29 Commits

Author SHA1 Message Date
tim
96dc134769 fixed-b 2025-10-24 20:01:24 -04:00
tim
2972152e58 ETH-USDC pool_design; uni4 quotes refactor 2025-10-24 17:06:59 -04:00
452b28d165 package log for get_quotes 2025-10-24 17:45:29 +00:00
tim
33aadd333e pool_design.py 2025-10-24 01:17:40 -04:00
tim
9796a4345f pool_design.py 2025-10-23 17:29:21 -04:00
c5be9a3aee comment update 2025-10-23 21:27:43 +00:00
8dbdcfa4c6 Update adhoc_scripts/get_quotes.js 2025-10-23 21:24:38 +00:00
68db51a560 Add adhoc_script/swap_sim.js 2025-10-23 21:23:45 +00:00
tim
083773b232 signature upload; Sepolia deployment files 2025-10-23 14:51:03 -04:00
tim
2e61235b68 admin can change protocol fee address 2025-10-22 11:04:11 -04:00
tim
903f65327a Sepolia redeployment 2025-10-21 15:28:38 -04:00
tim
538f778f51 event changes: SwapMint/BurnSwap replace rather than augment the regular Mint/Burn events; All swapping events have lpFee and protocolFee 2025-10-21 14:42:40 -04:00
tim
11ae6f2a4b Sepolia redeploy 2025-10-20 18:21:50 -04:00
tim
316da25f5b Kill event; mock fix 2025-10-20 13:51:03 -04:00
tim
12fc43f999 flash loan initiator fix 2025-10-20 12:25:30 -04:00
tim
52c923baee changed basis to be different than decimals in a couple mock pools 2025-10-20 12:15:58 -04:00
tim
b64f5f6648 contract size fix 2025-10-19 15:46:41 -04:00
tim
d55be28cba ownership & killable 2025-10-19 13:35:33 -04:00
tim
5aa0032be0 bin/mock slow 2025-10-16 19:01:58 -04:00
tim
55306dff9c deployed to Sepolia 2025-10-16 16:17:11 -04:00
tim
e948067167 deployed to Sepolia; liqp-deployments.json 2025-10-16 16:16:41 -04:00
tim
38371614fc mock sets up three pools including a stablecoin pair pool and a pool with native wrapper token 2025-10-15 14:55:15 -04:00
tim
d9e6191d6e foundry.lock 2025-10-15 11:32:51 -04:00
tim
ead004d631 styling consistency 2025-10-15 11:19:36 -04:00
tim
7ac4cdc8f6 native currency fixes 2025-10-14 21:13:38 -04:00
tim
96535ed005 native currency fixes 2025-10-14 20:54:15 -04:00
tim
308227f251 autowrap; sendAmounts() restored 2025-10-14 19:59:38 -04:00
tim
eab01554e1 more gas optimization; protocol fee enabled by default in tests 2025-10-14 14:53:22 -04:00
tim
dd009cb561 raw gas data checked in 2025-10-14 12:51:38 -04:00
131 changed files with 3517 additions and 858 deletions

22
.gitignore vendored
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@@ -1,14 +1,14 @@
cache/ /cache/
out/ /out/
chain.json /log/
/.env
/.env-*
/.idea/
package-lock.json
/broadcast
docs/ *secret*
log/
.env
.idea
# Ignores development broadcast logs # This file is only used by DeployMock
!/broadcast /liqp-deployments.json
/broadcast/*/31337/
/broadcast/**/dry-run/

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@@ -1,5 +1,4 @@
#!/bin/bash #!/bin/bash
CODE_SIZE_LIMIT=65000
# Dev account #0 # Dev account #0
#PRIVATE_KEY=0xac0974bec39a17e36ba4a6b4d238ff944bacb478cbed5efcae784d7bf4f2ff80 #PRIVATE_KEY=0xac0974bec39a17e36ba4a6b4d238ff944bacb478cbed5efcae784d7bf4f2ff80
# Dev account #4 # Dev account #4
@@ -22,7 +21,8 @@ trap cleanup EXIT
mkdir -p log mkdir -p log
# Run anvil in background and redirect output to log file # Run anvil in background and redirect output to log file
anvil --code-size-limit ${CODE_SIZE_LIMIT} | tee log/anvil.txt & # shellcheck disable=SC2086
anvil | tee log/anvil.txt &
ANVIL_PID=$! ANVIL_PID=$!
# Function to check if string exists in file # Function to check if string exists in file
@@ -43,7 +43,12 @@ while ! check_string "Listening on" "log/anvil.txt"; do
fi fi
done done
forge script --code-size-limit ${CODE_SIZE_LIMIT} --private-key ${PRIVATE_KEY} DeployMock --fork-url http://localhost:8545 --broadcast "$@" || err 1 forge script --private-key ${PRIVATE_KEY} DeployMock --fork-url http://localhost:8545 --broadcast "$@" || err 1
if [ "$1" = "slow" ]; then
echo "SLOW MODE: Setting mining mode to 12-second intervals."
cast rpc evm_setIntervalMining 12
fi
echo "Press Ctrl+C to exit..." echo "Press Ctrl+C to exit..."
while true; do while true; do

