pool合约负责池子的所有操作：
function mint(
address recipient,
int24 tickLower,
int24 tickUpper,
uint128 amount,
bytes calldata data
) external override lock returns (uint256 amount0, uint256 amount1) {
function collect(
address recipient,
int24 tickLower,
int24 tickUpper,
uint128 amount0Requested,
uint128 amount1Requested
) external override lock returns (uint128 amount0, uint128 amount1)
function burn(
int24 tickLower,
int24 tickUpper,
uint128 amount
) external override lock returns (uint256 amount0, uint256 amount1)
function swap(
address recipient,
bool zeroForOne,
int256 amountSpecified,
uint160 sqrtPriceLimitX96,
bytes calldata data
) external override noDelegateCall returns (int256 amount0, int256 amount1)
function flash(
address recipient,
uint256 amount0,
uint256 amount1,
bytes calldata data
) external override lock noDelegateCall
相关合约地址
/// @inheritdoc IUniswapV3PoolImmutables
address public immutable override factory;
/// @inheritdoc IUniswapV3PoolImmutables
address public immutable override token0;
/// @inheritdoc IUniswapV3PoolImmutables
address public immutable override token1;费率
/// @inheritdoc IUniswapV3PoolImmutables
uint24 public immutable override fee;用于计算费率的tick计算间隔
尽管tick已经是一个个离散的价格点，但依旧很密集，所以引入了tickSpacing概念，使得计算时节省gas
对于价格波动较小的交易池，我们希望 tickSpacing 更小，这样价格可选值更多，同时也希望费率更低。反之波动大的交易对，可以让 tickSpacing 更大，这样更节约 gas，但是我们希望它的费率更高。
/// @inheritdoc IUniswapV3PoolImmutables
int24 public immutable override tickSpacing;每个tick上能承载的最大流动性
/// @inheritdoc IUniswapV3PoolImmutables
uint128 public immutable override maxLiquidityPerTick;相关代码
交易相关的全局状态，存于 storage slot 插槽中
- Pool合约的全局状态 (public state) 在slot0之前定义的都是
immutable类型变量，不会占用slot插槽，该结构体存储位置是storage slot的第一个插槽，因而命名为slot0 storage slot每个插槽有32个字节（256位），内部数据会被紧凑型打包，如果超出会进入第二个插槽；这里打包的数据加起来255位，可以比较合理的利用存储空间，节省访问的gas开销（不用访问多个插槽）
struct Slot0 {
// the current price
// 当前的交易价格 √P sqrt(token1/token0) Q64.96
uint160 sqrtPriceX96;
// the current tick
// 当前价格对应的tick index
int24 tick;
// the most-recently updated index of the observations array
// 最近更新的预言机数据的索引值
uint16 observationIndex;
// the current maximum number of observations that are being stored
// oracle 当前能存储的最大数量（数据的个数）
uint16 observationCardinality;
// the next maximum number of observations to store, triggered in observations.write
// Oracle 下次将要写入数据位置的索引值
uint16 observationCardinalityNext;
// the current protocol fee as a percentage of the swap fee taken on withdrawal
// represented as an integer denominator (1/x)%
// 当前的协议费率 uint8类型 前4位代表 x 换成 y 的费率 后4位反之
// 协议费率的 x 为计算费率的时候的分母
// 即 protocolFee = fee * (1/x)%
// x = 0 或 4 <= x <= 10 的整数
uint8 feeProtocol;
// whether the pool is locked
// 防止重入攻击的互斥锁
bool unlocked;
}
/// @inheritdoc IUniswapV3PoolState
Slot0 public override slot0;相关代码
补充
Pool当前收取的手续费（token0）
/// @inheritdoc IUniswapV3PoolState
uint256 public override feeGrowthGlobal0X128;Pool当前收取的手续费（token1）
/// @inheritdoc IUniswapV3PoolState
uint256 public override feeGrowthGlobal1X128;协议费（暂未启用）
// accumulated protocol fees in token0/token1 units
struct ProtocolFees {
uint128 token0;
uint128 token1;
}
/// @inheritdoc IUniswapV3PoolState
ProtocolFees public override protocolFees;Pool当前的可用的流动性（当前激活的position流动性总和）（公式中的L， L^2 = K)
/// @inheritdoc IUniswapV3PoolState
uint128 public override liquidity;/// @inheritdoc IUniswapV3PoolState
mapping(int24 => Tick.Info) public override ticks;相关代码
一个bitmap对应256个ticks, 所以这里mapping定义的时候用的是int16, ticks的mapping定义用的是int24, 因为2^16 * 256 = 2^24
/// @inheritdoc IUniswapV3PoolState
mapping(int16 => uint256) public override tickBitmap;position列表
position是用户的流动性头寸
/// @inheritdoc IUniswapV3PoolState
mapping(bytes32 => Position.Info) public override positions;相关代码
/// @inheritdoc IUniswapV3PoolState
Oracle.Observation[65535] public override observations;相关代码
用户position的数据结构
// info stored for each user's position
struct Info {
// the amount of liquidity owned by this position
uint128 liquidity;
