Change Delta B to Instantaneous + Fix Well Tests (#592)

BeanstalkFarms · Aug 7, 2023 · f4de22d · f4de22d
2 parents c2543e2 + ce25909
commit f4de22d
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Showing 6 changed files with 103 additions and 76 deletions.
diff --git a/protocol/abi/Beanstalk.json b/protocol/abi/Beanstalk.json
@@ -4484,6 +4484,59 @@
     "stateMutability": "payable",
     "type": "function"
   },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "tokenIn",
+        "type": "address"
+      },
+      {
+        "internalType": "address",
+        "name": "tokenOut",
+        "type": "address"
+      },
+      {
+        "internalType": "uint256",
+        "name": "amountIn",
+        "type": "uint256"
+      }
+    ],
+    "name": "getAmountOut",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "amountOut",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "tokenIn",
+        "type": "address"
+      },
+      {
+        "internalType": "address",
+        "name": "tokenOut",
+        "type": "address"
+      }
+    ],
+    "name": "getMaxAmountIn",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "amountIn",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
   {
     "anonymous": false,
     "inputs": [
@@ -4570,59 +4623,6 @@
     "stateMutability": "payable",
     "type": "function"
   },
-  {
-    "inputs": [
-      {
-        "internalType": "address",
-        "name": "tokenIn",
-        "type": "address"
-      },
-      {
-        "internalType": "address",
-        "name": "tokenOut",
-        "type": "address"
-      },
-      {
-        "internalType": "uint256",
-        "name": "amountIn",
-        "type": "uint256"
-      }
-    ],
-    "name": "getAmountOut",
-    "outputs": [
-      {
-        "internalType": "uint256",
-        "name": "amountOut",
-        "type": "uint256"
-      }
-    ],
-    "stateMutability": "view",
-    "type": "function"
-  },
-  {
-    "inputs": [
-      {
-        "internalType": "address",
-        "name": "tokenIn",
-        "type": "address"
-      },
-      {
-        "internalType": "address",
-        "name": "tokenOut",
-        "type": "address"
-      }
-    ],
-    "name": "getMaxAmountIn",
-    "outputs": [
-      {
-        "internalType": "uint256",
-        "name": "amountIn",
-        "type": "uint256"
-      }
-    ],
-    "stateMutability": "view",
-    "type": "function"
-  },
   {
     "inputs": [
       {

diff --git a/protocol/contracts/ecosystem/price/WellPrice.sol b/protocol/contracts/ecosystem/price/WellPrice.sol
@@ -4,7 +4,7 @@ pragma experimental ABIEncoderV2;
 
 import {P} from "./P.sol";
 import {SafeMath} from "@openzeppelin/contracts/math/SafeMath.sol";
-import {IWell, IERC20} from "../../interfaces/basin/IWell.sol";
+import {Call, IWell, IERC20} from "../../interfaces/basin/IWell.sol";
 import {IBeanstalkWellFunction} from "../../interfaces/basin/IBeanstalkWellFunction.sol";
 import {LibUsdOracle} from "../../libraries/Oracle/LibUsdOracle.sol";
 import {LibWellMinting} from "../../libraries/Minting/LibWellMinting.sol";
@@ -74,9 +74,25 @@ contract WellPrice {
             .mul(2)
             .div(PRICE_PRECISION);
 
-        pool.deltaB = BEANSTALK.poolDeltaB(wellAddress);
+        pool.deltaB = getDeltaB(wellAddress, wellTokens, wellBalances);
         pool.lpUsd = pool.liquidity.mul(WELL_DECIMALS).div(IERC20(wellAddress).totalSupply());
         pool.lpBdv = BEANSTALK.bdv(wellAddress, WELL_DECIMALS);
     }
 
+    function getDeltaB(address well, IERC20[] memory tokens, uint256[] memory reserves) internal view returns (int256 deltaB) {
+        Call memory wellFunction = IWell(well).wellFunction();
+        (uint256[] memory ratios, uint256 beanIndex, bool success) = LibWell.getRatiosAndBeanIndex(tokens);
+        // If the USD Oracle oracle call fails, we can't compute deltaB
+        if(!success) return 0;
+
+        uint256 beansAtPeg = IBeanstalkWellFunction(wellFunction.target).calcReserveAtRatioLiquidity(
+            reserves,
+            beanIndex,
+            ratios,
+            wellFunction.data
+        );
+
+        deltaB = int256(beansAtPeg) - int256(reserves[beanIndex]);
+    }
+
 }
diff --git a/protocol/contracts/mocks/well/MockSetComponentsWell.sol b/protocol/contracts/mocks/well/MockSetComponentsWell.sol
@@ -21,6 +21,10 @@ contract MockSetComponentsWell is MockToken {
         _reserves = new uint256[](2);
     }
 
