// SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0 <0.8.0; import '@uniswap/v3-core/contracts/libraries/FullMath.sol'; import '@uniswap/v3-core/contracts/libraries/TickMath.sol'; import '@uniswap/v3-core/contracts/interfaces/IUniswapV3Pool.sol'; /// @title Oracle library /// @notice Provides functions to integrate with V3 pool oracle library OracleLibrary { /// @notice Calculates time-weighted means of tick and liquidity for a given Uniswap V3 pool /// @param pool Address of the pool that we want to observe /// @param secondsAgo Number of seconds in the past from which to calculate the time-weighted means /// @return arithmeticMeanTick The arithmetic mean tick from (block.timestamp - secondsAgo) to block.timestamp /// @return harmonicMeanLiquidity The harmonic mean liquidity from (block.timestamp - secondsAgo) to block.timestamp function consult(address pool, uint32 secondsAgo) internal view returns (int24 arithmeticMeanTick, uint128 harmonicMeanLiquidity) { require(secondsAgo != 0, 'BP'); uint32[] memory secondsAgos = new uint32[](2); secondsAgos[0] = secondsAgo; secondsAgos[1] = 0; (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s) = IUniswapV3Pool(pool).observe(secondsAgos); int56 tickCumulativesDelta = tickCumulatives[1] - tickCumulatives[0]; uint160 secondsPerLiquidityCumulativesDelta = secondsPerLiquidityCumulativeX128s[1] - secondsPerLiquidityCumulativeX128s[0]; arithmeticMeanTick = int24(tickCumulativesDelta / secondsAgo); // Always round to negative infinity if (tickCumulativesDelta < 0 && (tickCumulativesDelta % secondsAgo != 0)) arithmeticMeanTick--; // We are multiplying here instead of shifting to ensure that harmonicMeanLiquidity doesn't overflow uint128 uint192 secondsAgoX160 = uint192(secondsAgo) * type(uint160).max; harmonicMeanLiquidity = uint128(secondsAgoX160 / (uint192(secondsPerLiquidityCumulativesDelta) << 32)); } /// @notice Given a tick and a token amount, calculates the amount of token received in exchange /// @param tick Tick value used to calculate the quote /// @param baseAmount Amount of token to be converted /// @param baseToken Address of an ERC20 token contract used as the baseAmount denomination /// @param quoteToken Address of an ERC20 token contract used as the quoteAmount denomination /// @return quoteAmount Amount of quoteToken received for baseAmount of baseToken function getQuoteAtTick( int24 tick, uint128 baseAmount, address baseToken, address quoteToken ) internal pure returns (uint256 quoteAmount) { uint160 sqrtRatioX96 = TickMath.getSqrtRatioAtTick(tick); // Calculate quoteAmount with better precision if it doesn't overflow when multiplied by itself if (sqrtRatioX96 <= type(uint128).max) { uint256 ratioX192 = uint256(sqrtRatioX96) * sqrtRatioX96; quoteAmount = baseToken < quoteToken ? FullMath.mulDiv(ratioX192, baseAmount, 1 << 192) : FullMath.mulDiv(1 << 192, baseAmount, ratioX192); } else { uint256 ratioX128 = FullMath.mulDiv(sqrtRatioX96, sqrtRatioX96, 1 << 64); quoteAmount = baseToken < quoteToken ? FullMath.mulDiv(ratioX128, baseAmount, 1 << 128) : FullMath.mulDiv(1 << 128, baseAmount, ratioX128); } } /// @notice Given a pool, it returns the number of seconds ago of the oldest stored observation /// @param pool Address of Uniswap V3 pool that we want to observe /// @return secondsAgo The number of seconds ago of the oldest observation stored for the pool function getOldestObservationSecondsAgo(address pool) internal view returns (uint32 secondsAgo) { (, , uint16 observationIndex, uint16 observationCardinality, , , ) = IUniswapV3Pool(pool).slot0(); require(observationCardinality > 0, 'NI'); (uint32 observationTimestamp, , , bool initialized) = IUniswapV3Pool(pool).observations((observationIndex + 1) % observationCardinality); // The next index might not be initialized if the cardinality is in the process of increasing // In this case the oldest observation is always in index 0 if (!initialized) { (observationTimestamp, , , ) = IUniswapV3Pool(pool).observations(0); } secondsAgo = uint32(block.timestamp) - observationTimestamp; } /// @notice Given