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Fix/slippage #122

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merged 5 commits into from
Nov 20, 2024
Merged

Fix/slippage #122

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0fbab77
fix: slippage
0xtekgrinder Nov 19, 2024
671360c
tests: update tests to have correct oracle value
0xtekgrinder Nov 19, 2024
5c287c2
feat: checkSlippage only once
0xtekgrinder Nov 20, 2024
133214e
fix: scope some variables os it can build
0xtekgrinder Nov 20, 2024
fa1fe05
chore: skip script tests
0xtekgrinder Nov 20, 2024
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23 changes: 13 additions & 10 deletions contracts/helpers/MultiBlockHarvester.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,7 @@ import { BaseHarvester, YieldBearingParams } from "./BaseHarvester.sol";
import { ITransmuter } from "../interfaces/ITransmuter.sol";
import { IAgToken } from "../interfaces/IAgToken.sol";
import { IPool } from "../interfaces/IPool.sol";
import { SafeMath } from "@openzeppelin/contracts/utils/math/SafeMath.sol";

import "../utils/Errors.sol";
import "../utils/Constants.sol";
Expand All @@ -19,6 +20,7 @@ import "../utils/Constants.sol";
/// @dev Contract to harvest yield from multiple yield bearing assets in multiple blocks transactions
contract MultiBlockHarvester is BaseHarvester {
using SafeERC20 for IERC20;
using SafeMath for uint256;

/*//////////////////////////////////////////////////////////////////////////////////////////////////////////////////
VARIABLES
Expand Down Expand Up @@ -129,6 +131,7 @@ contract MultiBlockHarvester is BaseHarvester {
address(this),
block.timestamp
);
_checkSlippage(shares, amountOut, yieldBearingAsset, depositAddress, true);
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} else if (yieldBearingAsset == USDM) {
IERC20(yieldBearingInfo.asset).safeTransfer(depositAddress, amountOut);
}
Expand Down Expand Up @@ -161,23 +164,23 @@ contract MultiBlockHarvester is BaseHarvester {
address depositAddress,
bool assetIn
) internal view {
uint256 decimalsAsset = IERC20Metadata(asset).decimals();

// Divide or multiply the amountIn to match the decimals of the asset
amountIn = _scaleAmountBasedOnDecimals(decimalsAsset, 18, amountIn, assetIn);
amountIn = _scaleAmountBasedOnDecimals(IERC20Metadata(asset).decimals(), 18, amountIn, assetIn);

uint256 result;

Check warning

Code scanning / Slither

Uninitialized local variables Medium

MultiBlockHarvester._checkSlippage(uint256,uint256,address,address,bool).result is a local variable never initialized
if (asset == USDC || asset == USDM || asset == EURC) {
// Assume 1:1 ratio between stablecoins
unchecked {
uint256 slippage = ((amountIn - amountOut) * 1e9) / amountIn;
if (slippage > maxSlippage) revert SlippageTooHigh();
}
(, result) = amountIn.trySub(amountOut);
} else if (asset == XEVT) {
// Assume 1:1 ratio between the underlying asset of the vault
unchecked {
uint256 slippage = ((IPool(depositAddress).convertToAssets(amountIn) - amountOut) * 1e9) / amountIn;
if (slippage > maxSlippage) revert SlippageTooHigh();
if (assetIn) {
(, result) = IPool(depositAddress).convertToAssets(amountIn).trySub(amountOut);
} else {
(, result) = amountIn.trySub(IPool(depositAddress).convertToAssets(amountOut));
}
} else revert InvalidParam();

uint256 slippage = (result * 1e9) / amountIn;
if (slippage > maxSlippage) revert SlippageTooHigh();
}
}
33 changes: 17 additions & 16 deletions test/fuzz/MultiBlockHarvester.t.sol
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Expand Up @@ -108,15 +108,15 @@ contract MultiBlockHarvestertTest is Fixture, FunctionUtils {
)
);

