harb/onchain/test/helpers/LiquidityBoundaryHelper.sol

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.19;

import { ThreePositionStrategy } from "../../src/abstracts/ThreePositionStrategy.sol";
import { LiquidityAmounts } from "@aperture/uni-v3-lib/LiquidityAmounts.sol";
import { TickMath } from "@aperture/uni-v3-lib/TickMath.sol";
import { IUniswapV3Pool } from "@uniswap/v3-core/contracts/interfaces/IUniswapV3Pool.sol";

/**
 * @title LiquidityBoundaryHelper
 * @notice Helper library for calculating safe trade sizes within liquidity boundaries
 * @dev Prevents trades that would exceed available liquidity and cause SPL errors
 */
library LiquidityBoundaryHelper {
    /**
     * @notice Calculates the ETH required to push price to the outer discovery bound
     */
    function calculateBuyLimit(IUniswapV3Pool pool, ThreePositionStrategy liquidityManager, bool token0isWeth) internal view returns (uint256) {
        (, int24 currentTick,,,,,) = pool.slot0();

        (uint128 anchorLiquidity, int24 anchorLower, int24 anchorUpper) = liquidityManager.positions(ThreePositionStrategy.Stage.ANCHOR);
        (uint128 discoveryLiquidity, int24 discoveryLower, int24 discoveryUpper) = liquidityManager.positions(ThreePositionStrategy.Stage.DISCOVERY);

        if (anchorLiquidity == 0 && discoveryLiquidity == 0) {
            return 0;
        }

        if (token0isWeth) {
            return _calculateBuyLimitToken0IsWeth(currentTick, anchorLiquidity, anchorLower, anchorUpper, discoveryLiquidity, discoveryLower, discoveryUpper);
        }

        return _calculateBuyLimitToken1IsWeth(currentTick, anchorLiquidity, anchorLower, anchorUpper, discoveryLiquidity, discoveryLower, discoveryUpper);
    }

    /**
     * @notice Calculates the HARB required to push price to the outer floor bound
     */
    function calculateSellLimit(IUniswapV3Pool pool, ThreePositionStrategy liquidityManager, bool token0isWeth) internal view returns (uint256) {
        (, int24 currentTick,,,,,) = pool.slot0();

        (uint128 anchorLiquidity, int24 anchorLower, int24 anchorUpper) = liquidityManager.positions(ThreePositionStrategy.Stage.ANCHOR);
        (uint128 floorLiquidity, int24 floorLower, int24 floorUpper) = liquidityManager.positions(ThreePositionStrategy.Stage.FLOOR);

        if (anchorLiquidity == 0 && floorLiquidity == 0) {
            return 0;
        }

        if (token0isWeth) {
            return _calculateSellLimitToken0IsWeth(currentTick, anchorLiquidity, anchorLower, anchorUpper, floorLiquidity, floorLower, floorUpper);
        }

        return _calculateSellLimitToken1IsWeth(currentTick, anchorLiquidity, anchorLower, anchorUpper, floorLiquidity, floorLower, floorUpper);
    }

    function _calculateBuyLimitToken0IsWeth(
        int24 currentTick,
        uint128 anchorLiquidity,
        int24 anchorLower,
        int24 anchorUpper,
        uint128 discoveryLiquidity,
        int24 discoveryLower,
        int24 discoveryUpper
    )
        private
        pure
        returns (uint256)
    {
        if (discoveryLiquidity == 0) {
            return type(uint256).max;
        }

        int24 targetTick = discoveryUpper > anchorUpper ? discoveryUpper : anchorUpper;
        if (currentTick >= targetTick) {
            return 0;
        }

        uint256 totalEthNeeded = 0;

        if (currentTick >= anchorLower && currentTick < anchorUpper && anchorLiquidity > 0) {
            int24 anchorEndTick = targetTick < anchorUpper ? targetTick : anchorUpper;
            totalEthNeeded += _calculateEthToMoveBetweenTicks(currentTick, anchorEndTick, anchorLiquidity);
        }

        if (targetTick > anchorUpper && discoveryLiquidity > 0) {
            int24 discoveryStartTick = currentTick > discoveryLower ? currentTick : discoveryLower;
            if (discoveryStartTick < discoveryUpper) {
                totalEthNeeded += _calculateEthToMoveBetweenTicks(discoveryStartTick, targetTick, discoveryLiquidity);
            }
        }

        return totalEthNeeded;
    }

    function _calculateBuyLimitToken1IsWeth(
        int24 currentTick,
        uint128 anchorLiquidity,
        int24 anchorLower,
        int24 anchorUpper,
        uint128 discoveryLiquidity,
        int24 discoveryLower,
        int24 discoveryUpper
    )
        private
        pure
        returns (uint256)
    {
        if (discoveryLiquidity == 0) {
            return type(uint256).max;
        }

        int24 targetTick = discoveryLower < anchorLower ? discoveryLower : anchorLower;
        if (currentTick <= targetTick) {
            return 0;
        }

        uint256 totalEthNeeded = 0;

        if (currentTick <= anchorUpper && currentTick > anchorLower && anchorLiquidity > 0) {
            int24 anchorEndTick = targetTick > anchorLower ? targetTick : anchorLower;
            totalEthNeeded += _calculateEthToMoveBetweenTicksDown(currentTick, anchorEndTick, anchorLiquidity);
        }

