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FxPool rounding errors fixes #393

Merged
merged 57 commits into from
Jul 4, 2023
Merged

FxPool rounding errors fixes #393

merged 57 commits into from
Jul 4, 2023

Commits on May 25, 2023

  1. WIP fxPool rounding error

    @andreiashu
    andreiashu committed May 25, 2023
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Commits on May 26, 2023

  1. fixed regression in xaveFxPool.spec.ts

    @andreiashu
    andreiashu committed May 26, 2023
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Commits on May 29, 2023

  1. 🍜 minor amends; removed obsolete bnum conversions; rearranged checks … 

    …to match the contreact exactly
    @andreiashu
    andreiashu committed May 29, 2023
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Commits on May 31, 2023

  1. 🎐 wip

    @andreiashu
    andreiashu committed May 31, 2023
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  2. wip; broken branch for now

    @andreiashu
    andreiashu committed May 31, 2023
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Commits on Jun 2, 2023

  1. ⛽ fixed 10 wei precision issue; still wip;

    @andreiashu
    andreiashu committed Jun 2, 2023
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Commits on Jun 6, 2023

  1. breaking polygon test

    @0xAplki
    0xAplki committed Jun 6, 2023
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Commits on Jun 8, 2023

  1. 🍅 fix the subgraph values. Tests passing on Polygon

    @andreiashu
    andreiashu committed Jun 8, 2023
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  2. added new values for subgraph return

    @0xAplki
    0xAplki committed Jun 8, 2023
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Commits on Jun 10, 2023

  1. 🏈 code formatting

    @andreiashu
    andreiashu committed Jun 10, 2023
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  2. 🍿 minor changes: code reuse

    @andreiashu
    andreiashu committed Jun 10, 2023
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  3. 🦄 added documentation

    @andreiashu
    andreiashu committed Jun 10, 2023
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Commits on Jun 11, 2023

  1. Removed obsolete documentation

    @andreiashu
    andreiashu committed Jun 11, 2023
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Commits on Jun 12, 2023

  1. ⛑ switched back to ALCHEMY_URL; fixed one test in xaveFxPool.spec.ts

    @andreiashu
    andreiashu committed Jun 12, 2023
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Commits on Jun 14, 2023

  1. 🎣 fixed several test cases; still wip

    @andreiashu
    andreiashu committed Jun 14, 2023
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  2. 🎣 added tests for expectedSwapOutput values

    @andreiashu
    andreiashu committed Jun 14, 2023
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  3. 🎤 minor changes

    @andreiashu
    andreiashu committed Jun 14, 2023
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  4. ⚓ added _inHigherPrecision function to workaround the SOR limitation … 

    …to only 18 decimals
    @andreiashu
    andreiashu committed Jun 14, 2023
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  5. ⛄ pull from upstream/develop

    @andreiashu
    andreiashu committed Jun 14, 2023
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  6. 🏈 lint fixes

    @andreiashu
    andreiashu committed Jun 14, 2023
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  7. 🍁 added xaveFxPool.math.spec.ts

    @andreiashu
    andreiashu committed Jun 14, 2023
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  8. 🌳 removed debug module

    @andreiashu
    andreiashu committed Jun 14, 2023
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  9. 🌳 removed debug module

    @andreiashu
    andreiashu committed Jun 14, 2023
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  10. 🚗 removed FXPoolMath tests from integration

    @andreiashu
    andreiashu committed Jun 14, 2023
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  11. 🐙 removed code change from src/pools/index.ts (oops)

    @andreiashu
    andreiashu committed Jun 14, 2023
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Commits on Jun 15, 2023

  1. 🍳 enabled FX pool type

    @andreiashu
    andreiashu committed Jun 15, 2023
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  2. 🍵 xavePool run tests against polygon fork; better organize test files;

    @andreiashu
    andreiashu committed Jun 15, 2023
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  3. 🐟 fixed bug where OldBigNumber.config.DECIMAL_PLACES was left as 36 i… 

    …n case of an exception in FXPool functions
    @andreiashu
    andreiashu committed Jun 15, 2023
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  4. 💻 removed comment about innacuracy test since it is irrelevant now

    @andreiashu
    andreiashu committed Jun 15, 2023
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Commits on Jun 20, 2023

  1. test cases + bug

    @0xAplki
    0xAplki committed Jun 20, 2023
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Commits on Jun 21, 2023

