price() fixes; sepolia redeploy
This commit is contained in:
tim
@@ -82,7 +82,7 @@ DIVE=$(token DIVE)
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BUTC=$(token BUTC)
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WTETH=$(token WTETH)
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if [ "$1" == "broadcast" ]; then
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if [ "$1" == "broadcast" ] || [ "$1" == "record" ]; then
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OUT=deployment/$CHAINID/v1
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git rm -rf $OUT > /dev/null 2>&1
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mkdir -p $OUT
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@@ -1 +1 @@
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|
||||
{"id":"1bebe326558dd054","source_id_to_path":{"0":"lib/abdk-libraries-solidity/ABDKMath64x64.sol","1":"lib/forge-std/src/Base.sol","2":"lib/forge-std/src/Script.sol","3":"lib/forge-std/src/StdChains.sol","4":"lib/forge-std/src/StdCheats.sol","5":"lib/forge-std/src/StdConstants.sol","6":"lib/forge-std/src/StdJson.sol","7":"lib/forge-std/src/StdMath.sol","8":"lib/forge-std/src/StdStorage.sol","9":"lib/forge-std/src/StdStyle.sol","10":"lib/forge-std/src/StdUtils.sol","11":"lib/forge-std/src/Vm.sol","12":"lib/forge-std/src/console.sol","13":"lib/forge-std/src/console2.sol","14":"lib/forge-std/src/interfaces/IMulticall3.sol","15":"lib/forge-std/src/safeconsole.sol","16":"lib/openzeppelin-contracts/contracts/interfaces/IERC1363.sol","17":"lib/openzeppelin-contracts/contracts/interfaces/IERC165.sol","18":"lib/openzeppelin-contracts/contracts/interfaces/IERC20.sol","19":"lib/openzeppelin-contracts/contracts/interfaces/IERC3156FlashBorrower.sol","20":"lib/openzeppelin-contracts/contracts/interfaces/draft-IERC6093.sol","21":"lib/openzeppelin-contracts/contracts/token/ERC20/ERC20.sol","22":"lib/openzeppelin-contracts/contracts/token/ERC20/IERC20.sol","23":"lib/openzeppelin-contracts/contracts/token/ERC20/extensions/IERC20Metadata.sol","24":"lib/openzeppelin-contracts/contracts/token/ERC20/utils/SafeERC20.sol","25":"lib/openzeppelin-contracts/contracts/utils/Address.sol","26":"lib/openzeppelin-contracts/contracts/utils/Context.sol","27":"lib/openzeppelin-contracts/contracts/utils/Errors.sol","28":"lib/openzeppelin-contracts/contracts/utils/LowLevelCall.sol","29":"lib/openzeppelin-contracts/contracts/utils/ReentrancyGuard.sol","30":"lib/openzeppelin-contracts/contracts/utils/StorageSlot.sol","31":"lib/openzeppelin-contracts/contracts/utils/introspection/IERC165.sol","32":"script/DeploySepolia.sol","33":"src/ERC20External.sol","34":"src/ERC20Internal.sol","35":"src/Funding.sol","36":"src/IOwnable.sol","37":"src/IPartyFlashCallback.sol","38":"src/IPartyInfo.sol","39":"src/IPartyPlanner.sol","40":"src/IPartyPool.sol","41":"src/IPartyPoolDeployer.sol","42":"src/IPartySwapCallback.sol","43":"src/LMSRStabilized.sol","44":"src/LMSRStabilizedBalancedPair.sol","45":"src/NativeWrapper.sol","46":"src/OwnableExternal.sol","47":"src/OwnableInternal.sol","48":"src/PartyInfo.sol","49":"src/PartyPlanner.sol","50":"src/PartyPool.sol","51":"src/PartyPoolBalancedPair.sol","52":"src/PartyPoolBase.sol","53":"src/PartyPoolDeployer.sol","54":"src/PartyPoolHelpers.sol","55":"src/PartyPoolMintImpl.sol","56":"src/PartyPoolSwapImpl.sol","57":"src/PartyPoolVerifiableDeployer.sol","58":"src/PartySwapCallbackVerifier.sol","59":"test/MockERC20.sol","60":"test/MockFlashBorrower.sol"},"language":"Solidity"}
|
||||
