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ilanDoronilanDoron
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Set higher max rate for Kyber reserve + conversion rate enhanced steps. (#1052)
* We align MAX_RATE parameter with Katalyst, from 10**24 to 10 ** 25. * Create a mock Contract to enable easy checking of steps logic,
1 parent ac3829b commit 4038cae

10 files changed

+2103
-1
lines changed

‎buidler.config.js

+1-1
Original file line numberDiff line numberDiff line change
@@ -145,7 +145,7 @@ module.exports = {
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paths: {
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sources: "./contracts/sol6",
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tests: "./test/sol6",
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tests: "./test/",
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},
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mocha: {

‎contracts/sol4/mock/ConversionRatesEnhancedOpen.sol

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@@ -0,0 +1,105 @@
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pragma solidity 0.4.18;
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import "../reserves/fprConversionRate/ConversionRateEnhancedSteps.sol";
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/**
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* @title ConversionRateEnhancedOpen
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* Inherits ConversionRateEnhancedSteps.
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* Supports API to check new getRate logic by exposing internal data.
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* Additional API enables 2 options:
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* - get rate queries that also show steps data (accumulated Y value).
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* - query get rate with fake imbalance.
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*/
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contract ConversionRateEnhancedOpen is ConversionRateEnhancedSteps {
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function ConversionRateEnhancedOpen(address _admin) public
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ConversionRateEnhancedSteps(_admin)
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{ } // solhint-disable-line no-empty-blocks
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///@dev enables calling get rate and watching extra BPS from step function.
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///@dev doesn't check: token listed, valid rate duration.
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/// this logic isn't required since only used to show getRate internal values. extra logic isn't
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///@dev rateWithSteps value should be equal to rate value from getRate call
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function getRateOpenData(
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ERC20 token,
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bool buy,
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uint qty
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) public view returns(
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uint rateWithSteps,
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uint rateWithoutSteps,
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int extraBpsYdata
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) {
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// get rate update block
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bytes32 compactData = tokenRatesCompactData[tokenData[token].compactDataArrayIndex];
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uint updateRateBlock = getLast4Bytes(compactData);
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// check imbalance
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int totalImbalance;
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int blockImbalance;
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(totalImbalance, blockImbalance) = getImbalance(token, updateRateBlock, block.number);
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return getRateDataFakeImbalance(token, buy, qty, totalImbalance);
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}
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///@dev enables calling get rate and watching extra BPS from step function.
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///@dev can supply fake imbalance and see steps values with this fake imbalance.
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function getRateDataFakeImbalance(
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ERC20 token,
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bool buy,
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uint qty,
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int fakeImbalance
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) public view returns (
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uint rateWithSteps,
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uint rateWithoutSteps,
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int extraBpsYdata)
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{
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// get rate update block
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bytes32 compactData = tokenRatesCompactData[tokenData[token].compactDataArrayIndex];
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// calculate actual rate
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int imbalanceQty;
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int8 rateUpdate;
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if (buy) {
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// start with base rate
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rateWithoutSteps = tokenData[token].baseBuyRate;
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// add rate update
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rateUpdate = getRateByteFromCompactData(compactData, token, true);
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extraBpsYdata = int(rateUpdate) * 10;
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rateWithoutSteps = addBps(rateWithoutSteps, extraBpsYdata);
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// compute token qty
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qty = getTokenQty(token, qty, rateWithoutSteps);
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imbalanceQty = int(qty);
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// add imbalance overhead
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extraBpsYdata = executeStepFunction(
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tokenData[token].buyRateImbalanceStepFunction,
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fakeImbalance,
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fakeImbalance + imbalanceQty
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);
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rateWithSteps = addBps(rateWithoutSteps, extraBpsYdata);
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} else {
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// start with base rate
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rateWithoutSteps = tokenData[token].baseSellRate;
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// add rate update
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rateUpdate = getRateByteFromCompactData(compactData, token, false);
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extraBpsYdata = int(rateUpdate) * 10;
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rateWithoutSteps = addBps(rateWithoutSteps, extraBpsYdata);
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// compute token qty
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imbalanceQty = -1 * int(qty);
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// add imbalance overhead
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extraBpsYdata = executeStepFunction(
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tokenData[token].sellRateImbalanceStepFunction,
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fakeImbalance + imbalanceQty,
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fakeImbalance
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);
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rateWithSteps = addBps(rateWithoutSteps, extraBpsYdata);
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}
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}
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}

