Merge pull request #335 from balancer-labs/develop

Release 4.0.1-beta.16

hardhat.config.js → hardhat.config.ts

@@ -1,4 +1,4 @@
-require('@nomiclabs/hardhat-ethers');
+import '@nomiclabs/hardhat-ethers';
 
 /**
  * @type import('hardhat/config').HardhatUserConfig

package.json

@@ -1,6 +1,6 @@
 {
     "name": "@balancer-labs/sor",
-    "version": "4.0.1-beta.15",
+    "version": "4.0.1-beta.16",
     "license": "GPL-3.0-only",
     "main": "dist/index.js",
     "module": "dist/index.esm.js",
@@ -11,11 +11,11 @@
         "test": "TS_NODE_PROJECT='tsconfig.testing.json' nyc mocha -r ts-node/register test/*.spec.ts",
         "coverage": "nyc report --reporter=text-lcov | coveralls",
         "lint": "eslint ./src ./test --ext .ts --max-warnings 0",
-        "node": "npx hardhat node --fork $(grep ALCHEMY_URL .env | cut -d '=' -f2) --fork-block-number 14828550"
+        "node": "npx hardhat node --tsconfig tsconfig.testing.json --fork $(grep ALCHEMY_URL .env | cut -d '=' -f2) --fork-block-number 14828550"
     },
     "husky": {
         "hooks": {
-            "pre-commit": "pretty-quick --staged"
+            "pre-commit": "pretty-quick --staged && yarn run lint"
         }
     },
     "publishConfig": {

src/frontendHelpers/queryBatchSwapHelpers.ts

@@ -1,16 +1,9 @@
 import { BigNumberish } from '@ethersproject/bignumber';
 import { Contract } from '@ethersproject/contracts';
 import { AddressZero } from '@ethersproject/constants';
-import { SwapTypes, SwapInfo, SwapV2 } from '../types';
+import { SwapTypes, SwapInfo, SwapV2, FundManagement } from '../types';
 import { SOR } from '../index';
 
-type FundManagement = {
-    sender: string;
-    recipient: string;
-    fromInternalBalance: boolean;
-    toInternalBalance: boolean;
-};
-
 /*
  * queryBatchSwap simulates a call to `batchSwap`, returning an array of Vault asset deltas. Calls to `swap` cannot be
  * simulated directly, but an equivalent `batchSwap` call can and will yield the exact same result.

src/pools/elementPool/elementPool.ts

@@ -219,11 +219,13 @@ export class ElementPool implements PoolBase {
         return _tokenInForExactTokenOut(amount, poolPairData);
     }
 
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
     _calcTokensOutGivenExactBptIn(bptAmountIn: BigNumber): BigNumber[] {
         // Missing maths for this
         return new Array(this.tokens.length).fill(Zero);
     }
 
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
     _calcBptOutGivenExactTokensIn(amountsIn: BigNumber[]): BigNumber {
         // Missing maths for this
         return Zero;

src/pools/gyro2Pool/gyro2Pool.ts

@@ -284,11 +284,13 @@ export class Gyro2Pool implements PoolBase {
         }
     }
 
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
     _calcTokensOutGivenExactBptIn(bptAmountIn: BigNumber): BigNumber[] {
         // Missing maths for this
         return new Array(this.tokens.length).fill(Zero);
     }
 
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
     _calcBptOutGivenExactTokensIn(amountsIn: BigNumber[]): BigNumber {
         // Missing maths for this
         return Zero;

src/pools/gyro3Pool/gyro3Pool.ts

@@ -315,11 +315,13 @@ export class Gyro3Pool implements PoolBase {
         }
     }
 
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
     _calcTokensOutGivenExactBptIn(bptAmountIn: BigNumber): BigNumber[] {
         // Missing maths for this
         return new Array(this.tokens.length).fill(Zero);
     }
 
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
     _calcBptOutGivenExactTokensIn(amountsIn: BigNumber[]): BigNumber {
         // Missing maths for this
         return Zero;

src/pools/gyroEPool/gyroEMath/gyroEMath.ts

@@ -59,7 +59,9 @@ export function calculateInvariantWithError(
     if (x.add(y).gt(MAX_BALANCES)) throw new Error('MAX ASSETS EXCEEDED');
     const AtAChi = calcAtAChi(x, y, params, derived);
 
-    let [square_root, err] = calcInvariantSqrt(x, y, params, derived);
+    const invariantResult = calcInvariantSqrt(x, y, params, derived);
+    const square_root = invariantResult[0];
+    let err = invariantResult[1];
 
     if (square_root.gt(0)) {
         err = divUpMagU(err.add(1), square_root.mul(2));

src/pools/gyroEPool/gyroEPool.ts

@@ -392,11 +392,13 @@ export class GyroEPool implements PoolBase {
         return bnum(formatFixed(inAmount, 18));
     }
 
