fix: Use proper scaling for maxSwaps.

balancer · Jul 12, 2024 · 9c80ee1 · 9c80ee1
1 parent 56044ce
commit 9c80ee1
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Showing 5 changed files with 18 additions and 10 deletions.
diff --git a/typescript/src/stable/stablePool.ts b/typescript/src/stable/stablePool.ts
@@ -28,13 +28,14 @@ export class Stable implements PoolBase {
             indexIn,
             indexOut,
             tokenRates,
+            scalingFactors
         } = maxSwapParams;
         if (swapKind === SwapKind.GivenIn)
-            return MathSol.mulDownFixed(
+            return MathSol.divDownFixed(MathSol.mulDownFixed(
                 balancesLiveScaled18[indexOut],
                 MathSol.divDownFixed(tokenRates[indexOut], tokenRates[indexIn]),
-            );
-        return balancesLiveScaled18[indexOut];
+            ), scalingFactors[indexIn]);
+        return MathSol.divDownFixed(balancesLiveScaled18[indexOut], scalingFactors[indexOut]);
     }
 
     onSwap(swapParams: SwapParams): bigint {

diff --git a/typescript/src/vault/types.ts b/typescript/src/vault/types.ts
@@ -18,6 +18,7 @@ export type MaxSwapParams = {
     swapKind: SwapKind;
     balancesLiveScaled18: bigint[];
     tokenRates: bigint[];
+    scalingFactors: bigint[];
     indexIn: number;
     indexOut: number;
 };

diff --git a/typescript/src/weighted/weightedPool.ts b/typescript/src/weighted/weightedPool.ts
@@ -26,14 +26,14 @@ export class Weighted implements PoolBase {
 
     getMaxSwapAmount(swapParams: MaxSwapParams): bigint {
         if (swapParams.swapKind === SwapKind.GivenIn)
-            return MathSol.mulDownFixed(
+            return MathSol.divDownFixed(MathSol.mulDownFixed(
                 swapParams.balancesLiveScaled18[swapParams.indexIn],
                 this._MAX_IN_RATIO,
-            );
-        return MathSol.mulDownFixed(
+            ), swapParams.scalingFactors[swapParams.indexIn]);
+        return MathSol.divDownFixed(MathSol.mulDownFixed(
             swapParams.balancesLiveScaled18[swapParams.indexOut],
             this._MAX_OUT_RATIO,
-        );
+        ), swapParams.scalingFactors[swapParams.indexOut]);
     }
 
     onSwap(swapParams: SwapParams): bigint {

diff --git a/typescript/test/stablePool.test.ts b/typescript/test/stablePool.test.ts
@@ -17,11 +17,12 @@ describe('stable pool', () => {
                         40000000000000000000n,
                     ],
                     tokenRates: [1000000000000000000n, 1000000000000000000n],
+                    scalingFactors: [1000000000000000000000000000000n, 1000000000000000000n],
                     indexIn: 0,
                     indexOut: 1,
                 };
                 const maxSwapAmount = pool.getMaxSwapAmount(swapParams);
-                expect(maxSwapAmount).to.eq(40000000000000000000n);
+                expect(maxSwapAmount).to.eq(40000000n);
             });
             test('exact out', () => {
                 const swapParams = {
@@ -32,6 +33,7 @@ describe('stable pool', () => {
                         40000000000000000000n,
                     ],
                     tokenRates: [1000000000000000000n, 1000000000000000000n],
+                    scalingFactors: [1000000000000000000000000000000n, 1000000000000000000n],
                     indexIn: 0,
                     indexOut: 1,
                 };
@@ -49,6 +51,7 @@ describe('stable pool', () => {
                         40000000000000000000n,
                     ],
                     tokenRates: [2000000000000000000n, 4000000000000000000n],
+                    scalingFactors: [1000000000000000000n, 1000000000000000000000000000000n],
                     indexIn: 0,
                     indexOut: 1,
                 };
@@ -64,11 +67,12 @@ describe('stable pool', () => {
                         40000000000000000000n,
                     ],
                     tokenRates: [2000000000000000000n, 4000000000000000000n],
+                    scalingFactors: [1000000000000000000n, 1000000000000000000000000000000n],
                     indexIn: 0,
                     indexOut: 1,
                 };
                 const maxSwapAmount = pool.getMaxSwapAmount(swapParams);
-                expect(maxSwapAmount).to.eq(40000000000000000000n);
+                expect(maxSwapAmount).to.eq(40000000n);
             });
         });
     });

diff --git a/typescript/test/weightedPool.test.ts b/typescript/test/weightedPool.test.ts
@@ -16,6 +16,7 @@ describe('weighted pool', () => {
                     40000000000000000000n,
                 ],
                 tokenRates: [1000000000000000000n, 1000000000000000000n],
+                scalingFactors: [1000000000000000000n, 1000000000000000000000000000000n],
                 indexIn: 0,
                 indexOut: 1,
             };
@@ -31,11 +32,12 @@ describe('weighted pool', () => {
                     40000000000000000000n,
                 ],
                 tokenRates: [1000000000000000000n, 1000000000000000000n],
+                scalingFactors: [1000000000000000000n, 1000000000000000000000000000000n],
                 indexIn: 0,
                 indexOut: 1,
             };
             const maxSwapAmount = pool.getMaxSwapAmount(swapParams);
-            expect(maxSwapAmount).to.eq(12000000000000000000n);
+            expect(maxSwapAmount).to.eq(12000000n);
         });
     });
 });