Merge pull request #429 from gnoswap-labs/refactor/swap_math

gnoswap-labs · Dec 15, 2024 · 24e76e2 · 24e76e2
2 parents ce2e292 + ff6eb54
commit 24e76e2
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Showing 3 changed files with 356 additions and 246 deletions.
diff --git a/_deploy/p/gnoswap/pool/__TEST_swap_math_test.gnoA b/_deploy/p/gnoswap/pool/__TEST_swap_math_test.gnoA
diff --git a/_deploy/p/gnoswap/pool/swap_math.gno b/_deploy/p/gnoswap/pool/swap_math.gno
@@ -5,14 +5,34 @@ import (
 	u256 "gno.land/p/gnoswap/uint256"
 )
 
+// SwapMathComputeSwapStepStr computes the next sqrt price, amount in, amount out, and fee amount
+// Computes the result of swapping some amount in, or amount out, given the parameters of the swap
+// The fee, plus the amount in, will never exceed the amount remaining if the swap's `amountSpecified` is positive
+//
+// input:
+// - sqrtRatioCurrentX96: the current sqrt price of the pool
+// - sqrtRatioTargetX96: The price that cannot be exceeded, from which the direction of the swap is inferred
+// - liquidity: The usable liquidity of the pool
+// - amountRemaining: How much input or output amount is remaining to be swapped in/out
+// - feePips: The fee taken from the input amount, expressed in hundredths of a bip
+//
+// output:
+// - sqrtRatioNextX96: The price after swapping the amount in/out, not to exceed the price target
+// - amountIn: The amount to be swapped in, of either token0 or token1, based on the direction of the swap
+// - amountOut: The amount to be received, of either token0 or token1, based on the direction of the swap
+// - feeAmount: The amount of input that will be taken as a fee
 func SwapMathComputeSwapStepStr(
-	sqrtRatioCurrentX96 *u256.Uint, // uint160
-	sqrtRatioTargetX96 *u256.Uint, // uint160
-	liquidity *u256.Uint, // uint128
-	amountRemaining *i256.Int, // int256
+	sqrtRatioCurrentX96 *u256.Uint,
+	sqrtRatioTargetX96 *u256.Uint,
+	liquidity *u256.Uint,
+	amountRemaining *i256.Int,
 	feePips uint64,
-) (string, string, string, string) { // (sqrtRatioNextX96, amountIn, amountOut, feeAmount *u256.Uint)
-	isToken1Expensive := sqrtRatioCurrentX96.Gte(sqrtRatioTargetX96)
+) (string, string, string, string) {
+	if sqrtRatioCurrentX96 == nil || sqrtRatioTargetX96 == nil || liquidity == nil || amountRemaining == nil {
+		panic("SwapMathComputeSwapStepStr: invalid input")
+	}
+
+	zeroForOne := sqrtRatioCurrentX96.Gte(sqrtRatioTargetX96)
 
 	// POSTIVIE == EXACT_IN => Estimated AmountOut
 	// NEGATIVE == EXACT_OUT => Estimated AmountIn
@@ -25,75 +45,94 @@ func SwapMathComputeSwapStepStr(
 
 	if exactIn {
 		amountRemainingLessFee := u256.MulDiv(amountRemaining.Abs(), u256.NewUint(1000000-feePips), u256.NewUint(1000000))
-
-		if isToken1Expensive {
-			amountIn = sqrtPriceMathGetAmount0DeltaHelper(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, true)
+		if zeroForOne {
+			amountIn = sqrtPriceMathGetAmount0DeltaHelper(
+				sqrtRatioTargetX96.Clone(),
+				sqrtRatioCurrentX96.Clone(),
+				liquidity.Clone(),
+				true)
 		} else {
-			amountIn = sqrtPriceMathGetAmount1DeltaHelper(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, true)
+			amountIn = sqrtPriceMathGetAmount1DeltaHelper(
+				sqrtRatioCurrentX96.Clone(),
+				sqrtRatioTargetX96.Clone(),
+				liquidity.Clone(),
+				true)
 		}
 