138
bin/sepolia-deploy Executable file
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@@ -0,0 +1,138 @@
#!/bin/bash
CHAINID=11155111
DEPLOY_SCRIPT=DeploySepolia
if [ -z "$SEPOLIA_RPC_URL" ]; then
echo "Usage: SEPOLIA_RPC_URL environment variable must be set"
exit 1
fi
RPC=${SEPOLIA_RPC_URL}
if [ -z "$PRIVATE_KEY" ]; then
echo "Usage: PRIVATE_KEY environment variable must be set"
exit 1
fi
if [ -z "$ETHERSCAN_API_KEY" ]; then
echo "Usage: ETHERSCAN_API_KEY environment variable must be set"
exit 1
fi
if [ "$1" == "broadcast" ]; then
# BROADCAST=(--broadcast --verify --etherscan-api-key "$ETHERSCAN_API_KEY")
# use --slow to avoid triggering rate limits
BROADCAST=(--slow --broadcast --verify --etherscan-api-key "$ETHERSCAN_API_KEY")
else
BROADCAST=()
fi
if [ "$1" != "record" ]; then
forge clean
forge script --fork-url "$RPC" --private-key "$PRIVATE_KEY" "${BROADCAST[@]}" script/DeploySepolia.sol || exit 1
fi
# Update the liqp-deployments.json file if the contracts were broadcast or record was requested
if [ "$1" == "broadcast" ] || [ "$1" == "record" ]; then
METADATA_FILE=deployment/liqp-deployments.json
else
METADATA_FILE=./liqp-deployments.json
fi
address() {
if [ -z "$1" ]; then
echo ""
else
cast --to-checksum-address "$1"
fi
}
contract() {
address "$(jq -r ".transactions[] | select(.contractName == \"$1\" and .transactionType == \"CREATE\") | .contractAddress" broadcast/${DEPLOY_SCRIPT}.sol/${CHAINID}/run-latest.json)"
}
token() {
address "$(jq -r ".transactions[] | select(.contractName == \"MockERC20\" and .transactionType == \"CREATE\" and (.arguments | contains([\"$1\"]))) | .contractAddress" broadcast/${DEPLOY_SCRIPT}.sol/${CHAINID}/run-latest.json)"
}
PARTY_PLANNER=$(contract PartyPlanner)
PARTY_POOL_VIEWER=$(contract PartyPoolViewer)
PARTY_POOL_MINT_IMPL=$(contract PartyPoolMintImpl)
PARTY_POOL_SWAP_IMPL=$(contract PartyPoolSwapImpl)
PARTY_POOL_DEPLOYER=$(contract PartyPoolDeployer)
PARTY_POOL_BP_DEPLOYER=$(contract PartyPoolBalancedPairDeployer)
USXD=$(token USXD)
FUSD=$(token FUSD)
DIVE=$(token DIVE)
BUTC=$(token BUTC)
WTETH=$(token WTETH)
OUT=deployment/$CHAINID/v1
mkdir -p $OUT
cp -r out $OUT/
# Build and insert the JSON object directly in jq
jq -n \
--arg chainId "$CHAINID" \
--arg partyPlanner "$PARTY_PLANNER" \
--arg partyPoolViewer "$PARTY_POOL_VIEWER" \
--arg partyPoolMintImpl "$PARTY_POOL_MINT_IMPL" \
--arg partyPoolSwapImpl "$PARTY_POOL_SWAP_IMPL" \
--arg partyPoolDeployer "$PARTY_POOL_DEPLOYER" \
--arg partyPoolBPDeployer "$PARTY_POOL_BP_DEPLOYER" \
--arg usxd "$USXD" \
--arg fusd "$FUSD" \
--arg dive "$DIVE" \
--arg butc "$BUTC" \
--arg wteth "$WTETH" \
'
{
v1: {
PartyPlanner: $partyPlanner,
PartyPoolViewer: $partyPoolViewer,
PartyPoolMintImpl: $partyPoolMintImpl,
PartyPoolSwapImpl: $partyPoolSwapImpl,
PartyPoolDeployer: $partyPoolDeployer,
PartyPoolBalancedPairDeployer: $partyPoolBPDeployer,
USXD: $usxd,
FUSD: $fusd,
DIVE: $dive,
BUTC: $butc,
WTETH: $wteth
}
} as $entry |
(try (input | . + {($chainId): $entry}) catch {($chainId): $entry})
' "$METADATA_FILE" 2>/dev/null > "${METADATA_FILE}.tmp" && mv "${METADATA_FILE}.tmp" "$METADATA_FILE" || \
jq -n \
--arg chainId "$CHAINID" \
--arg partyPlanner "$PARTY_PLANNER" \
--arg partyPoolViewer "$PARTY_POOL_VIEWER" \
--arg partyPoolMintImpl "$PARTY_POOL_MINT_IMPL" \
--arg partyPoolSwapImpl "$PARTY_POOL_SWAP_IMPL" \
--arg partyPoolDeployer "$PARTY_POOL_DEPLOYER" \
--arg partyPoolBPDeployer "$PARTY_POOL_BP_DEPLOYER" \
--arg usxd "$USXD" \
--arg fusd "$FUSD" \
--arg dive "$DIVE" \
--arg butc "$BUTC" \
--arg wteth "$WTETH" \
'{($chainId): {
v1: {
PartyPlanner: $partyPlanner,
PartyPoolViewer: $partyPoolViewer,
PartyPoolMintImpl: $partyPoolMintImpl,
PartyPoolSwapImpl: $partyPoolSwapImpl,
PartyPoolDeployer: $partyPoolDeployer,
PartyPoolBalancedPairDeployer: $partyPoolBPDeployer,
USXD: $usxd,
FUSD: $fusd,
DIVE: $dive,
BUTC: $butc,
WTETH: $wteth
}
}}' > "$METADATA_FILE"
echo "Wrote $METADATA_FILE"

2
bin/signature-upload Executable file
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@@ -0,0 +1,2 @@
#!/bin/bash
forge selectors upload --all

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@@ -0,0 +1 @@
{"abi":[],"bytecode":{"object":"0x6080806040523460175760399081601c823930815050f35b5f80fdfe5f80fdfea264697066735822122057dfc406d135bbbd662b6329b3654145fbb6deac545bf953b3306cd6af0898d864736f6c634300081e0033","sourceMap":"666:24871:0:-:0;;;;;;;;;;;;;;;;;;;;;","linkReferences":{}},"deployedBytecode":{"object":"0x5f80fdfea264697066735822122057dfc406d135bbbd662b6329b3654145fbb6deac545bf953b3306cd6af0898d864736f6c634300081e0033","sourceMap":"666:24871:0:-:0;;","linkReferences":{}},"methodIdentifiers":{},"rawMetadata":"{\"compiler\":{\"version\":\"0.8.30+commit.73712a01\"},\"language\":\"Solidity\",\"output\":{\"abi\":[],\"devdoc\":{\"kind\":\"dev\",\"methods\":{},\"version\":1},\"userdoc\":{\"kind\":\"user\",\"methods\":{},\"notice\":\"Smart contract library of mathematical functions operating with signed 64.64-bit fixed point numbers. Signed 64.64-bit fixed point number is basically a simple fraction whose numerator is signed 128-bit integer and denominator is 2^64. As long as denominator is always the same, there is no need to store it, thus in Solidity signed 64.64-bit fixed point numbers are represented by int128 type holding only the numerator.\",\"version\":1}},\"settings\":{\"compilationTarget\":{\"lib/abdk-libraries-solidity/ABDKMath64x64.sol\":\"ABDKMath64x64\"},\"evmVersion\":\"prague\",\"libraries\":{},\"metadata\":{\"bytecodeHash\":\"ipfs\"},\"optimizer\":{\"enabled\":true,\"runs\":100000000},\"remappings\":[\":@abdk/=lib/abdk-libraries-solidity/\",\":@openzeppelin/=lib/openzeppelin-contracts/\",\":abdk-libraries-solidity/=lib/abdk-libraries-solidity/\",\":erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/\",\":forge-std/=lib/forge-std/src/\",\":halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/\",\":openzeppelin-contracts/=lib/openzeppelin-contracts/\"],\"viaIR\":true},\"sources\":{\"lib/abdk-libraries-solidity/ABDKMath64x64.sol\":{\"keccak256\":\"0x1364fdc24192b982f647c7fc68dcb2f6fc1b5e201843e773144bd23a76cb3b97\",\"license\":\"BSD-4-Clause\",\"urls\":[\"bzz-raw://490712cc07db32f274899b17aade9c975f06010848c21500b8a5ead6898e09c7\",\"dweb:/ipfs/QmZMPKjDgwCFSGdLWJW6g5E7hDLByA9hNjXzAwJ4GKTZvN\"]}},\"version\":1}","metadata":{"compiler":{"version":"0.8.30+commit.73712a01"},"language":"Solidity","output":{"abi":[],"devdoc":{"kind":"dev","methods":{},"version":1},"userdoc":{"kind":"user","methods":{},"version":1}},"settings":{"remappings":["@abdk/=lib/abdk-libraries-solidity/","@openzeppelin/=lib/openzeppelin-contracts/","abdk-libraries-solidity/=lib/abdk-libraries-solidity/","erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/","forge-std/=lib/forge-std/src/","halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/","openzeppelin-contracts/=lib/openzeppelin-contracts/"],"optimizer":{"enabled":true,"runs":100000000},"metadata":{"bytecodeHash":"ipfs"},"compilationTarget":{"lib/abdk-libraries-solidity/ABDKMath64x64.sol":"ABDKMath64x64"},"evmVersion":"prague","libraries":{},"viaIR":true},"sources":{"lib/abdk-libraries-solidity/ABDKMath64x64.sol":{"keccak256":"0x1364fdc24192b982f647c7fc68dcb2f6fc1b5e201843e773144bd23a76cb3b97","urls":["bzz-raw://490712cc07db32f274899b17aade9c975f06010848c21500b8a5ead6898e09c7","dweb:/ipfs/QmZMPKjDgwCFSGdLWJW6g5E7hDLByA9hNjXzAwJ4GKTZvN"],"license":"BSD-4-Clause"}},"version":1},"id":0}

