From 2db0b7f40ec81794488a6fa90cd0bc4567b1f8c4 Mon Sep 17 00:00:00 2001
From: David Hintermann <David.Hintermann@ost.ch>
Date: Sat, 30 Nov 2024 13:39:25 +0000
Subject: [PATCH] feat(pool): implement rebalance swap
---
Frontend/Functions/LiquidityFunction.cs | 9 ++++
Frontend/PoolV3Client.cs | 56 +++++++++++++++----------
2 files changed, 44 insertions(+), 21 deletions(-)
create mode 100644 Frontend/Functions/LiquidityFunction.cs
diff --git a/Frontend/Functions/LiquidityFunction.cs b/Frontend/Functions/LiquidityFunction.cs
new file mode 100644
index 0000000..fdc7cb2
--- /dev/null
+++ b/Frontend/Functions/LiquidityFunction.cs
@@ -0,0 +1,9 @@
+using Nethereum.ABI.FunctionEncoding.Attributes;
+using Nethereum.Contracts;
+
+namespace Frontend.Functions;
+
+[Function("liquiditry", "uint128")]
+public class LiquidityFunction : FunctionMessage{
+
+}
\ No newline at end of file
diff --git a/Frontend/PoolV3Client.cs b/Frontend/PoolV3Client.cs
index 5d1cba4..af1e6a5 100644
--- a/Frontend/PoolV3Client.cs
+++ b/Frontend/PoolV3Client.cs
@@ -93,12 +93,16 @@ public class PoolV3Client
}
public async Task<decimal> GetPairRatio()
+ {
+ return (decimal)SqrtPriceX96ToPrice(await GetSqrtPriceX96());
+ }
+
+ public async Task<BigInteger> GetSqrtPriceX96()
{
var handler = _web3.Eth.GetContractQueryHandler<Slot0Funtion>();
var func = new Slot0Funtion();
var slot0Result = await handler.QueryDeserializingToObjectAsync<Slot0OutputDTO>(func, _pool.Address);
- var sqrtPriceX96 = slot0Result.SqrtPriceX96;
- return (decimal)SqrtPriceX96ToPrice(sqrtPriceX96);
+ return slot0Result.SqrtPriceX96;
}
public double SqrtPriceX96ToPrice(BigInteger sqrtPriceX96)
@@ -138,7 +142,7 @@ public class PoolV3Client
return _token1Address;
}
- public async Task<uint> getPoolFeeTier()
+ public async Task<uint> QueryPoolFee()
{
if (null == _poolFeeTier)
{
@@ -150,6 +154,12 @@ public class PoolV3Client
return (uint)_poolFeeTier;
}
+ public async Task<BigInteger> QueryLiquidity(){
+ var handler = _web3.Eth.GetContractQueryHandler<LiquidityFunction>();
+ var func = new LiquidityFunction();
+ return await handler.QueryAsync<BigInteger>(_pool.Address, func);
+ }
+
/*
this function should swap the tokens in the pool
@@ -181,7 +191,7 @@ public class PoolV3Client
{
TokenIn = fromTokenAddress,
TokenOut = toTokenAddress,
- Fee = await getPoolFeeTier(),
+ Fee = await QueryPoolFee(),
Recipient = _account.Address,
AmountIn = Web3.Convert.ToWei(amount),
AmountOutMinimum = Web3.Convert.ToWei(amountOutMinimum), // Set your minimum amount out
@@ -201,26 +211,30 @@ public class PoolV3Client
/// This function should swap the tokens in the pool to create a desired quote
/// </summary>
/// <param name="desiredQuote">the ration between token1/token0</param>
- /// <returns></returns>
+ /// <returns>Quote after the swap</returns>
public async Task<decimal> PerformSwapToCreatDesiredQuote(decimal desiredQuote)
{
- var currentQuote = await GetPairRatio();
- throw new NotImplementedException();
- var amount = 0.0M;
- if (currentQuote < desiredQuote)
- {
- // we sell some of token1 to buy token0
- amount = (desiredQuote - currentQuote) / desiredQuote;
- throw new NotImplementedException();
- await SwapAsync(Token1Address, Token0Address, amount);
- }
- else
- {
- amount = 1;
- throw new NotImplementedException();
- await SwapAsync(Token1Address, Token0Address, amount);
+ var sqrtPriceX96= await GetSqrtPriceX96();
+ var desiredSqrtPriceX96=PriceToSqrtPriceX96((double)desiredQuote);
+ string[] tokenAddresses=[Token0Address,Token1Address];
+ var fromTokenIndex=0;
+ var amount = 0.0;
+ var liquidity=await QueryLiquidity();
+ if(desiredSqrtPriceX96>sqrtPriceX96){ // we have to by token0 to increase demand and drive the price up
+ fromTokenIndex=1; // we want to swap from token1 to token0
+
+ // Taken from getNextSqrtPriceFromAmount1RoundingDown see https://github.com/Uniswap/v3-core/blob/main/contracts/libraries/SqrtPriceMath.sol
+ amount=(double)(liquidity*(desiredSqrtPriceX96-sqrtPriceX96));
+ }else{ // whe have to sell token0 to lower the price
+
+ // Taken from getNextSqrtPriceFromAmount0ReoundingUp see https://github.com/Uniswap/v3-core/blob/main/contracts/libraries/SqrtPriceMath.sol
+ amount=(double)(liquidity*(sqrtPriceX96-desiredSqrtPriceX96))/(double)(desiredSqrtPriceX96*sqrtPriceX96);
}
- throw new NotImplementedException();
+ amount *= 1+ (int)await QueryPoolFee()/1000.0; // add the fees
+
+ var receipt=await SwapAsync(tokenAddresses[fromTokenIndex],tokenAddresses[(fromTokenIndex+1)%2],Web3.Convert.FromWei(new BigInteger(amount)));
+
+ return await GetPairRatio();
}
}
\ No newline at end of file
--
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