wp-evm-amm-math 0.1.3

Native Rust CLMM/AMM math (Uniswap V3 compatible, zero SDK deps)
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
//! Fee-growth math: fee growth inside a tick range and tokens owed.
//!
//! All subtraction uses `wrapping_sub` to match the EVM's
//! modular-2^256 arithmetic for fee growth accumulators.

use alloy_primitives::U256;

/// Q128 constant (2^128).
const Q128: U256 = U256::from_limbs([0, 0, 1, 0]);

/// Calculate the fee growth inside a position's tick range.
///
/// Mirrors Uniswap V3's [`Tick.getFeeGrowthInside`] — same 3-branch
/// structure (below-range / above-range / inside-range) with all
/// subtractions in `wrapping_sub` to match Solidity unchecked
/// modular-2^256 arithmetic. Fee-growth accumulators are
/// monotonically increasing mod 2^256, so wrapping is the correct
/// semantics for accumulator deltas.
///
/// Unlike the Solidity version (which reads `Tick.Info.feeGrowthOutsideXX128`
/// from a storage mapping), this is a pure function — callers must
/// pass the per-tick `feeGrowthOutside` values explicitly.
///
/// [`Tick.getFeeGrowthInside`]: https://github.com/Uniswap/v3-core/blob/main/contracts/libraries/Tick.sol
///
/// # Arguments
/// * `tick_lower` — lower tick of the position
/// * `tick_upper` — upper tick of the position
/// * `tick_current` — current tick of the pool
/// * `fee_growth_global_0x128` — pool's `feeGrowthGlobal0X128`
/// * `fee_growth_global_1x128` — pool's `feeGrowthGlobal1X128`
/// * `fee_growth_outside_0x128_lower` — `Tick.Info(tick_lower).feeGrowthOutside0X128`
/// * `fee_growth_outside_1x128_lower` — `Tick.Info(tick_lower).feeGrowthOutside1X128`
/// * `fee_growth_outside_0x128_upper` — `Tick.Info(tick_upper).feeGrowthOutside0X128`
/// * `fee_growth_outside_1x128_upper` — `Tick.Info(tick_upper).feeGrowthOutside1X128`
///
/// # Returns
///
/// `(fee_growth_inside_0x128, fee_growth_inside_1x128)` — the per-token
/// fee growth accumulator restricted to the position's range.
#[allow(clippy::too_many_arguments)]
pub fn get_fee_growth_inside(
    tick_lower: i32,
    tick_upper: i32,
    tick_current: i32,
    fee_growth_global_0x128: U256,
    fee_growth_global_1x128: U256,
    fee_growth_outside_0x128_lower: U256,
    fee_growth_outside_1x128_lower: U256,
    fee_growth_outside_0x128_upper: U256,
    fee_growth_outside_1x128_upper: U256,
) -> (U256, U256) {
    if tick_current < tick_lower {
        // Below range.
        (
            fee_growth_outside_0x128_lower.wrapping_sub(fee_growth_outside_0x128_upper),
            fee_growth_outside_1x128_lower.wrapping_sub(fee_growth_outside_1x128_upper),
        )
    } else if tick_current >= tick_upper {
        // Above range.
        (
            fee_growth_outside_0x128_upper.wrapping_sub(fee_growth_outside_0x128_lower),
            fee_growth_outside_1x128_upper.wrapping_sub(fee_growth_outside_1x128_lower),
        )
    } else {
        // Inside range.
        (
            fee_growth_global_0x128
                .wrapping_sub(fee_growth_outside_0x128_lower)
                .wrapping_sub(fee_growth_outside_0x128_upper),
            fee_growth_global_1x128
                .wrapping_sub(fee_growth_outside_1x128_lower)
                .wrapping_sub(fee_growth_outside_1x128_upper),
        )
    }
}

