Merge branch 'code4rena-audit-fixes' into code4rena-deploy

script/Liquidate.s.sol

@@ -16,7 +16,8 @@ contract LiquidateScript is Script, Logger {
 
         Size size = Size(payable(sizeContractAddress));
 
-        LiquidateParams memory params = LiquidateParams({debtPositionId: 0, minimumCollateralProfit: 0});
+        LiquidateParams memory params =
+            LiquidateParams({debtPositionId: 0, minimumCollateralProfit: 0, deadline: block.timestamp});
 
         vm.startBroadcast(deployerPrivateKey);
         size.liquidate(params);

test/local/actions/BuyCreditMarket.t.sol

@@ -366,7 +366,7 @@ contract BuyCreditMarketLendTest is BaseTest {
         );
     }
 
-    function testFuzz_BuyCreditMarket_buyCreditMarket_exactAmountOut_parametric(
+    function testFuzz_BuyCreditMarket_buyCreditMarket_exactAmountOut_specification(
         uint256 A1,
         uint256 A2,
         uint256 deltaT1,
@@ -457,7 +457,7 @@ contract BuyCreditMarketLendTest is BaseTest {
         );
     }
 
-    function testFuzz_BuyCreditMarket_buyCreditMarket_exactAmountIn_parametric(
+    function testFuzz_BuyCreditMarket_buyCreditMarket_exactAmountIn_specification(
         uint256 V1,
         uint256 V2,
         uint256 deltaT1,

test/local/actions/Compensate.t.sol

@@ -9,6 +9,7 @@ import {RESERVED_ID} from "@src/libraries/LoanLibrary.sol";
 import {SellCreditMarketParams} from "@src/libraries/actions/SellCreditMarket.sol";
 import {SetUserConfiguration, SetUserConfigurationParams} from "@src/libraries/actions/SetUserConfiguration.sol";
 
+import {Math} from "@src/libraries/Math.sol";
 import {BuyCreditMarketParams} from "@src/libraries/actions/BuyCreditMarket.sol";
 import {CompensateParams} from "@src/libraries/actions/Compensate.sol";
 import {BaseTest} from "@test/BaseTest.sol";
@@ -444,15 +445,16 @@ contract CompensateTest is BaseTest {
         uint256 tenor = 73 days;
         uint256 dueDate = startDate + 73 days;
         uint256 amount = 1000e6;
-        uint256 swapFee1 = size.getSwapFee(amount, tenor);
         uint256 debtPositionId = _sellCreditMarket(alice, bob, RESERVED_ID, amount, tenor, false);
+        uint256 futureValue = size.getDebtPosition(debtPositionId).futureValue;
+        uint256 apr = size.getLoanOfferAPR(bob, tenor);
+        uint256 r = Math.aprToRatePerTenor(apr, tenor);
+        uint256 swapFee1 = size.getSwapFee(Math.mulDivUp(futureValue, 1e18, 1e18 + r), tenor);
         uint256 creditPositionId = size.getCreditPositionIdsByDebtPositionId(debtPositionId)[0];
 
         assertEq(_state().feeRecipient.borrowATokenBalance, swapFee1);
         assertEq(_state().alice.borrowATokenBalance, amount);
 
-        uint256 futureValue = size.getDebtPosition(debtPositionId).futureValue;
-
         uint256 aliceCollateralBefore = _state().alice.collateralTokenBalance;
 
         vm.warp(block.timestamp + 30 days);

test/local/actions/Liquidate.t.sol

@@ -97,6 +97,7 @@ contract LiquidateTest is BaseTest {
         _buyCreditLimit(alice, block.timestamp + 365 days, YieldCurveHelper.pointCurve(365 days, 0.03e18));
         uint256 amount = 15e6;
         uint256 debtPositionId = _sellCreditMarket(bob, alice, RESERVED_ID, amount, 365 days, false);
+        uint256 futureValue = size.getDebtPosition(debtPositionId).futureValue;
 
         _setPrice(0.1e18);
 
@@ -107,7 +108,7 @@ contract LiquidateTest is BaseTest {
 
         Vars memory _before = _state();
 
-        uint256 liquidatorProfit = _liquidate(liquidator, debtPositionId, 0);
+        uint256 liquidatorProfit = _liquidate(liquidator, debtPositionId);
 
         Vars memory _after = _state();
 
@@ -116,7 +117,7 @@ contract LiquidateTest is BaseTest {
         assertEq(
             _after.feeRecipient.borrowATokenBalance,
             _before.feeRecipient.borrowATokenBalance,
-            size.getSwapFee(amount, 365 days)
+            size.getSwapFee(Math.mulDivUp(futureValue, 1e18, 1.03e18), 365 days)
         );
         assertEq(
             _after.feeRecipient.collateralTokenBalance,

test/local/actions/Multicall.t.sol

@@ -175,8 +175,9 @@ contract MulticallTest is BaseTest {
 
     function test_Multicall_multicall_bypasses_cap_if_it_is_to_reduce_debt() public {
         _setPrice(1e18);
+        _updateConfig("swapFeeAPR", 0);
         uint256 amount = 100e6;
-        uint256 cap = amount + size.getSwapFee(100e6, 365 days);
+        uint256 cap = amount;
         _updateConfig("borrowATokenCap", cap);
 
         _deposit(alice, usdc, cap);

test/local/actions/SelfLiquidate.t.sol

@@ -35,7 +35,7 @@ contract SelfLiquidateTest is BaseTest {
             size.debtTokenAmountToCollateralTokenAmount(size.getDebtPosition(debtPositionId).futureValue);
 
         vm.expectRevert();
-        _liquidate(liquidator, debtPositionId, debtInCollateralToken);
+        _liquidate(liquidator, debtPositionId, debtInCollateralToken, block.timestamp);
 
