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pure kappa formulation: target slippage extracted into pool creator code

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This commit is contained in:
tim
2025-09-23 19:08:14 -04:00
parent cd663105f4
commit b5eab7dad1
8 changed files with 198 additions and 290 deletions
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8
test/GasTest.sol
View File

@@ -4,6 +4,7 @@ pragma solidity ^0.8.30;
import "forge-std/Test.sol";
import "@abdk/ABDKMath64x64.sol";
import "@openzeppelin/contracts/token/ERC20/ERC20.sol";
import "../src/LMSRStabilized.sol";
import "../src/PartyPool.sol";
// Import the flash callback interface
@@ -169,7 +170,9 @@ contract GasTest is Test {
for (uint i = 0; i < tokens.length; i++) {
ierc20Tokens[i] = IERC20(tokens[i]);
}
PartyPool newPool = new PartyPool(poolName, poolName, ierc20Tokens, bases, tradeFrac, targetSlippage, feePpm, feePpm, false);
// Compute kappa from slippage params and number of tokens, then construct pool with kappa
int128 computedKappa = LMSRStabilized.computeKappaFromSlippage(ierc20Tokens.length, tradeFrac, targetSlippage);
PartyPool newPool = new PartyPool(poolName, poolName, ierc20Tokens, bases, computedKappa, feePpm, feePpm, false);
// Transfer initial deposit amounts into pool before initial mint
for (uint256 i = 0; i < numTokens; i++) {
@@ -208,7 +211,8 @@ contract GasTest is Test {
for (uint i = 0; i < tokens.length; i++) {
ierc20Tokens[i] = IERC20(tokens[i]);
}
PartyPool newPool = new PartyPool(poolName, poolName, ierc20Tokens, bases, tradeFrac, targetSlippage, feePpm, feePpm, true);
int128 computedKappa = LMSRStabilized.computeKappaFromSlippage(ierc20Tokens.length, tradeFrac, targetSlippage);
PartyPool newPool = new PartyPool(poolName, poolName, ierc20Tokens, bases, computedKappa, feePpm, feePpm, true);
// Transfer initial deposit amounts into pool before initial mint
for (uint256 i = 0; i < numTokens; i++) {

