diff --git a/.github/actions/setup/action.yml b/.github/actions/setup/action.yml
index 0bb6659..f7b2f3a 100644
--- a/.github/actions/setup/action.yml
+++ b/.github/actions/setup/action.yml
@@ -22,28 +22,19 @@ runs:
with:
path: './node_modules/*'
key: yarn-pool-${{ hashFiles('./yarn.lock') }}
- - name: Cache library node modules
+ restore-keys: |
+ yarn-pool-
+ - name: Cache library pkg
uses: actions/cache@v4
- id: cache-lib-modules
+ id: cache-lib-pkg
with:
- path: './lib/balancer-v3-monorepo/**/node_modules/*'
- key: lib-modules-${{ hashFiles('./submodule-hash.txt') }}
- - name: Cache library artifacts
- uses: actions/cache@v4
- id: cache-lib-artifacts
- with:
- path: './lib/balancer-v3-monorepo/pkg/**/artifacts/*'
+ path: './lib/balancer-v3-monorepo/pkg'
key: lib-pkg-${{ hashFiles('./submodule-hash.txt') }}
- - name: Cache library typechain
- uses: actions/cache@v4
- id: cache-lib-typechain
- with:
- path: './lib/balancer-v3-monorepo/pkg/**/typechain-types/*'
- key: lib-typechain-${{ hashFiles('./submodule-hash.txt') }}
+ restore-keys: |
+ lib-pkg-
- name: Install lcov
shell: bash
run: sudo apt-get install lcov
- name: Install fresh
shell: bash
run: sh ./scripts/install-fresh.sh
- if: steps.cache-lib-artifacts.outputs.cache-hit != 'true' || steps.cache-lib-modules.outputs.cache-hit != 'true' || steps.cache-lib-typechain.outputs.cache-hit != 'true'
diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index a286bb7..a30b486 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -24,36 +24,12 @@ jobs:
env:
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
FORGE_SNAPSHOT_CHECK: true
- - uses: actions/upload-artifact@v4
- with:
- name: built-artifacts
- path: artifacts/
- - uses: actions/upload-artifact@v4
- with:
- name: built-lib
- path: lib/balancer-v3-monorepo/pkg/
- - uses: actions/upload-artifact@v4
- with:
- name: built-lib-pvt
- path: lib/balancer-v3-monorepo/pvt/
test-forge:
runs-on: ubuntu-latest
needs: lint-and-build
steps:
- uses: actions/checkout@v4
- - uses: actions/download-artifact@v4
- with:
- name: built-artifacts
- path: artifacts/
- - uses: actions/download-artifact@v4
- with:
- name: built-lib
- path: lib/balancer-v3-monorepo/pkg/
- - uses: actions/download-artifact@v4
- with:
- name: built-lib-pvt
- path: lib/balancer-v3-monorepo/pvt/
- name: Set up environment
uses: ./.github/actions/setup
- name: Test
@@ -66,17 +42,5 @@ jobs:
- uses: actions/checkout@v4
- name: Set up environment
uses: ./.github/actions/setup
- - uses: actions/download-artifact@v4
- with:
- name: built-artifacts
- path: artifacts/
- - uses: actions/download-artifact@v4
- with:
- name: built-lib
- path: lib/balancer-v3-monorepo/pkg/
- - uses: actions/download-artifact@v4
- with:
- name: built-lib-pvt
- path: lib/balancer-v3-monorepo/pvt/
- name: Test
run: yarn test:hardhat
diff --git a/contracts/interfaces/IAclAmmPool.sol b/contracts/interfaces/IAclAmmPool.sol
index 9b51dab..40d4ba3 100644
--- a/contracts/interfaces/IAclAmmPool.sol
+++ b/contracts/interfaces/IAclAmmPool.sol
@@ -2,8 +2,6 @@
pragma solidity ^0.8.24;
-import { IERC20 } from "@openzeppelin/contracts/token/ERC20/IERC20.sol";
-
import { IBasePool } from "@balancer-labs/v3-interfaces/contracts/vault/IBasePool.sol";
/// @dev Struct with data for deploying a new AclAmmPool.
diff --git a/contracts/lib/AclAmmMath.sol b/contracts/lib/AclAmmMath.sol
index d5e3aa6..fbc10d6 100644
--- a/contracts/lib/AclAmmMath.sol
+++ b/contracts/lib/AclAmmMath.sol
@@ -64,9 +64,9 @@ library AclAmmMath {
finalBalances[0] = balancesScaled18[0] + virtualBalances[0];
finalBalances[1] = balancesScaled18[1] + virtualBalances[1];
- uint256 invariant = finalBalances[0].mulDown(finalBalances[1]);
+ uint256 invariant = finalBalances[0].mulUp(finalBalances[1]);
- return finalBalances[tokenOutIndex] - invariant.divDown(finalBalances[tokenInIndex] + amountGivenScaled18);
+ return finalBalances[tokenOutIndex] - invariant.divUp(finalBalances[tokenInIndex] + amountGivenScaled18);
}
function calculateInGivenOut(
@@ -109,6 +109,12 @@ library AclAmmMath {
virtualBalances = lastVirtualBalances;
+ // If the last timestamp is the same as the current timestamp, virtual balances were already reviewed in the
+ // current block.