/// Compute uncollected token amounts from fee-growth deltas.
///
/// **Synthetic helper** — Uniswap V3 inlines this math in
/// [`Position.update`] without exposing a named getter. Extracted here
/// so the R9 batch reader can compute current fees off-chain without
/// duplicating the formula at the consumer site.
///
/// Formula:
/// ```text
/// tokens_owed = liquidity * (fee_growth_inside_now - fee_growth_inside_last) / Q128
/// ```
///
/// Subtraction is wrapping (matches Solidity unchecked); the
/// `mul_div` step prefers full-precision and falls back to
/// `wrapping_mul >> 128` only when the U256 quotient would
/// overflow — that fallback matches EVM `unchecked` semantics
/// for the extreme upper edge.
///
/// [`Position.update`]: https://github.com/Uniswap/v3-core/blob/main/contracts/libraries/Position.sol
pub fn get_tokens_owed(
    fee_growth_inside_0_last_x128: U256,
    fee_growth_inside_1_last_x128: U256,
    liquidity: u128,
    fee_growth_inside_0x128: U256,
    fee_growth_inside_1x128: U256,
) -> (U256, U256) {
    let liq = U256::from(liquidity);

    let delta_0 = fee_growth_inside_0x128.wrapping_sub(fee_growth_inside_0_last_x128);
    let delta_1 = fee_growth_inside_1x128.wrapping_sub(fee_growth_inside_1_last_x128);

    // Wrapping mul then divide by Q128.  Since delta < 2^256 and
    // liquidity < 2^128, the product fits in 384 bits which is
    // less than 512.  But we only need the lower 256 bits of
    // (delta * liq) / 2^128.  Using wrapping_mul and >> 128
    // matches the EVM behaviour.
    //
    // However for accuracy we use full_math::mul_div when possible.
    // If that fails (overflow), fall back to wrapping.
    let tokens_owed_0 = mul_div_or_wrapping(delta_0, liq, Q128);
    let tokens_owed_1 = mul_div_or_wrapping(delta_1, liq, Q128);

    (tokens_owed_0, tokens_owed_1)
}

/// Try mul_div; fall back to wrapping shift for extreme values.
fn mul_div_or_wrapping(a: U256, b: U256, d: U256) -> U256 {
    crate::full_math::mul_div(a, b, d).unwrap_or_else(|_| {
        // Fallback: wrapping_mul >> 128
        a.wrapping_mul(b) >> 128
    })
}

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

    #[test]
    fn test_fee_growth_inside_in_range() {
        let (fg0, fg1) = get_fee_growth_inside(
            -100, // tick_lower
            100,  // tick_upper
            0,    // tick_current
            U256::from(1000u64),
            U256::from(2000u64),
            U256::from(100u64),
            U256::from(200u64),
            U256::from(200u64),
            U256::from(300u64),
        );
        // 1000 - 100 - 200 = 700
        assert_eq!(fg0, U256::from(700u64));
        // 2000 - 200 - 300 = 1500
        assert_eq!(fg1, U256::from(1500u64));
    }

    #[test]
    fn test_fee_growth_wrapping_below() {
        // tick < lower, lower_outside=10, upper_outside=20
        // result = 10 - 20 = wraps
        let (fg0, _) = get_fee_growth_inside(
            -100,
            100,
            -200,
            U256::from(1000u64),
            U256::from(1000u64),
            U256::from(10u64),
            U256::from(10u64),
            U256::from(20u64),
            U256::from(20u64),
        );
        let expected = U256::from(10u64).wrapping_sub(U256::from(20u64));
        assert_eq!(fg0, expected);
    }

    #[test]
    fn test_fee_growth_wrapping_above() {
        let (fg0, _) = get_fee_growth_inside(
            -100,
            100,
            200,
            U256::from(1000u64),
            U256::from(1000u64),
            U256::from(30u64),
            U256::from(30u64),
            U256::from(5u64),
            U256::from(5u64),
        );
        let expected = U256::from(5u64).wrapping_sub(U256::from(30u64));
        assert_eq!(fg0, expected);
    }

    #[test]
    fn test_tokens_owed_zero_liquidity() {
        let (t0, t1) =
            get_tokens_owed(U256::ZERO, U256::ZERO, 0, U256::from(1000u64), U256::from(2000u64));
        assert_eq!(t0, U256::ZERO);
        assert_eq!(t1, U256::ZERO);
    }

    #[test]
    fn test_tokens_owed_basic() {
        // delta = Q128, liquidity = 1 -> owed = 1
        let (t0, _) = get_tokens_owed(U256::ZERO, U256::ZERO, 1, Q128, U256::ZERO);
        assert_eq!(t0, U256::from(1u64));
    }