{"id":"7b2e43cf2890dc03","source_id_to_path":{"0":"lib/abdk-libraries-solidity/ABDKMath64x64.sol","1":"lib/forge-std/src/Base.sol","2":"lib/forge-std/src/Script.sol","3":"lib/forge-std/src/StdChains.sol","4":"lib/forge-std/src/StdCheats.sol","5":"lib/forge-std/src/StdConstants.sol","6":"lib/forge-std/src/StdJson.sol","7":"lib/forge-std/src/StdMath.sol","8":"lib/forge-std/src/StdStorage.sol","9":"lib/forge-std/src/StdStyle.sol","10":"lib/forge-std/src/StdUtils.sol","11":"lib/forge-std/src/Vm.sol","12":"lib/forge-std/src/console.sol","13":"lib/forge-std/src/console2.sol","14":"lib/forge-std/src/interfaces/IMulticall3.sol","15":"lib/forge-std/src/safeconsole.sol","16":"lib/openzeppelin-contracts/contracts/interfaces/IERC1363.sol","17":"lib/openzeppelin-contracts/contracts/interfaces/IERC165.sol","18":"lib/openzeppelin-contracts/contracts/interfaces/IERC20.sol","19":"lib/openzeppelin-contracts/contracts/interfaces/IERC3156FlashBorrower.sol","20":"lib/openzeppelin-contracts/contracts/interfaces/draft-IERC6093.sol","21":"lib/openzeppelin-contracts/contracts/token/ERC20/ERC20.sol","22":"lib/openzeppelin-contracts/contracts/token/ERC20/IERC20.sol","23":"lib/openzeppelin-contracts/contracts/token/ERC20/extensions/IERC20Metadata.sol","24":"lib/openzeppelin-contracts/contracts/token/ERC20/utils/SafeERC20.sol","25":"lib/openzeppelin-contracts/contracts/utils/Address.sol","26":"lib/openzeppelin-contracts/contracts/utils/Context.sol","27":"lib/openzeppelin-contracts/contracts/utils/Errors.sol","28":"lib/openzeppelin-contracts/contracts/utils/LowLevelCall.sol","29":"lib/openzeppelin-contracts/contracts/utils/ReentrancyGuard.sol","30":"lib/openzeppelin-contracts/contracts/utils/StorageSlot.sol","31":"lib/openzeppelin-contracts/contracts/utils/introspection/IERC165.sol","32":"script/DeploySepolia.sol","33":"src/ERC20External.sol","34":"src/ERC20Internal.sol","35":"src/Funding.sol","36":"src/IOwnable.sol","37":"src/IPartyFlashCallback.sol","38":"src/IPartyInfo.sol","39":"src/IPartyPlanner.sol","40":"src/IPartyPool.sol","41":"src/IPartyPoolDeployer.sol","42":"src/IPartySwapCallback.sol","43":"src/LMSRStabilized.sol","44":"src/LMSRStabilizedBalancedPair.sol","45":"src/NativeWrapper.sol","46":"src/OwnableExternal.sol","47":"src/OwnableInternal.sol","48":"src/PartyInfo.sol","49":"src/PartyPlanner.sol","50":"src/PartyPool.sol","51":"src/PartyPoolBalancedPair.sol","52":"src/PartyPoolBase.sol","53":"src/PartyPoolDeployer.sol","54":"src/PartyPoolHelpers.sol","55":"src/PartyPoolMintImpl.sol","56":"src/PartyPoolSwapImpl.sol","57":"src/PartyPoolVerifiableDeployer.sol","58":"src/PartySwapCallbackVerifier.sol","59":"test/MockERC20.sol","60":"test/MockFlashBorrower.sol"},"language":"Solidity"}
|
||||
@@ -11,10 +11,10 @@
|
||||
},
|
||||
"11155111": {
|
||||
"v1": {
|
||||
"PartyPlanner": "0x1071097336Fd33298975efeC9C0bbc0bfB669da6",
|
||||
"PartyInfo": "0x72582cD75AE8CF2934dc2909565A5858d30Eb2F8",
|
||||
"PartyPoolMintImpl": "0xE40D300B7Dfff73b457BBB5A0d42dd4D88Ae9dD1",
|
||||
"PartyPoolSwapImpl": "0x1b60fa6a7625477EC04B5FaA857e5022Ab1DF6E9",
|
||||
"PartyPlanner": "0x025819444cE9fF0D0ACb729f1a8fF4449b7B1C8A",
|
||||
"PartyInfo": "0x8f98B899F4135408Fe03228cE942Ad6BF8E40f22",
|
||||
"PartyPoolMintImpl": "0xB424B96B40b0E7918e5e8f3fE4406Db6Ca49e303",
|
||||
"PartyPoolSwapImpl": "0xdfcBcB7C84f4581F3e117C941eE46799f172C68c",
|
||||
"PartyPoolInitCode": "",
|
||||
"PartyPoolBalancedPairInitCode": "",
|
||||
"USXD": "0x8E4D16886b8946dfE463fA172129eaBf4825fb09",
|
||||
|
||||
@@ -4,15 +4,15 @@
|
||||
