SqrtPriceMath
Git Source - Generated with forge doc
Contains the math that uses square root of price as a Q64.96 and liquidity to compute deltas
Functions
getNextSqrtPriceFromAmount0RoundingUp
Gets the next sqrt price given a delta of currency0
Always rounds up, because in the exact output case (increasing price) we need to move the price at least far enough to get the desired output amount, and in the exact input case (decreasing price) we need to move the price less in order to not send too much output. The most precise formula for this is liquidity sqrtPX96 / (liquidity +- amount sqrtPX96), if this is impossible because of overflow, we calculate liquidity / (liquidity / sqrtPX96 +- amount).
function getNextSqrtPriceFromAmount0RoundingUp(uint160 sqrtPX96, uint128 liquidity, uint256 amount, bool add)
internal
pure
returns (uint160);
Parameters
Name | Type | Description |
---|---|---|
sqrtPX96 | uint160 | The starting price, i.e. before accounting for the currency0 delta |
liquidity | uint128 | The amount of usable liquidity |
amount | uint256 | How much of currency0 to add or remove from virtual reserves |
add | bool | Whether to add or remove the amount of currency0 |
Returns
Name | Type | Description |
---|---|---|
<none> | uint160 | The price after adding or removing amount, depending on add |
getNextSqrtPriceFromAmount1RoundingDown
Gets the next sqrt price given a delta of currency1
Always rounds down, because in the exact output case (decreasing price) we need to move the price at least far enough to get the desired output amount, and in the exact input case (increasing price) we need to move the price less in order to not send too much output. The formula we compute is within <1 wei of the lossless version: sqrtPX96 +- amount / liquidity
function getNextSqrtPriceFromAmount1RoundingDown(uint160 sqrtPX96, uint128 liquidity, uint256 amount, bool add)
internal
pure
returns (uint160);
Parameters
Name | Type | Description |
---|---|---|
sqrtPX96 | uint160 | The starting price, i.e., before accounting for the currency1 delta |
liquidity | uint128 | The amount of usable liquidity |
amount | uint256 | How much of currency1 to add, or remove, from virtual reserves |
add | bool | Whether to add, or remove, the amount of currency1 |
Returns
Name | Type | Description |
---|---|---|
<none> | uint160 | The price after adding or removing amount |
getNextSqrtPriceFromInput
Gets the next sqrt price given an input amount of currency0 or currency1
Throws if price or liquidity are 0, or if the next price is out of bounds
function getNextSqrtPriceFromInput(uint160 sqrtPX96, uint128 liquidity, uint256 amountIn, bool zeroForOne)
internal
pure
returns (uint160);
Parameters
Name | Type | Description |
---|---|---|
sqrtPX96 | uint160 | The starting price, i.e., before accounting for the input amount |
liquidity | uint128 | The amount of usable liquidity |
amountIn | uint256 | How much of currency0, or currency1, is being swapped in |
zeroForOne | bool | Whether the amount in is currency0 or currency1 |
Returns
Name | Type | Description |
---|---|---|
<none> | uint160 | uint160 The price after adding the input amount to currency0 or currency1 |
getNextSqrtPriceFromOutput
Gets the next sqrt price given an output amount of currency0 or currency1
Throws if price or liquidity are 0 or the next price is out of bounds
function getNextSqrtPriceFromOutput(uint160 sqrtPX96, uint128 liquidity, uint256 amountOut, bool zeroForOne)
internal
pure
returns (uint160);
Parameters
Name | Type | Description |
---|---|---|
sqrtPX96 | uint160 | The starting price before accounting for the output amount |
liquidity | uint128 | The amount of usable liquidity |
amountOut | uint256 | How much of currency0, or currency1, is being swapped out |
zeroForOne | bool | Whether the amount out is currency1 or currency0 |
Returns
Name | Type | Description |
---|---|---|
<none> | uint160 | uint160 The price after removing the output amount of currency0 or currency1 |
getAmount0Delta
Gets the amount0 delta between two prices
Calculates liquidity / sqrt(lower) - liquidity / sqrt(upper), i.e. liquidity (sqrt(upper) - sqrt(lower)) / (sqrt(upper) sqrt(lower))
function getAmount0Delta(uint160 sqrtPriceAX96, uint160 sqrtPriceBX96, uint128 liquidity, bool roundUp)
internal
pure
returns (uint256);
Parameters
Name | Type | Description |
---|---|---|
sqrtPriceAX96 | uint160 | A sqrt price |
sqrtPriceBX96 | uint160 | Another sqrt price |
liquidity | uint128 | The amount of usable liquidity |
roundUp | bool | Whether to round the amount up or down |
Returns
Name | Type | Description |
---|---|---|
<none> | uint256 | uint256 Amount of currency0 required to cover a position of size liquidity between the two passed prices |
absDiff
Equivalent to: a >= b ? a - b : b - a
function absDiff(uint160 a, uint160 b) internal pure returns (uint256 res);
getAmount1Delta
Gets the amount1 delta between two prices
Calculates liquidity (sqrt(upper) - sqrt(lower))*
function getAmount1Delta(uint160 sqrtPriceAX96, uint160 sqrtPriceBX96, uint128 liquidity, bool roundUp)
internal
pure
returns (uint256 amount1);
Parameters
Name | Type | Description |
---|---|---|
sqrtPriceAX96 | uint160 | A sqrt price |
sqrtPriceBX96 | uint160 | Another sqrt price |
liquidity | uint128 | The amount of usable liquidity |
roundUp | bool | Whether to round the amount up, or down |
Returns
Name | Type | Description |
---|---|---|
amount1 | uint256 | Amount of currency1 required to cover a position of size liquidity between the two passed prices |
getAmount0Delta
Equivalent to:
amount1 = roundUp
? FullMath.mulDivRoundingUp(liquidity, sqrtPriceBX96 - sqrtPriceAX96, FixedPoint96.Q96)
: FullMath.mulDiv(liquidity, sqrtPriceBX96 - sqrtPriceAX96, FixedPoint96.Q96);
Cannot overflow because type(uint128).max * type(uint160).max >> 96 < (1 << 192)
.
Helper that gets signed currency0 delta
function getAmount0Delta(uint160 sqrtPriceAX96, uint160 sqrtPriceBX96, int128 liquidity)
internal
pure
returns (int256);
Parameters
Name | Type | Description |
---|---|---|
sqrtPriceAX96 | uint160 | A sqrt price |
sqrtPriceBX96 | uint160 | Another sqrt price |
liquidity | int128 | The change in liquidity for which to compute the amount0 delta |
Returns
Name | Type | Description |
---|---|---|
<none> | int256 | int256 Amount of currency0 corresponding to the passed liquidityDelta between the two prices |
getAmount1Delta
Helper that gets signed currency1 delta
function getAmount1Delta(uint160 sqrtPriceAX96, uint160 sqrtPriceBX96, int128 liquidity)
internal
pure
returns (int256);
Parameters
Name | Type | Description |
---|---|---|
sqrtPriceAX96 | uint160 | A sqrt price |
sqrtPriceBX96 | uint160 | Another sqrt price |
liquidity | int128 | The change in liquidity for which to compute the amount1 delta |
Returns
Name | Type | Description |
---|---|---|
<none> | int256 | int256 Amount of currency1 corresponding to the passed liquidityDelta between the two prices |
Errors
InvalidPriceOrLiquidity
error InvalidPriceOrLiquidity();
InvalidPrice
error InvalidPrice();
NotEnoughLiquidity
error NotEnoughLiquidity();
PriceOverflow
error PriceOverflow();