Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

fluid: add center price for verify reserves #691

Merged
merged 4 commits into from
Jan 12, 2025
Merged

fluid: add center price for verify reserves #691

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
4 commits
Select commit Hold shift + click to select a range
0dcf97b
feat(fluid): add center price for verify reserves
bergben Jan 8, 2025
acd819b
refactor: increase code reuse; use simpler methods; better init
NgoKimPhu Jan 10, 2025
b79c357
Merge remote-tracking branch 'origin/main' into feature/fluid-add-cen…
NgoKimPhu Jan 10, 2025
8063fe5
feat(fluid-dex): update dex reserves resolver in tests
bergben Jan 10, 2025
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
30 changes: 30 additions & 0 deletions pkg/liquidity-source/fluid/dex-t1/abis/dexReservesResolver.json
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -117,6 +117,11 @@
{ "internalType": "address", "name": "token0", "type": "address" },
{ "internalType": "address", "name": "token1", "type": "address" },
{ "internalType": "uint256", "name": "fee", "type": "uint256" },
{
"internalType": "uint256",
"name": "centerPrice",
"type": "uint256"
},
{
"components": [
{
Expand Down Expand Up @@ -295,6 +300,11 @@
{ "internalType": "address", "name": "token0", "type": "address" },
{ "internalType": "address", "name": "token1", "type": "address" },
{ "internalType": "uint256", "name": "fee", "type": "uint256" },
{
"internalType": "uint256",
"name": "centerPrice",
"type": "uint256"
},
{
"components": [
{
Expand Down Expand Up @@ -976,6 +986,11 @@
{ "internalType": "address", "name": "token0", "type": "address" },
{ "internalType": "address", "name": "token1", "type": "address" },
{ "internalType": "uint256", "name": "fee", "type": "uint256" },
{
"internalType": "uint256",
"name": "centerPrice",
"type": "uint256"
},
{
"components": [
{
Expand Down Expand Up @@ -1156,6 +1171,11 @@
{ "internalType": "address", "name": "token0", "type": "address" },
{ "internalType": "address", "name": "token1", "type": "address" },
{ "internalType": "uint256", "name": "fee", "type": "uint256" },
{
"internalType": "uint256",
"name": "centerPrice",
"type": "uint256"
},
{
"components": [
{
Expand Down Expand Up @@ -1348,6 +1368,11 @@
{ "internalType": "address", "name": "token0", "type": "address" },
{ "internalType": "address", "name": "token1", "type": "address" },
{ "internalType": "uint256", "name": "fee", "type": "uint256" },
{
"internalType": "uint256",
"name": "centerPrice",
"type": "uint256"
},
{
"components": [
{
Expand Down Expand Up @@ -1528,6 +1553,11 @@
{ "internalType": "address", "name": "token0", "type": "address" },
{ "internalType": "address", "name": "token1", "type": "address" },
{ "internalType": "uint256", "name": "fee", "type": "uint256" },
{
"internalType": "uint256",
"name": "centerPrice",
"type": "uint256"
},
{
"components": [
{
Expand Down
34 changes: 17 additions & 17 deletions pkg/liquidity-source/fluid/dex-t1/constant.go
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,38 +1,38 @@
package dexT1

import "math/big"
import (
"math/big"

"github.com/KyberNetwork/kyberswap-dex-lib/pkg/util/bignumber"
)

const (
DexType = "fluid-dex-t1"
)

const (
// DexReservesResolver methods
const ( // DexReservesResolver methods
DRRMethodGetAllPoolsReservesAdjusted = "getAllPoolsReservesAdjusted"
DRRMethodGetPoolReservesAdjusted = "getPoolReservesAdjusted"

// ERC20 Token methods
// TokenMethodDecimals - ERC20 Token methods
TokenMethodDecimals = "decimals"

// StorageRead methods
// SRMethodReadFromStorage - StorageRead methods
SRMethodReadFromStorage = "readFromStorage"
)

const (
String1e18 = "1000000000000000000"
String1e27 = "1000000000000000000000000000"

DexAmountsDecimals = 12

FeePercentPrecision int64 = 1e4
Fee100PercentPrecision int64 = 1e6
FeePercentPrecision float64 = 1e4
)

MaxPriceDiff int64 = 5 // 5%
var (
MaxPriceDiff = big.NewInt(5) // 5%
MinSwapLiquidity = big.NewInt(2e4) // on-chain we use 1e4 but use extra buffer to avoid reverts
Fee100PercentPrecision = big.NewInt(1e6)

