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Twap tick rounding #257

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Merged
aalavandhan merged 1 commit into from
Jun 2, 2025
Merged

Twap tick rounding #257

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9 changes: 6 additions & 3 deletions spot-vaults/contracts/_utils/UniswapV3PoolHelpers.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -34,15 +34,18 @@ library UniswapV3PoolHelpers {
/// @notice Retrieves the Time-Weighted Average Price (TWAP) tick from a Uniswap V3 pool over a given duration.
/// @param pool The Uniswap V3 pool.
/// @param twapDuration The TWAP duration.
/// @return The TWAP tick.
/// @return twapTick The TWAP tick.
function getTwapTick(
IUniswapV3Pool pool,
uint32 twapDuration
) internal view returns (int24) {
) internal view returns (int24 twapTick) {
uint32[] memory secondsAgo = new uint32[](2);
secondsAgo[0] = twapDuration;
secondsAgo[1] = 0;
(int56[] memory tickCumulatives, ) = pool.observe(secondsAgo);
return int24((tickCumulatives[1] - tickCumulatives[0]) / twapDuration);
int56 tickCumulativesDelta = tickCumulatives[1] - tickCumulatives[0];
twapTick = int24(tickCumulativesDelta / twapDuration);
if (tickCumulativesDelta < 0 && (tickCumulativesDelta % twapDuration != 0))
twapTick--;
}
}