[Protocol 3.8] AMM v2 - Mirage (#2432)

* [protocol 3] Initial commit amm v2

* [protocol 3.8] Amm v2 improvements

* Small improvements

* Small simplification

* Update AmmData.sol

* Amm v2 - AssetManager fix (#2445)

* [AMM] Fix pools with active asset manager

* Feedback

* Amm v2 - Exit mode and pool reuse (#2450)

* AMM v2 - minor improvement over brecht's code (#2458)

Co-authored-by: Daniel Wang <[email protected]>

* Amm v2 improve2 (#2462)

* Update AmplifiedAmmController.sol

* Update AmplifiedAmmController.sol

* AMM v2: minor improvements (#2466)

Co-authored-by: Daniel Wang <[email protected]>

packages/loopring_v3.js/src/exchange_v3.ts

@@ -626,7 +626,7 @@ export class ExchangeV3 {
 
     // Get the block data from the transaction data
     //const submitBlocksFunctionSignature = "0x8dadd3af"; // submitBlocks
-    const submitBlocksFunctionSignature = "0xc39ce618"; // submitBlocksWithCallbacks
+    const submitBlocksFunctionSignature = "0xfbb404ab"; // submitBlocksWithCallbacks
 
     const transaction = await this.web3.eth.getTransaction(
       event.transactionHash

packages/loopring_v3.js/src/request_processors/spot_trade_processor.ts

@@ -100,6 +100,15 @@ export class SpotTradeProcessor {
         .balance.iadd(s.fillBA)
         .isub(s.feeA);
 
+      // virtual balances
+      if (
+        accountA.getBalance(tokenA).weightAMM.gt(new BN(0)) &&
+        accountA.getBalance(tokenB).weightAMM.gt(new BN(0))
+      ) {
+        accountA.getBalance(tokenA).weightAMM.isub(s.fillSA);
+        accountA.getBalance(tokenB).weightAMM.iadd(s.fillBA);
+      }
+
       const tradeHistoryA = accountA.getBalance(tokenA).getStorage(storageIdA);
       if (tradeHistoryA.storageID !== storageIdA) {
         tradeHistoryA.data = new BN(0);
@@ -116,6 +125,15 @@ export class SpotTradeProcessor {
         .balance.iadd(s.fillBB)
         .isub(s.feeB);
 
+      // virtual balances
+      if (
+        accountB.getBalance(tokenA).weightAMM.gt(new BN(0)) &&
+        accountB.getBalance(tokenB).weightAMM.gt(new BN(0))
+      ) {
+        accountB.getBalance(tokenB).weightAMM.isub(s.fillBA);
+        accountB.getBalance(tokenA).weightAMM.iadd(s.fillSA);
+      }
+
       const tradeHistoryB = accountB.getBalance(tokenB).getStorage(storageIdB);
       if (tradeHistoryB.storageID !== storageIdB) {
         tradeHistoryB.data = new BN(0);

packages/loopring_v3/circuit/Circuits/BaseTransactionCircuit.h

@@ -180,6 +180,7 @@ enum TxVariable
     TXV_BALANCE_A_S_WEIGHTAMM,
 
     TXV_BALANCE_A_B_BALANCE,
+    TXV_BALANCE_A_B_WEIGHTAMM,
 
     TXV_ACCOUNT_A_ADDRESS,
     TXV_ACCOUNT_A_OWNER,
@@ -194,8 +195,10 @@ enum TxVariable
 
     TXV_BALANCE_B_S_ADDRESS,
     TXV_BALANCE_B_S_BALANCE,
+    TXV_BALANCE_B_S_WEIGHTAMM,
 
     TXV_BALANCE_B_B_BALANCE,
+    TXV_BALANCE_B_B_WEIGHTAMM,
 
     TXV_ACCOUNT_B_ADDRESS,
     TXV_ACCOUNT_B_OWNER,
@@ -245,6 +248,7 @@ class BaseTransactionCircuit : public GadgetT
         uOutputs[TXV_BALANCE_A_S_WEIGHTAMM] = state.accountA.balanceS.weightAMM;
 
         uOutputs[TXV_BALANCE_A_B_BALANCE] = state.accountA.balanceB.balance;
+        uOutputs[TXV_BALANCE_A_B_WEIGHTAMM] = state.accountA.balanceB.weightAMM;
 
         aOutputs[TXV_ACCOUNT_A_ADDRESS] =
           flatten({VariableArrayT(1, state.constants._1), VariableArrayT(NUM_BITS_ACCOUNT - 1, state.constants._0)});
@@ -260,8 +264,10 @@ class BaseTransactionCircuit : public GadgetT
 
