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removed PriceConstraint and implemented LineConstraint; MockDeploy copied/separated from Deploy

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This commit is contained in:
Tim Olson
2023-11-01 17:56:25 -04:00
parent 7b64745438
commit 03b7ac11e3
7 changed files with 122 additions and 49 deletions
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53
src/OrderLib.sol
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@@ -66,21 +66,13 @@ library OrderLib {
enum ConstraintMode {
Time,
Limit,
Trailing,
Barrier,
Line
Line,
Barrier
}
struct Constraint {
ConstraintMode mode; // type information
bytes constraint; // abi packed-encoded constraint struct: decode according to mode
}
struct PriceConstraint {
bool isAbove;
bool isRatio;
uint160 valueSqrtX96;
bytes constraint; // abi-encoded constraint struct: decode according to mode
}
struct LineConstraint {
@@ -217,35 +209,36 @@ library OrderLib {
if (time < block.timestamp)
revert('TL'); // time late
}
else if (constraint.mode == ConstraintMode.Limit) {
console2.log('limit constraint');
if( sqrtPriceX96 == 0 ) {
else if (constraint.mode == ConstraintMode.Line) {
console2.log('line constraint');
if( sqrtPriceX96 == 0 )
(sqrtPriceX96,,,,,,) = IUniswapV3Pool(pool).slot0();
}
PriceConstraint memory pc = abi.decode(constraint.constraint, (PriceConstraint));
LineConstraint memory lc = abi.decode(constraint.constraint, (LineConstraint));
uint256 price = sqrtPriceX96;
if( pc.isRatio )
pc.valueSqrtX96 = uint160(price * pc.valueSqrtX96 / 2**96); // todo overflow check!
if( pc.isAbove && price < pc.valueSqrtX96 || !pc.isAbove && price > pc.valueSqrtX96 )
if( lc.isRatio )
revert('ratio not implemented'); // todo the ratio must be computed when the order is placed
// c.valueSqrtX96 = uint160(price * c.valueSqrtX96 / 2**96);
int256 limit256 = int256(uint256(lc.valueSqrtX96));
if( lc.slopeSqrtX96 != 0 ) {
limit256 += int256(block.timestamp - lc.time) * lc.slopeSqrtX96 / 2**96;
if( limit256 < 0 )
limit256 = 0;
}
console2.log(limit256);
uint160 limit = uint160(uint256(limit256));
// use <= and >= here because trading AT the limit results in 0 volume. price must exceed the limit.
if( lc.isAbove && price <= limit || !lc.isAbove && price >= limit )
revert('L');
if( sqrtPriceLimitX96 == 0 ||
pc.isAbove && pc.valueSqrtX96 < sqrtPriceLimitX96 ||
!pc.isAbove && pc.valueSqrtX96 > sqrtPriceLimitX96
lc.isAbove && limit < sqrtPriceLimitX96 ||
!lc.isAbove && limit > sqrtPriceLimitX96
)
sqrtPriceLimitX96 = pc.valueSqrtX96;
sqrtPriceLimitX96 = limit;
}
else if (constraint.mode == ConstraintMode.Barrier) {
console2.log('barrier constraint');
revert('NI'); // not implemented
}
else if (constraint.mode == ConstraintMode.Trailing) {
console2.log('trailing constraint');
revert('NI'); // not implemented
}
else if (constraint.mode == ConstraintMode.Line) {
console2.log('line constraint');
revert('NI'); // not implemented
}
else // unknown constraint
revert('UC'); // not implemented
}