/
position_manager.go
185 lines (174 loc) · 4.96 KB
/
position_manager.go
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package uniswap_v3_simulator
import (
"database/sql/driver"
"encoding/json"
"errors"
"fmt"
"github.com/shopspring/decimal"
)
type Position struct {
Liquidity decimal.Decimal
FeeGrowthInside0LastX128 decimal.Decimal
FeeGrowthInside1LastX128 decimal.Decimal
TokensOwed0 decimal.Decimal
TokensOwed1 decimal.Decimal
}
func NewPosition() *Position {
return &Position{
Liquidity: ZERO,
FeeGrowthInside0LastX128: ZERO,
FeeGrowthInside1LastX128: ZERO,
TokensOwed0: ZERO,
TokensOwed1: ZERO,
}
}
func (p *Position) Clone() *Position {
return &Position{
Liquidity: p.Liquidity,
FeeGrowthInside0LastX128: p.FeeGrowthInside0LastX128,
FeeGrowthInside1LastX128: p.FeeGrowthInside1LastX128,
TokensOwed0: p.TokensOwed0,
TokensOwed1: p.TokensOwed1,
}
}
func (p *Position) Update(
liquidityDelta decimal.Decimal,
feeGrowthInside0X128 decimal.Decimal,
feeGrowthInside1X128 decimal.Decimal,
) error {
var liquidityNext decimal.Decimal
var err error
if liquidityDelta.IsZero() {
if p.Liquidity.LessThanOrEqual(ZERO) {
return errors.New("NP")
}
liquidityNext = p.Liquidity
} else {
liquidityNext, err = LiquidityAddDelta(p.Liquidity, liquidityDelta)
if err != nil {
return err
}
}
tokensOwed0 := feeGrowthInside0X128.Sub(p.FeeGrowthInside0LastX128).Mul(p.Liquidity).Div(Q128).RoundDown(0)
tokensOwed1 := feeGrowthInside1X128.Sub(p.FeeGrowthInside1LastX128).Mul(p.Liquidity).Div(Q128).RoundDown(0)
if !liquidityDelta.IsZero() {
p.Liquidity = liquidityNext
}
p.FeeGrowthInside0LastX128 = feeGrowthInside0X128
p.FeeGrowthInside1LastX128 = feeGrowthInside1X128
if tokensOwed0.GreaterThan(ZERO) || tokensOwed1.GreaterThan(ZERO) {
p.TokensOwed0 = p.TokensOwed0.Add(tokensOwed0)
p.TokensOwed1 = p.TokensOwed1.Add(tokensOwed1)
}
return nil
}
func (p *Position) UpdateBurn(
newTokensOwed0 decimal.Decimal,
newTokensOwed1 decimal.Decimal,
) {
p.TokensOwed0 = newTokensOwed0
p.TokensOwed1 = newTokensOwed1
}
func (p *Position) IsEmpty() bool {
return p.Liquidity.IsZero() && p.TokensOwed0.IsZero() && p.TokensOwed1.IsZero()
}
func GetPositionKey(owner string, tickLower int, tickUpper int) string {
return fmt.Sprintf("%s_%d_%d", owner, tickLower, tickUpper)
}
type PositionManager struct {
Positions map[string]*Position
}
func NewPositionManager() *PositionManager {
return &PositionManager{
Positions: map[string]*Position{},
}
}
func (pm *PositionManager) Clone() *PositionManager {
newP := NewPositionManager()
ps := make(map[string]*Position, len(pm.Positions))
for s, position := range pm.Positions {
ps[s] = position.Clone()
}
newP.Positions = ps
return newP
}
func (pm *PositionManager) Set(key string, position *Position) {
pm.Positions[key] = position
}
func (pm *PositionManager) Clear(key string) {
delete(pm.Positions, key)
}
func (pm *PositionManager) GetPositionAndInitIfAbsent(key string) *Position {
if v, ok := pm.Positions[key]; ok {
return v
}
newP := NewPosition()
pm.Set(key, newP)
return newP
}
func (pm *PositionManager) GetPositionReadonly(owner string, tickLower int, tickUpper int) *Position {
key := GetPositionKey(owner, tickLower, tickUpper)
if v, ok := pm.Positions[key]; ok {
// todo : clone? or not.
return v.Clone()
}
return NewPosition()
}
func (pm *PositionManager) CollectPosition(owner string, tickLower int, tickUpper int, amount0Requested, amount1Requested decimal.Decimal) (decimal.Decimal, decimal.Decimal, error) {
if amount0Requested.LessThan(ZERO) || amount1Requested.LessThan(ZERO) {
return ZERO, ZERO, errors.New("amounts requested should be positive")
}
key := GetPositionKey(owner, tickLower, tickUpper)
if v, ok := pm.Positions[key]; ok {
positionToCollect := v
var amount0 decimal.Decimal
if amount0Requested.GreaterThan(positionToCollect.TokensOwed0) {
amount0 = positionToCollect.TokensOwed0
} else {
amount0 = amount0Requested
}
var amount1 decimal.Decimal
if amount1Requested.GreaterThan(positionToCollect.TokensOwed1) {
amount1 = positionToCollect.TokensOwed1
} else {
amount1 = amount1Requested
}
if amount0.GreaterThan(ZERO) || amount1.GreaterThan(ZERO) {
positionToCollect.UpdateBurn(positionToCollect.TokensOwed0.Sub(amount0), positionToCollect.TokensOwed1.Sub(amount1))
}
if positionToCollect.IsEmpty() {
pm.Clear(key)
}
return amount0, amount1, nil
} else {
return ZERO, ZERO, nil
}
}
func (nc *PositionManager) GormDataType() string {
return "LONGTEXT"
}
func (j *PositionManager) Scan(value interface{}) error {
var err error
switch v := value.(type) {
case []byte:
{
err = json.Unmarshal(v, j)
}
case string:
{
err = json.Unmarshal([]byte(v), j)
}
case nil:
return nil
default:
err = errors.New(fmt.Sprint("Failed to unmarshal TickManager value:", value))
}
return err
}
func (j *PositionManager) Value() (driver.Value, error) {
bs, err := json.Marshal(j)
if err != nil {
return nil, err
}
return string(bs), nil
}