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@@ -0,0 +1 @@
{"abi":[{"type":"error","name":"AddressEmptyCode","inputs":[{"name":"target","type":"address","internalType":"address"}]}],"bytecode":{"object":"0x6080806040523460175760399081601c823930815050f35b5f80fdfe5f80fdfea2646970667358221220eb0570070fec78251db3fa24b17454c9bec7df5e60c2499d03d66c5c28208ff764736f6c634300081e0033","sourceMap":"282:6520:33:-:0;;;;;;;;;;;;;;;;;;;;;","linkReferences":{}},"deployedBytecode":{"object":"0x5f80fdfea2646970667358221220eb0570070fec78251db3fa24b17454c9bec7df5e60c2499d03d66c5c28208ff764736f6c634300081e0033","sourceMap":"282:6520:33:-:0;;","linkReferences":{}},"methodIdentifiers":{},"rawMetadata":"{\"compiler\":{\"version\":\"0.8.30+commit.73712a01\"},\"language\":\"Solidity\",\"output\":{\"abi\":[{\"inputs\":[{\"internalType\":\"address\",\"name\":\"target\",\"type\":\"address\"}],\"name\":\"AddressEmptyCode\",\"type\":\"error\"}],\"devdoc\":{\"details\":\"Collection of functions related to the address type\",\"errors\":{\"AddressEmptyCode(address)\":[{\"details\":\"There's no code at `target` (it is not a contract).\"}]},\"kind\":\"dev\",\"methods\":{},\"version\":1},\"userdoc\":{\"kind\":\"user\",\"methods\":{},\"version\":1}},\"settings\":{\"compilationTarget\":{\"lib/openzeppelin-contracts/contracts/utils/Address.sol\":\"Address\"},\"evmVersion\":\"prague\",\"libraries\":{},\"metadata\":{\"bytecodeHash\":\"ipfs\"},\"optimizer\":{\"enabled\":true,\"runs\":100000000},\"remappings\":[\":@abdk/=lib/abdk-libraries-solidity/\",\":@openzeppelin/=lib/openzeppelin-contracts/\",\":abdk-libraries-solidity/=lib/abdk-libraries-solidity/\",\":erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/\",\":forge-std/=lib/forge-std/src/\",\":halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/\",\":openzeppelin-contracts/=lib/openzeppelin-contracts/\"],\"viaIR\":true},\"sources\":{\"lib/openzeppelin-contracts/contracts/utils/Address.sol\":{\"keccak256\":\"0xd274645d15bb7e4fcb9c833e401b2c5837404f90057f11a49118f25e0af7c76f\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://d38e0b997bb7aebae26d190b03d0991feb0d204c45f945e60014e1ca9175de69\",\"dweb:/ipfs/QmWzsUHHAZcjMyF8uMDEtNpMTkYZdQrfvdKPobXvwVHKo6\"]},\"lib/openzeppelin-contracts/contracts/utils/Errors.sol\":{\"keccak256\":\"0x6afa713bfd42cf0f7656efa91201007ac465e42049d7de1d50753a373648c123\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://ba1d02f4847670a1b83dec9f7d37f0b0418d6043447b69f3a29a5f9efc547fcf\",\"dweb:/ipfs/QmQ7iH2keLNUKgq2xSWcRmuBE5eZ3F5whYAkAGzCNNoEWB\"]},\"lib/openzeppelin-contracts/contracts/utils/LowLevelCall.sol\":{\"keccak256\":\"0x50e81a8b089e3f382b6c915aa0166773de64ea4756e8f9479d9943a5f956ddf5\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://bfeb96a150537222e2191c03887127499a4f21dfb5f9a7211da4d81749b52848\",\"dweb:/ipfs/QmYR75ECbsBuxSiXmGvGfNKJRLoK5MdLUZL1bd8SixzxL4\"]}},\"version\":1}","metadata":{"compiler":{"version":"0.8.30+commit.73712a01"},"language":"Solidity","output":{"abi":[{"inputs":[{"internalType":"address","name":"target","type":"address"}],"type":"error","name":"AddressEmptyCode"}],"devdoc":{"kind":"dev","methods":{},"version":1},"userdoc":{"kind":"user","methods":{},"version":1}},"settings":{"remappings":["@abdk/=lib/abdk-libraries-solidity/","@openzeppelin/=lib/openzeppelin-contracts/","abdk-libraries-solidity/=lib/abdk-libraries-solidity/","erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/","forge-std/=lib/forge-std/src/","halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/","openzeppelin-contracts/=lib/openzeppelin-contracts/"],"optimizer":{"enabled":true,"runs":100000000},"metadata":{"bytecodeHash":"ipfs"},"compilationTarget":{"lib/openzeppelin-contracts/contracts/utils/Address.sol":"Address"},"evmVersion":"prague","libraries":{},"viaIR":true},"sources":{"lib/openzeppelin-contracts/contracts/utils/Address.sol":{"keccak256":"0xd274645d15bb7e4fcb9c833e401b2c5837404f90057f11a49118f25e0af7c76f","urls":["bzz-raw://d38e0b997bb7aebae26d190b03d0991feb0d204c45f945e60014e1ca9175de69","dweb:/ipfs/QmWzsUHHAZcjMyF8uMDEtNpMTkYZdQrfvdKPobXvwVHKo6"],"license":"MIT"},"lib/openzeppelin-contracts/contracts/utils/Errors.sol":{"keccak256":"0x6afa713bfd42cf0f7656efa91201007ac465e42049d7de1d50753a373648c123","urls":["bzz-raw://ba1d02f4847670a1b83dec9f7d37f0b0418d6043447b69f3a29a5f9efc547fcf","dweb:/ipfs/QmQ7iH2keLNUKgq2xSWcRmuBE5eZ3F5whYAkAGzCNNoEWB"],"license":"MIT"},"lib/openzeppelin-contracts/contracts/utils/LowLevelCall.sol":{"keccak256":"0x50e81a8b089e3f382b6c915aa0166773de64ea4756e8f9479d9943a5f956ddf5","urls":["bzz-raw://bfeb96a150537222e2191c03887127499a4f21dfb5f9a7211da4d81749b52848","dweb:/ipfs/QmYR75ECbsBuxSiXmGvGfNKJRLoK5MdLUZL1bd8SixzxL4"],"license":"MIT"}},"version":1},"id":33}

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{"abi":[],"bytecode":{"object":"0x","sourceMap":"","linkReferences":{}},"deployedBytecode":{"object":"0x","sourceMap":"","linkReferences":{}},"methodIdentifiers":{},"rawMetadata":"{\"compiler\":{\"version\":\"0.8.30+commit.73712a01\"},\"language\":\"Solidity\",\"output\":{\"abi\":[],\"devdoc\":{\"details\":\"Provides information about the current execution context, including the sender of the transaction and its data. While these are generally available via msg.sender and msg.data, they should not be accessed in such a direct manner, since when dealing with meta-transactions the account sending and paying for execution may not be the actual sender (as far as an application is concerned). This contract is only required for intermediate, library-like contracts.\",\"kind\":\"dev\",\"methods\":{},\"version\":1},\"userdoc\":{\"kind\":\"user\",\"methods\":{},\"version\":1}},\"settings\":{\"compilationTarget\":{\"lib/openzeppelin-contracts/contracts/utils/Context.sol\":\"Context\"},\"evmVersion\":\"prague\",\"libraries\":{},\"metadata\":{\"bytecodeHash\":\"ipfs\"},\"optimizer\":{\"enabled\":true,\"runs\":100000000},\"remappings\":[\":@abdk/=lib/abdk-libraries-solidity/\",\":@openzeppelin/=lib/openzeppelin-contracts/\",\":abdk-libraries-solidity/=lib/abdk-libraries-solidity/\",\":erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/\",\":forge-std/=lib/forge-std/src/\",\":halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/\",\":openzeppelin-contracts/=lib/openzeppelin-contracts/\"],\"viaIR\":true},\"sources\":{\"lib/openzeppelin-contracts/contracts/utils/Context.sol\":{\"keccak256\":\"0x493033a8d1b176a037b2cc6a04dad01a5c157722049bbecf632ca876224dd4b2\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://6a708e8a5bdb1011c2c381c9a5cfd8a9a956d7d0a9dc1bd8bcdaf52f76ef2f12\",\"dweb:/ipfs/Qmax9WHBnVsZP46ZxEMNRQpLQnrdE4dK8LehML1Py8FowF\"]}},\"version\":1}","metadata":{"compiler":{"version":"0.8.30+commit.73712a01"},"language":"Solidity","output":{"abi":[],"devdoc":{"kind":"dev","methods":{},"version":1},"userdoc":{"kind":"user","methods":{},"version":1}},"settings":{"remappings":["@abdk/=lib/abdk-libraries-solidity/","@openzeppelin/=lib/openzeppelin-contracts/","abdk-libraries-solidity/=lib/abdk-libraries-solidity/","erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/","forge-std/=lib/forge-std/src/","halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/","openzeppelin-contracts/=lib/openzeppelin-contracts/"],"optimizer":{"enabled":true,"runs":100000000},"metadata":{"bytecodeHash":"ipfs"},"compilationTarget":{"lib/openzeppelin-contracts/contracts/utils/Context.sol":"Context"},"evmVersion":"prague","libraries":{},"viaIR":true},"sources":{"lib/openzeppelin-contracts/contracts/utils/Context.sol":{"keccak256":"0x493033a8d1b176a037b2cc6a04dad01a5c157722049bbecf632ca876224dd4b2","urls":["bzz-raw://6a708e8a5bdb1011c2c381c9a5cfd8a9a956d7d0a9dc1bd8bcdaf52f76ef2f12","dweb:/ipfs/Qmax9WHBnVsZP46ZxEMNRQpLQnrdE4dK8LehML1Py8FowF"],"license":"MIT"}},"version":1},"id":34}

