removed console logs

This commit is contained in:
tim
2025-09-29 16:40:39 -04:00
parent 6edad6e510
commit 77683555e8
3 changed files with 50 additions and 242 deletions

View File

@@ -1,7 +1,6 @@
// SPDX-License-Identifier: UNLICENSED // SPDX-License-Identifier: UNLICENSED
pragma solidity ^0.8.30; pragma solidity ^0.8.30;
import "forge-std/console2.sol";
import "@abdk/ABDKMath64x64.sol"; import "@abdk/ABDKMath64x64.sol";
/// @notice Stabilized LMSR library with incremental exp(z) caching for gas efficiency. /// @notice Stabilized LMSR library with incremental exp(z) caching for gas efficiency.
@@ -41,21 +40,11 @@ library LMSRStabilized {
} }
int128 total = _computeSizeMetric(s.qInternal); int128 total = _computeSizeMetric(s.qInternal);
console2.log("total (internal 64.64)");
console2.logInt(total);
require(total > int128(0), "LMSR: total zero"); require(total > int128(0), "LMSR: total zero");
console2.log("LMSR.init: start");
console2.log("nAssets", s.nAssets);
console2.log("qInternal.length", s.qInternal.length);
// Set kappa directly (caller provides kappa) // Set kappa directly (caller provides kappa)
s.kappa = kappa; s.kappa = kappa;
console2.log("kappa (64x64)");
console2.logInt(s.kappa);
require(s.kappa > int128(0), "LMSR: kappa>0"); require(s.kappa > int128(0), "LMSR: kappa>0");
console2.log("LMSR.init: done");
} }
/* -------------------- /* --------------------
@@ -125,49 +114,29 @@ library LMSRStabilized {
// push the marginal price p_i/p_j beyond the limit; if so, truncate `a`. // push the marginal price p_i/p_j beyond the limit; if so, truncate `a`.
// Marginal price ratio evolves as r(t) = r0 * exp(t/b) (since e_i multiplies by exp(t/b)) // Marginal price ratio evolves as r(t) = r0 * exp(t/b) (since e_i multiplies by exp(t/b))
if (limitPrice > int128(0)) { if (limitPrice > int128(0)) {
console2.log("\n=== LimitPrice Logic Debug ===");
console2.log("Received limitPrice (64x64):");
console2.logInt(limitPrice);
console2.log("Current price ratio r0 (e_i/e_j, 64x64):");
console2.logInt(r0);
// r0 must be positive; if r0 == 0 then no risk of exceeding limit by increasing r. // r0 must be positive; if r0 == 0 then no risk of exceeding limit by increasing r.
require(r0 >= int128(0), "LMSR: r0<0"); require(r0 >= int128(0), "LMSR: r0<0");
if (r0 == int128(0)) { if (r0 == int128(0)) {
console2.log("r0 == 0 (input asset has zero weight), no limit truncation needed"); // console2.log("r0 == 0 (input asset has zero weight), no limit truncation needed");
} else { } else {
// If limitPrice <= current price, we revert (caller must choose a limit > current price to allow any fill) // If limitPrice <= current price, we revert (caller must choose a limit > current price to allow any fill)
if (limitPrice <= r0) { require(limitPrice > r0, "LMSR: limitPrice <= current price");
console2.log("Limit price is <= current price: reverting");
revert("LMSR: limitPrice <= current price");
}
// Compute a_limit directly from ln(limit / r0): a_limit = b * ln(limit / r0) // Compute a_limit directly from ln(limit / r0): a_limit = b * ln(limit / r0)
int128 ratioLimitOverR0 = limitPrice.div(r0); int128 ratioLimitOverR0 = limitPrice.div(r0);
console2.log("limitPrice/r0 (64x64):");
console2.logInt(ratioLimitOverR0);
require(ratioLimitOverR0 > int128(0), "LMSR: ratio<=0"); require(ratioLimitOverR0 > int128(0), "LMSR: ratio<=0");
int128 aLimitOverB = _ln(ratioLimitOverR0); // > 0 int128 aLimitOverB = _ln(ratioLimitOverR0); // > 0
console2.log("ln(limitPrice/r0) (64x64):");
console2.logInt(aLimitOverB);
// aLimit = b * aLimitOverB // aLimit = b * aLimitOverB
int128 aLimit64 = b.mul(aLimitOverB); int128 aLimit64 = b.mul(aLimitOverB);
console2.log("aLimit in 64x64 format:");
console2.logInt(aLimit64);
// If computed aLimit is less than the requested a, use the truncated value. // If computed aLimit is less than the requested a, use the truncated value.