// fee growth per unit of liquidity as of the last update to liquidity or fees owed
uint256 feeGrowthInside0LastX128;
uint256 feeGrowthInside1LastX128;
// the fees owed to the position owner in token0/token1
uint128 tokensOwed0;
uint128 tokensOwed1;
}用于swap函数的分步交易状态缓存
struct StepComputations {
// the price at the beginning of the step
// 当前步的起始价格
uint160 sqrtPriceStartX96;
// the next tick to swap to from the current tick in the swap direction
// 目标价格的tickindex
int24 tickNext;
// whether tickNext is initialized or not
// tickNext 是否已初始化 （已有流动性）
bool initialized;
// sqrt(price) for the next tick (1/0)
// 目标价格(根号)
uint160 sqrtPriceNextX96;
// how much is being swapped in this step
// 当前步交易了多少输入token
uint256 amountIn;
// how much is being swapped out
// 当前步交易了多少输出token
uint256 amountOut;
// how much fee is being paid in
// 当前步收取的手续费数量
uint256 feeAmount;
}Pool构造函数，由Factory合约调用 Factory合约部署Pool时会存储相关参数到storage
constructor() {
int24 _tickSpacing;
// 从storage中取出初始化参数
(factory, token0, token1, fee, _tickSpacing) = IUniswapV3PoolDeployer(msg.sender).parameters();
tickSpacing = _tickSpacing;
maxLiquidityPerTick = Tick.tickSpacingToMaxLiquidityPerTick(_tickSpacing);
}相关代码
对交易对进行初始化，初始化的作用就是给交易对设置一个初始的价格
/// @inheritdoc IUniswapV3PoolActions
/// @dev not locked because it initializes unlocked
/// slot0.unlocked 当前为false，需要将其设为true，解除锁定
function initialize(uint160 sqrtPriceX96) external override {
// 初始价格不能为0
require(slot0.sqrtPriceX96 == 0, 'AI');
// 通过√P获取tickindex
int24 tick = TickMath.getTickAtSqrtRatio(sqrtPriceX96);
// 初始化oracle
(uint16 cardinality, uint16 cardinalityNext) = observations.initialize(_blockTimestamp());
// 初始化slot0
slot0 = Slot0({
sqrtPriceX96: sqrtPriceX96,
tick: tick,
observationIndex: 0,
observationCardinality: cardinality,
observationCardinalityNext: cardinalityNext,
feeProtocol: 0,
unlocked: true
});
emit Initialize(sqrtPriceX96, tick);
}相关代码
修改用户的position状态，调用manager的mint回调函数，进行token的转帐操作
/// @inheritdoc IUniswapV3PoolActions
/// @dev noDelegateCall is applied indirectly via _modifyPosition
/// _modifyPosition 具有 noDelegateCall 修饰符，所以这里也有同样的限制
function mint(
address recipient,
int24 tickLower,
int24 tickUpper,
uint128 amount,
bytes calldata data
) external override lock returns (uint256 amount0, uint256 amount1) {
require(amount > 0);
(, int256 amount0Int, int256 amount1Int) =
_modifyPosition(
ModifyPositionParams({
owner: recipient,
tickLower: tickLower,
tickUpper: tickUpper,
liquidityDelta: int256(amount).toInt128()
})
);
amount0 = uint256(amount0Int);
amount1 = uint256(amount1Int);
uint256 balance0Before;
uint256 balance1Before;
// 获取当前池中的 x token, y token 余额
if (amount0 > 0) balance0Before = balance0();
if (amount1 > 0) balance1Before = balance1();
// 将需要的 x token 和 y token 数量传给回调函数，这里预期回调函数会将指定数量的 token 发送到合约中
IUniswapV3MintCallback(msg.sender).uniswapV3MintCallback(amount0, amount1, data);
// 回调完成后，检查发送至合约的 token 是否复合预期，如果不满足检查则回滚交易
if (amount0 > 0) require(balance0Before.add(amount0) <= balance0(), 'M0');
if (amount1 > 0) require(balance1Before.add(amount1) <= balance1(), 'M1');
emit Mint(msg.sender, recipient, tickLower, tickUpper, amount, amount0, amount1);
}相关代码
- modifier lock
- IUniswapV3MintCallback.uniswapV3MintCallback
- Pool._modifyPosition
- Pool._updatePosition
修改position状态
/// @dev Effect some changes to a position
/// 对position做一些更改
/// @param params the position details and the change to the position's liquidity to effect
/// 修改position状态的参数
/// @return position a storage pointer referencing the position with the given owner and tick range
/// 返回一个指向position的指针，该指针储存在storage中
/// position包含了拥有者，做市价格范围的信息
/// @return amount0 the amount of token0 owed to the pool, negative if the pool should pay the recipient
/// 返回token0的数量，如果需要支付给接受者，则为负值
/// @return amount1 the amount of token1 owed to the pool, negative if the pool should pay the recipient
/// 返回token1的数量，如果需要支付给接受者，则为负值
