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fix: rounding error
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@r3v4s
r3v4s committed May 3, 2024
1 parent 0e2122d commit 280d9ea
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Showing 12 changed files with 383 additions and 159 deletions.
169 changes: 85 additions & 84 deletions _deploy/p/demo/gnoswap/pool/sqrt_price_math.gno
View file
Original file line number Diff line number Diff line change
Expand Up @@ -3,8 +3,81 @@ package pool
import (
i256 "gno.land/p/demo/gnoswap/int256"
u256 "gno.land/p/demo/gnoswap/uint256"

"gno.land/r/demo/gnoswap/consts"
)

func sqrtPriceMathGetNextSqrtPriceFromAmount0RoundingUp(
sqrtPX96 *u256.Uint, // uint160
liquidity *u256.Uint, // uint128
amount *u256.Uint, // uint256
add bool,
) *u256.Uint { // uint160
if amount.IsZero() {
return sqrtPX96
}

numerator1 := new(u256.Uint).Lsh(liquidity, 96)
product := new(u256.Uint).Mul(amount, sqrtPX96)

if add {
if new(u256.Uint).Div(product, amount).Eq(sqrtPX96) {
denominator := new(u256.Uint).Add(numerator1, product)

if denominator.Gte(numerator1) {
return u256.MulDivRoundingUp(numerator1, sqrtPX96, denominator)
}
}

div := new(u256.Uint).Div(numerator1, sqrtPX96)
add := new(u256.Uint).Add(div, amount)
return u256.DivRoundingUp(numerator1, add)
} else {
cond1 := new(u256.Uint).Div(product, amount).Eq(sqrtPX96)
cond2 := numerator1.Gt(product)

if !(cond1 && cond2) {
panic("pool_sqrt price math #1")
}

denominator := new(u256.Uint).Sub(numerator1, product)
return u256.MulDivRoundingUp(numerator1, sqrtPX96, denominator)
}
}

func sqrtPriceMathGetNextSqrtPriceFromAmount1RoundingDown(
sqrtPX96 *u256.Uint, // uint160
liquidity *u256.Uint, // uint1288
amount *u256.Uint, // uint256
add bool,
) *u256.Uint { // uint160
quotient := u256.Zero()

if add {
if amount.Lte(u256.MustFromDecimal(MAX_UINT160)) {
value1 := new(u256.Uint).Lsh(amount, 96)
quotient = new(u256.Uint).Div(value1, liquidity)
} else {
quotient = u256.MulDiv(amount, u256.MustFromDecimal(consts.Q96), liquidity)
}

return new(u256.Uint).Add(sqrtPX96, quotient)
} else {
if amount.Lte(u256.MustFromDecimal(MAX_UINT160)) {
value1 := new(u256.Uint).Lsh(amount, 96)
quotient = u256.DivRoundingUp(value1, liquidity)
} else {
quotient = u256.MulDivRoundingUp(amount, u256.MustFromDecimal(consts.Q96), liquidity)
}

if !(sqrtPX96.Gt(quotient)) {
panic("pool_sqrt price math #2")
}

return new(u256.Uint).Sub(sqrtPX96, quotient)
}
}

func sqrtPriceMathGetNextSqrtPriceFromInput(
sqrtPX96 *u256.Uint, // uint160
liquidity *u256.Uint, // uint128
Expand Down Expand Up @@ -40,18 +113,21 @@ func sqrtPriceMathGetAmount0DeltaHelper(
sqrtRatioAX96, sqrtRatioBX96 = sqrtRatioBX96, sqrtRatioAX96
}

numerator1 := new(u256.Uint).Lsh(liquidity, 96)
numerator2 := new(u256.Uint).Sub(sqrtRatioBX96, sqrtRatioAX96)

if !(sqrtRatioAX96.Gt(u256.Zero())) {
panic("pool_sqrt price math #3")
}

numerator1 := new(u256.Uint).Lsh(liquidity, 96)
numerator2 := new(u256.Uint).Sub(sqrtRatioBX96, sqrtRatioAX96)
value := u256.MulDiv(numerator1, numerator2, sqrtRatioBX96)