+    function init() external {
+        _reserves = new uint256[](2);
+    }
+
     Call[] public _pumps;
     Call public _wellFunction;
 

diff --git a/protocol/test/Silo.test.js b/protocol/test/Silo.test.js
@@ -382,9 +382,10 @@ describe('Silo', function () {
       depositID4 = '0x1BEA3CcD22F4EBd3d37d731BA31Eeca95713716DFFF000000000000000000111';
       expect(await this.metadata.uri(depositID4)).to.eq(depositmetadata);
 
-      depositmetadata = await fs.readFileSync(__dirname + '/data/base64EncodedImageBeanEth.txt', 'utf-8');
-      depositID5 = '0x9bAaB117304f7D6517048e371025dB8f89a8DbE5FFFFFFFFFFFFF00000000002';
-      expect(await this.metadata.uri(depositID5)).to.eq(depositmetadata);
+      // TODO: reimplement once basin addresses are deployed.
+      // depositmetadata = await fs.readFileSync(__dirname + '/data/base64EncodedImageBeanEth.txt', 'utf-8');
+      // depositID5 = '0x9bAaB117304f7D6517048e371025dB8f89a8DbE5FFFFFFFFFFFFF00000000002';
+      // expect(await this.metadata.uri(depositID5)).to.eq(depositmetadata);
 
     });
 

diff --git a/protocol/test/beanstalkPrice.test.js b/protocol/test/beanstalkPrice.test.js
@@ -156,15 +156,15 @@ describe('BeanstalkPrice', function () {
 
       expect(p.price).to.equal('1499997');
       expect(p.liquidity).to.equal('3999995000000');
-      expect(p.deltaB).to.equal('133679332828');
+      expect(p.deltaB).to.equal('500000000000');
 
       expect(c.price).to.equal('999999');
       expect(c.liquidity).to.equal('1999999000000');
       expect(c.deltaB).to.equal('0');
 
       expect(w.price).to.equal('1999996');
       expect(w.liquidity).to.equal('1999996000000');
-      expect(w.deltaB).to.equal('133679332828');
+      expect(w.deltaB).to.equal('500000000000');
     })
 
     it('deltaB > 0, wells and curve', async function () {
@@ -194,15 +194,15 @@ describe('BeanstalkPrice', function () {
 
       expect(p.price).to.equal('1491246');
       expect(p.liquidity).to.equal('4108725000000');
-      expect(p.deltaB).to.equal('183543345294');
+      expect(p.deltaB).to.equal('549891561002');
 
       expect(c.price).to.equal('1008729');
       expect(c.liquidity).to.equal('2108729000000');
       expect(c.deltaB).to.equal('49891561002');
 
       expect(w.price).to.equal('1999996');
       expect(w.liquidity).to.equal('1999996000000');
-      expect(w.deltaB).to.equal('133651784292');
+      expect(w.deltaB).to.equal('500000000000');
     })
 
     it('deltaB < 0, curve only', async function () {
@@ -253,15 +253,15 @@ describe('BeanstalkPrice', function () {
 
       expect(p.price).to.equal('749999');
       expect(p.liquidity).to.equal('3999995000000');
-      expect(p.deltaB).to.equal('-224612602483');
+      expect(p.deltaB).to.equal('-1000000000000');
 
       expect(c.price).to.equal('999999');
       expect(c.liquidity).to.equal('1999999000000');
       expect(c.deltaB).to.equal('0');
 
       expect(w.price).to.equal('499999');
       expect(w.liquidity).to.equal('1999996000000');
-      expect(w.deltaB).to.equal('-224612602483');
+      expect(w.deltaB).to.equal('-1000000000000');
     })
 
     it('deltaB < 0, wells and curve', async function () {
@@ -291,15 +291,15 @@ describe('BeanstalkPrice', function () {
 
       expect(p.price).to.equal('751106');
       expect(p.liquidity).to.equal('4090476600000');
-      expect(p.deltaB).to.be.within('-274563881303', '-274485381948')
+      expect(p.deltaB).to.be.eq('-1050108438998')
 
       expect(c.price).to.equal('991346');
       expect(c.liquidity).to.equal('2090480600000');
       expect(c.deltaB).to.equal('-50108438998');
 