/// noDelegateCall 禁止delegateCall方法调用
function _modifyPosition(ModifyPositionParams memory params)
private
noDelegateCall
returns (
Position.Info storage position,
int256 amount0,
int256 amount1
)
{
// 检查入参中的tickindex
// tickLower < tickUpper
// 两个tickindex不能超出最大和最小值
checkTicks(params.tickLower, params.tickUpper);
// 缓存slot0插槽数据
// 这里是做gas优化，下面需要多次调用slot0中的数据
// 从storage中提取到memory中读取可以节省gas
Slot0 memory _slot0 = slot0; // SLOAD for gas optimization
// 更新position状态
position = _updatePosition(
params.owner,
params.tickLower,
params.tickUpper,
params.liquidityDelta,
_slot0.tick
);
// 当流动性有变化
if (params.liquidityDelta != 0) {
// 当前价格 < 价格下限
if (_slot0.tick < params.tickLower) {
// current tick is below the passed range; liquidity can only become in range by crossing from left to
// right, when we'll need _more_ token0 (it's becoming more valuable) so user must provide it
// 当前价格 < 价格下限 添加流动性只能单独添加token0
amount0 = SqrtPriceMath.getAmount0Delta(
TickMath.getSqrtRatioAtTick(params.tickLower),
TickMath.getSqrtRatioAtTick(params.tickUpper),
params.liquidityDelta
);
} else if (_slot0.tick < params.tickUpper) {
// current tick is inside the passed range
// 当前价格 介于 价格上限和下限之间
// 这里只判断了 当前价格 < 上限 的情况，因为上一个if语句已经排除了比下限小的情况
// 缓存流动性数量
uint128 liquidityBefore = liquidity; // SLOAD for gas optimization
// write an oracle entry
// 向Oracle写入数据
(slot0.observationIndex, slot0.observationCardinality) = observations.write(
_slot0.observationIndex,
_blockTimestamp(),
_slot0.tick,
liquidityBefore,
_slot0.observationCardinality,
_slot0.observationCardinalityNext
);
// 计算token0和token1分别需要多少数量
amount0 = SqrtPriceMath.getAmount0Delta(
_slot0.sqrtPriceX96,
TickMath.getSqrtRatioAtTick(params.tickUpper),
params.liquidityDelta
);
amount1 = SqrtPriceMath.getAmount1Delta(
TickMath.getSqrtRatioAtTick(params.tickLower),
_slot0.sqrtPriceX96,
params.liquidityDelta
);
// 更新Pool的总流动性
// 当价格在价格区间中添加流动性才会更新Pool的liquidity总量，在区间外不会更新
liquidity = LiquidityMath.addDelta(liquidityBefore, params.liquidityDelta);
} else {
// current tick is above the passed range; liquidity can only become in range by crossing from right to
// left, when we'll need _more_ token1 (it's becoming more valuable) so user must provide it
// 当前价格 > 价格上限 添加流动性只能单独添加token1
amount1 = SqrtPriceMath.getAmount1Delta(
TickMath.getSqrtRatioAtTick(params.tickLower),
TickMath.getSqrtRatioAtTick(params.tickUpper),
params.liquidityDelta
);
}
}
}相关代码
补充
/// @dev Gets and updates a position with the given liquidity delta
/// @param owner the owner of the position
/// @param tickLower the lower tick of the position's tick range
/// @param tickUpper the upper tick of the position's tick range
/// @param tick the current tick, passed to avoid sloads
function _updatePosition(
address owner,
int24 tickLower,
int24 tickUpper,
int128 liquidityDelta,
int24 tick
) private returns (Position.Info storage position) {
// 获取用户的position （流动性头寸）
position = positions.get(owner, tickLower, tickUpper);
// 缓存token0和token1的手续费（Pool的总手续费，所有position的总和）
uint256 _feeGrowthGlobal0X128 = feeGrowthGlobal0X128; // SLOAD for gas optimization
uint256 _feeGrowthGlobal1X128 = feeGrowthGlobal1X128; // SLOAD for gas optimization
// if we need to update the ticks, do it
// 若有必要，更新ticks数据
// flippedLower/upper 表示该tick更新后，激活状态是否改变
bool flippedLower;
bool flippedUpper;
// 如果流动性数量有变化 更新tick数据
if (liquidityDelta != 0) {
uint32 time = _blockTimestamp();
// 更新Oracle数据
(int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128) =
observations.observeSingle(
time,
0,
slot0.tick,
slot0.observationIndex,
liquidity,
slot0.observationCardinality
);
// 更新tick数据，返回flipped 作为价格下限更新
flippedLower = ticks.update(
tickLower,
tick,
liquidityDelta,
_feeGrowthGlobal0X128,
_feeGrowthGlobal1X128,
secondsPerLiquidityCumulativeX128,
tickCumulative,
time,
false,
maxLiquidityPerTick
);
// 更新tick数据，返回flipped 作为价格上限更新
flippedUpper = ticks.update(
tickUpper,
tick,
liquidityDelta,
