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wip: math
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@xenide
xenide committed Jun 11, 2024
1 parent 1108739 commit f7fb179
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6 changes: 4 additions & 2 deletions foundry.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,5 @@
[profile.default]
solc = "0.8.26"
#via_ir = true
bytecode_hash = "ipfs"
optimizer_runs = 1_000_000
libs = ['lib']
Expand All @@ -14,10 +13,13 @@ fs_permissions = [
{ access = "read", path = "./out" }
]
ignored_error_codes = []
skip = ["test/large/*.sol"]

[profile.large-test]
via_ir = true
match_path = "test/unit/large/*.sol"
match_path = "test/large/*.sol"
match_test = "testGetQuote_RandomizeAllParam_3HopRoute"
skip = []

[profile.integration]
match_path = "test/integration/*.sol"
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80 changes: 50 additions & 30 deletions ...nit/large/ReservoirPriceOracleLarge.t.sol → test/large/ReservoirPriceOracleLarge.t.sol
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Original file line number Diff line number Diff line change
@@ -1,7 +1,13 @@
// SPDX-License-Identifier: GPL-3.0-or-later
pragma solidity ^0.8.0;

import { ReservoirPriceOracleTest, EnumerableSetLib, MintableERC20, ReservoirPair, IERC20 } from "test/unit/ReservoirPriceOracle.t.sol";
import {
ReservoirPriceOracleTest,
EnumerableSetLib,
MintableERC20,
ReservoirPair,
IERC20
} from "test/unit/ReservoirPriceOracle.t.sol";

contract ReservoirPriceOracleLargeTest is ReservoirPriceOracleTest {
using EnumerableSetLib for EnumerableSetLib.AddressSet;
Expand Down Expand Up @@ -29,7 +35,7 @@ contract ReservoirPriceOracleLargeTest is ReservoirPriceOracleTest {
_addressSet.add(aTokenAAddress) && _addressSet.add(aTokenBAddress) && _addressSet.add(aTokenCAddress)
&& _addressSet.add(aTokenDAddress)
);
uint256 lPrice1 = bound(aPrice1, 1e12, 1e24); // need to bound price within this range as a price below this will go to zero as during the mul and div of prices
uint256 lPrice1 = bound(aPrice1, 1e12, 1e24);
uint256 lPrice2 = bound(aPrice2, 1e12, 1e24);
uint256 lPrice3 = bound(aPrice3, 1e12, 1e24);
uint256 lAmtIn = bound(aAmtIn, 0, 1_000_000_000);
Expand All @@ -43,49 +49,63 @@ contract ReservoirPriceOracleLargeTest is ReservoirPriceOracleTest {
MintableERC20 lTokenB = MintableERC20(aTokenBAddress);
MintableERC20 lTokenC = MintableERC20(aTokenCAddress);
MintableERC20 lTokenD = MintableERC20(aTokenDAddress);
deployCodeTo("MintableERC20.sol", abi.encode("T", "T", uint8(lTokenADecimal)), address(lTokenA));
deployCodeTo("MintableERC20.sol", abi.encode("T", "T", uint8(lTokenBDecimal)), address(lTokenB));
deployCodeTo("MintableERC20.sol", abi.encode("T", "T", uint8(lTokenCDecimal)), address(lTokenC));
deployCodeTo("MintableERC20.sol", abi.encode("T", "T", uint8(lTokenDDecimal)), address(lTokenD));
deployCodeTo("MintableERC20.sol", abi.encode("T", "T", uint8(lTokenADecimal)), aTokenAAddress);
deployCodeTo("MintableERC20.sol", abi.encode("T", "T", uint8(lTokenBDecimal)), aTokenBAddress);
deployCodeTo("MintableERC20.sol", abi.encode("T", "T", uint8(lTokenCDecimal)), aTokenCAddress);
deployCodeTo("MintableERC20.sol", abi.encode("T", "T", uint8(lTokenDDecimal)), aTokenDAddress);

ReservoirPair lPair1 = ReservoirPair(_factory.createPair(IERC20(address(lTokenA)), IERC20(address(lTokenB)), 0));
ReservoirPair lPair2 = ReservoirPair(_factory.createPair(IERC20(address(lTokenB)), IERC20(address(lTokenC)), 0));
ReservoirPair lPair3 = ReservoirPair(_factory.createPair(IERC20(address(lTokenC)), IERC20(address(lTokenD)), 0));
ReservoirPair lPair1 = ReservoirPair(_factory.createPair(IERC20(aTokenAAddress), IERC20(aTokenBAddress), 0));
ReservoirPair lPair2 = ReservoirPair(_factory.createPair(IERC20(aTokenBAddress), IERC20(aTokenCAddress), 0));
ReservoirPair lPair3 = ReservoirPair(_factory.createPair(IERC20(aTokenCAddress), IERC20(aTokenDAddress), 0));

