Struct SwapQuote 

pub struct SwapQuote {

    pub instrument_id: InstrumentId,
    pub amount0: I256,
    pub amount1: I256,
    pub sqrt_price_before_x96: U160,
    pub sqrt_price_after_x96: U160,
    pub tick_before: i32,
    pub tick_after: i32,
    pub liquidity_after: u128,
    pub fee_growth_global_after: U256,
    pub lp_fee: U256,
    pub protocol_fee: U256,
    pub crossed_ticks: Vec<CrossedTick>,
    pub trade_info: Option<SwapTradeInfo>,
}

Comprehensive swap quote containing profiling metrics for a hypothetical swap.

This structure provides detailed analysis of what would happen if a swap were executed, including price impact, fees, slippage, and execution details, without actually modifying the pool state.

Fields

instrument_id: InstrumentId

Instrument identifier ……

amount0: I256

Amount of token0 that would be swapped (positive = in, negative = out).

amount1: I256

Amount of token1 that would be swapped (positive = in, negative = out).

sqrt_price_before_x96: U160

Square root price before the swap (Q96 format).

sqrt_price_after_x96: U160

Square root price after the swap (Q96 format).

tick_before: i32

Tick position before the swap.

tick_after: i32

Tick position after the swap.

liquidity_after: u128

Active liquidity after the swap.

fee_growth_global_after: U256

Fee growth global for target token after the swap (Q128.128 format).

lp_fee: U256

Total fees paid to liquidity providers.

protocol_fee: U256

Total fees paid to the protocol.

crossed_ticks: Vec<CrossedTick>

List of tick boundaries crossed during the swap, in order of crossing.

trade_info: Option<SwapTradeInfo>

Computed swap trade information in market-oriented format.

Implementations

impl SwapQuote

pub fn new( instrument_id: InstrumentId, amount0: I256, amount1: I256, sqrt_price_before_x96: U160, sqrt_price_after_x96: U160, tick_before: i32, tick_after: i32, liquidity_after: u128, fee_growth_global_after: U256, lp_fee: U256, protocol_fee: U256, crossed_ticks: Vec<CrossedTick>, ) -> Self

Creates a SwapQuote instance with comprehensive swap simulation results.

The trade_info field is initialized to None and must be populated by calling calculate_trade_info() or will be lazily computed when accessing price impact or slippage methods.

pub fn calculate_trade_info( &mut self, token0: &Token, token1: &Token, ) -> Result<()>

Calculates and populates the trade_info field with market-oriented trade data.

This method transforms the raw swap quote data (token0/token1 amounts, sqrt prices) into standard trading terminology (base/quote, order side, execution price). The computation uses the sqrt_price_before_x96 to calculate price impact and slippage.

Errors

Returns an error if trade info computation or price calculations fail.

pub fn zero_for_one(&self) -> bool

Determines swap direction from amount signs.

Returns true if swapping token0 for token1 (zero_for_one).

pub fn total_fee(&self) -> U256

Returns the total fees paid in input token(LP fees + protocol fees).

pub fn get_effective_fee_bps(&self) -> u32

Gets the effective fee rate in basis points based on actual fees charged

pub fn total_crossed_ticks(&self) -> u32

Returns the number of tick boundaries crossed during this swap.

This equals the length of the crossed_ticks vector and indicates how much liquidity the swap traversed.

pub fn get_output_amount(&self) -> U256

Gets the output amount for the given swap direction.

pub fn get_input_amount(&self) -> U256

Gets the input amount for the given swap direction.

pub fn get_price_impact_bps(&mut self) -> Result<u32>

Calculates price impact in basis points (requires token references for decimal adjustment).

Price impact measures the market movement caused by the swap size, excluding fees. This is the percentage change in spot price from before to after the swap.

Returns

Price impact in basis points (10000 = 100%)

Errors

Returns error if price calculations fail

pub fn get_slippage_bps(&mut self) -> Result<u32>

Calculates slippage in basis points (requires token references for decimal adjustment).

Slippage includes both price impact and fees, representing the total deviation from the spot price before the swap. This measures the total cost to the trader.

Returns

Total slippage in basis points (10000 = 100%)

Errors

Returns error if price calculations fail

pub fn validate_slippage_tolerance( &mut self, max_slippage_bps: u32, ) -> Result<()>

Errors

Returns an error if the actual slippage exceeds the maximum slippage tolerance.

pub fn validate_exact_output(&self, amount_out_requested: U256) -> Result<()>

Validates that the quote satisfied an exact output request.

Errors

Returns error if the actual output is less than the requested amount.

pub fn to_swap_event( &self, chain: SharedChain, dex: SharedDex, pool_identifier: PoolIdentifier, block: BlockPosition, sender: Address, recipient: Address, ) -> PoolSwap

Converts this quote into a PoolSwap event with the provided metadata.

Returns

A PoolSwap event containing both the quote data and provided metadata

Trait Implementations

impl Clone for SwapQuote

fn clone(&self) -> SwapQuote

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for SwapQuote

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'py> IntoPyObject<'py> for SwapQuote

type Target = SwapQuote

The Python output type

type Output = Bound<'py, <SwapQuote as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for SwapQuote

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for SwapQuote

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Comprehensive swap quote containing profiling metrics for a hypothetical swap. /// /// This structure provides detailed analysis of what would happen if a swap were executed, /// including price impact, fees, slippage, and execution details, without actually /// modifying the pool state.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<SwapQuote>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyMethods<SwapQuote> for PyClassImplCollector<SwapQuote>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for SwapQuote

const NAME: &'static str = "SwapQuote"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for SwapQuote

impl ExtractPyClassWithClone for SwapQuote