Create UniswapV2TWAP.sol

UniswapV2TWAP.sol

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+// SPDX-License-Identifier: MIT
+pragma solidity 0.6.6;
+
+import "@uniswap/v2-core/contracts/interfaces/IUniswapV2Pair.sol";
+import "@uniswap/lib/contracts/libraries/FixedPoint.sol";
+import "@uniswap/v2-periphery/contracts/libraries/UniswapV2OracleLibrary.sol";
+import "@uniswap/v2-periphery/contracts/libraries/UniswapV2Library.sol";
+
+
+contract UniswapV2TWAP {
+    using FixedPoint for *;
+
+    uint public constant PERIOD = 1 hours;
+
+    IUniswapV2Pair public immutable pair;
+    address public immutable token0;
+    address public immutable token1;
+
+    uint public price0CumulativeLast;
+    uint public price1CumulativeLast;
+    uint public blockTimestampLast;
+
+    FixedPoint.uq112x112 public price0Average;
+    FixedPoint.uq112x112 public price1Average;
+
+    constructor(IUniswapV2Pair _pair) public {
+        pair = IUniswapV2Pair(_pair);
+        token0 = _pair.token0();
+        token1 = _pair.token1();
+        price0CumulativeLast = _pair.price0CumulativeLast();
+        price1CumulativeLast = _pair.price1CumulativeLast();
+        (, , blockTimestampLast)= _pair.getReserves();
+    }
+
+    function update() external {
+       (
+           uint price0Cumulative,
+           uint price1Cumulative,
+           uint32 blockTimestamp
+       ) = UniswapV2OracleLibrary.currentCumulativePrices(address(pair));
+
+       uint timeElapsed = blockTimestamp - blockTimestampLast;
+       require(timeElapsed > 1 hours, "time elapsed < 1h");
+
+       price0Average = FixedPoint.uq112x112(
+           uint224((price0Cumulative - price0CumulativeLast) / timeElapsed)
+           );
+        price1Average = FixedPoint.uq112x112(
+           uint224((price1Cumulative - price1CumulativeLast) / timeElapsed)
+           );
+
+        price0CumulativeLast = price0Cumulative;
+        price1CumulativeLast = price1Cumulative;
+        blockTimestampLast = blockTimestamp;
+    }
+
+    function consult(address token, uint amountIn) 
+       external view returns(uint amountOut) {
+           require(token == token0 || token == token1);
+           if (token == token0) {
+               amountOut = price0Average.mul(amountIn).decode144();
+           } else {
+               amountOut = price1Average.mul(amountIn).decode144();
+           }
+       }
+
+}