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{"abi":[{"type":"error","name":"ReentrancyGuardReentrantCall","inputs":[]}],"bytecode":{"object":"0x","sourceMap":"","linkReferences":{}},"deployedBytecode":{"object":"0x","sourceMap":"","linkReferences":{}},"methodIdentifiers":{},"rawMetadata":"{\"compiler\":{\"version\":\"0.8.30+commit.73712a01\"},\"language\":\"Solidity\",\"output\":{\"abi\":[{\"inputs\":[],\"name\":\"ReentrancyGuardReentrantCall\",\"type\":\"error\"}],\"devdoc\":{\"custom:stateless\":\"\",\"details\":\"Contract module that helps prevent reentrant calls to a function. Inheriting from `ReentrancyGuard` will make the {nonReentrant} modifier available, which can be applied to functions to make sure there are no nested (reentrant) calls to them. Note that because there is a single `nonReentrant` guard, functions marked as `nonReentrant` may not call one another. This can be worked around by making those functions `private`, and then adding `external` `nonReentrant` entry points to them. TIP: If EIP-1153 (transient storage) is available on the chain you're deploying at, consider using {ReentrancyGuardTransient} instead. TIP: If you would like to learn more about reentrancy and alternative ways to protect against it, check out our blog post https://blog.openzeppelin.com/reentrancy-after-istanbul/[Reentrancy After Istanbul]. IMPORTANT: Deprecated. This storage-based reentrancy guard will be removed and replaced by the {ReentrancyGuardTransient} variant in v6.0.\",\"errors\":{\"ReentrancyGuardReentrantCall()\":[{\"details\":\"Unauthorized reentrant call.\"}]},\"kind\":\"dev\",\"methods\":{},\"version\":1},\"userdoc\":{\"kind\":\"user\",\"methods\":{},\"version\":1}},\"settings\":{\"compilationTarget\":{\"lib/openzeppelin-contracts/contracts/utils/ReentrancyGuard.sol\":\"ReentrancyGuard\"},\"evmVersion\":\"prague\",\"libraries\":{},\"metadata\":{\"bytecodeHash\":\"ipfs\"},\"optimizer\":{\"enabled\":true,\"runs\":100000000},\"remappings\":[\":@abdk/=lib/abdk-libraries-solidity/\",\":@openzeppelin/=lib/openzeppelin-contracts/\",\":abdk-libraries-solidity/=lib/abdk-libraries-solidity/\",\":erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/\",\":forge-std/=lib/forge-std/src/\",\":halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/\",\":openzeppelin-contracts/=lib/openzeppelin-contracts/\"],\"viaIR\":true},\"sources\":{\"lib/openzeppelin-contracts/contracts/utils/ReentrancyGuard.sol\":{\"keccak256\":\"0x6f9ed073e3dab12233a79cd85153f72c9e0f99c1f5512f6d5b1ef09fb46abbb0\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://093d2a804b792a0000883c2215585963ed98ec4341b45bc4224844623387d161\",\"dweb:/ipfs/QmR5shjVosAoxdmY3EfkUWgFNV4CVUcbRNS7tkvbipssPX\"]},\"lib/openzeppelin-contracts/contracts/utils/StorageSlot.sol\":{\"keccak256\":\"0xcf74f855663ce2ae00ed8352666b7935f6cddea2932fdf2c3ecd30a9b1cd0e97\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://9f660b1f351b757dfe01438e59888f31f33ded3afcf5cb5b0d9bf9aa6f320a8b\",\"dweb:/ipfs/QmarDJ5hZEgBtCmmrVzEZWjub9769eD686jmzb2XpSU1cM\"]}},\"version\":1}","metadata":{"compiler":{"version":"0.8.30+commit.73712a01"},"language":"Solidity","output":{"abi":[{"inputs":[],"type":"error","name":"ReentrancyGuardReentrantCall"}],"devdoc":{"kind":"dev","methods":{},"version":1},"userdoc":{"kind":"user","methods":{},"version":1}},"settings":{"remappings":["@abdk/=lib/abdk-libraries-solidity/","@openzeppelin/=lib/openzeppelin-contracts/","abdk-libraries-solidity/=lib/abdk-libraries-solidity/","erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/","forge-std/=lib/forge-std/src/","halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/","openzeppelin-contracts/=lib/openzeppelin-contracts/"],"optimizer":{"enabled":true,"runs":100000000},"metadata":{"bytecodeHash":"ipfs"},"compilationTarget":{"lib/openzeppelin-contracts/contracts/utils/ReentrancyGuard.sol":"ReentrancyGuard"},"evmVersion":"prague","libraries":{},"viaIR":true},"sources":{"lib/openzeppelin-contracts/contracts/utils/ReentrancyGuard.sol":{"keccak256":"0x6f9ed073e3dab12233a79cd85153f72c9e0f99c1f5512f6d5b1ef09fb46abbb0","urls":["bzz-raw://093d2a804b792a0000883c2215585963ed98ec4341b45bc4224844623387d161","dweb:/ipfs/QmR5shjVosAoxdmY3EfkUWgFNV4CVUcbRNS7tkvbipssPX"],"license":"MIT"},"lib/openzeppelin-contracts/contracts/utils/StorageSlot.sol":{"keccak256":"0xcf74f855663ce2ae00ed8352666b7935f6cddea2932fdf2c3ecd30a9b1cd0e97","urls":["bzz-raw://9f660b1f351b757dfe01438e59888f31f33ded3afcf5cb5b0d9bf9aa6f320a8b","dweb:/ipfs/QmarDJ5hZEgBtCmmrVzEZWjub9769eD686jmzb2XpSU1cM"],"license":"MIT"}},"version":1},"id":37}

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{
"11155111": {
"v1": {
"PartyPlanner": "0x0ad06C08ab5049e6Fd4d7f5AF457115A1475326b",
"PartyPoolViewer": "0x750d63a39a4ccfCfB69D2f5aFDa065909C717cAB",
"PartyPoolMintImpl": "0x25bb10BA84944F8aAEf1fD247C3B7Fe7271C23F9",
"PartyPoolSwapImpl": "0x69b4F102e0747f61F8529b3bbFf2FC4b27438d0F",
"PartyPoolDeployer": "0x0939F93BAa3c96226853F9F39A95beF48eA8fF04",
"PartyPoolBalancedPairDeployer": "0xfda454fF7876aad9408517Ed2F0d11AA229Ad0a4",
"USXD": "0x8E4D16886b8946dfE463fA172129eaBf4825fb09",
"FUSD": "0xdc225280216822CA956738390f589c794129bd53",
"DIVE": "0x7ba123e4e7395A361284d069bD0D545F3f820641",
"BUTC": "0x88125947BBF1A6dd0FeD4B257BB3f9E1FBdCb3Cc",
"WTETH": "0xC8dB65C0B9f4cf59097d4C5Bcb9e8E92B9e4e15F"
}
}
}

