wip shift
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JulesCrown
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1 changed files with 38 additions and 12 deletions
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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 "@openzeppelin/utils/math/SignedMath.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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@ -89,7 +90,10 @@ contract BaseLineLP {
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// take care of harb
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harb.mint(token0isWeth ? amount1Owed : amount0Owed);
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// pack ETH
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weth.deposit{value: token0isWeth ? amount0Owed : amount1Owed}();
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uint256 ethOwed = token0isWeth ? amount0Owed : amount1Owed;
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if (weth.balanceOf(address(this)) < ethOwed) {
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weth.deposit{value: address(this).balance}();
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}
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// do transfers
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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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@ -128,28 +132,30 @@ contract BaseLineLP {
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return (lastDay, mintedToday);
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}
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function ethIn(Stage s) public view returns (uint256 _ethInPosition) {
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uint160 sqrtRatioAX96 = TickMath.getSqrtRatioAtTick(positions[s].tickLower);
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uint160 sqrtRatioBX96 = TickMath.getSqrtRatioAtTick(positions[s].tickUpper);
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if (token0isWeth) {
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_ethInPosition = LiquidityAmounts.getAmount0ForLiquidity(
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sqrtRatioAX96, sqrtRatioBX96, positions[s].liquidity
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sqrtRatioAX96, sqrtRatioBX96, positions[s].liquidity / 2
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);
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} else {
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_ethInPosition = LiquidityAmounts.getAmount1ForLiquidity(
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sqrtRatioAX96, sqrtRatioBX96, positions[s].liquidity
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sqrtRatioAX96, sqrtRatioBX96, positions[s].liquidity / 2
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);
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}
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}
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uint160 internal constant MIN_SQRT_RATIO = 4295128739;
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function tickAtPrice(uint256 tokenAmount, uint256 ethAmount) internal view returns (int24 tick_) {
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function tickAtPrice(uint256 tokenAmount, uint256 ethAmount) internal returns (int24 tick_) {
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require(ethAmount > 0, "ETH amount cannot be zero");
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uint160 sqrtPriceX96;
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if (tokenAmount == 0) {
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sqrtPriceX96 = MIN_SQRT_RATIO;
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} else {
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emit DEBUG(tokenAmount,ethAmount,0,0,token0isWeth);
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// Use a fixed-point library or more precise arithmetic for the division here.
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// For example, using ABDKMath64x64 for a more precise division and square root calculation.
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int128 priceRatio = ABDKMath64x64.div(
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@ -160,6 +166,7 @@ contract BaseLineLP {
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sqrtPriceX96 = uint160(
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int160(ABDKMath64x64.sqrt(priceRatio) << 32)
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);
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emit DEBUG(uint256(int256(priceRatio >> 64)),uint256(sqrtPriceX96 >> 96),0,0,token0isWeth);
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}
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// Proceed as before.
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tick_ = TickMath.getTickAtSqrtRatio(sqrtPriceX96);
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@ -239,13 +246,13 @@ contract BaseLineLP {
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int24 startTick = token0isWeth ? currentTick + ANCHOR_SPACING : currentTick - ANCHOR_SPACING;
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// all remaining eth will be put into this position
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uint256 ethInFloor = address(this).balance;
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uint256 ethInFloor = address(this).balance + weth.balanceOf(address(this));
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int24 floorTick;
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// calculate price at which all HARB can be bought back
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uint256 _outstanding = outstanding();
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if (_outstanding > 0) {
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floorTick = tickAtPrice(_outstanding, ethInFloor);
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emit DEBUG(ethInFloor,0,floorTick,startTick,token0isWeth);
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emit DEBUG(ethInFloor,_outstanding,floorTick,startTick,token0isWeth);
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// put a position symetrically around the price, startTick being edge on one side
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floorTick = token0isWeth ? startTick + (floorTick - startTick) : floorTick - (startTick - floorTick);
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@ -342,11 +349,11 @@ contract BaseLineLP {
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int24 anchorTickUpper = positions[Stage.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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uint256 minAmplitude = uint256(uint24((anchorTickUpper - anchorTickLower) * 3 / 20));
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// Determine the correct comparison direction based on token0isWeth
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bool isUp = token0isWeth ? currentTick < centerTick : currentTick > centerTick;
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bool isEnough = token0isWeth ? currentTick < amplitudeTick : currentTick > amplitudeTick;
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bool isEnough = SignedMath.abs(currentTick - centerTick) > minAmplitude;
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// Check Conditions
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require(isUp, "call slide(), not shift()");
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@ -358,21 +365,33 @@ contract BaseLineLP {
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for (uint256 i=uint256(Stage.FLOOR); i <= uint256(Stage.DISCOVERY); i++) {
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TokenPosition storage position = positions[Stage(i)];
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(uint256 amount0, uint256 amount1) = pool.burn(position.tickLower, position.tickUpper, position.liquidity);
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// the actual amounts collected are returned
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(amount0, amount1) = pool.collect(
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address(this),
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position.tickLower,
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position.tickUpper,
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uint128(amount0),
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uint128(amount1)
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);
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if (i == uint256(Stage.ANCHOR)) {
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ethInAnchor = 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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// reduce Anchor by 10% of new ETH. It will be moved into Floor
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uint256 initialEthInAnchor = ethIn(Stage.ANCHOR);
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ethInAnchor -= (ethInAnchor - initialEthInAnchor) * 10 / LIQUIDITY_RATIO_DIVISOR;
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// cap anchor size at 10 % of total ETH
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uint256 ethBalance = address(this).balance;
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uint256 ethBalance = address(this).balance + weth.balanceOf(address(this));
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// event DEBUG(uint256 indexed eth, uint256 indexed outstanding, int24 indexed floorTick, int24 startTick, bool ethIs0);
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emit DEBUG(ethInAnchor,weth.balanceOf(address(this)),0,0, token0isWeth);
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ethInAnchor = (ethInAnchor > ethBalance / 10) ? ethBalance / 10 : ethInAnchor;
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currentTick = currentTick / TICK_SPACING * TICK_SPACING;
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_set(sqrtPriceX96, currentTick, ethInAnchor);
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}
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@ -403,12 +422,19 @@ contract BaseLineLP {
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for (uint256 i=uint256(Stage.FLOOR); i <= uint256(Stage.DISCOVERY); i++) {
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TokenPosition storage position = positions[Stage(i)];
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if (position.liquidity > 0) {
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pool.burn(position.tickLower, position.tickUpper, position.liquidity);
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(uint256 amount0, uint256 amount1) = pool.burn(position.tickLower, position.tickUpper, position.liquidity);
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(amount0, amount1) = pool.collect(
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address(this),
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position.tickLower,
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position.tickUpper,
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uint128(amount0),
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uint128(amount1)
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);
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// TODO: handle fees
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}
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}
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uint256 ethBalance = address(this).balance;
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uint256 ethBalance = address(this).balance + weth.balanceOf(address(this));
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if (ethBalance == 0) {
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// TODO: set only discovery
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return;
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