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fix(power): remove library for abdk #30

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merged 4 commits into from
Oct 15, 2021
Merged

fix(power): remove library for abdk #30

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d8ff452
fix(power): remove library for abdk
zgorizzo69 Oct 13, 2021
4e4036c
test(metoken): add a test
zgorizzo69 Oct 13, 2021
1f76cf5
chore(deployment): deploy script
zgorizzo69 Oct 14, 2021
f0f69a4
fix(file): delete uneeded file
zgorizzo69 Oct 14, 2021
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2 changes: 1 addition & 1 deletion .gitignore
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Original file line number Diff line number Diff line change
Expand Up @@ -13,4 +13,4 @@ coverage.json

.env

deployment
deployment/script-hardhat.json
121 changes: 54 additions & 67 deletions contracts/curves/BancorZeroCurve.sol
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Expand Up @@ -7,16 +7,19 @@ import "../interfaces/ICurveRegistry.sol";
import "../libs/WeightedAverage.sol";
import "../libs/Details.sol";

import "../utils/Power.sol";
import "../utils/ABDKMathQuad.sol";

/// @title Bancor curve registry and calculator
/// @author Carl Farterson (@carlfarterson)
contract BancorZeroCurve is ICurve, Power {
contract BancorZeroCurve is ICurve {
using ABDKMathQuad for uint256;
using ABDKMathQuad for bytes16;

bytes16 private immutable _one = (uint256(1 ether)).fromUInt();
bytes16 private immutable _baseX = uint256(1 ether).fromUInt();
// uint256 public BASE_X = uint256(1 ether);
uint32 public maxWeight = 1000000;
bytes16 private immutable _one = (uint256(1)).fromUInt();

// NOTE: keys are their respective hubId
mapping(uint256 => Details.BancorDetails) private _bancors;

Expand All @@ -31,12 +34,9 @@ contract BancorZeroCurve is ICurve, Power {
_encodedValueSet,
(uint256, uint32)
);
require(baseY > 0, "baseY not in range");
require(
baseY > 0 && baseY <= PRECISION * PRECISION,
"baseY not in range"
);
require(
reserveWeight > 0 && reserveWeight <= MAX_WEIGHT,
reserveWeight > 0 && reserveWeight <= maxWeight,
"reserveWeight not in range"
);

Expand All @@ -52,12 +52,9 @@ contract BancorZeroCurve is ICurve, Power {
// TODO: access control

uint32 targetReserveWeight = abi.decode(_encodedValueSet, (uint32));

Details.BancorDetails storage bancorDetails = _bancors[_hubId];
require(
targetReserveWeight > 0 && targetReserveWeight <= MAX_WEIGHT,
"reserveWeight not in range"
);

require(targetReserveWeight > 0, "reserveWeight not in range");
require(
targetReserveWeight != bancorDetails.reserveWeight,
"targeReserveWeight == reserveWeight"
Expand Down Expand Up @@ -107,7 +104,6 @@ contract BancorZeroCurve is ICurve, Power {
meTokensReturned = _calculateMintReturnFromZero(
_tokensDeposited,
bancorDetails.reserveWeight,
BASE_X,
bancorDetails.baseY
);
}
Expand All @@ -132,7 +128,6 @@ contract BancorZeroCurve is ICurve, Power {
meTokensReturned = _calculateMintReturnFromZero(
_tokensDeposited,
bancorDetails.targetReserveWeight,
BASE_X,
bancorDetails.targetBaseY
);
}
Expand Down Expand Up @@ -187,70 +182,55 @@ contract BancorZeroCurve is ICurve, Power {
require(
_balancePooled > 0 &&
_reserveWeight > 0 &&
_reserveWeight <= MAX_WEIGHT
_reserveWeight <= maxWeight
);
// special case for 0 deposit amount
if (_tokensDeposited == 0) {
return 0;
}
// special case if the weight = 100%
if (_reserveWeight == MAX_WEIGHT) {
if (_reserveWeight == maxWeight) {
return (_supply * _tokensDeposited) / _balancePooled;
}

uint8 precision;
uint256 result;
uint256 baseN = _tokensDeposited + _balancePooled;
(result, precision) = power(
baseN,
_balancePooled,
_reserveWeight,
MAX_WEIGHT
bytes16 exponent = uint256(_reserveWeight).fromUInt().div(
uint256(maxWeight).fromUInt()
);
bytes16 part1 = _one.add(
_tokensDeposited.fromUInt().div(_balancePooled.fromUInt())
);
//Instead of calculating "base ^ exp", we calculate "e ^ (log(base) * exp)".
bytes16 res = _supply.fromUInt().mul(
(part1.ln().mul(exponent)).exp().sub(_one)
);
uint256 newTokenSupply = (_supply * result) >> precision;
return newTokenSupply - _supply;
return res.toUInt();
}

