Merge pull request #44 from invariant-labs/refactor-calculate-fee-gro…

…wth-inside Refactor calculate fee growth inside
invariant-labs · Apr 4, 2024 · 9e084e8 · 9e084e8
2 parents 22bff5c + 30a2305
commit 9e084e8
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diff --git a/contracts/math/uints.ral b/contracts/math/uints.ral
@@ -85,6 +85,11 @@ Contract Uints () {
         return U512 { lower: aLowerBLower, higher: aHigherBHigherOverflow }
     }
 
+    pub fn mul512(a: U512, b: U256) -> U512 {        
+        let result = mul(a.lower, b)
+        return bigAdd512(result, U512 { higher: a.higher * b, lower: 0 })
+    }
+
     pub fn mul(a: U256, b: U256) -> U512 {
         let aLower = low128(a)
         let aHigher = high128(a)

diff --git a/test/clamm.test.ts b/test/clamm.test.ts
@@ -2,6 +2,7 @@ import { ONE_ALPH, web3 } from '@alephium/web3'
 import { getSigner } from '@alephium/web3-test'
 import { PrivateKeyWallet } from '@alephium/web3-wallet'
 import { assert } from 'console'
+import { CLAMMInstance } from '../artifacts/ts'
 import { deployCLAMM } from '../src/utils'
 
