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TWAMM: fix single sell liquidity calc #410

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merged 4 commits into from
Dec 5, 2024
Merged

TWAMM: fix single sell liquidity calc #410

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d9e909c
fix single sell formula
ewilz Dec 5, 2024
2b1a7dd
forge fmt
ewilz Dec 5, 2024
75f4234
update gas
ewilz Dec 5, 2024
7ff47ff
delete commented code
ewilz Dec 5, 2024
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2 changes: 1 addition & 1 deletion .forge-snapshots/FullRangeFirstSwap.snap
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2 changes: 1 addition & 1 deletion .forge-snapshots/FullRangeInitialize.snap
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2 changes: 1 addition & 1 deletion .forge-snapshots/FullRangeRemoveLiquidity.snap
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2 changes: 1 addition & 1 deletion .forge-snapshots/FullRangeRemoveLiquidityAndRebalance.snap
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2 changes: 1 addition & 1 deletion .forge-snapshots/FullRangeSecondSwap.snap
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2 changes: 1 addition & 1 deletion .forge-snapshots/FullRangeSwap.snap
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2 changes: 1 addition & 1 deletion .forge-snapshots/TWAMM executTWAMMOrders 1 interval.snap
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2 changes: 1 addition & 1 deletion .forge-snapshots/TWAMM executTWAMMOrders 2 intervals.snap
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2 changes: 1 addition & 1 deletion .forge-snapshots/TWAMM executTWAMMOrders 3 intervals.snap
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2 changes: 1 addition & 1 deletion .forge-snapshots/TWAMM executTWAMMOrders singleSell 1 interval.snap
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2 changes: 1 addition & 1 deletion .forge-snapshots/TWAMM executTWAMMOrders singleSell 2 intervals.snap
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1 change: 1 addition & 0 deletions .forge-snapshots/TWAMM executTWAMMOrders singleSell oneForZero 1 interval.snap
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1 change: 1 addition & 0 deletions .forge-snapshots/TWAMM executTWAMMOrders singleSell oneForZero 2 intervals.snap
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6 changes: 3 additions & 3 deletions contracts/hooks/examples/TWAMM.sol
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Expand Up @@ -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;
Expand Down Expand Up @@ -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 {
Expand Down
36 changes: 34 additions & 2 deletions test/TWAMM.t.sol
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Expand Up @@ -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);
Expand All @@ -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);

Expand All @@ -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);
Expand Down
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