         aOutputs[TXV_BALANCE_B_S_ADDRESS] = VariableArrayT(NUM_BITS_TOKEN, state.constants._0);
         uOutputs[TXV_BALANCE_B_S_BALANCE] = state.accountB.balanceS.balance;
+        uOutputs[TXV_BALANCE_B_S_WEIGHTAMM] = state.accountB.balanceS.weightAMM;
 
         uOutputs[TXV_BALANCE_B_B_BALANCE] = state.accountB.balanceB.balance;
+        uOutputs[TXV_BALANCE_B_B_WEIGHTAMM] = state.accountB.balanceB.weightAMM;
 
         aOutputs[TXV_ACCOUNT_B_ADDRESS] =
           flatten({VariableArrayT(1, state.constants._1), VariableArrayT(NUM_BITS_ACCOUNT - 1, state.constants._0)});

packages/loopring_v3/circuit/Circuits/SpotTradeCircuit.h

@@ -32,6 +32,11 @@ class SpotTradeCircuit : public BaseTransactionCircuit
     DynamicBalanceGadget balanceA_O;
     DynamicBalanceGadget balanceB_O;
 
+    DynamicBalanceGadget vbalanceS_A;
+    DynamicBalanceGadget vbalanceB_A;
+    DynamicBalanceGadget vbalanceS_B;
+    DynamicBalanceGadget vbalanceB_B;
+
     // Order fills
     FloatGadget fillS_A;
     FloatGadget fillS_B;
@@ -59,6 +64,16 @@ class SpotTradeCircuit : public BaseTransactionCircuit
     TransferGadget protocolFeeA_from_balanceAO_to_balanceAP;
     TransferGadget protocolFeeB_from_balanceBO_to_balanceBP;
 
+    /* Virtual Token Transfers */
+    TernaryGadget vfills_S_A;
+    TernaryGadget vfills_B_A;
+    TernaryGadget vfills_S_B;
+    TernaryGadget vfills_B_B;
+    SubGadget update_vbalanceS_A;
+    AddGadget update_vbalanceB_A;
+    SubGadget update_vbalanceS_B;
+    AddGadget update_vbalanceB_B;
+
     // AMM validation
     ValidateAMMGadget validateAMM;
 
@@ -82,6 +97,12 @@ class SpotTradeCircuit : public BaseTransactionCircuit
           balanceA_O(pb, state.oper.balanceA, FMT(prefix, ".balanceA_O")),
           balanceB_O(pb, state.oper.balanceB, FMT(prefix, ".balanceB_O")),
 
+          // Virtual balances
+          vbalanceS_A(pb, state.accountA.balanceS.weightAMM, FMT(prefix, ".vbalanceS_A")),
+          vbalanceB_A(pb, state.accountA.balanceB.weightAMM, FMT(prefix, ".vbalanceB_A")),
+          vbalanceS_B(pb, state.accountB.balanceS.weightAMM, FMT(prefix, ".vbalanceS_B")),
+          vbalanceB_B(pb, state.accountB.balanceB.weightAMM, FMT(prefix, ".vbalanceB_B")),
+
           // Order fills
           fillS_A(pb, state.constants, Float24Encoding, FMT(prefix, ".fillS_A")),
           fillS_B(pb, state.constants, Float24Encoding, FMT(prefix, ".fillS_B")),
@@ -175,28 +196,55 @@ class SpotTradeCircuit : public BaseTransactionCircuit
             feeCalculatorB.getProtocolFee(),
             FMT(prefix, ".protocolFeeB_from_balanceBO_to_balanceBP")),
 
