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 feeConfig

Functions

constructor

constructor(address _pool) public public

NameTypeDescription

_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

NameTypeDescription

time

uint32

The time of the dataStorage initialization, via block.timestamp truncated to uint32

tick

int24

Initial tick

changeFeeConfiguration

function changeFeeConfiguration(struct AdaptiveFee.Configuration _feeConfig) external external

Changes fee configuration for the pool

NameTypeDescription

_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.

NameTypeDescription

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:

NameTypeDescription

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

NameTypeDescription

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:

NameTypeDescription

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

NameTypeDescription

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:

NameTypeDescription

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.

NameTypeDescription

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:

NameTypeDescription

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

NameTypeDescription

liquidity

uint128

The current in-range pool liquidity

amount0

int256

Total amount of swapped token0

amount1

int256

Total amount of swapped token1

Returns:

NameTypeDescription

volumePerLiquidity

uint128

gmean(volume/liquidity) capped by 100000 << 64

window

function window() external pure returns (uint32) pure external

Returns:

NameTypeDescription

[0]

uint32

getFee

function getFee(uint32 _time, int24 _tick, uint16 _index, uint128 _liquidity) external view returns (uint16 fee) view external

Calculates fee based on combination of sigmoids

NameTypeDescription

_time

uint32

_tick

int24

_index

uint16

_liquidity

uint128

Returns:

NameTypeDescription

fee

uint16

The fee in hundredths of a bip, i.e. 1e-6