_feeGrowthGlobal0X128,
_feeGrowthGlobal1X128,
secondsPerLiquidityCumulativeX128,
tickCumulative,
time,
true,
maxLiquidityPerTick
);
// 如果该 tick 第一次被引用，或者移除了所有引用（flipped）
// 更新tick位图
if (flippedLower) {
tickBitmap.flipTick(tickLower, tickSpacing);
}
if (flippedUpper) {
tickBitmap.flipTick(tickUpper, tickSpacing);
}
}
// 计算token0和token1的feeInside 即 position应得的手续费
(uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128) =
ticks.getFeeGrowthInside(tickLower, tickUpper, tick, _feeGrowthGlobal0X128, _feeGrowthGlobal1X128);
// 更新position状态 流动性 手续费
position.update(liquidityDelta, feeGrowthInside0X128, feeGrowthInside1X128);
// clear any tick data that is no longer needed
// 如果流动性变化量 < 0 清除tick数据
if (liquidityDelta < 0) {
if (flippedLower) {
ticks.clear(tickLower);
}
if (flippedUpper) {
ticks.clear(tickUpper);
}
}
}相关代码
移除(position的)流动性
注意burn()只是移除流动性，转为token，并未将token发送回给用户
/// @inheritdoc IUniswapV3PoolActions
/// @dev noDelegateCall is applied indirectly via _modifyPosition
/// 由于_modifyPosition 使用了 noDelegateCall 修饰符，所以这里也有同样的限制
function burn(
int24 tickLower,
int24 tickUpper,
uint128 amount
) external override lock returns (uint256 amount0, uint256 amount1) {
// 函数入参amount >= 0 传入 _modifyPosition 需要加负号
(Position.Info storage position, int256 amount0Int, int256 amount1Int) =
_modifyPosition(
ModifyPositionParams({
owner: msg.sender,
tickLower: tickLower,
tickUpper: tickUpper,
liquidityDelta: -int256(amount).toInt128()
})
);
// amount0Int < 0 此处需要反号
amount0 = uint256(-amount0Int);
amount1 = uint256(-amount1Int);
// 在用户position上记录增加token数量
// 注意burn只是移除流动性，转为token，并未将token发送回给用户
if (amount0 > 0 || amount1 > 0) {
(position.tokensOwed0, position.tokensOwed1) = (
position.tokensOwed0 + uint128(amount0),
position.tokensOwed1 + uint128(amount1)
);
}
emit Burn(msg.sender, tickLower, tickUpper, amount, amount0, amount1);
}相关函数
回收position中的手续费，并转给接收者
/// @inheritdoc IUniswapV3PoolActions
function collect(
address recipient,
int24 tickLower,
int24 tickUpper,
uint128 amount0Requested, // 期望回收的手续费数量
uint128 amount1Requested
) external override lock returns (uint128 amount0, uint128 amount1) {
// we don't need to checkTicks here, because invalid positions will never have non-zero tokensOwed{0,1}
// 这里不需要做tick检查 因为非法的position是不可能拥有tokenOwned
Position.Info storage position = positions.get(msg.sender, tickLower, tickUpper);
// 当position tokensOwed余额 < 期望数值 取出 余额
amount0 = amount0Requested > position.tokensOwed0 ? position.tokensOwed0 : amount0Requested;
amount1 = amount1Requested > position.tokensOwed1 ? position.tokensOwed1 : amount1Requested;
if (amount0 > 0) {
position.tokensOwed0 -= amount0;
TransferHelper.safeTransfer(token0, recipient, amount0);
}
if (amount1 > 0) {
position.tokensOwed1 -= amount1;
TransferHelper.safeTransfer(token1, recipient, amount1);
}
emit Collect(msg.sender, recipient, tickLower, tickUpper, amount0, amount1);
}相关代码
交易函数
- 因为swap函数在计算完实际的交易数量之后，Pool会先将输出函数转给接收者，然后由调用者实现的回调函数中，将输入token转给Pool
- 由于回调函数是由调用者实现，所以实际上每次交易都是一次闪电贷，因为接收者会先接受输出token，然后再支付输入token，而这期间输出token是可以直接使用的
- 即 接收者先借出
tokenOut最后归还tokenIn， 实现了借出和归还不同币种的闪电贷
/// @inheritdoc IUniswapV3PoolActions
function swap(
address recipient, // 交易输出token的接收者
bool zeroForOne, // 交易方向
int256 amountSpecified, // 输入的token数量
uint160 sqrtPriceLimitX96, // 交易的价格限制（超出即停止交易）
bytes calldata data // 回调函数的入参数据
) external override noDelegateCall returns (int256 amount0, int256 amount1) {
require(amountSpecified != 0, 'AS');
// 优化gas消耗 将storage中的slot0缓存入memory，对memory的读写比storage便宜
Slot0 memory slot0Start = slot0;
// 防止重入攻击
require(slot0Start.unlocked, 'LOK');
// zeroForOne 代表了交易方向 true 输入x输出y, false 输入y输出x
require(
zeroForOne
? sqrtPriceLimitX96 < slot0Start.sqrtPriceX96 && sqrtPriceLimitX96 > TickMath.MIN_SQRT_RATIO
: sqrtPriceLimitX96 > slot0Start.sqrtPriceX96 && sqrtPriceLimitX96 < TickMath.MAX_SQRT_RATIO,
'SPL'
);
// 作用和 modifier lock 一样
// 1. 这里的 slot0.unlocked 是修改的storage
