Merge pull request #18 from Ion-Protocol/carson/decimal-testing

Carson/decimal testing

deployment-config/form-lst-testnet-l1-08-30-24.json

@@ -0,0 +1,57 @@
+{
+  "base": "0xee44150250AfF3E6aC25539765F056EDb7F85D7B",
+  "protocolAdmin": "0x0000000000417626Ef34D62C4DC189b021603f2F",
+  "boringVaultAndBaseDecimals": "18",
+  "boringVault": {
+    "boringVaultSalt": "0x1ddd634c506ad203da17ff000000000000000000000000000000000000000013",
+    "boringVaultName": "Form LST",
+    "boringVaultSymbol": "FLST",
+    "address": "0x0000000000000000000000000000000000000000"
+  },
+  "manager": {
+    "managerSalt": "0x30432d4b4ec00003b4a250000000000000000000000000000000000000000013",
+    "address": "0x0000000000000000000000000000000000000000"
+  },
+  "accountant": {
+    "accountantSalt": "0x6a184dbea6f3cc0318679f000000000000000000000000000000000000000013",
+    "payoutAddress": "0x0000000000417626Ef34D62C4DC189b021603f2F",
+    "allowedExchangeRateChangeUpper": "10003",
+    "allowedExchangeRateChangeLower": "9998",
+    "minimumUpdateDelayInSeconds": "3600",
+    "managementFee": "0",
+    "address": "0x0000000000000000000000000000000000000000"
+  },
+  "teller": {
+    "tellerSalt": "0x51f8968749a56d01202c91000000000000000000000000000000000000000013",
+    "maxGasForPeer": 100000,
+    "minGasForPeer": 0,
+    "peerEid": 40270,
+    "tellerContractName": "TellerWithMultiAssetSupport",
+    "opMessenger": "0x58Cc85b8D04EA49cC6DBd3CbFFd00B4B8D6cb3ef",
+    "assets": [],
+    "dvnIfNoDefault": {
+      "required": [
+        "0x589dEDbD617e0CBcB916A9223F4d1300c294236b"
+      ],
+      "optional": [
+        "0x380275805876Ff19055EA900CDb2B46a94ecF20D",
+        "0x8FafAE7Dd957044088b3d0F67359C327c6200d18",
+        "0xa59BA433ac34D2927232918Ef5B2eaAfcF130BA5",
+        "0xe552485d02EDd3067FE7FCbD4dd56BB1D3A998D2"
+      ],
+      "blockConfirmationsRequiredIfNoDefault": 15,
+      "optionalThreshold": 1
+    },
+    "address": "0x0000000000000000000000000000000000000000"
+  },
+  "rolesAuthority": {
+    "rolesAuthoritySalt": "0x66bbc3b3b3000b01466a3a000000000000000000000000000000000000000013",
+    "strategist": "0x0000000000417626Ef34D62C4DC189b021603f2F",
+    "exchangeRateBot": "0x0000000000417626Ef34D62C4DC189b021603f2F",
+    "address": "0x0000000000000000000000000000000000000000"
+  },
+  "decoder": {
+    "decoderSalt": "0x48b53893da2e0b0248268c000000000000000000000000000000000000000013",
+    "address": "0x0000000000000000000000000000000000000000"
+  }
+}

lzConfigCheck.cjs

@@ -113,7 +113,7 @@ async function main() {
 
         const chain2 = findings2.findings[0].chain;
         for (const finding of findings2.findings) {
-            assert(providers1.includes(finding.provider), "Provider: "+finding.provider+" does not havea matching provider in the first config");
+            assert(providers1.includes(finding.provider), "Provider: "+finding.provider+" does not have a matching provider in the first config");
             assert(finding.chain == chain2, "Networks do not match for: "+finding);
         }
 

