add SqrtPriceMathPartial (Uniswap#234)

gakonst · Jan 11, 2022 · 283f1e9 · 283f1e9
1 parent c3f7f24
commit 283f1e9
Showing 1 changed file with 62 additions and 0 deletions.
diff --git a/contracts/libraries/SqrtPriceMathPartial.sol b/contracts/libraries/SqrtPriceMathPartial.sol
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+// SPDX-License-Identifier: GPL-2.0-or-later
+pragma solidity >=0.5.0;
+
+import '@uniswap/v3-core/contracts/libraries/FullMath.sol';
+import '@uniswap/v3-core/contracts/libraries/UnsafeMath.sol';
+import '@uniswap/v3-core/contracts/libraries/FixedPoint96.sol';
+
+/// @title Functions based on Q64.96 sqrt price and liquidity
+/// @notice Exposes two functions from @uniswap/v3-core SqrtPriceMath
+/// that use square root of price as a Q64.96 and liquidity to compute deltas
+library SqrtPriceMathPartial {
+    /// @notice Gets the amount0 delta between two prices
+    /// @dev Calculates liquidity / sqrt(lower) - liquidity / sqrt(upper),
+    /// i.e. liquidity * (sqrt(upper) - sqrt(lower)) / (sqrt(upper) * sqrt(lower))
+    /// @param sqrtRatioAX96 A sqrt price
+    /// @param sqrtRatioBX96 Another sqrt price
+    /// @param liquidity The amount of usable liquidity
+    /// @param roundUp Whether to round the amount up or down
+    /// @return amount0 Amount of token0 required to cover a position of size liquidity between the two passed prices
+    function getAmount0Delta(
+        uint160 sqrtRatioAX96,
+        uint160 sqrtRatioBX96,
+        uint128 liquidity,
+        bool roundUp
+    ) internal pure returns (uint256 amount0) {
+        if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96);
+
+        uint256 numerator1 = uint256(liquidity) << FixedPoint96.RESOLUTION;
+        uint256 numerator2 = sqrtRatioBX96 - sqrtRatioAX96;
+
+        require(sqrtRatioAX96 > 0);
+
+        return
+            roundUp
+                ? UnsafeMath.divRoundingUp(
+                    FullMath.mulDivRoundingUp(numerator1, numerator2, sqrtRatioBX96),
+                    sqrtRatioAX96
+                )
+                : FullMath.mulDiv(numerator1, numerator2, sqrtRatioBX96) / sqrtRatioAX96;
+    }
+
+    /// @notice Gets the amount1 delta between two prices
+    /// @dev Calculates liquidity * (sqrt(upper) - sqrt(lower))
+    /// @param sqrtRatioAX96 A sqrt price
+    /// @param sqrtRatioBX96 Another sqrt price
+    /// @param liquidity The amount of usable liquidity
+    /// @param roundUp Whether to round the amount up, or down
+    /// @return amount1 Amount of token1 required to cover a position of size liquidity between the two passed prices
+    function getAmount1Delta(
+        uint160 sqrtRatioAX96,
+        uint160 sqrtRatioBX96,
+        uint128 liquidity,
+        bool roundUp
+    ) internal pure returns (uint256 amount1) {
+        if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96);
+
+        return
+            roundUp
+                ? FullMath.mulDivRoundingUp(liquidity, sqrtRatioBX96 - sqrtRatioAX96, FixedPoint96.Q96)
+                : FullMath.mulDiv(liquidity, sqrtRatioBX96 - sqrtRatioAX96, FixedPoint96.Q96);
+    }
+}