DataStorageOperator
Modifiers
onlyPool
modifier onlyPool() internal
Variables
struct DataStorage.Timepoint[65536] timepoints
Returns data belonging to a certain timepoint
Developer note: There is more convenient function to fetch a timepoint: getTimepoints(). Which requires not an index but seconds
struct AdaptiveFee.Configuration feeConfigZto
struct AdaptiveFee.Configuration feeConfigOtz
Functions
constructor
constructor(address _pool) public public
| Name | Type | Description |
|---|---|---|
_pool | address |
initialize
function initialize(uint32 time, int24 tick) external external
Initialize the dataStorage array by writing the first slot. Called once for the lifecycle of the timepoints array
| Name | Type | Description |
|---|---|---|
time | uint32 | The time of the dataStorage initialization, via block.timestamp truncated to uint32 |
tick | int24 | Initial tick |
changeFeeConfiguration
function changeFeeConfiguration(bool zto, struct AdaptiveFee.Configuration _feeConfig) external external
Changes fee configuration for the pool
| Name | Type | Description |
|---|---|---|
zto | bool | |
_feeConfig | struct AdaptiveFee.Configuration |
getSingleTimepoint
function getSingleTimepoint(uint32 time, uint32 secondsAgo, int24 tick, uint16 index, uint128 liquidity) external view returns (int56 tickCumulative, uint160 secondsPerLiquidityCumulative, uint112 volatilityCumulative, uint256 volumePerAvgLiquidity) view external
Developer note: Reverts if an timepoint at or before the desired timepoint timestamp does not exist. 0 may be passed as `secondsAgo' to return the current cumulative values. If called with a timestamp falling between two timepoints, returns the counterfactual accumulator values at exactly the timestamp between the two timepoints.
| Name | Type | Description |
|---|---|---|
time | uint32 | The current block timestamp |
secondsAgo | uint32 | The amount of time to look back, in seconds, at which point to return an timepoint |
tick | int24 | The current tick |
index | uint16 | The index of the timepoint that was most recently written to the timepoints array |
liquidity | uint128 | The current in-range pool liquidity |
Returns:
| Name | Type | Description |
|---|---|---|
tickCumulative | int56 | The cumulative tick since the pool was first initialized, as of `secondsAgo` |
secondsPerLiquidityCumulative | uint160 | The cumulative seconds / max(1, liquidity) since the pool was first initialized, as of `secondsAgo` |
volatilityCumulative | uint112 | The cumulative volatility value since the pool was first initialized, as of `secondsAgo` |
volumePerAvgLiquidity | uint256 | The cumulative volume per liquidity value since the pool was first initialized, as of `secondsAgo` |
getTimepoints
function getTimepoints(uint32 time, uint32[] secondsAgos, int24 tick, uint16 index, uint128 liquidity) external view returns (int56[] tickCumulatives, uint160[] secondsPerLiquidityCumulatives, uint112[] volatilityCumulatives, uint256[] volumePerAvgLiquiditys) view external
Returns the accumulator values as of each time seconds ago from the given time in the array of `secondsAgos` Developer note: Reverts if `secondsAgos` > oldest timepoint
| Name | Type | Description |
|---|---|---|
time | uint32 | The current block.timestamp |
secondsAgos | uint32[] | Each amount of time to look back, in seconds, at which point to return an timepoint |
tick | int24 | The current tick |
index | uint16 | The index of the timepoint that was most recently written to the timepoints array |
liquidity | uint128 | The current in-range pool liquidity |
Returns:
| Name | Type | Description |
|---|---|---|
tickCumulatives | int56[] | The cumulative tick since the pool was first initialized, as of each `secondsAgo` |
secondsPerLiquidityCumulatives | uint160[] | The cumulative seconds / max(1, liquidity) since the pool was first initialized, as of each `secondsAgo` |
volatilityCumulatives | uint112[] | The cumulative volatility values since the pool was first initialized, as of each `secondsAgo` |
volumePerAvgLiquiditys | uint256[] | The cumulative volume per liquidity values since the pool was first initialized, as of each `secondsAgo` |
getAverages
function getAverages(uint32 time, int24 tick, uint16 index, uint128 liquidity) external view returns (uint112 TWVolatilityAverage, uint256 TWVolumePerLiqAverage) view external
Returns average volatility in the range from time-WINDOW to time
| Name | Type | Description |
|---|---|---|
time | uint32 | The current block.timestamp |
tick | int24 | The current tick |
index | uint16 | The index of the timepoint that was most recently written to the timepoints array |
liquidity | uint128 | The current in-range pool liquidity |
Returns:
| Name | Type | Description |
|---|---|---|
TWVolatilityAverage | uint112 | The average volatility in the recent range |
TWVolumePerLiqAverage | uint256 | The average volume per liquidity in the recent range |
write
function write(uint16 index, uint32 blockTimestamp, int24 tick, uint128 liquidity, uint128 volumePerLiquidity) external returns (uint16 indexUpdated) external
Writes an dataStorage timepoint to the array Developer note: Writable at most once per block. Index represents the most recently written element. index must be tracked externally.
| Name | Type | Description |
|---|---|---|
index | uint16 | The index of the timepoint that was most recently written to the timepoints array |
blockTimestamp | uint32 | The timestamp of the new timepoint |
tick | int24 | The active tick at the time of the new timepoint |
liquidity | uint128 | The total in-range liquidity at the time of the new timepoint |
volumePerLiquidity | uint128 | The gmean(volumes)/liquidity at the time of the new timepoint |
Returns:
| Name | Type | Description |
|---|---|---|
indexUpdated | uint16 | The new index of the most recently written element in the dataStorage array |
calculateVolumePerLiquidity
function calculateVolumePerLiquidity(uint128 liquidity, int256 amount0, int256 amount1) external pure returns (uint128 volumePerLiquidity) pure external
Calculates gmean(volume/liquidity) for block
| Name | Type | Description |
|---|---|---|
liquidity | uint128 | The current in-range pool liquidity |
amount0 | int256 | Total amount of swapped token0 |
amount1 | int256 | Total amount of swapped token1 |
Returns:
| Name | Type | Description |
|---|---|---|
volumePerLiquidity | uint128 | gmean(volume/liquidity) capped by 100000 << 64 |
window
function window() external pure returns (uint32) pure external
Returns:
| Name | Type | Description |
|---|---|---|
[0] | uint32 |
getFees
function getFees(uint32 _time, int24 _tick, uint16 _index, uint128 _liquidity) external view returns (uint16 feeZto, uint16 feeOtz) view external
Calculates fee based on combination of sigmoids
| Name | Type | Description |
|---|---|---|
_time | uint32 | |
_tick | int24 | |
_index | uint16 | |
_liquidity | uint128 |
Returns:
| Name | Type | Description |
|---|---|---|
feeZto | uint16 | The fee for ZtO swaps in hundredths of a bip, i.e. 1e-6 |
feeOtz | uint16 | The fee for OtZ swaps in hundredths of a bip, i.e. 1e-6 |