+          /* Virtual balance updates (for AMMs only) */
+          vfills_S_A(pb, orderA.amm.packed, fillS_A.value(), state.constants._0, FMT(prefix, ".vfills_S_A")),
+          vfills_B_A(pb, orderA.amm.packed, fillS_B.value(), state.constants._0, FMT(prefix, ".vfills_B_A")),
+          vfills_S_B(pb, orderB.amm.packed, fillS_B.value(), state.constants._0, FMT(prefix, ".vfills_S_B")),
+          vfills_B_B(pb, orderB.amm.packed, fillS_A.value(), state.constants._0, FMT(prefix, ".vfills_B_B")),
+          update_vbalanceS_A(
+            pb,
+            state.accountA.balanceS.weightAMM,
+            vfills_S_A.result(),
+            NUM_BITS_AMOUNT,
+            FMT(prefix, ".update_vbalanceS_A")),
+          update_vbalanceB_A(
+            pb,
+            state.accountA.balanceB.weightAMM,
+            vfills_B_A.result(),
+            NUM_BITS_AMOUNT,
+            FMT(prefix, ".update_vbalanceB_A")),
+          update_vbalanceS_B(
+            pb,
+            state.accountB.balanceS.weightAMM,
+            vfills_S_B.result(),
+            NUM_BITS_AMOUNT,
+            FMT(prefix, ".update_vbalanceS_B")),
+          update_vbalanceB_B(
+            pb,
+            state.accountB.balanceB.weightAMM,
+            vfills_B_B.result(),
+            NUM_BITS_AMOUNT,
+            FMT(prefix, ".update_vbalanceB_B")),
+
           validateAMM(
             pb,
             state.constants,
+            isSpotTradeTx.result(),
             {orderA.amm.packed,
              orderA.feeBips.packed,
              fillS_A.value(),
-             state.accountA.balanceS.balance,
-             state.accountA.balanceB.balance,
-             balanceS_A.balance(),
-             balanceB_A.balance(),
              state.accountA.balanceS.weightAMM,
              state.accountA.balanceB.weightAMM,
+             update_vbalanceS_A.result(),
+             update_vbalanceB_A.result(),
              state.accountA.account.feeBipsAMM},
             {orderB.amm.packed,
              orderB.feeBips.packed,
              fillS_B.value(),
-             state.accountB.balanceS.balance,
-             state.accountB.balanceB.balance,
-             balanceS_B.balance(),
-             balanceB_B.balance(),
              state.accountB.balanceS.weightAMM,
              state.accountB.balanceB.weightAMM,
+             update_vbalanceS_B.result(),
+             update_vbalanceB_B.result(),
              state.accountB.account.feeBipsAMM},
             FMT(prefix, ".validateAMM"))
     {
@@ -210,6 +258,8 @@ class SpotTradeCircuit : public BaseTransactionCircuit
         setOutput(TXV_STORAGE_A_STORAGEID, orderA.storageID.packed);
         setOutput(TXV_BALANCE_A_S_BALANCE, balanceS_A.balance());
         setOutput(TXV_BALANCE_A_B_BALANCE, balanceB_A.balance());
+        setOutput(TXV_BALANCE_A_S_WEIGHTAMM, update_vbalanceS_A.result());
+        setOutput(TXV_BALANCE_A_B_WEIGHTAMM, update_vbalanceB_A.result());
         setArrayOutput(TXV_ACCOUNT_A_ADDRESS, orderA.accountID.bits);
 
         // Update account B
@@ -218,6 +268,8 @@ class SpotTradeCircuit : public BaseTransactionCircuit
         setOutput(TXV_STORAGE_B_STORAGEID, orderB.storageID.packed);
         setOutput(TXV_BALANCE_B_S_BALANCE, balanceS_B.balance());
         setOutput(TXV_BALANCE_B_B_BALANCE, balanceB_B.balance());
+        setOutput(TXV_BALANCE_B_S_WEIGHTAMM, update_vbalanceS_B.result());
+        setOutput(TXV_BALANCE_B_B_WEIGHTAMM, update_vbalanceB_B.result());
         setArrayOutput(TXV_ACCOUNT_B_ADDRESS, orderB.accountID.bits);
 
         // Update balances of the protocol fee pool
@@ -252,6 +304,12 @@ class SpotTradeCircuit : public BaseTransactionCircuit
         balanceA_O.generate_r1cs_witness();
         balanceB_O.generate_r1cs_witness();
 
+        // Virtual balances
+        vbalanceS_A.generate_r1cs_witness();
+        vbalanceB_A.generate_r1cs_witness();
+        vbalanceS_B.generate_r1cs_witness();
+        vbalanceB_B.generate_r1cs_witness();
+
         // Order fills
         fillS_A.generate_r1cs_witness(spotTrade.fillS_A);
         fillS_B.generate_r1cs_witness(spotTrade.fillS_B);
@@ -279,6 +337,16 @@ class SpotTradeCircuit : public BaseTransactionCircuit
         protocolFeeA_from_balanceAO_to_balanceAP.generate_r1cs_witness();
         protocolFeeB_from_balanceBO_to_balanceBP.generate_r1cs_witness();
 