if roundUp {
return u256.DivRoundingUp(value, sqrtRatioAX96)
value1 := u256.MulDivRoundingUp(numerator1, numerator2, sqrtRatioBX96)
return u256.DivRoundingUp(value1, sqrtRatioAX96)
} else {
return new(u256.Uint).Div(value, sqrtRatioAX96)
value1 := u256.MulDiv(numerator1, numerator2, sqrtRatioBX96)
return new(u256.Uint).Div(value1, sqrtRatioAX96)
}
}

Expand All @@ -65,12 +141,12 @@ func sqrtPriceMathGetAmount1DeltaHelper(
sqrtRatioAX96, sqrtRatioBX96 = sqrtRatioBX96, sqrtRatioAX96
}

value := new(u256.Uint).Sub(sqrtRatioBX96, sqrtRatioAX96)

if roundUp {
return u256.MulDiv(liquidity, value, u256.MustFromDecimal(Q96))
diff := new(u256.Uint).Sub(sqrtRatioBX96, sqrtRatioAX96)
return u256.MulDivRoundingUp(liquidity, diff, u256.MustFromDecimal(consts.Q96))
} else {
return u256.MulDiv(liquidity, value, u256.MustFromDecimal(Q96))
diff := new(u256.Uint).Sub(sqrtRatioBX96, sqrtRatioAX96)
return u256.MulDiv(liquidity, diff, u256.MustFromDecimal(consts.Q96))
}
}

Expand All @@ -79,12 +155,12 @@ func SqrtPriceMathGetAmount0DeltaStr(
sqrtRatioBX96 *u256.Uint, // uint160
liquidity *i256.Int, // int128
) string { // int256

if liquidity.IsNeg() {
u := sqrtPriceMathGetAmount0DeltaHelper(sqrtRatioAX96, sqrtRatioBX96, liquidity.Abs(), false)
i := i256.FromUint256(u)
return i256.Zero().Neg(i).ToString()
}

u := sqrtPriceMathGetAmount0DeltaHelper(sqrtRatioAX96, sqrtRatioBX96, liquidity.Abs(), true)
return i256.FromUint256(u).ToString()
}
Expand All @@ -103,78 +179,3 @@ func SqrtPriceMathGetAmount1DeltaStr(
u := sqrtPriceMathGetAmount1DeltaHelper(sqrtRatioAX96, sqrtRatioBX96, liquidity.Abs(), true)
return i256.FromUint256(u).ToString()
}

// private
func sqrtPriceMathGetNextSqrtPriceFromAmount0RoundingUp(
sqrtPX96 *u256.Uint, // uint160
liquidity *u256.Uint, // uint128
amount *u256.Uint, // uint256
add bool,
) *u256.Uint { // uint160
if amount.IsZero() {
return sqrtPX96
}

numerator1 := new(u256.Uint).Lsh(liquidity, 96)
product := new(u256.Uint).Mul(amount, sqrtPX96)

if add {
if new(u256.Uint).Div(product, amount).Eq(sqrtPX96) {
denominator := new(u256.Uint).Add(numerator1, product)

if denominator.Gte(numerator1) {
return u256.MulDiv(numerator1, sqrtPX96, denominator)
}
}

_value1 := new(u256.Uint).Div(numerator1, sqrtPX96)
_value2 := new(u256.Uint).Add(_value1, amount)
return u256.DivRoundingUp(numerator1, _value2)
} else {
cond1 := new(u256.Uint).Div(product, amount).Eq(sqrtPX96)
cond2 := numerator1.Gt(product)

if !(cond1 && cond2) {
panic("pool_sqrt price math #1")
}
denominator := new(u256.Uint).Sub(numerator1, product)