We present a multi-asset automated market maker whose pricing kernel is the Logarithmic Market Scoring Rule (LMSR) ([R. Hanson, 2002](https://mason.gmu.edu/~rhanson/mktscore.pdf)). The pool maintains the convex potential $C(\mathbf{q}) = b(\mathbf{q}) \log\!\Big(\sum_i e^{q_i / b(\mathbf{q})}\Big)$ over normalized inventories $\mathbf{q}$, and sets the effective liquidity parameter proportional to pool size as $b(\mathbf{q}) = \kappa \, S(\mathbf{q})$ with $S(\mathbf{q}) = \sum_i q_i$ and fixed $\kappa>0$. This proportional parameterization preserves scale-invariant responsiveness while retaining softmax-derived pairwise price ratios under a quasi-static-$b$ view, enabling any-to-any swaps within a single potential. We derive and use closed-form expressions for two-asset reductions to compute exact-in, exact-out, limit-hitting (swap-to-limit), and capped-output trades. We discuss stability techniques such as log-sum-exp, ratio-once shortcuts, and domain guards for fixed-point arithmetic. Liquidity operations (proportional and single-asset joins/exits) follow directly from the same potential and admit monotone, invertible mappings. Parameters are immutable post-deployment for transparency and predictable depth calibration.
|
||||
|
||||
## Introduction and Motivation
|
||||
Multi-asset liquidity typically trades off simplicity and expressivity. Classical CFMMs define multiplicative invariants over reserves, while LMSR specifies a convex cost function whose gradient yields prices. Our goal is a multi-asset AMM that uses LMSR to support any-to-any swaps, shares risk across many assets, and scales depth predictably with pool size. By setting $b(\mathbf{q})=\kappa S(\mathbf{q})$, we achieve scale invariance: proportional rescaling of all balances scales $b$ proportionally and preserves pairwise price ratios, so the market’s responsiveness is consistent across liquidity regimes. The derivations below formulate instantaneous prices, closed-form swap mappings, limit logic, and liquidity operations tailored to this parameterization.
|
||||
Classical CFMMs define multiplicative invariants over reserves, while LMSR specifies a convex cost function whose gradient yields prices. Our goal is a multi-asset AMM that uses LMSR to support any-to-any swaps, shares risk across many assets, and scales depth predictably with pool size. By setting $b(\mathbf{q})=\kappa S(\mathbf{q})$, we achieve scale invariance: proportional rescaling of all balances scales $b$ proportionally and preserves pairwise price ratios, so the market’s responsiveness is consistent across liquidity regimes. The derivations below formulate instantaneous prices, closed-form swap mappings, limit logic, and liquidity operations tailored to this parameterization.
|
||||
|
||||
### Relation to liquidity-sensitive LMSR (Othman et al.)
|
||||
[Othman et al., 2013](https://www.cs.cmu.edu/~sandholm/liquidity-sensitive%20market%20maker.EC10.pdf) introduce a liquidity-sensitive variant of LMSR (often called LS-LMSR) in which the liquidity parameter is allowed to evolve continuously via a scaling variable commonly denoted $\alpha$. Their formulation derives the full pricing equations for a continuously varying $b(\cdot)$ as $\alpha$ changes, and it purposefully ties the cost function to the path along which liquidity evolves.
|
||||
- Conceptual correspondence: $\alpha$ in LS-LMSR plays a role analogous to our $\kappa$ in that both modulate how responsive prices are to inventory imbalances; in that sense $\alpha$ and $\kappa$ correspond as liquidity-scaling quantities. However, they are not identical: $\alpha$ in the LS-LMSR literature is a continuous scaling variable used to model an explicitly path-dependent evolution of $b$, while our $\kappa$ is a fixed proportionality constant and $b(\cdot)=\kappa\cdot S(\cdot)$ ties liquidity directly to the instantaneous pool size.
