Fix rounding of 2CLP pools #1193
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jubeira
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Dec 19, 2024
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Nice, thanks @joaobrunoah !
I don't agree with the changes for computeBalance, but otherwise makes sense!
Co-authored-by: Juan Ignacio Ubeira <[email protected]>
jubeira
reviewed
Dec 19, 2024
jubeira
reviewed
Dec 20, 2024
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| uint256 currentInvariant = Gyro2CLPMath.calculateInvariant( | ||
| balances, | ||
| sqrtAlpha, | ||
| sqrtBeta, | ||
| kind == SwapKind.EXACT_IN ? Rounding.ROUND_DOWN : Rounding.ROUND_UP | ||
| ); |
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The virtual parameters are always proportional to the invariant, and we're rounding one of them up and the other one down.
Technically we should send an invariant rounded down to the virtual parameter that we round down, and an invariant rounded up to the parameter that we're rounding up.
I'm not sure it's really worth it though, as you'd need to compute two different invariants. This is only used for swaps, so rounding is not as impactful as with joins / exits.
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| // virtualBalanceIn is always rounded up, because: | ||
| // * If swap is EXACT_IN: a bigger virtualBalanceIn leads to a lower amount out; | ||
| // * If swap is EXACT_OUT: a bigger virtualBalanceIn leads to a bigger amount in; | ||
| // virtualBalanceOut is always rounded down, because: | ||
| // * If swap is EXACT_IN: a lower virtualBalanceOut leads to a lower amount out; | ||
| // * If swap is EXACT_OUT: a lower virtualBalanceOut leads to a bigger amount in; |
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Description
Certora found some rounding issues related to some functions of 2-CLP pool:
calculateQuadratic(), fromGyro2CLPMath.sol, was not rounded properly.Type of change
Checklist:
main, or there's a description of how to merge