    #[test]
    fn test_tokens_owed_wrapping_sub() {
        // fee_growth_inside_last > fee_growth_inside (wraps)
        // This should not panic.
        let (t0, _) =
            get_tokens_owed(U256::from(100u64), U256::ZERO, 0, U256::from(50u64), U256::ZERO);
        // With zero liquidity, result is zero regardless.
        assert_eq!(t0, U256::ZERO);
    }

    #[test]
    fn test_fee_growth_wraps_lower_gt_upper() {
        // Current tick is inside range.
        // fee_growth_outside_lower (500) > fee_growth_outside_upper (100).
        // fee_growth_inside = global - lower_outside - upper_outside
        //                   = 1000 - 500 - 100 = 400
        let (fg0, _) = get_fee_growth_inside(
            -100,                // tick_lower
            100,                 // tick_upper
            0,                   // tick_current (inside range)
            U256::from(1000u64), // global_0
            U256::from(0u64),    // global_1
            U256::from(500u64),  // outside_0_lower
            U256::from(0u64),    // outside_1_lower
            U256::from(100u64),  // outside_0_upper
            U256::from(0u64),    // outside_1_upper
        );
        assert_eq!(fg0, U256::from(400u64));

        // Now test the wrapping case: when global < sum of outsides
        // global=50, lower_outside=30, upper_outside=40
        // 50 - 30 - 40 = -20, which wraps to U256::MAX - 19
        let (fg0_wrap, _) = get_fee_growth_inside(
            -100,
            100,
            0,
            U256::from(50u64),
            U256::from(0u64),
            U256::from(30u64),
            U256::from(0u64),
            U256::from(40u64),
            U256::from(0u64),
        );
        let expected =
            U256::from(50u64).wrapping_sub(U256::from(30u64)).wrapping_sub(U256::from(40u64));
        assert_eq!(fg0_wrap, expected);
    }

    #[test]
    fn test_tokens_owed_unit_liquidity_q128_growth() {
        // 1 unit of liquidity, fee_growth delta = Q128
        // tokens_owed = (Q128 - 0) * 1 / Q128 = 1
        let (t0, t1) = get_tokens_owed(U256::ZERO, U256::ZERO, 1, Q128, Q128);
        assert_eq!(t0, U256::from(1u64));
        assert_eq!(t1, U256::from(1u64));
    }

    #[test]
    fn fuzz_fee_growth_inside_no_panic() {
        use rand::{rngs::StdRng, SeedableRng};
        fn test_rng() -> StdRng {
            StdRng::from_os_rng()
        }
        use rand::Rng;

        let mut rng = test_rng();
        for _ in 0..1000 {
            let tick_lower: i32 = rng.random_range(-500_000..500_000);
            let tick_upper: i32 = rng.random_range((tick_lower + 1)..=500_000);
            let tick_current: i32 = rng.random_range(-500_000..=500_000);

            // Random U256 fee growth values (use random u128 pairs for diversity).
            let global_0 = U256::from(rng.random::<u128>());
            let global_1 = U256::from(rng.random::<u128>());
            let outside_0_lower = U256::from(rng.random::<u128>());
            let outside_1_lower = U256::from(rng.random::<u128>());
            let outside_0_upper = U256::from(rng.random::<u128>());
            let outside_1_upper = U256::from(rng.random::<u128>());

            // Must never panic — wrapping arithmetic handles all cases.
            let _ = get_fee_growth_inside(
                tick_lower,
                tick_upper,
                tick_current,
                global_0,
                global_1,
                outside_0_lower,
                outside_1_lower,
                outside_0_upper,
                outside_1_upper,
            );
        }
    }

    #[test]
    fn fuzz_fee_growth_inside_deterministic_branch() {
        use rand::{rngs::StdRng, SeedableRng};
        fn test_rng() -> StdRng {
            StdRng::from_os_rng()
        }
        use rand::Rng;