|
||||
- Practical and formal differences: the continuous LS-LMSR pricing equations (with $\alpha$-driven evolution of $b$) generally give up path independence—the final cost can depend on the particular liquidity trajectory—whereas our design preserves path independence on a piecewise or quasi-static basis by evaluating swap steps with $b$ held at the local pre-trade state and then updating $b$ according to the new $S$. This yields a pool that is easier to reason about and whose swap mappings admit closed-form two-asset reductions.
|
||||
- EVM feasibility: the exact continuous LS-LMSR price rules require richer integrals and state-continuous formulas that are substantially more gas-intensive to evaluate on-chain. For that reason we adopt a piecewise/quasi-static treatment that recovers softmax-driven pairwise ratios within each operation and updates $b$ discretely with state changes—combining tractable closed forms, numerical safety, and gas-efficiency.
|
||||
- Naming and convention: because our approach keeps the liquidity sensitivity but enforces quasi-static (piecewise) evaluation, we call it "quasi-static LS-LMSR" rather than LS-LMSR. In the remainder of this document, we use $\kappa$ to denote our fixed proportionality; $\kappa$ corresponds to, but is not the same object as, the $\alpha$ used when deriving continuous LS-LMSR.
|
||||
- Takeaway: Othman et al.'s treatment is closely related in spirit and provides valuable theoretical context, but the continuous $\alpha$-driven pricing equations differ formally from the $\kappa\to b(\cdot)=\kappa S(\cdot)$ parameterization used here; our choice trades full path dependence for piecewise path independence and EVM practicality, while retaining liquidity sensitivity and predictable scaling.
|
||||
[Othman et al., 2013](https://www.cs.cmu.edu/~sandholm/liquidity-sensitive%20market%20maker.EC10.pdf) introduce a liquidity-sensitive variant of LMSR called LS-LMSR in which the liquidity parameter is allowed to evolve continuously via a scaling variable commonly denoted $\alpha$. Their formulation derives the full pricing equations for a continuously varying $b(\cdot)$ as $\alpha$ changes, and it purposefully ties the cost function to the path along which liquidity evolves.
|
||||
- **Conceptual correspondence:** $\alpha$ in LS-LMSR plays a role analogous to our $\kappa$ in that both modulate how responsive prices are to inventory imbalances; in that sense $\alpha$ and $\kappa$ correspond as liquidity-scaling quantities. However, they are not identical: $\alpha$ in the LS-LMSR literature is a continuous scaling variable used to model an explicitly path-dependent evolution of $b$, while our $\kappa$ is a fixed proportionality constant and $b(\cdot)=\kappa\cdot S(\cdot)$ ties liquidity directly to the instantaneous pool size.
|
||||
- **Practical and formal differences:** the continuous LS-LMSR pricing equations (with $\alpha$-driven evolution of $b$) generally give up path independence—the final cost can depend on the particular liquidity trajectory—whereas our design preserves path independence on a piecewise or quasi-static basis by evaluating swap steps with $b$ held at the local pre-trade state and then updating $b$ according to the new $S$. This yields a pool that is easier to reason about and whose swap mappings admit closed-form two-asset reductions.
|
||||
- **EVM feasibility:** the exact continuous LS-LMSR price rules require richer integrals and state-continuous formulas that are substantially more gas-intensive to evaluate on-chain. For that reason we adopt a piecewise/quasi-static treatment that recovers softmax-driven pairwise ratios within each operation and updates $b$ discretely with state changes—combining tractable closed forms, numerical safety, and gas-efficiency.
|
||||
- **Naming and convention:** because our approach keeps the liquidity sensitivity but enforces quasi-static (piecewise) evaluation, we call it "quasi-static LS-LMSR" rather than LS-LMSR. In the remainder of this document, we use $\kappa$ to denote our fixed proportionality; $\kappa$ corresponds to, but is not the same object as, the $\alpha$ used when deriving continuous LS-LMSR.
|
||||
- **Takeaway:** Othman et al.'s treatment is closely related in spirit and provides valuable theoretical context, but the continuous $\alpha$-driven pricing equations differ formally from the $\kappa\to b(\cdot)=\kappa S(\cdot)$ parameterization used here; our choice trades full path dependence for piecewise path independence and EVM practicality, while retaining liquidity sensitivity and predictable scaling.
