nautilus_blockchain/exchanges/parsing/uniswap_v3/
initialize.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::{dyn_abi::SolType, primitives::Address, sol};
17use nautilus_model::defi::{PoolIdentifier, SharedDex, rpc::RpcLog};
18use ustr::Ustr;
19
20use crate::{
21    events::initialize::InitializeEvent,
22    hypersync::{HypersyncLog, helpers::validate_event_signature_hash},
23    rpc::helpers as rpc_helpers,
24};
25
26const INITIALIZE_EVENT_SIGNATURE_HASH: &str =
27    "98636036cb66a9c19a37435efc1e90142190214e8abeb821bdba3f2990dd4c95";
28
29// Define sol macro for easier parsing of Initialize event data
30// It contains 2 parameters:
31// sqrtPriceX96 (uint160), tick (int24)
32sol! {
33    struct InitializeEventData {
34        uint160 sqrt_price_x96;
35        int24 tick;
36    }
37}
38
39/// Parses an initialize event from a Uniswap V3 log.
40///
41/// # Errors
42///
43/// Returns an error if the log parsing fails or if the event data is invalid.
44///
45/// # Panics
46///
47/// Panics if the contract address is not set in the log.
48pub fn parse_initialize_event_hypersync(
49    dex: SharedDex,
50    log: HypersyncLog,
51) -> anyhow::Result<InitializeEvent> {
52    validate_event_signature_hash("InitializeEvent", INITIALIZE_EVENT_SIGNATURE_HASH, &log)?;
53
54    if let Some(data) = &log.data {
55        let data_bytes = data.as_ref();
56
57        // Validate if data contains 2 parameters of 32 bytes each (sqrtPriceX96 and tick)
58        if data_bytes.len() < 2 * 32 {
59            anyhow::bail!("Initialize event data is too short");
60        }
61
62        // Decode the data using the InitializeEventData struct
63        let decoded = match <InitializeEventData as SolType>::abi_decode(data_bytes) {
64            Ok(decoded) => decoded,
65            Err(e) => anyhow::bail!("Failed to decode initialize event data: {e}"),
66        };
67
68        let pool_address = Address::from_slice(
69            log.address
70                .clone()
71                .expect("Contract address should be set in logs")
72                .as_ref(),
73        );
74        let pool_identifier = PoolIdentifier::Address(Ustr::from(&pool_address.to_string()));
75
76        Ok(InitializeEvent::new(
77            dex,
78            pool_identifier,
79            decoded.sqrt_price_x96,
80            i32::try_from(decoded.tick)?,
81        ))
82    } else {
83        Err(anyhow::anyhow!("Missing data in initialize event log"))
84    }
85}
86
87/// Parses an initialize event from an RPC log.
88///
89/// # Errors
90///
91/// Returns an error if the log parsing fails or if the event data is invalid.
92pub fn parse_initialize_event_rpc(dex: SharedDex, log: &RpcLog) -> anyhow::Result<InitializeEvent> {
93    rpc_helpers::validate_event_signature(log, INITIALIZE_EVENT_SIGNATURE_HASH, "Initialize")?;
94
95    let data_bytes = rpc_helpers::extract_data_bytes(log)?;
96
97    // Validate if data contains 2 parameters of 32 bytes each (sqrtPriceX96 and tick)
98    if data_bytes.len() < 2 * 32 {
99        anyhow::bail!("Initialize event data is too short");
100    }
101
102    // Decode the data using the InitializeEventData struct
103    let decoded = match <InitializeEventData as SolType>::abi_decode(&data_bytes) {
104        Ok(decoded) => decoded,
105        Err(e) => anyhow::bail!("Failed to decode initialize event data: {e}"),
106    };
107
108    let pool_address = rpc_helpers::extract_address(log)?;
109    let pool_identifier = PoolIdentifier::Address(Ustr::from(&pool_address.to_string()));
110    Ok(InitializeEvent::new(
111        dex,
112        pool_identifier,
113        decoded.sqrt_price_x96,
114        i32::try_from(decoded.tick)?,
115    ))
116}
117
118#[cfg(test)]
119mod tests {
120    use alloy::primitives::U160;
121    use rstest::*;
122    use serde_json::json;
123
124    use super::*;
125    use crate::exchanges::arbitrum;
126
127    /// Real HyperSync log from Arbitrum Initialize event at block 391053023
128    /// Pool: 0xd13040d4fe917ee704158cfcb3338dcd2838b245
