Merge branch 'main' into add-logs

.prettierrc.json

@@ -15,6 +15,14 @@
         "compiler": "0.8.24"
       }
     },
+    {
+      "files": "**/pool-gyro/**/*.sol",
+      "options": {
+        "singleQuote": false,
+        "tabWidth": 4,
+        "compiler": "0.8.27"
+      }
+    },
     {
       "files": "*.md",
       "options": {

audits/README.md

@@ -11,7 +11,7 @@ The audits have been conducted before the [Cantina contest](https://cantina.xyz/
 | Scope                             | Firm          | Report                                               |
 | --------------------------------- | ------------- | ---------------------------------------------------- |
 | Vault, Weighted Pool, Stable Pool | Certora       | [`2024-09-04`](./certora/2024-09-04.pdf)             |
-| Vault, Weighted Pool, Stable Pool | Trail Of Bits | [`2024-10-08`](./trail-of-bits/2024-10-08.pdf)       |
+| Vault, Weighted Pool, Stable Pool | Trail Of Bits | [`2024-12-11`](./trail-of-bits/2024-12-11.pdf)       |
 | Vault, Weighted Pool, Stable Pool | Spearbit*     | [`2024-10-04`](./spearbit/2024-10-04.pdf)            |
 
 ## Addenda

pkg/interfaces/contracts/pool-gyro/IGyroECLPPool.sol

@@ -0,0 +1,76 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+
+pragma solidity ^0.8.24;
+
+import { IBasePool } from "../vault/IBasePool.sol";
+
+interface IGyroECLPPool is IBasePool {
+    event ECLPParamsValidated(bool paramsValidated);
+    event ECLPDerivedParamsValidated(bool derivedParamsValidated);
+
+    /**
+     * @notice Gyro ECLP pool configuration.
+     * @param name Pool name
+     * @param symbol Pool symbol
+     * @param eclpParams Parameters to configure the E-CLP pool, with 18 decimals
+     * @param derivedEclpParams Parameters calculated off-chain based on eclpParams. 38 decimals for higher precision
+     */
+    struct GyroECLPPoolParams {
+        string name;
+        string symbol;
+        EclpParams eclpParams;
+        DerivedEclpParams derivedEclpParams;
+    }
+
+    /**
+     * @notice Struct containing parameters to build the ellipse which describes the pricing curve of an E-CLP pool.
+     * @dev Note that all values are positive and could consist of uint's. However, this would require converting to
+     * int numerous times because of int operations, so we store them as int to simplify the code.
+     *
+     * @param alpha Lower price limit. alpha > 0
+     * @param beta Upper price limit. beta > alpha > 0
+     * @param c `c = cos(-phi) >= 0`, rounded to 18 decimals. Phi is the rotation angle of the ellipse
+     * @param s `s = sin(-phi) >= 0`, rounded to 18 decimals. Phi is the rotation angle of the ellipse
+     * @param lambda Stretching factor, lambda >= 1. When lambda == 1, we have a perfect circle
+     */
+    struct EclpParams {
+        int256 alpha;
+        int256 beta;
+        int256 c;
+        int256 s;
+        // Invariant: c^2 + s^2 == 1, i.e., the point (c, s) is normalized.
+        // Due to rounding, this may not be 1. The term dSq in DerivedParams corrects for this in extra precision
+        int256 lambda;
+    }
+
+    /**
+     * @notice Struct containing parameters calculated based on EclpParams, off-chain.
+     * @dev All these parameters can be calculated using the EclpParams, but they're calculated off-chain to save gas
+     * and increase the precision. Therefore, the numbers are stored with 38 decimals precision. Please refer to
+     * https://docs.gyro.finance/gyroscope-protocol/technical-documents, document "E-CLP high-precision
+     * calculations.pdf", for further explanations on how to obtain the parameters below.
+     *
+     * @param tauAlpha
+     * @param tauBeta
+     * @param u from (A chi)_y = lambda * u + v
+     * @param v from (A chi)_y = lambda * u + v
+     * @param w from (A chi)_x = w / lambda + z
+     * @param z from (A chi)_x = w / lambda + z
+     * @param dSq error in c^2 + s^2 = dSq, used to correct errors in c, s, tau, u,v,w,z calculations
+     */
+    struct DerivedEclpParams {
+        Vector2 tauAlpha;
+        Vector2 tauBeta;
+        int256 u;
+        int256 v;
+        int256 w;
+        int256 z;
+        int256 dSq;
+    }
+
+    /// @notice Struct containing a 2D vector.
+    struct Vector2 {
+        int256 x;
+        int256 y;
+    }
+}