 web3.setCurrentNodeProvider('http://127.0.0.1:22973')
@@ -348,4 +349,244 @@ describe('math tests', () => {
       }
     }
   })
+
+  describe('calculate fee growth inside', () => {
+    let clamm: CLAMMInstance
+    const globalFeeGrowthX = 15_0000000000000000000000000000n
+    const globalFeeGrowthY = 15_0000000000000000000000000000n
+
+    const tickLowerIndex = -2n
+    const tickLowerFeeGrowthOutsideX = 0n
+    const tickLowerFeeGrowthOutsideY = 0n
+
+    const tickUpperIndex = 2n
+    const tickUpperFeeGrowthOutsideX = 0n
+    const tickUpperFeeGrowthOutsideY = 0n
+
+    beforeEach(async () => {
+      clamm = (await deployCLAMM(sender)).contractInstance
+    })
+
+    test('sqrt price between ticks', async () => {
+      // <──────────────                    ──────────────>
+      // fee_outside_t0| fee_growth_inside |fee_outside_t1
+      //<───────────── t0 ────── C ────── t1 ───────────────────>
+      // fee_growth_inside = fee_growth_global - t0.fee_outside - t1.fee_outside
+
+      const tickCurrent = 0n
+
+      // current tick inside range
+      // lower    current     upper
+      // |        |           |
+      // -2       0           2
+
+      const result = await clamm.methods.calculateFeeGrowthInside({
+        args: {
+          tickLowerIndex,
+          tickLowerFeeGrowthOutsideX,
+          tickLowerFeeGrowthOutsideY,
+          tickUpperIndex,
+          tickUpperFeeGrowthOutsideX,
+          tickUpperFeeGrowthOutsideY,
+          tickCurrent,
+          globalFeeGrowthX,
+          globalFeeGrowthY
+        }
+      })
+
+      expect(result.returns[0]).toBe(15_0000000000000000000000000000n)
+      expect(result.returns[1]).toBe(15_0000000000000000000000000000n)
+    })
+
+    test('sqrt price below ticks', async () => {
+      //                      ───────fee_outside_t0──────────>
+      //                     |fee_growth_inside| fee_outside_t1
+      // ─────── c ─────── t0 ──────────────> t1 ───────────>
+      // fee_growth_inside = t0.fee_outside - t1.fee_outside
+
+      const tickCurrent = -4n
+
+      // current tick below range
+      // current  lower       upper
+      // |        |           |
+      // -4       2           2
+
+      const result = await clamm.methods.calculateFeeGrowthInside({
+        args: {
+          tickLowerIndex,
+          tickLowerFeeGrowthOutsideX,
+          tickLowerFeeGrowthOutsideY,
+          tickUpperIndex,
+          tickUpperFeeGrowthOutsideX,
+          tickUpperFeeGrowthOutsideY,
+          tickCurrent,
+          globalFeeGrowthX,
+          globalFeeGrowthY
+        }
+      })
+
+      expect(result.returns[0]).toBe(0n)
+      expect(result.returns[1]).toBe(0n)
+    })
+
+    test('sqrt price above ticks', async () => {
+      // <──────────fee_outside_t0──────────
+      // fee_outside_t1  | fee_growth_inside|
+      // ────────────── t1 ──────────────── t0 ─────── c ───────────>
+      // fee_growth_inside = t0.fee_outside - t1.fee_outside
+
+      const tickCurrent = 3n
+
+      // current tick upper range
+      // lower    upper       current
+      // |        |           |
+      // -2       2           4
+
+      const result = await clamm.methods.calculateFeeGrowthInside({
+        args: {
+          tickLowerIndex,
+          tickLowerFeeGrowthOutsideX,
+          tickLowerFeeGrowthOutsideY,
+          tickUpperIndex,
+          tickUpperFeeGrowthOutsideX,
+          tickUpperFeeGrowthOutsideY,
+          tickCurrent,
+          globalFeeGrowthX,
+          globalFeeGrowthY
+        }
+      })
+
+      expect(result.returns[0]).toBe(0n)
+      expect(result.returns[1]).toBe(0n)
+    })
+
+    test('sqrt price above ticks, liquidity outside upper tick', async () => {
+      const tickCurrent = 3n
+
+      const tickUpperFeeGrowthOutsideX = 1n
+      const tickUpperFeeGrowthOutsideY = 2n
+
+      const globalFeeGrowthX = 5_0000000000000000000000000000n
+      const globalFeeGrowthY = 5_0000000000000000000000000000n
+
+      // current tick upper range
+      // lower    upper       current
+      // |        |           |
+      // -2       2           3
+
+      const result = await clamm.methods.calculateFeeGrowthInside({
+        args: {
+          tickLowerIndex,
+          tickLowerFeeGrowthOutsideX,
+          tickLowerFeeGrowthOutsideY,
+          tickUpperIndex,
+          tickUpperFeeGrowthOutsideX,
+          tickUpperFeeGrowthOutsideY,
+          tickCurrent,
+          globalFeeGrowthX,
+          globalFeeGrowthY
+        }
+      })
+
+      expect(result.returns[0]).toBe(1n)
+      expect(result.returns[1]).toBe(2n)
+    })
+
+    test('sqrt price in between ticks, liquidity outside upper tick', async () => {
+      const tickCurrent = 0n
+
+      const tickUpperFeeGrowthOutsideX = 2_0000000000000000000000000000n
+      const tickUpperFeeGrowthOutsideY = 3_0000000000000000000000000000n
+
+      // current tick inside range
+      // lower    current     upper
+      // |        |           |
+      // -2       0           2
+
+      const result = await clamm.methods.calculateFeeGrowthInside({
+        args: {
+          tickLowerIndex,
+          tickLowerFeeGrowthOutsideX,
+          tickLowerFeeGrowthOutsideY,
+          tickUpperIndex,
+          tickUpperFeeGrowthOutsideX,
+          tickUpperFeeGrowthOutsideY,
+          tickCurrent,
+          globalFeeGrowthX,
+          globalFeeGrowthY
+        }
+      })
+
+      expect(result.returns[0]).toBe(13_0000000000000000000000000000n)
+      expect(result.returns[1]).toBe(12_0000000000000000000000000000n)
+    })
+
+    test('sqrt price in between ticks, liquidity outside lower tick', async () => {
+      const tickCurrent = 0n
+
+      const tickLowerFeeGrowthOutsideX = 2_0000000000000000000000000000n
+      const tickLowerFeeGrowthOutsideY = 3_0000000000000000000000000000n
+
+      // current tick inside range
+      // lower    current     upper
+      // |        |           |
+      // -2       0           2
+
+      const result = await clamm.methods.calculateFeeGrowthInside({
+        args: {
+          tickLowerIndex,
+          tickLowerFeeGrowthOutsideX,
+          tickLowerFeeGrowthOutsideY,
+          tickUpperIndex,
+          tickUpperFeeGrowthOutsideX,
+          tickUpperFeeGrowthOutsideY,
+          tickCurrent,
+          globalFeeGrowthX,
+          globalFeeGrowthY
+        }
+      })
+
+      expect(result.returns[0]).toBe(13_0000000000000000000000000000n)
+      expect(result.returns[1]).toBe(12_0000000000000000000000000000n)
+    })
+  })
+
+  describe('calculate fee growth inside - domain', () => {
+    let clamm: CLAMMInstance
+
+    const tickCurrent = 0n
+    const globalFeeGrowthX = 20_0000000000000000000000000000n
+    const globalFeeGrowthY = 20_0000000000000000000000000000n
+
+    const tickLowerIndex = -20n
+    const tickLowerFeeGrowthOutsideX = 20_0000000000000000000000000000n
+    const tickLowerFeeGrowthOutsideY = 20_0000000000000000000000000000n
+
+    const tickUpperIndex = -10n
+    const tickUpperFeeGrowthOutsideX = 15_0000000000000000000000000000n
+    const tickUpperFeeGrowthOutsideY = 15_0000000000000000000000000000n
+
+    beforeEach(async () => {
+      clamm = (await deployCLAMM(sender)).contractInstance
+    })
+
+    test('max fee growth', async () => {
+      const result = await clamm.methods.calculateFeeGrowthInside({
+        args: {
+          tickLowerIndex,
+          tickLowerFeeGrowthOutsideX,
+          tickLowerFeeGrowthOutsideY,
+          tickUpperIndex,
+          tickUpperFeeGrowthOutsideX,
+          tickUpperFeeGrowthOutsideY,
+          tickCurrent,
+          globalFeeGrowthX,
+          globalFeeGrowthY
+        }
+      })
+
+      expect(result.returns[0]).toBe(2n ** 256n - 1n - 5_0000000000000000000000000000n + 1n)
+      expect(result.returns[1]).toBe(2n ** 256n - 1n - 5_0000000000000000000000000000n + 1n)
+    })
+  })
 })
diff --git a/test/uints.test.ts b/test/uints.test.ts
@@ -178,6 +178,61 @@ describe('uints tests', () => {
     }
   })
 