 		if amountRemainingLessFee.Gte(amountIn) {
-			sqrtRatioNextX96 = sqrtRatioTargetX96
+			sqrtRatioNextX96 = sqrtRatioTargetX96.Clone()
 		} else {
 			sqrtRatioNextX96 = sqrtPriceMathGetNextSqrtPriceFromInput(
-				sqrtRatioCurrentX96,
-				liquidity,
-				amountRemainingLessFee,
-				isToken1Expensive,
+				sqrtRatioCurrentX96.Clone(),
+				liquidity.Clone(),
+				amountRemainingLessFee.Clone(),
+				zeroForOne,
 			)
 		}
-
 	} else {
-		if isToken1Expensive {
-			amountOut = sqrtPriceMathGetAmount1DeltaHelper(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, false)
+		if zeroForOne {
+			amountOut = sqrtPriceMathGetAmount1DeltaHelper(
+				sqrtRatioTargetX96.Clone(),
+				sqrtRatioCurrentX96.Clone(),
+				liquidity.Clone(),
+				false)
 		} else {
-			amountOut = sqrtPriceMathGetAmount0DeltaHelper(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, false)
+			amountOut = sqrtPriceMathGetAmount0DeltaHelper(
+				sqrtRatioCurrentX96.Clone(),
+				sqrtRatioTargetX96.Clone(),
+				liquidity.Clone(),
+				false)
 		}
 
 		if amountRemaining.Abs().Gte(amountOut) {
-			sqrtRatioNextX96 = sqrtRatioTargetX96
+			sqrtRatioNextX96 = sqrtRatioTargetX96.Clone()
 		} else {
 			sqrtRatioNextX96 = sqrtPriceMathGetNextSqrtPriceFromOutput(
-				sqrtRatioCurrentX96,
-				liquidity,
+				sqrtRatioCurrentX96.Clone(),
+				liquidity.Clone(),
 				amountRemaining.Abs(),
-				isToken1Expensive,
+				zeroForOne,
 			)
 		}
 	}
 
-	max := sqrtRatioTargetX96.Eq(sqrtRatioNextX96)
+	isMax := sqrtRatioTargetX96.Eq(sqrtRatioNextX96)
 
-	if isToken1Expensive {
-		if max && exactIn {
-			amountIn = amountIn
-		} else {
-			amountIn = sqrtPriceMathGetAmount0DeltaHelper(sqrtRatioNextX96, sqrtRatioCurrentX96, liquidity, true)
+	if zeroForOne {
+		if !(isMax && exactIn) {
+			amountIn = sqrtPriceMathGetAmount0DeltaHelper(
+				sqrtRatioNextX96.Clone(),
+				sqrtRatioCurrentX96.Clone(),
+				liquidity.Clone(),
+				true)
 		}
-
-		if max && !exactIn {
-			amountOut = amountOut
-		} else {
-			amountOut = sqrtPriceMathGetAmount1DeltaHelper(sqrtRatioNextX96, sqrtRatioCurrentX96, liquidity, false)
+		if !(isMax && !exactIn) {
+			amountOut = sqrtPriceMathGetAmount1DeltaHelper(
+				sqrtRatioNextX96.Clone(),
+				sqrtRatioCurrentX96.Clone(),
+				liquidity.Clone(),
+				false)
 		}
 	} else {
-		if max && exactIn {
-			amountIn = amountIn
-		} else {
-			amountIn = sqrtPriceMathGetAmount1DeltaHelper(sqrtRatioCurrentX96, sqrtRatioNextX96, liquidity, true)
+		if !(isMax && exactIn) {
+			amountIn = sqrtPriceMathGetAmount1DeltaHelper(
+				sqrtRatioCurrentX96.Clone(),
+				sqrtRatioNextX96.Clone(),
+				liquidity.Clone(),
+				true)
 		}
-
-		if max && !exactIn {
-			amountOut = amountOut
-		} else {
-			amountOut = sqrtPriceMathGetAmount0DeltaHelper(sqrtRatioCurrentX96, sqrtRatioNextX96, liquidity, false)
+		if !(isMax && !exactIn) {
+			amountOut = sqrtPriceMathGetAmount0DeltaHelper(
+				sqrtRatioCurrentX96.Clone(),
+				sqrtRatioNextX96.Clone(),
+				liquidity.Clone(),
+				false)
 		}
 	}
 
 	if !exactIn && amountOut.Gt(amountRemaining.Abs()) {
 		amountOut = amountRemaining.Abs()
 	}
-
 	if exactIn && !(sqrtRatioNextX96.Eq(sqrtRatioTargetX96)) {
 		feeAmount = new(u256.Uint).Sub(amountRemaining.Abs(), amountIn)
 	} else {