Replaces next reserves by deltas in swap functions
#42
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clemlak
added
🧹 improvement
Alexangelj
reviewed
Mar 7, 2024
Comment on lines
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| int256 a = Gaussian.ppf(int256(rX.divWadDown(L))); | ||
| int256 b = | ||
| Gaussian.ppf(int256(rY.divWadDown(L.mulWadDown(params.mean)))); | ||
| return a + b + int256(params.width); | ||
| } |
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This will make it too difficult to do the arb loop since invalid inputs will cause reverts instead of return values, why was it changed? If rx / L is truncated to 0 it will cause ppf to revert.
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| function _computeDeltaXGivenDeltaL( | ||
| uint256 deltaLiquidity, | ||
| IDFMM.Pool calldata pool, | ||
| bytes memory | ||
| ) internal pure override returns (uint256) { | ||
| return pool.reserveX.mulWadDown( | ||
| deltaLiquidity.divWadDown(pool.totalLiquidity) | ||
| ); | ||
| } | ||
|
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| function _computeDeltaYGivenDeltaL( | ||
| uint256 deltaLiquidity, | ||
| IDFMM.Pool calldata pool, | ||
| bytes memory | ||
| ) internal pure override returns (uint256) { | ||
| return pool.reserveY.mulWadDown( | ||
| deltaLiquidity.divWadDown(pool.totalLiquidity) | ||
| ); | ||
| } | ||
| } |
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These functions use the same rounding direction for both allocate and deallocate, which means we can take advantage of the rounding direction and potentially take more out than we put in
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This PR refactors the
swapfunctions of DFMM and strategy contracts to use deltas instead of reserves.