27
test/PartyPlanner.t.sol
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@@ -2,6 +2,7 @@
pragma solidity ^0.8.30;
import "forge-std/Test.sol";
import "../src/LMSRStabilized.sol";
import "../src/PartyPlanner.sol";
import "../src/PartyPool.sol";
import "@openzeppelin/contracts/token/ERC20/ERC20.sol";
@@ -83,14 +84,15 @@ contract PartyPlannerTest is Test {
uint256 initialTokenACount = planner.poolsByTokenCount(IERC20(address(tokenA)));
uint256 initialTokenBCount = planner.poolsByTokenCount(IERC20(address(tokenB)));
// Create pool
// Compute kappa then create pool via kappa overload
int128 computedKappa = LMSRStabilized.computeKappaFromSlippage(tokens.length, tradeFrac, targetSlippage);
(PartyPool pool, uint256 lpAmount) = planner.createPool(
name,
symbol,
tokens,
bases,
tradeFrac,
targetSlippage,
computedKappa,
swapFeePpm,
flashFeePpm,
false, // not stable
@@ -163,9 +165,10 @@ contract PartyPlannerTest is Test {
deposits1[0] = INITIAL_DEPOSIT_AMOUNT;
deposits1[1] = INITIAL_DEPOSIT_AMOUNT;
int128 kappa1 = LMSRStabilized.computeKappaFromSlippage(tokens1.length, int128((1 << 64) - 1), int128(1 << 62));
(PartyPool pool1,) = planner.createPool(
"Pool 1", "LP1", tokens1, bases1,
int128((1 << 64) - 1), int128(1 << 62), 3000, 5000, false,
kappa1, 3000, 5000, false,
payer, receiver, deposits1, 1000e18, 0
);
@@ -182,9 +185,10 @@ contract PartyPlannerTest is Test {
deposits2[0] = INITIAL_DEPOSIT_AMOUNT;
deposits2[1] = INITIAL_DEPOSIT_AMOUNT / 1e12; // Adjust for 6 decimals
int128 kappa2 = LMSRStabilized.computeKappaFromSlippage(tokens2.length, int128((1 << 64) - 1), int128(1 << 62));
(PartyPool pool2,) = planner.createPool(
"Pool 2", "LP2", tokens2, bases2,
int128((1 << 64) - 1), int128(1 << 62), 3000, 5000, false,
kappa2, 3000, 5000, false,
payer, receiver, deposits2, 1000e18, 0
);
@@ -225,6 +229,7 @@ contract PartyPlannerTest is Test {
// Test token/deposit length mismatch
vm.expectRevert("Planner: tokens and deposits length mismatch");
// call old-signature convenience (it will still exist) for the mismatched-length revert check
planner.createPool(
"Test Pool", "TESTLP", tokens, bases,
int128((1 << 64) - 1), int128(1 << 62), 3000, 5000, false,
@@ -236,10 +241,12 @@ contract PartyPlannerTest is Test {
validDeposits[0] = INITIAL_DEPOSIT_AMOUNT;
validDeposits[1] = INITIAL_DEPOSIT_AMOUNT;
int128 kappaErr = LMSRStabilized.computeKappaFromSlippage(tokens.length, int128((1 << 64) - 1), int128(1 << 62));
vm.expectRevert("Planner: payer cannot be zero address");
planner.createPool(
"Test Pool", "TESTLP", tokens, bases,
int128((1 << 64) - 1), int128(1 << 62), 3000, 5000, false,
kappaErr, 3000, 5000, false,
address(0), receiver, validDeposits, 1000e18, 0
);
@@ -247,17 +254,18 @@ contract PartyPlannerTest is Test {
vm.expectRevert("Planner: receiver cannot be zero address");
planner.createPool(
"Test Pool", "TESTLP", tokens, bases,
int128((1 << 64) - 1), int128(1 << 62), 3000, 5000, false,
kappaErr, 3000, 5000, false,
payer, address(0), validDeposits, 1000e18, 0
);
// Test deadline exceeded
// The default timestamp is 1 and 1-0 is 0 which means "ignore deadline," so we need to set a proper timestamp.
int128 kappaDeadline = LMSRStabilized.computeKappaFromSlippage(tokens.length, int128((1 << 64) - 1), int128(1 << 62));
vm.warp(1000);
vm.expectRevert("Planner: deadline exceeded");
planner.createPool(
"Test Pool", "TESTLP", tokens, bases,
int128((1 << 64) - 1), int128(1 << 62), 3000, 5000, false,
kappaDeadline, 3000, 5000, false,
payer, receiver, validDeposits, 1000e18, block.timestamp - 1
);
}
@@ -280,11 +288,12 @@ contract PartyPlannerTest is Test {
deposits[0] = INITIAL_DEPOSIT_AMOUNT;
deposits[1] = INITIAL_DEPOSIT_AMOUNT;
int128 kappaLoop = LMSRStabilized.computeKappaFromSlippage(tokens.length, int128((1 << 64) - 1), int128(1 << 62));
(PartyPool pool,) = planner.createPool(
string(abi.encodePacked("Pool ", vm.toString(i))),
string(abi.encodePacked("LP", vm.toString(i))),
tokens, bases,
int128((1 << 64) - 1), int128(1 << 62), 3000, 5000, false,
kappaLoop, 3000, 5000, false,
payer, receiver, deposits, 1000e18, 0
);

