PriceExtremes

Git Source

Tracks intra-observation price extremes to mitigate TWAP lag attacks.

Records max/min ticks per observation interval so arb-driven price signals are captured even if the attacker resets the price afterward.

Functions

record

Record a priceQ128 observation as inclusive min and exclusive max ticks.

function record(State storage state, uint256 priceQ128, uint32 interval) internal;

Parameters

Name	Type	Description
state	State	The per-pair extreme tracking state
priceQ128	uint256	The current price as reserveX * Q128 / reserveY
interval	uint32	The observation interval (DEFAULT_MID_TERM_INTERVAL)

widen

Widen a [minTick, maxTick) range using fresh price extremes. Never narrows.

function widen(
    State storage state,
    int16 minTick,
    int16 maxTick,
    uint32 interval
) internal view returns (int16 widenedMin, int16 widenedMax);

Parameters

Name	Type	Description
state	State	The per-pair extreme tracking state
minTick	int16	Current minimum tick (from getTickRange)
maxTick	int16	Current exclusive maximum tick (from getTickRange)
interval	uint32	The observation interval (DEFAULT_MID_TERM_INTERVAL)

Returns

Name	Type	Description
widenedMin	int16	The potentially widened minimum tick
widenedMax	int16	The potentially widened maximum tick

_widen

function _widen(
    uint32 stateTimestamp,
    int16 slotMinTick,
    int16 slotMaxTick,
    bool initialized,
    uint32 currentTimestamp,
    uint32 maxAge,
    int16 widenMin,
    int16 widenMax
) private pure returns (int16, int16);

Structs

State

State for tracking price extremes within an observation interval.

struct State {
    uint32 currentTimestamp;
    uint32 previousTimestamp;
    int16 currentMaxTick;
    int16 currentMinTick;
    int16 previousMaxTick;
    int16 previousMinTick;
    bool currentInitialized;
    bool previousInitialized;
}