// 2. 这里不直接使用modifier lock，因为上一个断言可能不通过
// 如果使用modifier lock 会先执行storage的状态修改，造成不必要的gas消耗
slot0.unlocked = false;
// 缓存交易相关的全局状态
SwapCache memory cache =
SwapCache({
// 当前Pool可用的总流动性
liquidityStart: liquidity,
blockTimestamp: _blockTimestamp(),
// 协议手续费率的存储结构是 由 4 位 反方向的费率数值 + 4 位正方向的费率数值组成
// 即 0000 + 0000 共8位的结构，参见 slot0.feeProtocol
feeProtocol: zeroForOne ? (slot0Start.feeProtocol % 16) : (slot0Start.feeProtocol >> 4),
// t / max(1,liquidity) 的加权累计值
secondsPerLiquidityCumulativeX128: 0,
// t * tickIndex 的加权累计值
tickCumulative: 0,
// 是否获取过最新的Oracle数据 只获取一次
computedLatestObservation: false
});
// exactInput还是exactOutinput
bool exactInput = amountSpecified > 0;
// 缓存分步执行交易的状态
SwapState memory state =
SwapState({
// 输入的token数量
amountSpecifiedRemaining: amountSpecified,
// 已计算交易的输入数量
amountCalculated: 0,
// 当前交易价格
sqrtPriceX96: slot0Start.sqrtPriceX96,
// 当前tickindex
tick: slot0Start.tick,
// 全局费feeGrowth 手续费从输入的token中扣除
feeGrowthGlobalX128: zeroForOne ? feeGrowthGlobal0X128 : feeGrowthGlobal1X128,
// 协议费率
protocolFee: 0,
// 当前可用的流动性（当前处于激活状态的position总和）
liquidity: cache.liquidityStart
});
// continue swapping as long as we haven't used the entire input/output and haven't reached the price limit
// 不断的分步执行交易直到输入token耗尽或达到了价格限制
while (state.amountSpecifiedRemaining != 0 && state.sqrtPriceX96 != sqrtPriceLimitX96) {
StepComputations memory step;
// 该步的起始价格
step.sqrtPriceStartX96 = state.sqrtPriceX96;
// 在bitmap的当前word上寻找下一个已初始化的tick
// 若当前word没有已初始化的tick 返回word的边界
(step.tickNext, step.initialized) = tickBitmap.nextInitializedTickWithinOneWord(
state.tick,
tickSpacing,
zeroForOne
);
// ensure that we do not overshoot the min/max tick, as the tick bitmap is not aware of these bounds
// 确认我们没有超出最大/最小的tickindex,因为已经超出了bitmap的边界
if (step.tickNext < TickMath.MIN_TICK) {
step.tickNext = TickMath.MIN_TICK;
} else if (step.tickNext > TickMath.MAX_TICK) {
step.tickNext = TickMath.MAX_TICK;
}
// get the price for the next tick
// 通过tickNext获取下一个价格点
step.sqrtPriceNextX96 = TickMath.getSqrtRatioAtTick(step.tickNext);
// compute values to swap to the target tick, price limit, or point where input/output amount is exhausted
// 具体计算该步交易的函数，返回交易后的价格，消耗的输入token，和交换出的输出token
(state.sqrtPriceX96, step.amountIn, step.amountOut, step.feeAmount) = SwapMath.computeSwapStep(
state.sqrtPriceX96,
(zeroForOne ? step.sqrtPriceNextX96 < sqrtPriceLimitX96 : step.sqrtPriceNextX96 > sqrtPriceLimitX96)
? sqrtPriceLimitX96
: step.sqrtPriceNextX96,
state.liquidity,
state.amountSpecifiedRemaining,
fee
);
// 将输入输出累计到交易状态缓存
if (exactInput) {
state.amountSpecifiedRemaining -= (step.amountIn + step.feeAmount).toInt256();
state.amountCalculated = state.amountCalculated.sub(step.amountOut.toInt256());
} else {
state.amountSpecifiedRemaining += step.amountOut.toInt256();
state.amountCalculated = state.amountCalculated.add((step.amountIn + step.feeAmount).toInt256());
}
// if the protocol fee is on, calculate how much is owed, decrement feeAmount, and increment protocolFee
// 若开启了协议费，从手续费中分出协议费用
if (cache.feeProtocol > 0) {
uint256 delta = step.feeAmount / cache.feeProtocol;
step.feeAmount -= delta;
state.protocolFee += uint128(delta);
}
// update global fee tracker
// 更新全局手续费的计算值 即每单流动性手续费的总和 (feeGrowth * 整体流动性 = 所有的手续费)
if (state.liquidity > 0)
state.feeGrowthGlobalX128 += FullMath.mulDiv(step.feeAmount, FixedPoint128.Q128, state.liquidity);
// shift tick if we reached the next price
// 当交易价格触及下一个tick 需要将目标价格移动
if (state.sqrtPriceX96 == step.sqrtPriceNextX96) {
// if the tick is initialized, run the tick transition
// 如果当前目标价格已初始化 需要更新tick上的数据
if (step.initialized) {
// check for the placeholder value, which we replace with the actual value the first time the swap
// 检查本次交易是否更新过Oracle数据 没有则在第一次分步交易时更新
// crosses an initialized tick
// 这里价格跨过了一个已初始化的tick(有流动性)
if (!cache.computedLatestObservation) {
// 读取Oracle最近的一次数据
(cache.tickCumulative, cache.secondsPerLiquidityCumulativeX128) = observations.observeSingle(
