fix: underflow problem for price reduction case

reservoir-labs · Mar 17, 2024 · b9f04bf · b9f04bf
1 parent 5daf20d
commit b9f04bf
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Showing 4 changed files with 29 additions and 22 deletions.
diff --git a/script/optimized-deployer-meta b/script/optimized-deployer-meta
@@ -1,6 +1,6 @@
 {
-  "constant_product_hash": "0x7b0f16c5cf2f4e78c4f697bfefb1365008f8865aaaa942f46ced4e0dea45c42a",
-  "factory_hash": "0xab6a26d7fb7b6df7e81d9f9354f8b767b5ac11b732f1b3f2e9d6e5b69a7d0754",
-  "oracle_caller_hash": "0x0d71d4a05b676bfbccd00e8422375c347a056fb93cc502cc962d5e6912213b04",
-  "stable_hash": "0xc5b9d3031f577510c547b9465241780111ad9d25a80dbe2292d1dc4290d9cd5a"
+  "constant_product_hash": "0x6bb54a3a2e0eef36a4ee1866eee21dc514fac57496141ce405f9af4e37f34941",
+  "factory_hash": "0x5d635090575f999ee44232af44309f6053dc93b7844bfdd90ee7a7919a4d363c",
+  "oracle_caller_hash": "0x529da7083c2ffd40e327dd40a4ae6f796de1561a0191b323d0cbfab827fab3b7",
+  "stable_hash": "0x51e93a48df3616a3e56c131684d126d7d3ddcd8911d5b807a773aca3a576439e"
 }
diff --git a/src/ReservoirDeployer.sol b/src/ReservoirDeployer.sol
@@ -17,12 +17,12 @@ contract ReservoirDeployer {
     uint256 public step = 0;
 
     // Bytecode hashes.
-    bytes32 public constant FACTORY_HASH = bytes32(0xab6a26d7fb7b6df7e81d9f9354f8b767b5ac11b732f1b3f2e9d6e5b69a7d0754);
+    bytes32 public constant FACTORY_HASH = bytes32(0x5d635090575f999ee44232af44309f6053dc93b7844bfdd90ee7a7919a4d363c);
     bytes32 public constant CONSTANT_PRODUCT_HASH =
-        bytes32(0x7b0f16c5cf2f4e78c4f697bfefb1365008f8865aaaa942f46ced4e0dea45c42a);
-    bytes32 public constant STABLE_HASH = bytes32(0xc5b9d3031f577510c547b9465241780111ad9d25a80dbe2292d1dc4290d9cd5a);
+        bytes32(0x6bb54a3a2e0eef36a4ee1866eee21dc514fac57496141ce405f9af4e37f34941);
+    bytes32 public constant STABLE_HASH = bytes32(0x51e93a48df3616a3e56c131684d126d7d3ddcd8911d5b807a773aca3a576439e);
     bytes32 public constant ORACLE_CALLER_HASH =
-        bytes32(0x0d71d4a05b676bfbccd00e8422375c347a056fb93cc502cc962d5e6912213b04);
+        bytes32(0x529da7083c2ffd40e327dd40a4ae6f796de1561a0191b323d0cbfab827fab3b7);
 
     // Deployment addresses.
     GenericFactory public factory;

diff --git a/src/ReservoirPair.sol b/src/ReservoirPair.sol
@@ -518,6 +518,8 @@ abstract contract ReservoirPair is IAssetManagedPair, ReservoirERC20 {
 
     // 100 basis points per second which is 60% per minute
     uint256 internal constant MAX_CHANGE_PER_SEC = 0.01e18;
+    // 10%
+    uint256 internal constant MAX_CHANGE_PER_TRADE = 0.1e18;
     string internal constant MAX_CHANGE_RATE_NAME = "Shared::maxChangeRate";
     string internal constant MAX_CHANGE_PER_TRADE_NAME = "Shared::maxChangePerTrade";
     string internal constant ORACLE_CALLER_NAME = "Shared::oracleCaller";
@@ -547,6 +549,7 @@ abstract contract ReservoirPair is IAssetManagedPair, ReservoirERC20 {
 
