Merge branch 'master' into revert-48-revert-42-refactor-get-delta-y

invariant-labs · Apr 8, 2024 · fa48f94 · fa48f94
2 parents 202a642 + fe10f9f
commit fa48f94
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Showing 7 changed files with 176 additions and 20 deletions.
diff --git a/contracts/collections/positions.ral b/contracts/collections/positions.ral
@@ -2,7 +2,8 @@ Contract Positions(
     positionTemplateContractId: ByteVec,
     positionsCounterContractId: ByteVec,
     mut invariantId: Address,
-    mut areAdminsSet: Bool
+    mut areAdminsSet: Bool,
+    clammContract: CLAMM
 ) {
     enum PositionsError {
         NotAdmin = 500
@@ -56,7 +57,8 @@ Contract Positions(
                 tokensOwedY: tokensOwedY,
                 owner: originalCaller
             },
-            true
+            true,
+            clammContract
         )
         let _ = copyCreateSubContract!{originalCaller -> ALPH: 1 alph}(
             toByteVec!(length + 1),

diff --git a/contracts/math/clamm.ral b/contracts/math/clamm.ral
@@ -334,4 +334,14 @@ Contract CLAMM(uints: Uints) extends Log() {
 
         return true
     }
+
+    pub fn toFee(feeGrowth: U256, liquidity: U256) -> U256 {
+        let fee = uints.bigMulDiv256(feeGrowth, liquidity, one(FeeGrowthScale + LiquidityScale))
+        return uints.toU256(fee)
+    }
+
+    pub fn feeGrowthFromFee(liquidity: U256, fee: U256) -> U256 {
+        let feeGrowth = uints.bigMulDiv256(fee, one(LiquidityScale + FeeGrowthScale), liquidity)
+        return uints.toU256(feeGrowth)
+    }
 }
diff --git a/contracts/math/decimal.ral b/contracts/math/decimal.ral
@@ -184,9 +184,7 @@ Abstract Contract Decimal() {
         }
     }
 
-    pub fn feeGrowthFromFee(liquidity: U256, fee: U256) -> U256 {
-        return fee * one(FeeGrowthScale) * one(LiquidityScale) / liquidity
-    }
+
 
     pub fn wrappingAdd(a: U256, b: U256) -> U256 {
         let u256Max = u256Max!()
@@ -246,8 +244,4 @@ Abstract Contract Decimal() {
 
         return feeGrowthInsideX, feeGrowthInsideY
     }
-
-    pub fn toFee(feeGrowth: U256, liquidity: U256) -> U256 {
-        return feeGrowth * liquidity / (10 ** (FeeGrowthScale + LiquidityScale))
-    }
 }
diff --git a/contracts/storage/pool.ral b/contracts/storage/pool.ral
@@ -115,7 +115,7 @@ Contract Pool(
             return
         }
 
-        let feeGrowth = feeGrowthFromFee(pool.liquidity, poolFee)
+        let feeGrowth = clamm.feeGrowthFromFee(pool.liquidity, poolFee)
 
         if (inX) {
             pool.feeGrowthGlobalX = wrappingAdd(pool.feeGrowthGlobalX, feeGrowth)

diff --git a/contracts/storage/position.ral b/contracts/storage/position.ral
@@ -14,7 +14,8 @@ struct PositionState {
 Contract Position(
     admin: Address,
     mut position: PositionState,
-    mut isActive: Bool
+    mut isActive: Bool,
+    clammContractInstance: CLAMM
 ) extends Decimal() {
     enum PositionError {
         NotAdmin = 900
@@ -134,8 +135,8 @@ Contract Position(
 
         assert!(liquidityDelta != 0 || position.liquidity != 0, PositionError.EmptyPositionPokes)
 
-        let tokensOwedX = toFee(wrappingSub(feeGrowthInsideX, position.feeGrowthInsideX), position.liquidity)
-        let tokensOwedY = toFee(wrappingSub(feeGrowthInsideY, position.feeGrowthInsideY), position.liquidity)
+        let tokensOwedX = clammContractInstance.toFee(wrappingSub(feeGrowthInsideX, position.feeGrowthInsideX), position.liquidity)
+        let tokensOwedY = clammContractInstance.toFee(wrappingSub(feeGrowthInsideY, position.feeGrowthInsideY), position.liquidity)
 
         position.liquidity = calculateNewLiquidity(sign, liquidityDelta)
         position.feeGrowthInsideX = feeGrowthInsideX

