change add liq accounting (#126)

* change add liq accounting * remove rand comments * fix exact fees * use closeAllDeltas * comments cleanup * additional liquidity tests (#129) * additional increase liquidity tests * edge case of using cached fees for autocompound * wip * fix autocompound bug, use custodied and unclaimed fees in the autocompound * fix tests and use BalanceDeltas (#130) * fix some assertions * use BalanceDeltas for arithmetic * cleanest code in the game??? * additional cleaning * typo lol * autocompound gas benchmarks * autocompound excess credit gas benchmark * save 600 gas, cleaner code when moving caller delta to tokensOwed --------- Co-authored-by: saucepoint <[email protected]>
Uniswap · Jun 26, 2024 · 0cff6ef · 0cff6ef
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commit 0cff6ef
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diff --git a/.forge-snapshots/autocompound_exactUnclaimedFees.snap b/.forge-snapshots/autocompound_exactUnclaimedFees.snap
@@ -0,0 +1 @@
+258477
diff --git a/.forge-snapshots/autocompound_exactUnclaimedFees_exactCustodiedFees.snap b/.forge-snapshots/autocompound_exactUnclaimedFees_exactCustodiedFees.snap
@@ -0,0 +1 @@
+190850
diff --git a/.forge-snapshots/autocompound_excessFeesCredit.snap b/.forge-snapshots/autocompound_excessFeesCredit.snap
@@ -0,0 +1 @@
+279016
diff --git a/.forge-snapshots/decreaseLiquidity_erc20.snap b/.forge-snapshots/decreaseLiquidity_erc20.snap
@@ -1 +1 @@
-187556
+190026
diff --git a/.forge-snapshots/decreaseLiquidity_erc6909.snap b/.forge-snapshots/decreaseLiquidity_erc6909.snap
@@ -1 +1 @@
-166551
+168894
diff --git a/.forge-snapshots/increaseLiquidity_erc20.snap b/.forge-snapshots/increaseLiquidity_erc20.snap
@@ -1 +1 @@
-183251
+171241
diff --git a/.forge-snapshots/increaseLiquidity_erc6909.snap b/.forge-snapshots/increaseLiquidity_erc6909.snap
@@ -1 +1 @@
-158833
+146823
diff --git a/.forge-snapshots/mintWithLiquidity.snap b/.forge-snapshots/mintWithLiquidity.snap
@@ -1 +1 @@
-478540
+466530
diff --git a/contracts/NonfungiblePositionManager.sol b/contracts/NonfungiblePositionManager.sol
@@ -34,7 +34,7 @@ contract NonfungiblePositionManager is INonfungiblePositionManager, BaseLiquidit
 
     constructor(IPoolManager _manager)
         BaseLiquidityManagement(_manager)
-        ERC721Permit("Uniswap V4 Positions NFT-V1", "UNI-V3-POS", "1")
+        ERC721Permit("Uniswap V4 Positions NFT-V1", "UNI-V4-POS", "1")
     {}
 
     // NOTE: more gas efficient as LiquidityAmounts is used offchain
@@ -56,7 +56,7 @@ contract NonfungiblePositionManager is INonfungiblePositionManager, BaseLiquidit
 
     // NOTE: more expensive since LiquidityAmounts is used onchain
     // function mint(MintParams calldata params) external payable returns (uint256 tokenId, BalanceDelta delta) {
-    //     (uint160 sqrtPriceX96,,,) = manager.getSlot0(params.range.key.toId());
+    //     (uint160 sqrtPriceX96,,,) = manager.getSlot0(params.range.poolKey.toId());
     //     (tokenId, delta) = mint(
     //         params.range,
     //         LiquidityAmounts.getLiquidityForAmounts(

diff --git a/contracts/base/BaseLiquidityManagement.sol b/contracts/base/BaseLiquidityManagement.sol
diff --git a/contracts/interfaces/IBaseLiquidityManagement.sol b/contracts/interfaces/IBaseLiquidityManagement.sol
@@ -27,15 +27,6 @@ interface IBaseLiquidityManagement {
         COLLECT
     }
 
