153 lines
4.0 KiB
Go
153 lines
4.0 KiB
Go
package uniswap
|
|
|
|
import (
|
|
"math"
|
|
"math/big"
|
|
|
|
"github.com/holiman/uint256"
|
|
)
|
|
|
|
const (
|
|
// Q96 represents 2^96 used in Uniswap V3 sqrtPriceX96 calculations
|
|
Q96 = "79228162514264337593543950336" // 2^96 as string to avoid overflow
|
|
|
|
// Tick spacing for different fee tiers
|
|
LowTickSpacing = 10
|
|
MediumTickSpacing = 60
|
|
HighTickSpacing = 200
|
|
)
|
|
|
|
// SqrtPriceX96ToPrice converts sqrtPriceX96 to a price
|
|
// Price is represented as token1/token0
|
|
func SqrtPriceX96ToPrice(sqrtPriceX96 *big.Int) *big.Float {
|
|
// price = (sqrtPriceX96 / 2^96)^2
|
|
// price = sqrtPriceX96^2 / 2^192
|
|
|
|
// Initialize global cached constants
|
|
initConstants()
|
|
|
|
// Validate input
|
|
if sqrtPriceX96 == nil || sqrtPriceX96.Sign() <= 0 {
|
|
return new(big.Float).SetFloat64(0.0)
|
|
}
|
|
|
|
// Convert to big.Float for precision
|
|
sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
|
|
|
|
// Calculate sqrtPrice^2
|
|
price := new(big.Float).Mul(sqrtPrice, sqrtPrice)
|
|
|
|
// Divide by 2^192 using global cached constant
|
|
price.Quo(price, GetQ192Float())
|
|
|
|
// Validate result is reasonable (not extremely high or low)
|
|
priceFloat, _ := price.Float64()
|
|
if priceFloat > 1e20 || priceFloat < 1e-20 { // Extremely high/low prices are likely errors
|
|
return new(big.Float).SetFloat64(1.0) // Default to 1.0 as safe fallback
|
|
}
|
|
|
|
return price
|
|
}
|
|
|
|
// PriceToSqrtPriceX96 converts a price to sqrtPriceX96
|
|
func PriceToSqrtPriceX96(price *big.Float) *big.Int {
|
|
// sqrtPriceX96 = sqrt(price) * 2^96
|
|
|
|
// Initialize global cached constants
|
|
initConstants()
|
|
|
|
// Calculate sqrt(price)
|
|
sqrtPrice := new(big.Float).Sqrt(price)
|
|
|
|
// Multiply by 2^96 using global cached constant
|
|
sqrtPrice.Mul(sqrtPrice, GetQ96Float())
|
|
|
|
// Convert to big.Int
|
|
sqrtPriceX96 := new(big.Int)
|
|
sqrtPrice.Int(sqrtPriceX96)
|
|
|
|
return sqrtPriceX96
|
|
}
|
|
|
|
// TickToSqrtPriceX96 converts a tick to sqrtPriceX96
|
|
func TickToSqrtPriceX96(tick int) *big.Int {
|
|
// sqrtPriceX96 = 1.0001^(tick/2) * 2^96
|
|
|
|
// Initialize global cached constants
|
|
initConstants()
|
|
|
|
// Calculate 1.0001^(tick/2)
|
|
// For better precision, especially for large tick values, we use logarithms
|
|
// 1.0001^(tick/2) = e^(ln(1.0001) * tick/2)
|
|
lnBase := GetLnBase() // ln(1.0001) ≈ 9.999500016666e-05
|
|
logResult := lnBase * float64(tick) / 2.0
|
|
result := math.Exp(logResult)
|
|
|
|
// Convert to big.Float
|
|
price := new(big.Float).SetFloat64(result)
|
|
|
|
// Multiply by 2^96 using global cached constant
|
|
price.Mul(price, GetQ96Float())
|
|
|
|
// Convert to big.Int
|
|
sqrtPriceX96 := new(big.Int)
|
|
price.Int(sqrtPriceX96)
|
|
|
|
return sqrtPriceX96
|
|
}
|
|
|
|
// SqrtPriceX96ToTick converts sqrtPriceX96 to a tick
|
|
func SqrtPriceX96ToTick(sqrtPriceX96 *big.Int) int {
|
|
// tick = log_1.0001(sqrtPriceX96 / 2^96)^2
|
|
// tick = log_1.0001(price)
|
|
// tick = 2 * log_1.0001(sqrtPriceX96 / 2^96)
|
|
|
|
if sqrtPriceX96.Cmp(big.NewInt(0)) <= 0 {
|
|
return 0 // Invalid input
|
|
}
|
|
|
|
// Initialize cached constants
|
|
initConstants()
|
|
|
|
// Convert to big.Float
|
|
sqrtPrice := new(big.Float).SetInt(sqrtPriceX96)
|
|
q96Float := GetQ96Float()
|
|
|
|
// Calculate sqrtPriceX96 / 2^96
|
|
ratio := new(big.Float).Quo(sqrtPrice, q96Float)
|
|
|
|
// Calculate ln(sqrtPriceX96 / 2^96) to avoid potential overflow
|
|
// tick = 2 * ln(sqrtPriceX96 / 2^96) / ln(1.0001)
|
|
lnRatio, _ := ratio.Float64()
|
|
lnValue := math.Log(lnRatio)
|
|
|
|
// Calculate tick
|
|
tick := int(2.0 * lnValue * GetInvLnBase())
|
|
|
|
return tick
|
|
}
|
|
|
|
// GetTickAtSqrtPrice calculates the tick for a given sqrtPriceX96 using uint256
|
|
func GetTickAtSqrtPrice(sqrtPriceX96 *uint256.Int) int {
|
|
// This is a simplified implementation
|
|
// In practice, you would use a more precise logarithmic calculation
|
|
|
|
// Convert to big.Int for calculation
|
|
sqrtPriceBig := sqrtPriceX96.ToBig()
|
|
return SqrtPriceX96ToTick(sqrtPriceBig)
|
|
}
|
|
|
|
// GetNextTick calculates the next initialized tick
|
|
func GetNextTick(currentTick int, tickSpacing int) int {
|
|
// Round down to nearest tick spacing
|
|
tick := ((currentTick / tickSpacing) + 1) * tickSpacing
|
|
return tick
|
|
}
|
|
|
|
// GetPreviousTick calculates the previous initialized tick
|
|
func GetPreviousTick(currentTick int, tickSpacing int) int {
|
|
// Round down to nearest tick spacing
|
|
tick := (currentTick / tickSpacing) * tickSpacing
|
|
return tick
|
|
}
|