waterpump-evm-pool-sdk 0.1.0

EVM pool SDK — viewers, infusers, harvesters, swappers for Uniswap V3/V4, PancakeSwap, Slipstream, Shadow, Algebra
Documentation
//! Common utilities for pool makers

use crate::traits::pool_maker::{OrderSide, RestrictedPriceRange};

/// Check if an order range can be fulfilled based on restricted price range,
/// position tick range, and order side
///
/// This method checks if the current price (represented by restricted_range)
/// has crossed through the order range. An order range is fulfillable when:
/// - Buy order: current price has dropped through the order range
///   (restricted_range upper bound <= order upper bound)
/// - Sell order: current price has risen through the order range
///   (restricted_range lower bound >= order lower bound)
///
/// This checks if the entire order range has been crossed through by the
/// current price.
///
/// # Arguments
///
/// * `restricted_range` - The restricted price range representing current
///   market price
/// * `tick_lower` - Lower tick of the order range
/// * `tick_upper` - Upper tick of the order range
/// * `order_side` - Order side (Buy or Sell)
/// * `is_token_a_base` - Whether token A is the base currency (affects tick
///   direction)
///
/// # Returns
///
/// Returns `true` if the current price has crossed through the entire order
/// range:
/// - Buy orders: restricted_range upper bound has dropped to or below order
///   upper bound (restricted_range.tick_upper <= tick_upper)
/// - Sell orders: restricted_range lower bound has risen to or above order
///   lower bound (restricted_range.tick_lower >= tick_lower)
pub fn can_fulfill_order_range(
    restricted_range: &RestrictedPriceRange,
    tick_lower: i32,
    tick_upper: i32,
    order_side: OrderSide,
    is_token_a_base: bool,
) -> bool {
    match (order_side, is_token_a_base) {
        // token_a is base
        // Buy order: placed below current price, fulfillable when price drops through order range
        // Price has dropped when: order's lower tick is at or above restricted_range upper bound
        // This means current price (restricted_range) has moved down to or below the order range
        // is_tick_above(tick_lower) checks: tick_lower >= restricted_range.tick_upper
        (OrderSide::Buy, true) => restricted_range.is_tick_above(tick_lower),
        // Sell order: placed above current price, fulfillable when price rises through order range
        // Price has risen when: order's upper tick is below restricted_range lower bound
        // This means current price (restricted_range) has moved up to or above the order range
        // is_tick_below(tick_upper) checks: tick_upper < restricted_range.tick_lower
        (OrderSide::Sell, true) => restricted_range.is_tick_below(tick_upper),
        // token_b is base (inverted tick direction)
        // Buy order: placed above current price (inverted), fulfillable when price drops through
        // Price has dropped when: order's upper tick is below restricted_range lower bound
        // (inverted) This means current price has moved down to or below the order range
        // (inverted direction) is_tick_below(tick_upper) checks: tick_upper <
        // restricted_range.tick_lower
        (OrderSide::Buy, false) => restricted_range.is_tick_below(tick_upper),
        // Sell order: placed below current price (inverted), fulfillable when price rises through
        // Price has risen when: order's lower tick is at or above restricted_range upper bound
        // (inverted) This means current price has moved up to or above the order range
        // (inverted direction) is_tick_above(tick_lower) checks: tick_lower >=
        // restricted_range.tick_upper
        (OrderSide::Sell, false) => restricted_range.is_tick_above(tick_lower),
    }
}

/// Check if an order range can be safely placed based on restricted price range
///
/// This method checks if the order range is outside the restricted price range,
/// which means it can be safely placed as a limit order without being
/// immediately filled.
///
/// An order range is placeable when:
/// - Buy order: the entire range is below the restricted range (can be placed
///   below current price)
/// - Sell order: the entire range is above the restricted range (can be placed
///   above current price)
///
/// # Arguments
///
/// * `restricted_range` - The restricted price range representing current
///   market price
/// * `tick_lower` - Lower tick of the order range
/// * `tick_upper` - Upper tick of the order range
/// * `order_side` - Order side (Buy or Sell)
/// * `is_token_a_base` - Whether token A is the base currency (affects tick
///   direction)
///
/// # Returns
///
/// Returns `true` if the order range can be safely placed:
/// - Buy orders: entire range is below restricted range (tick_upper <
///   restricted_range.tick_lower)
/// - Sell orders: entire range is above restricted range (tick_lower >=
///   restricted_range.tick_upper)
pub fn can_place_order_range(
    restricted_range: &RestrictedPriceRange,
    tick_lower: i32,
    tick_upper: i32,
    order_side: OrderSide,
    is_token_a_base: bool,
) -> bool {
    match (order_side, is_token_a_base) {
        // token_a is base
        // Buy order: must be placed below current price to act as a limit order
        // Order is placeable when: entire range is below restricted range
        // is_tick_below(tick_upper) checks: tick_upper < restricted_range.tick_lower
        (OrderSide::Buy, true) => restricted_range.is_tick_below(tick_upper),
        // Sell order: must be placed above current price to act as a limit order
        // Order is placeable when: entire range is above restricted range
        // is_tick_above(tick_lower) checks: tick_lower >= restricted_range.tick_upper
        (OrderSide::Sell, true) => restricted_range.is_tick_above(tick_lower),
        // token_b is base (inverted tick direction)
        // Buy order: must be placed above current price (inverted) to act as a limit order
        // Order is placeable when: entire range is above restricted range (inverted)
        // is_tick_above(tick_lower) checks: tick_lower >= restricted_range.tick_upper
        (OrderSide::Buy, false) => restricted_range.is_tick_above(tick_lower),
        // Sell order: must be placed below current price (inverted) to act as a limit order
        // Order is placeable when: entire range is below restricted range (inverted)
        // is_tick_below(tick_upper) checks: tick_upper < restricted_range.tick_lower
        (OrderSide::Sell, false) => restricted_range.is_tick_below(tick_upper),
    }
}