pkg/pool-gyro/contracts/Gyro2CLPPool.sol

@@ -40,7 +40,10 @@ contract Gyro2CLPPool is IGyro2CLPPool, BalancerPoolToken {
     }
 
     /// @inheritdoc IBasePool
-    function computeInvariant(uint256[] memory balancesLiveScaled18, Rounding rounding) public view returns (uint256) {
+    function computeInvariant(
+        uint256[] memory balancesLiveScaled18,
+        Rounding rounding
+    ) external view returns (uint256) {
         (uint256 sqrtAlpha, uint256 sqrtBeta) = _getSqrtAlphaAndBeta();
 
         return Gyro2CLPMath.calculateInvariant(balancesLiveScaled18, sqrtAlpha, sqrtBeta, rounding);
@@ -102,7 +105,7 @@ contract Gyro2CLPPool is IGyro2CLPPool, BalancerPoolToken {
     }
 
     /// @inheritdoc IBasePool
-    function onSwap(PoolSwapParams calldata request) public view onlyVault returns (uint256) {
+    function onSwap(PoolSwapParams calldata request) external view onlyVault returns (uint256) {
         bool tokenInIsToken0 = request.indexIn == 0;
         uint256 balanceTokenInScaled18 = request.balancesScaled18[request.indexIn];
         uint256 balanceTokenOutScaled18 = request.balancesScaled18[request.indexOut];

