From 3b718bb163cc8843d156d037d5c0aab3925ac01a Mon Sep 17 00:00:00 2001
From: roigecode <roigeee@gmail.com>
Date: Tue, 17 Sep 2024 08:42:40 +0200
Subject: [PATCH] added basic comments on hedge

---
 README.md                            |  2 +-
 src/Hedge/hedge-manager.sol          | 10 ++++++++
 src/Hook/univ4-risk-neutral-hook.sol | 37 ++++++++++++++++++++++++++++
 3 files changed, 48 insertions(+), 1 deletion(-)
 create mode 100644 src/Hedge/hedge-manager.sol

diff --git a/README.md b/README.md
index 9265b45..2cadad2 100644
--- a/README.md
+++ b/README.md
@@ -1,4 +1,4 @@
-## Foundry
+## Uniswap v4 Risk Neutral Hook
 
 **Foundry is a blazing fast, portable and modular toolkit for Ethereum application development written in Rust.**
 
diff --git a/src/Hedge/hedge-manager.sol b/src/Hedge/hedge-manager.sol
new file mode 100644
index 0000000..4a01c16
--- /dev/null
+++ b/src/Hedge/hedge-manager.sol
@@ -0,0 +1,10 @@
+pragma solidity ^0.8.19;
+
+contract HedgeManager {
+    function modifyHedgePosition(uint256 priceMovement) external onlyOwner{
+        // Detect from mapping if LP is delta-gamma hedge with a power-perp or future / borrowing
+        // Change accordingly to price movement and rebalance threshold if only delta-neutral
+
+        
+    }
+}
\ No newline at end of file
diff --git a/src/Hook/univ4-risk-neutral-hook.sol b/src/Hook/univ4-risk-neutral-hook.sol
index f7e05c7..f36734a 100644
--- a/src/Hook/univ4-risk-neutral-hook.sol
+++ b/src/Hook/univ4-risk-neutral-hook.sol
@@ -9,6 +9,7 @@ import {PoolKey} from "v4-core/types/PoolKey.sol";
 import {BalanceDelta} from "v4-core/types/BalanceDelta.sol";
 import {LPFeeLibrary} from "v4-core/libraries/LPFeeLibrary.sol";
 import {BeforeSwapDelta, BeforeSwapDeltaLibrary} from "v4-core/types/BeforeSwapDelta.sol";
+import {HedgeManager} from "v4-hedge/src/HedgeManager.sol";
 
 // OpenZeppelin imports for access control
 import "@openzeppelin/contracts/access/Ownable.sol";
@@ -95,6 +96,21 @@ contract univ4riskneutralhook is BaseHook, Ownable {
     // Nonce to generate unique swapId and avoid collisions
     uint256 private swapNonce;
 
+    // Re-hedge params
+    struct LpGreeks {
+        int256 delta;
+        int256 gamma;
+    }
+
+    struct LpHedge {
+        bool isHedged;
+        bool isPowerPerp;
+        bool isBorrowing;
+    }
+
+    // Hedge Manager
+    HedgeManager hedgeManager;
+
     /**
      * @notice Constructor that initializes the hook and sets the oracle addresses.
      * @param _poolManager Address of the Uniswap v4 PoolManager.
@@ -309,6 +325,12 @@ contract univ4riskneutralhook is BaseHook, Ownable {
         // Emit post-swap adjustment event
         // emit SwapAdjusted(poolAddress, adjustment);
 
+        // Adjust LP Greeks
+        // updateLpGreeks();
+
+        // Re-hedge positions accordingly
+        // hedgeManager.modifyHedgePosition();
+
         // Update the gas price moving average with the gas price of this swap
         updateMovingAverage();
 
@@ -647,6 +669,21 @@ contract univ4riskneutralhook is BaseHook, Ownable {
     }
 
 
+    // TODO: Compute LP Greeks
+    function computeLpGreeks() internal view {
+        // Calculate delta and gamma for LPs
+        // for(uint 256 i=0; i<=L) {
+        // uint256 deltaLp = L*(1/sqrt(p) - 1/sqrt(p_b))
+        // uint256 gammaLp = 0.5*L*p**(-3/2)
+        
+        // Buy 
+
+        // unchecked {
+        //     ++i;
+        // }
+        //}
+    }
+
     ///////////////////
     // Brevis 
     ///////////////////