evm-dex-pool 1.2.2

Reusable EVM DEX pool implementations (UniswapV2, UniswapV3, ERC4626) with traits and math
Documentation
//! ## Tick Math Library in Rust
//! This library is a Rust port of the [TickMath library](https://github.com/uniswap/v3-core/blob/main/contracts/libraries/TickMath.sol) in Solidity,
//! with custom optimizations presented in [uni-v3-lib](https://github.com/Aperture-Finance/uni-v3-lib/blob/main/src/TickMath.sol).

use super::most_significant_bit;
use alloy::primitives::{aliases::I24, uint, Uint, U160, U256};
use anyhow::{anyhow, Result};
use core::ops::{Shl, Shr, Sub};

/// The maximum tick that can be passed to `get_sqrt_ratio_at_tick`.
pub const MAX_TICK: I24 = I24::from_limbs([887272]);
/// The minimum tick that can be passed to `get_sqrt_ratio_at_tick`.
pub const MIN_TICK: I24 = I24::from_limbs([15889944]);

pub const MAX_TICK_I32: i32 = 887272;
pub const MIN_TICK_I32: i32 = -MAX_TICK_I32;

/// The minimum value that can be returned from `get_sqrt_ratio_at_tick`. Equivalent to
/// `get_sqrt_ratio_at_tick(MIN_TICK)`
pub const MIN_SQRT_RATIO: U160 = uint!(4295128739_U160);
/// The maximum value that can be returned from `get_sqrt_ratio_at_tick`. Equivalent to
/// `get_sqrt_ratio_at_tick(MAX_TICK)`
pub const MAX_SQRT_RATIO: U160 = uint!(1461446703485210103287273052203988822378723970342_U160);
/// A threshold used for optimized bounds check, equals `MAX_SQRT_RATIO - MIN_SQRT_RATIO - 1`
const MAX_SQRT_RATIO_MINUS_MIN_SQRT_RATIO_MINUS_ONE: U160 =
    uint!(1461446703485210103287273052203988822374428841602_U160);

/// Trait to provide tick math functions for [`Uint`] types.
pub trait TickMath: Sized {
    fn get_sqrt_ratio_at_tick(tick: I24) -> Result<Self>;
    fn get_tick_at_sqrt_ratio(self) -> Result<I24>;
}

impl<const BITS: usize, const LIMBS: usize> TickMath for Uint<BITS, LIMBS> {
    #[inline]
    fn get_sqrt_ratio_at_tick(tick: I24) -> Result<Self> {
        get_sqrt_ratio_at_tick(tick).map(Self::from)
    }

    #[inline]
    fn get_tick_at_sqrt_ratio(self) -> Result<I24> {
        get_tick_at_sqrt_ratio(self)
    }
}

/// Returns the sqrt ratio as a Q64.96 for the given tick. The sqrt ratio is computed as
/// sqrt(1.0001)^tick
///
/// ## Arguments
///
/// * `tick`: the tick for which to compute the sqrt ratio
///
/// ## Returns
///
/// The sqrt ratio as a Q64.96
#[inline]
pub fn get_sqrt_ratio_at_tick(tick: I24) -> Result<U160> {
    let abs_tick = tick.abs().as_i32();

    if abs_tick > MAX_TICK.as_i32() {
        return Err(anyhow!("Invalid tick: {}", tick));
    }

    // Equivalent: ratio = 2**128 / sqrt(1.0001) if abs_tick & 0x1 else 1 << 128
    let mut ratio = if abs_tick & 0x1 != 0 {
        uint!(0xfffcb933bd6fad37aa2d162d1a594001_U256)
    } else {
        U256::from_limbs([0, 0, 1, 0])
    };