+ if (lastTimestamp == block.timestamp) {
+ return (virtualBalances, false);
+ }
+
// Calculate currentSqrtQ0
uint256 currentSqrtQ0 = calculateSqrtQ0(
currentTimestamp,
@@ -118,30 +124,6 @@ library AclAmmMath {
sqrtQ0State.endTime
);
- if (isPoolInRange(balancesScaled18, lastVirtualBalances, centerednessMargin) == false) {
- uint256 q0 = currentSqrtQ0.mulDown(currentSqrtQ0);
-
- if (isAboveCenter(balancesScaled18, lastVirtualBalances)) {
- virtualBalances[1] = lastVirtualBalances[1].mulDown(
- LogExpMath.pow(FixedPoint.ONE - c, (block.timestamp - lastTimestamp) * FixedPoint.ONE)
- );
- // Va = (Ra * (Vb + Rb)) / (((Q0 - 1) * Vb) - Rb)
- virtualBalances[0] = (balancesScaled18[0].mulDown(virtualBalances[1] + balancesScaled18[1])).divDown(
- (q0 - FixedPoint.ONE).mulDown(virtualBalances[1]) - balancesScaled18[1]
- );
- } else {
- virtualBalances[0] = lastVirtualBalances[0].mulDown(
- LogExpMath.pow(FixedPoint.ONE - c, (block.timestamp - lastTimestamp) * FixedPoint.ONE)
- );
- // Vb = (Rb * (Va + Ra)) / (((Q0 - 1) * Va) - Ra)
- virtualBalances[1] = (balancesScaled18[1].mulDown(virtualBalances[0] + balancesScaled18[0])).divDown(
- (q0 - FixedPoint.ONE).mulDown(virtualBalances[0]) - balancesScaled18[0]
- );
- }
-
- changed = true;
- }
-
if (
sqrtQ0State.startTime != 0 &&
currentTimestamp > sqrtQ0State.startTime &&
@@ -170,6 +152,30 @@ library AclAmmMath {
changed = true;
}
+
+ if (isPoolInRange(balancesScaled18, lastVirtualBalances, centerednessMargin) == false) {
+ uint256 q0 = currentSqrtQ0.mulDown(currentSqrtQ0);
+
+ if (isAboveCenter(balancesScaled18, lastVirtualBalances)) {
+ virtualBalances[1] = lastVirtualBalances[1].mulDown(
+ LogExpMath.pow(FixedPoint.ONE - c, (block.timestamp - lastTimestamp) * FixedPoint.ONE)
+ );
+ // Va = (Ra * (Vb + Rb)) / (((Q0 - 1) * Vb) - Rb)
+ virtualBalances[0] = (balancesScaled18[0].mulDown(virtualBalances[1] + balancesScaled18[1])).divDown(
+ (q0 - FixedPoint.ONE).mulDown(virtualBalances[1]) - balancesScaled18[1]
+ );
+ } else {
+ virtualBalances[0] = lastVirtualBalances[0].mulDown(
+ LogExpMath.pow(FixedPoint.ONE - c, (block.timestamp - lastTimestamp) * FixedPoint.ONE)
+ );
+ // Vb = (Rb * (Va + Ra)) / (((Q0 - 1) * Va) - Ra)
+ virtualBalances[1] = (balancesScaled18[1].mulDown(virtualBalances[0] + balancesScaled18[0])).divDown(
+ (q0 - FixedPoint.ONE).mulDown(virtualBalances[0]) - balancesScaled18[0]
+ );
+ }
+
+ changed = true;
+ }
}
function isPoolInRange(
diff --git a/package.json b/package.json
index 86bd440..3f0ad70 100644
--- a/package.json
+++ b/package.json
@@ -26,7 +26,7 @@
"prettier": "npx prettier --write --plugin=prettier-plugin-solidity 'contracts/**/*.sol' 'test/**/*.sol'",
"test": "yarn test:hardhat && yarn test:forge",
