Meta Calculator: implementation of bulk get_dy and get_dx #15
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samwerner
commented
Jan 12, 2021
| @@ -39,7 +39,7 @@ interface CurveBase: | |||
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| MAX_COINS: constant(int128) = 8 | |||
| INPUT_SIZE: constant(int128) = 100 | |||
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Changed INPUT_SIZE to 80 as the contract size was exceeding the bytecode size limit. Was there a particular reason for setting it to 100?
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Just some number. Doesn't matter how big it is I think as long as it fits, but should be big enough. That's for DEX aggregators to do this on-chain (where INPUT_SIZE is the maximum they do)
michwill
reviewed
Jan 13, 2021
| @@ -18,7 +18,7 @@ symbol: public(String[32]) | |||
| decimals: public(uint256) | |||
| balanceOf: public(HashMap[address, uint256]) | |||
| allowances: HashMap[address, HashMap[address, uint256]] | |||
| total_supply: uint256 | |||
| total_supply: public(uint256) | |||
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You actually don't need this public because totalSupply is already public
michwill
reviewed
Jan 13, 2021
| @external | ||
| @view | ||
| def A_precise() -> uint256: | ||
| return self.A |
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Actually, in real pools A_precise is larger than A by a multiplier A_PRECISION = 100
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Feature
This PR adds full functionality for the meta pool calculator.
The following was implemented:
get_dy(only in meta calc; these weren't tested before)get_dyfor meta calculatorget_dxin meta calculatorget_dxfor meta calculatorTests
The added tests for the meta calculator can be found in:
tests/local/unitary/Swaps/test_calculator_meta.pyFor both,
get_dy()andget_dx()of the meta calculator, tests were added for:Note: There are two tests disabled. In
get_dx(), there is some calculation error regarding the base pool fees, which results in small differences between the expected and actual outputs. This issue can be reproduced by uncommenting the pytest decorators@pytest.mark.skip().If the base pool fee is set to 0, via
swap._set_fee(0)in the two tests, the expected and actual results in the tests are fine, apart from small floating-point differences.The base fee computation bug is within the logic for when dx is the meta pool token and dy a base pool token (block starting at line 411 in
CurveCalcMeta.vy) and for when dx is a base pool token and dy the meta pool token (block starting at line 392 inCurveCalcMeta.vy).