start

.gitignore

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+cache/
+out/
+.idea/

.gitmodules

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+[submodule "lib/forge-std"]
+	path = lib/forge-std
+	url = https://github.com/foundry-rs/forge-std

docs/order_types.md

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+# Order Types
+## TWAP
+* time-to-expiry is required
+* number of tranches > 1
+* optional lower and upper price bounds
+
+## DCA
+* similar to a TWAP, but the tranches are divided by value instead of quantity
+
+## Timed Entry
+* specific time when an order is triggered
+* can be market/limit TWAP, whatever
+
+## Limit
+
+## Stop
+* enabled on a price condition instead of at a specific time
+    * how to enforce this in the contract? would need a price history of when the stop was touched.  perhaps this is a use case for a "chain" order where one set of constraints doesn't invoke a trade but instead creates a subsequent order 
+
+## Ladder
+* split into many traches across a range of prices
+* required number of tranches
+* required upper and lower bounds of the ladder
+
+
+# Conditions
+
+* current price above/below
+* historical price touched above/below (e.g. trailing stop): keep an updated data structure of swing highs & lows.  this structure must only be updated once before the relevant observation rolls off the back of the window.  "management gas"
+* volume above/below
+* historical volume touched above/below: this could work like historical price swing high/lows if we first bucket the volumes into sizes <= the pool observation window
+* per-swap slippage constraint
+
+
+# Gas
+
+* an amount for gas is reserved ahead of time
+* excess gas is kept
+* Dexible has a gas refund delay, saying:
+  > `get/setLockoutBlocks` Retrieves or sets the number of blocks a trader must wait before withdrawing their gas deposit. This is to prevent traders from front-running a relay that submitted an order in order to circumvent paying for the execution or forcing a failed txn.
+

foundry.toml

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+[profile.default]
+libs = ['lib']
+remappings = [
+    '@openzeppelin/contracts/=lib/openzeppelin/contracts/',
+    '@uniswap/v3-core/=lib/uniswap/v3-core/',
+    '@uniswap/v3-periphery/=lib/uniswap/v3-periphery/',
+]
+optimizer=true
+optimizer_runs=999999999

src/IERC20Metadata.sol

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+// SPDX-License-Identifier: UNLICENSED
+pragma solidity =0.7.6;
+
+import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
+
+// the version of OpenZeppelin required by Uniswap v3 doesn't have IERC20Metadata yet, so we copy it here.
+interface IERC20Metadata is IERC20 {
+    /**
+     * @dev Returns the name of the token.
+     */
+    function name() external view returns (string memory);
+
+    /**
+     * @dev Returns the symbol of the token.
+     */
+    function symbol() external view returns (string memory);
+
+    /**
+     * @dev Returns the decimals places of the token.
+     */
+    function decimals() external view returns (uint8);
+}

src/MockERC20.sol

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+import "openzeppelin/contracts/token/ERC20/ERC20.sol";
+import "./IERC20Metadata.sol";
+
+
+contract MockERC20 is ERC20, IERC20Metadata {
+
+    constructor(string name, string symbol, uint8 decimals)
+    ERC20(name, symbol)
+    {
+        _setupDecimals(decimals);
+    }
+
+
+    function mint(address account, uint256 amount) external {
+        _mint(account, amount);
+    }
+}

test/TestSinglePool.sol

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+// SPDX-License-Identifier: UNLICENSED
+pragma solidity =0.7.6;
+
+import "forge-std/console2.sol";
+import "../src/MockERC20.sol";
+import "uniswap/v3-core/contracts/interfaces/IUniswapV3Factory.sol";
+import "uniswap/v3-core/contracts/interfaces/IUniswapV3Pool.sol";
+import "uniswap/v3-core/contracts/libraries/TickMath.sol";
+import "uniswap/v3-periphery/contracts/interfaces/INonfungiblePositionManager.sol";
+import "uniswap/v3-periphery/contracts/interfaces/ISwapRouter.sol";
+import "uniswap/v3-periphery/contracts/libraries/LiquidityAmounts.sol";
+
+
+contract TestSinglePool {
+
+    IUniswapV3Factory public factory = IUniswapV3Factory(0x1F98431c8aD98523631AE4a59f267346ea31F984);
+    INonfungiblePositionManager public nfpm = INonfungiblePositionManager(0xC36442b4a4522E871399CD717aBDD847Ab11FE88);
+    ISwapRouter public swapper = ISwapRouter(0xE592427A0AEce92De3Edee1F18E0157C05861564);
+    IUniswapV3Pool public immutable pool;
+    uint24 public fee;
+    MockERC20 public WETH;
+    MockERC20 public USDC;
+    MockERC20 public token0; // either WETH or USDC depending on the order in the pool
+    MockERC20 public token1;
+
+    function setUp() public {
+        MockERC20 weth = MockERC20('Mock Wrapped Ethereum', 'WETH', 18);
+        MockERC20 usdc = MockERC20('Mock USD Coin', 'USDC', 6);
+        uint24 fee_ = 500;
+        fee = fee_;
+        WETH = weth;
+        USDC = usdc;
+        IUniswapV3Pool pool_ = UniswapV3Pool(factory.createPool(address(weth), address(usdc), fee_));
+        pool = pool_;
+        token0 = pool_.token0();
+        token1 = pool_.token1();
+    }
+
+    //   struct MintParams {
+    //        address token0;
+    //        address token1;
+    //        uint24 fee;
+    //        int24 tickLower;
+    //        int24 tickUpper;
+    //        uint256 amount0Desired;
+    //        uint256 amount1Desired;
+    //        uint256 amount0Min;
+    //        uint256 amount1Min;
+    //        address recipient;
+    //        uint256 deadline;
+    //    }
+
+    function stake(uint160 liquidity, uint24 lower, uint24 upper) public {
+        uint160 sqrtRatioAX96 = TickMath.getSqrtRatioAtTick(lower);
+        uint160 sqrtRatioBX96 = TickMath.getSqrtRatioAtTick(upper);
+        (uint160 sqrtPriceX96, , , , , , ) = pool.slot0();
+        (uint256 amount0, uint256 amount1) = LiquidityAmounts.getAmountsForLiquidity(liquidity, sqrtPriceX96, sqrtRatioAX96, sqrtRatioBX96);
+        token0.mint(amount0);
+        token1.mint(amount1);
+        INonfungiblePositionManager.MintParams memory params = INonfungiblePositionManager.MintParams(
+            address(token0), address(token1), fee, lower, upper, amount0, amount1, 0, 0, msg.sender, block.timestamp
+        );
+        nfpm.mint(params);
+    }
+
+
+    function swap() public {
+
+    }
+}
+