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Armada [using univ3 helper] (#11223)
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Co-authored-by: 0xpeluche <[email protected]>
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@0xpeluche
0xpeluche and 0xpeluche authored Aug 7, 2024
1 parent 2688052 commit 8126035
Showing 1 changed file with 14 additions and 298 deletions.
312 changes: 14 additions & 298 deletions projects/armada/index.js
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Original file line number Diff line number Diff line change
@@ -1,11 +1,10 @@
const BN = require("bn.js");
const BigNumber = require("bignumber.js");
const { ArmadaIDL, WhirpoolIDL } = require("./idl");
const { getProvider, sumTokens2 } = require("../helper/solana");
const { Program } = require("@project-serum/anchor");
const { PublicKey } = require("@solana/web3.js");
const { addUniV3LikePosition } = require("../helper/unwrapLPs");

async function tvl() {
async function tvl(api) {
const anchorProvider = getProvider();
const programId = new PublicKey(
"ArmN3Av2boBg8pkkeCK9UuCN9zSUVc2UQg1qR2sKwm8d"
Expand Down Expand Up @@ -46,307 +45,24 @@ async function tvl() {
return agg;
}, {});
// Convert Positions to token amounts
const balances = {};
positions.forEach((position) => {

for (const position of positions) {
const whirlpool = whirlpoolMap[position.whirlpool.toString()];
const sqrtPriceLowerX64 = tickIndexToSqrtPriceX64(position.tickLowerIndex);
const sqrtPriceUpperX64 = tickIndexToSqrtPriceX64(position.tickUpperIndex);
const { tokenA, tokenB } = getTokenAmountsFromLiquidity(
position.liquidity,
whirlpool.sqrtPrice,
sqrtPriceLowerX64,
sqrtPriceUpperX64,
true
);
const balanceKeyA = `solana:${whirlpool.tokenMintA.toString()}`;
const balanceKeyB = `solana:${whirlpool.tokenMintB.toString()}`;
const prevBalanceA = balances[balanceKeyA];
const prevBalanceB = balances[balanceKeyB];
balances[balanceKeyA] = prevBalanceA ? prevBalanceA.add(tokenA) : tokenA;
balances[balanceKeyB] = prevBalanceB ? prevBalanceB.add(tokenB) : tokenB;
});
Object.keys(balances).forEach((key) => {
balances[key] = balances[key].toString()
})
const tickLower = position.tickLowerIndex
const tickUpper = position.tickUpperIndex
const tick = whirlpool.tickCurrentIndex
const liquidity = position.liquidity
const token0 = whirlpool.tokenMintA.toString()
const token1 = whirlpool.tokenMintB.toString()
addUniV3LikePosition({ api, token0, token1, liquidity, tickLower, tickUpper, tick })
}

return sumTokens2({
tokenAccounts: vaultTokenAccounts,
balances,
balances: api.getBalances()
});
}

const tickIndexToSqrtPriceX64 = (tickIndex) => {
if (tickIndex > 0) {
return new BN(tickIndexToSqrtPricePositive(tickIndex));
} else {
return new BN(tickIndexToSqrtPriceNegative(tickIndex));
}
};

function tickIndexToSqrtPricePositive(tick) {
let ratio;

if ((tick & 1) != 0) {
ratio = new BN("79232123823359799118286999567");
} else {
ratio = new BN("79228162514264337593543950336");
}

if ((tick & 2) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("79236085330515764027303304731")),
96,
256
);
}
if ((tick & 4) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("79244008939048815603706035061")),
96,
256
);
}
if ((tick & 8) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("79259858533276714757314932305")),
96,
256
);
}
if ((tick & 16) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("79291567232598584799939703904")),
96,
256
);
}
if ((tick & 32) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("79355022692464371645785046466")),
96,
256
);
}
if ((tick & 64) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("79482085999252804386437311141")),
96,
256
);
}
if ((tick & 128) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("79736823300114093921829183326")),
96,
256
);
}
if ((tick & 256) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("80248749790819932309965073892")),
96,
256
);
}
if ((tick & 512) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("81282483887344747381513967011")),
96,
256
);
}
if ((tick & 1024) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("83390072131320151908154831281")),
96,
256
);
}
if ((tick & 2048) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("87770609709833776024991924138")),
96,
256
);
}
if ((tick & 4096) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("97234110755111693312479820773")),
96,
256
);
}
if ((tick & 8192) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("119332217159966728226237229890")),
96,
256
);
}
if ((tick & 16384) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("179736315981702064433883588727")),
96,
256
);
}
if ((tick & 32768) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("407748233172238350107850275304")),
96,
256
);
}
if ((tick & 65536) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("2098478828474011932436660412517")),
96,
256
);
}
if ((tick & 131072) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("55581415166113811149459800483533")),
96,
256
);
}
if ((tick & 262144) != 0) {
ratio = signedShiftRight(
ratio.mul(new BN("38992368544603139932233054999993551")),
96,
256
);
}

