fix: Fixed limits
This commit is contained in:
@@ -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 {
|
||||
|
||||
Reference in New Issue
Block a user