_oracle.designatePair(address(lTokenA), address(lTokenB), lPair1);
_oracle.designatePair(address(lTokenB), address(lTokenC), lPair2);
_oracle.designatePair(address(lTokenC), address(lTokenD), lPair3);
_oracle.designatePair(aTokenAAddress, aTokenBAddress, lPair1);
_oracle.designatePair(aTokenBAddress, aTokenCAddress, lPair2);
_oracle.designatePair(aTokenCAddress, aTokenDAddress, lPair3);

address[] memory lRoute = new address[](4);
(lRoute[0], lRoute[3]) =
lTokenA < lTokenD ? (address(lTokenA), address(lTokenD)) : (address(lTokenD), address(lTokenA));
lRoute[1] = address(lTokenB);
lRoute[2] = address(lTokenC);
if (lTokenA < lTokenD) {
lRoute[0] = aTokenAAddress;
lRoute[1] = aTokenBAddress;
lRoute[2] = aTokenCAddress;
lRoute[3] = aTokenDAddress;
} else {
lRoute[0] = aTokenDAddress;
lRoute[1] = aTokenCAddress;
lRoute[2] = aTokenBAddress;
lRoute[3] = aTokenAAddress;
}

_oracle.setRoute(lRoute[0], lRoute[3], lRoute);
_oracle.setRoute(aTokenAAddress, aTokenDAddress, lRoute);
_writePriceCache(
lRoute[0] < lRoute[1] ? lRoute[0] : lRoute[1], lRoute[0] < lRoute[1] ? lRoute[1] : lRoute[0], lPrice1
lTokenA < lTokenB ? aTokenAAddress : aTokenBAddress,
lTokenA < lTokenB ? aTokenBAddress : aTokenAAddress,
lPrice1
);
_writePriceCache(
address(lTokenB) < address(lTokenC) ? address(lTokenB) : address(lTokenC),
address(lTokenB) < address(lTokenC) ? address(lTokenC) : address(lTokenB),
lTokenB < lTokenC ? aTokenBAddress : aTokenCAddress,
lTokenB < lTokenC ? aTokenCAddress : aTokenBAddress,
lPrice2
);
_writePriceCache(
lRoute[2] < lRoute[3] ? lRoute[2] : lRoute[3], lRoute[2] < lRoute[3] ? lRoute[3] : lRoute[2], lPrice3
lTokenC < lTokenD ? aTokenCAddress : aTokenDAddress,
lTokenC < lTokenD ? aTokenDAddress : aTokenCAddress,
lPrice3
);

// act
uint256 lAmtDOut = _oracle.getQuote(lAmtIn * 10 ** lTokenADecimal, address(lTokenA), address(lTokenD));
uint256 lAmtDOut = _oracle.getQuote(lAmtIn * 10 ** lTokenADecimal, aTokenAAddress, aTokenDAddress);

// assert
// uint256 lPriceStartEnd = (lRoute[0] < lRoute[1] ? lPrice1 : lPrice1.invertWad())
// * (lRoute[1] < lRoute[2] ? lPrice2 : lPrice2.invertWad()) / WAD
// * (lRoute[2] < lRoute[3] ? lPrice3 : lPrice3.invertWad()) / WAD;
// assertEq(
// lAmtDOut,
// lAmtIn * (lRoute[0] == address(lTokenA) ? lPriceStartEnd : lPriceStartEnd.invertWad())
// * (10 ** lTokenDDecimal) / WAD
// );
uint256 lExpectedAmtBOut = lTokenA < lTokenB
? lAmtIn * 10 ** lTokenADecimal * lPrice1 * 10 ** lTokenBDecimal / 10 ** lTokenADecimal / WAD
: lAmtIn * 10 ** lTokenADecimal * WAD * 10 ** lTokenBDecimal / lPrice1 / 10 ** lTokenADecimal;
uint256 lExpectedAmtCOut = lTokenB < lTokenC
? lExpectedAmtBOut * lPrice2 * 10 ** lTokenCDecimal / 10 ** lTokenBDecimal / WAD
: lExpectedAmtBOut * WAD * 10 ** lTokenCDecimal / lPrice2 / 10 ** lTokenBDecimal;
uint256 lExpectedAmtDOut = lTokenC < lTokenD
? lExpectedAmtCOut * lPrice2 * 10 ** lTokenDDecimal / 10 ** lTokenCDecimal / WAD
: lExpectedAmtCOut * WAD * 10 ** lTokenDDecimal / lPrice2 / 10 ** lTokenCDecimal;

assertEq(lAmtDOut, lExpectedAmtDOut);
}
}
83 changes: 0 additions & 83 deletions test/unit/ReservoirPriceOracle.t.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -356,89 +356,6 @@ contract ReservoirPriceOracleTest is BaseTest {
assertEq(lAmtCOut, lExpectedAmtCOut);
}

