.encodeWithSelector(IERC20Minimal.transfer.selector, to, value));
require(success && (data.length == 0 || abi.decode(data, (bool))), 'TF');
}
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/// @title Math library for liquidity
/// @dev Credit to Uniswap Labs under GPL-2.0-or-later license:
/// https://github.com/Uniswap/v3-core/blob/main/contracts/libraries
library LiquidityMath {
/// @notice Add a signed liquidity delta to liquidity and revert if it overflows or underflows
/// @param x The liquidity before change
/// @param y The delta by which liquidity should be changed
/// @return z The liquidity delta
function addDelta(uint128 x, int128 y) internal pure returns (uint128 z) {
if (y < 0) {
require((z = x - uint128(-y)) < x, 'LS');
} else {
require((z = x + uint128(y)) >= x, 'LA');
}
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../../AlgebraPool.sol';
// used for testing time dependent behavior
contract SimulationTimeAlgebraPool is AlgebraPool {
// Monday, October 5, 2020 9:00:00 AM GMT-05:00
uint256 public time = 1601906400;
function advanceTime(uint256 by) external {
time += by;
}
function _blockTimestamp() internal view override returns (uint32) {
return uint32(time);
}
function getAverages() external view returns (uint112 TWVolatilityAverage, uint256 TWVolumePerLiqAverage) {
(TWVolatilityAverage, TWVolumePerLiqAverage) = IDataStorageOperator(dataStorageOperator).getAverages(
_blockTimestamp(),
globalState.fee,
globalState.timepointIndex,
liquidity
);
}
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
import '../../interfaces/IAlgebraPoolDeployer.sol';
import './SimulationTimeAlgebraPool.sol';
contract SimulationTimePoolDeployer is IAlgebraPoolDeployer {
struct Parameters {
address dataStorage;
address factory;
address token0;
address token1;
}
/// @inheritdoc IAlgebraPoolDeployer
Parameters public override parameters;
address private factory;
address private owner;
modifier onlyFactory() {
require(msg.sender == factory);
_;
}
modifier onlyOwner() {
require(msg.sender == owner);
_;
}
constructor() {
owner = msg.sender;
}
/// @inheritdoc IAlgebraPoolDeployer
function setFactory(address _factory) external override onlyOwner {
require(_factory != address(0));
require(factory == address(0));
emit Factory(_factory);
factory = _factory;
}
/// @inheritdoc IAlgebraPoolDeployer
function deploy(
address dataStorage,
address _factory,
address token0,
address token1
) external override onlyFactory returns (address pool) {
parameters = Parameters({dataStorage: dataStorage, factory: _factory, token0: token0, token1: token1});
pool = address(new SimulationTimeAlgebraPool{salt: keccak256(abi.encode(token0, token1))}());
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
pragma abicoder v2;
import '../interfaces/IAlgebraPoolDeployer.sol';
import './MockTimeAlgebraPool.sol';
import '../DataStorageOperator.sol';
contract MockTimeAlgebraPoolDeployer {
struct Parameters {
address dataStorage;
address factory;
address token0;
address token1;
}
Parameters public parameters;
event PoolDeployed(address pool);
AdaptiveFee.Configuration baseFeeConfiguration =
AdaptiveFee.Configuration(
3000 - Constants.BASE_FEE, // alpha1
15000 - 3000, // alpha2
360, // beta1
60000, // beta2
59, // gamma1
8500, // gamma2
0, // volumeBeta
10, // volumeGamma
Constants.BASE_FEE // baseFee
);
function deployMock(
address factory,
address token0,
address token1
) external returns (address pool) {
bytes32 initCodeHash = keccak256(type(MockTimeAlgebraPool).creationCode);
DataStorageOperator dataStorage = (new DataStorageOperator(computeAddress(initCodeHash, token0, token1)));
dataStorage.changeFeeConfiguration(baseFeeConfiguration);
parameters = Parameters({dataStorage: address(dataStorage), factory: factory, token0: token0, token1: token1});
pool = address(new MockTimeAlgebraPool{salt: keccak256(abi.encode(token0, token1))}());
emit PoolDeployed(pool);
}
/// @notice Deterministically computes the pool address given the factory and PoolKey
/// @param token0 first token
/// @param token1 second token
/// @return pool The contract address of the V3 pool
function computeAddress(
bytes32 initCodeHash,
address token0,
address token1
) internal view returns (address pool) {
pool = address(uint256(keccak256(abi.encodePacked(hex'ff', address(this), keccak256(abi.encode(token0, token1)), initCodeHash))));
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../AlgebraPool.sol';
// used for testing time dependent behavior
contract MockTimeAlgebraPool is AlgebraPool {
// Monday, October 5, 2020 9:00:00 AM GMT-05:00
uint256 public time = 1601906400;
function setTotalFeeGrowth0Token(uint256 _totalFeeGrowth0Token) external {
totalFeeGrowth0Token = _totalFeeGrowth0Token;
}
function setTotalFeeGrowth1Token(uint256 _totalFeeGrowth1Token) external {
totalFeeGrowth1Token = _totalFeeGrowth1Token;
}
function advanceTime(uint256 by) external {
time += by;
}
function _blockTimestamp() internal view override returns (uint32) {
return uint32(time);
}
function checkBlockTimestamp() external view returns (bool) {
