fluid: add center price for verify reserves (#691)

* feat(fluid): add center price for verify reserves * refactor: increase code reuse; use simpler methods; better init * feat(fluid-dex): update dex reserves resolver in tests --------- Co-authored-by: Phu Ngo <[email protected]>
KyberNetwork · Jan 12, 2025 · 726ac44 · 726ac44
1 parent 16c8216
commit 726ac44
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Showing 9 changed files with 560 additions and 406 deletions.
diff --git a/pkg/liquidity-source/fluid/dex-t1/abis/dexReservesResolver.json b/pkg/liquidity-source/fluid/dex-t1/abis/dexReservesResolver.json
@@ -117,6 +117,11 @@
           { "internalType": "address", "name": "token0", "type": "address" },
           { "internalType": "address", "name": "token1", "type": "address" },
           { "internalType": "uint256", "name": "fee", "type": "uint256" },
+          {
+            "internalType": "uint256",
+            "name": "centerPrice",
+            "type": "uint256"
+          },
           {
             "components": [
               {
@@ -295,6 +300,11 @@
           { "internalType": "address", "name": "token0", "type": "address" },
           { "internalType": "address", "name": "token1", "type": "address" },
           { "internalType": "uint256", "name": "fee", "type": "uint256" },
+          {
+            "internalType": "uint256",
+            "name": "centerPrice",
+            "type": "uint256"
+          },
           {
             "components": [
               {
@@ -976,6 +986,11 @@
           { "internalType": "address", "name": "token0", "type": "address" },
           { "internalType": "address", "name": "token1", "type": "address" },
           { "internalType": "uint256", "name": "fee", "type": "uint256" },
+          {
+            "internalType": "uint256",
+            "name": "centerPrice",
+            "type": "uint256"
+          },
           {
             "components": [
               {
@@ -1156,6 +1171,11 @@
           { "internalType": "address", "name": "token0", "type": "address" },
           { "internalType": "address", "name": "token1", "type": "address" },
           { "internalType": "uint256", "name": "fee", "type": "uint256" },
+          {
+            "internalType": "uint256",
+            "name": "centerPrice",
+            "type": "uint256"
+          },
           {
             "components": [
               {
@@ -1348,6 +1368,11 @@
           { "internalType": "address", "name": "token0", "type": "address" },
           { "internalType": "address", "name": "token1", "type": "address" },
           { "internalType": "uint256", "name": "fee", "type": "uint256" },
+          {
+            "internalType": "uint256",
+            "name": "centerPrice",
+            "type": "uint256"
+          },
           {
             "components": [
               {
@@ -1528,6 +1553,11 @@
           { "internalType": "address", "name": "token0", "type": "address" },
           { "internalType": "address", "name": "token1", "type": "address" },
           { "internalType": "uint256", "name": "fee", "type": "uint256" },
+          {
+            "internalType": "uint256",
+            "name": "centerPrice",
+            "type": "uint256"
+          },
           {
             "components": [
               {

diff --git a/pkg/liquidity-source/fluid/dex-t1/constant.go b/pkg/liquidity-source/fluid/dex-t1/constant.go
@@ -1,38 +1,38 @@
 package dexT1
 
-import "math/big"
+import (
+	"math/big"
+
+	"github.com/KyberNetwork/kyberswap-dex-lib/pkg/util/bignumber"
+)
 
 const (
 	DexType = "fluid-dex-t1"
 )
 
-const (
-	// DexReservesResolver methods
+const ( // DexReservesResolver methods
 	DRRMethodGetAllPoolsReservesAdjusted = "getAllPoolsReservesAdjusted"
 	DRRMethodGetPoolReservesAdjusted     = "getPoolReservesAdjusted"
 
-	// ERC20 Token methods
+	// TokenMethodDecimals - ERC20 Token methods
 	TokenMethodDecimals = "decimals"
 
-	// StorageRead methods
+	// SRMethodReadFromStorage - StorageRead methods
 	SRMethodReadFromStorage = "readFromStorage"
 )
 
 const (
-	String1e18 = "1000000000000000000"
-	String1e27 = "1000000000000000000000000000"
-
 	DexAmountsDecimals = 12
 
-	FeePercentPrecision    int64 = 1e4
-	Fee100PercentPrecision int64 = 1e6
+	FeePercentPrecision float64 = 1e4
+)
 
-	MaxPriceDiff int64 = 5 // 5%
+var (
+	MaxPriceDiff           = big.NewInt(5)   // 5%
+	MinSwapLiquidity       = big.NewInt(2e4) // on-chain we use 1e4 but use extra buffer to avoid reverts
+	Fee100PercentPrecision = big.NewInt(1e6)
 
