230 lines
9.8 KiB
Solidity
230 lines
9.8 KiB
Solidity
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// SPDX-License-Identifier: MIT
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pragma solidity ^0.8.19;
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import { IERC20 } from "@openzeppelin/token/ERC20/IERC20.sol";
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import { IUniswapV3Pool } from "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
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import { IUniswapV3MintCallback } from "@uniswap-v3-core/interfaces/callback/IUniswapV3MintCallback.sol";
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import { LiquidityAmounts } from "@aperture/uni-v3-lib/LiquidityAmounts.sol";
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import { TickMath } from "@aperture/uni-v3-lib/TickMath.sol";
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// ─────────────────────────────────────────────────────────────────────────────
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// Full-Range LP Strategy
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// ─────────────────────────────────────────────────────────────────────────────
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/// @title FullRangeLPStrategy
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/// @notice Single LP position covering the entire valid tick range (MIN_TICK to MAX_TICK).
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/// Position is set once at initialization and never rebalanced, giving 100% time-in-range.
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contract FullRangeLPStrategy is IUniswapV3MintCallback {
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/// @dev Tick boundaries aligned to 200-spacing for the 1% fee pool
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int24 public constant TICK_LOWER = -887_200;
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int24 public constant TICK_UPPER = 887_200;
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IUniswapV3Pool public immutable pool;
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IERC20 public immutable token0;
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IERC20 public immutable token1;
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bool public immutable token0isWeth;
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uint128 public liquidity;
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uint256 public feesCollected0;
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uint256 public feesCollected1;
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uint256 public totalBlocks;
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bool public initialized;
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constructor(IUniswapV3Pool _pool, IERC20 _weth, IERC20 _token, bool _token0isWeth) {
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pool = _pool;
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token0isWeth = _token0isWeth;
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token0 = _token0isWeth ? _weth : _token;
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token1 = _token0isWeth ? _token : _weth;
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}
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/// @notice Initialize: use current token balances to mint a full-range position.
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/// Caller must transfer tokens to this contract before calling.
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function initialize() external {
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require(!initialized, "already initialized");
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initialized = true;
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uint256 bal0 = token0.balanceOf(address(this));
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uint256 bal1 = token1.balanceOf(address(this));
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(, int24 currentTick,,,,,) = pool.slot0();
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uint160 sqrtCurrent = TickMath.getSqrtRatioAtTick(currentTick);
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uint160 sqrtLower = TickMath.getSqrtRatioAtTick(TICK_LOWER);
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uint160 sqrtUpper = TickMath.getSqrtRatioAtTick(TICK_UPPER);
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liquidity = LiquidityAmounts.getLiquidityForAmounts(sqrtCurrent, sqrtLower, sqrtUpper, bal0, bal1);
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if (liquidity > 0) {
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pool.mint(address(this), TICK_LOWER, TICK_UPPER, liquidity, "");
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}
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}
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/// @notice Record one simulation block. Full-range is always in-range, so this just increments totalBlocks.
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function recordBlock() external {
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totalBlocks++;
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}
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/// @notice Collect accrued fees without changing liquidity.
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function collectFees() external {
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if (liquidity > 0) {
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pool.burn(TICK_LOWER, TICK_UPPER, 0);
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}
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(uint256 f0, uint256 f1) = pool.collect(address(this), TICK_LOWER, TICK_UPPER, type(uint128).max, type(uint128).max);
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feesCollected0 += f0;
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feesCollected1 += f1;
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}
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/// @notice Burn entire position and collect all tokens + fees.
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function finalize() external {
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if (liquidity > 0) {
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pool.burn(TICK_LOWER, TICK_UPPER, liquidity);
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(uint256 f0, uint256 f1) = pool.collect(address(this), TICK_LOWER, TICK_UPPER, type(uint128).max, type(uint128).max);
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feesCollected0 += f0;
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feesCollected1 += f1;
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liquidity = 0;
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}
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}
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function getWethBalance() external view returns (uint256) {
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return token0isWeth ? token0.balanceOf(address(this)) : token1.balanceOf(address(this));
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}
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function getTokenBalance() external view returns (uint256) {
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return token0isWeth ? token1.balanceOf(address(this)) : token0.balanceOf(address(this));
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}
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/// @inheritdoc IUniswapV3MintCallback
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function uniswapV3MintCallback(uint256 amount0Owed, uint256 amount1Owed, bytes calldata) external override {
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require(msg.sender == address(pool), "not pool");
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if (amount0Owed > 0) token0.transfer(msg.sender, amount0Owed);
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if (amount1Owed > 0) token1.transfer(msg.sender, amount1Owed);
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}
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}
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// ─────────────────────────────────────────────────────────────────────────────
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// Fixed-Width LP Strategy
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// ─────────────────────────────────────────────────────────────────────────────
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/// @title FixedWidthLPStrategy
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/// @notice LP position ±2000 ticks around current price (200-tick spacing).