require(super._blockTimestamp() == uint32(block.timestamp));
return true;
}
function getAverages() external view returns (uint112 TWVolatilityAverage, uint256 TWVolumePerLiqAverage) {
(TWVolatilityAverage, TWVolumePerLiqAverage) = IDataStorageOperator(dataStorageOperator).getAverages(
_blockTimestamp(),
globalState.fee,
globalState.timepointIndex,
liquidity
);
}
function getPrevTick() external view returns (int24 tick, int24 currentTick) {
if (globalState.timepointIndex > 2) {
(, uint32 lastTsmp, int56 tickCum, , , , ) = IDataStorageOperator(dataStorageOperator).timepoints(globalState.timepointIndex);
(, uint32 plastTsmp, int56 ptickCum, , , , ) = IDataStorageOperator(dataStorageOperator).timepoints(globalState.timepointIndex - 1);
tick = int24((tickCum - ptickCum) / (lastTsmp - plastTsmp));
}
currentTick = globalState.tick;
}
function getFee() external view returns (uint16 fee) {
return IDataStorageOperator(dataStorageOperator).getFee(_blockTimestamp(), globalState.tick, globalState.timepointIndex, liquidity);
}
function getKeyForPosition(
address owner,
int24 bottomTick,
int24 topTick
) external pure returns (bytes32 key) {
assembly {
key := or(shl(24, or(shl(24, owner), and(bottomTick, 0xFFFFFF))), and(topTick, 0xFFFFFF))
}
}
}
// SPDX-License-Identifier: BUSL-1.1
pragma solidity =0.7.6;
import './interfaces/IAlgebraPoolDeployer.sol';
import './AlgebraPool.sol';
contract AlgebraPoolDeployer is IAlgebraPoolDeployer {
struct Parameters {
address dataStorage;
address factory;
address token0;
address token1;
}
/// @inheritdoc IAlgebraPoolDeployer
Parameters public override parameters;
address private factory;
address private owner;
modifier onlyFactory() {
require(msg.sender == factory);
_;
}
modifier onlyOwner() {
require(msg.sender == owner);
_;
}
constructor() {
owner = msg.sender;
}
/// @inheritdoc IAlgebraPoolDeployer
function setFactory(address _factory) external override onlyOwner {
require(_factory != address(0));
require(factory == address(0));
emit Factory(_factory);
factory = _factory;
}
/// @inheritdoc IAlgebraPoolDeployer
function deploy(
address dataStorage,
address _factory,
address token0,
address token1
) external override onlyFactory returns (address pool) {
parameters = Parameters({dataStorage: dataStorage, factory: _factory, token0: token0, token1: token1});
pool = address(new AlgebraPool{salt: keccak256(abi.encode(token0, token1))}());
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/SafeCast.sol';
import '../libraries/TickMath.sol';
import '../interfaces/IERC20Minimal.sol';
import '../interfaces/callback/IAlgebraSwapCallback.sol';
import '../interfaces/IAlgebraPool.sol';
contract TestAlgebraRouter is IAlgebraSwapCallback {
using SafeCast for uint256;
// flash swaps for an exact amount of token0 in the output pool
function swapForExact0Multi(
address recipient,
address poolInput,
address poolOutput,
uint256 amount0Out
) external {
address[] memory pools = new address[](1);
pools[0] = poolInput;
IAlgebraPool(poolOutput).swap(recipient, false, -amount0Out.toInt256(), TickMath.MAX_SQRT_RATIO - 1, abi.encode(pools, msg.sender));
}
// flash swaps for an exact amount of token1 in the output pool
function swapForExact1Multi(
address recipient,
address poolInput,
address poolOutput,
uint256 amount1Out
) external {
address[] memory pools = new address[](1);
pools[0] = poolInput;
IAlgebraPool(poolOutput).swap(recipient, true, -amount1Out.toInt256(), TickMath.MIN_SQRT_RATIO + 1, abi.encode(pools, msg.sender));
}
event SwapCallback(int256 amount0Delta, int256 amount1Delta);
function algebraSwapCallback(
int256 amount0Delta,
int256 amount1Delta,
bytes calldata data
) public override {
emit SwapCallback(amount0Delta, amount1Delta);
(address[] memory pools, address payer) = abi.decode(data, (address[], address));
if (pools.length == 1) {
// get the address and amount of the token that we need to pay
address tokenToBePaid = amount0Delta > 0 ? IAlgebraPool(msg.sender).token0() : IAlgebraPool(msg.sender).token1();
int256 amountToBePaid = amount0Delta > 0 ? amount0Delta : amount1Delta;
bool zeroToOne = tokenToBePaid == IAlgebraPool(pools[0]).token1();
IAlgebraPool(pools[0]).swap(
msg.sender,
zeroToOne,
-amountToBePaid,
zeroToOne ? TickMath.MIN_SQRT_RATIO + 1 : TickMath.MAX_SQRT_RATIO - 1,
abi.encode(new address[](0), payer)
);
} else {
if (amount0Delta > 0) {
IERC20Minimal(IAlgebraPool(msg.sender).token0()).transferFrom(payer, msg.sender, uint256(amount0Delta));
} else {
IERC20Minimal(IAlgebraPool(msg.sender).token1()).transferFrom(payer, msg.sender, uint256(amount1Delta));
}
}
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../interfaces/IERC20Minimal.sol';
contract TestERC20 is IERC20Minimal {
mapping(address => uint256) public override balanceOf;
mapping(address => mapping(address => uint256)) public override allowance;
constructor(uint256 amountToMint) {
mint(msg.sender, amountToMint);
}
function mint(address to, uint256 amount) public {
uint256 balanceNext = balanceOf[to] + amount;