pkg/pool-gyro/contracts/GyroECLPPool.sol

@@ -0,0 +1,229 @@
+// SPDX-License-Identifier: LicenseRef-Gyro-1.0
+// for information on licensing please see the README in the GitHub repository
+// <https://github.com/gyrostable/concentrated-lps>.
+
+pragma solidity ^0.8.27;
+
+import { SafeCast } from "@openzeppelin/contracts/utils/math/SafeCast.sol";
+import { IERC20 } from "@openzeppelin/contracts/token/ERC20/IERC20.sol";
+
+import { IVault } from "@balancer-labs/v3-interfaces/contracts/vault/IVault.sol";
+import { IBasePool } from "@balancer-labs/v3-interfaces/contracts/vault/IBasePool.sol";
+import { IGyroECLPPool } from "@balancer-labs/v3-interfaces/contracts/pool-gyro/IGyroECLPPool.sol";
+import { ISwapFeePercentageBounds } from "@balancer-labs/v3-interfaces/contracts/vault/ISwapFeePercentageBounds.sol";
+import {
+    IUnbalancedLiquidityInvariantRatioBounds
+} from "@balancer-labs/v3-interfaces/contracts/vault/IUnbalancedLiquidityInvariantRatioBounds.sol";
+import { PoolSwapParams, Rounding, SwapKind } from "@balancer-labs/v3-interfaces/contracts/vault/VaultTypes.sol";
+
+import { FixedPoint } from "@balancer-labs/v3-solidity-utils/contracts/math/FixedPoint.sol";
+
+import { BalancerPoolToken } from "@balancer-labs/v3-vault/contracts/BalancerPoolToken.sol";
+
+import { GyroECLPMath } from "./lib/GyroECLPMath.sol";
+
+/**
+ * @notice Standard Gyro E-CLP Pool, with fixed E-CLP parameters.
+ * @dev Gyroscope's E-CLPs are AMMs where trading takes place along part of an ellipse curve. A given E-CLP is
+ * parameterized by the pricing range [α,β], the inclination angle `phi` and stretching parameter `lambda`. For more
+ * information, please refer to https://docs.gyro.finance/gyroscope-protocol/concentrated-liquidity-pools/e-clps.
+ */
+contract GyroECLPPool is IGyroECLPPool, BalancerPoolToken {
+    using FixedPoint for uint256;
+    using SafeCast for *;
+
+    bytes32 private constant _POOL_TYPE = "ECLP";
+
+    /// @dev Parameters of the ECLP pool
+    int256 internal immutable _paramsAlpha;
+    int256 internal immutable _paramsBeta;
+    int256 internal immutable _paramsC;
+    int256 internal immutable _paramsS;
+    int256 internal immutable _paramsLambda;
+
+    /**
+     * @dev Derived Parameters of the E-CLP pool, calculated off-chain based on the parameters above. 38 decimals
+     * precision.
+     */
+    int256 internal immutable _tauAlphaX;
+    int256 internal immutable _tauAlphaY;
+    int256 internal immutable _tauBetaX;
+    int256 internal immutable _tauBetaY;
+    int256 internal immutable _u;
+    int256 internal immutable _v;
+    int256 internal immutable _w;
+    int256 internal immutable _z;
+    int256 internal immutable _dSq;
+
+    constructor(GyroECLPPoolParams memory params, IVault vault) BalancerPoolToken(vault, params.name, params.symbol) {
+        GyroECLPMath.validateParams(params.eclpParams);
+        emit ECLPParamsValidated(true);
+
+        GyroECLPMath.validateDerivedParamsLimits(params.eclpParams, params.derivedEclpParams);
+        emit ECLPDerivedParamsValidated(true);
+
+        (_paramsAlpha, _paramsBeta, _paramsC, _paramsS, _paramsLambda) = (
+            params.eclpParams.alpha,
+            params.eclpParams.beta,
+            params.eclpParams.c,
+            params.eclpParams.s,
+            params.eclpParams.lambda
+        );
+
+        (_tauAlphaX, _tauAlphaY, _tauBetaX, _tauBetaY, _u, _v, _w, _z, _dSq) = (
+            params.derivedEclpParams.tauAlpha.x,
+            params.derivedEclpParams.tauAlpha.y,
+            params.derivedEclpParams.tauBeta.x,
+            params.derivedEclpParams.tauBeta.y,
+            params.derivedEclpParams.u,
+            params.derivedEclpParams.v,
+            params.derivedEclpParams.w,
+            params.derivedEclpParams.z,
+            params.derivedEclpParams.dSq
+        );
+    }
+
+    /// @inheritdoc IBasePool
+    function computeInvariant(
+        uint256[] memory balancesLiveScaled18,
+        Rounding rounding
+    ) external view returns (uint256) {
+        (EclpParams memory eclpParams, DerivedEclpParams memory derivedECLPParams) = _reconstructECLPParams();
+
+        (int256 currentInvariant, int256 invErr) = GyroECLPMath.calculateInvariantWithError(
+            balancesLiveScaled18,
+            eclpParams,
+            derivedECLPParams
+        );
+
+        if (rounding == Rounding.ROUND_DOWN) {
+            return (currentInvariant - invErr).toUint256();
+        } else {
+            return (currentInvariant + invErr).toUint256();
+        }
+    }
+
+    /// @inheritdoc IBasePool
+    function computeBalance(
+        uint256[] memory balancesLiveScaled18,
+        uint256 tokenInIndex,
+        uint256 invariantRatio
+    ) external view returns (uint256 newBalance) {
+        (EclpParams memory eclpParams, DerivedEclpParams memory derivedECLPParams) = _reconstructECLPParams();
+
+        Vector2 memory invariant;
+        {
