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Optimize GDA code #46

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Optimize GDA code #46

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ca4f3cb
Add gas snapshot
cygaar Apr 12, 2023
41b2424
Optimize GDA curve
cygaar Apr 12, 2023
7e698a7
Run tests with ffi
cygaar Apr 12, 2023
6e96688
Add python installation to github actions
cygaar Apr 12, 2023
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66 changes: 38 additions & 28 deletions .gas-snapshot
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Original file line number Diff line number Diff line change
@@ -1,35 +1,45 @@
ExponentialCurveTest:test_getBuyInfoExample() (gas: 9113)
ExponentialCurveTest:test_getBuyInfoWithoutFee(uint128,uint64,uint8) (runs: 256, μ: 996, ~: 523)
ExponentialCurveTest:test_getBuyInfoWithoutFee(uint128,uint64,uint8) (runs: 256, μ: 961, ~: 523)
ExponentialCurveTest:test_getSellInfoExample() (gas: 9052)
ExponentialCurveTest:test_getSellInfoWithoutFee(uint128,uint128,uint8) (runs: 256, μ: 1860, ~: 604)
ExponentialCurveTest:test_getSellInfoWithoutFee(uint128,uint128,uint8) (runs: 256, μ: 1892, ~: 604)
GDACurveTest:test_getBuyInfoExample() (gas: 315467)
GDACurveTest:test_getBuyInfoFuzz(uint48) (runs: 256, μ: 29500, ~: 29276)
GDACurveTest:test_getBuyInfoOverflow() (gas: 23490)
GDACurveTest:test_getBuyInfoTimeDecayTooLarge() (gas: 67767)
GDACurveTest:test_getBuyInfoWithFees() (gas: 69564)
GDACurveTest:test_getSellInfoExample() (gas: 316310)
GDACurveTest:test_getSellInfoFuzz(uint48) (runs: 256, μ: 30807, ~: 30583)
GDACurveTest:test_getSellInfoOverflow() (gas: 19706)
GDACurveTest:test_getSellInfoTimeBoostTooLarge() (gas: 69191)
GDACurveTest:test_getSellInfoWithFees() (gas: 70871)
LinearCurveTest:test_getBuyInfoExample() (gas: 8642)
LinearCurveTest:test_getBuyInfoWithoutFee(uint128,uint128,uint8) (runs: 256, μ: 7249, ~: 8819)
LinearCurveTest:test_getBuyInfoWithoutFee(uint128,uint128,uint8) (runs: 256, μ: 7432, ~: 8819)
LinearCurveTest:test_getSellInfoExample() (gas: 8503)
LinearCurveTest:test_getSellInfoWithoutFee(uint128,uint128,uint8) (runs: 256, μ: 7488, ~: 8927)
NoArbExponentialCurveEnumerableERC20Test:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 832090, ~: 1257232)
NoArbExponentialCurveEnumerableERC20Test:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 832631, ~: 1246069)
NoArbExponentialCurveEnumerableETHTest:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 306180, ~: 407907)
NoArbExponentialCurveEnumerableETHTest:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 287935, ~: 408372)
NoArbExponentialCurveMissingEnumerableERC20Test:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 817319, ~: 1265233)
NoArbExponentialCurveMissingEnumerableERC20Test:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 771543, ~: 1215053)
NoArbExponentialCurveMissingEnumerableETHTest:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 294752, ~: 415908)
NoArbExponentialCurveMissingEnumerableETHTest:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 250843, ~: 377356)
NoArbLinearCurveEnumerableERC20Test:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 770471, ~: 1258953)
NoArbLinearCurveEnumerableERC20Test:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 843740, ~: 1247790)
NoArbLinearCurveEnumerableETHTest:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 320801, ~: 409628)
NoArbLinearCurveEnumerableETHTest:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 300051, ~: 410093)
NoArbLinearCurveMissingEnumerableERC20Test:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 865661, ~: 1266954)
NoArbLinearCurveMissingEnumerableERC20Test:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 761095, ~: 1216774)
NoArbLinearCurveMissingEnumerableETHTest:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 291987, ~: 417629)
NoArbLinearCurveMissingEnumerableETHTest:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 252752, ~: 379077)
NoArbXykCurveEnumerableERC20Test:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 805923, ~: 1259565)
NoArbXykCurveEnumerableERC20Test:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 801145, ~: 1248402)
NoArbXykCurveEnumerableETHTest:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 324331, ~: 410240)
NoArbXykCurveEnumerableETHTest:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 309238, ~: 417713)
NoArbXykCurveMissingEnumerableERC20Test:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 839653, ~: 1267566)
NoArbXykCurveMissingEnumerableERC20Test:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 797784, ~: 1217386)
NoArbXykCurveMissingEnumerableETHTest:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 320663, ~: 418241)
NoArbXykCurveMissingEnumerableETHTest:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 284274, ~: 386697)
LinearCurveTest:test_getSellInfoWithoutFee(uint128,uint128,uint8) (runs: 256, μ: 7677, ~: 8927)
NoArbExponentialCurveEnumerableERC20Test:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 787888, ~: 1257232)
NoArbExponentialCurveEnumerableERC20Test:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 844182, ~: 1246069)
NoArbExponentialCurveEnumerableETHTest:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 303951, ~: 407907)
NoArbExponentialCurveEnumerableETHTest:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 302441, ~: 408372)
NoArbExponentialCurveMissingEnumerableERC20Test:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 802110, ~: 1265233)
NoArbExponentialCurveMissingEnumerableERC20Test:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 792715, ~: 1215053)
NoArbExponentialCurveMissingEnumerableETHTest:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 304756, ~: 415908)
NoArbExponentialCurveMissingEnumerableETHTest:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 250412, ~: 377356)
NoArbLinearCurveEnumerableERC20Test:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 815398, ~: 1258953)
NoArbLinearCurveEnumerableERC20Test:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 804787, ~: 1247790)
NoArbLinearCurveEnumerableETHTest:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 311204, ~: 409628)
NoArbLinearCurveEnumerableETHTest:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 290001, ~: 407749)
NoArbLinearCurveMissingEnumerableERC20Test:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 809741, ~: 1266954)
NoArbLinearCurveMissingEnumerableERC20Test:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 804159, ~: 1216774)
NoArbLinearCurveMissingEnumerableETHTest:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 310917, ~: 417629)
NoArbLinearCurveMissingEnumerableETHTest:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 247470, ~: 376733)
NoArbXykCurveEnumerableERC20Test:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 839624, ~: 1259565)
NoArbXykCurveEnumerableERC20Test:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 879788, ~: 1248402)
NoArbXykCurveEnumerableETHTest:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 322536, ~: 410240)
NoArbXykCurveEnumerableETHTest:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 310867, ~: 417713)
NoArbXykCurveMissingEnumerableERC20Test:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 779669, ~: 1267566)
NoArbXykCurveMissingEnumerableERC20Test:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 744288, ~: 1217386)
NoArbXykCurveMissingEnumerableETHTest:test_bondingCurveBuySellNoProfit(uint56,uint64,uint8) (runs: 256, μ: 295663, ~: 418241)
NoArbXykCurveMissingEnumerableETHTest:test_bondingCurveSellBuyNoProfit(uint56,uint64,uint8) (runs: 256, μ: 260721, ~: 386697)
PAFExponentialCurveEnumerableERC20Test:testFail_callMint721() (gas: 19248)
PAFExponentialCurveEnumerableERC20Test:testFail_changeAssetRecipientForTrade() (gas: 10713)
PAFExponentialCurveEnumerableERC20Test:testFail_changeDeltaNotOwner() (gas: 18581)
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12 changes: 12 additions & 0 deletions .github/workflows/ci.yml
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Original file line number Diff line number Diff line change
Expand Up @@ -16,6 +16,18 @@ jobs:
with:
submodules: recursive