        // Verify the correct branch is taken based on tick_current position.
        let mut rng = test_rng();
        for _ in 0..1000 {
            let tick_lower: i32 = rng.random_range(-500_000..0);
            let tick_upper: i32 = rng.random_range(1..=500_000);

            let global_0 = U256::from(rng.random::<u128>());
            let global_1 = U256::from(rng.random::<u128>());
            let outside_0_lower = U256::from(rng.random::<u128>());
            let outside_1_lower = U256::from(rng.random::<u128>());
            let outside_0_upper = U256::from(rng.random::<u128>());
            let outside_1_upper = U256::from(rng.random::<u128>());

            // Below range
            let tick_below = tick_lower - 1;
            let (fg0_below, fg1_below) = get_fee_growth_inside(
                tick_lower,
                tick_upper,
                tick_below,
                global_0,
                global_1,
                outside_0_lower,
                outside_1_lower,
                outside_0_upper,
                outside_1_upper,
            );
            assert_eq!(
                fg0_below,
                outside_0_lower.wrapping_sub(outside_0_upper),
                "below-range token0 formula wrong at tick_below={tick_below}"
            );
            assert_eq!(
                fg1_below,
                outside_1_lower.wrapping_sub(outside_1_upper),
                "below-range token1 formula wrong at tick_below={tick_below}"
            );

            // Above range
            let tick_above = tick_upper;
            let (fg0_above, fg1_above) = get_fee_growth_inside(
                tick_lower,
                tick_upper,
                tick_above,
                global_0,
                global_1,
                outside_0_lower,
                outside_1_lower,
                outside_0_upper,
                outside_1_upper,
            );
            assert_eq!(
                fg0_above,
                outside_0_upper.wrapping_sub(outside_0_lower),
                "above-range token0 formula wrong at tick_above={tick_above}"
            );
            assert_eq!(
                fg1_above,
                outside_1_upper.wrapping_sub(outside_1_lower),
                "above-range token1 formula wrong at tick_above={tick_above}"
            );

            // Inside range
            let tick_inside: i32 = rng.random_range(tick_lower..tick_upper);
            let (fg0_inside, fg1_inside) = get_fee_growth_inside(
                tick_lower,
                tick_upper,
                tick_inside,
                global_0,
                global_1,
                outside_0_lower,
                outside_1_lower,
                outside_0_upper,
                outside_1_upper,
            );
            assert_eq!(
                fg0_inside,
                global_0.wrapping_sub(outside_0_lower).wrapping_sub(outside_0_upper),
                "inside-range token0 formula wrong at tick_inside={tick_inside}"
            );
            assert_eq!(
                fg1_inside,
                global_1.wrapping_sub(outside_1_lower).wrapping_sub(outside_1_upper),
                "inside-range token1 formula wrong at tick_inside={tick_inside}"
            );
        }
    }

    #[test]
    fn fuzz_tokens_owed_no_panic() {
        use rand::{rngs::StdRng, SeedableRng};
        fn test_rng() -> StdRng {
            StdRng::from_os_rng()
        }
        use rand::Rng;

        let mut rng = test_rng();
        for _ in 0..1000 {
            let fg_inside_0_last = U256::from(rng.random::<u128>());
            let fg_inside_1_last = U256::from(rng.random::<u128>());
            let fg_inside_0 = U256::from(rng.random::<u128>());
            let fg_inside_1 = U256::from(rng.random::<u128>());
            let liquidity: u128 = rng.random();

            // Must never panic.
            let _ = get_tokens_owed(
                fg_inside_0_last,
                fg_inside_1_last,
                liquidity,
                fg_inside_0,
                fg_inside_1,
            );
        }
    }

    #[test]
    fn fuzz_tokens_owed_zero_liquidity_always_zero() {
        use rand::{rngs::StdRng, SeedableRng};
        fn test_rng() -> StdRng {
            StdRng::from_os_rng()
        }
        use rand::Rng;

        let mut rng = test_rng();
        for _ in 0..1000 {
            let fg_inside_0_last = U256::from(rng.random::<u128>());
            let fg_inside_1_last = U256::from(rng.random::<u128>());
            let fg_inside_0 = U256::from(rng.random::<u128>());
            let fg_inside_1 = U256::from(rng.random::<u128>());

            let (t0, t1) = get_tokens_owed(
                fg_inside_0_last,
                fg_inside_1_last,
                0, // zero liquidity
                fg_inside_0,
                fg_inside_1,
            );
            assert_eq!(t0, U256::ZERO, "zero liquidity must yield zero tokens_owed_0");
            assert_eq!(t1, U256::ZERO, "zero liquidity must yield zero tokens_owed_1");
        }
    }

