WeightedOracleLibrary

Provides functions to integrate with different tier oracles of the same V3 pair

Functions

consult

  function consult(
    address pool,
    uint32 period
  ) internal view returns (struct WeightedOracleLibrary.PeriodObservation observation)

Fetches a time-weighted observation for a given Uniswap V3 pool

Parameters:

Name	Type	Description
pool	address	Address of the pool that we want to observe
period	uint32	Number of seconds in the past to start calculating the time-weighted observation

Return Values:

Name	Type	Description
observation	address	An observation that has been time-weighted from (block.timestamp - period) to block.timestamp

getArithmeticMeanTickWeightedByLiquidity

  function getArithmeticMeanTickWeightedByLiquidity(
    struct WeightedOracleLibrary.PeriodObservation[] observations
  ) internal pure returns (int24 arithmeticMeanWeightedTick)

Given some time-weighted observations, calculates the arithmetic mean tick, weighted by liquidity

In most scenarios, each entry of observations should share the same period and underlying pool tokens. If period differs across observations, the result becomes difficult to interpret and is likely biased/manipulable. If the underlying pool tokens differ across observations, extreme care must be taken to ensure that both prices and liquidity values are comparable. Even if prices are commensurate (e.g. two different USD-stable assets against ETH), liquidity values may not be, as decimals can differ between tokens.

Parameters:

Name	Type	Description
observations	struct WeightedOracleLibrary.PeriodObservation[]	A list of time-weighted observations

Return Values:

Name	Type	Description
arithmeticMeanWeightedTick	struct WeightedOracleLibrary.PeriodObservation[]	The arithmetic mean tick, weighted by the observations' time-weighted harmonic average liquidity