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3-coin crypto pool #159

Merged
merged 121 commits into from
Jul 26, 2023
Merged

3-coin crypto pool #159

merged 121 commits into from
Jul 26, 2023

Commits on Jul 25, 2023

  1. Begin 3-coin enhancement

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  2. Start converting price scale, xp, etc

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  3. Update newton_D for general n

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  4. Refactor get_dy

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  5. Pass get_dy test

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  6. Pass test_exchange

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  7. Don't use deprecated shift in fixture

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  8. Adjustments to tweak price

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  9. Pass test_exchange with tweak

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  10. Cleanup tweak_price

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  11. Extend fee calc

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  12. Partial fix for add_liquidity

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  13. Fix geometric mean

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  14. Further fixes

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  15. Placeholder commit: calc change breaks test 

    `test_get_virtual_price` works fine before this but gets a several
hundred wei discrepancy after changing the calc.
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  16. Fix fee typo

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  17. Loosen tests to allow tolerance

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  18. Some cleanup

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  19. Try using original formulas with less truncation

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  20. Use original test helper calc

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  21. Branch on n_coins for now

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  22. Branch in fee calc too

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  23. Remove stray line

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  24. Fix square root issue

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  25. Finish fixing unit tests

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  26. Some cleanup of add_liquidity code

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  27. Another cleanup of add_liquidity

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  28. Cleanup token fee calc

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  29. Update tweak price and add_liquidity price logic 

    Basically use the same index arg and logic as in the original
tricrypto pool.  For n == 2, this should amount to the same
calculations with hopefully minor differences in results.

Fixed the price update in `add_liquidity` to handle n coins.
Similar changes made elsewhere.
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  30. Avoid unneeded divisions in tweak

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  31. Remove _extended_price_scale

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  32. Add docstrings for xp-related methods

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  33. Fix sqrt bug

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  34. Add pytest debug option

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  35. Slight cleanup

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  36. Remove inexact asserts

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  37. Update python _newton_y for 3 coins

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  38. Use n=2 branch

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  39. Fix mutation bug

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  40. Add tricrypto fixtures

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  41. Start n=3 unit tests

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  42. Pack prices in reverse order

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  43. Fix price packing and init values for fixture 

    - prices pack in reverse order
- needed to update values to be consistent with each other
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  44. Fail exchange test successfuly

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  45. Pass test once

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  46. Add tolerance for tests

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  47. Cleanup imports

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  48. Add comments to vyper fixture

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  49. Comment-out unneeded code

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  50. Make linters happy

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  51. Remove file for future PR

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  52. Cleanup __init__

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  53. Extend safety checks to 3 coins 

    Also minor cleanup with abs value
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  54. Allow last_prices_timestamp in __init__

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  55. Change log level to debug from warning

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  56. Fix bug in unused branch in __init__

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  57. Update initialize_pool

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  58. Some cleanup for now

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  59. Fix assert

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  60. Cleanup test helper

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  61. Add multiple swap test

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  62. Failing last prices assert

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  63. Copy and modify the get_p from tricrypto-ng

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  64. Fix float division

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  65. Branch on n_coins for price calc in tweak

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  66. Test get_p (failing)

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  67. Fix typo that came from comment (test passes)

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  68. Refactor calcs into separate modules

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  69. Update unit tests

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  70. More module refactoring and test fixing

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  71. Start conversion of other math

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  72. Further vyper translation

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  73. Fail the test

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  74. Fix geometric mean

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  75. Fix typo in _cbrt

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  76. Add get_y

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  77. Fixup after moving get_p to module

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  78. Refactor pool for updates

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  79. Fix calc error

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  80. Update ng constants

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  81. Fix type error

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  82. Update constants for tests

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  83. Fix another typo

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  84. Pass get_y test

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  85. Fix the tweak call

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  86. Make flake8 happy

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  87. Fix 2 coin test

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  88. Use 3-coin D calc in tweak when needed

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  89. Temporarily change tweak to pass 3-coin test

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  90. Update the multiple exchange test

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  91. Add multiple exchange test for 2 coin

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  92. Reproduce failure from CI

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  93. Restrict swap in amount for test

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  94. Refactor for readability

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  95. Make the values exact for 2 coins

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  96. Cleanup constants

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  97. Pass last_prices_timestamp assert for tricrypto

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  98. Fail the test for cryptopool

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  99. Pass the test the same way as for tricrypto

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  100. Add block time delta to tests

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  101. Use snekmate wad for alpha

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  102. Fix sign error (wip testing)

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  103. Fix order of operations issue with shift

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  104. Pass wad_exp test

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  105. Fix integer truncation issue

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  106. Fix EMA update to include price cap 

    Test passes now but we need to remove the kludge
with the fixed value of `ma_time`.
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  107. Remove the kludge; see comment

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  108. Troubleshoot 1 wei discrepancies, namely c

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  109. Solve the c mystery! (credit to benny) 

    Vyper will do signed integer division which rounds toward zero
and thus behaves differently when dividing a negative number.

Solving this issue allows us to reproduce to-the-wei results
for tricrypto-ng operations.

Tests updated to check for exact values.
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  110. Pass the get_y test

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  111. Fix sqrt_arg

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  112. Handle sign for root_K0

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  113. Lower dx_perc max for test

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  114. Cleanup comments

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  115. Test smol but annoying lowercasing

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  116. Lower max dx_perc for multiple swap test

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  117. Extend test coverage

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  118. Reduce max examples for some tests

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  119. Remove unused test helpers

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    chanhosuh committed Jul 25, 2023
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  120. Use mpz in newton_D

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    chanhosuh committed Jul 25, 2023
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  121. Add changelog entry

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    chanhosuh committed Jul 25, 2023
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