+        /* Virtual Token Transfers */
+        vfills_S_A.generate_r1cs_witness();
+        vfills_B_A.generate_r1cs_witness();
+        vfills_S_B.generate_r1cs_witness();
+        vfills_B_B.generate_r1cs_witness();
+        update_vbalanceS_A.generate_r1cs_witness();
+        update_vbalanceB_A.generate_r1cs_witness();
+        update_vbalanceS_B.generate_r1cs_witness();
+        update_vbalanceB_B.generate_r1cs_witness();
+
         // AMM validation
         validateAMM.generate_r1cs_witness();
     }
@@ -299,6 +367,12 @@ class SpotTradeCircuit : public BaseTransactionCircuit
         balanceA_O.generate_r1cs_constraints();
         balanceB_O.generate_r1cs_constraints();
 
+        // Virtual balances
+        vbalanceS_A.generate_r1cs_constraints();
+        vbalanceB_A.generate_r1cs_constraints();
+        vbalanceS_B.generate_r1cs_constraints();
+        vbalanceB_B.generate_r1cs_constraints();
+
         // Order fills
         fillS_A.generate_r1cs_constraints();
         fillS_B.generate_r1cs_constraints();
@@ -326,6 +400,16 @@ class SpotTradeCircuit : public BaseTransactionCircuit
         protocolFeeA_from_balanceAO_to_balanceAP.generate_r1cs_constraints();
         protocolFeeB_from_balanceBO_to_balanceBP.generate_r1cs_constraints();
 
+        /* Virtual Token Transfers */
+        vfills_S_A.generate_r1cs_constraints();
+        vfills_B_A.generate_r1cs_constraints();
+        vfills_S_B.generate_r1cs_constraints();
+        vfills_B_B.generate_r1cs_constraints();
+        update_vbalanceS_A.generate_r1cs_constraints();
+        update_vbalanceB_A.generate_r1cs_constraints();
+        update_vbalanceS_B.generate_r1cs_constraints();
+        update_vbalanceB_B.generate_r1cs_constraints();
+
         // AMM validation
         validateAMM.generate_r1cs_constraints();
     }

packages/loopring_v3/circuit/Circuits/UniversalCircuit.h

@@ -287,7 +287,7 @@ class TransactionGadget : public GadgetT
             tx.getArrayOutput(TXV_BALANCE_B_S_ADDRESS),
             {state.accountA.balanceB.balance, state.accountA.balanceB.weightAMM, state.accountA.balanceB.storageRoot},
             {tx.getOutput(TXV_BALANCE_A_B_BALANCE),
-             state.accountA.balanceB.weightAMM,
+             tx.getOutput(TXV_BALANCE_A_B_WEIGHTAMM),
              state.accountA.balanceB.storageRoot},
             FMT(prefix, ".updateBalanceB_A")),
           updateAccount_A(
@@ -321,15 +321,15 @@ class TransactionGadget : public GadgetT
             state.accountB.account.balancesRoot,
             tx.getArrayOutput(TXV_BALANCE_B_S_ADDRESS),
             {state.accountB.balanceS.balance, state.accountB.balanceS.weightAMM, state.accountB.balanceS.storageRoot},
-            {tx.getOutput(TXV_BALANCE_B_S_BALANCE), state.accountB.balanceS.weightAMM, updateStorage_B.result()},
+            {tx.getOutput(TXV_BALANCE_B_S_BALANCE), tx.getOutput(TXV_BALANCE_B_S_WEIGHTAMM), updateStorage_B.result()},
             FMT(prefix, ".updateBalanceS_B")),
           updateBalanceB_B(
             pb,
             updateBalanceS_B.result(),
             tx.getArrayOutput(TXV_BALANCE_A_S_ADDRESS),
             {state.accountB.balanceB.balance, state.accountB.balanceB.weightAMM, state.accountB.balanceB.storageRoot},
             {tx.getOutput(TXV_BALANCE_B_B_BALANCE),
-             state.accountB.balanceB.weightAMM,
+             tx.getOutput(TXV_BALANCE_B_B_WEIGHTAMM),
              state.accountB.balanceB.storageRoot},
             FMT(prefix, ".updateBalanceB_B")),
           updateAccount_B(

packages/loopring_v3/circuit/Gadgets/AccountGadgets.h

@@ -301,7 +301,7 @@ class UpdateBalanceGadget : public GadgetT
     }
 };
 
-// Calculcates the state of a user's open position
+// Calculcates the state of a user's balance
 class DynamicBalanceGadget : public DynamicVariableGadget
 {
   public: