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JulesCrown
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4 changed files with 188 additions and 56 deletions
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@ -1,5 +1,5 @@
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// SPDX-License-Identifier: GPL-3.0-or-later
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pragma solidity ^0.8.20;
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pragma solidity ^0.8.19;
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import "@uniswap-v3-periphery/libraries/PositionKey.sol";
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import "@uniswap-v3-core/libraries/FixedPoint128.sol";
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@ -9,6 +9,7 @@ import "@aperture/uni-v3-lib/LiquidityAmounts.sol";
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import "@aperture/uni-v3-lib/PoolAddress.sol";
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import "@aperture/uni-v3-lib/CallbackValidation.sol";
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import "@openzeppelin/token/ERC20/IERC20.sol";
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import {ABDKMath64x64} from "abdk/ABDKMath64x64.sol";
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import "./interfaces/IWETH9.sol";
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import {Harb} from "./Harb.sol";
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@ -18,8 +19,16 @@ import {Harb} from "./Harb.sol";
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* take strategic liqudity positions.
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*/
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contract BaseLineLP {
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int24 constant TICK_SPACING = 200;
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// default fee of 1%
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uint24 constant FEE = uint24(10_000);
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// uint256 constant FLOOR = 0;
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// uint256 constant ANCHOR = 1;
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// uint256 constant DISCOVERY = 2;
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enum Stage { FLOOR, ANCHOR, DISCOVERY }
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uint256 constant LIQUIDITY_RATIO_DIVISOR = 100;
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// the address of the Uniswap V3 factory
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address immutable factory;
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@ -40,9 +49,7 @@ contract BaseLineLP {
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uint256 feeGrowthInside1LastX128;
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}
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TokenPosition public floor;
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TokenPosition public anchor;
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TokenPosition public discovery;
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mapping(uint256 => TokenPosition) positions;
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modifier checkDeadline(uint256 deadline) {
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require(block.timestamp <= deadline, "Transaction too old");
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@ -68,30 +75,25 @@ contract BaseLineLP {
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token0isWeth = _WETH9 < _harb;
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}
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function posKey(int24 tickLower, int24 tickUpper) internal pure returns (bytes6 _posKey) {
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bytes memory _posKeyBytes = abi.encodePacked(tickLower, tickUpper);
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assembly {
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_posKey := mload(add(_posKeyBytes, 6))
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}
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}
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function uniswapV3MintCallback(uint256 amount0Owed, uint256 amount1Owed, bytes calldata) external {
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CallbackValidation.verifyCallback(factory, poolKey);
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// ## mint harb if needed
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if (amount0Owed > 0) IERC20(poolKey.token0).transfer(msg.sender, amount0Owed);
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if (amount1Owed > 0) IERC20(poolKey.token1).transfer(msg.sender, amount1Owed);
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}
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function createPosition(int24 tickLower, int24 tickUpper, uint256 amount) internal {
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function createPosition(uint256 positionIndex, int24 tickLower, int24 tickUpper, uint256 amount) internal {
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uint160 sqrtRatioAX96 = TickMath.getSqrtRatioAtTick(tickLower);
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uint160 sqrtRatioBX96 = TickMath.getSqrtRatioAtTick(tickUpper);
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uint128 liquidity = LiquidityAmounts.getLiquidityForAmount1(
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sqrtRatioAX96, sqrtRatioBX96, amount / 20
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sqrtRatioAX96, sqrtRatioBX96, amount
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);
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pool.mint(address(this), tickLower, tickUpper, liquidity, abi.encode(poolKey));
