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add maxSwapableAmount #214

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add maxSwapableAmount #214

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4 changes: 3 additions & 1 deletion pkg/source/balancer/constant.go
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Original file line number Diff line number Diff line change
Expand Up @@ -47,5 +47,7 @@ var (
zeroBI = big.NewInt(0)
bOneFloat, _ = new(big.Float).SetString("1000000000000000000")

DefaultGas = Gas{Swap: 80000}
DefaultGas = Gas{Swap: 80000}
LimitSwapPercentage = big.NewInt(30)
OneHundred = big.NewInt(100)
)
36 changes: 30 additions & 6 deletions pkg/source/balancer/weighted/pool_simulator.go
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Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,8 @@ import (
"math/big"
"strings"

"github.com/KyberNetwork/logger"

balancer "github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/balancer"
"github.com/KyberNetwork/kyberswap-dex-lib/pkg/util/bignumber"

Expand All @@ -21,6 +23,9 @@ type WeightedPool2Tokens struct {
Decimals []uint
Weights []*big.Int
gas balancer.Gas
// maxSwappableAmount stored the maximum amount to be swapped in a findRoute request.
// it is not on-chain pool's state properties
maxSwappableAmount []*big.Int
}

func NewPoolSimulator(entityPool entity.Pool) (*WeightedPool2Tokens, error) {
Expand All @@ -37,12 +42,14 @@ func NewPoolSimulator(entityPool entity.Pool) (*WeightedPool2Tokens, error) {
reserves := make([]*big.Int, numTokens)
weights := make([]*big.Int, numTokens)
decimals := make([]uint, numTokens)
maxSwappableAmounts := make([]*big.Int, numTokens)

for i := 0; i < numTokens; i += 1 {
tokens[i] = entityPool.Tokens[i].Address
reserves[i] = bignumber.NewBig10(entityPool.Reserves[i])
weights[i] = big.NewInt(int64(entityPool.Tokens[i].Weight))
decimals[i] = uint(staticExtra.TokenDecimals[i])
maxSwappableAmounts[i] = big.NewInt(0).Div(big.NewInt(0).Mul(balancer.LimitSwapPercentage, reserves[i]), balancer.OneHundred)
}

return &WeightedPool2Tokens{
Expand All @@ -58,11 +65,12 @@ func NewPoolSimulator(entityPool entity.Pool) (*WeightedPool2Tokens, error) {
Checked: false,
},
},
VaultAddress: strings.ToLower(staticExtra.VaultAddress),
PoolId: strings.ToLower(staticExtra.PoolId),
Decimals: decimals,
Weights: weights,
gas: balancer.DefaultGas,
VaultAddress: strings.ToLower(staticExtra.VaultAddress),
PoolId: strings.ToLower(staticExtra.PoolId),
Decimals: decimals,
Weights: weights,
gas: balancer.DefaultGas,
maxSwappableAmount: maxSwappableAmounts,
}, nil
}

Expand All @@ -82,7 +90,12 @@ func (t *WeightedPool2Tokens) CalcAmountOut(
if tokenAmountIn.Amount.Cmp(maxAmountIn) > 0 {
return &pool.CalcAmountOutResult{}, fmt.Errorf("tokenAmountIn.Amount %v is larger than maxAmountIn %v", *tokenAmountIn.Amount, maxAmountIn)
}

var (
reserves = t.GetReserves()
)
if tokenAmountIn.Amount.Cmp(t.maxSwappableAmount[tokenIndexFrom]) > 0 {
return &pool.CalcAmountOutResult{}, fmt.Errorf("additional token In Amount %s excess %s percentage pool reserve of %s", tokenAmountIn.Amount.String(), balancer.LimitSwapPercentage.String(), reserves[tokenIndexFrom].String())
}
// this scaling up of both nominator and denominator seems not needed
// but they do this explicitly here https://github.com/balancer/balancer-v2-monorepo/blob/45bfdc2/pkg/pool-weighted/contracts/lbp/LiquidityBootstrappingPool.sol#L125
// maybe needed to have rounded down result
Expand All @@ -104,6 +117,9 @@ func (t *WeightedPool2Tokens) CalcAmountOut(
if amountOut.Cmp(maxAmountOut) > 0 {
return &pool.CalcAmountOutResult{}, fmt.Errorf("amountOut %v is larger than maxAmountOut %v", amountOut, maxAmountOut)
}
if amountOut.Cmp(t.maxSwappableAmount[tokenIndexTo]) > 0 {
return &pool.CalcAmountOutResult{}, fmt.Errorf("additional token Out Amount %s excess %s percentage pool reserve of %s", amountOut.String(), balancer.LimitSwapPercentage.String(), reserves[tokenIndexTo].String())
}
return &pool.CalcAmountOutResult{
TokenAmountOut: &pool.TokenAmount{
Token: tokenOut,
Expand Down Expand Up @@ -138,8 +154,16 @@ func (t *WeightedPool2Tokens) UpdateBalance(params pool.UpdateBalanceParams) {
var tokenOutIndex = t.GetTokenIndex(output.Token)
if tokenInIndex >= 0 {
t.Info.Reserves[tokenInIndex] = new(big.Int).Add(t.Info.Reserves[tokenInIndex], input.Amount)
if t.maxSwappableAmount[tokenInIndex].Cmp(params.TokenAmountIn.Amount) < 0 {
logger.Errorf("balancer error: exceeded max swappable token. MaxAmountIn: %s, AmountIn: %s", t.maxSwappableAmount[tokenInIndex], params.TokenAmountIn.Amount)
}
t.maxSwappableAmount[tokenInIndex].Sub(t.maxSwappableAmount[tokenInIndex], params.TokenAmountIn.Amount)
}
if tokenOutIndex >= 0 {
t.Info.Reserves[tokenOutIndex] = new(big.Int).Sub(t.Info.Reserves[tokenOutIndex], output.Amount)
if t.maxSwappableAmount[tokenOutIndex].Cmp(params.TokenAmountOut.Amount) < 0 {
logger.Errorf("balancer error: exceeded max swappable token. MaxAmountOut: %s, AmountOut: %s", t.maxSwappableAmount[tokenOutIndex], params.TokenAmountOut.Amount)
}
t.maxSwappableAmount[tokenOutIndex].Sub(t.maxSwappableAmount[tokenOutIndex], params.TokenAmountOut.Amount)
}
}