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Fix/swap exact out #28

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merged 3 commits into from
Jul 10, 2024
Merged

Fix/swap exact out #28

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49de9a8
add one after converting from rated amount
JanKuczma Jul 10, 2024
f09c791
remove unrated amount adjustment
JanKuczma Jul 10, 2024
803bae4
unit tests rated swap
JanKuczma Jul 10, 2024
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65 changes: 42 additions & 23 deletions helpers/stable_swap_math/mod.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -290,13 +290,9 @@ fn swap_from(
token_in_idx,
amp_coef,
)?;
// add 1 in case there are any rounding errors
// https://github.com/curvefi/curve-contract/blob/b0bbf77f8f93c9c5f4e415bce9cd71f0cdee960e/contracts/pool-templates/base/SwapTemplateBase.vy#L466
let dy: u128 = y
.checked_sub(current_reserves[token_in_idx])
.ok_or(MathError::SubUnderflow(13))?
.checked_add(1)
.ok_or(MathError::AddOverflow(12))?;
.ok_or(MathError::SubUnderflow(13))?;

Ok((dy, fee))
}
Expand All @@ -320,8 +316,10 @@ pub fn rated_swap_from(
fees,
amp_coef,
)?;

let dy = amount_from_rated(r_dy, rates[token_in_idx])?;
// add one in case of rounding error, for the protocol advantage
let dy = amount_from_rated(r_dy, rates[token_in_idx])?
.checked_add(1)
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.ok_or(MathError::AddOverflow(12))?;
let fee = amount_from_rated(r_fee, rates[token_out_idx])?;
Ok((dy, fee))
}
Expand Down Expand Up @@ -651,10 +649,11 @@ mod tests {
let fees = Fees::zero();
let reserves: Vec<u128> = vec![100000000000, 100000000000];
let token_in = 10000000000;
let rates: [u128; 2] = [RATE_PRECISION, RATE_PRECISION];
// ref https://github.com/ref-finance/ref-contracts/blob/be5c0e33465c13a05dab6e5e9ff9f8af414e16a7/ref-exchange/src/stable_swap/mod.rs#L744
let expect_token_out = 9999495232;
let (amount_out, fee) =
swap_to(0, token_in, 1, &reserves, &fees, amp_coef).expect("Should return swap result");
let (amount_out, fee) = rated_swap_to(&rates, 0, token_in, 1, &reserves, &fees, amp_coef)
.expect("Should return swap result");
assert_eq!(amount_out, expect_token_out, "Incorrect swap ammount");
assert_eq!(fee, 0, "Fee should nbe 0");
}
Expand All @@ -666,7 +665,9 @@ mod tests {
let reserves: Vec<u128> = vec![100000000000, 100000000000];
let token_out = 9999495232;
let expect_token_in = 10000000000;
let (amount_in, fee) = swap_from(0, token_out, 1, &reserves, &fees, amp_coef)
let rates: [u128; 2] = [RATE_PRECISION, RATE_PRECISION];

let (amount_in, fee) = rated_swap_from(&rates, 0, token_out, 1, &reserves, &fees, amp_coef)
.expect("Should return swap result");
assert_eq!(amount_in, expect_token_in, "Incorrect swap ammount");
assert_eq!(fee, 0, "Fee should nbe 0");
Expand All @@ -681,8 +682,10 @@ mod tests {
let expect_token_out = 9999495232;
let expect_fee = expect_token_out / 100;
let expect_token_out_minus_fee = expect_token_out - expect_fee;
let (amount_out, fee) =
swap_to(0, token_in, 1, &reserves, &fees, amp_coef).expect("Should return swap result");
let rates: [u128; 2] = [RATE_PRECISION, RATE_PRECISION];

let (amount_out, fee) = rated_swap_to(&rates, 0, token_in, 1, &reserves, &fees, amp_coef)
.expect("Should return swap result");
assert_eq!(
amount_out, expect_token_out_minus_fee,
"Incorrect swap ammount"
Expand All @@ -699,9 +702,18 @@ mod tests {
let expect_fee: u128 = 9999495232 / 100;
let token_out_minus_expect_fee = token_out - expect_fee;
let expect_token_in = 10000000000;
let (amount_in, fee) =
swap_from(0, token_out_minus_expect_fee, 1, &reserves, &fees, amp_coef)
.expect("Should return swap result");
let rates: [u128; 2] = [RATE_PRECISION, RATE_PRECISION];

let (amount_in, fee) = rated_swap_from(
&rates,
0,
token_out_minus_expect_fee,
1,
&reserves,
&fees,
amp_coef,
)
.expect("Should return swap result");
assert_eq!(amount_in, expect_token_in, "Incorrect swap ammount");
assert_eq!(fee, expect_fee, "Incorrect total fee ammount");
}
Expand All @@ -712,10 +724,14 @@ mod tests {
let fees = Fees::new(2137, 0).unwrap();
let reserves: Vec<u128> = vec![12341234123412341234, 5343245543253432435];
let token_0_in: u128 = 62463425433;
let (amount_out, fee_out) = swap_to(0, token_0_in, 1, &reserves, &fees, amp_coef)
.expect("Should return swap result");
let (amount_in, fee_in) = swap_from(0, amount_out, 1, &reserves, &fees, amp_coef)
.expect("Should return swap result");
let rates: [u128; 2] = [RATE_PRECISION, RATE_PRECISION];

let (amount_out, fee_out) =
rated_swap_to(&rates, 0, token_0_in, 1, &reserves, &fees, amp_coef)
.expect("Should return swap result");
let (amount_in, fee_in) =
rated_swap_from(&rates, 0, amount_out, 1, &reserves, &fees, amp_coef)
.expect("Should return swap result");
assert_eq!(amount_in, token_0_in, "Incorrect swap amount");
assert_eq!(fee_out, fee_in, "Incorrect fee amount");
}
Expand All @@ -726,11 +742,14 @@ mod tests {
let fees = Fees::new(2137, 0).unwrap();
let reserves: Vec<u128> = vec![12341234123412341234, 5343245543253432435];
let token_0_out: u128 = 62463425433;
let rates: [u128; 2] = [RATE_PRECISION, RATE_PRECISION];

let (amount_in, fee_in) = swap_from(0, token_0_out, 1, &reserves, &fees, amp_coef)
.expect("Should return swap result");
let (amount_out, fee_out) = swap_to(0, amount_in, 1, &reserves, &fees, amp_coef)
.expect("Should return swap result");
let (amount_in, fee_in) =
rated_swap_from(&rates, 0, token_0_out, 1, &reserves, &fees, amp_coef)
.expect("Should return swap result");
let (amount_out, fee_out) =
rated_swap_to(&rates, 0, amount_in, 1, &reserves, &fees, amp_coef)
.expect("Should return swap result");
assert_eq!(amount_out, token_0_out, "Incorrect swap amount");
assert_eq!(fee_in, fee_out, "Incorrect fee amount");
}
Expand Down
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