Merge pull request #351 from White-Whale-Defi-Platform/feat/stableswa…

…p-case-for-lp

feat(smart-contracts): add stableswap support for provide liquidity

contracts/liquidity_hub/incentive-manager/Cargo.toml

@@ -44,4 +44,4 @@ epoch-manager.workspace = true
 whale-lair.workspace = true
 anyhow.workspace = true
 bonding-manager.workspace = true
-pool-manager.workspace = true
+pool-manager.workspace = true

contracts/liquidity_hub/pool-manager/Cargo.toml

@@ -58,3 +58,6 @@ incentive-manager.workspace = true
 epoch-manager.workspace = true
 white-whale-testing.workspace = true
 bonding-manager.workspace = true
+proptest = "1.0.0"
+rand = "0.8.4"
+stable-swap-sim = { path = "./sim", version = "^0.1" }

contracts/liquidity_hub/pool-manager/proptest-regressions/helpers.txt

@@ -0,0 +1,9 @@
+# Seeds for failure cases proptest has generated in the past. It is
+# automatically read and these particular cases re-run before any
+# novel cases are generated.
+#
+# It is recommended to check this file in to source control so that
+# everyone who runs the test benefits from these saved cases.
+cc 55857276de2241e3d09d36aba47854e0017db66f6c5a61e306b38ad0d3b8aeeb # shrinks to amp_factor = 1, initial_user_token_a_amount = 10000000, initial_user_token_b_amount = 10000000
+cc 33456e9a9f11bed69ac5171155ce7a64f73f912fcbfede19046989302d1b2da9 # shrinks to amp_factor = 10, deposit_amount_a = 0, deposit_amount_b = 0, deposit_amount_c = 0, swap_token_a_amount = 0, swap_token_b_amount = 0, swap_token_c_amount = 1, pool_token_supply = 0
+cc 75c3b0922c450b034b92dc8c2ea87edff47c90bbede702d84c9fd9c672e2f31f # shrinks to amp_factor = 141, deposit_amount_a = 308442737939502983046195411808336, deposit_amount_b = 0, deposit_amount_c = 0, swap_token_a_amount = 870112623450347049437652954298478, swap_token_b_amount = 501497230776538877048085549853566, swap_token_c_amount = 24063806364666791266594852039507, pool_token_supply = 2

contracts/liquidity_hub/pool-manager/sim/Cargo.toml

@@ -0,0 +1,12 @@
+[package]
+name = "stable-swap-sim"
+version = "0.1.0"
+description = "Simulations of the StableSwap invariant compared to Curve's reference implementation."
+authors = ["Paul Stelzig [email protected]>"]
+edition = "2021"
+
+[lib]
+name = "sim"
+
+[dependencies]
+pyo3 = { version = "0.17.3", features = ["auto-initialize"] }