require(balanceNext >= amount, 'overflow balance');
balanceOf[to] = balanceNext;
}
function transfer(address recipient, uint256 amount) external override returns (bool) {
uint256 balanceBefore = balanceOf[msg.sender];
require(balanceBefore >= amount, 'insufficient balance');
balanceOf[msg.sender] = balanceBefore - amount;
uint256 balanceRecipient = balanceOf[recipient];
require(balanceRecipient + amount >= balanceRecipient, 'recipient balance overflow');
if (!isDeflationary) {
balanceOf[recipient] = balanceRecipient + amount;
} else {
balanceOf[recipient] = balanceRecipient + (amount - (amount * 5) / 100);
}
emit Transfer(msg.sender, recipient, amount);
return true;
}
function approve(address spender, uint256 amount) external override returns (bool) {
allowance[msg.sender][spender] = amount;
emit Approval(msg.sender, spender, amount);
return true;
}
bool isDeflationary = false;
function setDefl() external {
isDeflationary = true;
}
function transferFrom(
address sender,
address recipient,
uint256 amount
) external override returns (bool) {
uint256 allowanceBefore = allowance[sender][msg.sender];
require(allowanceBefore >= amount, 'allowance insufficient');
allowance[sender][msg.sender] = allowanceBefore - amount;
uint256 balanceRecipient = balanceOf[recipient];
require(balanceRecipient + amount >= balanceRecipient, 'overflow balance recipient');
if (!isDeflationary) {
balanceOf[recipient] = balanceRecipient + amount;
} else {
balanceOf[recipient] = balanceRecipient + (amount - (amount * 5) / 100);
}
uint256 balanceSender = balanceOf[sender];
require(balanceSender >= amount, 'underflow balance sender');
balanceOf[sender] = balanceSender - amount;
emit Transfer(sender, recipient, amount);
return true;
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../interfaces/IERC20Minimal.sol';
import '../interfaces/callback/IAlgebraSwapCallback.sol';
import '../interfaces/IAlgebraPool.sol';
contract AlgebraPoolSwapTest is IAlgebraSwapCallback {
int256 private _amount0Delta;
int256 private _amount1Delta;
function getSwapResult(
address pool,
bool zeroToOne,
int256 amountSpecified,
uint160 limitSqrtPrice
)
external
returns (
int256 amount0Delta,
int256 amount1Delta,
uint160 nextSqrtRatio
)
{
(amount0Delta, amount1Delta) = IAlgebraPool(pool).swap(address(0), zeroToOne, amountSpecified, limitSqrtPrice, abi.encode(msg.sender));
(nextSqrtRatio, , , , , , ) = IAlgebraPool(pool).globalState();
}
function algebraSwapCallback(
int256 amount0Delta,
int256 amount1Delta,
bytes calldata data
) external override {
address sender = abi.decode(data, (address));
if (amount0Delta > 0) {
IERC20Minimal(IAlgebraPool(msg.sender).token0()).transferFrom(sender, msg.sender, uint256(amount0Delta));
} else if (amount1Delta > 0) {
IERC20Minimal(IAlgebraPool(msg.sender).token1()).transferFrom(sender, msg.sender, uint256(amount1Delta));
}
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/TickMath.sol';
contract TickMathTest {
function getSqrtRatioAtTick(int24 tick) external pure returns (uint160) {
return TickMath.getSqrtRatioAtTick(tick);
}
function getGasCostOfGetSqrtRatioAtTick(int24 tick) external view returns (uint256) {
uint256 gasBefore = gasleft();
TickMath.getSqrtRatioAtTick(tick);
return gasBefore - gasleft();
}
function getTickAtSqrtRatio(uint160 price) external pure returns (int24) {
return TickMath.getTickAtSqrtRatio(price);
}
function getGasCostOfGetTickAtSqrtRatio(uint160 price) external view returns (uint256) {
uint256 gasBefore = gasleft();
TickMath.getTickAtSqrtRatio(price);
return gasBefore - gasleft();
}
function MIN_SQRT_RATIO() external pure returns (uint160) {
return TickMath.MIN_SQRT_RATIO;
}
function MAX_SQRT_RATIO() external pure returns (uint160) {
return TickMath.MAX_SQRT_RATIO;
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/TickMath.sol';
contract TickMathEchidnaTest {
// uniqueness and increasing order
function checkGetSqrtRatioAtTickInvariants(int24 tick) external pure {
uint160 ratio = TickMath.getSqrtRatioAtTick(tick);
assert(TickMath.getSqrtRatioAtTick(tick - 1) < ratio && ratio < TickMath.getSqrtRatioAtTick(tick + 1));
assert(ratio >= TickMath.MIN_SQRT_RATIO);
assert(ratio <= TickMath.MAX_SQRT_RATIO);
}
// the ratio is always between the returned tick and the returned tick+1
function checkGetTickAtSqrtRatioInvariants(uint160 ratio) external pure {
int24 tick = TickMath.getTickAtSqrtRatio(ratio);
assert(ratio >= TickMath.getSqrtRatioAtTick(tick) && ratio < TickMath.getSqrtRatioAtTick(tick + 1));
assert(tick >= TickMath.MIN_TICK);
assert(tick < TickMath.MAX_TICK);
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/TickMath.sol';
import '../interfaces/callback/IAlgebraSwapCallback.sol';
import '../interfaces/IAlgebraPool.sol';
contract TestAlgebraReentrantCallee is IAlgebraSwapCallback {
string private constant expectedReason = 'LOK';
function swapToReenter(address pool) external {
IAlgebraPool(pool).swap(address(0), false, 1, TickMath.MAX_SQRT_RATIO - 1, new bytes(0));
}
function algebraSwapCallback(
int256,
int256,
bytes calldata
) external override {
