Merge pull request #327 from balancer-labs/develop

Release 4.0.1-beta.14

package.json

@@ -1,6 +1,6 @@
 {
     "name": "@balancer-labs/sor",
-    "version": "4.0.1-beta.13",
+    "version": "4.0.1-beta.14",
     "license": "GPL-3.0-only",
     "main": "dist/index.js",
     "module": "dist/index.esm.js",

src/frontendHelpers/phantomStableHelpers.ts

@@ -21,7 +21,7 @@ export function BPTForTokensZeroPriceImpact(
     fee: BigNumberish,
     rates: BigNumberish[]
 ): BigNumber {
-    const amountsAfterFee = amounts.map((amountIn, i) => {
+    const amountsAfterFee = amounts.map((amountIn) => {
         const amount = BigNumber.from(amountIn);
         const feeAmount = amount.mul(fee).div(ONE);
         return amount.sub(feeAmount);

src/pools/elementPool/elementPool.ts

@@ -1,5 +1,5 @@
 import { BigNumber, formatFixed, parseFixed } from '@ethersproject/bignumber';
-import { WeiPerEther as ONE } from '@ethersproject/constants';
+import { WeiPerEther as ONE, Zero } from '@ethersproject/constants';
 import { isSameAddress } from '../../utils';
 import { BigNumber as OldBigNumber, bnum } from '../../utils/bignumber';
 import {
@@ -219,6 +219,16 @@ export class ElementPool implements PoolBase {
         return _tokenInForExactTokenOut(amount, poolPairData);
     }
 
+    _calcTokensOutGivenExactBptIn(bptAmountIn: BigNumber): BigNumber[] {
+        // Missing maths for this
+        return new Array(this.tokens.length).fill(Zero);
+    }
+
+    _calcBptOutGivenExactTokensIn(amountsIn: BigNumber[]): BigNumber {
+        // Missing maths for this
+        return Zero;
+    }
+
     _spotPriceAfterSwapExactTokenInForTokenOut(
         poolPairData: ElementPoolPairData,
         amount: OldBigNumber

src/pools/gyro2Pool/gyro2Pool.ts

@@ -1,5 +1,5 @@
 import { getAddress } from '@ethersproject/address';
-import { WeiPerEther as ONE } from '@ethersproject/constants';
+import { WeiPerEther as ONE, Zero } from '@ethersproject/constants';
 import { formatFixed, BigNumber } from '@ethersproject/bignumber';
 import { BigNumber as OldBigNumber, bnum } from '../../utils/bignumber';
 
@@ -284,6 +284,16 @@ export class Gyro2Pool implements PoolBase {
         }
     }
 
+    _calcTokensOutGivenExactBptIn(bptAmountIn: BigNumber): BigNumber[] {
+        // Missing maths for this
+        return new Array(this.tokens.length).fill(Zero);
+    }
+
+    _calcBptOutGivenExactTokensIn(amountsIn: BigNumber[]): BigNumber {
+        // Missing maths for this
+        return Zero;
+    }
+
     _spotPriceAfterSwapExactTokenInForTokenOut(
         poolPairData: Gyro2PoolPairData,
         amount: OldBigNumber

src/pools/gyro3Pool/gyro3Math.ts

@@ -1,7 +1,6 @@
 import { BigNumber } from '@ethersproject/bignumber';
 import { WeiPerEther as ONE } from '@ethersproject/constants';
 import {
-    _SAFE_LARGE_POW3_THRESHOLD,
     _INVARIANT_MIN_ITERATIONS,
     _INVARIANT_SHRINKING_FACTOR_PER_STEP,
 } from './constants';

src/pools/gyro3Pool/gyro3Pool.ts

@@ -1,5 +1,5 @@
 import { getAddress } from '@ethersproject/address';
-import { WeiPerEther as ONE } from '@ethersproject/constants';
+import { WeiPerEther as ONE, Zero } from '@ethersproject/constants';
 import { formatFixed, BigNumber } from '@ethersproject/bignumber';
 import { BigNumber as OldBigNumber, bnum } from '../../utils/bignumber';
 
@@ -315,6 +315,16 @@ export class Gyro3Pool implements PoolBase {
         }
     }
 