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(uint256 amount0, uint256 amount1) = pool.mint(address(this), tickLower, tickUpper, liquidity, abi.encode(poolKey));
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// TODO: check slippage
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// read position and start tracking in storage
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bytes32 positionKey = PositionKey.compute(address(this), tickLower, tickUpper);
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(, uint256 feeGrowthInside0LastX128, uint256 feeGrowthInside1LastX128,,) = pool.positions(positionKey);
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discovery = TokenPosition({
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positions[positionIndex] = TokenPosition({
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liquidity: liquidity,
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tickLower: tickLower,
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tickUpper: tickUpper,
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@ -103,9 +105,9 @@ contract BaseLineLP {
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// called once at the beginning
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function deployLiquidity(int24 startTick, uint256 amount) external {
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require(floor.liquidity == 0, "already set up");
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require(anchor.liquidity == 0, "already set up");
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require(discovery.liquidity == 0, "already set up");
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require(positions[Stage.FLOOR].liquidity == 0, "already set up");
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require(positions[Stage.ANCHOR].liquidity == 0, "already set up");
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require(positions[Stage.DISCOVERY].liquidity == 0, "already set up");
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harb.mint(amount);
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int24 tickLower;
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int24 tickUpper;
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@ -145,51 +147,177 @@ contract BaseLineLP {
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}
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function getInverseAmountsForLiquidity(
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uint160 sqrtRatioX96,
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uint160 sqrtRatioAX96,
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uint160 sqrtRatioBX96,
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uint128 liquidity
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) internal pure returns (uint256 amount0, uint256 amount1) {
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if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96);
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function outstanding() public view returns (uint256 _outstanding) {
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harb.totalSupply() - harb.balanceOf(address(pool)) - harb.balanceOf(address(this));
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}
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if (sqrtRatioX96 <= sqrtRatioAX96) {
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amount1 = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioAX96, sqrtRatioBX96, liquidity);
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} else if (sqrtRatioX96 < sqrtRatioBX96) {
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amount1 = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioX96, sqrtRatioBX96, liquidity);
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amount0 = LiquidityAmounts.getAmount0ForLiquidity(sqrtRatioAX96, sqrtRatioX96, liquidity);
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function ethInAnchor() public view returns (uint256 _ethInAnchor) {
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uint160 sqrtRatioAX96 = TickMath.getSqrtRatioAtTick(positions[Stage.ANCHOR].tickLower);
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uint160 sqrtRatioBX96 = TickMath.getSqrtRatioAtTick(positions[Stage.ANCHOR].tickUpper);
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if (token0isWeth) {
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_ethInAnchor = LiquidityAmounts.getAmount0ForLiquidity(
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sqrtRatioAX96, sqrtRatioBX96, positions[Stage.ANCHOR].liquidity
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);
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} else {
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amount0 = LiquidityAmounts.getAmount0ForLiquidity(sqrtRatioAX96, sqrtRatioBX96, liquidity);
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_ethInAnchor = LiquidityAmounts.getAmount1ForLiquidity(
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sqrtRatioAX96, sqrtRatioBX96, positions[Stage.ANCHOR].liquidity
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);
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}
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}
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function calculateCapacity() public view returns (uint256 capacity) {
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capacity = 0;
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(, int24 currentTick, , , , , ) = pool.slot0();
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uint160 sqrtRatioX96 = TickMath.getSqrtRatioAtTick(currentTick);
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// handle floor
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/// @dev Calculates cycle tick from cycle price.