"test:hardhat": "hardhat test",
- "test:forge": "forge test --ffi -vvv"
+ "test:forge": "yarn build && REUSING_HARDHAT_ARTIFACTS=true forge test --ffi -vvv"
},
"packageManager": "yarn@4.0.0-rc.42",
"dependencies": {
diff --git a/test/foundry/AclAmmPoolVirtualBalances.t.sol b/test/foundry/AclAmmPoolVirtualBalances.t.sol
index 7e4317f..1fe4cc8 100644
--- a/test/foundry/AclAmmPoolVirtualBalances.t.sol
+++ b/test/foundry/AclAmmPoolVirtualBalances.t.sol
@@ -2,8 +2,6 @@
pragma solidity ^0.8.24;
-import { console } from "forge-std/Test.sol";
-
import { IERC20 } from "@openzeppelin/contracts/token/ERC20/IERC20.sol";
import { GyroPoolMath } from "@balancer-labs/v3-pool-gyro/contracts/lib/GyroPoolMath.sol";
@@ -20,14 +18,13 @@ contract AclAmmPoolVirtualBalancesTest is BaseAclAmmTest {
using FixedPoint for uint256;
using ArrayHelpers for *;
- uint256 internal constant maxPrice = 4000;
- uint256 internal constant minPrice = 2000;
- uint256 internal constant initialABalance = 1_000_000e18;
- uint256 internal constant initialBBalance = 100_000e18;
+ uint256 private constant _PRICE_RANGE = 2e18; // Max price is 2x min price.
+ uint256 private constant _INITIAL_BALANCE_A = 1_000_000e18;
+ uint256 private constant _INITIAL_BALANCE_B = 100_000e18;
function setUp() public virtual override {
- setSqrtQ0(minPrice, maxPrice);
- setInitialBalances(initialABalance, initialBBalance);
+ setPriceRange(_PRICE_RANGE);
+ setInitialBalances(_INITIAL_BALANCE_A, _INITIAL_BALANCE_B);
setIncreaseDayRate(0);
super.setUp();
}
@@ -53,11 +50,11 @@ contract AclAmmPoolVirtualBalancesTest is BaseAclAmmTest {
uint256[] memory newInitialBalances = new uint256[](2);
if (diffCoefficient > 0) {
- newInitialBalances[0] = initialABalance * uint256(diffCoefficient);
- newInitialBalances[1] = initialBBalance * uint256(diffCoefficient);
+ newInitialBalances[0] = _INITIAL_BALANCE_A * uint256(diffCoefficient);
+ newInitialBalances[1] = _INITIAL_BALANCE_B * uint256(diffCoefficient);
} else {
- newInitialBalances[0] = initialABalance / uint256(-diffCoefficient);
- newInitialBalances[1] = initialBBalance / uint256(-diffCoefficient);
+ newInitialBalances[0] = _INITIAL_BALANCE_A / uint256(-diffCoefficient);
+ newInitialBalances[1] = _INITIAL_BALANCE_B / uint256(-diffCoefficient);
}
setInitialBalances(newInitialBalances[0], newInitialBalances[1]);
@@ -94,17 +91,17 @@ contract AclAmmPoolVirtualBalancesTest is BaseAclAmmTest {
}
}
- function testWithDifferentPriceRange_Fuzz(uint256 newSqrtQ) public {
- newSqrtQ = bound(newSqrtQ, 1.4e18, 1_000_000e18);
+ function testWithDifferentPriceRange_Fuzz(uint256 newSqrtQ0) public {
+ newSqrtQ0 = bound(newSqrtQ0, 1.001e18, 1_000_000e18); // Price range cannot be lower than 1.