-    /// @notice Zero-out outstanding deltas for the PoolManager
-    /// @dev To be called for batched operations where delta-zeroing happens once at the end of a sequence of operations
-    /// @param delta The amounts to zero out. Negatives are paid by the sender, positives are collected by the sender
-    /// @param currency0 The currency of the token0
-    /// @param currency1 The currency of the token1
-    /// @param user The user zero'ing the deltas. I.e. negative delta (debit) is paid by the user, positive delta (credit) is collected to the user
-    /// @param claims Whether deltas are zeroed with ERC-6909 claim tokens
-    function zeroOut(BalanceDelta delta, Currency currency0, Currency currency1, address user, bool claims) external;
-
     /// @notice Fees owed for a given liquidity position. Includes materialized fees and uncollected fees.
     /// @param owner The owner of the liquidity position
     /// @param range The range of the liquidity position

diff --git a/contracts/libraries/BalanceDeltaExtensionLibrary.sol b/contracts/libraries/BalanceDeltaExtensionLibrary.sol
@@ -0,0 +1,53 @@
+// SPDX-License-Identifier: MIT
+pragma solidity ^0.8.20;
+
+import {BalanceDelta} from "@uniswap/v4-core/src/types/BalanceDelta.sol";
+
+library BalanceDeltaExtensionLibrary {
+    function setAmount0(BalanceDelta a, int128 amount0) internal pure returns (BalanceDelta) {
+        assembly {
+            // set the upper 128 bits of a to amount0
+            a := or(shl(128, amount0), and(sub(shl(128, 1), 1), a))
+        }
+        return a;
+    }
+
+    function setAmount1(BalanceDelta a, int128 amount1) internal pure returns (BalanceDelta) {
+        assembly {
+            // set the lower 128 bits of a to amount1
+            a := or(and(shl(128, sub(shl(128, 1), 1)), a), amount1)
+        }
+        return a;
+    }
+
+    function addAmount0(BalanceDelta a, int128 amount0) internal pure returns (BalanceDelta) {
+        assembly {
+            let a0 := sar(128, a)
+            let res0 := add(a0, amount0)
+            a := or(shl(128, res0), and(sub(shl(128, 1), 1), a))
+        }
+        return a;
+    }
+
+    function addAmount1(BalanceDelta a, int128 amount1) internal pure returns (BalanceDelta) {
+        assembly {
+            let a1 := signextend(15, a)
+            let res1 := add(a1, amount1)
+            a := or(and(shl(128, sub(shl(128, 1), 1)), a), res1)
+        }
+        return a;
+    }
+
+    function addAndAssign(BalanceDelta a, BalanceDelta b) internal pure returns (BalanceDelta) {
+        assembly {
+            let a0 := sar(128, a)
+            let a1 := signextend(15, a)
+            let b0 := sar(128, b)
+            let b1 := signextend(15, b)
+            let res0 := add(a0, b0)
+            let res1 := add(a1, b1)
+            a := or(shl(128, res0), and(sub(shl(128, 1), 1), res1))
+        }
+        return a;
+    }
+}
diff --git a/contracts/libraries/CurrencySenderLibrary.sol b/contracts/libraries/CurrencySenderLibrary.sol
@@ -23,8 +23,8 @@ library CurrencySenderLibrary {
         if (useClaims) {
             manager.transfer(recipient, currency.toId(), amount);
         } else {
-            currency.settle(manager, address(this), amount, true);
-            currency.take(manager, recipient, amount, false);
+            // currency.settle(manager, address(this), amount, true); // sends in tokens into PM from this address
+            currency.take(manager, recipient, amount, false); // takes out tokens from PM to recipient
         }
     }
 }
diff --git a/contracts/libraries/FeeMath.sol b/contracts/libraries/FeeMath.sol
@@ -4,6 +4,7 @@ pragma solidity ^0.8.24;
 import {FullMath} from "@uniswap/v4-core/src/libraries/FullMath.sol";
 import {FixedPoint128} from "@uniswap/v4-core/src/libraries/FixedPoint128.sol";
 import {SafeCast} from "@uniswap/v4-core/src/libraries/SafeCast.sol";
+import {BalanceDelta, toBalanceDelta} from "@uniswap/v4-core/src/types/BalanceDelta.sol";
 