if (aLimit64 < a) { if (aLimit64 < a) {
console2.log("TRUNCATING: a reduced from 64.64 value");
console2.logInt(a);
console2.log("to 64.64 value");
console2.logInt(aLimit64);
amountIn = aLimit64; // Store the truncated input amount amountIn = aLimit64; // Store the truncated input amount
a = aLimit64; // Use truncated amount for calculations a = aLimit64; // Use truncated amount for calculations
} else { } else {
console2.log("Not truncating: aLimit64 >= a"); // console2.log("Not truncating: aLimit64 >= a");
} }
} }
} }
@@ -177,56 +146,24 @@ library LMSRStabilized {
// Protect exp from enormous inputs (consistent with recenter thresholds) // Protect exp from enormous inputs (consistent with recenter thresholds)
require(aOverB <= EXP_LIMIT, "LMSR: a/b too large (would overflow exp)"); require(aOverB <= EXP_LIMIT, "LMSR: a/b too large (would overflow exp)");
console2.log("\n=== AmountOut Calculation Debug ===");
console2.log("Input amount (64.64):");
console2.logInt(a);
console2.log("a/b (64x64):");
console2.logInt(aOverB);
// Use the closed-form fee-free formula: // Use the closed-form fee-free formula:
// y = b * ln(1 + r0 * (1 - exp(-a/b))) // y = b * ln(1 + r0 * (1 - exp(-a/b)))
console2.log("r0_for_calc (e_i/e_j):");
console2.logInt(r0);
int128 expNeg = _exp(aOverB.neg()); // exp(-a/b) int128 expNeg = _exp(aOverB.neg()); // exp(-a/b)
console2.log("exp(-a/b):");
console2.logInt(expNeg);
int128 oneMinusExpNeg = ONE.sub(expNeg); int128 oneMinusExpNeg = ONE.sub(expNeg);
console2.log("1 - exp(-a/b):");
console2.logInt(oneMinusExpNeg);
int128 inner = ONE.add(r0.mul(oneMinusExpNeg)); int128 inner = ONE.add(r0.mul(oneMinusExpNeg));
console2.log("inner = 1 + r0 * (1 - exp(-a/b)):");
console2.logInt(inner);
// If inner <= 0 then cap output to the current balance q_j (cannot withdraw more than q_j) // If inner <= 0 then cap output to the current balance q_j (cannot withdraw more than q_j)
if (inner <= int128(0)) { if (inner <= int128(0)) {
console2.log("WARNING: inner <= 0, capping output to balance q_j");
int128 qj64 = s.qInternal[j]; int128 qj64 = s.qInternal[j];
console2.log("Capped output (64.64):");
console2.logInt(qj64);
return (amountIn, qj64); return (amountIn, qj64);
} }
int128 lnInner = _ln(inner); int128 lnInner = _ln(inner);
console2.log("ln(inner):");
console2.logInt(lnInner);
int128 b_lnInner = b.mul(lnInner); int128 b_lnInner = b.mul(lnInner);
console2.log("b*ln(inner):");
console2.logInt(b_lnInner);
amountOut = b_lnInner; amountOut = b_lnInner;
console2.log("amountOut = b*ln(inner):");
console2.logInt(amountOut);
console2.log("amountOut (final 64.64 amount):");
console2.logInt(amountOut);
// Safety check // Safety check
if (amountOut <= 0) { if (amountOut <= 0) {
console2.log("WARNING: x64 <= 0, returning 0");
return (0, 0); return (0, 0);
} }
} }
@@ -265,60 +202,37 @@ library LMSRStabilized {
// Compute r0 = exp((q_i - q_j) / b) directly using invB // Compute r0 = exp((q_i - q_j) / b) directly using invB
int128 r0 = _exp(s.qInternal[i].sub(s.qInternal[j]).mul(invB)); int128 r0 = _exp(s.qInternal[i].sub(s.qInternal[j]).mul(invB));
console2.log("\n=== Max Input/Output Calculation ===");
console2.log("Limit price (64x64):");
console2.logInt(limitPrice);
console2.log("Current price ratio r0 (e_i/e_j, 64x64):");
console2.logInt(r0);
// Mirror swapAmountsForExactInput behavior: treat invalid r0 as an error condition. // Mirror swapAmountsForExactInput behavior: treat invalid r0 as an error condition.