|
||||
|
||||
## System Model and Pricing Kernel
|
||||
We consider $n\ge 2$ normalized assets with state vector $\mathbf{q}=(q_0,\dots,q_{n-1})\in\mathbb{R}_{\ge 0}^{\,n}$ and size metric $S(\mathbf{q})=\sum_i q_i$. The kernel is the LMSR cost function
|
||||
|
||||
@@ -751,18 +751,18 @@ library LMSRStabilized {
|
||||
return e_i_acc.div(Z);
|
||||
}
|
||||
|
||||
/// @notice Marginal price of `base` in terms of `quote` (p_quote / p_base) as Q64.64
|
||||
/// @dev Returns exp((q_quote - q_base) / b). Indices must be valid and b > 0.
|
||||
/// @notice Infinitesimal out-per-in marginal price for swap base->quote (p_base / p_quote) as Q64.64
|
||||
/// @dev Returns exp((q_base - q_quote) / b). Indices must be valid and b > 0.
|
||||
function price(State storage s, uint256 baseTokenIndex, uint256 quoteTokenIndex) internal view returns (int128) {
|
||||
return price(s.kappa, s.qInternal, baseTokenIndex, quoteTokenIndex);
|
||||
}
|
||||
|
||||
/// @notice Pure version: Marginal price of `base` in terms of `quote` (p_quote / p_base) as Q64.64
|
||||
/// @dev Returns exp((q_quote - q_base) / b). Indices must be valid and b > 0.
|
||||
/// @notice Pure version: Infinitesimal out-per-in marginal price for swap base->quote (p_base / p_quote) as Q64.64
|
||||
/// @dev Returns exp((q_base - q_quote) / b). Indices must be valid and b > 0.
|
||||
/// @param kappa Liquidity parameter κ (64.64 fixed point)
|
||||
/// @param qInternal Cached internal balances in 64.64 fixed-point format
|
||||
/// @param baseTokenIndex Index of base token
|
||||
/// @param quoteTokenIndex Index of quote token
|
||||
/// @param baseTokenIndex Index of base (input) token
|
||||
/// @param quoteTokenIndex Index of quote (output) token
|
||||
/// @return Price in 64.64 fixed-point format
|
||||
function price(int128 kappa, int128[] memory qInternal, uint256 baseTokenIndex, uint256 quoteTokenIndex) internal pure returns (int128) {
|
||||
int128 sizeMetric = _computeSizeMetric(qInternal);
|
||||
@@ -772,9 +772,8 @@ library LMSRStabilized {
|
||||
|
||||
// Use reciprocal of b to avoid repeated divisions
|
||||
int128 invB = ABDKMath64x64.div(ONE, b);
|
||||
|
||||
// Marginal price p_quote / p_base = exp((q_quote - q_base) / b)
|
||||
return _exp(qInternal[quoteTokenIndex].sub(qInternal[baseTokenIndex]).mul(invB));
|
||||
// Marginal price p_base / p_quote = exp((q_base - q_quote) / b)
|
||||
return _exp(qInternal[baseTokenIndex].sub(qInternal[quoteTokenIndex]).mul(invB));
|
||||
}
|
||||
|
||||
/// @notice Price of one unit of the LP size-metric (S = sum q_i) denominated in `quote` asset (Q64.64)
|
||||
|
||||
@@ -1,7 +1,6 @@
|
||||
// SPDX-License-Identifier: UNLICENSED
|
||||
pragma solidity ^0.8.30;
|
||||
|
||||
import "forge-std/console2.sol";
|
||||
import {ABDKMath64x64} from "../lib/abdk-libraries-solidity/ABDKMath64x64.sol";
|
||||
import {IERC20} from "../lib/openzeppelin-contracts/contracts/token/ERC20/IERC20.sol";
|
||||
import {IPartyPool} from "./IPartyPool.sol";
|
||||
@@ -36,30 +35,32 @@ contract PartyInfo is PartyPoolHelpers, IPartyInfo {
|
||||
// Current marginal prices
|
||||
//
|
||||
|
||||
/// @notice Marginal price of `base` denominated in `quote` as Q64.64.
|
||||
/// @dev Returns the LMSR marginal price p_quote / p_base in ABDK 64.64 fixed-point format.