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
     _calcTokensOutGivenExactBptIn(bptAmountIn: BigNumber): BigNumber[] {
         // Missing maths for this
         return new Array(this.tokens.length).fill(Zero);
     }
 
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
     _calcBptOutGivenExactTokensIn(amountsIn: BigNumber[]): BigNumber {
         // Missing maths for this
         return Zero;

src/pools/lido/index.ts

@@ -869,6 +869,7 @@ function calculateMarketSp(
         if (!newPool) return bnum(0);
 
         // Parses relevant balances, etc
+        // eslint-disable-next-line @typescript-eslint/no-explicit-any
         const poolPairData: any = newPool.parsePoolPairData(
             assets[swap.assetInIndex],
             assets[swap.assetOutIndex]

src/pools/linearPool/linearPool.ts

@@ -201,6 +201,7 @@ export class LinearPool implements PoolBase {
         return poolPairData;
     }
 
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
     getNormalizedLiquidity(poolPairData: LinearPoolPairData): OldBigNumber {
         return bnum(0);
     }
@@ -755,11 +756,13 @@ export class LinearPool implements PoolBase {
         }
     }
 
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
     _calcTokensOutGivenExactBptIn(bptAmountIn: BigNumber): BigNumber[] {
         // Linear Pool doesn't have Exit Pool implementation
         return new Array(this.tokens.length).fill(Zero);
     }
 
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
     _calcBptOutGivenExactTokensIn(amountsIn: BigNumber[]): BigNumber {
         // Linear Pool doesn't have Join Pool implementation
         return Zero;

src/pools/stablePool/stableMathBigInt.ts

@@ -12,11 +12,7 @@ import { MathSol, BZERO } from '../../utils/basicOperations';
 
 const AMP_PRECISION = BigInt(1e3);
 
-function _calculateInvariant(
-    amp: bigint,
-    balances: bigint[],
-    roundUp: boolean
-): bigint {
+function _calculateInvariant(amp: bigint, balances: bigint[]): bigint {
     /**********************************************************************************************
       // invariant                                                                                 //
       // D = invariant                                                  D^(n+1)                    //
@@ -26,7 +22,7 @@ function _calculateInvariant(
       // n = number of tokens                                                                      //
       *********x************************************************************************************/
 
-    // We support rounding up or down.
+    // Always round down, to match Vyper's arithmetic (which always truncates).
 
     let sum = BZERO;
     const numTokens = balances.length;
@@ -42,30 +38,30 @@ function _calculateInvariant(
     const ampTimesTotal = amp * BigInt(numTokens);
 
     for (let i = 0; i < 255; i++) {
-        let P_D = balances[0] * BigInt(numTokens);
-        for (let j = 1; j < numTokens; j++) {
-            P_D = MathSol.div(
-                MathSol.mul(MathSol.mul(P_D, balances[j]), BigInt(numTokens)),
-                invariant,
-                roundUp
+        let D_P = invariant;
+        for (let j = 0; j < numTokens; j++) {
+            // (D_P * invariant) / (balances[j] * numTokens)
+            D_P = MathSol.divDown(
+                MathSol.mul(D_P, invariant),
+                MathSol.mul(balances[j], BigInt(numTokens))
             );
         }
+
         prevInvariant = invariant;
-        invariant = MathSol.div(
-            MathSol.mul(MathSol.mul(BigInt(numTokens), invariant), invariant) +
-                MathSol.div(
-                    MathSol.mul(MathSol.mul(ampTimesTotal, sum), P_D),
-                    AMP_PRECISION,
-                    roundUp
-                ),
-            MathSol.mul(BigInt(numTokens + 1), invariant) +
-                // No need to use checked arithmetic for the amp precision, the amp is guaranteed to be at least 1
-                MathSol.div(
-                    MathSol.mul(ampTimesTotal - AMP_PRECISION, P_D),
-                    AMP_PRECISION,
-                    !roundUp
-                ),
-            roundUp
+        invariant = MathSol.divDown(
+            MathSol.mul(
+                // (ampTimesTotal * sum) / AMP_PRECISION + D_P * numTokens
+                MathSol.divDown(
+                    MathSol.mul(ampTimesTotal, sum),
+                    AMP_PRECISION
+                ) + MathSol.mul(D_P, BigInt(numTokens)),
+                invariant
+            ),
+            // ((ampTimesTotal - _AMP_PRECISION) * invariant) / _AMP_PRECISION + (numTokens + 1) * D_P
+            MathSol.divDown(
+                MathSol.mul(ampTimesTotal - AMP_PRECISION, invariant),
+                AMP_PRECISION
+            ) + MathSol.mul(BigInt(numTokens + 1), D_P)
         );
 
         if (invariant > prevInvariant) {
@@ -76,7 +72,6 @@ function _calculateInvariant(
             return invariant;
         }
     }
-
     throw new Error('Errors.STABLE_INVARIANT_DIDNT_CONVERGE');
 }
 