cache.blockTimestamp,
0,
slot0Start.tick,
slot0Start.observationIndex,
cache.liquidityStart,
slot0Start.observationCardinality
);
// 将缓存状态改为已加载Oracle数据
cache.computedLatestObservation = true;
}
// 价格穿过tick，更新tick数据，得到tick上的流动性净值
// (用于价格变化时，计算当前已激活的总流动性)
int128 liquidityNet =
ticks.cross(
step.tickNext,
(zeroForOne ? state.feeGrowthGlobalX128 : feeGrowthGlobal0X128),
(zeroForOne ? feeGrowthGlobal1X128 : state.feeGrowthGlobalX128),
cache.secondsPerLiquidityCumulativeX128,
cache.tickCumulative,
cache.blockTimestamp
);
// if we're moving leftward, we interpret liquidityNet as the opposite sign
// 如果价格向左移动（变小），需要反号
// safe because liquidityNet cannot be type(int128).min
if (zeroForOne) liquidityNet = -liquidityNet;
// 当前激活的总流动性 + 流动性净值 (即为更新后的总流动性)
state.liquidity = LiquidityMath.addDelta(state.liquidity, liquidityNet);
}
// 更新 tick 的值，使得下一次循环时让 tickBitmap 进入下一个 word 中查询
// 这里zeroForOne为false时没有+1是因为向右寻找时会+1
// 具体可参考 nextInitializedTickWithinOneWord 的代码
state.tick = zeroForOne ? step.tickNext - 1 : step.tickNext;
} else if (state.sqrtPriceX96 != step.sqrtPriceStartX96) {
// recompute unless we're on a lower tick boundary (i.e. already transitioned ticks), and haven't moved
// 价格没有越过目标tick 需要重新通过价格计算tick的索引值
state.tick = TickMath.getTickAtSqrtRatio(state.sqrtPriceX96);
}
}
// update tick and write an oracle entry if the tick change
// 如果分步交易循环完成之后 tick index发生变化，需要向Oracle写入新数据
if (state.tick != slot0Start.tick) {
(uint16 observationIndex, uint16 observationCardinality) =
observations.write(
slot0Start.observationIndex,
cache.blockTimestamp,
slot0Start.tick,
cache.liquidityStart,
slot0Start.observationCardinality,
slot0Start.observationCardinalityNext
);
(slot0.sqrtPriceX96, slot0.tick, slot0.observationIndex, slot0.observationCardinality) = (
state.sqrtPriceX96,
state.tick,
observationIndex,
observationCardinality
);
} else {
// otherwise just update the price
// 否则只更新slot0的价格(此时交易在bitmap的同一个word内完成)
slot0.sqrtPriceX96 = state.sqrtPriceX96;
}
// update liquidity if it changed
// 更新当前激活状态的所有流动性
if (cache.liquidityStart != state.liquidity) liquidity = state.liquidity;
// update fee growth global and, if necessary, protocol fees
// 更新全局的交易手续费 若有必要 更新协议手续费
// overflow is acceptable, protocol has to withdraw before it hits type(uint128).max fees
// 溢出是可以接受的，协议手续费必须在达到 type(uint128).max 之前取出
if (zeroForOne) {
feeGrowthGlobal0X128 = state.feeGrowthGlobalX128;
if (state.protocolFee > 0) protocolFees.token0 += state.protocolFee;
} else {
feeGrowthGlobal1X128 = state.feeGrowthGlobalX128;
if (state.protocolFee > 0) protocolFees.token1 += state.protocolFee;
}
// 返回交易实际的输入和输出数量
(amount0, amount1) = zeroForOne == exactInput
? (amountSpecified - state.amountSpecifiedRemaining, state.amountCalculated)
: (state.amountCalculated, amountSpecified - state.amountSpecifiedRemaining);
// do the transfers and collect payment
// 将交易输出转给接收者
if (zeroForOne) {
if (amount1 < 0) TransferHelper.safeTransfer(token1, recipient, uint256(-amount1));
uint256 balance0Before = balance0();
// 调用回调函数 回调函数需要将输入token转给Pool
IUniswapV3SwapCallback(msg.sender).uniswapV3SwapCallback(amount0, amount1, data);
// 检查输入token转入数量
require(balance0Before.add(uint256(amount0)) <= balance0(), 'IIA');
} else {
if (amount0 < 0) TransferHelper.safeTransfer(token0, recipient, uint256(-amount0));
uint256 balance1Before = balance1();
IUniswapV3SwapCallback(msg.sender).uniswapV3SwapCallback(amount0, amount1, data);
require(balance1Before.add(uint256(amount1)) <= balance1(), 'IIA');
}
emit Swap(msg.sender, recipient, amount0, amount1, state.sqrtPriceX96, state.liquidity, state.tick);
slot0.unlocked = true;
}相关代码
- modifier lock
- state slot0
- struct StepComputations
- tickBitMap.nextInitializedTickWithinOneWord
- Pool.computeSwapStep
- observations.observeSingle
- observations.write
检查tickindex是否非法（不能超过上下限）
/// @dev Common checks for valid tick inputs.