oracleXEVT = AggregatorV3Interface(address(new MockChainlinkOracle()));
circuitChainlink[0] = AggregatorV3Interface(oracleXEVT);
readData = abi.encode(circuitChainlink, stalePeriods, circuitChainIsMultiplied, chainlinkDecimals, quoteType);
MockChainlinkOracle(address(oracleXEVT)).setLatestAnswer(int256(BASE_8));
address oracle = 0x6B102047A4bB943DE39233E44487F2d57bDCb33e;
uint256 normalizationFactor = 1e18; // price == 36 decimals
readData = bytes("");
targetData = abi.encode(oracle, normalizationFactor);
transmuter.setOracle(
XEVT,
abi.encode(
OracleReadType.CHAINLINK_FEEDS,
OracleReadType.STABLE,
OracleReadType.NO_ORACLE,
OracleReadType.MORPHO_ORACLE,
readData,
targetData,
abi.encode(uint128(0), uint128(0))
Expand Down Expand Up @@ -179,6 +179,8 @@ contract MultiBlockHarvestertTest is Fixture, FunctionUtils {
harvester.setYieldBearingToDepositAddress(XEVT, XEVT);
harvester.setYieldBearingToDepositAddress(USDM, receiver);

transmuter.toggleTrusted(address(harvester), TrustedType.Seller);

agToken.mint(address(harvester), 1_000_000e18);

vm.stopPrank();
Expand Down Expand Up @@ -358,7 +360,7 @@ contract MultiBlockHarvestertTest is Fixture, FunctionUtils {
}

function test_harvest_IncreaseExposureXEVT(uint256 amount) external {
amount = 7022;
amount = bound(amount, 1e3, 1e11);
_loadReserve(EURC, amount);
_setYieldBearingData(XEVT, EURC);

Expand Down Expand Up @@ -399,7 +401,6 @@ contract MultiBlockHarvestertTest is Fixture, FunctionUtils {

assertEq(expectedIncrease, 0);
assertEq(issuedFromStablecoinBefore, 0);
assertEq(issuedFromYieldBearingAssetBefore, amount * 1e12);
assertEq(totalIssuedBefore, issuedFromYieldBearingAssetBefore);
assertEq(expectedAmount, issuedFromYieldBearingAssetBefore - ((targetExposure * totalIssuedBefore) / 1e9));

Expand Down Expand Up @@ -520,13 +521,13 @@ contract MultiBlockHarvestertTest is Fixture, FunctionUtils {
}

function test_ComputeRebalanceAmount_HigherThanMaxWithHarvest() external {
_loadReserve(XEVT, 1e11);
_loadReserve(EURC, 1e11);
_loadReserve(USDC, 1e11);
_loadReserve(USDM, 1e23);
uint64 minExposure = uint64((15 * 1e9) / 100);
uint64 maxExposure = uint64((60 * 1e9) / 100);
_setYieldBearingData(XEVT, EURC, minExposure, maxExposure);
_setYieldBearingData(USDM, USDC, minExposure, maxExposure);

(uint8 increase, uint256 amount) = harvester.computeRebalanceAmount(XEVT);
(uint8 increase, uint256 amount) = harvester.computeRebalanceAmount(USDM);
assertEq(amount, (2e23 * uint256(maxExposure)) / 1e9 - 1e23);
assertEq(increase, 0);
}
Expand All @@ -544,13 +545,13 @@ contract MultiBlockHarvestertTest is Fixture, FunctionUtils {
}

function test_ComputeRebalanceAmount_LowerThanMinAfterHarvest() external {
_loadReserve(EURC, 9e10);
_loadReserve(XEVT, 1e10);
_loadReserve(USDC, 9e10);
_loadReserve(USDM, 1e22);
uint64 minExposure = uint64((89 * 1e9) / 100);
uint64 maxExposure = uint64((999 * 1e9) / 1000);
_setYieldBearingData(XEVT, EURC, minExposure, maxExposure);
_setYieldBearingData(USDM, USDC, minExposure, maxExposure);

(uint8 increase, uint256 amount) = harvester.computeRebalanceAmount(XEVT);
(uint8 increase, uint256 amount) = harvester.computeRebalanceAmount(USDM);
assertEq(amount, 9e22 - (1e23 * uint256(minExposure)) / 1e9);
assertEq(increase, 1);
}
Expand Down
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