140 lines
3.6 KiB
Go
140 lines
3.6 KiB
Go
package uniswap
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import (
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"math"
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"math/big"
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"github.com/holiman/uint256"
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)
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const (
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// Q96 represents 2^96 used in Uniswap V3 sqrtPriceX96 calculations
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Q96 = "79228162514264337593543950336" // 2^96 as string to avoid overflow
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// Tick spacing for different fee tiers
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LowTickSpacing = 10
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MediumTickSpacing = 60
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HighTickSpacing = 200
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)
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// SqrtPriceX96ToPrice converts sqrtPriceX96 to a price
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// Price is represented as token1/token0
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func SqrtPriceX96ToPrice(sqrtPriceX96 *big.Int) *big.Float {
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// price = (sqrtPriceX96 / 2^96)^2
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// price = sqrtPriceX96^2 / 2^192
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// Convert to big.Float for precision
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sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
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// Calculate sqrtPrice^2
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price := new(big.Float).Mul(sqrtPrice, sqrtPrice)
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// Divide by 2^192 (which is (2^96)^2)
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q192 := new(big.Float).SetInt(new(big.Int).Exp(big.NewInt(2), big.NewInt(192), nil))
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price.Quo(price, q192)
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return price
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}
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// PriceToSqrtPriceX96 converts a price to sqrtPriceX96
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func PriceToSqrtPriceX96(price *big.Float) *big.Int {
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// sqrtPriceX96 = sqrt(price) * 2^96
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// Calculate sqrt(price)
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sqrtPrice := new(big.Float).Sqrt(price)
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// Multiply by 2^96
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q96 := new(big.Float).SetInt(new(big.Int).Exp(big.NewInt(2), big.NewInt(96), nil))
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sqrtPrice.Mul(sqrtPrice, q96)
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// Convert to big.Int
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sqrtPriceX96 := new(big.Int)
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sqrtPrice.Int(sqrtPriceX96)
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return sqrtPriceX96
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}
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// TickToSqrtPriceX96 converts a tick to sqrtPriceX96
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func TickToSqrtPriceX96(tick int) *big.Int {
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// sqrtPriceX96 = 1.0001^(tick/2) * 2^96
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// Calculate 1.0001^(tick/2)
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base := 1.0001
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power := float64(tick) / 2.0
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result := math.Pow(base, power)
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// Convert to big.Float
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price := new(big.Float).SetFloat64(result)
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// Multiply by 2^96
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q96Int := new(big.Int)
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q96Int.SetString(Q96, 10)
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q96 := new(big.Float).SetInt(q96Int)
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price.Mul(price, q96)
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// Convert to big.Int
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sqrtPriceX96 := new(big.Int)
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price.Int(sqrtPriceX96)
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return sqrtPriceX96
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}
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// SqrtPriceX96ToTick converts sqrtPriceX96 to a tick
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func SqrtPriceX96ToTick(sqrtPriceX96 *big.Int) int {
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// tick = log_1.0001(sqrtPriceX96 / 2^96)^2
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// tick = log_1.0001(price)
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// tick = 2 * log_1.0001(sqrtPriceX96 / 2^96)
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if sqrtPriceX96.Cmp(big.NewInt(0)) <= 0 {
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return 0 // Invalid input
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}
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// Convert to big.Float
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sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
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q96Int := new(big.Int)
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q96Int.SetString(Q96, 10)
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q96 := new(big.Float).SetInt(q96Int)
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// Calculate sqrtPriceX96 / 2^96
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ratio := new(big.Float).Quo(sqrtPrice, q96)
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// Calculate (sqrtPriceX96 / 2^96)^2 to get price
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price := new(big.Float).Mul(ratio, ratio)
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// Calculate log_1.0001(price)
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// log_1.0001(x) = ln(x) / ln(1.0001)
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priceFloat, _ := price.Float64()
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lnPrice := math.Log(priceFloat)
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lnBase := math.Log(1.0001)
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logRatio := lnPrice / lnBase
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// Convert to int
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tick := int(logRatio)
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return tick
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}
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// GetTickAtSqrtPrice calculates the tick for a given sqrtPriceX96 using uint256
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func GetTickAtSqrtPrice(sqrtPriceX96 *uint256.Int) int {
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// This is a simplified implementation
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// In practice, you would use a more precise logarithmic calculation
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// Convert to big.Int for calculation
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sqrtPriceBig := sqrtPriceX96.ToBig()
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return SqrtPriceX96ToTick(sqrtPriceBig)
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}
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// GetNextTick calculates the next initialized tick
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func GetNextTick(currentTick int, tickSpacing int) int {
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// Round down to nearest tick spacing
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tick := ((currentTick / tickSpacing) + 1) * tickSpacing
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return tick
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}
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// GetPreviousTick calculates the previous initialized tick
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func GetPreviousTick(currentTick int, tickSpacing int) int {
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// Round down to nearest tick spacing
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tick := (currentTick / tickSpacing) * tickSpacing
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return tick
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}
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