// Revert if r0 is non-positive (no finite trade under a price limit). // Revert if r0 is non-positive (no finite trade under a price limit).
require(r0 > int128(0), "LMSR: r0<=0"); require(r0 > int128(0), "LMSR: r0<=0");
// If current price already exceeds or equals limit, revert the same way swapAmountsForExactInput does. // If current price already exceeds or equals limit, revert the same way swapAmountsForExactInput does.
if (r0 >= limitPrice) { if (r0 >= limitPrice) {
console2.log("Limit price is <= current price: reverting");
revert("LMSR: limitPrice <= current price"); revert("LMSR: limitPrice <= current price");
} }
// Calculate the price change factor: limitPrice/r0 // Calculate the price change factor: limitPrice/r0
int128 priceChangeFactor = limitPrice.div(r0); int128 priceChangeFactor = limitPrice.div(r0);
console2.log("Price change factor (limitPrice/r0):");
console2.logInt(priceChangeFactor);
// ln(priceChangeFactor) gives us the maximum allowed delta in the exponent // ln(priceChangeFactor) gives us the maximum allowed delta in the exponent
int128 maxDeltaExponent = _ln(priceChangeFactor); int128 maxDeltaExponent = _ln(priceChangeFactor);
console2.log("Max delta exponent ln(priceChangeFactor):");
console2.logInt(maxDeltaExponent);
// Maximum input capable of reaching the price limit: // Maximum input capable of reaching the price limit:
// x_max = b * ln(limitPrice / r0) // x_max = b * ln(limitPrice / r0)
int128 amountInMax = b.mul(maxDeltaExponent); int128 amountInMax = b.mul(maxDeltaExponent);
console2.log("Max input to reach limit (64.64):");
console2.logInt(amountInMax);
// The maximum output y corresponding to that input: // The maximum output y corresponding to that input:
// y = b * ln(1 + (e_i/e_j) * (1 - exp(-x_max/b))) // y = b * ln(1 + (e_i/e_j) * (1 - exp(-x_max/b)))
int128 expTerm = ONE.sub(_exp(maxDeltaExponent.neg())); int128 expTerm = ONE.sub(_exp(maxDeltaExponent.neg()));
console2.log("1 - exp(-maxDeltaExponent):");
console2.logInt(expTerm);
int128 innerTerm = r0.mul(expTerm); int128 innerTerm = r0.mul(expTerm);
console2.log("e_i/e_j * expTerm:");
console2.logInt(innerTerm);
int128 lnTerm = _ln(ONE.add(innerTerm)); int128 lnTerm = _ln(ONE.add(innerTerm));
console2.log("ln(1 + innerTerm):");
console2.logInt(lnTerm);
int128 maxOutput = b.mul(lnTerm); int128 maxOutput = b.mul(lnTerm);
console2.log("Max output (b * lnTerm):");
console2.logInt(maxOutput);
// Current balance of asset j (in 64.64) // Current balance of asset j (in 64.64)
int128 qj64 = s.qInternal[j]; int128 qj64 = s.qInternal[j];
console2.log("Current j balance (64.64):");
console2.logInt(qj64);
// Initialize outputs to the computed maxima // Initialize outputs to the computed maxima
amountIn = amountInMax; amountIn = amountInMax;
@@ -326,7 +240,6 @@ library LMSRStabilized {
// If the calculated maximum output exceeds the balance, cap output and solve for input. // If the calculated maximum output exceeds the balance, cap output and solve for input.
if (maxOutput > qj64) { if (maxOutput > qj64) {
console2.log("Max output exceeds balance, capping to balance");
amountOut = qj64; amountOut = qj64;
// Solve inverse relation for input given capped output: // Solve inverse relation for input given capped output:
@@ -336,19 +249,12 @@ library LMSRStabilized {
// a = -b * ln( (r0 + 1 - E) / r0 ) = b * ln( r0 / (r0 + 1 - E) ) // a = -b * ln( (r0 + 1 - E) / r0 ) = b * ln( r0 / (r0 + 1 - E) )
int128 E = _exp(amountOut.mul(invB)); // exp(y/b) int128 E = _exp(amountOut.mul(invB)); // exp(y/b)
int128 rhs = r0.add(ONE).sub(E); // r0 + 1 - E int128 rhs = r0.add(ONE).sub(E); // r0 + 1 - E
console2.log("E = exp(y/b):");
console2.logInt(E);
console2.log("rhs = r0 + 1 - E:");
console2.logInt(rhs);
// If rhs <= 0 due to numerical issues, fall back to amountInMax // If rhs <= 0 due to numerical issues, fall back to amountInMax