19
test/PartyPool.t.sol
View File

@@ -4,6 +4,7 @@ pragma solidity ^0.8.30;
import "forge-std/Test.sol";
import "@abdk/ABDKMath64x64.sol";
import "@openzeppelin/contracts/token/ERC20/ERC20.sol";
import "../src/LMSRStabilized.sol";
import "../src/PartyPool.sol";
// Import the flash callback interface
@@ -195,7 +196,8 @@ contract PartyPoolTest is Test {
// Deploy pool with a small fee to test fee-handling paths (use 1000 ppm = 0.1%)
uint256 feePpm = 1000;
pool = new PartyPool("LP", "LP", tokens, bases, tradeFrac, targetSlippage, feePpm, feePpm, false);
int128 kappa3 = LMSRStabilized.computeKappaFromSlippage(tokens.length, tradeFrac, targetSlippage);
pool = new PartyPool("LP", "LP", tokens, bases, kappa3, feePpm, feePpm, false);
// Transfer initial deposit amounts into pool before initial mint (pool expects tokens already in contract)
// We deposit equal amounts INIT_BAL for each token
@@ -224,7 +226,8 @@ contract PartyPoolTest is Test {
bases10[i] = BASE;
}
pool10 = new PartyPool("LP10", "LP10", tokens10, bases10, tradeFrac, targetSlippage, feePpm, feePpm, false);
int128 kappa10 = LMSRStabilized.computeKappaFromSlippage(tokens10.length, tradeFrac, targetSlippage);
pool10 = new PartyPool("LP10", "LP10", tokens10, bases10, kappa10, feePpm, feePpm, false);
// Mint additional tokens for pool10 initial deposit
token0.mint(address(this), INIT_BAL);
@@ -1227,10 +1230,12 @@ contract PartyPoolTest is Test {
uint256 feePpm = 1000;
// Pool with default initialization (lpTokens = 0)
PartyPool poolDefault = new PartyPool("LP_DEFAULT", "LP_DEFAULT", tokens, bases, tradeFrac, targetSlippage, feePpm, feePpm, false);
int128 kappaDefault = LMSRStabilized.computeKappaFromSlippage(tokens.length, tradeFrac, targetSlippage);
PartyPool poolDefault = new PartyPool("LP_DEFAULT", "LP_DEFAULT", tokens, bases, kappaDefault, feePpm, feePpm, false);
// Pool with custom initialization (lpTokens = custom amount)
PartyPool poolCustom = new PartyPool("LP_CUSTOM", "LP_CUSTOM", tokens, bases, tradeFrac, targetSlippage, feePpm, feePpm, false);
int128 kappaCustom = LMSRStabilized.computeKappaFromSlippage(tokens.length, tradeFrac, targetSlippage);
PartyPool poolCustom = new PartyPool("LP_CUSTOM", "LP_CUSTOM", tokens, bases, kappaCustom, feePpm, feePpm, false);
// Mint additional tokens for both pools
token0.mint(address(this), INIT_BAL * 2);
@@ -1301,8 +1306,10 @@ contract PartyPoolTest is Test {
uint256 feePpm = 1000;
PartyPool poolDefault = new PartyPool("LP_DEFAULT", "LP_DEFAULT", tokens, bases, tradeFrac, targetSlippage, feePpm, feePpm, false);
PartyPool poolCustom = new PartyPool("LP_CUSTOM", "LP_CUSTOM", tokens, bases, tradeFrac, targetSlippage, feePpm, feePpm, false);
int128 kappaDefault2 = LMSRStabilized.computeKappaFromSlippage(tokens.length, tradeFrac, targetSlippage);
PartyPool poolDefault = new PartyPool("LP_DEFAULT", "LP_DEFAULT", tokens, bases, kappaDefault2, feePpm, feePpm, false);
int128 kappaCustom2 = LMSRStabilized.computeKappaFromSlippage(tokens.length, tradeFrac, targetSlippage);
PartyPool poolCustom = new PartyPool("LP_CUSTOM", "LP_CUSTOM", tokens, bases, kappaCustom2, feePpm, feePpm, false);
// Mint additional tokens
token0.mint(address(this), INIT_BAL * 4);