+    _calcTokensOutGivenExactBptIn(bptAmountIn: BigNumber): BigNumber[] {
+        // Missing maths for this
+        return new Array(this.tokens.length).fill(Zero);
+    }
+
+    _calcBptOutGivenExactTokensIn(amountsIn: BigNumber[]): BigNumber {
+        // Missing maths for this
+        return Zero;
+    }
+
     _spotPriceAfterSwapExactTokenInForTokenOut(
         poolPairData: Gyro3PoolPairData,
         amount: OldBigNumber

src/pools/gyro3Pool/helpers.ts

@@ -7,7 +7,7 @@ export function _safeLargePow3ADown(
     l: BigNumber,
     root3Alpha: BigNumber,
     d: BigNumber
-) {
+): BigNumber {
     let ret = BigNumber.from(0);
     if (l.lte(_SAFE_LARGE_POW3_THRESHOLD)) {
         // Simple case where there is no overflow

src/pools/gyroEPool/gyroEMath/gyroEMath.ts

@@ -1,4 +1,4 @@
-import { BigNumber, formatFixed } from '@ethersproject/bignumber';
+import { BigNumber } from '@ethersproject/bignumber';
 import { WeiPerEther as ONE } from '@ethersproject/constants';
 import { MAX_BALANCES, MAX_INVARIANT } from './constants';
 import { ONE_XP, SMALL } from '../../gyroHelpers/constants';
@@ -41,7 +41,7 @@ export function calculateNormalizedLiquidity(
     r: Vector2,
     fee: BigNumber,
     tokenInIsToken0: boolean
-) {
+): BigNumber {
     if (tokenInIsToken0) {
         return normalizedLiquidityXIn(balances, params, derived, fee, r);
     } else {
@@ -53,7 +53,7 @@ export function calculateInvariantWithError(
     balances: BigNumber[],
     params: GyroEParams,
     derived: DerivedGyroEParams
-) {
+): [BigNumber, BigNumber] {
     const [x, y] = balances;
 
     if (x.add(y).gt(MAX_BALANCES)) throw new Error('MAX ASSETS EXCEEDED');

src/pools/gyroEPool/gyroEMath/gyroEMathFunctions.ts

@@ -32,7 +32,7 @@ export function calcSpotPriceYGivenX(
     params: GyroEParams,
     d: DerivedGyroEParams,
     r: Vector2
-) {
+): BigNumber {
     const ab: Vector2 = {
         x: virtualOffset0(params, d, r),
         y: virtualOffset1(params, d, r),
@@ -55,7 +55,7 @@ export function calcSpotPriceXGivenY(
     params: GyroEParams,
     d: DerivedGyroEParams,
     r: Vector2
-) {
+): BigNumber {
     const ba: Vector2 = {
         x: virtualOffset1(params, d, r),
         y: virtualOffset0(params, d, r),
@@ -168,7 +168,7 @@ export function normalizedLiquidityYIn(
     derived: DerivedGyroEParams,
     fee: BigNumber,
     rVec: Vector2
-) {
+): BigNumber {
     const { y0, c, s, lambda, b, ls, R } = setup(
         balances,
         params,
@@ -215,7 +215,7 @@ export function normalizedLiquidityXIn(
     derived: DerivedGyroEParams,
     fee: BigNumber,
     rVec: Vector2
-) {
+): BigNumber {
     const { x0, c, s, lambda, a, ls, R } = setup(
         balances,
         params,
@@ -262,7 +262,7 @@ export function dPyDXIn(
     derived: DerivedGyroEParams,
     fee: BigNumber,
     rVec: Vector2
-) {
+): BigNumber {
     const { x0, c, s, lambda, a, ls, R } = setup(
         balances,
         params,
@@ -307,7 +307,7 @@ export function dPxDYIn(
     derived: DerivedGyroEParams,
     fee: BigNumber,
     rVec: Vector2
-) {
+): BigNumber {
     const { y0, c, s, lambda, b, ls, R } = setup(
         balances,
         params,
@@ -352,7 +352,7 @@ export function dPxDXOut(
     derived: DerivedGyroEParams,
     fee: BigNumber,
     rVec: Vector2
-) {
+): BigNumber {
     const { x0, s, lambda, a, ls, R, f } = setup(
         balances,
         params,
@@ -384,7 +384,7 @@ export function dPyDYOut(
     derived: DerivedGyroEParams,
     fee: BigNumber,
     rVec: Vector2
-) {
+): BigNumber {
     const { y0, c, lambda, b, ls, R, f } = setup(
         balances,
         params,