test/RateMath.t.sol

@@ -0,0 +1,298 @@
+// SPDX-License-Identifier: Apache-2.0
+pragma solidity 0.8.21;
+
+import { FixedPointMathLib } from "@solmate/utils/FixedPointMathLib.sol";
+import { ERC20 } from "@solmate/tokens/ERC20.sol";
+import { Test, stdStorage, StdStorage, stdError, console } from "@forge-std/Test.sol";
+
+contract RateMath is Test {
+    using FixedPointMathLib for uint256;
+
+    uint256 constant ACCEPTED_DELTA_PERCENT_OUT_OF_FAVOR = 0.000015e18;
+    uint256 constant ACCEPTED_DELTA_PERCENT_IN_FAVOR = 0.01e18;
+
+    // keep some state variables that each test can change according to the scenario it's testing
+    uint256 ONE_SHARE;
+
+    // exchange rate as reported in base decimals
+    uint256 exchangeRateInBase;
+    // base asset decimals, ALSO the exchange rate decimals
+    uint256 baseDecimals;
+    // the quote asset decimals
+    uint256 quoteDecimals;
+    // decimals returned by rate provider in base per quote
+    uint256 quoteRateDecimals;
+    // quote rate returned by rate provider
+    uint256 quoteRate;
+
+    function boundValues(
+        uint256 depositAmount,
+        uint256 startQuoteRate,
+        uint256 startExchangeRate
+    )
+        internal
+        returns (uint256 _depositAmount, uint256 _quoteRate, uint256 _exchangeRate)
+    {
+        // Bound Deposit 1 - 100,000,000 QuoteDecimals
+        _depositAmount = bound(depositAmount, 1 * e(quoteDecimals), 100_000_000 * e(quoteDecimals));
+        // Bound quote rate to 0.01 - 10 QuoteRateDecimals
+        _quoteRate = bound(startQuoteRate, 1 * e(quoteRateDecimals - 2), 10 * e(quoteRateDecimals));
+        // bound exchange rate to 0.8 - 2 baseDecimals
+        _exchangeRate = bound(startExchangeRate, 8 * e(baseDecimals - 1), 2 * e(baseDecimals));
+    }
+
+    function testAtomicDepositAndWithdraw_18Decimals(
+        uint256 depositAmount,
+        uint256 startQuoteRate,
+        uint256 startExchangeRate
+    )
+        external
+    {
+        // set decimals
+        baseDecimals = 18;
+        quoteDecimals = 18;
+        quoteRateDecimals = 18;
+        ONE_SHARE = 10 ** baseDecimals;
+
+        // bound values with helper function
+        (depositAmount, quoteRate, exchangeRateInBase) = boundValues(depositAmount, startQuoteRate, startExchangeRate);
+
+        // get shares out if deposit done
+        uint256 shares = depositAssetForShares(depositAmount);
+
+        // get assets back if all shares are withdrawn immediately
+        uint256 assetsBack = withdrawSharesForAssets(shares);
+        assertTrue(assetsBack <= depositAmount, "Users should never get back more assets than they deposited");
+        assertApproxEqAbs(
+            assetsBack,
+            depositAmount,
+            depositAmount.mulDivDown(ACCEPTED_DELTA_PERCENT_IN_FAVOR, 1e18),
+            "assetsBack != depositAmount when atomic | In Favor"
+        );
+    }
+
+    function testDepositAndWithdrawWithExchangeRateChange_18_6_Decimals(
+        uint256 depositAmount,
+        uint256 startQuoteRate,
+        uint256 startExchangeRate,
+        uint256 rateChange
+    )
+        external
+    {
+        // set decimals
+        baseDecimals = 18;
+        quoteDecimals = 6;
+        quoteRateDecimals = 6;
+        ONE_SHARE = 10 ** baseDecimals;
+
+        // bound values
+        (depositAmount, startQuoteRate, startExchangeRate) =
+            boundValues(depositAmount, startQuoteRate, startExchangeRate);
+        exchangeRateInBase = startExchangeRate;
+        quoteRate = startQuoteRate;
+        rateChange = bound(rateChange, 9980, 10_020);
+
+        // get shares out if deposit done
+        uint256 shares = depositAssetForShares(depositAmount);
+
+        // update the rate according to rate change
+        exchangeRateInBase = exchangeRateInBase.mulDivDown(rateChange, 10_000);
