fix: Fixed limits

This commit is contained in:
domenicodev
2023-12-21 17:43:07 +01:00
parent 5e7d39fa7a
commit c470b2a20e

View File

@@ -16,6 +16,12 @@ contract IntegralSwapAdapter is ISwapAdapter {
}
/// @inheritdoc ISwapAdapter
/// @dev Integral always relies on a single pool linked to the factory to map two pairs, and does not use routing
/// we can then use getPriceByTokenAddresses() instead of getPriceByPairAddresses()
/// as they both return the same value and the first also handles the order of tokens inside.
/// @dev Since the price of a token is determined externally by Integral Oracles and not by reserves
/// it will always be the same (pre and post trade) and independent of the amounts swapped,
/// but we still return an array of length=specifiedAmounts.length with same values to make sure the return value is the expected from caller.
function price(
bytes32 _poolId,
IERC20 _sellToken,
@@ -24,16 +30,15 @@ contract IntegralSwapAdapter is ISwapAdapter {
) external view override returns (Fraction[] memory _prices) {
_prices = new Fraction[](_specifiedAmounts.length);
ITwapPair pair = ITwapPair(address(bytes20(_poolId)));
uint112 r0;
uint112 r1;
if (address(_sellToken) == pair.token0()) { // sell
(r0, r1) = pair.getReserves();
} else { // buy
(r1, r0) = pair.getReserves();
bool inverted = false;
if (address(_sellToken) == pair.token1()) {
inverted = true;
}
uint256 price = relayer.getPriceByTokenAddresses(address(_sellToken), address(_buyToken));
for (uint256 i = 0; i < _specifiedAmounts.length; i++) {
_prices[i] = getPriceAt(_specifiedAmounts[i], r0, r1, pair);
_prices[i] = price;
}
}
@@ -49,14 +54,6 @@ contract IntegralSwapAdapter is ISwapAdapter {
return trade;
}
ITwapPair pair = ITwapPair(address(bytes20(poolId)));
uint112 r0;
uint112 r1;
if (address(sellToken) == pair.token0()) {
(r0, r1) = pair.getReserves();
} else {
(r1, r0) = pair.getReserves();
}
uint256 gasBefore = gasleft();
if (side == OrderSide.Sell) { // sell
trade.calculatedAmount =
@@ -66,7 +63,7 @@ contract IntegralSwapAdapter is ISwapAdapter {
buy(address(sellToken), address(buyToken), specifiedAmount);
}
trade.gasUsed = gasBefore - gasleft();
trade.price = getPriceAt(specifiedAmount, r0, r1, pair);
trade.price = relayer.getPriceByTokenAddresses(address(_sellToken), address(_buyToken));
}
/// @inheritdoc ISwapAdapter
@@ -76,20 +73,7 @@ contract IntegralSwapAdapter is ISwapAdapter {
override
returns (uint256[] memory limits)
{
(
uint256 price_,
uint256 fee,
uint256 limitMin0,
uint256 limitMax0,
uint256 limitMin1,
uint256 limitMax1
) = relayer.getPoolState(address(sellToken), address(buyToken));
limits = new uint256[](4);
limits[0] = limitMax0;
limits[1] = limitMax1;
limits[2] = limitMin0;
limits[3] = limitMin1;
return _getLimits(poollId, sellToken, buyToken);
}
/// @inheritdoc ISwapAdapter
@@ -136,38 +120,6 @@ contract IntegralSwapAdapter is ISwapAdapter {
}
}
/// @notice Calculates pool prices after trade for specified amounts
/// @param amountIn The amount of the token being sold.
/// @param reserveIn The reserve of the token being sold.
/// @param reserveOut The reserve of the token being bought.
/// @param pair (ITwapPair) The pair where to execute the swap in.
/// @dev Although Integral declares in its Docs that the fee is 1 BP(0.01%, 0.0001 multiplier),
/// it can be changed at any time by calling a function of the contract by its owner or operator,
/// therefore it is obtained dynamically to ensure this function output remains reliable over time
/// @return The price as a fraction corresponding to the provided amount.
function getPriceAt(uint256 amountIn, uint256 reserveIn, uint256 reserveOut, ITwapPair pair)
internal
view
returns (Fraction memory)
{
if (reserveIn == 0 || reserveOut == 0) {
revert Unavailable("At least one reserve is zero!");
}
uint256 feeBP = relayer.swapFee(address(pair));
uint256 amountInWithFee = amountIn - ( (amountIn * feeBP) / 10**18 );
uint256 numerator = amountInWithFee * reserveOut;
uint256 denominator = (reserveIn * 1000) + amountInWithFee;
uint256 amountOut = numerator / denominator;
uint256 newReserveOut = reserveOut - amountOut;
uint256 newReserveIn = reserveIn + amountIn;
return Fraction(
newReserveOut * 1000,
newReserveIn - ( (newReserveIn * feeBP) / 10**18 )
);
}
/// @notice Executes a sell order on a given pool.
/// @param sellToken The address of the token being sold.
/// @param buyToken The address of the token being bought.
@@ -179,8 +131,13 @@ contract IntegralSwapAdapter is ISwapAdapter {
uint256 amount
) internal returns (uint256) {
address swapper = msg.sender;
uint256 amountOut = relayer.quoteSell(sellToken, buyToken, amount);
(uint256 limitMinSellToken, , uint256 limitMaxSellToken) = _getLimits(_poolId, _sellToken, _buyToken);
if(amount < limitMinSellToken || amount > limitMaxSellToken) {
revert Unavailable("specifiedAmount is out of limits range");
}
uint256 amountOut = relayer.quoteSell(sellToken, buyToken, amount);
if (amountOut == 0) {
revert Unavailable("AmountOut is zero!");
}
@@ -212,8 +169,13 @@ contract IntegralSwapAdapter is ISwapAdapter {
uint256 amountBought
) internal returns (uint256) {
address swapper = msg.sender;
uint256 amountIn = relayer.quoteBuy(sellToken, buyToken, amountBought);
(, uint256 limitMinBuyToken, , uint256 limitMaxBuyToken) = _getLimits(_poolId, _sellToken, _buyToken);
if(amountBought < limitMinBuyToken || amountBought > limitMaxBuyToken) {
revert Unavailable("specifiedAmount is out of limits range");
}
uint256 amountIn = relayer.quoteBuy(sellToken, buyToken, amountBought);
if (amountIn == 0) {
revert Unavailable("AmountIn is zero!");
}
@@ -233,6 +195,26 @@ contract IntegralSwapAdapter is ISwapAdapter {
return amountIn;
}
/// @notice Internal counterpart of _getLimits
/// @dev As Integral also has minimum limits of sell/buy amounts, we return them too.
/// @return limits[4]: [0] = limitMax of sellToken, [1] = limitMax of buyToken, [2] = limitMin of sellToken, [3] = limitMin of buyToken
function _getLimits(bytes32 poolId, IERC20 sellToken, IERC20 buyToken) internal view returns (uint256[] memory limits) {
(
uint256 price_,
uint256 fee,
uint256 limitMin0,
uint256 limitMax0,
uint256 limitMin1,
uint256 limitMax1
) = relayer.getPoolState(address(sellToken), address(buyToken));
limits = new uint256[](4);
limits[0] = limitMax0;
limits[1] = limitMax1;
limits[2] = limitMin0;
limits[3] = limitMin1;
}
}
interface ITwapRelayer {