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UniswapV3Twap.sol
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UniswapV3Twap.sol
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// SPDX-License-Identifier: MIT
pragma solidity 0.8.24;
import {TickMath} from "../../../src/uniswap-v3/TickMath.sol";
import {FullMath} from "../../../src/uniswap-v3/FullMath.sol";
import {IUniswapV3Pool} from
"../../../src/interfaces/uniswap-v3/IUniswapV3Pool.sol";
contract UniswapV3Twap {
IUniswapV3Pool public immutable pool;
address public immutable token0;
address public immutable token1;
constructor(address _pool) {
pool = IUniswapV3Pool(_pool);
token0 = pool.token0();
token1 = pool.token1();
}
// Copied from
// https://github.com/Uniswap/v3-periphery/blob/0.8/contracts/libraries/OracleLibrary.sol
/// @notice Given a tick and a token amount, calculates the amount of token received in exchange
function getQuoteAtTick(
int24 tick,
uint128 baseAmount,
address baseToken,
address quoteToken
) internal pure returns (uint256 quoteAmount) {
uint160 sqrtRatioX96 = TickMath.getSqrtRatioAtTick(tick);
// Calculate quoteAmount with better precision if it doesn't overflow when multiplied by itself
if (sqrtRatioX96 <= type(uint128).max) {
uint256 ratioX192 = uint256(sqrtRatioX96) * sqrtRatioX96;
quoteAmount = baseToken < quoteToken
? FullMath.mulDiv(ratioX192, baseAmount, 1 << 192)
: FullMath.mulDiv(1 << 192, baseAmount, ratioX192);
} else {
uint256 ratioX128 =
FullMath.mulDiv(sqrtRatioX96, sqrtRatioX96, 1 << 64);
quoteAmount = baseToken < quoteToken
? FullMath.mulDiv(ratioX128, baseAmount, 1 << 128)
: FullMath.mulDiv(1 << 128, baseAmount, ratioX128);
}
}
function getTwapAmountOut(address tokenIn, uint128 amountIn, uint32 dt)
external
view
returns (uint256 amountOut)
{
// Task 1 - Require tokenIn is token0 or token1
// Task 2 - Assign tokenOut
address tokenOut;
// Task 3 - Fill out timeDeltas with dt and 0
uint32[] memory timeDeltas = new uint32[](2);
// Task 4 - Call pool.observe
// Task 5 - Calculate tickCumulativeDelta
int56 tickCumulativeDelta;
// Task 6 - Calculate average tick
int24 tick;
// Always round to negative infinity
if (
tickCumulativeDelta < 0
&& (tickCumulativeDelta % int56(uint56(dt)) != 0)
) {
tick--;
}
// Task 7 - Call getQuoteAtTick
}
}