+
+        uint256 assetsBack = withdrawSharesForAssets(shares);
+        // get expected amount out
+        uint256 expected = (depositAmount * exchangeRateInBase * startQuoteRate) / (quoteRate * startExchangeRate);
+
+        if (assetsBack > expected) {
+            assertApproxEqAbs(
+                assetsBack,
+                expected,
+                expected.mulDivDown(ACCEPTED_DELTA_PERCENT_OUT_OF_FAVOR, 1e18),
+                "assetsBack != depositAmount with rate change | Out Of Favor"
+            );
+        }
+        assertApproxEqAbs(
+            assetsBack,
+            expected,
+            expected.mulDivDown(ACCEPTED_DELTA_PERCENT_IN_FAVOR, 1e18),
+            "assetsBack != depositAmount with rate change | In Favor"
+        );
+    }
+
+    function testDepositAndWithdrawWithQuoteRateChange_18_6_Decimals(
+        uint256 depositAmount,
+        uint256 startQuoteRate,
+        uint256 startExchangeRate,
+        uint256 rateChange
+    )
+        external
+    {
+        // set decimals
+        baseDecimals = 18;
+        quoteDecimals = 6;
+        quoteRateDecimals = 6;
+        ONE_SHARE = 10 ** baseDecimals;
+
+        // bound values
+        (depositAmount, startQuoteRate, startExchangeRate) =
+            boundValues(depositAmount, startQuoteRate, startExchangeRate);
+        exchangeRateInBase = startExchangeRate;
+        quoteRate = startQuoteRate;
+        rateChange = bound(rateChange, 9980, 10_020);
+
+        // get shares out if deposit done
+        uint256 shares = depositAssetForShares(depositAmount);
+
+        // update the rate according to rate change
+        quoteRate = quoteRate.mulDivDown(rateChange, 10_000);
+
+        uint256 assetsBack = withdrawSharesForAssets(shares);
+
+        // get expected amount out
+        uint256 expected = (depositAmount * exchangeRateInBase * startQuoteRate) / (quoteRate * startExchangeRate);
+
+        if (assetsBack > expected) {
+            assertApproxEqAbs(
+                assetsBack,
+                expected,
+                expected.mulDivDown(ACCEPTED_DELTA_PERCENT_OUT_OF_FAVOR, 1e18),
+                "assetsBack != depositAmount with rate change | Out Of Favor"
+            );
+        }
+        assertApproxEqAbs(
+            assetsBack,
+            expected,
+            expected.mulDivDown(ACCEPTED_DELTA_PERCENT_IN_FAVOR, 1e18),
+            "assetsBack != depositAmount with rate change | In Favor"
+        );
+    }
+
+    function testDepositAndWithdrawWithAllFuzzed_18_decimals(
+        uint256 depositAmount,
+        uint256 startQuoteRate,
+        uint256 startExchangeRate,
+        uint256 exchangeRateChange,
+        uint256 quoteRateChange
+    )
+        external
+    {
+        // set decimals
+        baseDecimals = 18;
+        quoteDecimals = 18;
+        quoteRateDecimals = quoteDecimals;
+        ONE_SHARE = 10 ** baseDecimals;
+
+        // bound values
+        (depositAmount, startQuoteRate, startExchangeRate) =
+            boundValues(depositAmount, startQuoteRate, startExchangeRate);
+        exchangeRateInBase = startExchangeRate;
+        quoteRate = startQuoteRate;
+        exchangeRateChange = bound(exchangeRateChange, 5980, 20_020);
+        quoteRateChange = bound(quoteRateChange, 5980, 20_020);
+
+        // get shares out if deposit done
+        uint256 shares = depositAssetForShares(depositAmount);
+
+        // update the rate according to rate change
+        exchangeRateInBase = exchangeRateInBase.mulDivDown(exchangeRateChange, 10_000);
+        quoteRate = quoteRate.mulDivDown(quoteRateChange, 10_000);
+
+        uint256 expected = (depositAmount * exchangeRateInBase * startQuoteRate) / (quoteRate * startExchangeRate);
+
+        uint256 assetsBack = withdrawSharesForAssets(shares);