 library FeeMath {
     using SafeCast for uint256;
@@ -14,9 +15,10 @@ library FeeMath {
         uint256 feeGrowthInside0LastX128,
         uint256 feeGrowthInside1LastX128,
         uint256 liquidity
-    ) internal pure returns (uint128 token0Owed, uint128 token1Owed) {
-        token0Owed = getFeeOwed(feeGrowthInside0X128, feeGrowthInside0LastX128, liquidity);
-        token1Owed = getFeeOwed(feeGrowthInside1X128, feeGrowthInside1LastX128, liquidity);
+    ) internal pure returns (BalanceDelta feesOwed) {
+        uint128 token0Owed = getFeeOwed(feeGrowthInside0X128, feeGrowthInside0LastX128, liquidity);
+        uint128 token1Owed = getFeeOwed(feeGrowthInside1X128, feeGrowthInside1LastX128, liquidity);
+        feesOwed = toBalanceDelta(uint256(token0Owed).toInt128(), uint256(token1Owed).toInt128());
     }
 
     function getFeeOwed(uint256 feeGrowthInsideX128, uint256 feeGrowthInsideLastX128, uint256 liquidity)

diff --git a/contracts/libraries/Position.sol b/contracts/libraries/Position.sol
@@ -0,0 +1,30 @@
+// SPDX-License-Identifier: GPL-2.0-or-later
+pragma solidity >=0.8.20;
+
+import {IBaseLiquidityManagement} from "../interfaces/IBaseLiquidityManagement.sol";
+import {BalanceDelta} from "v4-core/types/BalanceDelta.sol";
+
+// Updates Position storage
+library PositionLibrary {
+    // TODO ensure this is one sstore.
+    function addTokensOwed(IBaseLiquidityManagement.Position storage position, BalanceDelta tokensOwed) internal {
+        position.tokensOwed0 += uint128(tokensOwed.amount0());
+        position.tokensOwed1 += uint128(tokensOwed.amount1());
+    }
+
+    function addLiquidity(IBaseLiquidityManagement.Position storage position, uint256 liquidity) internal {
+        unchecked {
+            position.liquidity += liquidity;
+        }
+    }
+
+    // TODO ensure this is one sstore.
+    function updateFeeGrowthInside(
+        IBaseLiquidityManagement.Position storage position,
+        uint256 feeGrowthInside0X128,
+        uint256 feeGrowthInside1X128
+    ) internal {
+        position.feeGrowthInside0LastX128 = feeGrowthInside0X128;
+        position.feeGrowthInside1LastX128 = feeGrowthInside1X128;
+    }
+}
diff --git a/contracts/types/LiquidityRange.sol b/contracts/types/LiquidityRange.sol
@@ -4,7 +4,7 @@ pragma solidity ^0.8.24;
 import {PoolKey} from "@uniswap/v4-core/src/types/PoolKey.sol";
 
 struct LiquidityRange {
-    PoolKey key;
+    PoolKey poolKey;
     int24 tickLower;
     int24 tickUpper;
 }

diff --git a/test/position-managers/FeeCollection.t.sol b/test/position-managers/FeeCollection.t.sol
@@ -125,7 +125,7 @@ contract FeeCollectionTest is Test, Deployers, GasSnapshot, LiquidityFuzzers {
         liquidityDeltaBob = bound(liquidityDeltaBob, 100e18, 100_000e18);
 
         LiquidityRange memory range =
-            LiquidityRange({key: key, tickLower: params.tickLower, tickUpper: params.tickUpper});
+            LiquidityRange({poolKey: key, tickLower: params.tickLower, tickUpper: params.tickUpper});
         vm.prank(alice);
         (tokenIdAlice,) = lpm.mint(range, uint256(params.liquidityDelta), block.timestamp + 1, alice, ZERO_BYTES);
 
@@ -167,7 +167,7 @@ contract FeeCollectionTest is Test, Deployers, GasSnapshot, LiquidityFuzzers {
         liquidityDeltaBob = bound(liquidityDeltaBob, 100e18, 100_000e18);
 
         LiquidityRange memory range =
-            LiquidityRange({key: key, tickLower: params.tickLower, tickUpper: params.tickUpper});
+            LiquidityRange({poolKey: key, tickLower: params.tickLower, tickUpper: params.tickUpper});
         vm.prank(alice);
         (tokenIdAlice,) = lpm.mint(range, uint256(params.liquidityDelta), block.timestamp + 1, alice, ZERO_BYTES);
 
@@ -229,7 +229,7 @@ contract FeeCollectionTest is Test, Deployers, GasSnapshot, LiquidityFuzzers {
         liquidityDeltaBob = bound(liquidityDeltaBob, 100e18, 100_000e18);
 