diff --git a/src/utils.ts b/src/utils.ts
@@ -56,12 +56,13 @@ export async function deployInvariant(signer: SignerProvider, protocolFee: bigin
   const pools = await deployPools(signer, pool.contractInstance.contractId, clamm.contractInstance.contractId)
   const tick = await deployTick(signer)
   const ticks = await deployTicks(signer, tick.contractInstance.contractId)
-  const position = await deployPosition(signer)
+  const position = await deployPosition(signer, clamm.contractInstance.contractId)
   const positionsCounter = await deployPositionsCounter(signer)
   const positions = await deployPositions(
     signer,
     position.contractInstance.contractId,
-    positionsCounter.contractInstance.contractId
+    positionsCounter.contractInstance.contractId,
+    clamm.contractInstance.contractId
   )
   const chunk = await deployChunk(signer)
   const tickmap = await deployTickmap(signer, chunk.contractInstance.contractId)
@@ -149,20 +150,26 @@ export async function deployFeeTiers(signer: SignerProvider, feeTier: string) {
   )
 }
 
-export async function deployPositions(signer: SignerProvider, positionId: string, positionsCounterContractId: string) {
+export async function deployPositions(
+  signer: SignerProvider,
+  positionId: string,
+  positionsCounterContractId: string,
+  clammId: string
+) {
   return await waitTxConfirmed(
     Positions.deploy(signer, {
       initialFields: {
         positionTemplateContractId: positionId,
         positionsCounterContractId,
         invariantId: ZERO_ADDRESS,
-        areAdminsSet: false
+        areAdminsSet: false,
+        clammContract: clammId
       }
     })
   )
 }
 
-export async function deployPosition(signer: SignerProvider) {
+export async function deployPosition(signer: SignerProvider, clammId: string) {
   return await waitTxConfirmed(
     Position.deploy(signer, {
       initialFields: {
@@ -179,7 +186,8 @@ export async function deployPosition(signer: SignerProvider) {
           tokensOwedY: 0n,
           owner: ZERO_ADDRESS
         },
-        isActive: false
+        isActive: false,
+        clammContractInstance: clammId
       }
     })
   )
@@ -320,7 +328,6 @@ export async function deployPositionsCounter(signer: SignerProvider) {
 
 export async function deployCLAMM(signer: SignerProvider) {
   const uints = await deployUints(signer)
-
   return await waitTxConfirmed(
     CLAMM.deploy(signer, {
       initialFields: {

