Code

FxPool rounding errors fixes#393

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brunoguerios merged 57 commits intobalancer:developbalancer/balancer-sor:developfrom xave-finance:fxpool-rounding-fixesxave-finance/balancer-sor:fxpool-rounding-fixesCopy head branch name to clipboardJul 4, 2023

+1,484-638

Commits

Commits on May 25, 2023

• WIP fxPool rounding error

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  bf44477

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Commits on May 26, 2023

• fixed regression in xaveFxPool.spec.ts

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Commits on May 29, 2023

• 🍜 minor amends; removed obsolete bnum conversions; rearranged checks to match the contreact exactly

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Commits on May 31, 2023

• 🎐 wip

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• wip; broken branch for now

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Commits on Jun 2, 2023

• ⛽ fixed 10 wei precision issue; still wip;

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Commits on Jun 6, 2023

• breaking polygon test

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Commits on Jun 8, 2023

• 🍅 fix the subgraph values. Tests passing on Polygon

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• added new values for subgraph return

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Commits on Jun 10, 2023

• 🏈 code formatting

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• 🍿 minor changes: code reuse

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• 🦄 added documentation

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Commits on Jun 11, 2023

• Removed obsolete documentation

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  c1f4c35

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Commits on Jun 12, 2023

• ⛑ switched back to ALCHEMY_URL; fixed one test in xaveFxPool.spec.ts

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Commits on Jun 14, 2023

• 🎣 fixed several test cases; still wip

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• 🎣 added tests for expectedSwapOutput values

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• 🎤 minor changes

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• ⚓ added _inHigherPrecision function to workaround the SOR limitation to only 18 decimals

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• ⛄ pull from upstream/develop

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• 🏈 lint fixes

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• 🍁 added xaveFxPool.math.spec.ts

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• 🌳 removed debug module

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• 🌳 removed debug module

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• 🚗 removed FXPoolMath tests from integration

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• 🐙 removed code change from src/pools/index.ts (oops)

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Commits on Jun 15, 2023

• 🍳 enabled FX pool type

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• 🍵 xavePool run tests against polygon fork; better organize test files;

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  a965343

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• 🐟 fixed bug where OldBigNumber.config.DECIMAL_PLACES was left as 36 in case of an exception in FXPool functions

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• 💻 removed comment about innacuracy test since it is irrelevant now

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Commits on Jun 20, 2023

• test cases + bug

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Commits on Jun 21, 2023

• 🦩 new fxpool test cases

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Commits on Jun 22, 2023

• 🍎 removed rounding of values in xaveFxPool.spec.ts; the values for expectedSpotPriceBeforeSwap value are not precisely equal to the excel spreadsheet; all the tests that fail now, fail because of…

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Commits on Jun 23, 2023

• 🐨 fixed bug whereby the way we calculated our derivative would have put us as last of the pools in terms of normalized liquidity; fixed tests;

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  61a9774

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• 🐨 lint fixes

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  f62a047

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• ⛰ removed obsolete comments

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  9c82d4b

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• 💾 do not use floats in calculations; found a place where we were rounding down to 15 decimals (I must have forgotten that code there);

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Commits on Jun 26, 2023

• ⛏ viewRawAmount and viewNumeraireAmount using BigInt internally

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• 🐼 calculateMicroFee is using BigNumber now

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• 😮 oops I deleted some of the test cases by mistake. fixed now

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  2f8f87b

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• 🐬 calculateTrade uses BigNumber internally

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• 👽 alpha, beta, delta, epsilon, viewRawAmount, viewNumeraire using BigNumber now

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Commits on Jun 27, 2023

• tokenOutLatestFXPrice and tokenInLatestFXPrice are BigNumber now

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• ⚽ amount -> amount_36 [wip]

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• 🎻 viewRawAmount amount -> amount_36

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• ParsedFxPoolData uses BigNumber

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• 🖖 spotPriceBeforeSwap uses BigNumber amount

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• 🚣 params to param_64

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• _derivativeSpotPriceAfterSwapTokenInForExactTokenOut and _derivativeSpotPriceAfterSwapExactTokenInForTokenOut used BigNumber now

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• 🐺 viewRawAmount and spotPriceBeforeSwap return BigNumber

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• 🍳bnum(10).pow(36) -> OLD_ONE_36

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• ⛰ default to 8 for fxOracleDecimals

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Commits on Jun 28, 2023

• 🍜 removed redundant operations; thanks @brunoguerios

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• 🏺 parseFixedCurveParam test

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Commits on Jun 29, 2023

• 🙅🏻‍♂️ removed the conditional that was previously used on other functions

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Commits on Jul 3, 2023

• 🍳 removed the rounding down from spot price related functions;

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• ⛲ formatting

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• 🍎 reverted the changes in _derivativeSpotPriceAfterSwapExactTokenInForTokenOut; universalNormalizedLiquidity should return higher values for more advantageous pools;

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