return u256.MulDiv(numerator1, sqrtPX96, denominator)
}
}

func sqrtPriceMathGetNextSqrtPriceFromAmount1RoundingDown(
sqrtPX96 *u256.Uint, // uint160
liquidity *u256.Uint, // uint1288
amount *u256.Uint, // uint256
add bool,
) *u256.Uint { // uint160
quotient := u256.Zero()

if !(amount.Lte(u256.MustFromDecimal(MAX_UINT160))) {
quotient = u256.MulDiv(amount, u256.MustFromDecimal(Q96), liquidity)
}

if add {
if amount.Lte(u256.MustFromDecimal(MAX_UINT160)) {
quotient = new(u256.Uint).Lsh(amount, 96)
quotient = new(u256.Uint).Div(quotient, liquidity)
}

quotient = new(u256.Uint).Sub(quotient, u256.One())
return new(u256.Uint).Add(sqrtPX96, quotient)
} else {
if amount.Lte(u256.MustFromDecimal(MAX_UINT160)) {
quotient = new(u256.Uint).Lsh(amount, 96)
quotient = u256.DivRoundingUp(quotient, liquidity)
}

if !(sqrtPX96.Gt(quotient)) {
panic("pool_sqrt price math #2")
}

// roundDown
quotient = new(u256.Uint).Sub(quotient, u256.One())
return new(u256.Uint).Sub(sqrtPX96, quotient)
}
}
11 changes: 2 additions & 9 deletions _deploy/p/demo/gnoswap/pool/swap_math.gno
View file
Original file line number Diff line number Diff line change
Expand Up @@ -24,10 +24,7 @@ func SwapMathComputeSwapStepStr(
feeAmount := u256.Zero()

if exactIn {
amountRemainingLessFee := u256.Zero()
_amountRemaining := amountRemaining.Abs()
amountRemainingLessFee = amountRemainingLessFee.Mul(_amountRemaining, u256.NewUint(1000000-feePips))
amountRemainingLessFee = amountRemainingLessFee.Div(amountRemainingLessFee, u256.NewUint(1000000))
amountRemainingLessFee := u256.MulDiv(amountRemaining.Abs(), u256.NewUint(1000000-feePips), u256.NewUint(1000000))

if isToken1Expensive {
amountIn = sqrtPriceMathGetAmount0DeltaHelper(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, true)
Expand Down Expand Up @@ -100,12 +97,8 @@ func SwapMathComputeSwapStepStr(
if exactIn && !(sqrtRatioNextX96.Eq(sqrtRatioTargetX96)) {
feeAmount = new(u256.Uint).Sub(amountRemaining.Abs(), amountIn)
} else {
feeAmount = new(u256.Uint).Mul(amountIn, u256.NewUint(feePips))
feeAmount = feeAmount.Div(feeAmount, u256.NewUint(1000000-feePips))
feeAmount = u256.MulDivRoundingUp(amountIn, u256.NewUint(feePips), new(u256.Uint).Sub(u256.NewUint(1000000), u256.NewUint(feePips)))
}

if !exactIn && !(amountOut.IsZero()) {
amountOut = amountOut.Add(amountOut, u256.NewUint(1))
}
return sqrtRatioNextX96.ToString(), amountIn.ToString(), amountOut.ToString(), feeAmount.ToString()
}
19 changes: 19 additions & 0 deletions _deploy/p/demo/gnoswap/uint256/gs_overflow_calculation.gno
View file
Original file line number Diff line number Diff line change
Expand Up @@ -126,3 +126,22 @@ func MulDivRoundingUp(

return result
}

// UnsafeMath
// https://github.com/Uniswap/v3-core/blob/d8b1c635c275d2a9450bd6a78f3fa2484fef73eb/contracts/libraries/UnsafeMath.sol
func DivRoundingUp(
x, y *Uint,
) *Uint {
div := new(Uint).Div(x, y)
mod := new(Uint).Mod(x, y)

z := new(Uint).Add(div, gt(mod, Zero()))
return z
}

func gt(x, y *Uint) *Uint {
if x.Gt(y) {
return One()
}
return Zero()
}
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