if (rhs <= int128(0)) { if (rhs <= int128(0)) {
console2.log("Numerical issue solving inverse; using amountInMax as fallback");
amountIn = amountInMax; amountIn = amountInMax;
} else { } else {
amountIn = b.mul(_ln(r0.div(rhs))); amountIn = b.mul(_ln(r0.div(rhs)));
console2.log("Computed input required for capped output (64.64):");
console2.logInt(amountIn);
} }
} }
@@ -674,19 +580,9 @@ library LMSRStabilized {
require(amountIn > int128(0), "LMSR: amountIn <= 0"); require(amountIn > int128(0), "LMSR: amountIn <= 0");
require(amountOut > int128(0), "LMSR: amountOut <= 0"); require(amountOut > int128(0), "LMSR: amountOut <= 0");
console2.log("\n=== Applying Swap ===");
console2.log("Input asset:", i);
console2.log("Output asset:", j);
console2.log("Amount in (64.64):");
console2.logInt(amountIn);
console2.log("Amount out (64.64):");
console2.logInt(amountOut);
// Update internal balances // Update internal balances
s.qInternal[i] = s.qInternal[i].add(amountIn); s.qInternal[i] = s.qInternal[i].add(amountIn);
s.qInternal[j] = s.qInternal[j].sub(amountOut); s.qInternal[j] = s.qInternal[j].sub(amountOut);
console2.log("=== Swap Applied (qInternal updated) ===\n");
} }
@@ -697,19 +593,12 @@ library LMSRStabilized {
function updateForProportionalChange(State storage s, int128[] memory newQInternal) internal { function updateForProportionalChange(State storage s, int128[] memory newQInternal) internal {
require(newQInternal.length == s.nAssets, "LMSR: length mismatch"); require(newQInternal.length == s.nAssets, "LMSR: length mismatch");
console2.log("LMSR.updateForProportionalChange: start");
// Compute new total for validation // Compute new total for validation
int128 newTotal = _computeSizeMetric(newQInternal); int128 newTotal = _computeSizeMetric(newQInternal);
console2.log("new total");
console2.logInt(newTotal);
require(newTotal > int128(0), "LMSR: new total zero"); require(newTotal > int128(0), "LMSR: new total zero");
// With kappa formulation, b automatically scales with pool size // With kappa formulation, b automatically scales with pool size
int128 newB = s.kappa.mul(newTotal); int128 newB = s.kappa.mul(newTotal);
console2.log("new effective b");
console2.logInt(newB);
// Update the cached qInternal with new values // Update the cached qInternal with new values
for (uint i = 0; i < s.nAssets; ) { for (uint i = 0; i < s.nAssets; ) {
@@ -717,7 +606,6 @@ library LMSRStabilized {
unchecked { i++; } unchecked { i++; }
} }
console2.log("LMSR.updateForProportionalChange: end");
} }
/// @notice Price-share of asset i: exp(z_i) / Z (64.64) /// @notice Price-share of asset i: exp(z_i) / Z (64.64)
@@ -904,8 +792,6 @@ library LMSRStabilized {
/// @notice De-initialize the LMSR state when the entire pool is drained. /// @notice De-initialize the LMSR state when the entire pool is drained.
/// This resets the state so the pool can be re-initialized by init(...) on next mint. /// This resets the state so the pool can be re-initialized by init(...) on next mint.
function deinit(State storage s) internal { function deinit(State storage s) internal {
console2.log("LMSR.deinit: resetting state");
// Reset core state // Reset core state
s.nAssets = 0; s.nAssets = 0;
s.kappa = int128(0); s.kappa = int128(0);

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@@ -1,7 +1,6 @@
// SPDX-License-Identifier: UNLICENSED // SPDX-License-Identifier: UNLICENSED
pragma solidity ^0.8.30; pragma solidity ^0.8.30;
import "forge-std/console2.sol";
import "@abdk/ABDKMath64x64.sol"; import "@abdk/ABDKMath64x64.sol";
import "./LMSRStabilized.sol"; import "./LMSRStabilized.sol";
@@ -40,7 +39,6 @@ library LMSRStabilizedBalancedPair {
// If not exactly a two-asset pool, fall back to the general routine. // If not exactly a two-asset pool, fall back to the general routine.
