77 lines
2.7 KiB
Solidity
77 lines
2.7 KiB
Solidity
|
// SPDX-License-Identifier: GPL-3.0-or-later
|
||
|
|
pragma solidity ^0.8.19;
|
||
|
|
|
||
|
|
/**
|
||
|
|
* @title MockPool
|
||
|
|
* @notice Mock Uniswap V3 pool for testing normalized indicator computation in Optimizer.
|
||
|
|
* @dev Implements slot0() and observe() with configurable return values.
|
||
|
|
*
|
||
|
|
* observe() models the TWAP cumulative-tick convention:
|
||
|
|
* tickCumulative at time T = integral of tick dt from pool inception to T.
|
||
|
|
* We set tickCumulative[now] = 0 and back-fill:
|
||
|
|
* tickCumulative[longWindow ago] = -longTwapTick * LONG_WINDOW
|
||
|
|
* tickCumulative[shortWindow ago] = -shortTwapTick * SHORT_WINDOW
|
||
|
|
* This means:
|
||
|
|
* longTwapTick = (cum[now] - cum[longAgo]) / LONG_WINDOW = longTwapTick ✓
|
||
|
|
* shortTwapTick = (cum[now] - cum[shortAgo]) / SHORT_WINDOW = shortTwapTick ✓
|
||
|
|
*/
|
||
|
|
contract MockPool {
|
||
|
|
int24 public currentTick;
|
||
|
|
int24 public longTwapTick;
|
||
|
|
int24 public shortTwapTick;
|
||
|
|
bool public revertOnObserve;
|
||
|
|
|
||
|
|
uint32 internal constant LONG_WINDOW = 1_800;
|
||
|
|
uint32 internal constant SHORT_WINDOW = 300;
|
||
|
|
|
||
|
|
function setCurrentTick(int24 _tick) external {
|
||
|
|
currentTick = _tick;
|
||
|
|
}
|
||
|
|
|
||
|
|
function setTwapTicks(int24 _longTwap, int24 _shortTwap) external {
|
||
|
|
longTwapTick = _longTwap;
|
||
|
|
shortTwapTick = _shortTwap;
|
||
|
|
}
|
||
|
|
|
||
|
|
function setRevertOnObserve(bool _revert) external {
|
||
|
|
revertOnObserve = _revert;
|
||
|
|
}
|
||
|
|
|
||
|
|
function slot0()
|
||
|
|
external
|
||
|
|
view
|
||
|
|
returns (
|
||
|
|
uint160 sqrtPriceX96,
|
||
|
|
int24 tick,
|
||
|
|
uint16 observationIndex,
|
||
|
|
uint16 observationCardinality,
|
||
|
|
uint16 observationCardinalityNext,
|
||
|
|
uint8 feeProtocol,
|
||
|
|
bool unlocked
|
||
|
|
)
|
||
|
|
{
|
||
|
|
return (0, currentTick, 0, 100, 100, 0, true);
|
||
|
|
}
|
||
|
|
|
||
|
|
/// @notice Returns tick cumulatives for the three time points [LONG_WINDOW, SHORT_WINDOW, 0].
|
||
|
|
/// @dev Only handles the exact 3-element call from Optimizer.getLiquidityParams().
|
||
|
|
function observe(uint32[] calldata secondsAgos)
|
||
|
|
external
|
||
|
|
view
|
||
|
|
returns (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s)
|
||
|
|
{
|
||
|
|
require(!revertOnObserve, "MockPool: observe reverts");
|
||
|
|
require(secondsAgos.length == 3, "MockPool: expected 3 time points");
|
||
|
|
|
||
|
|
tickCumulatives = new int56[](3);
|
||
|
|
secondsPerLiquidityCumulativeX128s = new uint160[](3);
|
||
|
|
|
||
|
|
// cum[now] = 0
|
||
|
|
tickCumulatives[2] = 0;
|
||
|
|
// cum[longAgo] = -longTwapTick * LONG_WINDOW
|
||
|
|
tickCumulatives[0] = int56(-int256(longTwapTick)) * int56(int32(LONG_WINDOW));
|
||
|
|
// cum[shortAgo] = -shortTwapTick * SHORT_WINDOW
|
||
|
|
tickCumulatives[1] = int56(-int256(shortTwapTick)) * int56(int32(SHORT_WINDOW));
|
||
|
|
}
|
||
|
|
}
|