src/pools/gyroEPool/gyroEMath/gyroEMathHelpers.ts

@@ -1,4 +1,4 @@
-import { BigNumber, formatFixed, parseFixed } from '@ethersproject/bignumber';
+import { BigNumber, parseFixed } from '@ethersproject/bignumber';
 import { WeiPerEther as ONE } from '@ethersproject/constants';
 import { ONE_XP } from '../../gyroHelpers/constants';
 import {
@@ -81,7 +81,7 @@ export function balancesFromTokenInOut(
     balanceTokenIn: BigNumber,
     balanceTokenOut: BigNumber,
     tokenInIsToken0: boolean
-) {
+): [BigNumber, BigNumber] {
     return tokenInIsToken0
         ? [balanceTokenIn, balanceTokenOut]
         : [balanceTokenOut, balanceTokenIn];
@@ -96,7 +96,7 @@ export function calcAtAChi(
     y: BigNumber,
     p: GyroEParams,
     d: DerivedGyroEParams
-) {
+): BigNumber {
     const dSq2 = mulXpU(d.dSq, d.dSq);
 
     // (cx - sy) * (w/lambda + z) / lambda
@@ -129,7 +129,7 @@ export function calcInvariantSqrt(
     y: BigNumber,
     p: GyroEParams,
     d: DerivedGyroEParams
-) {
+): [BigNumber, BigNumber] {
     let val = calcMinAtxAChiySqPlusAtxSq(x, y, p, d).add(
         calc2AtxAtyAChixAChiy(x, y, p, d)
     );
@@ -151,7 +151,7 @@ function calcMinAtxAChiySqPlusAtxSq(
     termNp = termNp.sub(
         mulDownMagU(mulDownMagU(mulDownMagU(x, y), p.c.mul(2)), p.s)
     );
-    let termXp = mulXpU(d.u, d.u)
+    const termXp = mulXpU(d.u, d.u)
         .add(divDownMagU(mulXpU(d.u.mul(2), d.v), p.lambda))
         .add(divDownMagU(divDownMagU(mulXpU(d.v, d.v), p.lambda), p.lambda));
 
@@ -211,7 +211,10 @@ function calcMinAtyAChixSqPlusAtySq(
     return val;
 }
 
-export function calcAChiAChiInXp(p: GyroEParams, d: DerivedGyroEParams) {
+export function calcAChiAChiInXp(
+    p: GyroEParams,
+    d: DerivedGyroEParams
+): BigNumber {
     const dSq3 = mulXpU(mulXpU(d.dSq, d.dSq), d.dSq);
     let val = mulUpMagU(p.lambda, divXpU(mulXpU(d.u.mul(2), d.v), dSq3));
     val = val.add(
@@ -236,7 +239,7 @@ export function checkAssetBounds(
     invariant: Vector2,
     newBal: BigNumber,
     assetIndex: number
-) {
+): void {
     if (assetIndex === 0) {
         const xPlus = maxBalances0(params, derived, invariant);
         if (newBal.gt(MAX_BALANCES) || newBal.gt(xPlus))
@@ -283,7 +286,7 @@ export function calcYGivenX(
     params: GyroEParams,
     d: DerivedGyroEParams,
     r: Vector2
-) {
+): BigNumber {
     const ab: Vector2 = {
         x: virtualOffset0(params, d, r),
         y: virtualOffset1(params, d, r),
@@ -307,7 +310,7 @@ export function calcXGivenY(
     params: GyroEParams,
     d: DerivedGyroEParams,
     r: Vector2
-) {
+): BigNumber {
     const ba: Vector2 = {
         x: virtualOffset1(params, d, r),
         y: virtualOffset0(params, d, r),
@@ -492,7 +495,7 @@ export function mulA(params: GyroEParams, tp: Vector2): Vector2 {
     };
 }
 