|
||||
/// Useful for off-chain quoting; raw 64.64 value is returned (no scaling to token units).
|
||||
/// @param baseTokenIndex index of the base asset (e.g., ETH)
|
||||
/// @param quoteTokenIndex index of the quote asset (e.g., USD)
|
||||
/// @return price Q64.64 value equal to quote per base (p_quote / p_base)
|
||||
/// @notice Infinitesimal out-per-in marginal price for swap base->quote as Q64.64 (j per i).
|
||||
/// @dev Returns p_base / p_quote in ABDK 64.64 format, scaled to external units by (denom_quote / denom_base).
|
||||
/// This aligns with the swap kernel so that, fee-free, avg(out/in) ≤ price(base, quote) for exact-in trades.
|
||||
/// @param baseTokenIndex index of the input (base) asset
|
||||
/// @param quoteTokenIndex index of the output (quote) asset
|
||||
/// @return price Q64.64 value equal to out-per-in (j per i), scaled to token units
|
||||
function price(IPartyPool pool, uint256 baseTokenIndex, uint256 quoteTokenIndex) external view returns (int128) {
|
||||
LMSRStabilized.State memory lmsr = pool.LMSR();
|
||||
uint256 nAssets = lmsr.qInternal.length;
|
||||
require(nAssets > 0, "price: uninit");
|
||||
require(baseTokenIndex < nAssets && quoteTokenIndex < nAssets, "price: idx");
|
||||
// Directly get p_base / p_quote (i.e., p_i / p_j) internally
|
||||
int128 internalPrice = LMSRStabilized.price(pool.kappa(), lmsr.qInternal, baseTokenIndex, quoteTokenIndex);
|
||||
// Convert to external units
|
||||
// Convert to external units: multiply by denom_quote / denom_base
|
||||
uint256 bd = pool.denominators()[baseTokenIndex];
|
||||
uint256 qd = pool.denominators()[quoteTokenIndex];
|
||||
return internalPrice.mul(ABDKMath64x64.divu(qd, bd));
|
||||
}
|
||||
|
||||
/// @notice Price of one LP token denominated in `quote` as Q64.64.
|
||||
/// @dev Computes LMSR poolPrice (quote per unit internal qTotal) and scales it to LP units:
|
||||
/// returns price_per_LP = poolPrice_quote * (totalSupply() / qTotal) in ABDK 64.64 format.
|
||||
/// The returned value is raw Q64.64 and represents quote units per one LP token unit.
|
||||
/// @notice Price of one LP token denominated in `quote` as Q64.64 (external quote units per LP).
|
||||
/// @dev Let P_S^quote be the LMSR pool price "quote per unit of internal S = sum q_i" (Q64.64, internal quote units).
|
||||
/// We convert to external quote per LP by:
|
||||
/// price_per_LP = P_S^quote * (denom_quote) * (S_internal / totalSupply)
|
||||
/// where denom_quote converts internal quote to external units, and S_internal/totalSupply maps per-S to per-LP.
|
||||
/// @param quoteTokenIndex index of the quote asset in which to denominate the LP price
|
||||
/// @return price Q64.64 value equal to quote per LP token unit
|
||||
/// @return price Q64.64 value equal to external quote units per one LP token unit
|
||||
function poolPrice(IPartyPool pool, uint256 quoteTokenIndex) external view returns (int128) {
|
||||
LMSRStabilized.State memory lmsr = pool.LMSR();
|
||||
uint256 nAssets = lmsr.qInternal.length;
|
||||
|
||||
@@ -1196,5 +1196,88 @@ contract PartyPoolTest is Test {
|
||||
assertTrue(slippage <= tol, "price from info and swapAmounts should be close");
|
||||
}
|
||||
|
||||
/// @notice Ensure sequence is monotonically non-increasing:
|
||||
/// marginal (highest), then avg price for a de-minimis swap, then larger inputs.