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function tickAtPrice(uint256 price) internal view returns (int24 tick_) {
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tick_ = TickMath.getTickAtSqrtRatio(
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uint160(int160(ABDKMath64x64.sqrt(int128(int256(price << 64))) << 32))
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);
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tick_ = tick_ / TICK_SPACING * TICK_SPACING;
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tick_ = token0isWeth ? tick_ : -tick_;
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}
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// call this function when price has moved up 15%
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function shift() external {
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// Fetch the current tick from the Uniswap V3 pool
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(uint160 sqrtPriceX96, int24 currentTick, , , , , ) = pool.slot0();
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// TODO: check slippage with oracle
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// ## check price moved up
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{
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uint160 sqrtRatioAX96 = TickMath.getSqrtRatioAtTick(floor.tickLower);
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uint160 sqrtRatioBX96 = TickMath.getSqrtRatioAtTick(floor.tickUpper);
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(uint256 amount0, uint256 amount1) = getInverseAmountsForLiquidity(sqrtRatioX96, sqrtRatioAX96, sqrtRatioBX96, floor.liquidity);
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capacity += token0isWeth ? amount1 : amount0;
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// Check if current tick is within the specified range
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int24 anchorTickLower = anchor.tickLower;
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int24 anchorTickUpper = anchor.tickUpper;
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// center tick can be calculated positive and negative numbers the same
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int24 centerTick = anchorTickLower + ((anchorTickUpper - anchorTickLower) / 2);
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int24 amplitudeTick = anchorTickLower + (anchorTickUpper - anchorTickLower) * 3 / 20;
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if (token0isWeth) {
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require(currentTick > centerTick, "call slide(), not shift()");
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// ### check price moved more than 15% of range
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require(currentTick > amplitudeTick, "amplitude not reached, come back later");
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} else {
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// ### check price moved up enough and add hysteresis
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require(currentTick < centerTick, "call slide(), not shift()");
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// ### check price moved more than 15% of range
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require(currentTick < amplitudeTick, "amplitude not reached, come back later");
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}
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}
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// ## scrape positions
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uint256 ethAmountAnchor;
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for (uint256 i=Stage.FLOOR; i <= Stage.DISCOVERY; i++) {
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position = positions[i];
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(uint256 amount0, uint256 amount1) = pool.burn(position.tickLower, position.tickUpper, position.liquidity);
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if (i == ANCHOR) {
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ethAmountAnchor = token0isWeth ? amount0 : amount1;
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}
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}
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// TODO: handle fees
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// ## set new positions
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// move 10% of new ETH into Floor
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ethAmountAnchor -= (ethAmountAnchor - ethInAnchor()) * 10 / LIQUIDITY_RATIO_DIVISOR;
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// ### set Floor position
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uint256 anchorLiquidity;
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{
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uint160 sqrtRatioAX96 = TickMath.getSqrtRatioAtTick(currentTick - 300);
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uint160 sqrtRatioBX96 = TickMath.getSqrtRatioAtTick(currentTick + 300);
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if (token0isWeth) {
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anchorLiquidity = LiquidityAmounts.getLiquidityForAmount0(
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sqrtRatioAX96, sqrtRatioBX96, ethAmountAnchor
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);
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} else {
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anchorLiquidity = LiquidityAmounts.getLiquidityForAmount1(
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sqrtRatioAX96, sqrtRatioBX96, ethAmountAnchor
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);
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}
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(uint256 amount0, uint256 amount1) = pool.mint(address(this), currentTick - 300, currentTick + 300, liquidity, abi.encode(poolKey));
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bytes32 positionKey = PositionKey.compute(address(this), currentTick - 300, currentTick + 300);
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(, uint256 feeGrowthInside0LastX128, uint256 feeGrowthInside1LastX128,,) = pool.positions(positionKey);
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positions[Stage.ANCHOR] = TokenPosition({
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liquidity: anchorLiquidity,
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tickLower: currentTick - 300,
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tickUpper: currentTick + 300,
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feeGrowthInside0LastX128: feeGrowthInside0LastX128,
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feeGrowthInside1LastX128: feeGrowthInside1LastX128
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});
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}
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// handle anchor
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// ### set Floor position
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{
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uint160 sqrtRatioAX96 = TickMath.getSqrtRatioAtTick(anchor.tickLower);
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uint160 sqrtRatioBX96 = TickMath.getSqrtRatioAtTick(anchor.tickUpper);
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(uint256 amount0, uint256 amount1) = getInverseAmountsForLiquidity(sqrtRatioX96, sqrtRatioAX96, sqrtRatioBX96, anchor.liquidity);
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capacity += token0isWeth ? amount1 : amount0;
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uint256 ethAmountFloor = address(this).balance;