if (s.nAssets != 2) { if (s.nAssets != 2) {
console2.log('balanced2: fallback nAssets!=n2');
return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice); return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice);
} }
@@ -48,7 +46,6 @@ library LMSRStabilizedBalancedPair {
int128 b = LMSRStabilized._computeB(s); int128 b = LMSRStabilized._computeB(s);
// Guard: if b not positive, fallback to exact implementation (will revert there if necessary) // Guard: if b not positive, fallback to exact implementation (will revert there if necessary)
if (!(b > int128(0))) { if (!(b > int128(0))) {
console2.log("balanced2: fallback b<=0");
return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice); return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice);
} }
int128 invB = ABDKMath64x64.div(ONE, b); int128 invB = ABDKMath64x64.div(ONE, b);
@@ -58,8 +55,6 @@ library LMSRStabilizedBalancedPair {
// If a positive limitPrice is given, attempt a 2-asset near-parity polynomial solution // If a positive limitPrice is given, attempt a 2-asset near-parity polynomial solution
if (limitPrice > int128(0)) { if (limitPrice > int128(0)) {
console2.log("balanced2: handling limitPrice via small-delta approx");
// Approximate r0 = exp(delta) using Taylor: 1 + δ + δ^2/2 + δ^3/6 // Approximate r0 = exp(delta) using Taylor: 1 + δ + δ^2/2 + δ^3/6
int128 delta_sq = delta.mul(delta); int128 delta_sq = delta.mul(delta);
int128 delta_cu = delta_sq.mul(delta); int128 delta_cu = delta_sq.mul(delta);
@@ -68,19 +63,13 @@ library LMSRStabilizedBalancedPair {
.add(delta_sq.div(ABDKMath64x64.fromUInt(2))) .add(delta_sq.div(ABDKMath64x64.fromUInt(2)))
.add(delta_cu.div(ABDKMath64x64.fromUInt(6))); .add(delta_cu.div(ABDKMath64x64.fromUInt(6)));
console2.log("r0_approx:");
console2.logInt(r0_approx);
// If limitPrice <= r0 (current price) we must revert (same semantic as original) // If limitPrice <= r0 (current price) we must revert (same semantic as original)
if (limitPrice <= r0_approx) { if (limitPrice <= r0_approx) {
console2.log("balanced2: limitPrice <= r0_approx -> revert");
revert("LMSR: limitPrice <= current price"); revert("LMSR: limitPrice <= current price");
} }
// Ratio = limitPrice / r0_approx // Ratio = limitPrice / r0_approx
int128 ratio = limitPrice.div(r0_approx); int128 ratio = limitPrice.div(r0_approx);
console2.log("limitPrice/r0_approx:");
console2.logInt(ratio);
// x = ratio - 1; use Taylor for ln(1+x) when |x| is small // x = ratio - 1; use Taylor for ln(1+x) when |x| is small
int128 x = ratio.sub(ONE); int128 x = ratio.sub(ONE);
@@ -90,7 +79,6 @@ library LMSRStabilizedBalancedPair {
int128 X_MAX = ABDKMath64x64.divu(1, 10); // 0.1 int128 X_MAX = ABDKMath64x64.divu(1, 10); // 0.1
if (absX > X_MAX) { if (absX > X_MAX) {
// Too large to safely approximate; fall back to exact computation // Too large to safely approximate; fall back to exact computation
console2.log("balanced2: fallback limitPrice ratio too far from 1");
return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice); return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice);
} }
@@ -101,63 +89,34 @@ library LMSRStabilizedBalancedPair {
.sub(x_sq.div(ABDKMath64x64.fromUInt(2))) .sub(x_sq.div(ABDKMath64x64.fromUInt(2)))
.add(x_cu.div(ABDKMath64x64.fromUInt(3))); .add(x_cu.div(ABDKMath64x64.fromUInt(3)));
console2.log("lnRatioApprox (64x64):");
console2.logInt(lnRatioApprox);
// aLimitOverB = ln(limitPrice / r0) approximated // aLimitOverB = ln(limitPrice / r0) approximated
int128 aLimitOverB = lnRatioApprox; int128 aLimitOverB = lnRatioApprox;
// Must be > 0; otherwise fall back // Must be > 0; otherwise fall back
if (!(aLimitOverB > int128(0))) { if (!(aLimitOverB > int128(0))) {
console2.log("balanced2: fallback non-positive aLimitOverB");
return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice); return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice);
} }
// aLimit = b * aLimitOverB (in Q64.64) // aLimit = b * aLimitOverB (in Q64.64)
int128 aLimit64 = b.mul(aLimitOverB); int128 aLimit64 = b.mul(aLimitOverB);
console2.log("aLimit64 (64x64):");
console2.logInt(aLimit64);
// If computed aLimit is less than requested a, use the truncated value. // If computed aLimit is less than requested a, use the truncated value.