// try to reenter swap
try IAlgebraPool(msg.sender).swap(address(0), false, 1, 0, new bytes(0)) {} catch Error(string memory reason) {
require(keccak256(abi.encode(reason)) == keccak256(abi.encode(expectedReason)));
}
// try to reenter swap supporting fee
try IAlgebraPool(msg.sender).swapSupportingFeeOnInputTokens(address(0), address(0), false, 1, 0, new bytes(0)) {} catch Error(
string memory reason
) {
require(keccak256(abi.encode(reason)) == keccak256(abi.encode(expectedReason)));
}
// try to reenter mint
try IAlgebraPool(msg.sender).mint(address(0), address(0), 0, 0, 0, new bytes(0)) {} catch Error(string memory reason) {
require(keccak256(abi.encode(reason)) == keccak256(abi.encode(expectedReason)));
}
// try to reenter collect
try IAlgebraPool(msg.sender).collect(address(0), 0, 0, 0, 0) {} catch Error(string memory reason) {
require(keccak256(abi.encode(reason)) == keccak256(abi.encode(expectedReason)));
}
// try to reenter burn
try IAlgebraPool(msg.sender).burn(0, 0, 0) {} catch Error(string memory reason) {
require(keccak256(abi.encode(reason)) == keccak256(abi.encode(expectedReason)));
}
// try to reenter flash
try IAlgebraPool(msg.sender).flash(address(0), 0, 0, new bytes(0)) {} catch Error(string memory reason) {
require(keccak256(abi.encode(reason)) == keccak256(abi.encode(expectedReason)));
}
require(false, 'Unable to reenter');
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/TickTable.sol';
contract TickTableTest {
using TickTable for mapping(int16 => uint256);
mapping(int16 => uint256) public bitmap;
function toggleTick(int24 tick) external {
bitmap.toggleTick(tick);
}
function getGasCostOfFlipTick(int24 tick) external returns (uint256) {
uint256 gasBefore = gasleft();
bitmap.toggleTick(tick);
return gasBefore - gasleft();
}
function nextTickInTheSameRow(int24 tick, bool lte) external view returns (int24 next, bool initialized) {
return bitmap.nextTickInTheSameRow(tick, lte);
}
function getGasCostOfNextTickInTheSameRow(int24 tick, bool lte) external view returns (uint256) {
uint256 gasBefore = gasleft();
bitmap.nextTickInTheSameRow(tick, lte);
return gasBefore - gasleft();
}
// returns whether the given tick is initialized
function isInitialized(int24 tick) external view returns (bool) {
(int24 next, bool initialized) = bitmap.nextTickInTheSameRow(tick, true);
return next == tick ? initialized : false;
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/TickTable.sol';
contract TickTableEchidnaTest {
using TickTable for mapping(int16 => uint256);
mapping(int16 => uint256) private bitmap;
// returns whether the given tick is initialized
function isInitialized(int24 tick) private view returns (bool) {
(int24 next, bool initialized) = bitmap.nextTickInTheSameRow(tick, true);
return next == tick ? initialized : false;
}
function toggleTick(int24 tick) external {
tick = (tick / 60);
tick = tick * 60;
require(tick >= -887272);
require(tick <= 887272);
require(tick % 60 == 0);
bool before = isInitialized(tick);
bitmap.toggleTick(tick);
assert(isInitialized(tick) == !before);
}
function checkNextInitializedTickWithinOneWordInvariants(int24 tick, bool lte) external view {
tick = (tick / 60);
tick = tick * 60;
require(tick % 60 == 0);
require(tick >= -887272);
require(tick <= 887272);
(int24 next, bool initialized) = bitmap.nextTickInTheSameRow(tick, lte);
if (lte) {
// type(int24).min + 256
assert(next <= tick);
assert(tick - next < 256 * 60);
// all the ticks between the input tick and the next tick should be uninitialized
for (int24 i = tick; i > next; i -= 60) {
assert(!isInitialized(i));
}
assert(isInitialized(next) == initialized);
} else {
// type(int24).max - 256
require(tick < 887272);
assert(next > tick);
assert(next - tick <= 256 * 60);
// all the ticks between the input tick and the next tick should be uninitialized
for (int24 i = tick + 60; i < next; i += 60) {
assert(!isInitialized(i));
}
assert(isInitialized(next) == initialized);
}
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/TickTable.sol';
contract BitMathTest {
function mostSignificantBit(uint256 x) external pure returns (uint8 r) {
return TickTable.getMostSignificantBit(x);
}
function getGasCostOfMostSignificantBit(uint256 x) external view returns (uint256) {
uint256 gasBefore = gasleft();
TickTable.getMostSignificantBit(x);
return gasBefore - gasleft();
}
function leastSignificantBit(uint256 x) external pure returns (uint8 r) {
return TickTable.getSingleSignificantBit(-x & x);
}
function getGasCostOfLeastSignificantBit(uint256 x) external view returns (uint256) {
uint256 gasBefore = gasleft();
TickTable.getSingleSignificantBit(-x & x);
return gasBefore - gasleft();
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/TickTable.sol';
contract BitMathEchidnaTest {
function mostSignificantBitInvariant(uint256 input) external pure {
require(input > 0);
uint8 msb = TickTable.getMostSignificantBit(input);
assert(input >= (uint256(2)**msb));
assert(msb == 255 || input < uint256(2)**(msb + 1));
}
function leastSignificantBitInvariant(uint256 input) external pure {