         LiquidityRange memory range =
-            LiquidityRange({key: key, tickLower: params.tickLower, tickUpper: params.tickUpper});
+            LiquidityRange({poolKey: key, tickLower: params.tickLower, tickUpper: params.tickUpper});
         vm.prank(alice);
         (tokenIdAlice,) = lpm.mint(range, uint256(params.liquidityDelta), block.timestamp + 1, alice, ZERO_BYTES);
 
@@ -261,7 +261,7 @@ contract FeeCollectionTest is Test, Deployers, GasSnapshot, LiquidityFuzzers {
     ///     when alice decreases liquidity, she should only collect her fees
     function test_decreaseLiquidity_sameRange_exact() public {
         // alice and bob create liquidity on the same range [-120, 120]
-        LiquidityRange memory range = LiquidityRange({key: key, tickLower: -120, tickUpper: 120});
+        LiquidityRange memory range = LiquidityRange({poolKey: key, tickLower: -120, tickUpper: 120});
 
         // alice provisions 3x the amount of liquidity as bob
         uint256 liquidityAlice = 3000e18;

diff --git a/test/position-managers/Gas.t.sol b/test/position-managers/Gas.t.sol
@@ -56,13 +56,27 @@ contract GasTest is Test, Deployers, GasSnapshot {
         IERC20(Currency.unwrap(currency0)).approve(address(lpm), type(uint256).max);
         IERC20(Currency.unwrap(currency1)).approve(address(lpm), type(uint256).max);
 
+        // Give tokens to Alice and Bob, with approvals
+        IERC20(Currency.unwrap(currency0)).transfer(alice, STARTING_USER_BALANCE);
+        IERC20(Currency.unwrap(currency1)).transfer(alice, STARTING_USER_BALANCE);
+        IERC20(Currency.unwrap(currency0)).transfer(bob, STARTING_USER_BALANCE);
+        IERC20(Currency.unwrap(currency1)).transfer(bob, STARTING_USER_BALANCE);
+        vm.startPrank(alice);
+        IERC20(Currency.unwrap(currency0)).approve(address(lpm), type(uint256).max);
+        IERC20(Currency.unwrap(currency1)).approve(address(lpm), type(uint256).max);
+        vm.stopPrank();
+        vm.startPrank(bob);
+        IERC20(Currency.unwrap(currency0)).approve(address(lpm), type(uint256).max);
+        IERC20(Currency.unwrap(currency1)).approve(address(lpm), type(uint256).max);
+        vm.stopPrank();
+
         // mint some ERC6909 tokens
         claimsRouter.deposit(currency0, address(this), 100_000_000 ether);
         claimsRouter.deposit(currency1, address(this), 100_000_000 ether);
         manager.setOperator(address(lpm), true);
 
         // define a reusable range
-        range = LiquidityRange({key: key, tickLower: -300, tickUpper: 300});
+        range = LiquidityRange({poolKey: key, tickLower: -300, tickUpper: 300});
     }
 
     // function test_gas_mint() public {
@@ -102,6 +116,119 @@ contract GasTest is Test, Deployers, GasSnapshot {
         snapLastCall("increaseLiquidity_erc6909");
     }
 