+
+        if (assetsBack > expected) {
+            assertApproxEqAbs(
+                assetsBack,
+                expected,
+                expected.mulDivDown(ACCEPTED_DELTA_PERCENT_OUT_OF_FAVOR, 1e18),
+                "assetsBack != depositAmount with rate change | Out Of Favor"
+            );
+        }
+        assertApproxEqAbs(
+            assetsBack,
+            expected,
+            expected.mulDivDown(ACCEPTED_DELTA_PERCENT_IN_FAVOR, 1e18),
+            "assetsBack != depositAmount with rate change | In Favor"
+        );
+    }
+
+    function testDepositAndWithdrawWithAllFuzzed_18_6_decimals(
+        uint256 depositAmount,
+        uint256 startQuoteRate,
+        uint256 startExchangeRate,
+        uint256 exchangeRateChange,
+        uint256 quoteRateChange
+    )
+        external
+    {
+        // set decimals
+        baseDecimals = 18;
+        quoteDecimals = 6;
+        quoteRateDecimals = quoteDecimals;
+        ONE_SHARE = 10 ** baseDecimals;
+
+        // bound values
+        (depositAmount, startQuoteRate, startExchangeRate) =
+            boundValues(depositAmount, startQuoteRate, startExchangeRate);
+        exchangeRateInBase = startExchangeRate;
+        quoteRate = startQuoteRate;
+        exchangeRateChange = bound(exchangeRateChange, 5980, 20_020);
+        quoteRateChange = bound(quoteRateChange, 5980, 20_020);
+
+        // get shares out if deposit done
+        uint256 shares = depositAssetForShares(depositAmount);
+
+        // update the rate according to rate change
+        exchangeRateInBase = exchangeRateInBase.mulDivDown(exchangeRateChange, 10_000);
+        quoteRate = quoteRate.mulDivDown(quoteRateChange, 10_000);
+
+        uint256 expected = (depositAmount * exchangeRateInBase * startQuoteRate) / (quoteRate * startExchangeRate);
+
+        uint256 assetsBack = withdrawSharesForAssets(shares);
+
+        if (assetsBack > expected) {
+            assertApproxEqAbs(
+                assetsBack,
+                expected,
+                expected.mulDivDown(ACCEPTED_DELTA_PERCENT_OUT_OF_FAVOR, 1e18),
+                "assetsBack != depositAmount with rate change | Out Of Favor"
+            );
+        }
+        assertApproxEqAbs(
+            assetsBack,
+            expected,
+            expected.mulDivDown(ACCEPTED_DELTA_PERCENT_IN_FAVOR, 1e18),
+            "assetsBack != depositAmount with rate change | In Favor"
+        );
+    }
+
+    function withdrawSharesForAssets(uint256 shareAmount) public view returns (uint256 assetsOut) {
+        assetsOut = shareAmount.mulDivDown(getRateInQuote(), ONE_SHARE);
+    }
+
+    function depositAssetForShares(uint256 depositAmount) public view returns (uint256 shares) {
+        if (depositAmount == 0) revert("depositAssetForShares amount = 0");
+        shares = depositAmount.mulDivDown(ONE_SHARE, getRateInQuote());
+    }
+
+    function getRateInQuote() public view returns (uint256 rateInQuote) {
+        uint256 exchangeRateInQuoteDecimals = changeDecimals(exchangeRateInBase, baseDecimals, quoteDecimals);
+        uint256 oneQuote = 10 ** quoteDecimals;
+        rateInQuote = oneQuote.mulDivDown((exchangeRateInQuoteDecimals), quoteRate);
+    }
+
+    function changeDecimals(uint256 amount, uint256 fromDecimals, uint256 toDecimals) internal pure returns (uint256) {
+        if (fromDecimals == toDecimals) {
+            return amount;
+        } else if (fromDecimals < toDecimals) {
+            return amount * 10 ** (toDecimals - fromDecimals);
+        } else {
+            return amount / 10 ** (fromDecimals - toDecimals);
+        }
+    }
+
+    /// @dev Helper function to perform 10**x
+    function e(uint256 decimals) internal pure returns (uint256) {
+        return (10 ** decimals);
+    }
+}