- uses: actions/setup-python@v4
with:
python-version: '3.9'

- name: Install eth_abi
run: pip install eth_abi

- name: Install Foundry
uses: foundry-rs/foundry-toolchain@v1
with:
version: nightly

- name: Install Foundry
uses: onbjerg/foundry-toolchain@v1
with:
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2 changes: 1 addition & 1 deletion Makefile
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Original file line number Diff line number Diff line change
Expand Up @@ -17,7 +17,7 @@ solc:; nix-env -f https://github.com/dapphub/dapptools/archive/master.tar.gz -iA

# Build & test
build :; forge build --optimize
test :; forge test --optimize
test :; forge test --optimize --ffi
fuzz :; forge test -v --optimize
clean :; forge clean
lint :; yarn run lint
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26 changes: 9 additions & 17 deletions src/bonding-curves/GDACurve.sol
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Expand Up @@ -91,18 +91,14 @@ contract GDACurve is ICurve, CurveErrorCodes {
// This is equal to buySpotPrice * (alpha^n - 1) / (alpha - 1).
// We then divide the value by scalar^(lambda * timeElapsed) to factor in the exponential decay.
{
inputValue = spotPrice_.mul(alphaPowN - FixedPointMathLib.WAD);
inputValue = inputValue.div(alpha - FixedPointMathLib.WAD);
inputValue = inputValue.div(decayFactor);
inputValue =
spotPrice_.mul(alphaPowN - FixedPointMathLib.WAD).div(alpha - FixedPointMathLib.WAD).div(decayFactor);

// Account for the protocol fee, a flat percentage of the buy amount
protocolFee = inputValue.mul(protocolFeeMultiplier);

// Account for the trade fee, only for Trade pools
inputValue += inputValue.mul(feeMultiplier);

// Add the protocol fee to the required input amount
inputValue += protocolFee;
// Account for the trade and protocol fees
inputValue += inputValue.mul(feeMultiplier) + protocolFee;
}

// Update delta with the current timestamp
Expand Down Expand Up @@ -144,7 +140,6 @@ contract GDACurve is ICurve, CurveErrorCodes {
}

(uint256 alpha,,) = _parseDelta(delta);
// TODO: this value may overflow, should we cap the value?
uint256 alphaPowN = uint256(alpha).powu(numItems);

// The new spot price is multiplied by the time boost and divided by alpha^n so future
Expand All @@ -166,18 +161,15 @@ contract GDACurve is ICurve, CurveErrorCodes {
// and q is the number of items to sell.
// Our spot price implicity embeds the number of items already purchased and the previous time boost, so we just need to
// do some simple adjustments to get the current e^(lambda * t) and alpha^(m + q - 1) values.
outputValue = spotPrice_.mul(boostFactor).div(uint256(alpha).powu(numItems - 1));
outputValue = outputValue.mul(alphaPowN - FixedPointMathLib.WAD);
outputValue = outputValue.div(alpha - FixedPointMathLib.WAD);
outputValue = spotPrice_.mul(boostFactor).div(alphaPowN.div(alpha)).mul(alphaPowN - FixedPointMathLib.WAD).div(
alpha - FixedPointMathLib.WAD
);

// Account for the protocol fee, a flat percentage of the sell amount
protocolFee = outputValue.mul(protocolFeeMultiplier);

// Account for the trade fee, only for Trade pools
outputValue -= outputValue.mul(feeMultiplier);

// Remove the protocol fee from the output amount
outputValue -= protocolFee;
// Account for the trade and protocol fees
outputValue -= (outputValue.mul(feeMultiplier) + protocolFee);

// Update delta with the current timestamp
newDelta = _getNewDelta(delta);
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