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Fix calculation for Trade.minimumAmountOut #44

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Fix calculation for Trade.minimumAmountOut #44

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90b7394
fix: incorrect calculation for the Trade.minimumAmountOut()
May 14, 2023
c13cf06
1.4.1
May 14, 2023
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2 changes: 1 addition & 1 deletion package.json
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
{
"name": "@uniswap/router-sdk",
"version": "1.4.0",
"version": "1.4.1",
"description": "An sdk for routing swaps using Uniswap v2 and Uniswap v3.",
"publishConfig": {
"access": "public"
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40 changes: 20 additions & 20 deletions src/entities/trade.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -830,31 +830,29 @@ describe('Trade', () => {
expect(() => exactInV3.worstExecutionPrice(new Percent(-1, 100))).toThrow('SLIPPAGE_TOLERANCE')
expect(() => exactInMixed.worstExecutionPrice(new Percent(-1, 100))).toThrow('SLIPPAGE_TOLERANCE')
})
it('throws if greater than 100%', () => {
expect(() => exactInV3.worstExecutionPrice(new Percent(200, 100))).toThrow('SLIPPAGE_TOLERANCE')
expect(() => exactInMixed.worstExecutionPrice(new Percent(200, 100))).toThrow('SLIPPAGE_TOLERANCE')
})
it('returns exact if 0', () => {
expect(exactInV3.worstExecutionPrice(new Percent(0, 100))).toEqual(exactInV3.executionPrice)
expect(exactInMixed.worstExecutionPrice(new Percent(0, 100))).toEqual(exactInV3.executionPrice)
})
it('returns exact if nonzero', () => {
expect(exactInV3.worstExecutionPrice(new Percent(0, 100))).toEqual(new Price(token0, token2, 100, 69))
expect(exactInV3.worstExecutionPrice(new Percent(5, 100))).toEqual(new Price(token0, token2, 100, 65))
expect(exactInV3.worstExecutionPrice(new Percent(200, 100))).toEqual(new Price(token0, token2, 100, 23))
expect(exactInMixed.worstExecutionPrice(new Percent(0, 100))).toEqual(new Price(token0, token2, 100, 69))
expect(exactInMixed.worstExecutionPrice(new Percent(5, 100))).toEqual(new Price(token0, token2, 100, 65))
expect(exactInMixed.worstExecutionPrice(new Percent(200, 100))).toEqual(new Price(token0, token2, 100, 23))
})
it('returns exact if nonzero with multiple routes', () => {
expect(exactInMultiRoute.worstExecutionPrice(new Percent(0, 100))).toEqual(new Price(token0, token2, 100, 69))
expect(exactInMultiRoute.worstExecutionPrice(new Percent(5, 100))).toEqual(new Price(token0, token2, 100, 65))
expect(exactInMultiRoute.worstExecutionPrice(new Percent(200, 100))).toEqual(new Price(token0, token2, 100, 23))
expect(exactInMultiMixedRoute.worstExecutionPrice(new Percent(0, 100))).toEqual(
new Price(token0, token2, 100, 69)
)
expect(exactInMultiMixedRoute.worstExecutionPrice(new Percent(5, 100))).toEqual(
new Price(token0, token2, 100, 65)
)
expect(exactInMultiMixedRoute.worstExecutionPrice(new Percent(200, 100))).toEqual(
new Price(token0, token2, 100, 23)
)
})
})

Expand Down Expand Up @@ -894,6 +892,9 @@ describe('Trade', () => {
it('throws if less than 0', () => {
expect(() => exactOut.worstExecutionPrice(new Percent(-1, 100))).toThrow('SLIPPAGE_TOLERANCE')
})
it('throws if greater than 100%', () => {
expect(() => exactOut.worstExecutionPrice(new Percent(200, 100))).toThrow('SLIPPAGE_TOLERANCE')
})
it('returns exact if 0', () => {
expect(exactOut.worstExecutionPrice(new Percent(0, 100))).toEqual(exactOut.executionPrice)
})
Expand All @@ -904,9 +905,6 @@ describe('Trade', () => {
expect(
exactOut.worstExecutionPrice(new Percent(5, 100)).equalTo(new Price(token0, token2, 163, 100))
).toBeTruthy()
expect(
exactOut.worstExecutionPrice(new Percent(200, 100)).equalTo(new Price(token0, token2, 468, 100))
).toBeTruthy()
})
it('returns exact if nonzero with multiple routes', () => {
expect(
Expand All @@ -915,9 +913,6 @@ describe('Trade', () => {
expect(
exactOutMultiRoute.worstExecutionPrice(new Percent(5, 100)).equalTo(new Price(token0, token2, 163, 100))
).toBeTruthy()
expect(
exactOutMultiRoute.worstExecutionPrice(new Percent(200, 100)).equalTo(new Price(token0, token2, 468, 100))
).toBeTruthy()
})
})

