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Sherlock 139.md #579

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Feb 8, 2023
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Sherlock 139.md #579

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3415da9
Sherlock 139.md: scaledQuoteTokenAmount isn't updated to be collatera…
grandizzy Feb 3, 2023
5587b8b
Added an example to show that the new exchange rate is invariant
Feb 3, 2023
af8b89c
Add tearDown to test, remove return
grandizzy Feb 4, 2023
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2 changes: 2 additions & 0 deletions src/libraries/external/Auctions.sol
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Expand Up @@ -1137,6 +1137,8 @@ library Auctions {
vars.t0RepayAmount = Maths.wdiv(vars.scaledQuoteTokenAmount, inflator_);
vars.unscaledQuoteTokenAmount = vars.unscaledDeposit;

vars.scaledQuoteTokenAmount = Maths.wmul(vars.collateralAmount, vars.auctionPrice);

} else if (vars.borrowerDebt <= borrowerCollateralValue) {
// borrower debt is constraining factor
vars.collateralAmount = _roundToScale(Maths.wdiv(vars.borrowerDebt, borrowerPrice), collateralScale_);
Expand Down
2 changes: 1 addition & 1 deletion tests/forge/ERC20Pool/ERC20PoolLiquidationsArbTake.t.sol
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Expand Up @@ -474,7 +474,7 @@ contract ERC20PoolLiquidationsArbTakeTest is ERC20HelperContract {
kicker: _lender,
index: _i1505_26,
collateralArbed: 0.731315193857015473 * 1e18,
quoteTokenAmount: 15.000000000000000000 * 1e18,
quoteTokenAmount: 14.99999999999999999 * 1e18,
bondChange: 0.15 * 1e18,
isReward: false,
lpAwardTaker: 1_085.822235391290531116686016658 * 1e27,
Expand Down
2 changes: 1 addition & 1 deletion tests/forge/ERC20Pool/ERC20PoolLiquidationsDepositTake.t.sol
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Expand Up @@ -479,7 +479,7 @@ contract ERC20PoolLiquidationsDepositTakeTest is ERC20HelperContract {
kicker: _lender,
index: _i1505_26,
collateralArbed: 0.009965031187761219 * 1e18,
quoteTokenAmount: 15.0 * 1e18,
quoteTokenAmount: 14.999999999999999995 * 1e18,
bondChange: 0.15 * 1e18,
isReward: false,
lpAwardTaker: 0,
Expand Down
38 changes: 27 additions & 11 deletions tests/forge/ERC721Pool/ERC721PoolCollateral.t.sol
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Expand Up @@ -619,6 +619,22 @@ contract ERC721PoolCollateralTest is ERC721HelperContract {
})
);

// force an interest accumulation to assert bucket with interest
_addLiquidity({
from: _lender,
amount: 0 * 1e18,
index: 7000,
newLup: 99836282890,
lpAward: 0 * 1e27
});
_assertBucket({
index: 3060,
lpBalance: 20.000000000000000000 * 1e27,
collateral: 0.0000000000000000000 * 1e18,
deposit: 20.010216420146293860 * 1e18,
exchangeRate: 1.000510821007314693000000000 * 1e27
});

// Before depositTake: NFTs pledged by liquidated borrower are owned by the borrower in the pool
assertEq(_collateral.ownerOf(1), address(_pool));
assertEq(_collateral.ownerOf(3), address(_pool));
Expand All @@ -634,18 +650,18 @@ contract ERC721PoolCollateralTest is ERC721HelperContract {

_assertBucket({
index: 3060,
lpBalance: 20.2 * 1e27,
lpBalance: 20.202020202020202022 * 1e27,
collateral: 0.085430491711717314 * 1e18,
deposit: 0,
exchangeRate: 1.000610882095524250072170475 * 1e27
exchangeRate: 1.000510821007314697558117795 * 1e27
});

_assertBucket({
index: 3061,
lpBalance: 20.2 * 1e27,
lpBalance: 20.202020202020202019 * 1e27,
collateral: 0.085857644170275899 * 1e18,
deposit: 0,
exchangeRate: 1.000610882095524239992886155 * 1e27
exchangeRate: 1.000510821007314687628417260 * 1e27
});

_assertBucket({
Expand Down Expand Up @@ -682,7 +698,7 @@ contract ERC721PoolCollateralTest is ERC721HelperContract {
encumberedCollateral: 4407944209.541175956055268556 * 1e18,
poolDebt: 440.072765067090279852 * 1e18,
actualUtilization: 0,
targetUtilization: 3_123_578_486.651416548727612650 * 1e18,
targetUtilization: 2_996_091_127.870826153174895975 * 1e18,
minDebtAmount: 0,
loans: 0,
maxBorrower: address(0),
Expand Down Expand Up @@ -793,22 +809,22 @@ contract ERC721PoolCollateralTest is ERC721HelperContract {