require(input > 0);
uint8 lsb = TickTable.getSingleSignificantBit(-input & input);
assert(input & (uint256(2)**lsb) != 0);
assert(input & (uint256(2)**lsb - 1) == 0);
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/LowGasSafeMath.sol';
import '../libraries/SafeCast.sol';
contract SafeMathTest {
function add(uint256 x, uint256 y) external pure returns (uint256 z) {
return LowGasSafeMath.add(x, y);
}
function sub(uint256 x, uint256 y) external pure returns (uint256 z) {
return LowGasSafeMath.sub(x, y);
}
function mul(uint256 x, uint256 y) external pure returns (uint256 z) {
return LowGasSafeMath.mul(x, y);
}
function addInt(int256 x, int256 y) external pure returns (int256 z) {
return LowGasSafeMath.add(x, y);
}
function subInt(int256 x, int256 y) external pure returns (int256 z) {
return LowGasSafeMath.sub(x, y);
}
function add128(uint128 x, uint128 y) external pure returns (uint128 z) {
return LowGasSafeMath.add128(x, y);
}
function toUint160(uint256 y) external pure returns (uint160 z) {
return SafeCast.toUint160(y);
}
function toInt128(int256 y) external pure returns (int128 z) {
return SafeCast.toInt128(y);
}
function toInt256(uint256 y) external pure returns (int256 z) {
return SafeCast.toInt256(y);
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/LowGasSafeMath.sol';
contract LowGasSafeMathEchidnaTest {
function checkAdd(uint256 x, uint256 y) external pure {
uint256 z = LowGasSafeMath.add(x, y);
assert(z == x + y);
assert(z >= x && z >= y);
}
function checkSub(uint256 x, uint256 y) external pure {
uint256 z = LowGasSafeMath.sub(x, y);
assert(z == x - y);
assert(z <= x);
}
function checkMul(uint256 x, uint256 y) external pure {
uint256 z = LowGasSafeMath.mul(x, y);
assert(z == x * y);
assert(x == 0 || y == 0 || (z >= x && z >= y));
}
function checkAddi(int256 x, int256 y) external pure {
int256 z = LowGasSafeMath.add(x, y);
assert(z == x + y);
assert(y < 0 ? z < x : z >= x);
}
function checkSubi(int256 x, int256 y) external pure {
int256 z = LowGasSafeMath.sub(x, y);
assert(z == x - y);
assert(y < 0 ? z > x : z <= x);
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
pragma abicoder v2;
import '../libraries/TickManager.sol';
contract TickTest {
using TickManager for mapping(int24 => TickManager.Tick);
mapping(int24 => TickManager.Tick) public ticks;
function setTick(int24 tick, TickManager.Tick memory data) external {
ticks[tick] = data;
}
function getInnerFeeGrowth(
int24 bottomTick,
int24 topTick,
int24 currentTick,
uint256 totalFeeGrowth0Token,
uint256 totalFeeGrowth1Token
) external view returns (uint256 innerFeeGrowth0Token, uint256 innerFeeGrowth1Token) {
return ticks.getInnerFeeGrowth(bottomTick, topTick, currentTick, totalFeeGrowth0Token, totalFeeGrowth1Token);
}
function update(
int24 tick,
int24 currentTick,
int128 liquidityDelta,
uint256 totalFeeGrowth0Token,
uint256 totalFeeGrowth1Token,
uint160 secondsPerLiquidityCumulative,
int56 tickCumulative,
uint32 time,
bool upper
) external returns (bool flipped) {
return
ticks.update(
tick,
currentTick,
liquidityDelta,
totalFeeGrowth0Token,
totalFeeGrowth1Token,
secondsPerLiquidityCumulative,
tickCumulative,
time,
upper
);
}
function clear(int24 tick) external {
delete ticks[tick];
}
function cross(
int24 tick,
uint256 totalFeeGrowth0Token,
uint256 totalFeeGrowth1Token,
uint160 secondsPerLiquidityCumulative,
int56 tickCumulative,
uint32 time
) external returns (int128 liquidityDelta) {
return ticks.cross(tick, totalFeeGrowth0Token, totalFeeGrowth1Token, secondsPerLiquidityCumulative, tickCumulative, time);
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/TickManager.sol';
contract TickOverflowSafetyEchidnaTest {
using TickManager for mapping(int24 => TickManager.Tick);
int24 private constant MIN_TICK = -16;
int24 private constant MAX_TICK = 16;
uint128 private constant MAX_LIQUIDITY = type(uint128).max / 32;
mapping(int24 => TickManager.Tick) private ticks;
int24 private tick = 0;
// used to track how much total liquidity has been added. should never be negative
int256 totalLiquidity = 0;
// half the cap of fee growth has happened, this can overflow
uint256 private totalFeeGrowth0Token = type(uint256).max / 2;
uint256 private totalFeeGrowth1Token = type(uint256).max / 2;
// how much total growth has happened, this cannot overflow
uint256 private totalGrowth0 = 0;
uint256 private totalGrowth1 = 0;
function increaseTotalFeeGrowth0Token(uint256 amount) external {
require(totalGrowth0 + amount > totalGrowth0); // overflow check
totalFeeGrowth0Token += amount; // overflow desired
totalGrowth0 += amount;
}
function increaseTotalFeeGrowth1Token(uint256 amount) external {
require(totalGrowth1 + amount > totalGrowth1); // overflow check
totalFeeGrowth1Token += amount; // overflow desired
totalGrowth1 += amount;
}
function setPosition(
int24 bottomTick,
int24 topTick,
int128 liquidityDelta
) external {
require(bottomTick > MIN_TICK);
require(topTick < MAX_TICK);
require(bottomTick < topTick);
bool flippedLower = ticks.update(
bottomTick,
tick,
liquidityDelta,