if (aLimit64 < a) { if (aLimit64 < a) {
console2.log("balanced2: truncating input a to aLimit64 due to limitPrice");
console2.log("original a:");
console2.logInt(a);
console2.log("truncated aLimit64:");
console2.logInt(aLimit64);
a = aLimit64; a = aLimit64;
} else { } else {
console2.log("balanced2: limitPrice does not truncate input"); // console2.log("balanced2: limitPrice does not truncate input");
} }
// Note: after potential truncation we continue with the polynomial approximation below // Note: after potential truncation we continue with the polynomial approximation below
} }
// Debug: entry trace
console2.log("balanced2: enter");
console2.log("i", i);
console2.log("j", j);
console2.log("nAssets", s.nAssets);
console2.log("a (64x64):");
console2.logInt(a);
console2.log("b (64x64):");
console2.logInt(b);
console2.log("invB (64x64):");
console2.logInt(invB);
// Small-signal delta already computed above; reuse it // Small-signal delta already computed above; reuse it
int128 absDelta = delta >= int128(0) ? delta : delta.neg(); int128 absDelta = delta >= int128(0) ? delta : delta.neg();
console2.log("delta (q_i - q_j)/b:");
console2.logInt(delta);
console2.log("absDelta:");
console2.logInt(absDelta);
// Allow balanced pools only: require |delta| <= 1% (approx ln(1.01) ~ 0.00995; we use conservative 0.01) // Allow balanced pools only: require |delta| <= 1% (approx ln(1.01) ~ 0.00995; we use conservative 0.01)
int128 DELTA_MAX = ABDKMath64x64.divu(1, 100); // 0.01 int128 DELTA_MAX = ABDKMath64x64.divu(1, 100); // 0.01
if (absDelta > DELTA_MAX) { if (absDelta > DELTA_MAX) {
// Not balanced within 1% -> use exact routine // Not balanced within 1% -> use exact routine
console2.log("balanced2: fallback delta too large");
return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice); return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice);
} }
@@ -165,18 +124,13 @@ library LMSRStabilizedBalancedPair {
int128 u = a.mul(invB); int128 u = a.mul(invB);
if (u <= int128(0)) { if (u <= int128(0)) {
// Non-positive input -> behave like exact implementation (will revert if invalid) // Non-positive input -> behave like exact implementation (will revert if invalid)
console2.log("balanced2: fallback u<=0");
return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice); return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice);
} }
console2.log("u = a/b (64x64):");
console2.logInt(u);
// Restrict to a conservative polynomial radius for accuracy; fallback otherwise. // Restrict to a conservative polynomial radius for accuracy; fallback otherwise.
// We choose u <= 0.5 (0.5 in Q64.64) as safe for cubic approximation in typical parameters. // We choose u <= 0.5 (0.5 in Q64.64) as safe for cubic approximation in typical parameters.
int128 U_MAX = ABDKMath64x64.divu(1, 2); // 0.5 int128 U_MAX = ABDKMath64x64.divu(1, 2); // 0.5
if (u > U_MAX) { if (u > U_MAX) {
console2.log("balanced2: fallback u too large");
return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice); return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice);
} }
@@ -200,39 +154,26 @@ library LMSRStabilizedBalancedPair {
if (u <= U_TIER1) { if (u <= U_TIER1) {
// Cheap quadratic ln(1+X) ≈ X - X^2/2 // Cheap quadratic ln(1+X) ≈ X - X^2/2
lnApprox = X.sub(X2.div(ABDKMath64x64.fromUInt(2))); lnApprox = X.sub(X2.div(ABDKMath64x64.fromUInt(2)));
console2.log("balanced2: using tier1 quadratic approx");
} else if (u <= U_MAX_LOCAL) { } else if (u <= U_MAX_LOCAL) {
// Secondary cubic correction: ln(1+X) ≈ X - X^2/2 + X^3/3 // Secondary cubic correction: ln(1+X) ≈ X - X^2/2 + X^3/3
int128 X3 = X2.mul(X); int128 X3 = X2.mul(X);
lnApprox = X.sub(X2.div(ABDKMath64x64.fromUInt(2))).add(X3.div(ABDKMath64x64.fromUInt(3))); lnApprox = X.sub(X2.div(ABDKMath64x64.fromUInt(2))).add(X3.div(ABDKMath64x64.fromUInt(3)));
console2.log("balanced2: using tier2 cubic approx");
} else { } else {
// u beyond allowed range - fallback // u beyond allowed range - fallback
console2.log("balanced2: fallback u too large for approximation");
return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice); return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice);
} }
console2.log("lnApprox (64x64):");
console2.logInt(lnApprox);
int128 approxOut = b.mul(lnApprox); int128 approxOut = b.mul(lnApprox);
console2.log("approxOut (64x64):");
console2.logInt(approxOut);
// Safety sanity: approximation must be > 0 // Safety sanity: approximation must be > 0
if (approxOut <= int128(0)) { if (approxOut <= int128(0)) {
console2.log("balanced2: fallback approxOut <= 0");
return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice); return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice);
} }
// Cap to available j balance: if approximated output exceeds q_j, it's likely approximation break; // Cap to available j balance: if approximated output exceeds q_j, it's likely approximation break;
// fall back to the exact solver to handle capping/edge cases. // fall back to the exact solver to handle capping/edge cases.