+    function test_gas_autocompound_exactUnclaimedFees() public {
+        // Alice and Bob provide liquidity on the range
+        // Alice uses her exact fees to increase liquidity (compounding)
+
+        uint256 liquidityAlice = 3_000e18;
+        uint256 liquidityBob = 1_000e18;
+
+        // alice provides liquidity
+        vm.prank(alice);
+        (uint256 tokenIdAlice,) = lpm.mint(range, liquidityAlice, block.timestamp + 1, alice, ZERO_BYTES);
+
+        // bob provides liquidity
+        vm.prank(bob);
+        lpm.mint(range, liquidityBob, block.timestamp + 1, bob, ZERO_BYTES);
+
+        // donate to create fees
+        donateRouter.donate(key, 0.2e18, 0.2e18, ZERO_BYTES);
+
+        // alice uses her exact fees to increase liquidity
+        (uint256 token0Owed, uint256 token1Owed) = lpm.feesOwed(tokenIdAlice);
+
+        (uint160 sqrtPriceX96,,,) = StateLibrary.getSlot0(manager, range.poolKey.toId());
+        uint256 liquidityDelta = LiquidityAmounts.getLiquidityForAmounts(
+            sqrtPriceX96,
+            TickMath.getSqrtPriceAtTick(range.tickLower),
+            TickMath.getSqrtPriceAtTick(range.tickUpper),
+            token0Owed,
+            token1Owed
+        );
+
+        vm.prank(alice);
+        lpm.increaseLiquidity(tokenIdAlice, liquidityDelta, ZERO_BYTES, false);
+        snapLastCall("autocompound_exactUnclaimedFees");
+    }
+
+    function test_gas_autocompound_exactUnclaimedFees_exactCustodiedFees() public {
+        // Alice and Bob provide liquidity on the range
+        // Alice uses her fees to increase liquidity. Both unclaimed fees and cached fees are used to exactly increase the liquidity
+        uint256 liquidityAlice = 3_000e18;
+        uint256 liquidityBob = 1_000e18;
+
+        // alice provides liquidity
+        vm.prank(alice);
+        (uint256 tokenIdAlice,) = lpm.mint(range, liquidityAlice, block.timestamp + 1, alice, ZERO_BYTES);
+
+        // bob provides liquidity
+        vm.prank(bob);
+        (uint256 tokenIdBob,) = lpm.mint(range, liquidityBob, block.timestamp + 1, bob, ZERO_BYTES);
+
+        // donate to create fees
+        donateRouter.donate(key, 20e18, 20e18, ZERO_BYTES);
+
+        // bob collects fees so some of alice's fees are now cached
+        vm.prank(bob);
+        lpm.collect(tokenIdBob, bob, ZERO_BYTES, false);
+
+        // donate to create more fees
+        donateRouter.donate(key, 20e18, 20e18, ZERO_BYTES);
+
+        (uint256 newToken0Owed, uint256 newToken1Owed) = lpm.feesOwed(tokenIdAlice);
+
+        // alice will use ALL of her fees to increase liquidity
+        {
+            (uint160 sqrtPriceX96,,,) = StateLibrary.getSlot0(manager, range.poolKey.toId());
+            uint256 liquidityDelta = LiquidityAmounts.getLiquidityForAmounts(
+                sqrtPriceX96,
+                TickMath.getSqrtPriceAtTick(range.tickLower),
+                TickMath.getSqrtPriceAtTick(range.tickUpper),
+                newToken0Owed,
+                newToken1Owed
+            );
+
+            vm.prank(alice);
+            lpm.increaseLiquidity(tokenIdAlice, liquidityDelta, ZERO_BYTES, false);
+            snapLastCall("autocompound_exactUnclaimedFees_exactCustodiedFees");
+        }
+    }
+
+    // autocompounding but the excess fees are credited to tokensOwed
+    function test_gas_autocompound_excessFeesCredit() public {
+        // Alice and Bob provide liquidity on the range
+        // Alice uses her fees to increase liquidity. Excess fees are accounted to alice
+        uint256 liquidityAlice = 3_000e18;
+        uint256 liquidityBob = 1_000e18;
+
+        // alice provides liquidity
+        vm.prank(alice);
+        (uint256 tokenIdAlice,) = lpm.mint(range, liquidityAlice, block.timestamp + 1, alice, ZERO_BYTES);
+
+        // bob provides liquidity
+        vm.prank(bob);
+        (uint256 tokenIdBob,) = lpm.mint(range, liquidityBob, block.timestamp + 1, bob, ZERO_BYTES);
+
+        // donate to create fees
+        donateRouter.donate(key, 20e18, 20e18, ZERO_BYTES);
+
+        // alice will use half of her fees to increase liquidity
+        (uint256 token0Owed, uint256 token1Owed) = lpm.feesOwed(tokenIdAlice);
+
+        (uint160 sqrtPriceX96,,,) = StateLibrary.getSlot0(manager, range.poolKey.toId());
+        uint256 liquidityDelta = LiquidityAmounts.getLiquidityForAmounts(
+            sqrtPriceX96,
+            TickMath.getSqrtPriceAtTick(range.tickLower),
+            TickMath.getSqrtPriceAtTick(range.tickUpper),
+            token0Owed / 2,
+            token1Owed / 2
+        );
+
+        vm.prank(alice);
+        lpm.increaseLiquidity(tokenIdAlice, liquidityDelta, ZERO_BYTES, false);
+        snapLastCall("autocompound_excessFeesCredit");
+    }
+
     function test_gas_decreaseLiquidity_erc20() public {
         (uint256 tokenId,) = lpm.mint(range, 10_000 ether, block.timestamp + 1, address(this), ZERO_BYTES);