- uint256 initialSqrtQ = sqrtQ0();
- setSqrtQ0(newSqrtQ);
+ uint256 initialSqrtQ0 = sqrtQ0();
+ setSqrtQ0(newSqrtQ0);
(address firstPool, address secondPool) = _createNewPool();
uint256[] memory curentFirstPoolVirtualBalances = AclAmmPool(firstPool).getLastVirtualBalances();
uint256[] memory curentNewPoolVirtualBalances = AclAmmPool(secondPool).getLastVirtualBalances();
- if (newSqrtQ > initialSqrtQ) {
+ if (newSqrtQ0 > initialSqrtQ0) {
assertLt(
curentNewPoolVirtualBalances[0],
curentFirstPoolVirtualBalances[0],
@@ -171,21 +168,38 @@ contract AclAmmPoolVirtualBalancesTest is BaseAclAmmTest {
}
}
- function testSwap_Fuzz(uint256 exactAmountIn) public {
- exactAmountIn = bound(exactAmountIn, 1e18, 10_000e18);
+ function testSwapExactIn_Fuzz(uint256 exactAmountIn) public {
+ exactAmountIn = bound(exactAmountIn, 1e6, _INITIAL_BALANCE_A);
- uint256[] memory virtualBalances = _calculateVirtualBalances();
+ uint256[] memory oldVirtualBalances = AclAmmPool(pool).getLastVirtualBalances();
uint256 invariantBefore = _getCurrentInvariant();
vm.prank(alice);
router.swapSingleTokenExactIn(pool, dai, usdc, exactAmountIn, 1, UINT256_MAX, false, new bytes(0));
uint256 invariantAfter = _getCurrentInvariant();
- assertEq(invariantBefore, invariantAfter, "Invariant should not change");
+ assertLe(invariantBefore, invariantAfter, "Invariant should not decrease");
- uint256[] memory curentVirtualBalances = AclAmmPool(pool).getLastVirtualBalances();
- assertEq(curentVirtualBalances[0], virtualBalances[0], "Virtual A balances don't equal");
- assertEq(curentVirtualBalances[1], virtualBalances[1], "Virtual B balances don't equal");
+ uint256[] memory newVirtualBalances = AclAmmPool(pool).getLastVirtualBalances();
+ assertEq(newVirtualBalances[0], oldVirtualBalances[0], "Virtual A balances do not match");
+ assertEq(newVirtualBalances[1], oldVirtualBalances[1], "Virtual B balances do not match");
+ }
+
+ function testSwapExactOut_Fuzz(uint256 exactAmountOut) public {
+ exactAmountOut = bound(exactAmountOut, 1e6, _INITIAL_BALANCE_B);
+
+ uint256[] memory virtualBalances = _calculateVirtualBalances();
+ uint256 invariantBefore = _getCurrentInvariant();
+
+ vm.prank(alice);
+ router.swapSingleTokenExactOut(pool, dai, usdc, exactAmountOut, UINT256_MAX, UINT256_MAX, false, new bytes(0));
+
+ uint256 invariantAfter = _getCurrentInvariant();
+ assertLe(invariantBefore, invariantAfter, "Invariant should not decrease");
+
+ uint256[] memory currentVirtualBalances = AclAmmPool(pool).getLastVirtualBalances();
+ assertEq(currentVirtualBalances[0], virtualBalances[0], "Virtual A balances don't equal");
+ assertEq(currentVirtualBalances[1], virtualBalances[1], "Virtual B balances don't equal");
}
function testAddLiquidity_Fuzz(uint256 exactBptAmountOut) public {
@@ -238,8 +252,8 @@ contract AclAmmPoolVirtualBalancesTest is BaseAclAmmTest {
virtualBalances = new uint256[](2);
uint256 sqrtQMinusOne = sqrtQ0() - FixedPoint.ONE;
- virtualBalances[0] = initialABalance.divDown(sqrtQMinusOne);
- virtualBalances[1] = initialBBalance.divDown(sqrtQMinusOne);
+ virtualBalances[0] = _INITIAL_BALANCE_A.divDown(sqrtQMinusOne);
+ virtualBalances[1] = _INITIAL_BALANCE_B.divDown(sqrtQMinusOne);
}
function _createNewPool() internal returns (address initalPool, address newPool) {
diff --git a/test/foundry/utils/BaseAclAmmTest.sol b/test/foundry/utils/BaseAclAmmTest.sol
index fb5e4d1..1fc30d5 100644
--- a/test/foundry/utils/BaseAclAmmTest.sol
+++ b/test/foundry/utils/BaseAclAmmTest.sol
@@ -57,14 +57,13 @@ contract BaseAclAmmTest is AclAmmPoolContractsDeployer, BaseVaultTest {
(daiIdx, usdcIdx) = getSortedIndexes(address(dai), address(usdc));
}
- function setSqrtQ0(uint256 minPrice, uint256 maxPrice) internal {
- uint256 doubleQ0 = maxPrice.divDown(minPrice);
- uint256 Q0 = GyroPoolMath.sqrt(doubleQ0, 5);
+ function setPriceRange(uint256 priceRange) internal {
+ uint256 Q0 = GyroPoolMath.sqrt(priceRange, 5);
_sqrtQ0 = GyroPoolMath.sqrt(Q0, 5);
}
- function setSqrtQ0(uint256 sqrtQ0_) internal {
- _sqrtQ0 = sqrtQ0_;
+ function setSqrtQ0(uint256 newSqrtQ0) internal {
+ _sqrtQ0 = newSqrtQ0;
}
function sqrtQ0() internal view returns (uint256) {