View File

@@ -24,8 +24,8 @@ Naturally multi-asset, Liquidity Party altcoin pools provide direct, one-hop swa
| Assets | Pairs | Swap Gas | Mint Gas | | Assets | Pairs | Swap Gas | Mint Gas |
|-------:|------:|---------:|----------:| |-------:|------:|---------:|----------:|
| 2 | 1 | 132,000 | 143,000 | | 2 | 1 | 131,000 | 143,000 |
| 2* | 1 | 119,000 | 143,000 | | 2* | 1 | 118,000 | 143,000 |
| 10 | 45 | 142,000 | 412,000 | | 10 | 45 | 142,000 | 412,000 |
| 20 | 190 | 157,000 | 749,000 | | 20 | 190 | 157,000 | 749,000 |
| 50 | 1225 | 199,000 | 1,760,000 | | 50 | 1225 | 199,000 | 1,760,000 |

11
foundry.lock Normal file
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@@ -0,0 +1,11 @@
{
"lib/abdk-libraries-solidity": {
"rev": "5e1e7c11b35f8313d3f7ce11c1b86320d7c0b554"
},
"lib/forge-std": {
"rev": "8bbcf6e3f8f62f419e5429a0bd89331c85c37824"
},
"lib/openzeppelin-contracts": {
"rev": "c64a1edb67b6e3f4a15cca8909c9482ad33a02b0"
}
}

View File

@@ -7,10 +7,10 @@ remappings = [
'@abdk/=lib/abdk-libraries-solidity/', '@abdk/=lib/abdk-libraries-solidity/',
] ]
optimizer=true optimizer=true
optimizer_runs=999999999 optimizer_runs=100000000 # maximum value allowed by etherscan's verifier XD. The max value is formally 2^32-1
viaIR=true viaIR=true
gas_reports = ['PartyPool', 'PartyPoolBalancedPair', 'PartyPlanner', 'PartyPoolSwapImpl', 'PartyPoolMintImpl',] gas_reports = ['PartyPool', 'PartyPoolBalancedPair', 'PartyPlanner', 'PartyPoolSwapImpl', 'PartyPoolMintImpl',]
fs_permissions = [{ access = "write", path = "chain.json"}] fs_permissions = [{ access = "write", path = "liqp-deployments.json"}]
[lint] [lint]
lint_on_build=false # more annoying than helpful lint_on_build=false # more annoying than helpful

117
research/gas_data.csv Normal file
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@@ -0,0 +1,117 @@
gas
194497
161946
161946
166894
180206
208602
208602
104267
150405
188431
206346
162512
162512
147689
175238
187967
187967
124809
124862
115631
115035
532888
532888
115969
167154
149820
116358
216353
216353
116184
125414
116015
175658
115972
116040
171490
286915
167399
151168
150383
273558
144872
138603
212569
212569
150268
207747
207747
261185
161669
180924
145298
208181
173503
173503
180204
166664
269322
177555
192597
192597
259227
148617
160079
243453
156594
143837
160212
151783
226721
143069
240584
240584
127050
279420
197085
152811
149836
145164
267053
153801
186917
186917
169466
163927
240705
240705
144664
142890
206903
136078
151705
125696
172111
153240
200236
200236
410533
410533
193516
558838
198975
198975
237431
237431
237431
195935
346933
242026
242026
164318
279099
146170
139927
162934
181706
1 gas
2 194497
3 161946
4 161946
5 166894
6 180206
7 208602
8 208602
9 104267
10 150405
11 188431
12 206346
13 162512
14 162512
15 147689
16 175238
17 187967
18 187967
19 124809
20 124862
21 115631
22 115035
23 532888
24 532888
25 115969
26 167154
27 149820
28 116358
29 216353
30 216353
31 116184
32 125414
33 116015
34 175658
35 115972
36 116040
37 171490
38 286915
39 167399
40 151168
41 150383
42 273558
43 144872
44 138603
45 212569
46 212569
47 150268
48 207747
49 207747
50 261185
51 161669
52 180924
53 145298
54 208181
55 173503
56 173503
57 180204
58 166664
59 269322
60 177555
61 192597
62 192597
63 259227
64 148617
65 160079
66 243453
67 156594
68 143837
69 160212
70 151783
71 226721
72 143069
73 240584
74 240584
75 127050
76 279420
77 197085
78 152811
79 149836
80 145164
81 267053
82 153801
83 186917
84 186917
85 169466
86 163927
87 240705
88 240705
89 144664
90 142890
91 206903
92 136078
93 151705
94 125696
95 172111
96 153240
97 200236
98 200236
99 410533
100 410533
101 193516
102 558838
103 198975
104 198975
105 237431
106 237431
107 237431
108 195935
109 346933
110 242026
111 242026
112 164318
113 279099
114 146170
115 139927
116 162934
117 181706