@@ -91,8 +86,7 @@ export function _calcOutGivenIn(
     fee: bigint
 ): bigint {
     amountIn = subtractFee(amountIn, fee);
-    // Given that we need to have a greater final balance out, the invariant needs to be rounded up
-    const invariant = _calculateInvariant(amp, balances, true);
+    const invariant = _calculateInvariant(amp, balances);
 
     const initBalance = balances[tokenIndexIn];
     balances[tokenIndexIn] = initBalance + amountIn;
@@ -113,7 +107,7 @@ export function _calcInGivenOut(
     amountOut: bigint,
     fee: bigint
 ): bigint {
-    const invariant = _calculateInvariant(amp, balances, true);
+    const invariant = _calculateInvariant(amp, balances);
     balances[tokenIndexOut] = MathSol.sub(balances[tokenIndexOut], amountOut);
 
     const finalBalanceIn = _getTokenBalanceGivenInvariantAndAllOtherBalances(
@@ -188,8 +182,9 @@ export function _calcBptOutGivenExactTokensIn(
     }
 
     // Get current and new invariants, taking swap fees into account
-    const currentInvariant = _calculateInvariant(amp, balances, true);
-    const newInvariant = _calculateInvariant(amp, newBalances, false);
+    const currentInvariant = _calculateInvariant(amp, balances);
+    const newInvariant = _calculateInvariant(amp, newBalances);
+
     const invariantRatio = MathSol.divDownFixed(newInvariant, currentInvariant);
 
     // If the invariant didn't increase for any reason, we simply don't mint BPT
@@ -212,7 +207,7 @@ export function _calcTokenInGivenExactBptOut(
     fee: bigint
 ): bigint {
     // Token in, so we round up overall.
-    const currentInvariant = _calculateInvariant(amp, balances, true);
+    const currentInvariant = _calculateInvariant(amp, balances);
     const newInvariant = MathSol.mulUpFixed(
         MathSol.divUpFixed(
             MathSol.add(bptTotalSupply, bptAmountOut),
@@ -322,8 +317,8 @@ export function _calcBptInGivenExactTokensOut(
     }
 
     // Get current and new invariants, taking into account swap fees
-    const currentInvariant = _calculateInvariant(amp, balances, true);
-    const newInvariant = _calculateInvariant(amp, newBalances, false);
+    const currentInvariant = _calculateInvariant(amp, balances);
+    const newInvariant = _calculateInvariant(amp, newBalances);
     const invariantRatio = MathSol.divDownFixed(newInvariant, currentInvariant);
 
     // return amountBPTIn
@@ -343,8 +338,7 @@ export function _calcTokenOutGivenExactBptIn(
 ): bigint {
     // Token out, so we round down overall.
 
-    // Get the current and new invariants. Since we need a bigger new invariant, we round the current one up.
-    const currentInvariant = _calculateInvariant(amp, balances, true);
+    const currentInvariant = _calculateInvariant(amp, balances);
     const newInvariant = MathSol.mulUpFixed(
         MathSol.divUpFixed(bptTotalSupply - bptAmountIn, bptTotalSupply),
         currentInvariant
@@ -540,7 +534,7 @@ export function _spotPriceAfterSwapTokenInForExactTokenOut(
     tokenIndexOut: number,
     amountOut: bigint,
     fee: bigint
-): BigInt {
+): bigint {
     const balancesCopy = [...balances];
     const _in = _calcInGivenOut(
         amp,
@@ -714,7 +708,7 @@ export function _poolDerivatives(
     wrt_out: boolean
 ): bigint {
     const totalCoins = balances.length;
-    const D = _calculateInvariant(amp, balances, true);
+    const D = _calculateInvariant(amp, balances);
     let S = BigInt(0);
     for (let i = 0; i < totalCoins; i++) {
         if (i != tokenIndexIn && i != tokenIndexOut) {
@@ -765,7 +759,7 @@ export function _poolDerivativesBPT(
     wrt_out: boolean
 ): bigint {
     const totalCoins = balances.length;
-    const D = _calculateInvariant(amp, balances, true);
+    const D = _calculateInvariant(amp, balances);
     let S = BigInt(0);
     let D_P = D / BigInt(totalCoins);
     for (let i = 0; i < totalCoins; i++) {

src/types.ts

@@ -252,3 +252,10 @@ export interface TokenPriceService {
 export interface PoolDataService {
     getPools(): Promise<SubgraphPoolBase[]>;
 }
+
+export type FundManagement = {
+    sender: string;
+    recipient: string;
+    fromInternalBalance: boolean;
+    toInternalBalance: boolean;
+};