contracts/liquidity_hub/pool-manager/sim/simulation.py

@@ -0,0 +1,172 @@
+# Source from: https://github.com/curvefi/curve-contract/blob/master/tests/simulation.py
+
+class Curve:
+
+    """
+    Python model of Curve pool math.
+    """
+
+    def __init__(self, A, D, n, p=None, tokens=None):
+        """
+        A: Amplification coefficient
+        D: Total deposit size
+        n: number of currencies
+        p: target prices
+        """
+        self.A = A  # actually A * n ** (n - 1) because it's an invariant
+        self.n = n
+        self.fee = 10 ** 7
+        if p:
+            self.p = p
+        else:
+            self.p = [10 ** 18] * n
+        if isinstance(D, list):
+            self.x = D
+        else:
+            self.x = [D // n * 10 ** 18 // _p for _p in self.p]
+        self.tokens = tokens
+
+    def xp(self):
+        return [x * p // 10 ** 18 for x, p in zip(self.x, self.p)]
+
+    def D(self):
+        """
+        D invariant calculation in non-overflowing integer operations
+        iteratively
+
+        A * sum(x_i) * n**n + D = A * D * n**n + D**(n+1) / (n**n * prod(x_i))
+
+        Converging solution:
+        D[j+1] = (A * n**n * sum(x_i) - D[j]**(n+1) / (n**n prod(x_i))) / (A * n**n - 1)
+        """
+        Dprev = 0
+        xp = self.xp()
+        S = sum(xp)
+        D = S
+        Ann = self.A * self.n
+        while abs(D - Dprev) > 1:
+            D_P = D
+            for x in xp:
+                D_P = D_P * D // (self.n * x)
+            Dprev = D
+            D = (Ann * S + D_P * self.n) * D // ((Ann - 1) * D + (self.n + 1) * D_P)
+
+        return D
+
+    def y(self, i, j, x):
+        """
+        Calculate x[j] if one makes x[i] = x
+
+        Done by solving quadratic equation iteratively.
+        x_1**2 + x1 * (sum' - (A*n**n - 1) * D / (A * n**n)) = D ** (n + 1) / (n ** (2 * n) * prod' * A)
+        x_1**2 + b*x_1 = c
+
+        x_1 = (x_1**2 + c) / (2*x_1 + b)
+        """
+        D = self.D()
+        xx = self.xp()
+        xx[i] = x  # x is quantity of underlying asset brought to 1e18 precision
+        xx = [xx[k] for k in range(self.n) if k != j]
+        Ann = self.A * self.n
+        c = D
+        for y in xx:
+            c = c * D // (y * self.n)
+        c = c * D // (self.n * Ann)
+        b = sum(xx) + D // Ann - D
+        y_prev = 0
+        y = D
+        while abs(y - y_prev) > 1:
+            y_prev = y
+            y = (y ** 2 + c) // (2 * y + b)
+        return y  # the result is in underlying units too
+
+    def y_D(self, i, _D):
+        """
+        Calculate x[j] if one makes x[i] = x
+
+        Done by solving quadratic equation iteratively.
+        x_1**2 + x1 * (sum' - (A*n**n - 1) * D / (A * n**n)) = D ** (n + 1) / (n ** (2 * n) * prod' * A)
+        x_1**2 + b*x_1 = c
+
+        x_1 = (x_1**2 + c) / (2*x_1 + b)
+        """
+        xx = self.xp()
+        xx = [xx[k] for k in range(self.n) if k != i]
+        S = sum(xx)
+        Ann = self.A * self.n
+        c = _D
+        for y in xx:
+            c = c * _D // (y * self.n)
+        c = c * _D // (self.n * Ann)
+        b = S + _D // Ann
+        y_prev = 0
+        y = _D
+        while abs(y - y_prev) > 1:
+            y_prev = y
+            y = (y ** 2 + c) // (2 * y + b - _D)
+        return y  # the result is in underlying units too
+
+    def dy(self, i, j, dx):
+        # dx and dy are in underlying units
+        xp = self.xp()
+        return xp[j] - self.y(i, j, xp[i] + dx)
+
+    def exchange(self, i, j, dx):
+        xp = self.xp()
+        x = xp[i] + dx
+        y = self.y(i, j, x)
+        dy = xp[j] - y
+        fee = dy * self.fee // 10 ** 10
+        assert dy > 0
+        self.x[i] = x * 10 ** 18 // self.p[i]
+        self.x[j] = (y + fee) * 10 ** 18 // self.p[j]
+        return dy - fee
+
+    def remove_liquidity_imbalance(self, amounts):
+        _fee = self.fee * self.n // (4 * (self.n - 1))
+
+        old_balances = self.x
+        new_balances = self.x[:]
+        D0 = self.D()
+        for i in range(self.n):
+            new_balances[i] -= amounts[i]
+        self.x = new_balances
+        D1 = self.D()
+        self.x = old_balances
+        fees = [0] * self.n
+        for i in range(self.n):
+            ideal_balance = D1 * old_balances[i] // D0
+            difference = abs(ideal_balance - new_balances[i])
+            fees[i] = _fee * difference // 10 ** 10
+            new_balances[i] -= fees[i]
+        self.x = new_balances
+        D2 = self.D()
+        self.x = old_balances
+
+        token_amount = (D0 - D2) * self.tokens // D0
+
+        return token_amount
+
+    def calc_withdraw_one_coin(self, token_amount, i):
+        xp = self.xp()
+        xp_reduced = list(xp)
+
+        D0 = self.D()
+        D1 = D0 - token_amount * D0 // self.tokens
+        new_y = self.y_D(i, D1)
+
+        fee = self.fee * self.n // (4 * (self.n - 1))
+        for j in range(self.n):
+          dx_expected = 0
+          if j == i:
+            dx_expected = xp[j] * D1 // D0 - new_y
+          else:
+            dx_expected = xp[j] - xp[j] * D1 // D0
+          xp_reduced[j] -= fee * dx_expected // 10 ** 10
+
+        self.x = [x * 10 ** 18 // p for x, p in zip(xp_reduced, self.p)]
+        dy = xp_reduced[i] - self.y_D(i, D1) - 1    # Withdraw less to account for rounding errors
+        self.x = [x * 10 ** 18 // p for x, p in zip(xp, self.p)]
+        dy_0 = xp[i] - new_y
+
+        return dy, dy_0 - dy