int128 qj64 = s.qInternal[j]; int128 qj64 = s.qInternal[j];
console2.log("qj64 (64x64):");
console2.logInt(qj64);
if (approxOut >= qj64) { if (approxOut >= qj64) {
console2.log("balanced2: fallback approxOut >= qj");
return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice); return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice);
} }
@@ -240,15 +181,8 @@ library LMSRStabilizedBalancedPair {
amountIn = a; amountIn = a;
amountOut = approxOut; amountOut = approxOut;
console2.log("balanced2: returning approx results");
console2.log("amountIn (64x64):");
console2.logInt(amountIn);
console2.log("amountOut (64x64):");
console2.logInt(amountOut);
// Final guard: ensure output is sensible and not NaN-like (rely on positivity checks above) // Final guard: ensure output is sensible and not NaN-like (rely on positivity checks above)
if (amountOut < int128(0)) { if (amountOut < int128(0)) {
console2.log("balanced2: fallback final guard amountOut<0");
return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice); return LMSRStabilized.swapAmountsForExactInput(s, i, j, a, limitPrice);
} }

View File

@@ -1,7 +1,6 @@
// SPDX-License-Identifier: UNLICENSED // SPDX-License-Identifier: UNLICENSED
pragma solidity ^0.8.30; pragma solidity ^0.8.30;
import "forge-std/console2.sol";
import "@abdk/ABDKMath64x64.sol"; import "@abdk/ABDKMath64x64.sol";
import "@openzeppelin/contracts/token/ERC20/ERC20.sol"; import "@openzeppelin/contracts/token/ERC20/ERC20.sol";
import "@openzeppelin/contracts/token/ERC20/IERC20.sol"; import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
@@ -31,44 +30,12 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
using SafeERC20 for IERC20; using SafeERC20 for IERC20;
//
// Immutable pool configuration
//
/// @notice Token addresses comprising the pool. Effectively immutable after construction. /// @notice Token addresses comprising the pool. Effectively immutable after construction.
/// @dev tokens[i] corresponds to the i-th asset and maps to index i in the internal LMSR arrays. /// @dev tokens[i] corresponds to the i-th asset and maps to index i in the internal LMSR arrays.
IERC20[] public tokens; // effectively immutable since there is no interface to change the tokens IERC20[] public tokens; // effectively immutable since there is no interface to change the tokens
/// @inheritdoc IPartyPool
function numTokens() external view returns (uint256) { return tokens.length; }
/// @inheritdoc IPartyPool
function allTokens() external view returns (IERC20[] memory) { return tokens; }
// NOTE that the slippage target is only exactly achieved in completely balanced pools where all assets are
// priced the same. This target is actually a minimum slippage that the pool imposes on traders, and the actual
// slippage cost can be multiples bigger in practice due to pool inventory imbalances.
/// @notice Liquidity parameter κ (Q64.64) used by the LMSR kernel: b = κ * S(q)
/// @dev Pool is constructed with a fixed κ. Clients that previously passed tradeFrac/targetSlippage
/// should use LMSRStabilized.computeKappaFromSlippage(...) to derive κ and pass it here.
int128 public immutable kappa; // kappa in Q64.64
/// @notice Per-swap fee in parts-per-million (ppm). Fee is taken from input amounts before LMSR computations.
uint256 public immutable swapFeePpm;
/// @notice Flash-loan fee in parts-per-million (ppm) applied to flash borrow amounts.
uint256 public immutable flashFeePpm;
//
// Internal state
//
LMSRStabilized.State internal lmsr; LMSRStabilized.State internal lmsr;
/// @notice If true and there are exactly two assets, an optimized 2-asset stable-pair path is used for some computations.
bool immutable private _stablePair; // if true, the optimized LMSRStabilizedBalancedPair optimization path is enabled
// Cached on-chain balances (uint) and internal 64.64 representation // Cached on-chain balances (uint) and internal 64.64 representation
// balance / base = internal // balance / base = internal
uint256[] internal cachedUintBalances; uint256[] internal cachedUintBalances;
@@ -77,6 +44,28 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
/// @dev denominators()[i] is the base for tokens[i]. These bases are chosen by deployer and must match token decimals. /// @dev denominators()[i] is the base for tokens[i]. These bases are chosen by deployer and must match token decimals.
uint256[] internal bases; // per-token uint base used to scale token amounts <-> internal uint256[] internal bases; // per-token uint base used to scale token amounts <-> internal
/// @inheritdoc IPartyPool
function numTokens() external view returns (uint256) { return tokens.length; }
/// @inheritdoc IPartyPool
function allTokens() external view returns (IERC20[] memory) { return tokens; }
/// @notice Liquidity parameter κ (Q64.64) used by the LMSR kernel: b = κ * S(q)
/// @dev Pool is constructed with a fixed κ. Clients may use LMSRStabilized.computeKappaFromSlippage(...) to
/// derive κ and pass it here.
int128 public immutable kappa; // kappa in Q64.64
/// @notice Per-swap fee in parts-per-million (ppm). Fee is taken from input amounts before LMSR computations.
uint256 public immutable swapFeePpm;
/// @notice Flash-loan fee in parts-per-million (ppm) applied to flash borrow amounts.