a pool, it returns the tick value as of the start of the current block /// @param pool Address of Uniswap V3 pool /// @return The tick that the pool was in at the start of the current block function getBlockStartingTickAndLiquidity(address pool) internal view returns (int24, uint128) { (, int24 tick, uint16 observationIndex, uint16 observationCardinality, , , ) = IUniswapV3Pool(pool).slot0(); // 2 observations are needed to reliably calculate the block starting tick require(observationCardinality > 1, 'NEO'); // If the latest observation occurred in the past, then no tick-changing trades have happened in this block // therefore the tick in `slot0` is the same as at the beginning of the current block. // We don't need to check if this observation is initialized - it is guaranteed to be. (uint32 observationTimestamp, int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128, ) = IUniswapV3Pool(pool).observations(observationIndex); if (observationTimestamp != uint32(block.timestamp)) { return (tick, IUniswapV3Pool(pool).liquidity()); } uint256 prevIndex = (uint256(observationIndex) + observationCardinality - 1) % observationCardinality; ( uint32 prevObservationTimestamp, int56 prevTickCumulative, uint160 prevSecondsPerLiquidityCumulativeX128, bool prevInitialized ) = IUniswapV3Pool(pool).observations(prevIndex); require(prevInitialized, 'ONI'); uint32 delta = observationTimestamp - prevObservationTimestamp; tick = int24((tickCumulative - prevTickCumulative) / delta); uint128 liquidity = uint128( (uint192(delta) * type(uint160).max) / (uint192(secondsPerLiquidityCumulativeX128 - prevSecondsPerLiquidityCumulativeX128) << 32) ); return (tick, liquidity); } /// @notice Information for calculating a weighted arithmetic mean tick struct WeightedTickData { int24 tick; uint128 weight; } /// @notice Given an array of ticks and weights, calculates the weighted arithmetic mean tick /// @param weightedTickData An array of ticks and weights /// @return weightedArithmeticMeanTick The weighted arithmetic mean tick /// @dev Each entry of `weightedTickData` should represents ticks from pools with the same underlying pool tokens. If they do not, /// extreme care must be taken to ensure that ticks are comparable (including decimal differences). /// @dev Note that the weighted arithmetic mean tick corresponds to the weighted geometric mean price. function getWeightedArithmeticMeanTick(WeightedTickData[] memory weightedTickData) internal pure returns (int24 weightedArithmeticMeanTick) { // Accumulates the sum of products between each tick and its weight int256 numerator; // Accumulates the sum of the weights uint256 denominator; // Products fit in 152 bits, so it would take an array of length ~2**104 to overflow this logic for (uint256 i; i < weightedTickData.length; i++) { numerator += weightedTickData[i].tick * int256(weightedTickData[i].weight); denominator += weightedTickData[i].weight; } weightedArithmeticMeanTick = int24(numerator / int256(denominator)); // Always round to negative infinity if (numerator < 0 && (numerator % int256(denominator) != 0)) weightedArithmeticMeanTick--; } /// @notice Returns the "synthetic" tick which represents the price of the first entry in `tokens` in terms of the last /// @dev Useful for calculating relative prices along routes. /// @dev There must be one tick for each pairwise set of tokens. /// @param tokens The token contract addresses /// @param ticks The ticks, representing the price of each token pair in `tokens` /// @return syntheticTick The synthetic tick, representing the relative price of the outermost tokens in `tokens` function getChainedPrice(address[] memory tokens, int24[] memory ticks) internal pure returns (int256 syntheticTick) { require(tokens.length - 1 == ticks.length, 'DL'); for (uint256 i = 1; i <= ticks.length; i++) { // check the tokens for address sort order, then accumulate the // ticks into the running synthetic tick, ensuring that intermediate tokens "cancel out" tokens[i - 1] < tokens[i] ? syntheticTick += ticks[i - 1] : syntheticTick -= ticks[i - 1]; } } }