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SwapOrder.inverted bugfixes

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tim
2024-10-29 00:31:53 -04:00
parent 500159b464
commit 5a59c1d89c
2 changed files with 23 additions and 14 deletions
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9
src/core/OrderLib.sol
View File

@@ -3,6 +3,7 @@ pragma solidity 0.8.26;
import "@forge-std/console2.sol";
import {IUniswapV3Pool} from "@uniswap/v3-core/contracts/interfaces/IUniswapV3Pool.sol";
import {FullMath} from "@uniswap/v3-core/contracts/libraries/FullMath.sol";
import {Util} from "./Util.sol";
import {IERC20} from "@openzeppelin/contracts/token/ERC20/IERC20.sol";
import {IEEE754, float} from "./IEEE754.sol";
@@ -239,11 +240,15 @@ library OrderLib {
// console2.log('slippage');
uint256 protectedPrice = router.protectedPrice(order.route.exchange, order.tokenIn,
order.tokenOut, order.route.fee, order.inverted);
// minIntercept is interpreted as the slippage ratio
// minLine.intercept is interpreted as the slippage ratio
uint256 slippage = uint256(tranche.minLine.intercept.toFixed(96));
v.limit = protectedPrice * 2**96 / (2**96+slippage);
bool buy = (order.tokenIn > order.tokenOut) != order.inverted;
v.limit = buy ?
FullMath.mulDiv( protectedPrice, 2**96+slippage, 2**96) :
FullMath.mulDiv( protectedPrice, 2**96, 2**96+slippage);
// console2.log(protectedPrice);
// console2.log(slippage);
// console2.log(buy);
// console2.log(v.limit);
}

28
src/core/UniswapSwapper.sol
View File

@@ -70,9 +70,8 @@ contract UniswapV3Swapper {
function _univ3_swap(IRouter.SwapParams memory params) internal
returns (uint256 amountIn, uint256 amountOut) {
if( params.limitPriceX96 != 0 ) {
// convert to output/input which is what the _univ3_* methods expect
bool inputInverted = params.tokenIn > params.tokenOut;
if (params.inverted!=inputInverted) {
// convert to the standard tokenOut/tokenIn which is what the _univ3_* methods expect
if (params.inverted) {
// console2.log('inverting params.limitPriceX96');
// console2.log(params.limitPriceX96);
params.limitPriceX96 = Util.invertX96(params.limitPriceX96);
@@ -111,13 +110,13 @@ contract UniswapV3Swapper {
// console2.log(address(swapRouter));
amountIn = params.amount;
uint256 balance = IERC20(params.tokenIn).balanceOf(address(this));
uint256 startingBalanceIn = IERC20(params.tokenIn).balanceOf(address(this));
// console2.log('amountIn balance');
// console2.log(balance);
if( balance == 0 || balance < params.minAmount ) // minAmount is units of input token
if( startingBalanceIn == 0 || startingBalanceIn < params.minAmount ) // minAmount is units of input token
revert('IIA');
if( balance < amountIn )
amountIn = balance;
if( startingBalanceIn < amountIn )
amountIn = startingBalanceIn;
TransferHelper.safeApprove(params.tokenIn, address(swapRouter), amountIn);
// if (params.sqrtPriceLimitX96 == 0)
@@ -132,6 +131,8 @@ contract UniswapV3Swapper {
tokenIn: params.tokenIn, tokenOut: params.tokenOut, fee: params.maxFee, recipient: params.recipient,
deadline: block.timestamp, amountIn: amountIn, amountOutMinimum: 1, sqrtPriceLimitX96: sqrtPriceLimitX96
}));
uint256 endingBalanceIn = IERC20(params.tokenIn).balanceOf(address(this));
amountIn = startingBalanceIn - endingBalanceIn;
// console2.log('swapped');
// console2.log(amountOut);
TransferHelper.safeApprove(params.tokenIn, address(swapRouter), 0);
@@ -151,10 +152,11 @@ contract UniswapV3Swapper {
// uint256 amountInMaximum;
// uint160 sqrtPriceLimitX96;
// }
uint256 balance = IERC20(params.tokenIn).balanceOf(address(this));
if( balance == 0 )
uint256 startingBalanceIn = IERC20(params.tokenIn).balanceOf(address(this));
if( startingBalanceIn == 0 )
revert('IIA');
uint256 maxAmountIn = balance;
uint256 maxAmountIn = startingBalanceIn;
uint256 startingBalanceOut = IERC20(params.tokenOut).balanceOf(address(this));
// console2.log('swapExactOutput');
// console2.log(address(this));
@@ -181,7 +183,8 @@ contract UniswapV3Swapper {
sqrtPriceLimitX96: sqrtPriceLimitX96
})) returns (uint256 amtIn) {
amountIn = amtIn;
amountOut = params.amount;
uint256 endingBalanceOut = IERC20(params.tokenOut).balanceOf(address(this));
amountOut = endingBalanceOut - startingBalanceOut;
}
catch Error( string memory reason ) {
// todo check reason before trying exactinput
@@ -190,7 +193,8 @@ contract UniswapV3Swapper {
tokenIn: params.tokenIn, tokenOut: params.tokenOut, fee: params.maxFee, recipient: params.recipient,
deadline: block.timestamp, amountIn: maxAmountIn, amountOutMinimum: 1, sqrtPriceLimitX96: sqrtPriceLimitX96
})) returns (uint256 amtOut) {
amountIn = maxAmountIn;
uint256 endingBalanceIn = IERC20(params.tokenIn).balanceOf(address(this));
amountIn = startingBalanceIn - endingBalanceIn;
amountOut = amtOut;
}
catch Error( string memory ) {