FeesCalc
Author: Axicon Labs Limited
Compute fees accumulated within option position legs (a leg is a liquidity chunk).
Some options positions involve moving liquidity chunks to the AMM/Uniswap. Those chunks can then earn AMM swap fees.
Functions
calculateAMMSwapFees
Calculate the AMM swap fees accumulated by the liquidityChunk in each token of the pool.
Read from the Uniswap pool and compute the accumulated fees from swapping activity.
function calculateAMMSwapFees(
IUniswapV3Pool univ3pool,
int24 currentTick,
int24 tickLower,
int24 tickUpper,
uint128 liquidity
) public view returns (LeftRightSigned);
Parameters
| Name | Type | Description |
|---|---|---|
univ3pool | IUniswapV3Pool | The AMM/Uniswap pool where fees are collected from |
currentTick | int24 | The current price tick |
tickLower | int24 | The lower tick of the chunk to calculate fees for |
tickUpper | int24 | The upper tick of the chunk to calculate fees for |
liquidity | uint128 | The liquidity amount of the chunk to calculate fees for |
Returns
| Name | Type | Description |
|---|---|---|
<none> | LeftRightSigned | The fees collected from the AMM for each token (LeftRight-packed) with token0 in the right slot and token1 in the left slot |
_getAMMSwapFeesPerLiquidityCollected
Calculates the fee growth that has occurred (per unit of liquidity) in the AMM/Uniswap for an option position's tick range.
Extracts the feeGrowth from the Uniswap V3 pool.
function _getAMMSwapFeesPerLiquidityCollected(
IUniswapV3Pool univ3pool,
int24 currentTick,
int24 tickLower,
int24 tickUpper
) internal view returns (uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128);
Parameters
| Name | Type | Description |
|---|---|---|
univ3pool | IUniswapV3Pool | The AMM pool where the leg is deployed |
currentTick | int24 | The current price tick in the AMM |
tickLower | int24 | The lower tick of the option position leg (a liquidity chunk) |
tickUpper | int24 | The upper tick of the option position leg (a liquidity chunk) |
Returns
| Name | Type | Description |
|---|---|---|
feeGrowthInside0X128 | uint256 | The fee growth in the AMM of token0 |
feeGrowthInside1X128 | uint256 | The fee growth in the AMM of token1 |