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/// Rebalances (removes + remints) when price exits the range.
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contract FixedWidthLPStrategy is IUniswapV3MintCallback {
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int24 public constant HALF_WIDTH = 2_000; // ±2000 ticks from center
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int24 public constant TICK_SPACING = 200;
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int24 public constant MIN_TICK = -887_200;
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int24 public constant MAX_TICK = 887_200;
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IUniswapV3Pool public immutable pool;
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IERC20 public immutable token0;
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IERC20 public immutable token1;
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bool public immutable token0isWeth;
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int24 public tickLower;
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int24 public tickUpper;
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uint128 public liquidity;
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uint256 public rebalanceCount;
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uint256 public feesCollected0;
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uint256 public feesCollected1;
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uint256 public blocksInRange;
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uint256 public totalBlocks;
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bool public initialized;
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constructor(IUniswapV3Pool _pool, IERC20 _weth, IERC20 _token, bool _token0isWeth) {
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pool = _pool;
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token0isWeth = _token0isWeth;
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token0 = _token0isWeth ? _weth : _token;
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token1 = _token0isWeth ? _token : _weth;
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}
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/// @notice Initialize around the current pool price.
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/// Caller must transfer tokens to this contract before calling.
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function initialize() external {
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require(!initialized, "already initialized");
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initialized = true;
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(, int24 currentTick,,,,,) = pool.slot0();
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_createPosition(currentTick);
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}
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/// @notice Record one simulation block; tracks time-in-range.
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function recordBlock() external {
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totalBlocks++;
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(, int24 currentTick,,,,,) = pool.slot0();
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if (currentTick >= tickLower && currentTick < tickUpper) {
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blocksInRange++;
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}
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}
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/// @notice Rebalance if current price is outside the position range.
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/// @return didRebalance true if a rebalance occurred.
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function maybeRebalance() external returns (bool didRebalance) {
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(, int24 currentTick,,,,,) = pool.slot0();
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if (currentTick >= tickLower && currentTick < tickUpper) return false;
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_removePosition();
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_createPosition(currentTick);
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rebalanceCount++;
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return true;
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}
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/// @notice Collect accrued fees without changing liquidity.
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function collectFees() external {
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if (liquidity > 0) {
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pool.burn(tickLower, tickUpper, 0);
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}
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(uint256 f0, uint256 f1) = pool.collect(address(this), tickLower, tickUpper, type(uint128).max, type(uint128).max);
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feesCollected0 += f0;
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feesCollected1 += f1;
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}
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/// @notice Burn current position and collect everything.
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function finalize() external {
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_removePosition();
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}
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function getWethBalance() external view returns (uint256) {
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return token0isWeth ? token0.balanceOf(address(this)) : token1.balanceOf(address(this));
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}
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function getTokenBalance() external view returns (uint256) {
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return token0isWeth ? token1.balanceOf(address(this)) : token0.balanceOf(address(this));
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}
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// ── Internal ──────────────────────────────────────────────────────────────
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function _createPosition(int24 currentTick) internal {
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int24 center = (currentTick / TICK_SPACING) * TICK_SPACING;
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tickLower = center - HALF_WIDTH;
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tickUpper = center + HALF_WIDTH;
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// Clamp to pool boundaries
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if (tickLower < MIN_TICK) tickLower = ((MIN_TICK / TICK_SPACING) + 1) * TICK_SPACING;
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if (tickUpper > MAX_TICK) tickUpper = (MAX_TICK / TICK_SPACING) * TICK_SPACING;
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uint256 bal0 = token0.balanceOf(address(this));
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uint256 bal1 = token1.balanceOf(address(this));
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uint160 sqrtCurrent = TickMath.getSqrtRatioAtTick(currentTick);
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uint160 sqrtLow = TickMath.getSqrtRatioAtTick(tickLower);
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uint160 sqrtHigh = TickMath.getSqrtRatioAtTick(tickUpper);
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liquidity = LiquidityAmounts.getLiquidityForAmounts(sqrtCurrent, sqrtLow, sqrtHigh, bal0, bal1);
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if (liquidity > 0) {
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pool.mint(address(this), tickLower, tickUpper, liquidity, "");
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}
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}
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function _removePosition() internal {
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if (liquidity > 0) {
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pool.burn(tickLower, tickUpper, liquidity);
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(uint256 f0, uint256 f1) = pool.collect(address(this), tickLower, tickUpper, type(uint128).max, type(uint128).max);
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feesCollected0 += f0;
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feesCollected1 += f1;
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liquidity = 0;
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}
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}
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/// @inheritdoc IUniswapV3MintCallback
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function uniswapV3MintCallback(uint256 amount0Owed, uint256 amount1Owed, bytes calldata) external override {
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require(msg.sender == address(pool), "not pool");
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if (amount0Owed > 0) token0.transfer(msg.sender, amount0Owed);
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if (amount1Owed > 0) token1.transfer(msg.sender, amount1Owed);
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}
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}
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