_assertBucket({
index: 3060,
lpBalance: 20.2 * 1e27,
lpBalance: 20.202020202020202022 * 1e27,
collateral: 0.085430491711717314 * 1e18,
deposit: 0,
exchangeRate: 1.000610882095524250072170475 * 1e27
exchangeRate: 1.000510821007314697558117795 * 1e27
});
_assertBucket({
index: 3069,
lpBalance: 20.2 * 1e27,
lpBalance: 20.20202020202020202 * 1e27,
collateral: 0.089352655062849951 * 1e18,
deposit: 0,
exchangeRate: 1.000610882095524241676916623 * 1e27
exchangeRate: 1.000510821007314689262754039 * 1e27
});
_assertLenderLpBalance({
lender: _lender,
index: 3069,
lpBalance: 20.2 * 1e27,
lpBalance: 20.20202020202020202 * 1e27,
depositTime: _startTime + 10000 days + 32 hours
});
_assertBucket({
Expand Down Expand Up @@ -989,7 +1005,7 @@ contract ERC721PoolCollateralTest is ERC721HelperContract {
encumberedCollateral: 0,
poolDebt: 0,
actualUtilization: 0,
targetUtilization: 3123578486.651416548727612650 * 1e18,
targetUtilization: 2_996_091_127.870826153174895975 * 1e18,
minDebtAmount: 0,
loans: 0,
maxBorrower: address(0),
Expand Down
2 changes: 1 addition & 1 deletion tests/forge/ERC721Pool/ERC721PoolLiquidationsDepositTake.t.sol
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Expand Up @@ -235,7 +235,7 @@ contract ERC721PoolLiquidationsDepositTakeTest is ERC721HelperContract {
kicker: _lender,
index: _i1505_26,
collateralArbed: 0.009965031187761219 * 1e18,
quoteTokenAmount: 15.0 * 1e18,
quoteTokenAmount: 14.999999999999999995 * 1e18,
bondChange: 0.15 * 1e18,
isReward: false,
lpAwardTaker: 0,
Expand Down
66 changes: 33 additions & 33 deletions tests/forge/ERC721Pool/ERC721PoolLiquidationsSettleAuction.t.sol
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Expand Up @@ -364,10 +364,10 @@ contract ERC721PoolLiquidationsSettleAuctionTest is ERC721HelperContract {

_assertBucket({
index: 2500,
lpBalance: 6_496.2499999999999982 * 1e27,
lpBalance: 7_138.736263736263734674 * 1e27,
collateral: 1.848006454703595366 * 1e18,
deposit: 0,
exchangeRate: 1.099104593020662414485129597 * 1e27
exchangeRate: 1.000185179648802797127066481 * 1e27
});
_assertBorrower({
borrower: _borrower,
Expand Down Expand Up @@ -399,10 +399,10 @@ contract ERC721PoolLiquidationsSettleAuctionTest is ERC721HelperContract {

_assertBucket({
index: 2500,
lpBalance: 6_496.2499999999999982 * 1e27,
lpBalance: 7_138.736263736263734674 * 1e27,
collateral: 1.848006454703595366 * 1e18,
deposit: 0,
exchangeRate: 1.099104593020662414485129597 * 1e27
exchangeRate: 1.000185179648802797127066481 * 1e27
});
_assertBucket({
index: 2501,
Expand Down Expand Up @@ -490,19 +490,19 @@ contract ERC721PoolLiquidationsSettleAuctionTest is ERC721HelperContract {
kicker: _lender,
index: 2500,
collateralArbed: 1.848006454703595366 * 1e18,
quoteTokenAmount: 4_998.040748687334744778 * 1e18,
bondChange: 1_499.412224606200423433 * 1e18,
quoteTokenAmount: 7_140.058212410478208121 * 1e18,
bondChange: 2_142.017463723143462436 * 1e18,
isReward: true,
lpAwardTaker: 0,
lpAwardKicker: 1_499.134615384615384200000000000 * 1e27
lpAwardKicker: 2_141.620879120879120674 * 1e27
});

_assertBucket({
index: 2500,
lpBalance: 6_496.2499999999999982 * 1e27,
lpBalance: 7_138.736263736263734674 * 1e27,
collateral: 1.848006454703595366 * 1e18,
deposit: 0,
exchangeRate: 1.099104593020662414485129597 * 1e27
exchangeRate: 1.000185179648802797127066481 * 1e27
});
_assertBorrower({
borrower: _borrower,
Expand Down Expand Up @@ -573,10 +573,10 @@ contract ERC721PoolLiquidationsSettleAuctionTest is ERC721HelperContract {

_assertBucket({
index: 2500,
lpBalance: 6_496.2499999999999982 * 1e27,
lpBalance: 7_138.736263736263734674 * 1e27,
collateral: 1.848006454703595366 * 1e18,
deposit: 0,
exchangeRate: 1.099104593020662414485129597 * 1e27
exchangeRate: 1.000185179648802797127066481 * 1e27
});
_assertBucket({
index: 6113,
Expand Down Expand Up @@ -664,19 +664,19 @@ contract ERC721PoolLiquidationsSettleAuctionTest is ERC721HelperContract {
kicker: _lender,
index: 2500,
collateralArbed: 1.848006454703595366 * 1e18,
quoteTokenAmount: 4_998.040748687334744778 * 1e18,
bondChange: 1_499.412224606200423433 * 1e18,
quoteTokenAmount: 7_140.058212410478208121 * 1e18,
bondChange: 2_142.017463723143462436 * 1e18,
isReward: true,
lpAwardTaker: 0,
lpAwardKicker: 1_499.134615384615384200000000000 * 1e27
lpAwardKicker: 2_141.620879120879120674 * 1e27
});

