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v4-core/test/utils/LiquidityAmounts.sol

135 lines
6.6 KiB
Solidity

// SPDX-License-Identifier: UNLICENSED
pragma solidity ^0.8.20;
import "../../src/libraries/FullMath.sol";
import "../../src/libraries/FixedPoint96.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, "liquidity overflow");
}
/// @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 sqrtPriceAX96 A sqrt price representing the first tick boundary
/// @param sqrtPriceBX96 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 sqrtPriceAX96, uint160 sqrtPriceBX96, uint256 amount0)
internal
pure
returns (uint128 liquidity)
{
if (sqrtPriceAX96 > sqrtPriceBX96) (sqrtPriceAX96, sqrtPriceBX96) = (sqrtPriceBX96, sqrtPriceAX96);
uint256 intermediate = FullMath.mulDiv(sqrtPriceAX96, sqrtPriceBX96, FixedPoint96.Q96);
return toUint128(FullMath.mulDiv(amount0, intermediate, sqrtPriceBX96 - sqrtPriceAX96));
}
/// @notice Computes the amount of liquidity received for a given amount of token1 and price range
/// @dev Calculates amount1 / (sqrt(upper) - sqrt(lower)).
/// @param sqrtPriceAX96 A sqrt price representing the first tick boundary
/// @param sqrtPriceBX96 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 sqrtPriceAX96, uint160 sqrtPriceBX96, uint256 amount1)
internal
pure
returns (uint128 liquidity)
{
if (sqrtPriceAX96 > sqrtPriceBX96) (sqrtPriceAX96, sqrtPriceBX96) = (sqrtPriceBX96, sqrtPriceAX96);
return toUint128(FullMath.mulDiv(amount1, FixedPoint96.Q96, sqrtPriceBX96 - sqrtPriceAX96));
}
/// @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 sqrtPriceX96 A sqrt price representing the current pool prices
/// @param sqrtPriceAX96 A sqrt price representing the first tick boundary
/// @param sqrtPriceBX96 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 sqrtPriceX96,
uint160 sqrtPriceAX96,
uint160 sqrtPriceBX96,
uint256 amount0,
uint256 amount1
) internal pure returns (uint128 liquidity) {
if (sqrtPriceAX96 > sqrtPriceBX96) (sqrtPriceAX96, sqrtPriceBX96) = (sqrtPriceBX96, sqrtPriceAX96);
if (sqrtPriceX96 <= sqrtPriceAX96) {
liquidity = getLiquidityForAmount0(sqrtPriceAX96, sqrtPriceBX96, amount0);
} else if (sqrtPriceX96 < sqrtPriceBX96) {
uint128 liquidity0 = getLiquidityForAmount0(sqrtPriceX96, sqrtPriceBX96, amount0);
uint128 liquidity1 = getLiquidityForAmount1(sqrtPriceAX96, sqrtPriceX96, amount1);
liquidity = liquidity0 < liquidity1 ? liquidity0 : liquidity1;
} else {
liquidity = getLiquidityForAmount1(sqrtPriceAX96, sqrtPriceBX96, amount1);
}
}
/// @notice Computes the amount of token0 for a given amount of liquidity and a price range
/// @param sqrtPriceAX96 A sqrt price representing the first tick boundary
/// @param sqrtPriceBX96 A sqrt price representing the second tick boundary
/// @param liquidity The liquidity being valued
/// @return amount0 The amount of token0
function getAmount0ForLiquidity(uint160 sqrtPriceAX96, uint160 sqrtPriceBX96, uint128 liquidity)
internal
pure
returns (uint256 amount0)
{
if (sqrtPriceAX96 > sqrtPriceBX96) (sqrtPriceAX96, sqrtPriceBX96) = (sqrtPriceBX96, sqrtPriceAX96);
return FullMath.mulDiv(
uint256(liquidity) << FixedPoint96.RESOLUTION, sqrtPriceBX96 - sqrtPriceAX96, sqrtPriceBX96
) / sqrtPriceAX96;
}
/// @notice Computes the amount of token1 for a given amount of liquidity and a price range
/// @param sqrtPriceAX96 A sqrt price representing the first tick boundary
/// @param sqrtPriceBX96 A sqrt price representing the second tick boundary
/// @param liquidity The liquidity being valued
/// @return amount1 The amount of token1
function getAmount1ForLiquidity(uint160 sqrtPriceAX96, uint160 sqrtPriceBX96, uint128 liquidity)
internal
pure
returns (uint256 amount1)
{
if (sqrtPriceAX96 > sqrtPriceBX96) (sqrtPriceAX96, sqrtPriceBX96) = (sqrtPriceBX96, sqrtPriceAX96);
return FullMath.mulDiv(liquidity, sqrtPriceBX96 - sqrtPriceAX96, FixedPoint96.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 sqrtPriceX96 A sqrt price representing the current pool prices
/// @param sqrtPriceAX96 A sqrt price representing the first tick boundary
/// @param sqrtPriceBX96 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 sqrtPriceX96,
uint160 sqrtPriceAX96,
uint160 sqrtPriceBX96,
uint128 liquidity
) internal pure returns (uint256 amount0, uint256 amount1) {
if (sqrtPriceAX96 > sqrtPriceBX96) (sqrtPriceAX96, sqrtPriceBX96) = (sqrtPriceBX96, sqrtPriceAX96);
if (sqrtPriceX96 <= sqrtPriceAX96) {
amount0 = getAmount0ForLiquidity(sqrtPriceAX96, sqrtPriceBX96, liquidity);
} else if (sqrtPriceX96 < sqrtPriceBX96) {
amount0 = getAmount0ForLiquidity(sqrtPriceX96, sqrtPriceBX96, liquidity);
amount1 = getAmount1ForLiquidity(sqrtPriceAX96, sqrtPriceX96, liquidity);
} else {
amount1 = getAmount1ForLiquidity(sqrtPriceAX96, sqrtPriceBX96, liquidity);
}
}
}