Expand Down Expand Up @@ -952,13 +947,15 @@ describe('Trade', () => {
it('throws if less than 0', () => {
expect(() => exactIn.worstExecutionPrice(new Percent(-1, 100))).toThrow('SLIPPAGE_TOLERANCE')
})
it('throws if greater than 100%', () => {
expect(() => exactIn.worstExecutionPrice(new Percent(200, 100))).toThrow('SLIPPAGE_TOLERANCE')
})
it('returns exact if 0', () => {
expect(exactIn.worstExecutionPrice(new Percent(0, 100))).toEqual(exactIn.executionPrice)
})
it('returns exact if nonzero', () => {
expect(exactIn.worstExecutionPrice(new Percent(0, 100))).toEqual(new Price(token0, token2, 350, 250))
expect(exactIn.worstExecutionPrice(new Percent(5, 100))).toEqual(new Price(token0, token2, 350, 238))
expect(exactIn.worstExecutionPrice(new Percent(200, 100))).toEqual(new Price(token0, token2, 350, 83))
expect(exactIn.worstExecutionPrice(new Percent(5, 100))).toEqual(new Price(token0, token2, 350, 237))
})
})

Expand All @@ -985,13 +982,15 @@ describe('Trade', () => {
it('throws if less than 0', () => {
expect(() => exactIn.worstExecutionPrice(new Percent(-1, 100))).toThrow('SLIPPAGE_TOLERANCE')
})
it('throws if greater than 100%', () => {
expect(() => exactIn.worstExecutionPrice(new Percent(200, 100))).toThrow('SLIPPAGE_TOLERANCE')
})
it('returns exact if 0', () => {
expect(exactIn.worstExecutionPrice(new Percent(0, 100))).toEqual(exactIn.executionPrice)
})
it('returns exact if nonzero', () => {
expect(exactIn.worstExecutionPrice(new Percent(0, 100))).toEqual(new Price(token0, token2, 256, 200))
expect(exactIn.worstExecutionPrice(new Percent(5, 100))).toEqual(new Price(token0, token2, 256, 190))
expect(exactIn.worstExecutionPrice(new Percent(200, 100))).toEqual(new Price(token0, token2, 256, 66))
})
})

Expand All @@ -1018,13 +1017,15 @@ describe('Trade', () => {
it('throws if less than 0', () => {
expect(() => exactOut.worstExecutionPrice(new Percent(-1, 100))).toThrow('SLIPPAGE_TOLERANCE')
})
it('throws if greater than 100%', () => {
expect(() => exactOut.worstExecutionPrice(new Percent(200, 100))).toThrow('SLIPPAGE_TOLERANCE')
})
it('returns exact if 0', () => {
expect(exactOut.worstExecutionPrice(new Percent(0, 100))).toEqual(exactOut.executionPrice)
})
it('returns exact if nonzero', () => {
expect(exactOut.worstExecutionPrice(new Percent(0, 100))).toEqual(new Price(token0, token2, 256, 200))
expect(exactOut.worstExecutionPrice(new Percent(5, 100))).toEqual(new Price(token0, token2, 268, 200))
expect(exactOut.worstExecutionPrice(new Percent(200, 100))).toEqual(new Price(token0, token2, 768, 200))
})
})
})
Expand All @@ -1049,7 +1050,9 @@ describe('Trade', () => {
it('throws if less than 0', () => {
expect(() => trade.minimumAmountOut(new Percent(JSBI.BigInt(-1), 100))).toThrow('SLIPPAGE_TOLERANCE')
})

it('throws if greater than 100%', () => {
expect(() => trade.minimumAmountOut(new Percent(JSBI.BigInt(-1), 100))).toThrow('SLIPPAGE_TOLERANCE')
})
it('returns exact if 0', () => {
expect(trade.minimumAmountOut(new Percent(JSBI.BigInt(0), 100))).toEqual(trade.outputAmount)
})
Expand All @@ -1058,9 +1061,6 @@ describe('Trade', () => {
expect(trade.minimumAmountOut(new Percent(JSBI.BigInt(5), 100))).toEqual(
CurrencyAmount.fromRawAmount(token1, 285) // 300 * 0.95
)
expect(trade.minimumAmountOut(new Percent(JSBI.BigInt(200), 100))).toEqual(
CurrencyAmount.fromRawAmount(token1, 100)
)
})

describe('tradeType = EXACT_OUTPUT', () => {
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8 changes: 3 additions & 5 deletions src/entities/trade.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -189,14 +189,12 @@ export class Trade<TInput extends Currency, TOutput extends Currency, TTradeType
* @returns The amount out
*/
public minimumAmountOut(slippageTolerance: Percent, amountOut = this.outputAmount): CurrencyAmount<TOutput> {
invariant(!slippageTolerance.lessThan(ZERO), 'SLIPPAGE_TOLERANCE')
invariant(!(slippageTolerance.lessThan(ZERO) || slippageTolerance.greaterThan(ONE)), 'SLIPPAGE_TOLERANCE')
if (this.tradeType === TradeType.EXACT_OUTPUT) {
return amountOut
} else {
const slippageAdjustedAmountOut = new Fraction(ONE)
.add(slippageTolerance)
.invert()
.multiply(amountOut.quotient).quotient
const slippageAdjustedAmountOut = new Fraction(ONE).subtract(slippageTolerance).multiply(amountOut).quotient

return CurrencyAmount.fromRawAmount(amountOut.currency, slippageAdjustedAmountOut)
}
}
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