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