proxied swapToLimit

This commit is contained in:
tim
2025-10-06 17:38:47 -04:00
parent 63f6e66d08
commit 20af14c872
7 changed files with 273 additions and 224 deletions

View File

@@ -6,6 +6,7 @@ import {IERC20} from "../lib/openzeppelin-contracts/contracts/token/ERC20/IERC20
import {SafeERC20} from "../lib/openzeppelin-contracts/contracts/token/ERC20/utils/SafeERC20.sol";
import {LMSRStabilized} from "./LMSRStabilized.sol";
import {PartyPoolBase} from "./PartyPoolBase.sol";
import {IPartyPool} from "./IPartyPool.sol";
/// @title PartyPoolSwapMintImpl - Implementation contract for swapMint and burnSwap functions
/// @notice This contract contains the swapMint and burnSwap implementation that will be called via delegatecall
@@ -15,5 +16,127 @@ contract PartyPoolSwapImpl is PartyPoolBase {
using LMSRStabilized for LMSRStabilized.State;
using SafeERC20 for IERC20;
function swapToLimitAmounts(
uint256 inputTokenIndex,
uint256 outputTokenIndex,
int128 limitPrice,
uint256[] memory bases,
int128 kappa,
int128[] memory qInternal,
uint256 swapFeePpm
) external pure returns (uint256 amountIn, uint256 amountOut, uint256 fee) {
// Compute internal maxima at the price limit
(int128 amountInInternal, int128 amountOutInternal) = LMSRStabilized.swapAmountsForPriceLimit(
bases.length, kappa, qInternal,
inputTokenIndex, outputTokenIndex, limitPrice);
// Convert input to uint (ceil) and output to uint (floor)
uint256 amountInUintNoFee = _internalToUintCeil(amountInInternal, bases[inputTokenIndex]);
require(amountInUintNoFee > 0, "swapToLimit: input zero");
fee = 0;
amountIn = amountInUintNoFee;
if (swapFeePpm > 0) {
fee = _ceilFee(amountInUintNoFee, swapFeePpm);
amountIn += fee;
}
amountOut = _internalToUintFloor(amountOutInternal, bases[outputTokenIndex]);
require(amountOut > 0, "swapToLimit: output zero");
}
function swapToLimit(
address payer,
address receiver,
uint256 inputTokenIndex,
uint256 outputTokenIndex,
int128 limitPrice,
uint256 deadline,
uint256 swapFeePpm,
uint256 protocolFeePpm
) external returns (uint256 amountInUsed, uint256 amountOut, uint256 fee) {
uint256 n = tokens.length;
require(inputTokenIndex < n && outputTokenIndex < n, "swapToLimit: idx");
require(limitPrice > int128(0), "swapToLimit: limit <= 0");
require(deadline == 0 || block.timestamp <= deadline, "swapToLimit: deadline exceeded");
// Read previous balances for affected assets
uint256 prevBalI = IERC20(tokens[inputTokenIndex]).balanceOf(address(this));
uint256 prevBalJ = IERC20(tokens[outputTokenIndex]).balanceOf(address(this));
// Compute amounts using the same path as views
(uint256 totalTransferAmount, uint256 amountOutUint, int128 amountInInternalMax, int128 amountOutInternal, uint256 amountInUsedUint, uint256 feeUint) =
_quoteSwapToLimit(inputTokenIndex, outputTokenIndex, limitPrice, swapFeePpm);
// Transfer the exact amount needed from payer and require exact receipt (revert on fee-on-transfer)
tokens[inputTokenIndex].safeTransferFrom(payer, address(this), totalTransferAmount);
uint256 balIAfter = IERC20(tokens[inputTokenIndex]).balanceOf(address(this));
require(balIAfter == prevBalI + totalTransferAmount, "swapToLimit: non-standard tokenIn");
// Transfer output to receiver and verify exact decrease
tokens[outputTokenIndex].safeTransfer(receiver, amountOutUint);
uint256 balJAfter = IERC20(tokens[outputTokenIndex]).balanceOf(address(this));
require(balJAfter == prevBalJ - amountOutUint, "swapToLimit: non-standard tokenOut");
// Accrue protocol share (floor) from the fee on input token
if (protocolFeePpm > 0 && feeUint > 0 ) {
uint256 protoShare = (feeUint * protocolFeePpm) / 1_000_000; // floor
if (protoShare > 0) {
protocolFeesOwed[inputTokenIndex] += protoShare;
}
}
// Update caches to effective balances
_recordCachedBalance(inputTokenIndex, balIAfter);
_recordCachedBalance(outputTokenIndex, balJAfter);
// Apply swap to LMSR state with the internal amounts
lmsr.applySwap(inputTokenIndex, outputTokenIndex, amountInInternalMax, amountOutInternal);
// Maintain original event semantics (logs input without fee)
emit IPartyPool.Swap(payer, receiver, tokens[inputTokenIndex], tokens[outputTokenIndex], amountInUsedUint, amountOutUint);
return (amountInUsedUint, amountOutUint, feeUint);
}
/// @notice Internal quote for swap-to-limit that mirrors swapToLimit() rounding and fee application
/// @dev Computes the input required to reach limitPrice and the resulting output; all rounding matches swapToLimit.
/// @return grossIn amount to transfer in (inclusive of fee), amountOutUint output amount (uint),
/// amountInInternal and amountOutInternal (64.64), amountInUintNoFee input amount excluding fee (uint),
/// feeUint fee taken from the gross input (uint)
function _quoteSwapToLimit(
uint256 inputTokenIndex,
uint256 outputTokenIndex,
int128 limitPrice,
uint256 swapFeePpm
) internal view
returns (
uint256 grossIn,
uint256 amountOutUint,
int128 amountInInternal,
int128 amountOutInternal,
uint256 amountInUintNoFee,
uint256 feeUint
)
{
// Compute internal maxima at the price limit
(amountInInternal, amountOutInternal) = lmsr.swapAmountsForPriceLimit(inputTokenIndex, outputTokenIndex, limitPrice);
// Convert input to uint (ceil) and output to uint (floor)
amountInUintNoFee = _internalToUintCeil(amountInInternal, bases[inputTokenIndex]);
require(amountInUintNoFee > 0, "swapToLimit: input zero");
feeUint = 0;
grossIn = amountInUintNoFee;
if (swapFeePpm > 0) {
feeUint = _ceilFee(amountInUintNoFee, swapFeePpm);
grossIn += feeUint;
}
amountOutUint = _internalToUintFloor(amountOutInternal, bases[outputTokenIndex]);
require(amountOutUint > 0, "swapToLimit: output zero");
}
}