-export function scalarProd(t1: Vector2, t2: Vector2) {
+export function scalarProd(t1: Vector2, t2: Vector2): BigNumber {
     const ret = mulDownMagU(t1.x, t2.x).add(mulDownMagU(t1.y, t2.y));
     return ret;
 }

src/pools/gyroEPool/gyroEPool.ts

@@ -1,5 +1,5 @@
 import { getAddress } from '@ethersproject/address';
-import { WeiPerEther as ONE } from '@ethersproject/constants';
+import { WeiPerEther as ONE, Zero } from '@ethersproject/constants';
 import { formatFixed, BigNumber } from '@ethersproject/bignumber';
 import { BigNumber as OldBigNumber, bnum } from '../../utils/bignumber';
 
@@ -211,7 +211,7 @@ export class GyroEPool implements PoolBase {
         return poolPairData;
     }
 
-    getNormalizedLiquidity(poolPairData: GyroEPoolPairData) {
+    getNormalizedLiquidity(poolPairData: GyroEPoolPairData): OldBigNumber {
         const normalizedBalances = normalizeBalances(
             [poolPairData.balanceIn, poolPairData.balanceOut],
             [poolPairData.decimalsIn, poolPairData.decimalsOut]
@@ -392,6 +392,16 @@ export class GyroEPool implements PoolBase {
         return bnum(formatFixed(inAmount, 18));
     }
 
+    _calcTokensOutGivenExactBptIn(bptAmountIn: BigNumber): BigNumber[] {
+        // Missing maths for this
+        return new Array(this.tokens.length).fill(Zero);
+    }
+
+    _calcBptOutGivenExactTokensIn(amountsIn: BigNumber[]): BigNumber {
+        // Missing maths for this
+        return Zero;
+    }
+
     _spotPriceAfterSwapExactTokenInForTokenOut(
         poolPairData: GyroEPoolPairData,
         amount: OldBigNumber

src/pools/gyroEPool/testingHelpers.ts

@@ -41,19 +41,19 @@ export function calculateDerivedValues(p: GyroEParams): DerivedGyroEParams {
         )
     );
 
-    let tauAlpha: BigNumber[] = [];
+    const tauAlpha: BigNumber[] = [];
     tauAlpha.push(mul(mul(alpha, c).sub(s), dAlpha));
     tauAlpha.push(mul(c.add(mul(s, alpha)), div(dAlpha, lambda)));
 
-    let tauBeta: BigNumber[] = [];
+    const tauBeta: BigNumber[] = [];
 
     tauBeta.push(mul(mul(beta, c).sub(s), dBeta));
     tauBeta.push(mul(c.add(mul(s, beta)), div(dBeta, lambda)));
 
-    let w = mul(mul(s, c), tauBeta[1].sub(tauAlpha[1]));
-    let z = mul(mul(c, c), tauBeta[0]).add(mul(mul(s, s), tauAlpha[0]));
-    let u = mul(mul(s, c), tauBeta[0].sub(tauAlpha[0]));
-    let v = mul(mul(s, s), tauBeta[1]).add(mul(mul(c, c), tauAlpha[1]));
+    const w = mul(mul(s, c), tauBeta[1].sub(tauAlpha[1]));
+    const z = mul(mul(c, c), tauBeta[0]).add(mul(mul(s, s), tauAlpha[0]));
+    const u = mul(mul(s, c), tauBeta[0].sub(tauAlpha[0]));
+    const v = mul(mul(s, s), tauBeta[1]).add(mul(mul(c, c), tauAlpha[1]));
 
     const derived = {
         tauAlpha: {
@@ -80,14 +80,18 @@ function scale(bn: BigNumber, decimalsIn: number, decimalsOut: number) {
         .div(parseFixed('1', decimalsIn));
 }
 
-export function sqrtArbitraryDecimal(input: BigNumber, decimals: number) {
+export function sqrtArbitraryDecimal(
+    input: BigNumber,
+    decimals: number
+): BigNumber {
     if (input.isZero()) {
         return BigNumber.from(0);
     }
     let guess = input.gt(parseFixed('1', decimals)) ? input.div(2) : input;
 
     // 100 iterations
-    for (let i of new Array(100).fill(0)) {
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
+    for (const i of new Array(100).fill(0)) {
         guess = guess
             .add(input.mul(parseFixed('1', decimals)).div(guess))
             .div(2);