     function setClampParams(uint128 aMaxChangeRate, uint128 aMaxChangePerTrade) public onlyFactory {
         require(0 < aMaxChangeRate && aMaxChangeRate <= MAX_CHANGE_PER_SEC, "RP: INVALID_CHANGE_PER_SECOND");
+        require(0 < aMaxChangePerTrade && aMaxChangePerTrade <= MAX_CHANGE_PER_TRADE, "RP: INVALID_CHANGE_PER_TRADE");
 
         emit ClampParamsUpdated(aMaxChangeRate, aMaxChangePerTrade);
         maxChangeRate = aMaxChangeRate;
@@ -582,8 +585,15 @@ abstract contract ReservoirPair is IAssetManagedPair, ReservoirERC20 {
                 rClampedPrice = lRateLimitedPrice.min(lPerTradeLimitedPrice);
                 assert(rClampedPrice < aCurrRawPrice);
             } else {
-                uint256 lRateLimitedPrice = aPrevClampedPrice.fullMulDiv(1e18 - maxChangeRate * aTimeElapsed, 1e18);
-                uint256 lPerTradeLimitedPrice = aPrevClampedPrice.fullMulDiv(1e18 - maxChangePerTrade , 1e18);
+                // make sure that the time elapsed is not too long, else the subtraction from 1e18 will underflow
+                // if the time elapsed is too long, then we only depend on the per trade limited price
+                uint256 lChangeElapsed = maxChangeRate * aTimeElapsed;
+                if (lChangeElapsed > 1e18) {
+                    lChangeElapsed = 1e18;
+                }
+                uint256 lRateLimitedPrice = aPrevClampedPrice.fullMulDiv(1e18 - lChangeElapsed, 1e18);
+                // subtraction will not underflow as maxChangePerTrade is limited by MAX_CHANGE_PER_TRADE
+                uint256 lPerTradeLimitedPrice = aPrevClampedPrice.fullMulDiv(1e18 - maxChangePerTrade, 1e18);
                 rClampedPrice = lRateLimitedPrice.max(lPerTradeLimitedPrice);
                 assert(rClampedPrice > aCurrRawPrice);
             }

diff --git a/test/unit/OracleWriter.t.sol b/test/unit/OracleWriter.t.sol
@@ -414,28 +414,25 @@ contract OracleWriterTest is BaseTest {
     }
 
     function testOracle_OverflowAccPrice(uint32 aNewStartTime) public randomizeStartTime(aNewStartTime) allPairs {
-        // assume
-        vm.assume(aNewStartTime >= 1);
-
         // arrange - make the last observation close to overflowing
-        (,,, uint16 lIndex) = _stablePair.getReserves();
+        (,,, uint16 lIndex) = _pair.getReserves();
+
         _writeObservation(
-            _stablePair, lIndex, 1e3, 1e3, type(int88).max, type(int88).max, uint32(block.timestamp % 2 ** 31)
+            _pair, lIndex, 1e3, 1e3, type(int88).max, type(int88).max, uint32(block.timestamp % 2 ** 31)
         );
-        Observation memory lPrevObs = _oracleCaller.observation(_stablePair, lIndex);
+        Observation memory lPrevObs = _oracleCaller.observation(_pair, lIndex);
 
         // act
         uint256 lAmountToSwap = 5e18;
-        _tokenB.mint(address(_stablePair), lAmountToSwap);
-        _stablePair.swap(-int256(lAmountToSwap), true, address(this), "");
+        _tokenB.mint(address(_pair), lAmountToSwap);
+        _pair.swap(-int256(lAmountToSwap), true, address(this), "");
 
         _stepTime(5);
-        _stablePair.sync();
+        _pair.sync();
 
         // assert - when it overflows it goes from a very positive number to a very negative number
-        (,,, lIndex) = _stablePair.getReserves();
-        Observation memory lCurrObs = _oracleCaller.observation(_stablePair, lIndex);
+        (,,, lIndex) = _pair.getReserves();
+        Observation memory lCurrObs = _oracleCaller.observation(_pair, lIndex);
         assertLt(lCurrObs.logAccRawPrice, lPrevObs.logAccRawPrice);
     }
-
 }