262
research/pool_design.py Normal file
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import logging
import math
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
log = logging.getLogger(__name__)
LMSR_FEE = 0.0025
# UNISWAP_GAS=0
# LMSR_GAS=0
UNISWAP_GAS=115_000
LMSR_GAS=150_000
ETH_PRICE=4000
UNISWAP_GAS_COST=UNISWAP_GAS*ETH_PRICE/1e9
LMSR_GAS_COST=LMSR_GAS*ETH_PRICE/1e9
print(f' LMSR gas: ${LMSR_GAS_COST:.2}')
print(f'Uniswap gas: ${UNISWAP_GAS_COST:.2}')
def lmsr_swap_amount_out(
balances,
amount_in,
token_in_index,
token_out_index,
lp_fee,
kappa,
):
"""
Compute the LMSR kernel fee-free amountOut for swapping `amount_in` of token `token_in_index`
into token `token_out_index`, applying lp_fee to the input amount (i.e., amount_in_net = amount_in * (1 - lp_fee)).
Uses native Python floats for performance and simplicity.
Notes on congruence with PartyPool / LMSRStabilized:
- The kernel formula implemented here matches the LMSR closed-form:
amountOut = b * ln(1 + r0 * (1 - exp(-a / b)))
where r0 = exp((q_i - q_j) / b) and b = kappa * S (S = sum balances).
- lp_fee is applied to the input before the kernel (fee-on-input), matching PartyPool's placement.
- This function uses continuous float arithmetic and does NOT emulate
PartyPool's integer/unit conversions or rounding (floor/ceil) and ppm fee quantization.
Parameters:
- balances: iterable of per-token balances (numbers). These represent q_i in internal units.
- amount_in: input amount supplied by swapper (before fees).
- token_in_index: index of the input token i.
- token_out_index: index of the output token j.
- lp_fee: fractional LP fee applied to the input (e.g., 0.003).
- kappa: liquidity parameter κ (must be positive, in same units as balances).
Returns:
- float: net amountOut (exclusive of fees) the swapper receives from the pool (capped at pool balance).
"""
# Normalize and validate inputs (convert to floats)
try:
q = [float(x) for x in balances]
a_in = float(amount_in)
lpf = float(lp_fee)
k = float(kappa)
except (TypeError, ValueError) as e:
raise ValueError("Invalid numeric input") from e
n = len(q)
if not (0 <= token_in_index < n and 0 <= token_out_index < n):
raise IndexError("token indices out of range")
if a_in <= 0.0:
return 0.0
if k <= 0.0:
raise ValueError("kappa must be positive")
# Size metric S = sum q_i
S = sum(q)
if S <= 0.0:
raise ValueError("size metric (sum balances) must be positive")
# b = kappa * S
b = k * S
if b <= 0.0:
raise ValueError("computed b must be positive")
# Apply LP fee on the input amount (kernel is fee-free; wrapper handles fees)
if not (0.0 <= lpf < 1.0):
raise ValueError("lp_fee must be in [0, 1)")
a_net = a_in * (1.0 - lpf)
if a_net <= 0.0:
return 0.0
qi = q[token_in_index]
qj = q[token_out_index]
# Guard: output asset must have non-zero effective reserve
if qj <= 0.0:
# No available output to withdraw
return 0.0
# Compute r0 = exp((q_j - q_i) / b) so small-trade out/in ≈ marginal price p_j/p_i
try:
r0 = math.exp((qj - qi) / b)
except OverflowError:
raise ArithmeticError("exponential overflow in r0 computation")
# Compute a/b
a_over_b = a_net / b
# exp(-a/b)
try:
exp_neg = math.exp(-a_over_b)
except OverflowError:
# If exp would underflow/overflow, treat exp(-a/b) as 0 in extreme case
exp_neg = 0.0
# inner = 1 + r0 * (1 - exp(-a/b))
inner = 1.0 + r0 * (1.0 - exp_neg)
# If inner <= 0, cap to available balance qj
if inner <= 0.0:
return float(qj)
# amountOut = b * ln(inner)
try:
ln_inner = math.log(inner)
except (ValueError, OverflowError):
# Numeric issue computing ln; be conservative and return 0
return 0.0
amount_out = b * ln_inner
# Safety: non-positive output -> return zero
if amount_out <= 0.0:
return 0.0
# Cap output to pool's current balance qj (cannot withdraw more than available)
if amount_out > qj:
return float(qj)
return float(amount_out)
def lmsr_marginal_price(balances, base_index, quote_index, kappa):
"""
Compute the LMSR marginal price ratio p_quote / p_base for the given balances state.
Formula:
b = kappa * S, where S = sum(balances)
price = exp((q_quote - q_base) / b)
Parameters:
- balances: iterable of per-token balances (q_i)
- base_index: index of the base token
- quote_index: index of the quote token
- kappa: liquidity parameter κ (must be positive)
Returns:
- float: marginal price p_quote / p_base
"""
try:
q = [float(x) for x in balances]
k = float(kappa)
except (TypeError, ValueError) as e:
raise ValueError("Invalid numeric input") from e
n = len(q)
if not (0 <= base_index < n and 0 <= quote_index < n):
raise IndexError("token indices out of range")
if k <= 0.0:
raise ValueError("kappa must be positive")
S = sum(q)
if S <= 0.0:
raise ValueError("size metric (sum balances) must be positive")
b = k * S
if b <= 0.0:
raise ValueError("computed b must be positive")
return float(math.exp((q[quote_index] - q[base_index]) / b))
def compare(file, tvl, kappa):
d = pd.read_csv(file)
d.columns = ['block', 'price0', 'price1', 'in0', 'out0', 'rate']
# Calibrate LMSR balances so that exp((q1 - q0)/b) equals the initial price
p0 = float(d.iloc[0].price0)
S = float(tvl) # choose the LMSR size metric
b = kappa * S
delta = b * math.log(p0) # q1 - q0
q0 = 0.5 * (S - delta)
q1 = 0.5 * (S + delta)
if q0 <= 0.0 or q1 <= 0.0:
raise ValueError("Invalid LMSR calibration: choose kappa such that kappa * ln(price0) < 1.")
balances = [q0, q1]
print(balances)
X = np.geomspace(1, 1_000_000, 100)
orig_price = lmsr_marginal_price(balances, 0, 1, kappa)
in_out = [(float(amount_in), lmsr_swap_amount_out(balances, float(amount_in), 0, 1, LMSR_FEE, kappa)) for amount_in in X]
print(in_out)
# Relative execution price deviation from the initial marginal price:
# slippage = |(amount_out/amount_in)/orig_price - 1|
eps = 1e-12
Y = [max(eps, abs((amount_out / amount_in) / orig_price - 1.0))
for amount_in, amount_out in in_out]
plt.plot(X, Y, label=f'LMSR {LMSR_FEE:.2%} κ={kappa:.2f}', color='cornflowerblue')
# Uniswap execution price deviation from its initial quoted price:
# slippage = |(out/in)/initial_price - 1|
uniswap_exec_price0 = d.out0 / d.in0
uniswap_slippage0 = (uniswap_exec_price0 / d.iloc[0].price0 - 1.0).abs().clip(lower=1e-12)
uniswap_fee = round(uniswap_slippage0.iloc[0], 6)
plt.plot(d.in0, uniswap_slippage0, label=f'Uniswap {uniswap_fee:.2%}', color='hotpink')
# uniswap_slippage1 = |(out1/in1)/price1 - 1|
# plt.plot(d.in1, (d.out1 / d.in1 / d.iloc[0].price1 - 1.0).abs().clip(lower=1e-12), label='CP1')
# Interpolate Uniswap slippage to match LMSR x-coordinates
interp_uniswap = np.interp(X, d.in0, uniswap_slippage0)
mask = Y < interp_uniswap
plt.fill_between(X, 0, 1, where=mask, alpha=0.2, color='green')
plt.xscale('log')
plt.yscale('log')
plt.gca().xaxis.set_major_formatter(plt.FuncFormatter(lambda x, _: '{:g}'.format(x)))
plt.gca().yaxis.set_major_formatter(plt.FuncFormatter(lambda y, _: '{:.2%}'.format(y)))
plt.gca().set_ylim(top=.1)
plt.xlabel('Input Amount')
plt.ylabel('Slippage')
plt.title('Pool Slippages')
plt.grid(True)
plt.legend()
plt.show()
def plot_kappa():
X = np.geomspace(1, 10_000_000, 100)
for kappa in np.geomspace(0.01, 100, 8):
balance0 = 1_000_000 # estimated from the production pool
balances = [balance0, balance0]
Y = [1 -
lmsr_swap_amount_out(balances, float(amount_in), 0, 1, 0.000010, kappa)
/ amount_in
for amount_in in X]
plt.plot(X / balance0, Y, label=f'{kappa:f}')
plt.xscale('log')
plt.yscale('log')
plt.gca().xaxis.set_major_formatter(plt.FuncFormatter(lambda x, _: '{:.2f}'.format(10000*x)))
plt.gca().yaxis.set_major_formatter(plt.FuncFormatter(lambda y, _: '{:.2%}'.format(y)))
plt.xlabel('Input Amount (basis points of initial balance)')
plt.ylabel('Slippage')
plt.title('Pool Slippages by Kappa')
plt.grid(True)
plt.legend()
plt.show()
if __name__ == '__main__':
# compare('uni4_quotes/swap_results_block_23640998.csv')
# compare('uni4_quotes/ETH-USDC-30.csv', 53_000_000, 0.1)
compare('uni4_quotes/ETH-USDC-30.csv', 1_00_000, .1)
# plot_kappa()

