nautilus_model/defi/pool_analysis/
compare.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 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
16//! Pool profiler state comparison utilities.
17
18use super::{position::PoolPosition, profiler::PoolProfiler};
19use crate::defi::pool_analysis::snapshot::PoolSnapshot;
20
21/// Compares a pool profiler's internal state with on-chain state to verify consistency.
22///
23/// This function validates that the profiler's tracked state matches the actual on-chain
24/// pool state by comparing global pool parameters, tick data, and position data.
25/// Any mismatches are logged as errors, while matches are logged as info.
26///
27/// # Arguments
28///
29/// * `profiler` - The pool profiler whose state should be compared
30/// * `current_tick` - The current active tick from on-chain state
31/// * `price_sqrt_ratio_x96` - The current sqrt price ratio (Q64.96 format) from on-chain state
32/// * `fee_protocol` - The protocol fee setting from on-chain state
33/// * `liquidity` - The current liquidity from on-chain state
34/// * `ticks` - Map of tick indices to their on-chain tick data
35/// * `positions` - Vector of on-chain position data
36///
37/// # Panics
38///
39/// Panics if the profiler has not been initialized
40///
41/// # Returns
42///
43/// Returns `true` if all compared values match, `false` if any mismatches are detected.
44#[must_use]
45pub fn compare_pool_profiler(profiler: &PoolProfiler, snapshot: &PoolSnapshot) -> bool {
46    assert!(profiler.is_initialized, "Profiler is not initialized");
47
48    let mut all_match = true;
49    let total_ticks = snapshot.ticks.len();
50    let total_positions = snapshot.positions.len();
51
52    if snapshot.state.current_tick == profiler.state.current_tick {
53        log::info!("✓ current_tick matches: {}", snapshot.state.current_tick);
54    } else {
55        log::error!(
56            "Tick mismatch: profiler={}, compared={}",
57            profiler.state.current_tick,
58            snapshot.state.current_tick
59        );
60        all_match = false;
61    }
62
63    if snapshot.state.price_sqrt_ratio_x96 == profiler.state.price_sqrt_ratio_x96 {
64        log::info!(
65            "✓ sqrt_price_x96 matches: {}",
66            profiler.state.price_sqrt_ratio_x96,
67        );
68    } else {
69        log::error!(
70            "Sqrt ratio mismatch: profiler={}, compared={}",
71            profiler.state.price_sqrt_ratio_x96,
72            snapshot.state.price_sqrt_ratio_x96
73        );
74        all_match = false;
75    }
76
77    if snapshot.state.fee_protocol == profiler.state.fee_protocol {
78        log::info!("✓ fee_protocol matches: {}", snapshot.state.fee_protocol);
79    } else {
80        log::error!(
81            "Fee protocol mismatch: profiler={}, compared={}",
82            profiler.state.fee_protocol,
83            snapshot.state.fee_protocol
84        );
85        all_match = false;
86    }
87
88    if snapshot.state.liquidity == profiler.tick_map.liquidity {
89        log::info!("✓ liquidity matches: {}", snapshot.state.liquidity);
90    } else {
91        log::error!(
92            "Liquidity mismatch: profiler={}, compared={}",
93            profiler.tick_map.liquidity,
94            snapshot.state.liquidity
95        );
96        all_match = false;
97    }
98
99    // TODO add growth fee checking
100
101    // Check ticks
102    let mut tick_mismatches = 0;
103
104    for tick in &snapshot.ticks {
105        if let Some(profiler_tick) = profiler.get_tick(tick.value) {
106            let mut all_tick_fields_matching = true;
107
108            if profiler_tick.liquidity_net != tick.liquidity_net {
109                log::error!(
110                    "Tick {} mismatch on net liquidity: profiler={}, compared={}",
111                    tick.value,
112                    profiler_tick.liquidity_net,
113                    tick.liquidity_net
114                );
115                all_tick_fields_matching = false;
116            }
117
118            if profiler_tick.liquidity_gross != tick.liquidity_gross {
119                log::error!(
120                    "Tick {} mismatch on gross liquidity: profiler={}, compared={}",
121                    tick.value,
122                    profiler_tick.liquidity_gross,
123                    tick.liquidity_gross
124                );
125                all_tick_fields_matching = false;
126            }
127            // TODO add fees checking per tick
128
129            if !all_tick_fields_matching {
130                tick_mismatches += 1;
131                all_match = false;
132            }
133        } else {
134            log::error!(
135                "Tick {} not found in the profiler but provided in the compare mapping",
136                tick.value
137            );
138            all_match = false;
139        }
140    }
141
142    if tick_mismatches == 0 {
143        log::info!("✓ Provided {total_ticks} ticks with liquidity net and gross are matching");
144    }
145
146    // Check positions
147    let mut position_mismatches = 0;
148
149    for position in &snapshot.positions {
150        if let Some(profiler_position) =
151            profiler.get_position(&position.owner, position.tick_lower, position.tick_upper)
152        {
153            let position_key = PoolPosition::get_position_key(
154                &position.owner,
155                position.tick_lower,
156                position.tick_upper,
157            );
158
159            if position.liquidity != profiler_position.liquidity {
160                log::error!(
161                    "Position '{}' mismatch on liquidity: profiler={}, compared={}",
162                    position_key,
163                    profiler_position.liquidity,
164                    position.liquidity
165                );
166                position_mismatches += 1;
167            }
168            // TODO add fees and tokens owned checking
169        } else {
170            log::error!(
171                "Position {} not found in the profiler but provided in the compare mapping",
172                position.owner
173            );
174            all_match = false;
175        }
176    }
177
178    if position_mismatches == 0 {
179        log::info!("✓ Provided {total_positions} active positions with liquidity are matching");
180    } else {
181        all_match = false;
182    }
183
184    all_match
185}
nautilus_model/defi/pool_analysis/compare.rs

nautilus_model/defi/pool_analysis/
compare.rs