function checkTicks(int24 tickLower, int24 tickUpper) private pure {
require(tickLower < tickUpper, 'TLU');
require(tickLower >= TickMath.MIN_TICK, 'TLM');
require(tickUpper <= TickMath.MAX_TICK, 'TUM');
}用于swap函数的分步交易，计算具体的输入输出数量以及交易后的价格
/// @notice Computes the result of swapping some amount in, or amount out, given the parameters of the swap
/// @dev The fee, plus the amount in, will never exceed the amount remaining if the swap's `amountSpecified` is positive
/// @param sqrtRatioCurrentX96 The current sqrt price of the pool
/// @param sqrtRatioTargetX96 The price that cannot be exceeded, from which the direction of the swap is inferred
/// @param liquidity The usable liquidity
/// @param amountRemaining How much input or output amount is remaining to be swapped in/out
/// @param feePips The fee taken from the input amount, expressed in hundredths of a bip
/// @return sqrtRatioNextX96 The price after swapping the amount in/out, not to exceed the price target
/// @return amountIn The amount to be swapped in, of either token0 or token1, based on the direction of the swap
/// @return amountOut The amount to be received, of either token0 or token1, based on the direction of the swap
/// @return feeAmount The amount of input that will be taken as a fee
function computeSwapStep(
uint160 sqrtRatioCurrentX96,
uint160 sqrtRatioTargetX96,
uint128 liquidity,
int256 amountRemaining,
uint24 feePips
)
internal
pure
returns (
uint160 sqrtRatioNextX96,
uint256 amountIn,
uint256 amountOut,
uint256 feeAmount
)
{
bool zeroForOne = sqrtRatioCurrentX96 >= sqrtRatioTargetX96;
bool exactIn = amountRemaining >= 0;
if (exactIn) {
// 刨除手续费之后的输入数量 (以1e6为100%, feePips是费率)
uint256 amountRemainingLessFee = FullMath.mulDiv(uint256(amountRemaining), 1e6 - feePips, 1e6);
// 通过deltaPrice（当前价格到目标价格的差）和流动性L计算deltaX
amountIn = zeroForOne
? SqrtPriceMath.getAmount0Delta(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, true)
: SqrtPriceMath.getAmount1Delta(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, true);
// 如果刨除手续费之后的输入 >= 计算得出能够交换的数量 (输入仍未被耗尽)
// 下个价格点即为目标价格
if (amountRemainingLessFee >= amountIn) sqrtRatioNextX96 = sqrtRatioTargetX96;
else
// 如果输出被耗尽，需要重新计算交易停止的价格点
sqrtRatioNextX96 = SqrtPriceMath.getNextSqrtPriceFromInput(
sqrtRatioCurrentX96,
liquidity,
amountRemainingLessFee,
zeroForOne
);
} else {
// exactOut 的情况类似
amountOut = zeroForOne
? SqrtPriceMath.getAmount1Delta(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, false)
: SqrtPriceMath.getAmount0Delta(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, false);
if (uint256(-amountRemaining) >= amountOut) sqrtRatioNextX96 = sqrtRatioTargetX96;
else
sqrtRatioNextX96 = SqrtPriceMath.getNextSqrtPriceFromOutput(
sqrtRatioCurrentX96,
liquidity,
uint256(-amountRemaining),
zeroForOne
);
}
// max 交易后的价格是否达到了下一个tick对应的价格
// 即判断交易价格是否越过了tickNext
bool max = sqrtRatioTargetX96 == sqrtRatioNextX96;
// get the input/output amounts
if (zeroForOne) {
amountIn = max && exactIn
? amountIn
: SqrtPriceMath.getAmount0Delta(sqrtRatioNextX96, sqrtRatioCurrentX96, liquidity, true);
amountOut = max && !exactIn
? amountOut
: SqrtPriceMath.getAmount1Delta(sqrtRatioNextX96, sqrtRatioCurrentX96, liquidity, false);
} else {
amountIn = max && exactIn
? amountIn
: SqrtPriceMath.getAmount1Delta(sqrtRatioCurrentX96, sqrtRatioNextX96, liquidity, true);
amountOut = max && !exactIn
? amountOut
: SqrtPriceMath.getAmount0Delta(sqrtRatioCurrentX96, sqrtRatioNextX96, liquidity, false);
}
// cap the output amount to not exceed the remaining output amount
// 当处于 exactOutinput 调用时，需要将输出反号（入参的amountRemaining是负数）
if (!exactIn && amountOut > uint256(-amountRemaining)) {
amountOut = uint256(-amountRemaining);
}
if (exactIn && sqrtRatioNextX96 != sqrtRatioTargetX96) {
// we didn't reach the target, so take the remainder of the maximum input as fee
// 当该步交易没有越过下一个tick时，将剩余的输入token作为手续费
feeAmount = uint256(amountRemaining) - amountIn;
} else {
// 当该步交易越过下一个tick时，使用费率计算手续费
// 注意这里分母是 1e6 - feePips 不是 1e6
// 因为此时amountIn是由amountRemainingLessFee计算而来，而amountRemainingLessFee已经在最开始刨除了手续费
feeAmount = FullMath.mulDivRoundingUp(amountIn, feePips, 1e6 - feePips);
}
}相关代码
补充
通过价格差Δ√P和流动性L计算 ΔX (token0)
/// @notice Gets the amount0 delta between two prices
/// @dev Calculates liquidity / sqrt(lower) - liquidity / sqrt(upper),
/// i.e. liquidity * (sqrt(upper) - sqrt(lower)) / (sqrt(upper) * sqrt(lower))
/// @param sqrtRatioAX96 A sqrt price
/// @param sqrtRatioBX96 Another sqrt price
/// @param liquidity The amount of usable liquidity
/// @param roundUp Whether to round the amount up or down