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import { ethers } from 'ethers';
import { Token } from '@uniswap/sdk-core';
import fs from 'fs';
// Token definitions
const ChainId = {
MAINNET: 1
};
const USDC_TOKEN = new Token(
ChainId.MAINNET,
'0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48',
6,
'USDC',
'USDC'
);
const WETH_TOKEN = new Token(
ChainId.MAINNET,
'0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2',
18,
'WETH',
'WETH'
);
const USDT_TOKEN= new Token(
ChainId.MAINNET,
'0xdAC17F958D2ee523a2206206994597C13D831ec7',
6,
'USDT',
'USDT'
);
const tokenA = USDC_TOKEN
const tokenB = WETH_TOKEN
// Pool ID to fetch pool key from
// const POOL_ID = '0x8aa4e11cbdf30eedc92100f4c8a31ff748e201d44712cc8c90d189edaa8e4e47';
const POOL_ID = '0xdce6394339af00981949f5f3baf27e3610c76326a700af57e4b3e3ae4977f78d';
// Configuration
const QUOTER_ADDRESS = '0x52f0e24d1c21c8a0cb1e5a5dd6198556bd9e1203';
const POSITION_MANAGER_ADDRESS = '0xbD216513d74C8cf14cf4747E6AaA6420FF64ee9e';
// Providers
const anvilProvider = new ethers.providers.JsonRpcProvider('http://127.0.0.1:8545');
// Quoter contract ABI
const QUOTER_ABI = [
{
inputs: [
{
components: [
{
components: [
{ name: 'currency0', type: 'address' },
{ name: 'currency1', type: 'address' },
{ name: 'fee', type: 'uint24' },
{ name: 'tickSpacing', type: 'int24' },
{ name: 'hooks', type: 'address' }
],
name: 'poolKey',
type: 'tuple'
},
{ name: 'zeroForOne', type: 'bool' },
{ name: 'exactAmount', type: 'uint128' },
{ name: 'hookData', type: 'bytes' }
],
name: 'params',
type: 'tuple'
}
],
name: 'quoteExactInputSingle',
outputs: [
{
components: [
{ name: 'amountOut', type: 'uint256' }
],
name: 'result',
type: 'tuple'
}
],
stateMutability: 'view',
type: 'function'
}
];
// StateView ABI for getSlot0 and getLiquidity
const STATE_VIEW_ABI = [
{
inputs: [
// { name: 'manager', type: 'address' },
{ name: 'poolId', type: 'bytes32' }
],
name: 'getSlot0',
outputs: [
{ name: 'sqrtPriceX96', type: 'uint160' },
{ name: 'tick', type: 'int24' },
{ name: 'protocolFee', type: 'uint24' },
{ name: 'lpFee', type: 'uint24' }
],
stateMutability: 'view',
type: 'function'
},
];
// StateView contract address for reading pool state
const STATE_VIEW_ADDRESS = '0x7ffe42c4a5deea5b0fec41c94c136cf115597227';
// Position Manager ABI
const POSITION_MANAGER_ABI = [
{
inputs: [{ name: 'poolId', type: 'bytes25' }],
name: 'poolKeys',
outputs: [
{
components: [
{ name: 'currency0', type: 'address' },
{ name: 'currency1', type: 'address' },
{ name: 'fee', type: 'uint24' },
{ name: 'tickSpacing', type: 'int24' },
{ name: 'hooks', type: 'address' }
],
name: 'poolKey',
type: 'tuple'
}
],
stateMutability: 'view',
type: 'function'
}
];
// Function to get pool key from Position Manager (uses mainnet)
async function getPoolKey() {
try {
const positionManager = new ethers.Contract(
POSITION_MANAGER_ADDRESS,
POSITION_MANAGER_ABI,
anvilProvider
);
// Extract first 25 bytes (50 hex chars + 0x prefix = 52 chars)
const poolIdBytes25 = POOL_ID.slice(0, 52);
const poolKey = await positionManager.poolKeys(poolIdBytes25);
return {
currency0: poolKey.currency0,
currency1: poolKey.currency1,
fee: poolKey.fee,
tickSpacing: poolKey.tickSpacing,
hooks: poolKey.hooks
};
} catch (error) {
console.error('Error fetching pool key:', error.message);
throw error;
}
}
// Helper function to format BigNumber for display (use only for console output)
function formatBigNumberForDisplay(bigNumber, decimals) {
const formatted = ethers.utils.formatUnits(bigNumber, decimals);
return formatted;
}
// Helper function to convert BigNumber to fixed decimal string without scientific notation
function bigNumberToFixed(bigNumber, decimals) {
const str = ethers.utils.formatUnits(bigNumber, decimals);
// Ensure no scientific notation
if (str.includes('e')) {
const num = parseFloat(str);
return num.toFixed(decimals);
}
return str;
}
// Convert sqrtPriceX96 to price as a decimal string (maintains precision)
// Returns price representing token1/token0
function sqrtPriceX96ToPrice(sqrtPriceX96, decimals0, decimals1) {
const sqrtPrice = ethers.BigNumber.from(sqrtPriceX96);
console.log('DEBUG sqrtPriceX96ToPrice:');
console.log(' sqrtPriceX96:', sqrtPriceX96.toString());
console.log(' decimals0:', decimals0, 'decimals1:', decimals1);
if (sqrtPrice.isZero()) {
throw new Error('sqrtPriceX96 cannot be zero');
}
// Calculate price = (sqrtPriceX96 / 2^96)^2 * 10^(decimals0 - decimals1)
// Using BigNumber arithmetic throughout to maintain precision
const Q96 = ethers.BigNumber.from(2).pow(96);
// price = sqrtPrice^2 / 2^192 * 10^(decimals0 - decimals1)
// To maintain precision, we need to be careful about the order of operations
// First square the sqrtPrice
const sqrtPriceSquared = sqrtPrice.mul(sqrtPrice);
console.log(' sqrtPriceSquared:', sqrtPriceSquared.toString());
// Calculate 2^192
const Q192 = Q96.mul(Q96);
console.log(' Q192:', Q192.toString());
// Adjust for decimals: if decimals0 > decimals1, we multiply, else divide
const decimalDiff = decimals0 - decimals1;
console.log(' decimalDiff:', decimalDiff);
// We need to calculate: sqrtPriceSquared * 10^decimalDiff / Q192
// Use a large precision scale to avoid truncation
// We'll use 30 decimals to ensure we have enough precision even for extreme price ratios
const PRECISION_DECIMALS = 30;
const precisionScale = ethers.BigNumber.from(10).pow(PRECISION_DECIMALS);
let price;
if (decimalDiff >= 0) {
const decimalAdjustment = ethers.BigNumber.from(10).pow(decimalDiff);
const numerator = sqrtPriceSquared.mul(decimalAdjustment).mul(precisionScale);
console.log(' numerator:', numerator.toString());
price = numerator.div(Q192);
} else {
// When decimalDiff is negative, multiply denominator instead of dividing numerator
// This avoids precision loss
const decimalAdjustment = ethers.BigNumber.from(10).pow(-decimalDiff);
const numerator = sqrtPriceSquared.mul(precisionScale);
console.log(' numerator:', numerator.toString());
const denominator = Q192.mul(decimalAdjustment);
console.log(' denominator:', denominator.toString());
price = numerator.div(denominator);
}
console.log(' price (raw):', price.toString());
const priceFormatted = ethers.utils.formatUnits(price, PRECISION_DECIMALS);
console.log(' price (formatted):', priceFormatted);
return priceFormatted;
}
// Helper to calculate inverse price from a decimal string
function inversePrice(priceStr) {
const priceNum = parseFloat(priceStr);
if (priceNum === 0 || !isFinite(priceNum)) {
console.warn('Warning: Cannot calculate inverse of zero or invalid price');
return '0';
}
// Calculate 1/price using standard division
const inverse = 1.0 / priceNum;
// If result is very large, format as integer-like
// If result is normal decimal, format with precision
if (inverse > 1e10) {
return inverse.toExponential(18).replace(/e\+?/, 'e');
}
// Format with high precision, removing trailing zeros
let formatted = inverse.toFixed(18);
// Remove trailing zeros but keep at least one decimal place
formatted = formatted.replace(/(\.\d*?)0+$/, '$1').replace(/\.$/, '.0');
return formatted;
}
// Get pool price using StateView
async function getPoolPriceWithSDK(blockNumber) {
try {
// Create StateView contract with ethers
const stateViewContract = new ethers.Contract(
STATE_VIEW_ADDRESS,
STATE_VIEW_ABI,
anvilProvider
);
// Get slot0 data
const slot0 = await stateViewContract.getSlot0(POOL_ID, {
blockTag: blockNumber
});
// Convert sqrtPriceX96 to price as BigNumber (maintains precision)
console.log('\n=== Pool State (Debug) ===');
console.log('Block:', blockNumber);
console.log('sqrtPriceX96:', slot0.sqrtPriceX96.toString());
console.log('Tick:', slot0.tick.toString());
console.log('Token A decimals:', tokenA.decimals);
console.log('Token B decimals:', tokenB.decimals);