/// @notice Given a deposit (in the collateral token) meToken supply of 0, constant x and
/// constant y, calculates the return for a given conversion (in the meToken)
/// @dev _baseX and _baseY are needed as Bancor formula breaks from a divide-by-0 when supply=0
/// @dev _baseX / (_baseY ^ (MAX_WEIGHT/reserveWeight -1)) * tokensDeposited ^(MAX_WEIGHT/reserveWeight -1)
/// @dev _baseX and _baseY are needed as Bancor formula breaks from a divide-by-0 when supply=0
/// @param _tokensDeposited amount of collateral tokens to deposit
/// @param _baseX constant X
/// @param _baseY constant y
/// @return amount of meTokens minted
function _calculateMintReturnFromZero(
uint256 _tokensDeposited,
uint256 _reserveWeight,
uint256 _baseX,
uint256 _baseY
) private view returns (uint256) {
bytes16 y = _baseY.fromUInt();
bytes16 max = uint256(MAX_WEIGHT).fromUInt(); // shares amount
bytes16 s = _tokensDeposited.fromUInt();
bytes16 r = _reserveWeight.fromUInt();
bytes16 x = _baseX.fromUInt();
bytes16 exponent = max.div(r).sub(uint256(1).fromUInt());
//uint256 exponent = ((MAX_WEIGHT / _reserveWeight) - 1);
// (MAX_WEIGHT/reserveWeight -1)
bytes16 exponent = uint256(maxWeight)
.fromUInt()
.div(_reserveWeight.fromUInt())
.sub(_one);
// Instead of calculating "x ^ exp", we calculate "e ^ (log(x) * exp)".
bytes16 denominator = (y.ln().mul(exponent)).exp();
// bytes16 denominator = x.pow(exponent.toUInt());
// Instead of calculating "s ^ exp", we calculate "e ^ (log(s) * exp)".
bytes16 res1 = x.mul(s.ln().mul(exponent).exp());
// bytes16 res1 = numerator.mul(s.pow(exponent.toUInt()));
bytes16 res2 = res1.div(denominator);
return res2.toUInt();
/* //uint256 exponent = ((MAX_WEIGHT / _reserveWeight) - 1);
console.log("## exponent:%s", exponent.mul(_one).toUInt());
// Instead of calculating "x ^ exp", we calculate "e ^ (log(x) * exp)".
bytes16 denominator = (x.ln().mul(exponent)).exp();
// bytes16 denominator = x.pow(exponent.toUInt());
console.log("## denominator:%s", denominator.toUInt());
// Instead of calculating "s ^ exp", we calculate "e ^ (log(s) * exp)".
bytes16 res1 = numerator.mul(s.ln().mul(exponent).exp());
// bytes16 res1 = numerator.mul(s.pow(exponent.toUInt()));
bytes16 res2 = res1.div(denominator);
return res2.toUInt(); */
// return (numerator * _tokensDeposited**exponent) / denominator;
// _baseY ^ (MAX_WEIGHT/reserveWeight -1)
bytes16 denominator = (_baseY.fromUInt().ln().mul(exponent)).exp();
// ( baseX * tokensDeposited ^ (MAX_WEIGHT/reserveWeight -1) ) / _baseY ^ (MAX_WEIGHT/reserveWeight -1)
bytes16 res = _baseX
.mul(_tokensDeposited.fromUInt().ln().mul(exponent).exp())
.div(denominator);
return res.toUInt();
}

/// @notice Given an amount of meTokens to burn, connector weight, supply and collateral pooled,
Expand All @@ -272,7 +252,7 @@ contract BancorZeroCurve is ICurve, Power {
_supply > 0 &&
_balancePooled > 0 &&
_reserveWeight > 0 &&
_reserveWeight <= MAX_WEIGHT &&
_reserveWeight <= maxWeight &&
_meTokensBurned <= _supply
);
// special case for 0 sell amount
Expand All @@ -284,17 +264,24 @@ contract BancorZeroCurve is ICurve, Power {
return _balancePooled;
}
// special case if the weight = 100%
if (_reserveWeight == MAX_WEIGHT) {
if (_reserveWeight == maxWeight) {
return (_balancePooled * _meTokensBurned) / _supply;
}

uint256 result;
uint8 precision;
uint256 baseD = _supply - _meTokensBurned;
(result, precision) = power(_supply, baseD, MAX_WEIGHT, _reserveWeight);
uint256 oldBalance = _balancePooled * result;
uint256 newBalance = _balancePooled << precision;

return (oldBalance - newBalance) / result;
// 1 / (reserveWeight/MAX_WEIGHT)
bytes16 exponent = _one.div(
uint256(_reserveWeight).fromUInt().div(
uint256(maxWeight).fromUInt()
)
);
// 1 - (meTokensBurned / supply)
bytes16 s = _one.sub(
_meTokensBurned.fromUInt().div(_supply.fromUInt())
);
// Instead of calculating "s ^ exp", we calculate "e ^ (log(s) * exp)".
// balancePooled - ( balancePooled * s ^ exp))
bytes16 res = _balancePooled.fromUInt().sub(
_balancePooled.fromUInt().mul(s.ln().mul(exponent).exp())
);
return res.toUInt();
}
}
2 changes: 0 additions & 2 deletions contracts/factories/vaults/SingleAssetFactory.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -7,8 +7,6 @@ import "../../vaults/SingleAssetVault.sol";
import "../../interfaces/IVaultRegistry.sol";
import "../../interfaces/IVaultFactory.sol";

import "hardhat/console.sol";

// TODO: Should IHub be imported?

/// @title Factory contract to erc20-collateral vaults
Expand Down
28 changes: 0 additions & 28 deletions contracts/mock/PowerMock.sol
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