IDiamondSwapV3PoolDerivedState
DiamondSwap V3 Pool Derived State Interface (IDiamondSwapV3PoolDerivedState)
The DiamondSwap V3 Pool Derived State Interface (IDiamondSwapV3PoolDerivedState) provides functions that allow users to query the state of the pool based on historical data and derived calculations. This interface is essential for users who need to analyze the pool's historical behavior, calculate time-weighted averages, and assess liquidity distribution. Below is a detailed breakdown of the functions associated with the DiamondSwap V3 Pool Derived State Interface.
Functions
observe(uint32[] secondsAgos) → (int56[] tickCumulatives, uint160[] secondsPerLiquidityCumulativesX128)
observe(uint32[] secondsAgos) → (int56[] tickCumulatives, uint160[] secondsPerLiquidityCumulativesX128)
This function retrieves the cumulative tick and seconds per liquidity as of each specified time ago from the current block timestamp. It allows users to query historical data from the pool, which is essential for calculating time-weighted average prices (TWAP) and assessing the pool's historical performance.
- secondsAgos: An array of time intervals (in seconds) relative to the current block timestamp. For example, passing
[0, 60, 120]
would return data for the current block, 60 seconds ago, and 120 seconds ago. - Returns: Two arrays:
tickCumulatives
: The cumulative ticks as of eachsecondsAgos
timestamp.secondsPerLiquidityCumulativesX128
: The cumulative seconds per liquidity as of eachsecondsAgos
timestamp.
These values can be used to compute TWAP and analyze how liquidity and price have evolved over time.
snapshotCumulativesInside(int24 tickLower, int24 tickUpper) → (int56 tickCumulativeInside, uint160 secondsPerLiquidityInsideX128, uint32 secondsInside)
snapshotCumulativesInside(int24 tickLower, int24 tickUpper) → (int56 tickCumulativeInside, uint160 secondsPerLiquidityInsideX128, uint32 secondsInside)
This function captures a snapshot of the cumulative tick and seconds per liquidity within a specific tick range. It allows liquidity providers to track the performance of their liquidity positions over time.
- tickLower: The lower bound of the tick range.
- tickUpper: The upper bound of the tick range.
- Returns:
tickCumulativeInside
: The cumulative tick within the specified range.secondsPerLiquidityInsideX128
: The cumulative seconds per liquidity within the specified range.secondsInside
: The total time spent within the specified range.
These values are useful for liquidity providers to understand how long and how effectively their liquidity has been utilized within the specified price range.
Use Cases
The DiamondSwap V3 Pool Derived State Interface is particularly useful in scenarios where users or developers need to:
- Calculate Time-Weighted Average Prices (TWAP): By using the
observe
function, users can calculate the TWAP over any given time period. TWAP is critical for price oracles and other applications that require historical price data. - Analyze Historical Pool Performance: The
observe
function allows users to track how the pool's price and liquidity have evolved over time, providing insights into the pool's dynamics and volatility. - Monitor Liquidity Position Performance: The
snapshotCumulativesInside
function gives liquidity providers a detailed view of how their positions have performed within specific tick ranges, enabling more informed decisions about adding or removing liquidity.
Conclusion
The DiamondSwap V3 Pool Derived State Interface (IDiamondSwapV3PoolDerivedState) is an essential tool for anyone looking to analyze the historical performance of a pool or track the effectiveness of liquidity positions. By providing access to cumulative data and time-weighted metrics, this interface allows users and developers to gain deeper insights into the behavior of the pool over time. Whether you're calculating TWAP, monitoring liquidity, or analyzing price trends, this interface is a powerful resource within the DiamondSwap ecosystem.
Updated 3 months ago