return signedShiftRight(ratio, 32, 256);
}

function tickIndexToSqrtPriceNegative(tickIndex) {
let tick = Math.abs(tickIndex);
let ratio;

if ((tick & 1) != 0) {
ratio = new BN("18445821805675392311");
} else {
ratio = new BN("18446744073709551616");
}

if ((tick & 2) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("18444899583751176498")), 64, 256);
}
if ((tick & 4) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("18443055278223354162")), 64, 256);
}
if ((tick & 8) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("18439367220385604838")), 64, 256);
}
if ((tick & 16) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("18431993317065449817")), 64, 256);
}
if ((tick & 32) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("18417254355718160513")), 64, 256);
}
if ((tick & 64) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("18387811781193591352")), 64, 256);
}
if ((tick & 128) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("18329067761203520168")), 64, 256);
}
if ((tick & 256) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("18212142134806087854")), 64, 256);
}
if ((tick & 512) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("17980523815641551639")), 64, 256);
}
if ((tick & 1024) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("17526086738831147013")), 64, 256);
}
if ((tick & 2048) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("16651378430235024244")), 64, 256);
}
if ((tick & 4096) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("15030750278693429944")), 64, 256);
}
if ((tick & 8192) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("12247334978882834399")), 64, 256);
}
if ((tick & 16384) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("8131365268884726200")), 64, 256);
}
if ((tick & 32768) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("3584323654723342297")), 64, 256);
}
if ((tick & 65536) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("696457651847595233")), 64, 256);
}
if ((tick & 131072) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("26294789957452057")), 64, 256);
}
if ((tick & 262144) != 0) {
ratio = signedShiftRight(ratio.mul(new BN("37481735321082")), 64, 256);
}

return ratio;
}

function signedShiftRight(n0, shiftBy, bitWidth) {
let twoN0 = n0.toTwos(bitWidth).shrn(shiftBy);
twoN0.imaskn(bitWidth - shiftBy + 1);
return twoN0.fromTwos(bitWidth - shiftBy);
}

const getTokenAmountsFromLiquidity = (
liquidity,
currentSqrtPrice,
lowerSqrtPrice,
upperSqrtPrice,
round_up
) => {
const _liquidity = new BigNumber(liquidity.toString());
const _currentPrice = new BigNumber(currentSqrtPrice.toString());
const _lowerPrice = new BigNumber(lowerSqrtPrice.toString());
const _upperPrice = new BigNumber(upperSqrtPrice.toString());
let tokenA, tokenB;
if (currentSqrtPrice.lt(lowerSqrtPrice)) {
// x = L * (pb - pa) / (pa * pb)
tokenA = toX64_Decimal(_liquidity)
.times(_upperPrice.minus(_lowerPrice))
.div(_lowerPrice.times(_upperPrice));
tokenB = new BigNumber(0);
} else if (currentSqrtPrice.lt(upperSqrtPrice)) {
// x = L * (pb - p) / (p * pb)
// y = L * (p - pa)
tokenA = toX64_Decimal(_liquidity)
.times(_upperPrice.minus(_currentPrice))
.div(_currentPrice.times(_upperPrice));
tokenB = fromX64_Decimal(_liquidity.times(_currentPrice.minus(_lowerPrice)));
} else {
// y = L * (pb - pa)
tokenA = new BigNumber(0);
tokenB = fromX64_Decimal(_liquidity.times(_upperPrice.minus(_lowerPrice)));
}

if (round_up) {
return {
tokenA: new BN(tokenA.integerValue(BigNumber.ROUND_CEIL).toString()),
tokenB: new BN(tokenB.integerValue(BigNumber.ROUND_CEIL).toString()),
};
} else {
return {
tokenA: new BN(tokenA.integerValue(BigNumber.ROUND_FLOOR).toString()),
tokenB: new BN(tokenB.integerValue(BigNumber.ROUND_FLOOR).toString()),
};
}
};

const toX64_Decimal = (num) => {
return num.times(new BigNumber(2).pow(64));
};

const fromX64_Decimal = (num) => {
return num.times(new BigNumber(2).pow(-64));
};

module.exports = {
doublecounted: true,
misrepresentedTokens: true,
Expand Down

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