-	MinSwapLiquidity int64 = 6667 // on-chain we use 1e4 but use extra buffer for potential price diff using pool price vs center price at the check
+	bI100  = big.NewInt(100)
+	bI1e18 = bignumber.TenPowInt(18)
+	bI1e27 = bignumber.TenPowInt(27)
 )
-
-var bI1e18, _ = new(big.Int).SetString(String1e18, 10) // 1e18
-var bI1e27, _ = new(big.Int).SetString(String1e27, 10) // 1e27
-var bI10 = new(big.Int).SetInt64(10)
-var bI100 = new(big.Int).SetInt64(100)
diff --git a/pkg/liquidity-source/fluid/dex-t1/pool_list_updater.go b/pkg/liquidity-source/fluid/dex-t1/pool_list_updater.go
@@ -84,6 +84,7 @@ func (u *PoolsListUpdater) GetNewPools(ctx context.Context, metadataBytes []byte
 			CollateralReserves: curPool.CollateralReserves,
 			DebtReserves:       curPool.DebtReserves,
 			DexLimits:          curPool.Limits,
+			CenterPrice:        curPool.CenterPrice,
 		}
 
 		extraBytes, err := json.Marshal(extra)
@@ -124,7 +125,7 @@ func (u *PoolsListUpdater) GetNewPools(ctx context.Context, metadataBytes []byte
 					Decimals:  token1Decimals,
 				},
 			},
-			SwapFee:     float64(curPool.Fee.Int64()) / float64(FeePercentPrecision),
+			SwapFee:     float64(curPool.Fee.Int64()) / FeePercentPrecision,
 			Extra:       string(extraBytes),
 			StaticExtra: string(staticExtraBytes),
 		}

diff --git a/pkg/liquidity-source/fluid/dex-t1/pool_list_updater_test.go b/pkg/liquidity-source/fluid/dex-t1/pool_list_updater_test.go
@@ -2,7 +2,6 @@ package dexT1
 
 import (
 	"context"
-	"math/big"
 	"os"
 	"strings"
 	"testing"
@@ -29,7 +28,7 @@ func TestPoolListUpdater(t *testing.T) {
 		err              error
 
 		config = Config{
-			DexReservesResolver: "0x45f4ad57e300da55c33dea579a40fcee000d7b94",
+			DexReservesResolver: "0xb387f9C2092cF7c4943F97842887eBff7AE96EB3",
 		}
 	)
 
@@ -83,16 +82,17 @@ func TestPoolListUpdater(t *testing.T) {
 	require.NotEqual(t, "0", pools[0].Reserves[0], "Reserve should not be zero")
 	require.NotEqual(t, "0", pools[0].Reserves[1], "Reserve should not be zero")
 
-	require.True(t, extra.CollateralReserves.Token0RealReserves.Cmp(big.NewInt(0)) > 0)
-	require.True(t, extra.CollateralReserves.Token1RealReserves.Cmp(big.NewInt(0)) > 0)
-	require.True(t, extra.CollateralReserves.Token0ImaginaryReserves.Cmp(big.NewInt(0)) > 0)
-	require.True(t, extra.CollateralReserves.Token1ImaginaryReserves.Cmp(big.NewInt(0)) > 0)
-	require.True(t, extra.DebtReserves.Token0Debt.Cmp(big.NewInt(0)) > 0)
-	require.True(t, extra.DebtReserves.Token1Debt.Cmp(big.NewInt(0)) > 0)
-	require.True(t, extra.DebtReserves.Token0RealReserves.Cmp(big.NewInt(0)) > 0)
-	require.True(t, extra.DebtReserves.Token1RealReserves.Cmp(big.NewInt(0)) > 0)
-	require.True(t, extra.DebtReserves.Token0ImaginaryReserves.Cmp(big.NewInt(0)) > 0)
-	require.True(t, extra.DebtReserves.Token1ImaginaryReserves.Cmp(big.NewInt(0)) > 0)
+	require.True(t, extra.CollateralReserves.Token0RealReserves.Sign() > 0)
+	require.True(t, extra.CollateralReserves.Token1RealReserves.Sign() > 0)
+	require.True(t, extra.CollateralReserves.Token0ImaginaryReserves.Sign() > 0)
+	require.True(t, extra.CollateralReserves.Token1ImaginaryReserves.Sign() > 0)
+	require.True(t, extra.DebtReserves.Token0Debt.Sign() > 0)
+	require.True(t, extra.DebtReserves.Token1Debt.Sign() > 0)
+	require.True(t, extra.DebtReserves.Token0RealReserves.Sign() > 0)
+	require.True(t, extra.DebtReserves.Token1RealReserves.Sign() > 0)
+	require.True(t, extra.DebtReserves.Token0ImaginaryReserves.Sign() > 0)
+	require.True(t, extra.DebtReserves.Token1ImaginaryReserves.Sign() > 0)
+	require.True(t, extra.CenterPrice.Sign() > 0)
 
 	// Log all pools
 	// for i, pool := range pools {