    // Iterate through 1th to 19th bit of abs_tick because MAX_TICK < 2**20
    if abs_tick & 0x2 != 0 {
        ratio = (ratio * uint!(0xfff97272373d413259a46990580e213a_U256)) >> 128;
    }
    if abs_tick & 0x4 != 0 {
        ratio = (ratio * uint!(0xfff2e50f5f656932ef12357cf3c7fdcc_U256)) >> 128;
    };
    if abs_tick & 0x8 != 0 {
        ratio = (ratio * uint!(0xffe5caca7e10e4e61c3624eaa0941cd0_U256)) >> 128;
    }
    if abs_tick & 0x10 != 0 {
        ratio = (ratio * uint!(0xffcb9843d60f6159c9db58835c926644_U256)) >> 128;
    }
    if abs_tick & 0x20 != 0 {
        ratio = (ratio * uint!(0xff973b41fa98c081472e6896dfb254c0_U256)) >> 128;
    }
    if abs_tick & 0x40 != 0 {
        ratio = (ratio * uint!(0xff2ea16466c96a3843ec78b326b52861_U256)) >> 128;
    }
    if abs_tick & 0x80 != 0 {
        ratio = (ratio * uint!(0xfe5dee046a99a2a811c461f1969c3053_U256)) >> 128;
    }
    if abs_tick & 0x100 != 0 {
        ratio = (ratio * uint!(0xfcbe86c7900a88aedcffc83b479aa3a4_U256)) >> 128;
    }
    if abs_tick & 0x200 != 0 {
        ratio = (ratio * uint!(0xf987a7253ac413176f2b074cf7815e54_U256)) >> 128;
    }
    if abs_tick & 0x400 != 0 {
        ratio = (ratio * uint!(0xf3392b0822b70005940c7a398e4b70f3_U256)) >> 128;
    }
    if abs_tick & 0x800 != 0 {
        ratio = (ratio * uint!(0xe7159475a2c29b7443b29c7fa6e889d9_U256)) >> 128;
    }
    if abs_tick & 0x1000 != 0 {
        ratio = (ratio * uint!(0xd097f3bdfd2022b8845ad8f792aa5825_U256)) >> 128;
    }
    if abs_tick & 0x2000 != 0 {
        ratio = (ratio * uint!(0xa9f746462d870fdf8a65dc1f90e061e5_U256)) >> 128;
    }
    if abs_tick & 0x4000 != 0 {
        ratio = (ratio * uint!(0x70d869a156d2a1b890bb3df62baf32f7_U256)) >> 128;
    }
    if abs_tick & 0x8000 != 0 {
        ratio = (ratio * uint!(0x31be135f97d08fd981231505542fcfa6_U256)) >> 128;
    }
    if abs_tick & 0x10000 != 0 {
        ratio = (ratio * uint!(0x9aa508b5b7a84e1c677de54f3e99bc9_U256)) >> 128;
    }
    if abs_tick & 0x20000 != 0 {
        ratio = (ratio * uint!(0x5d6af8dedb81196699c329225ee604_U256)) >> 128;
    }
    if abs_tick & 0x40000 != 0 {
        ratio = (ratio * uint!(0x2216e584f5fa1ea926041bedfe98_U256)) >> 128;
    }
    if abs_tick & 0x80000 != 0 {
        ratio = (ratio * uint!(0x48a170391f7dc42444e8fa2_U256)) >> 128;
    }

    if tick.is_positive() {
        ratio = U256::MAX / ratio;
    }

    ratio = (ratio + uint!(0xffffffff_U256)) >> 32;
    Ok(U160::from(ratio))
}

/// Returns the tick corresponding to a given sqrt ratio,
/// s.t. get_sqrt_ratio_at_tick(tick) <= sqrt_ratio_x96 and get_sqrt_ratio_at_tick(tick + 1) >
/// sqrt_ratio_x96
///
/// ## Arguments
///
/// * `sqrt_ratio_x96`: the sqrt ratio as a Q64.96 for which to compute the tick
///
/// ## Returns
///
/// The tick corresponding to the given sqrt ratio
#[inline]
pub fn get_tick_at_sqrt_ratio<const BITS: usize, const LIMBS: usize>(
    sqrt_ratio_x96: Uint<BITS, LIMBS>,
) -> Result<I24> {
    let sqrt_ratio_x96 = U160::from(sqrt_ratio_x96);
    // Equivalent: if (sqrt_ratio_x96 < MIN_SQRT_RATIO || sqrt_ratio_x96 >= MAX_SQRT_RATIO)
    // revert("R");
    if (sqrt_ratio_x96 - MIN_SQRT_RATIO) > MAX_SQRT_RATIO_MINUS_MIN_SQRT_RATIO_MINUS_ONE {
        return Err(anyhow!("Invalid sqrt price: {}", sqrt_ratio_x96));
    }
    let sqrt_ratio_x96_u256 = U256::from(sqrt_ratio_x96);

    // Find the most significant bit of `sqrt_ratio_x96`, 160 > msb >= 32.
    let msb = most_significant_bit(sqrt_ratio_x96_u256);