         Vars memory _before = _state();
 
@@ -133,7 +133,7 @@ contract SelfLiquidateTest is BaseTest {
             size.debtTokenAmountToCollateralTokenAmount(size.getDebtPosition(debtPositionId).futureValue);
 
         vm.expectRevert();
-        _liquidate(liquidator, debtPositionId, futureValueInCollateralToken);
+        _liquidate(liquidator, debtPositionId, futureValueInCollateralToken, block.timestamp);
 
         Vars memory _before = _state();
 

test/local/actions/SellCreditMarket.t.sol

@@ -33,20 +33,17 @@ contract SellCreditMarketTest is BaseTest {
         uint256 amount = 100e6;
         uint256 tenor = 365 days;
 
-        uint256 futureValue = Math.mulDivUp(amount, (PERCENT + 0.03e18), PERCENT);
         uint256 debtPositionId = _sellCreditMarket(bob, alice, RESERVED_ID, amount, tenor, false);
-
-        uint256 futureValueOpening = Math.mulDivUp(futureValue, size.riskConfig().crOpening, PERCENT);
-        uint256 minimumCollateral = size.debtTokenAmountToCollateralTokenAmount(futureValueOpening);
-        uint256 swapFee = size.getSwapFee(amount, tenor);
+        uint256 futureValue = size.getDebtPosition(debtPositionId).futureValue;
+        uint256 issuanceValue = Math.mulDivDown(futureValue, PERCENT, PERCENT + 0.03e18);
+        uint256 swapFee = size.getSwapFee(issuanceValue, tenor);
 
         Vars memory _after = _state();
 
-        assertGt(_before.bob.collateralTokenBalance, minimumCollateral);
         assertEq(_after.alice.borrowATokenBalance, _before.alice.borrowATokenBalance - amount - swapFee);
         assertEq(_after.bob.borrowATokenBalance, _before.bob.borrowATokenBalance + amount);
         assertEq(_after.variablePool.collateralTokenBalance, _before.variablePool.collateralTokenBalance);
-        assertEq(_after.bob.debtBalance, size.getDebtPosition(debtPositionId).futureValue);
+        assertEq(_after.bob.debtBalance, futureValue);
     }
 
     function testFuzz_SellCreditMarket_sellCreditMarket_used_to_borrow(uint256 amount, uint256 apr, uint256 tenor)
@@ -66,22 +63,21 @@ contract SellCreditMarketTest is BaseTest {
 
         Vars memory _before = _state();
 
-        uint256 rate = uint256(Math.aprToRatePerTenor(apr, tenor));
-        uint256 debt = Math.mulDivUp(amount, (PERCENT + rate), PERCENT);
+        uint256 rate = Math.aprToRatePerTenor(apr, tenor);
 
         uint256 debtPositionId = _sellCreditMarket(bob, alice, RESERVED_ID, amount, tenor, false);
-        uint256 debtOpening = Math.mulDivUp(debt, size.riskConfig().crOpening, PERCENT);
-        uint256 minimumCollateral = size.debtTokenAmountToCollateralTokenAmount(debtOpening);
+        uint256 futureValue = size.getDebtPosition(debtPositionId).futureValue;
+        uint256 issuanceValue = Math.mulDivDown(futureValue, PERCENT, PERCENT + rate);
+
         Vars memory _after = _state();
 
-        assertGt(_before.bob.collateralTokenBalance, minimumCollateral);
         assertEq(
             _after.alice.borrowATokenBalance,
-            _before.alice.borrowATokenBalance - amount - size.getSwapFee(amount, tenor)
+            _before.alice.borrowATokenBalance - amount - size.getSwapFee(issuanceValue, tenor)
         );
         assertEq(_after.bob.borrowATokenBalance, _before.bob.borrowATokenBalance + amount);
         assertEq(_after.variablePool.collateralTokenBalance, _before.variablePool.collateralTokenBalance);
-        assertEq(_after.bob.debtBalance, size.getDebtPosition(debtPositionId).futureValue);
+        assertEq(_after.bob.debtBalance, futureValue);
     }
 
     function test_SellCreditMarket_sellCreditMarket_fragmentation() public {
@@ -516,15 +512,15 @@ contract SellCreditMarketTest is BaseTest {
 
         Vars memory _before = _state();
 
-        _sellCreditMarket(bob, alice, RESERVED_ID, cash, tenor, false);
+        uint256 debtPositionId = _sellCreditMarket(bob, alice, RESERVED_ID, cash, tenor, false);
+        uint256 futureValue = size.getDebtPosition(debtPositionId).futureValue;
         uint256 swapFeePercent = Math.mulDivUp(size.feeConfig().swapFeeAPR, tenor, 365 days);
+        uint256 r = Math.aprToRatePerTenor(apr, tenor);
+        uint256 swapFee = Math.mulDivUp(futureValue, swapFeePercent, PERCENT + r);
 
         Vars memory _after = _state();
 
-        assertEq(
-            _after.alice.borrowATokenBalance,
-            _before.alice.borrowATokenBalance - cash - Math.mulDivUp(cash, swapFeePercent, PERCENT)
-        );
+        assertEq(_after.alice.borrowATokenBalance, _before.alice.borrowATokenBalance - cash - swapFee);
         assertEq(_after.bob.borrowATokenBalance, _before.bob.borrowATokenBalance + cash);
     }