From 6a32b01bc8f1ca0d915d06b5d5340256d36f0ac1 Mon Sep 17 00:00:00 2001
From: kayibal <alan@datarevenue.com>
Date: Wed, 2 Oct 2024 13:56:36 +0200
Subject: [PATCH] feat: Derivative and SamplePoint suggestions

Adds derivatives and sample points suggestions to the sawp adapter interface.
---
 evm/src/interfaces/ISwapAdapter.sol      | 44 ++++++++++++++++++++++++
 evm/src/interfaces/ISwapAdapterTypes.sol |  8 ++++-
 2 files changed, 51 insertions(+), 1 deletion(-)

diff --git a/evm/src/interfaces/ISwapAdapter.sol b/evm/src/interfaces/ISwapAdapter.sol
index ab3bacc8..15cea599 100644
--- a/evm/src/interfaces/ISwapAdapter.sol
+++ b/evm/src/interfaces/ISwapAdapter.sol
@@ -39,6 +39,50 @@ interface ISwapAdapter is ISwapAdapterTypes {
         uint256[] memory specifiedAmounts
     ) external returns (Fraction[] memory prices);
 
+    /// @notice Calculates pool prices derivatives for specified amounts
+    /// (optional).
+    /// @dev TODO
+    /// @param poolId The ID of the trading pool.
+    /// @param sellToken The token being sold.
+    /// @param buyToken The token being bought.
+    /// @param specifiedAmounts The specified amounts used for price
+    /// calculation.
+    /// @return prices array of prices as fractions corresponding to the
+    /// provided amounts.
+    function priceDerivative(
+        bytes32 poolId,
+        address sellToken,
+        address buyToken,
+        uint256[] memory specifiedAmounts
+    ) external returns (Fraction[] memory prices);
+
+    /// @notice Calculates second pool prices derivatives for specified amounts
+    /// (optional).
+    /// @dev TODO
+    /// @param poolId The ID of the trading pool.
+    /// @param sellToken The token being sold.
+    /// @param buyToken The token being bought.
+    /// @param specifiedAmounts The specified amounts used for price
+    /// calculation.
+    /// @return prices array of prices as fractions corresponding to the
+    /// provided amounts.
+    function priceSecondDerivative(
+        bytes32 poolId,
+        address sellToken,
+        address buyToken,
+        uint256[] memory specifiedAmounts
+    ) external returns (Fraction[] memory prices);
+
+    /// @notice Suggests sample points on the price and derivative functions.
+    /// @dev TODO
+    /// @param poolId The ID of the trading pool.
+    /// @param sellToken The token being sold.
+    /// @param buyToken The token being bought.
+    /// @return array of sample points
+    function samplePoints(bytes32 poolId, address sellToken, address buyToken)
+        external
+        returns (uint256[] memory points);
+
     /**
      * @notice Simulates swapping tokens on a given pool.
      * @dev This function should be state modifying, meaning it should actually
diff --git a/evm/src/interfaces/ISwapAdapterTypes.sol b/evm/src/interfaces/ISwapAdapterTypes.sol
index 323ac0a6..d03a932b 100644
--- a/evm/src/interfaces/ISwapAdapterTypes.sol
+++ b/evm/src/interfaces/ISwapAdapterTypes.sol
@@ -36,7 +36,13 @@ interface ISwapAdapterTypes {
         HardLimits,
         // Indicates whether the pool's price function can be called with
         // amountIn=0 to return the current price (optional)
-        MarginalPrice
+        MarginalPrice,
+        // Support evaluating the price derivative function (optional)
+        Derivatives,
+        // Support evaluating the second price derivative function (optional)
+        SecondDerivatives,
+        // Support evaluating the price sample point function (optional)
+        SamplePoints
     }
 
     /// @dev Representation used for rational numbers such as prices.