TWAMM: fix single sell liquidity calc (#410)

* fix single sell formula * forge fmt * update gas * delete commented code
Uniswap · Dec 5, 2024 · 39fe243 · 39fe243
1 parent b18192e
commit 39fe243
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Showing 15 changed files with 50 additions and 16 deletions.
diff --git a/.forge-snapshots/FullRangeFirstSwap.snap b/.forge-snapshots/FullRangeFirstSwap.snap
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diff --git a/.forge-snapshots/FullRangeInitialize.snap b/.forge-snapshots/FullRangeInitialize.snap
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diff --git a/.forge-snapshots/FullRangeRemoveLiquidity.snap b/.forge-snapshots/FullRangeRemoveLiquidity.snap
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diff --git a/.forge-snapshots/FullRangeRemoveLiquidityAndRebalance.snap b/.forge-snapshots/FullRangeRemoveLiquidityAndRebalance.snap
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diff --git a/.forge-snapshots/FullRangeSecondSwap.snap b/.forge-snapshots/FullRangeSecondSwap.snap
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diff --git a/.forge-snapshots/FullRangeSwap.snap b/.forge-snapshots/FullRangeSwap.snap
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diff --git a/.forge-snapshots/TWAMM executTWAMMOrders 1 interval.snap b/.forge-snapshots/TWAMM executTWAMMOrders 1 interval.snap
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diff --git a/.forge-snapshots/TWAMM executTWAMMOrders 2 intervals.snap b/.forge-snapshots/TWAMM executTWAMMOrders 2 intervals.snap
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diff --git a/.forge-snapshots/TWAMM executTWAMMOrders 3 intervals.snap b/.forge-snapshots/TWAMM executTWAMMOrders 3 intervals.snap
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diff --git a/.forge-snapshots/TWAMM executTWAMMOrders singleSell 1 interval.snap b/.forge-snapshots/TWAMM executTWAMMOrders singleSell 1 interval.snap
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diff --git a/.forge-snapshots/TWAMM executTWAMMOrders singleSell 2 intervals.snap b/.forge-snapshots/TWAMM executTWAMMOrders singleSell 2 intervals.snap
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diff --git a/.forge-snapshots/TWAMM executTWAMMOrders singleSell oneForZero 1 interval.snap b/.forge-snapshots/TWAMM executTWAMMOrders singleSell oneForZero 1 interval.snap
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diff --git a/.forge-snapshots/TWAMM executTWAMMOrders singleSell oneForZero 2 intervals.snap b/.forge-snapshots/TWAMM executTWAMMOrders singleSell oneForZero 2 intervals.snap
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+290599
diff --git a/contracts/hooks/examples/TWAMM.sol b/contracts/hooks/examples/TWAMM.sol
@@ -22,6 +22,7 @@ import {PoolKey} from "@uniswap/v4-core/src/types/PoolKey.sol";
 import {CurrencySettler} from "@uniswap/v4-core/test/utils/CurrencySettler.sol";
 import {StateLibrary} from "@uniswap/v4-core/src/libraries/StateLibrary.sol";
 import {BeforeSwapDelta, BeforeSwapDeltaLibrary} from "@uniswap/v4-core/src/types/BeforeSwapDelta.sol";
+import {LiquidityMath} from "@uniswap/v4-core/src/libraries/LiquidityMath.sol";
 
 contract TWAMM is BaseHook, ITWAMM {
     using TransferHelper for IERC20Minimal;
@@ -535,9 +536,8 @@ contract TWAMM is BaseHook, ITWAMM {
                     params.pool.sqrtPriceX96, initializedSqrtPrice, params.pool.liquidity, true
                 );
 
-                params.pool.liquidity = params.zeroForOne
-                    ? params.pool.liquidity - uint128(liquidityNetAtTick)
-                    : params.pool.liquidity + uint128(-liquidityNetAtTick);
+                if (params.zeroForOne) liquidityNetAtTick = -liquidityNetAtTick;
+                params.pool.liquidity = LiquidityMath.addDelta(params.pool.liquidity, liquidityNetAtTick);
                 params.pool.sqrtPriceX96 = initializedSqrtPrice;
 
                 unchecked {

diff --git a/test/TWAMM.t.sol b/test/TWAMM.t.sol
@@ -609,7 +609,7 @@ contract TWAMMTest is Test, Deployers, GasSnapshot {
         snapEnd();
     }
 
-    function testTWAMM_executeTWAMMOrders_singlePoolSell_OneIntervalGas() public {
+    function testTWAMM_executeTWAMMOrders_singlePoolSell_zeroForOne_OneIntervalGas() public {
         ITWAMM.OrderKey memory orderKey1 = ITWAMM.OrderKey(address(this), 30000, true);
 
         token0.approve(address(twamm), 100 ether);
@@ -624,7 +624,22 @@ contract TWAMMTest is Test, Deployers, GasSnapshot {
         snapEnd();
     }
 
-    function testTWAMM_executeTWAMMOrders_SinglePoolSell_twoIntervalsGas() public {
+    function testTWAMM_executeTWAMMOrders_singlePoolSell_oneForZero_OneIntervalGas() public {
+        ITWAMM.OrderKey memory orderKey1 = ITWAMM.OrderKey(address(this), 30000, false);
+
+        token1.approve(address(twamm), 100 ether);
+
+        vm.warp(10000);
+
+        twamm.submitOrder(poolKey, orderKey1, 1 ether);
+
+        vm.warp(60000);
+        snapStart("TWAMM executTWAMMOrders singleSell oneForZero 1 interval");
+        twamm.executeTWAMMOrders(poolKey);
+        snapEnd();
+    }
+
+    function testTWAMM_executeTWAMMOrders_SinglePoolSell_zeroForOne_twoIntervalsGas() public {
         ITWAMM.OrderKey memory orderKey1 = ITWAMM.OrderKey(address(this), 30000, true);
         ITWAMM.OrderKey memory orderKey2 = ITWAMM.OrderKey(address(this), 40000, true);
 
@@ -641,6 +656,23 @@ contract TWAMMTest is Test, Deployers, GasSnapshot {
         snapEnd();
     }
 
+    function testTWAMM_executeTWAMMOrders_SinglePoolSell_oneForZero_twoIntervalsGas() public {
+        ITWAMM.OrderKey memory orderKey1 = ITWAMM.OrderKey(address(this), 30000, false);
+        ITWAMM.OrderKey memory orderKey2 = ITWAMM.OrderKey(address(this), 40000, false);
+
+        token1.approve(address(twamm), 100 ether);
+
+        vm.warp(10000);
+
+        twamm.submitOrder(poolKey, orderKey1, 5 ether);
+        twamm.submitOrder(poolKey, orderKey2, 1 ether);
+
+        vm.warp(60000);
+        snapStart("TWAMM executTWAMMOrders singleSell oneForZero 2 intervals");
+        twamm.executeTWAMMOrders(poolKey);
+        snapEnd();
+    }
+
     function testTWAMMEndToEndSimSymmetricalOrderPools() public {
         uint256 orderAmount = 1e18;
         ITWAMM.OrderKey memory orderKey1 = ITWAMM.OrderKey(address(this), 30000, true);