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swap_math.go
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/
swap_math.go
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package utils
import (
"math/big"
"github.com/magiclars-off/uniswapv3-sdk/constants"
)
var MaxFee = new(big.Int).Exp(big.NewInt(10), big.NewInt(6), nil)
func ComputeSwapStep(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, amountRemaining *big.Int, feePips constants.FeeAmount) (sqrtRatioNextX96, amountIn, amountOut, feeAmount *big.Int, err error) {
zeroForOne := sqrtRatioCurrentX96.Cmp(sqrtRatioTargetX96) >= 0
exactIn := amountRemaining.Cmp(constants.Zero) >= 0
if exactIn {
amountRemainingLessFee := new(big.Int).Div(new(big.Int).Mul(amountRemaining, new(big.Int).Sub(MaxFee, big.NewInt(int64(feePips)))), MaxFee)
if zeroForOne {
amountIn = GetAmount0Delta(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, true)
} else {
amountIn = GetAmount1Delta(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, true)
}
if amountRemainingLessFee.Cmp(amountIn) >= 0 {
sqrtRatioNextX96 = sqrtRatioTargetX96
} else {
sqrtRatioNextX96, err = GetNextSqrtPriceFromInput(sqrtRatioCurrentX96, liquidity, amountRemainingLessFee, zeroForOne)
if err != nil {
return
}
}
} else {
if zeroForOne {
amountOut = GetAmount1Delta(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, false)
} else {
amountOut = GetAmount0Delta(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, false)
}
if new(big.Int).Mul(amountRemaining, constants.NegativeOne).Cmp(amountOut) >= 0 {
sqrtRatioNextX96 = sqrtRatioTargetX96
} else {
sqrtRatioNextX96, err = GetNextSqrtPriceFromOutput(sqrtRatioCurrentX96, liquidity, new(big.Int).Mul(amountRemaining, constants.NegativeOne), zeroForOne)
if err != nil {
return
}
}
}
max := sqrtRatioTargetX96.Cmp(sqrtRatioNextX96) == 0
if zeroForOne {
if !(max && exactIn) {
amountIn = GetAmount0Delta(sqrtRatioNextX96, sqrtRatioCurrentX96, liquidity, true)
}
if !(max && !exactIn) {
amountOut = GetAmount1Delta(sqrtRatioNextX96, sqrtRatioCurrentX96, liquidity, false)
}
} else {
if !(max && exactIn) {
amountIn = GetAmount1Delta(sqrtRatioCurrentX96, sqrtRatioNextX96, liquidity, true)
}
if !(max && !exactIn) {
amountOut = GetAmount0Delta(sqrtRatioCurrentX96, sqrtRatioNextX96, liquidity, false)
}
}
if !exactIn && amountOut.Cmp(new(big.Int).Mul(amountRemaining, constants.NegativeOne)) > 0 {
amountOut = new(big.Int).Mul(amountRemaining, constants.NegativeOne)
}
if exactIn && sqrtRatioNextX96.Cmp(sqrtRatioTargetX96) != 0 {
// we didn't reach the target, so take the remainder of the maximum input as fee
feeAmount = new(big.Int).Sub(amountRemaining, amountIn)
} else {
feeAmount = MulDivRoundingUp(amountIn, big.NewInt(int64(feePips)), new(big.Int).Sub(MaxFee, big.NewInt(int64(feePips))))
}
return
}