diff --git a/test/clamm.test.ts b/test/clamm.test.ts
@@ -45,6 +45,148 @@ describe('math tests', () => {
       expect(result).toBe(10000n * 10n ** 28n)
     }
   })
+  test('fee growth from fee - domain', async () => {
+    const clamm = await deployCLAMM(sender)
+
+    const liquidityDenominator = 10n ** 5n
+    const sqrtPriceDenominator = 10n ** 24n
+    const feeGrowthDenominator = 10n ** 28n
+    // max FeeGrowth case inside of domain
+    {
+      const maxTickSpacing = 100n
+      const tickSearchRange = 256n
+      const sqrtPriceUpper = 65535383934512647000000000000n
+      const sqrtPriceLowerIndex = 221818n - maxTickSpacing * tickSearchRange
+      const sqrtPriceLower = (
+        await clamm.contractInstance.methods.calculateSqrtPrice({ args: { tickIndex: sqrtPriceLowerIndex } })
+      ).returns
+
+      const maxDeltaSqrtPrice = sqrtPriceUpper - sqrtPriceLower
+      const maxLiquidity = (1n << 256n) - 1n
+
+      const maxToken = (maxLiquidity * maxDeltaSqrtPrice) / liquidityDenominator / sqrtPriceDenominator
+      const feeGrowth = (
+        await clamm.contractInstance.methods.feeGrowthFromFee({ args: { liquidity: maxLiquidity, fee: maxToken } })
+      ).returns
+      expect(feeGrowth).toBe(473129365723326089999999999999999n)
+    }
+    // min FeeGrowth case inside of domain
+    {
+      const basisPoint = 10000n
+      const minToken = 1n
+      const maxLiquidity = minToken * feeGrowthDenominator * liquidityDenominator * basisPoint
+      const feeGrowth = (
+        await clamm.contractInstance.methods.feeGrowthFromFee({
+          args: { liquidity: maxLiquidity, fee: minToken + basisPoint }
+        })
+      ).returns
+      expect(feeGrowth).toBe(1n)
+    }
+    // outside of domain trigger overflow due to result not fit into FeeGrowth
+    {
+      const liquidity = 1n
+      const fee = (1n << 256n) - 1n
+
+      await expectError(
+        clamm.contractInstance.methods.feeGrowthFromFee({
+          args: { liquidity, fee }
+        })
+      )
+    }
+    // amount = 0
+    {
+      const liquidity = 1000n * 10n ** 5n
+      const fee = 0n
+      const feeGrowth = (await clamm.contractInstance.methods.feeGrowthFromFee({ args: { liquidity, fee } })).returns
+      expect(feeGrowth).toBe(0n)
+    }
+    // L = 0
+    {
+      const liquidity = 0n
+      const fee = 1100n
+      await expectError(clamm.contractInstance.methods.feeGrowthFromFee({ args: { liquidity, fee } }))
+    }
+  })
+  test('fee growth to fee', async () => {
+    const clamm = await deployCLAMM(sender)
+    // Equal
+    {
+      const amount = 100n
+      const liquidity = 1000000n * 10n ** 5n
+      const params = { args: { liquidity, fee: amount } }
+      const feeGrowth = (await clamm.contractInstance.methods.feeGrowthFromFee(params)).returns
+      const outParams = { args: { liquidity, feeGrowth } }
+      const out = (await clamm.contractInstance.methods.toFee(outParams)).returns
+      expect(out).toBe(amount)
+    }
+    // Greater Liquidity
+    {
+      const amount = 100n
+      const liquidityBefore = 1000000n * 10n ** 5n
+      const liquidityAfter = 10000000n * 10n ** 5n
+      const params = { args: { liquidity: liquidityBefore, fee: amount } }
+      const feeGrowth = (await clamm.contractInstance.methods.feeGrowthFromFee(params)).returns
+      const outParams = { args: { liquidity: liquidityAfter, feeGrowth } }
+      const out = (await clamm.contractInstance.methods.toFee(outParams)).returns
+      expect(out).toBe(1000n)
+    }
+    // huge liquidity
+    {
+      const amount = 100000000000000n
+      const liquidity = (1n << 77n) * 10n ** 5n
+      const params = { args: { liquidity, fee: amount } }
+      const feeGrowth = (await clamm.contractInstance.methods.feeGrowthFromFee(params)).returns
+      // real    6.61744490042422139897126953655970282852649688720703125 × 10^-10
+      // expected 6617444900424221398
+      expect(feeGrowth).toBe(6617444900424221398n)
+      const outParams = { args: { liquidity, feeGrowth } }
+      const out = (await clamm.contractInstance.methods.toFee(outParams)).returns
+      // real    9.99999999999999999853225897430980027744256 × 10^13
+      // expected 99999999999999
+      expect(out).toBe(99_999_999_999_999n)
+    }
+  })
+  test('fee growth to fee - domain', async () => {
+    const clamm = await deployCLAMM(sender)
+    // overflowing mul
+    {
+      const amount = 600000000000000000n
+      const liquidity = 10000000000000000000n * 10n ** 5n
+      const params = { args: { liquidity, fee: amount } }
+      const feeGrowth = (await clamm.contractInstance.methods.feeGrowthFromFee(params)).returns
+      expect(feeGrowth).toBe(600000000000000000000000000n)
+      const outParams = { args: { liquidity, feeGrowth } }
+      const out = (await clamm.contractInstance.methods.toFee(outParams)).returns
+      expect(out).toBe(amount)
+    }
+    // max value inside domain
+    {
+      const liquidity = (1n << 256n) - 1n
+      const feeGrowth = 100000n * 10n ** 28n
+      const out = (await clamm.contractInstance.methods.toFee({ args: { liquidity, feeGrowth } })).returns
+      expect(out).toBe(115792089237316195423570985008687907853269983999999999999999999999999999999999n)
+    }
+    // Overflow
+    {
+      const liquidity = (1n << 256n) - 1n
+      const feeGrowth = (1n << 256n) - 1n
+      await expectError(clamm.contractInstance.methods.toFee({ args: { liquidity, feeGrowth } }))
+    }
+    // FeeGrowth = 0
+    {
+      const liquidity = 1000n * 10n ** 5n
+      const feeGrowth = 0n
+      const out = (await clamm.contractInstance.methods.toFee({ args: { liquidity, feeGrowth } })).returns
+      expect(out).toBe(0n)
+    }
+    // Liquidity = 0
+    {
+      const liquidity = 0n
+      const feeGrowth = 1000n * 10n ** 28n
+      const out = (await clamm.contractInstance.methods.toFee({ args: { liquidity, feeGrowth } })).returns
+      expect(out).toBe(0n)
+    }
+  })
   test('tick from sqrt price', async () => {
     const clamm = await deployCLAMM(sender)
     {