nautilus_blockchain/events/
swap.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use alloy::primitives::{Address, I256, U160};
17use nautilus_core::UnixNanos;
18use nautilus_model::{
19    defi::{PoolSwap, SharedChain, SharedDex},
20    enums::OrderSide,
21    identifiers::InstrumentId,
22    types::{Price, Quantity},
23};
24
25/// Represents a token swap event from liquidity pools emitted from smart contract.
26///
27/// This struct captures the essential data from a swap transaction on decentralized
28/// exchanges (DEXs) that use automated market maker (AMM) protocols.
29#[derive(Debug, Clone)]
30pub struct SwapEvent {
31    /// The decentralized exchange where the event happened.
32    pub dex: SharedDex,
33    /// The address of the smart contract which emitted the event.
34    pub pool_address: Address,
35    /// The block number in which this swap transaction was included.
36    pub block_number: u64,
37    /// The unique hash identifier of the transaction containing this event.
38    pub transaction_hash: String,
39    /// The position of this transaction within the block.
40    pub transaction_index: u32,
41    /// The position of this event log within the transaction.
42    pub log_index: u32,
43    /// The address that initiated the swap transaction.
44    pub sender: Address,
45    /// The address that received the swapped tokens.
46    pub receiver: Address,
47    /// The amount of token0 involved in the swap.
48    /// Negative values indicate tokens flowing out of the pool, positive values indicate tokens flowing in.
49    pub amount0: I256,
50    /// The amount of token1 involved in the swap.
51    /// Negative values indicate tokens flowing out of the pool, positive values indicate tokens flowing in.
52    pub amount1: I256,
53    /// The square root of the price ratio encoded as a Q64.96 fixed-point number.
54    /// This represents the price of token1 in terms of token0 after the swap.
55    pub sqrt_price_x96: U160,
56    /// The liquidity of the pool after the swap occurred.
57    pub liquidity: u128,
58    /// The current tick of the pool after the swap occurred.
59    pub tick: i32,
60}
61
62impl SwapEvent {
63    /// Creates a new [`SwapEvent`] instance with the specified parameters.
64    #[must_use]
65    #[allow(clippy::too_many_arguments)]
66    pub const fn new(
67        dex: SharedDex,
68        pool_address: Address,
69        block_number: u64,
70        transaction_hash: String,
71        transaction_index: u32,
72        log_index: u32,
73        sender: Address,
74        receiver: Address,
75        amount0: I256,
76        amount1: I256,
77        sqrt_price_x96: U160,
78        liquidity: u128,
79        tick: i32,
80    ) -> Self {
81        Self {
82            dex,
83            pool_address,
84            block_number,
85            transaction_hash,
86            transaction_index,
87            log_index,
88            sender,
89            receiver,
90            amount0,
91            amount1,
92            sqrt_price_x96,
93            liquidity,
94            tick,
95        }
96    }
97
98    /// Converts a swap event into a `PoolSwap`.
99    #[allow(clippy::too_many_arguments)]
100    #[must_use]
101    pub fn to_pool_swap(
102        &self,
103        chain: SharedChain,
104        instrument_id: InstrumentId,
105        pool_address: Address,
106        normalized_side: Option<OrderSide>,
107        normalized_quantity: Option<Quantity>,
108        normalized_price: Option<Price>,
109        timestamp: Option<UnixNanos>,
110    ) -> PoolSwap {
111        PoolSwap::new(
112            chain,
113            self.dex.clone(),
114            instrument_id,
115            pool_address,
116            self.block_number,
117            self.transaction_hash.clone(),
118            self.transaction_index,
119            self.log_index,
120            timestamp,
121            self.sender,
122            self.receiver,
123            self.amount0,
124            self.amount1,
125            self.sqrt_price_x96,
126            self.liquidity,
127            self.tick,
128            normalized_side,
129            normalized_quantity,
130            normalized_price,
131        )
132    }
133}
nautilus_blockchain/events/swap.rs

nautilus_blockchain/events/
swap.rs