       expect(w.price).to.equal('499999');
       expect(w.liquidity).to.equal('1999996000000');
-      expect(w.deltaB).to.equal('-224376942950');
+      expect(w.deltaB).to.equal('-1000000000000');
     })
 
     it('well deltaB > 0, curve deltaB < 0', async function () {
@@ -329,15 +329,15 @@ describe('BeanstalkPrice', function () {
 
       expect(p.price).to.equal('1484514');
       expect(p.liquidity).to.equal('4090476600000');
-      expect(p.deltaB).to.equal('83488280312');
+      expect(p.deltaB).to.equal('449891561002');
 
       expect(c.price).to.equal('991346');
       expect(c.liquidity).to.equal('2090480600000');
       expect(c.deltaB).to.equal('-50108438998');
 
       expect(w.price).to.equal('1999996');
       expect(w.liquidity).to.equal('1999996000000');
-      expect(w.deltaB).to.be.within('133569202852','133596719310');
+      expect(w.deltaB).to.be.eq('500000000000');
     })
 
     it('well deltaB < 0, curve deltaB > 0', async function () {
@@ -367,15 +367,15 @@ describe('BeanstalkPrice', function () {
 
       expect(p.price).to.equal('761095');
       expect(p.liquidity).to.equal('4108725000000');
-      expect(p.deltaB).to.be.within('-174485381948','-174406936344');
+      expect(p.deltaB).to.be.eq('-950108438998');
 
       expect(c.price).to.equal('1008729');
       expect(c.liquidity).to.equal('2108729000000');
       expect(c.deltaB).to.equal('49891561002');
 
       expect(w.price).to.equal('499999');
       expect(w.liquidity).to.equal('1999996000000');
-      expect(w.deltaB).to.equal('-224298497346');
+      expect(w.deltaB).to.equal('-1000000000000');
     })
 
   });

diff --git a/protocol/utils/well.js b/protocol/utils/well.js
@@ -1,5 +1,5 @@
 const fs = require('fs');
-const { BEAN, WETH, BEANSTALK_PUMP } = require('../test/utils/constants');
+const { BEAN, WETH, BEANSTALK_PUMP, BEAN_ETH_WELL } = require('../test/utils/constants');
 const { to6, to18 } = require('../test/utils/helpers');
 const { getBeanstalk } = require('./contracts');
 const { mintEth } = require('./mint');
@@ -100,7 +100,7 @@ async function deployWell(tokens, verbose = false, salt = ethers.constants.HashZ
     if (verbose) console.log("Deployed Aquifer", aquifer.address);
     const wellFunction = await deployWellContract('ConstantProduct2');
     if (verbose) console.log("Deployed Well Function", wellFunction.address);
-    const pump = await deployGeoEmaAndCumSmaPump()
+    const pump = await deployMultiFlowPump()
     if (verbose) console.log("Deployed Pump", pump.address);
 
     const immutableData = await encodeWellImmutableData(
@@ -205,8 +205,8 @@ async function deployMockPump() {
     return await ethers.getContractAt('MockPump', BEANSTALK_PUMP)
 }
 
-async function deployGeoEmaAndCumSmaPump() {
-    pump = await (await getWellContractFactory('GeoEmaAndCumSmaPump')).deploy(
+async function deployMultiFlowPump() {
+    pump = await (await getWellContractFactory('MultiFlowPump')).deploy(
       '0x3ffe0000000000000000000000000000', // 0.5
       '0x3ffd555555555555553cbcd83d925070', // 0.333333333333333333
       12,
@@ -218,7 +218,7 @@ async function deployGeoEmaAndCumSmaPump() {
       BEANSTALK_PUMP,
       await ethers.provider.getCode(pump.address),
     ]);
-    return await getWellContractAt('GeoEmaAndCumSmaPump', BEANSTALK_PUMP)
+    return await getWellContractAt('MultiFlowPump', BEANSTALK_PUMP)
 }
 
 async function deployMockWell() {
@@ -228,8 +228,14 @@ async function deployMockWell() {
 
     let well = await (await ethers.getContractFactory('MockSetComponentsWell', await getWellDeployer())).deploy()
     await well.deployed()
+    await network.provider.send("hardhat_setCode", [
+        BEAN_ETH_WELL,
+        await ethers.provider.getCode(well.address),
+      ]);
+    well = await ethers.getContractAt('MockSetComponentsWell', BEAN_ETH_WELL)
+    await well.init()
 
-    pump = await deployGeoEmaAndCumSmaPump()
+    pump = await deployMultiFlowPump()
 
     await well.setPumps([[pump.address, '0x']])
     await well.setWellFunction([wellFunction.address, '0x'])