totalFeeGrowth0Token,
totalFeeGrowth1Token,
0,
0,
uint32(block.timestamp),
false
);
bool flippedUpper = ticks.update(topTick, tick, liquidityDelta, totalFeeGrowth0Token, totalFeeGrowth1Token, 0, 0, uint32(block.timestamp), true);
if (flippedLower) {
if (liquidityDelta < 0) {
assert(ticks[bottomTick].liquidityTotal == 0);
delete ticks[bottomTick];
} else assert(ticks[bottomTick].liquidityTotal > 0);
}
if (flippedUpper) {
if (liquidityDelta < 0) {
assert(ticks[topTick].liquidityTotal == 0);
delete ticks[topTick];
} else assert(ticks[topTick].liquidityTotal > 0);
}
totalLiquidity += liquidityDelta;
// requires should have prevented this
assert(totalLiquidity >= 0);
if (totalLiquidity == 0) {
totalGrowth0 = 0;
totalGrowth1 = 0;
}
}
function moveToTick(int24 target) external {
require(target > MIN_TICK);
require(target < MAX_TICK);
while (tick != target) {
if (tick < target) {
if (ticks[tick + 1].liquidityTotal > 0) ticks.cross(tick + 1, totalFeeGrowth0Token, totalFeeGrowth1Token, 0, 0, uint32(block.timestamp));
tick++;
} else {
if (ticks[tick].liquidityTotal > 0) ticks.cross(tick, totalFeeGrowth0Token, totalFeeGrowth1Token, 0, 0, uint32(block.timestamp));
tick--;
}
}
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/LiquidityMath.sol';
contract LiquidityMathTest {
function addDelta(uint128 x, int128 y) external pure returns (uint128 z) {
return LiquidityMath.addDelta(x, y);
}
function getGasCostOfAddDelta(uint128 x, int128 y) external view returns (uint256) {
uint256 gasBefore = gasleft();
LiquidityMath.addDelta(x, y);
return gasBefore - gasleft();
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../interfaces/IAlgebraVirtualPool.sol';
contract MockTimeVirtualPool is IAlgebraVirtualPool {
uint32 public timestamp;
bool private isExist = true;
bool private isStarted = true;
int24 public currentTick;
function setIsExist(bool _isExist) external {
isExist = _isExist;
}
function setIsStarted(bool _isStarted) external {
isStarted = _isStarted;
}
function increaseCumulative(uint32 currentTimestamp) external override returns (Status) {
if (!isExist) return Status.NOT_EXIST;
if (!isStarted) return Status.NOT_STARTED;
timestamp = currentTimestamp;
return Status.ACTIVE;
}
function cross(int24 nextTick, bool zeroToOne) external override {
zeroToOne;
require(isExist, 'Virtual pool not exist');
currentTick = nextTick;
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/FullMath.sol';
contract FullMathTest {
function mulDiv(
uint256 x,
uint256 y,
uint256 z
) external pure returns (uint256) {
return FullMath.mulDiv(x, y, z);
}
function mulDivRoundingUp(
uint256 x,
uint256 y,
uint256 z
) external pure returns (uint256) {
return FullMath.mulDivRoundingUp(x, y, z);
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/FullMath.sol';
contract FullMathEchidnaTest {
function checkMulDivRounding(
uint256 x,
uint256 y,
uint256 d
) external pure {
require(d > 0);
uint256 ceiled = FullMath.mulDivRoundingUp(x, y, d);
uint256 floored = FullMath.mulDiv(x, y, d);
if (mulmod(x, y, d) > 0) {
assert(ceiled - floored == 1);
} else {
assert(ceiled == floored);
}
}
function checkMulDiv(
uint256 x,
uint256 y,
uint256 d
) external pure {
require(d > 0);
uint256 z = FullMath.mulDiv(x, y, d);
if (x == 0 || y == 0) {
assert(z == 0);
return;
}
// recompute x and y via mulDiv of the result of floor(x*y/d), should always be less than original inputs by < d
uint256 x2 = FullMath.mulDiv(z, d, y);
uint256 y2 = FullMath.mulDiv(z, d, x);
assert(x2 <= x);
assert(y2 <= y);
assert(x - x2 < d);
assert(y - y2 < d);
}
function checkMulDivRoundingUp(
uint256 x,
uint256 y,
uint256 d
) external pure {
require(d > 0);
uint256 z = FullMath.mulDivRoundingUp(x, y, d);
if (x == 0 || y == 0) {
assert(z == 0);
return;
}
// recompute x and y via mulDiv of the result of floor(x*y/d), should always be less than original inputs by < d
uint256 x2 = FullMath.mulDiv(z, d, y);
uint256 y2 = FullMath.mulDiv(z, d, x);
assert(x2 >= x);
assert(y2 >= y);
assert(x2 - x < d);
assert(y2 - y < d);
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
pragma abicoder v2;
import '../libraries/DataStorage.sol';
contract DataStorageTest {
uint256 private constant UINT16_MODULO = 65536;
using DataStorage for DataStorage.Timepoint[UINT16_MODULO];
DataStorage.Timepoint[UINT16_MODULO] public timepoints;
uint32 public time;
int24 public tick;
uint128 public liquidity;
uint16 public index;
struct InitializeParams {
uint32 time;
int24 tick;
uint128 liquidity;
}
function initialize(InitializeParams calldata params) external {
time = params.time;
tick = params.tick;
liquidity = params.liquidity;
timepoints.initialize(params.time, tick);
}
function advanceTime(uint32 by) public {
time += by;
}
struct UpdateParams {
uint32 advanceTimeBy;
int24 tick;
uint128 liquidity;
}
// write an timepoint, then change tick and liquidity
function update(UpdateParams calldata params) external {
advanceTime(params.advanceTimeBy);
index = timepoints.write(index, time, tick, liquidity, 0); //TODO: fix for testing
tick = params.tick;
liquidity = params.liquidity;