    /// Structural reference test for the inside-range formula
    /// (`inside = global - outside_lower - outside_upper`). The values
    /// are synthetic placeholders — **not lifted from a real mainnet
    /// position** — the test asserts the function computes the same
    /// formula it documents, locking the inside-range arithmetic against
    /// silent behavior drift.
    ///
    /// **Future hardening — derive from a real mainnet position:**
    /// 1. Pick a known mainnet V3 position with non-zero
    ///    feeGrowthInside0/1LastX128 and fully-populated outside ticks.
    /// 2. Read pool's `feeGrowthGlobal0X128` + `feeGrowthGlobal1X128`.
    /// 3. Read `ticks(tick_lower).feeGrowthOutside0/1X128` and
    ///    `ticks(tick_upper).feeGrowthOutside0/1X128`.
    /// 4. Read `slot0().tick` for `tick_current`.
    /// 5. Replace `expected_*` below with literal on-chain-derived values.
    #[test]
    fn uniswap_reference_vector_in_range() {
        let tick_lower: i32 = -276_320;
        let tick_upper: i32 = -276_300;
        let tick_current: i32 = -276_310; // inside range

        let global_0_x128 =
            U256::from_str_radix("1234567890123456789012345678901234567890", 10).unwrap();
        let global_1_x128 =
            U256::from_str_radix("9876543210987654321098765432109876543210", 10).unwrap();
        let outside_0_lower_x128 = U256::from_str_radix("100000000000000000000", 10).unwrap();
        let outside_1_lower_x128 = U256::from_str_radix("200000000000000000000", 10).unwrap();
        let outside_0_upper_x128 = U256::from_str_radix("50000000000000000000", 10).unwrap();
        let outside_1_upper_x128 = U256::from_str_radix("150000000000000000000", 10).unwrap();

        let (inside_0, inside_1) = get_fee_growth_inside(
            tick_lower,
            tick_upper,
            tick_current,
            global_0_x128,
            global_1_x128,
            outside_0_lower_x128,
            outside_1_lower_x128,
            outside_0_upper_x128,
            outside_1_upper_x128,
        );

        // Inside-range branch: inside = global - outside_lower - outside_upper.
        let expected_0 =
            global_0_x128.wrapping_sub(outside_0_lower_x128).wrapping_sub(outside_0_upper_x128);
        let expected_1 =
            global_1_x128.wrapping_sub(outside_1_lower_x128).wrapping_sub(outside_1_upper_x128);

        assert_eq!(inside_0, expected_0);
        assert_eq!(inside_1, expected_1);
    }

    #[test]
    fn fuzz_tokens_owed_monotonic_in_liquidity() {
        use rand::{rngs::StdRng, SeedableRng};
        fn test_rng() -> StdRng {
            StdRng::from_os_rng()
        }
        use rand::Rng;

        // For a fixed positive fee growth delta, increasing liquidity
        // should yield non-decreasing tokens owed.
        let mut rng = test_rng();
        for _ in 0..1000 {
            let delta: u64 = rng.random_range(1..=u64::MAX);
            let fg_inside_0 = U256::from(delta);
            let liq_a: u128 = rng.random_range(1..u64::MAX as u128);
            let liq_b: u128 = rng.random_range(liq_a..=u64::MAX as u128);

            let (t0_a, _) = get_tokens_owed(U256::ZERO, U256::ZERO, liq_a, fg_inside_0, U256::ZERO);
            let (t0_b, _) = get_tokens_owed(U256::ZERO, U256::ZERO, liq_b, fg_inside_0, U256::ZERO);
            assert!(
                t0_b >= t0_a,
                "tokens_owed must be monotonic in liquidity: liq_a={liq_a}, liq_b={liq_b}, \
                 delta={delta}, t0_a={t0_a}, t0_b={t0_b}"
            );
        }
    }
}