    // 2**(msb - 95) > sqrt_ratio >= 2**(msb - 96)
    // the integer part of log_2(sqrt_ratio) * 2**64 = (msb - 96) << 64, 8.64 number
    let mut log_2_x64: U256 = U256::from_limbs([msb as u64, 0, 0, 0])
        .sub(uint!(96_U256))
        .shl(64);

    // Get the first 128 significant figures of `sqrt_ratio_x96`.
    // r = sqrt_ratio_x96 / 2**(msb - 127), where 2**128 > r >= 2**127
    let r = sqrt_ratio_x96_u256.shl(96_u8).shr(msb - 31);

    // Approximate `log_2_x64` to 14 binary digits after decimal
    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    let mut decimals = f << 63;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    decimals |= f << 62;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    decimals |= f << 61;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    decimals |= f << 60;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    decimals |= f << 59;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    decimals |= f << 58;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    decimals |= f << 57;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    decimals |= f << 56;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    decimals |= f << 55;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    decimals |= f << 54;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    decimals |= f << 53;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    decimals |= f << 52;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    let r = square >> (127 + f as u8);
    decimals |= f << 51;

    let square = r * r;
    let f = square.as_limbs()[3] >> 63;
    decimals |= f << 50;

    log_2_x64 |= U256::from_limbs([decimals, 0, 0, 0]);

    // sqrt_ratio = sqrt(1.0001^tick)
    // tick = log_{sqrt(1.0001)}(sqrt_ratio) = log_2(sqrt_ratio) / log_2(sqrt(1.0001))
    // 2**64 / log_2(sqrt(1.0001)) = 255738958999603826347141
    let log_sqrt10001: U256 = log_2_x64 * uint!(255738958999603826347141_U256);
    let tick_low: U256 = (log_sqrt10001 - uint!(3402992956809132418596140100660247210_U256)) >> 128;
    let tick_low: i32 = tick_low.into_limbs()[0] as i32;
    let tick_high: U256 =
        (log_sqrt10001 + uint!(291339464771989622907027621153398088495_U256)) >> 128;
    let tick_high: i32 = tick_high.into_limbs()[0] as i32;

    let tick = if tick_low == tick_high {
        tick_low
    } else {
        tick_high
            - (get_sqrt_ratio_at_tick(I24::try_from(tick_high).unwrap())? > sqrt_ratio_x96) as i32
    };

    Ok(I24::try_from(tick).unwrap())
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn min_tick() {
        assert_eq!(MIN_TICK, -I24::from_limbs([887272]));
    }

    #[test]
    fn max_tick() {
        assert_eq!(MAX_TICK, I24::from_limbs([887272]));
    }

    #[test]
    #[should_panic(expected = "Invalid tick: -887273")]
    fn get_sqrt_ratio_at_tick_throws_for_tick_too_small() {
        get_sqrt_ratio_at_tick(MIN_TICK - I24::ONE).unwrap();
    }

    #[test]
    #[should_panic(expected = "Invalid tick: 887273")]
    fn get_sqrt_ratio_at_tick_throws_for_tick_too_large() {
        get_sqrt_ratio_at_tick(MAX_TICK + I24::ONE).unwrap();
    }

    #[test]
    fn returns_correct_value_for_min_tick() {
        assert_eq!(get_sqrt_ratio_at_tick(MIN_TICK).unwrap(), MIN_SQRT_RATIO);
    }

    #[test]
    fn returns_correct_value_for_tick_zero() {
        assert_eq!(
            get_sqrt_ratio_at_tick(I24::ZERO).unwrap(),
            U160::from(1).shl(96)
        );
    }

    #[test]
    fn returns_correct_value_for_max_tick() {
        assert_eq!(get_sqrt_ratio_at_tick(MAX_TICK).unwrap(), MAX_SQRT_RATIO);
    }

    #[test]
    fn returns_correct_value_for_sqrt_ratio_at_min_tick() {
        assert_eq!(get_tick_at_sqrt_ratio(MIN_SQRT_RATIO).unwrap(), MIN_TICK);
    }

    #[test]
    fn returns_correct_value_for_sqrt_ratio_at_max_tick() {
        assert_eq!(
            get_tick_at_sqrt_ratio(MAX_SQRT_RATIO - U160::from(1_u32)).unwrap(),
            MAX_TICK - I24::ONE
        );
    }
}