}
function batchUpdate(UpdateParams[] calldata params) external {
// sload everything
int24 _tick = tick;
uint128 _liquidity = liquidity;
uint16 _index = index;
uint32 _time = time;
for (uint256 i = 0; i < params.length; i++) {
_time += params[i].advanceTimeBy;
_index = timepoints.write(_index, _time, _tick, _liquidity, 0);
_tick = params[i].tick;
_liquidity = params[i].liquidity;
}
// sstore everything
tick = _tick;
liquidity = _liquidity;
index = _index;
time = _time;
}
function getTimepoints(uint32[] calldata secondsAgos)
external
view
returns (
int56[] memory tickCumulatives,
uint160[] memory secondsPerLiquidityCumulatives,
uint112[] memory volatilityCumulatives,
uint256[] memory volumePerAvgLiquiditys
)
{
return timepoints.getTimepoints(time, secondsAgos, tick, index, liquidity);
}
function getGasCostOfGetPoints(uint32[] calldata secondsAgos) external view returns (uint256) {
(uint32 _time, int24 _tick, uint128 _liquidity, uint16 _index) = (time, tick, liquidity, index);
uint256 gasBefore = gasleft();
timepoints.getTimepoints(_time, secondsAgos, _tick, _index, _liquidity);
return gasBefore - gasleft();
}
function volatilityOnRange(
uint32 dt,
int24 tick0,
int24 tick1,
int24 avgTick0,
int24 avgTick1
) external pure returns (uint256) {
return DataStorage._volatilityOnRange(dt, tick0, tick1, avgTick0, avgTick1);
}
function getAverageTick() external view returns (int256) {
uint32 lastTimestamp = timepoints[index].blockTimestamp;
int56 lastTickCumulative = timepoints[index].tickCumulative;
uint16 oldestIndex;
if (timepoints[index + 1].initialized) {
oldestIndex = index + 1;
}
(uint32 _time, int24 _tick, uint16 _index) = (time, tick, index);
return timepoints._getAverageTick(_time, _tick, _index, oldestIndex, lastTimestamp, lastTickCumulative);
}
function window() external pure returns (uint256) {
return DataStorage.WINDOW;
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
pragma abicoder v2;
import './DataStorageTest.sol';
contract DataStorageEchidnaTest {
DataStorageTest private dataStorage;
bool private initialized;
uint32 private timePassed;
constructor() {
dataStorage = new DataStorageTest();
}
function initialize(
uint32 time,
int24 tick,
uint128 liquidity
) external {
require(tick % 60 == 0);
dataStorage.initialize(DataStorageTest.InitializeParams({time: time, tick: tick, liquidity: liquidity}));
initialized = true;
}
function limitTimePassed(uint32 by) private {
require(timePassed + by >= timePassed);
timePassed += by;
}
function advanceTime(uint32 by) public {
limitTimePassed(by);
dataStorage.advanceTime(by);
}
// write an timepoint, then change tick and liquidity
function update(
uint32 advanceTimeBy,
int24 tick,
uint128 liquidity
) external {
require(initialized);
limitTimePassed(advanceTimeBy);
dataStorage.update(DataStorageTest.UpdateParams({advanceTimeBy: advanceTimeBy, tick: tick, liquidity: liquidity}));
}
function checkTimeWeightedResultAssertions(uint32 secondsAgo0, uint32 secondsAgo1) private view {
require(secondsAgo0 != secondsAgo1);
require(initialized);
// secondsAgo0 should be the larger one
if (secondsAgo0 < secondsAgo1) (secondsAgo0, secondsAgo1) = (secondsAgo1, secondsAgo0);
uint32 timeElapsed = secondsAgo0 - secondsAgo1;
uint32[] memory secondsAgos = new uint32[](2);
secondsAgos[0] = secondsAgo0;
secondsAgos[1] = secondsAgo1;
(int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulatives, , ) = dataStorage.getTimepoints(secondsAgos);
int56 timeWeightedTick = (tickCumulatives[1] - tickCumulatives[0]) / timeElapsed;
uint256 timeWeightedHarmonicMeanLiquidity = (uint256(timeElapsed) * type(uint160).max) /
(uint256(secondsPerLiquidityCumulatives[1] - secondsPerLiquidityCumulatives[0]) << 32);
assert(timeWeightedHarmonicMeanLiquidity <= type(uint128).max);
assert(timeWeightedTick <= type(int24).max);
assert(timeWeightedTick >= type(int24).min);
}
function echidna_indexAlwaysLtCardinality() external view returns (bool) {
return dataStorage.index() < 65536 || !initialized;
}
function echidna_avgTickNotOverflows() external view returns (bool) {
int256 res = dataStorage.getAverageTick();
return (res <= type(int24).max && res >= type(int24).min);
}
function echidna_canAlwaysGetPoints0IfInitialized() external view returns (bool) {
if (!initialized) {
return true;
}
uint32[] memory arr = new uint32[](1);
arr[0] = 0;
(bool success, ) = address(dataStorage).staticcall(abi.encodeWithSelector(DataStorageTest.getTimepoints.selector, arr));
return success;
}
function checkVolatilityOnRangeNotOverflowUint88(
uint32 dt,
int24 tick0,
int24 tick1,
int24 avgTick0,
int24 avgTick1
) external view {
uint256 res = dataStorage.volatilityOnRange(dt, tick0, tick1, avgTick0, avgTick1);
assert(res <= type(uint88).max);
}
function checkTwoAdjacentTimepointsTickCumulativeModTimeElapsedAlways0(uint16 index) external view {
// check that the timepoints are initialized, and that the index is not the oldest timepoint
require(index < 65536 && index != (dataStorage.index() + 1) % 65536);