uint256 public immutable flashFeePpm;
/// @notice If true and there are exactly two assets, an optimized 2-asset stable-pair path is used for some computations.
bool private immutable _stablePair; // if true, the optimized LMSRStabilizedBalancedPair optimization path is enabled
/// @inheritdoc IPartyPool /// @inheritdoc IPartyPool
function denominators() external view returns (uint256[] memory) { return bases; } function denominators() external view returns (uint256[] memory) { return bases; }
@@ -90,41 +79,41 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
/// @param name_ LP token name /// @param name_ LP token name
/// @param symbol_ LP token symbol /// @param symbol_ LP token symbol
/// @param _tokens token addresses (n) /// @param tokens_ token addresses (n)
/// @param _bases scaling bases for each token (n) - used when converting to/from internal 64.64 amounts /// @param bases_ scaling bases for each token (n) - used when converting to/from internal 64.64 amounts
/// @param _kappa liquidity parameter κ (Q64.64) used to derive b = κ * S(q) /// @param kappa_ liquidity parameter κ (Q64.64) used to derive b = κ * S(q)
/// @param _swapFeePpm fee in parts-per-million, taken from swap input amounts before LMSR calculations /// @param swapFeePpm_ fee in parts-per-million, taken from swap input amounts before LMSR calculations
/// @param _flashFeePpm fee in parts-per-million, taken for flash loans /// @param flashFeePpm_ fee in parts-per-million, taken for flash loans
/// @param _stable if true and assets.length==2, then the optimization for 2-asset stablecoin pools is activated. /// @param stable_ if true and assets.length==2, then the optimization for 2-asset stablecoin pools is activated.
constructor( constructor(
string memory name_, string memory name_,
string memory symbol_, string memory symbol_,
IERC20[] memory _tokens, IERC20[] memory tokens_,
uint256[] memory _bases, uint256[] memory bases_,
int128 _kappa, int128 kappa_,
uint256 _swapFeePpm, uint256 swapFeePpm_,
uint256 _flashFeePpm, uint256 flashFeePpm_,
bool _stable bool stable_
) ERC20(name_, symbol_) { ) ERC20(name_, symbol_) {
require(_tokens.length > 1, "Pool: need >1 asset"); require(tokens_.length > 1, "Pool: need >1 asset");
require(_tokens.length == _bases.length, "Pool: lengths mismatch"); require(tokens_.length == bases_.length, "Pool: lengths mismatch");
tokens = _tokens; tokens = tokens_;
bases = _bases; bases = bases_;
kappa = _kappa; kappa = kappa_;
require(_swapFeePpm < 1_000_000, "Pool: fee >= ppm"); require(swapFeePpm_ < 1_000_000, "Pool: fee >= ppm");
swapFeePpm = _swapFeePpm; swapFeePpm = swapFeePpm_;
require(_flashFeePpm < 1_000_000, "Pool: flash fee >= ppm"); require(flashFeePpm_ < 1_000_000, "Pool: flash fee >= ppm");
flashFeePpm = _flashFeePpm; flashFeePpm = flashFeePpm_;
_stablePair = _stable && _tokens.length == 2; _stablePair = stable_ && tokens_.length == 2;
uint256 n = _tokens.length; uint256 n = tokens_.length;
// Initialize LMSR state nAssets; full init occurs on first mint when quantities are known. // Initialize LMSR state nAssets; full init occurs on first mint when quantities are known.
lmsr.nAssets = n; lmsr.nAssets = n;
// Initialize token address to index mapping // Initialize token address to index mapping
for (uint i = 0; i < n;) { for (uint i = 0; i < n;) {
tokenAddressToIndexPlusOne[_tokens[i]] = i + 1; tokenAddressToIndexPlusOne[tokens_[i]] = i + 1;
unchecked {i++;} unchecked {i++;}
} }
@@ -547,7 +536,6 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
// Compute internal amounts using LMSR (exact-input with price limit) // Compute internal amounts using LMSR (exact-input with price limit)
// if _stablePair is true, use the optimized path // if _stablePair is true, use the optimized path
console2.log('stablepair optimization?', _stablePair);
(amountInInternalUsed, amountOutInternal) = (amountInInternalUsed, amountOutInternal) =
_stablePair ? LMSRStabilizedBalancedPair.swapAmountsForExactInput(lmsr, inputTokenIndex, outputTokenIndex, deltaInternalI, limitPrice) _stablePair ? LMSRStabilizedBalancedPair.swapAmountsForExactInput(lmsr, inputTokenIndex, outputTokenIndex, deltaInternalI, limitPrice)
: lmsr.swapAmountsForExactInput(inputTokenIndex, outputTokenIndex, deltaInternalI, limitPrice); : lmsr.swapAmountsForExactInput(inputTokenIndex, outputTokenIndex, deltaInternalI, limitPrice);