_assertBucket({
index: 2500,
lpBalance: 6_496.2499999999999982 * 1e27,
lpBalance: 7_138.736263736263734674 * 1e27,
collateral: 1.848006454703595366 * 1e18,
deposit: 0,
exchangeRate: 1.099104593020662414485129597 * 1e27
exchangeRate: 1.000185179648802797127066481 * 1e27
});
_assertBorrower({
borrower: _borrower,
Expand Down Expand Up @@ -739,10 +739,10 @@ contract ERC721PoolLiquidationsSettleAuctionTest is ERC721HelperContract {

_assertBucket({
index: 2500,
lpBalance: 6_496.2499999999999982 * 1e27,
lpBalance: 7_138.736263736263734674 * 1e27,
collateral: 1.848006454703595366 * 1e18,
deposit: 0,
exchangeRate: 1.099104593020662414485129597 * 1e27
exchangeRate: 1.000185179648802797127066481 * 1e27
});
_assertBucket({
index: 6113,
Expand Down Expand Up @@ -826,8 +826,8 @@ contract ERC721PoolLiquidationsSettleAuctionTest is ERC721HelperContract {
kicker: _lender,
index: 2000,
collateralArbed: 0.021378186081598093 * 1e18,
quoteTokenAmount: 1_000 * 1e18,
bondChange: 300 * 1e18,
quoteTokenAmount: 999.9999999999999908 * 1e18,
bondChange: 299.99999999999999724 * 1e18,
isReward: false,
lpAwardTaker: 0,
lpAwardKicker: 0
Expand Down Expand Up @@ -858,7 +858,7 @@ contract ERC721PoolLiquidationsSettleAuctionTest is ERC721HelperContract {
from: _lender,
borrower: _borrower,
maxCollateral: 1,
bondChange: 1_201.442307692307693000 * 1e18,
bondChange: 1_201.442307692307695760 * 1e18,
givenAmount: 4_422.207326928504959735 * 1e18,
collateralTaken: 0.286141493566424944 * 1e18,
isReward: false
Expand Down Expand Up @@ -994,19 +994,19 @@ contract ERC721PoolLiquidationsSettleAuctionTest is ERC721HelperContract {
kicker: _lender,
index: 2502,
collateralArbed: 0.747044074730990508 * 1e18,
quoteTokenAmount: 2_000.370359297605594000 * 1e18,
bondChange: 600.111107789281678200 * 1e18,
quoteTokenAmount: 2_857.671941853722277733 * 1e18,
bondChange: 857.301582556116683320 * 1e18,
isReward: true,
lpAwardTaker: 0,
lpAwardKicker: 600 * 1e27
lpAwardKicker: 857.142857142857143034 * 1e27
});

_assertBucket({
index: 2502,
lpBalance: 2_600 * 1e27,
lpBalance: 2_857.142857142857143034 * 1e27,
collateral: 0.747044074730990508 * 1e18,
deposit: 0,
exchangeRate: 1.099104593020662414512504812 * 1e27
exchangeRate: 1.000185179648802797144467916 * 1e27
});
_assertBorrower({
borrower: _borrower,
Expand Down Expand Up @@ -1162,19 +1162,19 @@ contract ERC721PoolLiquidationsSettleAuctionTest is ERC721HelperContract {
kicker: _lender,
index: 2502,
collateralArbed: 0.747044074730990508 * 1e18,
quoteTokenAmount: 2_000.370359297605594000 * 1e18,
bondChange: 600.111107789281678200 * 1e18,
quoteTokenAmount: 2_857.671941853722277733 * 1e18,
bondChange: 857.301582556116683320 * 1e18,
isReward: true,
lpAwardTaker: 0,
lpAwardKicker: 600 * 1e27
lpAwardKicker: 857.142857142857143034 * 1e27
});

_assertBucket({
index: 2502,
lpBalance: 2_600 * 1e27,
lpBalance: 2_857.142857142857143034 * 1e27,
collateral: 0.747044074730990508 * 1e18,
deposit: 0,
exchangeRate: 1.099104593020662414512504812 * 1e27
exchangeRate: 1.000185179648802797144467916 * 1e27
});
_assertBorrower({
borrower: _borrower,
Expand Down Expand Up @@ -1245,10 +1245,10 @@ contract ERC721PoolLiquidationsSettleAuctionTest is ERC721HelperContract {
});
_assertBucket({
index: 2502,
lpBalance: 2_600 * 1e27,
lpBalance: 2_857.142857142857143034000000000 * 1e27,
collateral: 0.747044074730990508 * 1e18,
deposit: 0,
exchangeRate: 1.099104593020662414512504812 * 1e27
exchangeRate: 1.000185179648802797144467916 * 1e27
});
_assertBucket({
index: 7388,
Expand Down