  1. 🦩 new fxpool test cases

    @0xAplki
    0xAplki committed Jun 21, 2023
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Commits on Jun 22, 2023

  1. 🍎 removed rounding of values in xaveFxPool.spec.ts; the values for `e… 

    …xpectedSpotPriceBeforeSwap` value are not precisely equal to the excel spreadsheet; all the tests that fail now, fail because of `expectedSpotPriceAfterSwap` - will need to check with Khidir about this;
    @andreiashu
    andreiashu committed Jun 22, 2023
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Commits on Jun 23, 2023

  1. 🐨 fixed bug whereby the way we calculated our derivative would have p… 

    …ut us as last of the pools in terms of normalized liquidity; fixed tests;
    @andreiashu
    andreiashu committed Jun 23, 2023
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  2. 🐨 lint fixes

    @andreiashu
    andreiashu committed Jun 23, 2023
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  3. ⛰ removed obsolete comments

    @andreiashu
    andreiashu committed Jun 23, 2023
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  4. 💾 do not use floats in calculations; found a place where we were roun… 

    …ding down to 15 decimals (I must have forgotten that code there);
    @andreiashu
    andreiashu committed Jun 23, 2023
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Commits on Jun 26, 2023

  1. ⛏ viewRawAmount and viewNumeraireAmount using BigInt internally

    @andreiashu
    andreiashu committed Jun 26, 2023
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  2. 🐼 calculateMicroFee is using BigNumber now

    @andreiashu
    andreiashu committed Jun 26, 2023
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  3. 😮 oops I deleted some of the test cases by mistake. fixed now

    @andreiashu
    andreiashu committed Jun 26, 2023
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  4. 🐬 calculateTrade uses BigNumber internally

    @andreiashu
    andreiashu committed Jun 26, 2023
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  5. 👽 alpha, beta, delta, epsilon, viewRawAmount, viewNumeraire using Big… 

    …Number now
    @andreiashu
    andreiashu committed Jun 26, 2023
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Commits on Jun 27, 2023

  1. tokenOutLatestFXPrice and tokenInLatestFXPrice are BigNumber now

    @andreiashu
    andreiashu committed Jun 27, 2023
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  2. ⚽ amount -> amount_36 [wip]

    @andreiashu
    andreiashu committed Jun 27, 2023
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  3. 🎻 viewRawAmount amount -> amount_36

    @andreiashu
    andreiashu committed Jun 27, 2023
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  4. ParsedFxPoolData uses BigNumber

    @andreiashu
    andreiashu committed Jun 27, 2023
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  5. 🖖 spotPriceBeforeSwap uses BigNumber amount

    @andreiashu
    andreiashu committed Jun 27, 2023
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  6. 🚣 params to param_64

    @andreiashu
    andreiashu committed Jun 27, 2023
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  7. _derivativeSpotPriceAfterSwapTokenInForExactTokenOut and _derivativeS… 

    …potPriceAfterSwapExactTokenInForTokenOut used BigNumber now
    @andreiashu
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  8. 🐺 viewRawAmount and spotPriceBeforeSwap return BigNumber

    @andreiashu
    andreiashu committed Jun 27, 2023
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  9. 🍳bnum(10).pow(36) -> OLD_ONE_36

    @andreiashu
    andreiashu committed Jun 27, 2023
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  10. ⛰ default to 8 for fxOracleDecimals

    @andreiashu
    andreiashu committed Jun 27, 2023
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Commits on Jun 28, 2023

  1. 🍜 removed redundant operations; thanks @brunoguerios

    @andreiashu
    andreiashu committed Jun 28, 2023
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  2. 🏺 parseFixedCurveParam test

    @andreiashu
    andreiashu committed Jun 28, 2023
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Commits on Jun 29, 2023

  1. 🙅🏻‍♂️ removed the conditional that was previously used on other funct… 

    …ions
    @0xAplki
    0xAplki committed Jun 29, 2023
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Commits on Jul 3, 2023

  1. 🍳 removed the rounding down from spot price related functions;

    @andreiashu
    andreiashu committed Jul 3, 2023
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  2. ⛲ formatting

    @andreiashu
    andreiashu committed Jul 3, 2023
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  3. 🍎 reverted the changes in `_derivativeSpotPriceAfterSwapExactTokenInF… 

    …orTokenOut`; universalNormalizedLiquidity should return higher values for more advantageous pools;
    @andreiashu
    andreiashu committed Jul 3, 2023
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