        if (targetTick < anchorLower && discoveryLiquidity > 0) {
            int24 discoveryStartTick = currentTick < discoveryUpper ? currentTick : discoveryUpper;
            if (discoveryStartTick > discoveryLower) {
                totalEthNeeded += _calculateEthToMoveBetweenTicksDown(discoveryStartTick, targetTick, discoveryLiquidity);
            }
        }

        return totalEthNeeded;
    }

    function _calculateSellLimitToken0IsWeth(
        int24 currentTick,
        uint128 anchorLiquidity,
        int24 anchorLower,
        int24 anchorUpper,
        uint128 floorLiquidity,
        int24 floorLower,
        int24 floorUpper
    )
        private
        pure
        returns (uint256)
    {
        if (floorLiquidity == 0) {
            return type(uint256).max;
        }

        int24 targetTick = floorLower < anchorLower ? floorLower : anchorLower;
        if (currentTick <= targetTick) {
            return 0;
        }

        uint256 totalHarbNeeded = 0;

        if (currentTick <= anchorUpper && currentTick > anchorLower && anchorLiquidity > 0) {
            int24 anchorEndTick = targetTick > anchorLower ? targetTick : anchorLower;
            totalHarbNeeded += _calculateHarbToMoveBetweenTicks(currentTick, anchorEndTick, anchorLiquidity);
        }

        if (targetTick < anchorLower && floorLiquidity > 0) {
            int24 floorStartTick = currentTick < floorUpper ? currentTick : floorUpper;
            if (floorStartTick > floorLower) {
                totalHarbNeeded += _calculateHarbToMoveBetweenTicks(floorStartTick, targetTick, floorLiquidity);
            }
        }

        return totalHarbNeeded;
    }

    function _calculateSellLimitToken1IsWeth(
        int24 currentTick,
        uint128 anchorLiquidity,
        int24 anchorLower,
        int24 anchorUpper,
        uint128 floorLiquidity,
        int24 floorLower,
        int24 floorUpper
    )
        private
        pure
        returns (uint256)
    {
        if (floorLiquidity == 0) {
            return type(uint256).max;
        }

        int24 targetTick = floorUpper > anchorUpper ? floorUpper : anchorUpper;
        if (currentTick >= targetTick) {
            return 0;
        }

        uint256 totalHarbNeeded = 0;

        if (currentTick >= anchorLower && currentTick < anchorUpper && anchorLiquidity > 0) {
            int24 anchorEndTick = targetTick < anchorUpper ? targetTick : anchorUpper;
            totalHarbNeeded += _calculateHarbToMoveUpBetweenTicks(currentTick, anchorEndTick, anchorLiquidity);
        }

        if (targetTick > anchorUpper && floorLiquidity > 0) {
            int24 floorStartTick = currentTick > floorLower ? currentTick : floorLower;
            if (floorStartTick < floorUpper) {
                totalHarbNeeded += _calculateHarbToMoveUpBetweenTicks(floorStartTick, targetTick, floorLiquidity);
            }
        }

        return totalHarbNeeded;
    }

    function _calculateEthToMoveBetweenTicks(int24 fromTick, int24 toTick, uint128 liquidity) private pure returns (uint256) {
        if (fromTick >= toTick || liquidity == 0) {
            return 0;
        }

        uint160 sqrtPriceFromX96 = TickMath.getSqrtRatioAtTick(fromTick);
        uint160 sqrtPriceToX96 = TickMath.getSqrtRatioAtTick(toTick);
        return LiquidityAmounts.getAmount0ForLiquidity(sqrtPriceFromX96, sqrtPriceToX96, liquidity);
    }

    function _calculateEthToMoveBetweenTicksDown(int24 fromTick, int24 toTick, uint128 liquidity) private pure returns (uint256) {
        if (fromTick <= toTick || liquidity == 0) {
            return 0;
        }

        uint160 sqrtPriceFromX96 = TickMath.getSqrtRatioAtTick(fromTick);
        uint160 sqrtPriceToX96 = TickMath.getSqrtRatioAtTick(toTick);
        return LiquidityAmounts.getAmount1ForLiquidity(sqrtPriceToX96, sqrtPriceFromX96, liquidity);
    }

    function _calculateHarbToMoveBetweenTicks(int24 fromTick, int24 toTick, uint128 liquidity) private pure returns (uint256) {
        if (fromTick <= toTick || liquidity == 0) {
            return 0;
        }

        uint160 sqrtPriceFromX96 = TickMath.getSqrtRatioAtTick(fromTick);
        uint160 sqrtPriceToX96 = TickMath.getSqrtRatioAtTick(toTick);
        return LiquidityAmounts.getAmount1ForLiquidity(sqrtPriceToX96, sqrtPriceFromX96, liquidity);
    }

    function _calculateHarbToMoveUpBetweenTicks(int24 fromTick, int24 toTick, uint128 liquidity) private pure returns (uint256) {
        if (fromTick >= toTick || liquidity == 0) {
            return 0;
        }

        uint160 sqrtPriceFromX96 = TickMath.getSqrtRatioAtTick(fromTick);
        uint160 sqrtPriceToX96 = TickMath.getSqrtRatioAtTick(toTick);
        return LiquidityAmounts.getAmount0ForLiquidity(sqrtPriceFromX96, sqrtPriceToX96, liquidity);
    }
}