129    /// sqrtPriceX96: 0x3d409fc4ca983d2e3df335 (large number)
130    /// tick: -139514 (0xfffddf06 as signed int24)
131    #[fixture]
132    fn hypersync_log() -> HypersyncLog {
133        let log_json = json!({
134            "removed": null,
135            "log_index": "0x4",
136            "transaction_index": "0x3",
137            "transaction_hash": "0x8f91d60156ea7a34a6bf1d411852f3ef2ad255ec84e493c9e902e4a1ff4a46af",
138            "block_hash": null,
139            "block_number": "0x175122df",
140            "address": "0xd13040d4fe917ee704158cfcb3338dcd2838b245",
141            "data": "0x0000000000000000000000000000000000000000003d409fc4ca983d2e3df335fffffffffffffffffffffffffffffffffffffffffffffffffffffffffffddf06",
142            "topics": [
143                "0x98636036cb66a9c19a37435efc1e90142190214e8abeb821bdba3f2990dd4c95",
144                null,
145                null,
146                null
147            ]
148        });
149        serde_json::from_value(log_json).expect("Failed to deserialize HyperSync log")
150    }
151
152    /// Real RPC log from Arbitrum Initialize event at block 391053023
153    #[fixture]
154    fn rpc_log() -> RpcLog {
155        let log_json = json!({
156            "removed": false,
157            "logIndex": "0x4",
158            "transactionIndex": "0x3",
159            "transactionHash": "0x8f91d60156ea7a34a6bf1d411852f3ef2ad255ec84e493c9e902e4a1ff4a46af",
160            "blockHash": "0xfc49f94161e2cdef8339c0b430868d64ee1f5d0bd8b8b6e45a25487958d68b25",
161            "blockNumber": "0x175122df",
162            "address": "0xd13040d4fe917ee704158cfcb3338dcd2838b245",
163            "data": "0x0000000000000000000000000000000000000000003d409fc4ca983d2e3df335fffffffffffffffffffffffffffffffffffffffffffffffffffffffffffddf06",
164            "topics": [
165                "0x98636036cb66a9c19a37435efc1e90142190214e8abeb821bdba3f2990dd4c95"
166            ]
167        });
168        serde_json::from_value(log_json).expect("Failed to deserialize RPC log")
169    }
170
171    #[rstest]
172    fn test_parse_initialize_event_hypersync(hypersync_log: HypersyncLog) {
173        let dex = arbitrum::UNISWAP_V3.dex.clone();
174        let event = parse_initialize_event_hypersync(dex, hypersync_log).unwrap();
175
176        assert_eq!(
177            event.pool_identifier.to_string(),
178            "0xd13040d4fe917EE704158CfCB3338dCd2838B245"
179        );
180        let expected_sqrt_price = U160::from_str_radix("3d409fc4ca983d2e3df335", 16).unwrap();
181        assert_eq!(event.sqrt_price_x96, expected_sqrt_price);
182        assert_eq!(event.tick, -139514);
183    }
184
185    #[rstest]
186    fn test_parse_initialize_event_rpc(rpc_log: RpcLog) {
187        let dex = arbitrum::UNISWAP_V3.dex.clone();
188        let event = parse_initialize_event_rpc(dex, &rpc_log).unwrap();
189
190        assert_eq!(
191            event.pool_identifier.to_string(),
192            "0xd13040d4fe917EE704158CfCB3338dCd2838B245"
193        );
194        let expected_sqrt_price = U160::from_str_radix("3d409fc4ca983d2e3df335", 16).unwrap();
195        assert_eq!(event.sqrt_price_x96, expected_sqrt_price);
196        assert_eq!(event.tick, -139514);
197    }
198
199    #[rstest]
200    fn test_hypersync_rpc_match(hypersync_log: HypersyncLog, rpc_log: RpcLog) {
201        let dex = arbitrum::UNISWAP_V3.dex.clone();
202        let event_hypersync = parse_initialize_event_hypersync(dex.clone(), hypersync_log).unwrap();
203        let event_rpc = parse_initialize_event_rpc(dex, &rpc_log).unwrap();
204
205        // Both parsers should produce identical results
206        assert_eq!(event_hypersync.pool_identifier, event_rpc.pool_identifier);
207        assert_eq!(event_hypersync.sqrt_price_x96, event_rpc.sqrt_price_x96);
208        assert_eq!(event_hypersync.tick, event_rpc.tick);
209    }
210}
nautilus_blockchain/exchanges/parsing/uniswap_v3/initialize.rs

nautilus_blockchain/exchanges/parsing/uniswap_v3/
initialize.rs