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int24 floorTick = tickAtPrice(outstanding() / ethAmountFloor);
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floorTick -= (currentTick - floorTick);
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uint160 sqrtRatioAX96 = TickMath.getSqrtRatioAtTick(floorTick);
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uint160 sqrtRatioBX96 = TickMath.getSqrtRatioAtTick(currentTick - 300);
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uint256 liquidity = LiquidityAmounts.getLiquidityForAmounts(
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sqrtPriceX96,
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sqrtRatioAX96,
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sqrtRatioBX96,
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token0isWeth ? ethAmountFloor : 0,
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token0isWeth ? 0: ethAmountFloor
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);
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pool.mint(
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address(this),
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floorTick,
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currentTick - 300,
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liquidity,
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abi.encode(poolKey)
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);
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bytes32 positionKey = PositionKey.compute(address(this), floorTick, currentTick - 300);
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(, uint256 feeGrowthInside0LastX128, uint256 feeGrowthInside1LastX128,,) = pool.positions(positionKey);
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positions[Stage.FLOOR] = TokenPosition({
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liquidity: liquidity,
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tickLower: floorTick,
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tickUpper: currentTick - 300,
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feeGrowthInside0LastX128: feeGrowthInside0LastX128,
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feeGrowthInside1LastX128: feeGrowthInside1LastX128
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});
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}
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// handle discovery
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// ##set discovery position
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{
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uint160 sqrtRatioAX96 = TickMath.getSqrtRatioAtTick(discovery.tickLower);
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uint160 sqrtRatioBX96 = TickMath.getSqrtRatioAtTick(discovery.tickUpper);
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(uint256 amount0, uint256 amount1) = getInverseAmountsForLiquidity(sqrtRatioX96, sqrtRatioAX96, sqrtRatioBX96, discovery.liquidity);
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capacity += token0isWeth ? amount1 : amount0;
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uint160 sqrtRatioAX96 = TickMath.getSqrtRatioAtTick(currentTick + 300);
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uint160 sqrtRatioBX96 = TickMath.getSqrtRatioAtTick(currentTick + 11300);
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// discovery with 1.5 times as much liquidity per tick as anchor
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uint256 liquidity = anchorLiquidity * 55 / 2;
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uint256 harbInDiscovery;
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if (token0isWeth) {
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harbInDiscovery = TickMath.getAmount1ForLiquidity(
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sqrtRatioAX96,
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sqrtRatioBX96,
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liquidity
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);
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} else {
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harbInDiscovery = TickMath.getAmount0ForLiquidity(
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sqrtRatioAX96,
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sqrtRatioBX96,
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liquidity
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);
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}
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pool.mint(
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address(this),
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currentTick + 300,
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currentTick + 11300,
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liquidity,
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abi.encode(poolKey)
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);
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bytes32 positionKey = PositionKey.compute(address(this), currentTick + 300, currentTick + 11300);
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(, uint256 feeGrowthInside0LastX128, uint256 feeGrowthInside1LastX128,,) = pool.positions(positionKey);
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positions[Stage.DISCOVERY] = TokenPosition({
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liquidity: liquidity,
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tickLower: floorTick,
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tickUpper: currentTick - 300,
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feeGrowthInside0LastX128: feeGrowthInside0LastX128,
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feeGrowthInside1LastX128: feeGrowthInside1LastX128
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});
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}
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}
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function slide() external {
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// check price moved down
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// check price moved down enough
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// scrape positions
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// get outstanding upply and capacity
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// set new positions
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// burn harb
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}
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}
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@ -1,6 +1,6 @@
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// SPDX-License-Identifier: GPL-3.0-or-later
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pragma solidity ^0.8.13;
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pragma solidity ^0.8.19;
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import {IERC20} from "@openzeppelin/token/ERC20/ERC20.sol";
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import "@openzeppelin/token/ERC20/extensions/IERC20Metadata.sol";
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@ -1,5 +1,5 @@
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// SPDX-License-Identifier: GPL-3.0-or-later
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pragma solidity ^0.8.13;
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pragma solidity ^0.8.19;
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import "forge-std/Test.sol";
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import "forge-std/console.sol";
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