// Calculate price: token0/token1 = USDC/WETH
// Using swapped decimals gives us the correct direction
const token0PerToken1 = sqrtPriceX96ToPrice(slot0.sqrtPriceX96, tokenB.decimals, tokenA.decimals);
console.log('Price USDC per WETH:', token0PerToken1);
// Calculate the reciprocal to get WETH per USDC
const token0PerToken1Num = parseFloat(token0PerToken1);
const token1PerToken0 = (1.0 / token0PerToken1Num).toFixed(18).replace(/\.?0+$/, '');
console.log('Price WETH per USDC (reciprocal):', token1PerToken0);
console.log('\n=== Pool State ===');
console.log('Block:', blockNumber);
console.log('sqrtPriceX96:', slot0.sqrtPriceX96.toString());
console.log('Tick:', slot0.tick.toString());
console.log(`Price calculated as: token1/token0 where token0=${tokenA.symbol}(${tokenA.decimals}d), token1=${tokenB.symbol}(${tokenB.decimals}d)`);
console.log(`${tokenB.symbol} per ${tokenA.symbol}:`, token1PerToken0);
console.log(`${tokenA.symbol} per ${tokenB.symbol}:`, token0PerToken1);
console.log('LP Fee:', slot0.lpFee, `(${(slot0.lpFee / 10000).toFixed(2)}%)`);
// Sanity check with actual swap data
console.log('\nSanity check: If swapping 1 USDC should get ~0.000256 WETH based on your data');
return {
sqrtPriceX96: slot0.sqrtPriceX96.toString(),
tick: slot0.tick.toString(),
priceStr: token1PerToken0, // WETH per USDC (tokenB per tokenA)
inversePriceStr: token0PerToken1, // USDC per WETH (tokenA per tokenB)
protocolFee: slot0.protocolFee,
lpFee: slot0.lpFee
};
} catch (error) {
console.error('Error getting pool price:', error.message);
throw error;
}
}
// Get quote from historical block (10 blocks back) with multiple amount testing
async function getQuoteFromHistoricalBlock(poolKey, targetBlock) {
try {
// Get starting pool price using SDK
try {
await getPoolPriceWithSDK(targetBlock);
} catch (error) {
console.error('Error getting pool price with SDK:', error.message);
}
console.log('\n=== Testing Multiple Input Amounts ===');
console.log('Testing amounts from 1 USDC, increasing by 30% each iteration (limited to 5 iterations)');
console.log('Testing both directions: USDC→USDT and USDT→USDC\n');
// Create a new provider instance that queries at specific block
const quoterContract = new ethers.Contract(QUOTER_ADDRESS, QUOTER_ABI, anvilProvider);
const resultsForward = []; // USDC→USDT
const resultsReverse = []; // USDT→USDC
// Start with 1 token as BigNumber
let currentAmountBN = ethers.utils.parseUnits("1", tokenA.decimals);
const multiplierNumerator = 13; // 130% = 13/10
const multiplierDenominator = 10;
const maxIterations = 200;
const maxAmount = ethers.utils.parseUnits("1000000", tokenA.decimals); // 10 million limit
// Test USDC→USDT (forward direction)
console.log('\n=== USDC → USDT (Forward Direction) ===');
for (let i = 0; i < maxIterations; i++) {
// Check if currentAmountBN exceeds 10 million
if (currentAmountBN.gt(maxAmount)) {
console.log(`\nReached maximum amount limit of 10 million USDC. Stopping iterations.`);
break;
}
const currentAmountFormatted = formatBigNumberForDisplay(currentAmountBN, tokenA.decimals);
console.log(`\n--- Iteration ${i + 1}: ${currentAmountFormatted} USDC ---`);
const amountIn = currentAmountBN;
// Make the call at the specific block using overrides
const quotedAmountOut = await quoterContract.callStatic.quoteExactInputSingle({
poolKey: poolKey,
zeroForOne: tokenA.address.toLowerCase() > tokenB.address.toLowerCase(),
exactAmount: amountIn.toString(),
hookData: '0x00',
}, {
blockTag: targetBlock // Query at specific historical block
});
console.log('in/out', amountIn, quotedAmountOut.amountIn, quotedAmountOut.amountOut);
const actualAmountOut = ethers.BigNumber.from(quotedAmountOut.amountOut);
// Calculate effective exchange rate as BigNumber (with extra precision)
// effectiveRate = actualAmountOut / amountIn
// Scale to show tokenB per 1 tokenA (use tokenB decimals for result)
const scaleFactor = ethers.BigNumber.from(10).pow(tokenB.decimals);
const effectiveRateBN = actualAmountOut.mul(scaleFactor).div(amountIn);
// Log results for this amount (format only for display)
console.log(`Amount In: ${currentAmountFormatted} ${tokenA.symbol}`);
console.log(`Amount Out: ${formatBigNumberForDisplay(actualAmountOut, tokenB.decimals)} ${tokenB.symbol}`);
// Store result with full precision (as strings)
resultsForward.push({
iteration: i + 1,
amountInBN: amountIn.toString(),
amountOutBN: actualAmountOut.toString(),
effectiveRateBN: effectiveRateBN.toString(),
});
// Increase amount by 30% for next iteration using BigNumber math
currentAmountBN = currentAmountBN.mul(multiplierNumerator).div(multiplierDenominator);
}
// Summary
console.log('\n\n=== Summary of Results ===');
console.log(`--- Forward Direction (${tokenA.symbol}${tokenB.symbol}) ---`);
console.log('\nAmount In → Amount Out (Rate) [Slippage]');
resultsForward.forEach(r => {
const amountIn = formatBigNumberForDisplay(ethers.BigNumber.from(r.amountInBN), tokenA.decimals);
const amountOut = formatBigNumberForDisplay(ethers.BigNumber.from(r.amountOutBN), tokenB.decimals);
const rate = formatBigNumberForDisplay(ethers.BigNumber.from(r.effectiveRateBN), tokenB.decimals);
console.log(`${amountIn} ${tokenA.symbol}${amountOut} ${tokenB.symbol} (${rate})`);
});
return {
blockNumber: targetBlock,
forward: resultsForward,
reverse: resultsReverse
};
} catch (error) {
console.error('Error getting historical quote:', error.message);
throw error;
}
}
// Function to write results to CSV with full precision
function writeResultsToCSV(blockNumber, priceData, quoteResults) {
const filename = `swap_results_block_${blockNumber}.csv`;
// Create CSV header
let csvContent = `block,${tokenB.symbol} per ${tokenA.symbol},${tokenA.symbol} per ${tokenB.symbol},Amount In,Amount Out,Effective Rate\n`;
// Get max number of iterations
const maxIterations = quoteResults.forward.length;
// Add data rows
for (let i = 0; i < maxIterations; i++) {
const forwardResult = quoteResults.forward[i];
// Use full precision for prices (no scientific notation)
const priceStr = priceData.priceStr;
const inversePriceStr = priceData.inversePriceStr;
csvContent += `${blockNumber},${priceStr},${inversePriceStr},`;
// Forward direction data with full precision
const amountInFormatted = bigNumberToFixed(ethers.BigNumber.from(forwardResult.amountInBN), tokenA.decimals);
const amountOutFormatted = bigNumberToFixed(ethers.BigNumber.from(forwardResult.amountOutBN), tokenB.decimals);
const effectiveRate = bigNumberToFixed(ethers.BigNumber.from(forwardResult.effectiveRateBN), tokenB.decimals);
csvContent += `${amountInFormatted},${amountOutFormatted},${effectiveRate}\n`;
}
// Write to file
fs.writeFileSync(filename, csvContent);
console.log(`\n✅ Results written to ${filename}`);
}
// Main function
async function main() {
console.log('=== Uniswap V4 Quote and Gas Estimation ===\n');
// Get current block
const currentBlock = await anvilProvider.getBlockNumber();
const targetBlock = currentBlock - 10;
// Fetch pool key from Position Manager
let poolKey;
try {
poolKey = await getPoolKey();
} catch (error) {
console.error('Failed to fetch pool key. Exiting.');
return;
}
// Get pool price data
let poolPriceData;
try {
poolPriceData = await getPoolPriceWithSDK(targetBlock);
} catch (error) {
console.error('Failed to get pool price data:', error.message);
return;
}
// Get quotes for both directions
try {
const quoteResults = await getQuoteFromHistoricalBlock(poolKey, targetBlock);
console.log('✅ Historical quote successful!');
// Write results to CSV
writeResultsToCSV(targetBlock, poolPriceData, quoteResults);
} catch (error) {
console.error('❌ Failed to get historical quote:', error.message);
}
}
// Run the main function
main().catch(console.error);

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