|
||||
function testPricesMonotoneDecreasingWithLargerInputs() public {
|
||||
// Build tokens array
|
||||
IERC20[] memory tokens = new IERC20[](3);
|
||||
tokens[0] = IERC20(address(token0));
|
||||
tokens[1] = IERC20(address(token1));
|
||||
tokens[2] = IERC20(address(token2));
|
||||
|
||||
// Zero fees to avoid fee effects in avg price
|
||||
uint256 feePpm = 0;
|
||||
// Use moderate kappa to see price movement while avoiding numerical instability
|
||||
int128 kappa = ABDKMath64x64.divu(1, 10);
|
||||
|
||||
// Use imbalanced deposits (3:1:1) so initial price is not 1.0 and price decay is observable
|
||||
uint256[] memory deposits = new uint256[](3);
|
||||
deposits[0] = INIT_BAL * 3;
|
||||
deposits[1] = INIT_BAL;
|
||||
deposits[2] = INIT_BAL;
|
||||
|
||||
// Fresh pool
|
||||
(IPartyPool poolCustom, ) = Deploy.newPartyPoolWithDeposits(
|
||||
"LP_MONO", "LP_MONO", tokens, kappa, feePpm, feePpm, false, deposits, 0
|
||||
);
|
||||
|
||||
// Base = token1 (input), Quote = token0 (output)
|
||||
uint256 base = 1;
|
||||
uint256 quote = 0;
|
||||
|
||||
// Marginal out-per-in price (Q64.64)
|
||||
int128 p0 = info.price(poolCustom, base, quote);
|
||||
|
||||
// Define de-minimis and larger inputs (in external units)
|
||||
uint256 eps = INIT_BAL / 1000; // de-minimis relative to deposits
|
||||
if (eps == 0) eps = 1;
|
||||
uint256 a1 = eps * 5;
|
||||
uint256 a2 = eps * 10;
|
||||
uint256 a3 = eps * 50;
|
||||
|
||||
// Compute average prices p = amountOut / netIn (fee-free here; still compute netIn robustly)
|
||||
int128 p_eps;
|
||||
{
|
||||
(uint256 grossIn, uint256 amountOut, uint256 inFee) = poolCustom.swapAmounts(base, quote, eps, 0);
|
||||
uint256 netIn = grossIn > inFee ? grossIn - inFee : 0;
|
||||
require(netIn > 0 && amountOut > 0, "nonzero quote");
|
||||
p_eps = ABDKMath64x64.divu(amountOut, netIn);
|
||||
}
|
||||
|
||||
int128 p_a1;
|
||||
{
|
||||
(uint256 grossIn, uint256 amountOut, uint256 inFee) = poolCustom.swapAmounts(base, quote, a1, 0);
|
||||
uint256 netIn = grossIn > inFee ? grossIn - inFee : 0;
|
||||
require(netIn > 0 && amountOut > 0, "nonzero quote");
|
||||
p_a1 = ABDKMath64x64.divu(amountOut, netIn);
|
||||
}
|
||||
|
||||
int128 p_a2;
|
||||
{
|
||||
(uint256 grossIn, uint256 amountOut, uint256 inFee) = poolCustom.swapAmounts(base, quote, a2, 0);
|
||||
uint256 netIn = grossIn > inFee ? grossIn - inFee : 0;
|
||||
require(netIn > 0 && amountOut > 0, "nonzero quote");
|
||||
p_a2 = ABDKMath64x64.divu(amountOut, netIn);
|
||||
}
|
||||
|
||||
int128 p_a3;
|
||||
{
|
||||
(uint256 grossIn, uint256 amountOut, uint256 inFee) = poolCustom.swapAmounts(base, quote, a3, 0);
|
||||
uint256 netIn = grossIn > inFee ? grossIn - inFee : 0;
|
||||
require(netIn > 0 && amountOut > 0, "nonzero quote");
|
||||
p_a3 = ABDKMath64x64.divu(amountOut, netIn);
|
||||
}
|
||||
|
||||
// Tolerance for fixed-point/rounding (~4e-5)
|
||||
int128 tol = ABDKMath64x64.divu(4, 100_000);
|
||||
|
||||
// Assert monotone non-increasing: next <= prev + tol
|
||||
assertTrue(p_eps <= p0.add(tol), "p(eps) must be <= marginal");
|
||||
assertTrue(p_a1 <= p_eps.add(tol), "p(a1) must be <= p(eps)");
|
||||
assertTrue(p_a2 <= p_a1.add(tol), "p(a2) must be <= p(a1)");
|
||||
assertTrue(p_a3 <= p_a2.add(tol), "p(a3) must be <= p(a2)");
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
/* solhint-enable */
|
||||
|
||||
Reference in New Issue
Block a user