(bool initialized0, uint32 blockTimestamp0, int56 tickCumulative0, , , , ) = dataStorage.timepoints(index == 0 ? 65536 - 1 : index - 1);
(bool initialized1, uint32 blockTimestamp1, int56 tickCumulative1, , , , ) = dataStorage.timepoints(index);
require(initialized0);
require(initialized1);
uint32 timeElapsed = blockTimestamp1 - blockTimestamp0;
assert(timeElapsed > 0);
assert((tickCumulative1 - tickCumulative0) % timeElapsed == 0);
}
function checkTimeWeightedAveragesAlwaysFitsType(uint32 secondsAgo) external view {
require(initialized);
require(secondsAgo > 0);
uint32[] memory secondsAgos = new uint32[](2);
secondsAgos[0] = secondsAgo;
secondsAgos[1] = 0;
(
int56[] memory tickCumulatives,
uint160[] memory secondsPerLiquidityCumulatives, //TODO: volumePerLiq
,
) = dataStorage.getTimepoints(secondsAgos);
// compute the time weighted tick, rounded towards negative infinity
int56 numerator = tickCumulatives[1] - tickCumulatives[0];
int56 timeWeightedTick = numerator / int56(secondsAgo);
if (numerator < 0 && numerator % int56(secondsAgo) != 0) {
timeWeightedTick--;
}
// the time weighted averages fit in their respective accumulated types
assert(timeWeightedTick <= type(int24).max && timeWeightedTick >= type(int24).min);
uint256 timeWeightedHarmonicMeanLiquidity = (uint256(secondsAgo) * type(uint160).max) /
(uint256(secondsPerLiquidityCumulatives[1] - secondsPerLiquidityCumulatives[0]) << 32);
assert(timeWeightedHarmonicMeanLiquidity <= type(uint128).max);
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/PriceMovementMath.sol';
contract PriceMovementMathTest {
function movePriceTowardsTarget(
uint160 sqrtP,
uint160 sqrtPTarget,
uint128 liquidity,
int256 amountRemaining,
uint16 feePips
)
external
pure
returns (
uint160 sqrtQ,
uint256 amountIn,
uint256 amountOut,
uint256 feeAmount
)
{
return PriceMovementMath.movePriceTowardsTarget(sqrtPTarget < sqrtP, sqrtP, sqrtPTarget, liquidity, amountRemaining, feePips);
}
function getGasCostOfmovePriceTowardsTarget(
uint160 sqrtP,
uint160 sqrtPTarget,
uint128 liquidity,
int256 amountRemaining,
uint16 feePips
) external view returns (uint256) {
uint256 gasBefore = gasleft();
PriceMovementMath.movePriceTowardsTarget(sqrtPTarget < sqrtP, sqrtP, sqrtPTarget, liquidity, amountRemaining, feePips);
return gasBefore - gasleft();
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/PriceMovementMath.sol';
contract PriceMovementMathEchidnaTest {
function checkmovePriceTowardsTargetInvariants(
uint160 sqrtPriceRaw,
uint160 sqrtPriceTargetRaw,
uint128 liquidity,
int256 amountRemaining,
uint16 feePips
) external pure {
require(sqrtPriceRaw > 0);
require(sqrtPriceTargetRaw > 0);
require(feePips > 0);
require(feePips < 1e6);
(uint160 sqrtQ, uint256 amountIn, uint256 amountOut, uint256 feeAmount) = PriceMovementMath.movePriceTowardsTarget(
sqrtPriceTargetRaw <= sqrtPriceRaw,
sqrtPriceRaw,
sqrtPriceTargetRaw,
liquidity,
amountRemaining,
feePips
);
assert(amountIn <= type(uint256).max - feeAmount);
if (amountRemaining < 0) {
assert(amountOut <= uint256(-amountRemaining));
} else {
assert(amountIn + feeAmount <= uint256(amountRemaining));
}
if (sqrtPriceRaw == sqrtPriceTargetRaw) {
assert(amountIn == 0);
assert(amountOut == 0);
assert(feeAmount == 0);
assert(sqrtQ == sqrtPriceTargetRaw);
}
// didn't reach price target, entire amount must be consumed
if (sqrtQ != sqrtPriceTargetRaw) {
if (amountRemaining < 0) assert(amountOut == uint256(-amountRemaining));
else assert(amountIn + feeAmount == uint256(amountRemaining));
}
// next price is between price and price target
if (sqrtPriceTargetRaw <= sqrtPriceRaw) {
assert(sqrtQ <= sqrtPriceRaw);
assert(sqrtQ >= sqrtPriceTargetRaw);
} else {
assert(sqrtQ >= sqrtPriceRaw);
assert(sqrtQ <= sqrtPriceTargetRaw);
}
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.7.6;
import '../libraries/AdaptiveFee.sol';
contract AdaptiveFeeEchidnaTest {
function expInvariants(uint256 x, uint16 gamma) external pure {
require(gamma != 0);
if (x >= 6 * gamma) return;
uint256 g8 = uint256(gamma)**8;
uint256 exp = AdaptiveFee.exp(x, gamma, g8);
assert(exp < 2**137);
}
function sigmoidInvariants(
uint256 x,
uint16 gamma,
uint16 alpha,
uint256 beta
) external pure {
require(gamma != 0);
uint256 res = AdaptiveFee.sigmoid(x, gamma, alpha, beta);
assert(res <= type(uint16).max);
assert(res <= alpha);
}
function getFeeInvariants(
uint88 volatility,
uint256 volumePerLiquidity,
uint16 gamma1,
uint16 gamma2,
uint16 alpha1,
uint16 alpha2,
uint32 beta1,
uint32 beta2,
uint16 volumeGamma,
uint32 volumeBeta,
uint16 baseFee
) external pure returns (uint256 fee) {
require(uint256(alpha1) + uint256(alpha2) + uint256(baseFee) <= type(uint16).max, 'Max fee exceeded');
require(gamma1 != 0 && gamma2 != 0 && volumeGamma != 0, 'Gammas must be > 0');
uint256 sigm1 = AdaptiveFee.sigmoid(volatility, gamma1, alpha1, beta1);
uint256 sigm2 = AdaptiveFee.sigmoid(volatility, gamma2, alpha2, beta2);
assert(sigm1 + sigm2 <= type(uint16).max);
fee = baseFee + AdaptiveFee.sigmoid(volumePerLiquidity, volumeGamma, uint16(sigm1 + sigm2), volumeBeta);
assert(fee <= type(uint16).max);
}
}