/// @return amount0 Amount of token0 required to cover a position of size liquidity between the two passed prices
function getAmount0Delta(
uint160 sqrtRatioAX96,
uint160 sqrtRatioBX96,
uint128 liquidity,
bool roundUp
) internal pure returns (uint256 amount0) {
// A,B价格排序
if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96);
// FixedPoint96.RESOLUTION 为 96
// 因为价格是 96位定点数，所以liquidity需要左移96位
uint256 numerator1 = uint256(liquidity) << FixedPoint96.RESOLUTION;
uint256 numerator2 = sqrtRatioBX96 - sqrtRatioAX96;
// A,B 价格都要大于0 (B>A)
require(sqrtRatioAX96 > 0);
// 价格向上入：若不能整除则结果+1
// 价格向下舍：若不能整除则结果取整数
return
roundUp
? UnsafeMath.divRoundingUp(
FullMath.mulDivRoundingUp(numerator1, numerator2, sqrtRatioBX96),
sqrtRatioAX96
)
: FullMath.mulDiv(numerator1, numerator2, sqrtRatioBX96) / sqrtRatioAX96;
}通过输入的token数量和流动性L计算交易后的价格
/// @notice Gets the next sqrt price given an input amount of token0 or token1
/// @dev Throws if price or liquidity are 0, or if the next price is out of bounds
/// @param sqrtPX96 The starting price, i.e., before accounting for the input amount
/// @param liquidity The amount of usable liquidity
/// @param amountIn How much of token0, or token1, is being swapped in
/// @param zeroForOne Whether the amount in is token0 or token1
/// @return sqrtQX96 The price after adding the input amount to token0 or token1
function getNextSqrtPriceFromInput(
uint160 sqrtPX96,
uint128 liquidity,
uint256 amountIn,
bool zeroForOne
) internal pure returns (uint160 sqrtQX96) {
require(sqrtPX96 > 0);
require(liquidity > 0);
// round to make sure that we don't pass the target price
return
zeroForOne
? getNextSqrtPriceFromAmount0RoundingUp(sqrtPX96, liquidity, amountIn, true)
: getNextSqrtPriceFromAmount1RoundingDown(sqrtPX96, liquidity, amountIn, true);
}闪电贷接口，无需抵押和零信任的借贷，借贷到还贷需要在一个区块内完成。本接口只能归还相同品种相同数量的token，如果需要借出和归还不同品种，直接使用swap函数
实现原理：
- 借贷方可以先向合约借贷 x, y token 中某一个（或者两个都借贷）
- 借贷方指定借贷的数量，以及回调函数的参数，调用 flashswap
- 合约会先将用户请求借贷的 token 按指定数量发送给借贷方
- 发送完毕后，Pool会向借贷方指定的合约的地址调用指定的回调函数，并将回调函数的参数传入
- 调用完成后，Pool检查 x, y token 余额满足 x′⋅y′≥k (x⋅y=k)
/// @inheritdoc IUniswapV3PoolActions
function flash(
address recipient,
uint256 amount0,
uint256 amount1,
bytes calldata data
) external override lock noDelegateCall {
// 若Pool中没有流动性，无法提供借贷
uint128 _liquidity = liquidity;
require(_liquidity > 0, 'L');
// 计算手续费
uint256 fee0 = FullMath.mulDivRoundingUp(amount0, fee, 1e6);
uint256 fee1 = FullMath.mulDivRoundingUp(amount1, fee, 1e6);
// 记录借贷之前的Pool的token总余额
uint256 balance0Before = balance0();
uint256 balance1Before = balance1();
// 将贷款打给借贷者
if (amount0 > 0) TransferHelper.safeTransfer(token0, recipient, amount0);
if (amount1 > 0) TransferHelper.safeTransfer(token1, recipient, amount1);
// flash的回调
// 用户在回调中需要完成还贷的逻辑，将贷款归还Pool
IUniswapV3FlashCallback(msg.sender).uniswapV3FlashCallback(fee0, fee1, data);
// 查询借贷流程之后的Pool的token总余额
uint256 balance0After = balance0();
uint256 balance1After = balance1();
// 两种token余额，只能多不能少
require(balance0Before.add(fee0) <= balance0After, 'F0');
require(balance1Before.add(fee1) <= balance1After, 'F1');
// sub is safe because we know balanceAfter is gt balanceBefore by at least fee
// 这里减法不用担心下溢出，因为after至少比before多了fee
uint256 paid0 = balance0After - balance0Before;
uint256 paid1 = balance1After - balance1Before;
// 分别计算交易手续费和协议手续费
if (paid0 > 0) {
uint8 feeProtocol0 = slot0.feeProtocol % 16;
uint256 fees0 = feeProtocol0 == 0 ? 0 : paid0 / feeProtocol0;
if (uint128(fees0) > 0) protocolFees.token0 += uint128(fees0);
feeGrowthGlobal0X128 += FullMath.mulDiv(paid0 - fees0, FixedPoint128.Q128, _liquidity);
}
if (paid1 > 0) {
uint8 feeProtocol1 = slot0.feeProtocol >> 4;
uint256 fees1 = feeProtocol1 == 0 ? 0 : paid1 / feeProtocol1;
if (uint128(fees1) > 0) protocolFees.token1 += uint128(fees1);
feeGrowthGlobal1X128 += FullMath.mulDiv(paid1 - fees1, FixedPoint128.Q128, _liquidity);
}
emit Flash(msg.sender, recipient, amount0, amount1, paid0, paid1);
}被修饰的函数执行时，slot0 为锁定状态，执行完成后解锁 防止重入攻击
/// @dev Mutually exclusive reentrancy protection into the pool to/from a method. This method also prevents entrance
/// to a function before the pool is initialized. The reentrancy guard is required throughout the contract because
/// we use balance checks to determine the payment status of interactions such as mint, swap and flash.
/// 资金出入Pool时，防止重入攻击的互斥锁。
/// 整个合约都需要重入保护，因为我们使用余额检查来确定交互的支付状态，例如 mint、swap 和 flash。
/// 此方法还可以防止Pool在初始化之前，有资金出入（Pool初始化前unlocked为false）
modifier lock() {
require(slot0.unlocked, 'LOK');
slot0.unlocked = false;
_;
slot0.unlocked = true;
}相关代码
补充