PriceExtremes

Git Source

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

Records max/min priceQ128 per observation interval so arb-driven price signals are captured even if the attacker resets the price afterward.

Functions

record

Record a priceQ128 observation, rolling over intervals as needed.

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.

Converts stored priceQ128 values to ticks via TickMath.getTickAtPrice().

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 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

Structs

State

struct State {
    uint32 currentTimestamp;
    uint32 previousTimestamp;
    uint256 currentMaxPrice;
    uint256 currentMinPrice;
    uint256 previousMaxPrice;
    uint256 previousMinPrice;
}