+            (int256 currentInvariant, int256 invErr) = GyroECLPMath.calculateInvariantWithError(
+                balancesLiveScaled18,
+                eclpParams,
+                derivedECLPParams
+            );
+
+            // The invariant vector contains the rounded up and rounded down invariant. Both are needed when computing
+            // the virtual offsets. Depending on tauAlpha and tauBeta values, we want to use the invariant rounded up
+            // or rounded down to make sure we're conservative in the output.
+            invariant = Vector2(
+                (currentInvariant + invErr).toUint256().mulUp(invariantRatio).toInt256(),
+                (currentInvariant - invErr).toUint256().mulUp(invariantRatio).toInt256()
+            );
+
+            // Edge case check. Should never happen except for insane tokens. If this is hit, actually adding the
+            // tokens would lead to a revert or (if it went through) a deadlock downstream, so we catch it here.
+            require(invariant.x <= GyroECLPMath._MAX_INVARIANT, GyroECLPMath.MaxInvariantExceeded());
+        }
+
+        if (tokenInIndex == 0) {
+            return
+                GyroECLPMath
+                    .calcXGivenY(balancesLiveScaled18[1].toInt256(), eclpParams, derivedECLPParams, invariant)
+                    .toUint256();
+        } else {
+            return
+                GyroECLPMath
+                    .calcYGivenX(balancesLiveScaled18[0].toInt256(), eclpParams, derivedECLPParams, invariant)
+                    .toUint256();
+        }
+    }
+
+    /// @inheritdoc IBasePool
+    function onSwap(PoolSwapParams memory request) external view onlyVault returns (uint256) {
+        // The Vault already checks that index in != index out.
+        bool tokenInIsToken0 = request.indexIn == 0;
+
+        (EclpParams memory eclpParams, DerivedEclpParams memory derivedECLPParams) = _reconstructECLPParams();
+        Vector2 memory invariant;
+        {
+            (int256 currentInvariant, int256 invErr) = GyroECLPMath.calculateInvariantWithError(
+                request.balancesScaled18,
+                eclpParams,
+                derivedECLPParams
+            );
+            // invariant = overestimate in x-component, underestimate in y-component
+            // No overflow in `+` due to constraints to the different values enforced in GyroECLPMath.
+            invariant = Vector2(currentInvariant + 2 * invErr, currentInvariant);
+        }
+
+        if (request.kind == SwapKind.EXACT_IN) {
+            uint256 amountOutScaled18 = GyroECLPMath.calcOutGivenIn(
+                request.balancesScaled18,
+                request.amountGivenScaled18,
+                tokenInIsToken0,
+                eclpParams,
+                derivedECLPParams,
+                invariant
+            );
+
+            return amountOutScaled18;
+        } else {
+            uint256 amountInScaled18 = GyroECLPMath.calcInGivenOut(
+                request.balancesScaled18,
+                request.amountGivenScaled18,
+                tokenInIsToken0,
+                eclpParams,
+                derivedECLPParams,
+                invariant
+            );
+
+            return amountInScaled18;
+        }
+    }
+
+    /** @dev reconstructs ECLP params structs from immutable arrays */
+    function _reconstructECLPParams() private view returns (EclpParams memory params, DerivedEclpParams memory d) {
+        (params.alpha, params.beta, params.c, params.s, params.lambda) = (
+            _paramsAlpha,
+            _paramsBeta,
+            _paramsC,
+            _paramsS,
+            _paramsLambda
+        );
+        (d.tauAlpha.x, d.tauAlpha.y, d.tauBeta.x, d.tauBeta.y) = (_tauAlphaX, _tauAlphaY, _tauBetaX, _tauBetaY);
+        (d.u, d.v, d.w, d.z, d.dSq) = (_u, _v, _w, _z, _dSq);
+    }
+
+    function getECLPParams() external view returns (EclpParams memory params, DerivedEclpParams memory d) {
+        return _reconstructECLPParams();
+    }
+
+    /// @inheritdoc ISwapFeePercentageBounds
+    function getMinimumSwapFeePercentage() external pure returns (uint256) {
+        // Liquidity Approximation tests shows that add/remove liquidity combinations are more profitable than a swap
+        // if the swap fee percentage is 0%, which is not desirable. So, a minimum percentage must be enforced.
+        return 1e12; // 0.000001%
+    }
+
+    /// @inheritdoc ISwapFeePercentageBounds
+    function getMaximumSwapFeePercentage() external pure returns (uint256) {
+        return 1e18; // 100%
+    }
+
+    /// @inheritdoc IUnbalancedLiquidityInvariantRatioBounds
+    function getMinimumInvariantRatio() external pure returns (uint256) {
+        return GyroECLPMath.MIN_INVARIANT_RATIO;
+    }
+
+    /// @inheritdoc IUnbalancedLiquidityInvariantRatioBounds
+    function getMaximumInvariantRatio() external pure returns (uint256) {
+        return GyroECLPMath.MAX_INVARIANT_RATIO;
+    }
+}