// function testGetQuote_RandomizeAllParam_3HopRoute(
// uint256 aPrice1,
// uint256 aPrice2,
// uint256 aPrice3,
// uint256 aAmtIn,
// address aTokenAAddress,
// address aTokenBAddress,
// address aTokenCAddress,
// address aTokenDAddress,
// uint8 aTokenADecimal,
// uint8 aTokenBDecimal,
// uint8 aTokenCDecimal,
// uint8 aTokenDDecimal
// ) external {
// // assume
// vm.assume(
// aTokenAAddress > ADDRESS_THRESHOLD && aTokenBAddress > ADDRESS_THRESHOLD
// && aTokenCAddress > ADDRESS_THRESHOLD && aTokenDAddress > ADDRESS_THRESHOLD
// );
// vm.assume(
// _addressSet.add(aTokenAAddress) && _addressSet.add(aTokenBAddress) && _addressSet.add(aTokenCAddress)
// && _addressSet.add(aTokenDAddress)
// );
// uint256 lPrice1 = bound(aPrice1, 1e12, 1e24); // need to bound price within this range as a price below this will go to zero as during the mul and div of prices
// uint256 lPrice2 = bound(aPrice2, 1e12, 1e24);
// uint256 lPrice3 = bound(aPrice3, 1e12, 1e24);
// uint256 lAmtIn = bound(aAmtIn, 0, 1_000_000_000);
// uint256 lTokenADecimal = bound(aTokenADecimal, 0, 18);
// uint256 lTokenBDecimal = bound(aTokenBDecimal, 0, 18);
// uint256 lTokenCDecimal = bound(aTokenCDecimal, 0, 18);
// uint256 lTokenDDecimal = bound(aTokenDDecimal, 0, 18);
//
// // arrange
// MintableERC20 lTokenA = MintableERC20(aTokenAAddress);
// MintableERC20 lTokenB = MintableERC20(aTokenBAddress);
// MintableERC20 lTokenC = MintableERC20(aTokenCAddress);
// MintableERC20 lTokenD = MintableERC20(aTokenDAddress);
// deployCodeTo("MintableERC20.sol", abi.encode("T", "T", uint8(lTokenADecimal)), address(lTokenA));
// deployCodeTo("MintableERC20.sol", abi.encode("T", "T", uint8(lTokenBDecimal)), address(lTokenB));
// deployCodeTo("MintableERC20.sol", abi.encode("T", "T", uint8(lTokenCDecimal)), address(lTokenC));
// deployCodeTo("MintableERC20.sol", abi.encode("T", "T", uint8(lTokenDDecimal)), address(lTokenD));
//
// ReservoirPair lPair1 = ReservoirPair(_factory.createPair(IERC20(address(lTokenA)), IERC20(address(lTokenB)), 0));
// ReservoirPair lPair2 = ReservoirPair(_factory.createPair(IERC20(address(lTokenB)), IERC20(address(lTokenC)), 0));
// ReservoirPair lPair3 = ReservoirPair(_factory.createPair(IERC20(address(lTokenC)), IERC20(address(lTokenD)), 0));
//
// _oracle.designatePair(address(lTokenA), address(lTokenB), lPair1);
// _oracle.designatePair(address(lTokenB), address(lTokenC), lPair2);
// _oracle.designatePair(address(lTokenC), address(lTokenD), lPair3);
//
// address[] memory lRoute = new address[](4);
// (lRoute[0], lRoute[3]) =
// lTokenA < lTokenD ? (address(lTokenA), address(lTokenD)) : (address(lTokenD), address(lTokenA));
// lRoute[1] = address(lTokenB);
// lRoute[2] = address(lTokenC);
//
// _oracle.setRoute(lRoute[0], lRoute[3], lRoute);
// _writePriceCache(
// lRoute[0] < lRoute[1] ? lRoute[0] : lRoute[1], lRoute[0] < lRoute[1] ? lRoute[1] : lRoute[0], lPrice1
// );
// _writePriceCache(
// address(lTokenB) < address(lTokenC) ? address(lTokenB) : address(lTokenC),
// address(lTokenB) < address(lTokenC) ? address(lTokenC) : address(lTokenB),
// lPrice2
// );
// _writePriceCache(
// lRoute[2] < lRoute[3] ? lRoute[2] : lRoute[3], lRoute[2] < lRoute[3] ? lRoute[3] : lRoute[2], lPrice3
// );
//
// // act
// uint256 lAmtDOut = _oracle.getQuote(lAmtIn * 10 ** lTokenADecimal, address(lTokenA), address(lTokenD));
//
// // assert
// uint256 lPriceStartEnd = (lRoute[0] < lRoute[1] ? lPrice1 : lPrice1.invertWad())
// * (lRoute[1] < lRoute[2] ? lPrice2 : lPrice2.invertWad()) / WAD
// * (lRoute[2] < lRoute[3] ? lPrice3 : lPrice3.invertWad()) / WAD;
// assertEq(
// lAmtDOut,
// lAmtIn * (lRoute[0] == address(lTokenA) ? lPriceStartEnd : lPriceStartEnd.invertWad())
// * (10 ** lTokenDDecimal) / WAD
// );
// }

function testGetQuotes(uint256 aPrice, uint256 aAmountIn) external {
// assume
uint256 lPrice = bound(aPrice, 1, 1e36);
Expand Down

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