MinSwapLiquidity int64 = 6667 // on-chain we use 1e4 but use extra buffer for potential price diff using pool price vs center price at the check
bI100 = big.NewInt(100)
bI1e18 = bignumber.TenPowInt(18)
bI1e27 = bignumber.TenPowInt(27)
)

var bI1e18, _ = new(big.Int).SetString(String1e18, 10) // 1e18
var bI1e27, _ = new(big.Int).SetString(String1e27, 10) // 1e27
var bI10 = new(big.Int).SetInt64(10)
var bI100 = new(big.Int).SetInt64(100)
3 changes: 2 additions & 1 deletion pkg/liquidity-source/fluid/dex-t1/pool_list_updater.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -84,6 +84,7 @@ func (u *PoolsListUpdater) GetNewPools(ctx context.Context, metadataBytes []byte
CollateralReserves: curPool.CollateralReserves,
DebtReserves: curPool.DebtReserves,
DexLimits: curPool.Limits,
CenterPrice: curPool.CenterPrice,
}

extraBytes, err := json.Marshal(extra)
Expand Down Expand Up @@ -124,7 +125,7 @@ func (u *PoolsListUpdater) GetNewPools(ctx context.Context, metadataBytes []byte
Decimals: token1Decimals,
},
},
SwapFee: float64(curPool.Fee.Int64()) / float64(FeePercentPrecision),
SwapFee: float64(curPool.Fee.Int64()) / FeePercentPrecision,
Extra: string(extraBytes),
StaticExtra: string(staticExtraBytes),
}
Expand Down
24 changes: 12 additions & 12 deletions pkg/liquidity-source/fluid/dex-t1/pool_list_updater_test.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,6 @@ package dexT1

import (
"context"
"math/big"
"os"
"strings"
"testing"
Expand All @@ -29,7 +28,7 @@ func TestPoolListUpdater(t *testing.T) {
err error

config = Config{
DexReservesResolver: "0x45f4ad57e300da55c33dea579a40fcee000d7b94",
DexReservesResolver: "0xb387f9C2092cF7c4943F97842887eBff7AE96EB3",
}
)

Expand Down Expand Up @@ -83,16 +82,17 @@ func TestPoolListUpdater(t *testing.T) {
require.NotEqual(t, "0", pools[0].Reserves[0], "Reserve should not be zero")
require.NotEqual(t, "0", pools[0].Reserves[1], "Reserve should not be zero")

require.True(t, extra.CollateralReserves.Token0RealReserves.Cmp(big.NewInt(0)) > 0)
require.True(t, extra.CollateralReserves.Token1RealReserves.Cmp(big.NewInt(0)) > 0)
require.True(t, extra.CollateralReserves.Token0ImaginaryReserves.Cmp(big.NewInt(0)) > 0)
require.True(t, extra.CollateralReserves.Token1ImaginaryReserves.Cmp(big.NewInt(0)) > 0)
require.True(t, extra.DebtReserves.Token0Debt.Cmp(big.NewInt(0)) > 0)
require.True(t, extra.DebtReserves.Token1Debt.Cmp(big.NewInt(0)) > 0)
require.True(t, extra.DebtReserves.Token0RealReserves.Cmp(big.NewInt(0)) > 0)
require.True(t, extra.DebtReserves.Token1RealReserves.Cmp(big.NewInt(0)) > 0)
require.True(t, extra.DebtReserves.Token0ImaginaryReserves.Cmp(big.NewInt(0)) > 0)
require.True(t, extra.DebtReserves.Token1ImaginaryReserves.Cmp(big.NewInt(0)) > 0)
require.True(t, extra.CollateralReserves.Token0RealReserves.Sign() > 0)
require.True(t, extra.CollateralReserves.Token1RealReserves.Sign() > 0)
require.True(t, extra.CollateralReserves.Token0ImaginaryReserves.Sign() > 0)
require.True(t, extra.CollateralReserves.Token1ImaginaryReserves.Sign() > 0)
require.True(t, extra.DebtReserves.Token0Debt.Sign() > 0)
require.True(t, extra.DebtReserves.Token1Debt.Sign() > 0)
require.True(t, extra.DebtReserves.Token0RealReserves.Sign() > 0)
require.True(t, extra.DebtReserves.Token1RealReserves.Sign() > 0)
require.True(t, extra.DebtReserves.Token0ImaginaryReserves.Sign() > 0)
require.True(t, extra.DebtReserves.Token1ImaginaryReserves.Sign() > 0)
require.True(t, extra.CenterPrice.Sign() > 0)

// Log all pools
// for i, pool := range pools {
Expand Down
Loading
Loading