+  test('big mul 512', async () => {
+    const uints = await deployUints(sender)
+    {
+      const a = { higher: 0n, lower: 123n }
+      const b = 2n
+      const result = (await uints.contractInstance.methods.mul512({ args: { a, b } })).returns
+      expect(result).toStrictEqual({ higher: 0n, lower: 246n })
+      // expected: 246
+      // real: 246
+    }
+    {
+      const a = { higher: 0n, lower: 340282366920938463463374607431768211457n }
+      const b = 340282366920938463463374607431768211457n
+      const result = (await uints.contractInstance.methods.mul512({ args: { a, b } })).returns
+      expect(result).toStrictEqual({ higher: 1n, lower: 680564733841876926926749214863536422913n })
+      // expected: 115792089237316195423570985008687907853950549399482440966384333222776666062849
+      //     real: 115792089237316195423570985008687907853950549399482440966384333222776666062849
+    }
+    {
+      const a = { higher: 0n, lower: 115792089237316195423570985008687907853269984665640564039457584007913129639935n }
+      const b = 115792089237316195423570985008687907853269984665640564039457584007913129639935n
+      const result = (await uints.contractInstance.methods.mul512({ args: { a, b } })).returns
+      expect(result).toStrictEqual({
+        higher: 115792089237316195423570985008687907853269984665640564039457584007913129639934n,
+        lower: 1n
+      })
+      // expected: 13407807929942597099574024998205846127479365820592393377723561443721764030073315392623399665776056285720014482370779510884422601683867654778417822746804225
+      //     real: 13407807929942597099574024998205846127479365820592393377723561443721764030073315392623399665776056285720014482370779510884422601683867654778417822746804225
+    }
+    {
+      const a = { higher: 0n, lower: 500n }
+      const b = 0n
+      const result = (await uints.contractInstance.methods.mul512({ args: { a, b } })).returns
+      expect(result).toStrictEqual({ higher: 0n, lower: 0n })
+    }
+    {
+      const a = { higher: 1n, lower: 115792089237316195423570985008687907853269984665640564039457584007913129639935n }
+      const b = 100n
+      const result = (await uints.contractInstance.methods.mul512({ args: { a, b } })).returns
+      expect(result).toStrictEqual({
+        higher: 199n,
+        lower: 115792089237316195423570985008687907853269984665640564039457584007913129639836n
+      })
+    }
+    {
+      const a = { higher: 340282366920938463463374607431768211455n, lower: 340282366920938463463374607431768211455n }
+      const b = 340282366920938463463374607431768211455n
+      const result = (await uints.contractInstance.methods.mul512({ args: { a, b } })).returns
+      expect(result).toStrictEqual({
+        higher: 115792089237316195423570985008687907852589419931798687112530834793049593217025n,
+        lower: 115792089237316195423570985008687907852589419931798687112530834793049593217025n
+      })
+    }
+  })
+
   test('big mul', async () => {
     const uints = await deployUints(sender)
     {