‎contracts/sol4/mock/MockConversionRateEnhancedSteps.sol

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@@ -0,0 +1,35 @@
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pragma solidity ^0.4.18;
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import "../reserves/fprConversionRate/ConversionRateEnhancedSteps.sol";
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contract MockConversionRateEnhancedSteps is ConversionRateEnhancedSteps {
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function MockConversionRateEnhancedSteps(address admin) ConversionRateEnhancedSteps(admin) public {
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}
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function mockGetImbalance(ERC20 token, uint rateUpdateBlock, uint currentBlock) public view
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returns(int totalImbalance, int currentBlockImbalance)
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{
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(totalImbalance, currentBlockImbalance) = getImbalance(token, rateUpdateBlock, currentBlock);
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return(totalImbalance, currentBlockImbalance);
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}
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function mockGetMaxTotalImbalance(ERC20 token) public view returns(uint) {
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return getMaxTotalImbalance(token);
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}
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function getUpdateRateBlockFromCompact (ERC20 token) public view returns(uint updateRateBlock) {
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// get rate update block
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bytes32 compactData = tokenRatesCompactData[tokenData[token].compactDataArrayIndex];
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updateRateBlock = getLast4Bytes(compactData);
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}
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function mockAddBps(uint rate, int bps) public pure returns(uint) {
29+
return addBps(rate, bps);
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}
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function mockIsTokenTradeEnabled(address token) public view returns (bool) {
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return tokenData[token].enabled;
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}
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}

‎contracts/sol4/mock/MockKyberReserveHighRate.sol

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@@ -0,0 +1,25 @@
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pragma solidity 0.4.18;
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import "../reserves/KyberReserveHighRate.sol";
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/// @title Kyber Reserve contract
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/// reuses KyberReserve.sol contract while overriding a few functions / values.
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/// Update MAX_RATE to higher value and should have maximum code reuse
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contract MockKyberReserveHighRate is KyberReserveHighRate {
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function MockKyberReserveHighRate(address _kyberNetwork, ConversionRatesInterface _ratesContract,
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address _admin) public KyberReserveHighRate(_kyberNetwork, _ratesContract, _admin)
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{ }
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function MockCalcDstQty(uint srcQty, uint srcDecimals, uint dstDecimals, uint rate)
15+
public pure returns(uint)
16+
{
17+
return calcDstQty(srcQty, srcDecimals, dstDecimals, rate);
18+
}
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20+
function MockCalcSrcQty(uint dstQty, uint srcDecimals, uint dstDecimals, uint rate)
21+
public pure returns(uint)
22+
{
23+
return calcSrcQty(dstQty, srcDecimals, dstDecimals, rate);
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}
25+
}

‎contracts/sol4/reserves/KyberReserveHighRate.sol

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@@ -0,0 +1,51 @@
1+
pragma solidity 0.4.18;
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3+
import "./KyberReserve.sol";
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5+
/// @title Kyber Reserve contract
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/// reuses KyberReserve.sol contract while overriding a few functions / values.
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/// Update MAX_RATE to higher value and should have maximum code reuse
8+
contract KyberReserveHighRate is KyberReserve {
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uint constant internal MAX_RATE = (PRECISION * 10 ** 7); // 10M tokens per ETH
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12+
function KyberReserveHighRate(address _kyberNetwork, ConversionRatesInterface _ratesContract,
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address _admin) public KyberReserve(_kyberNetwork, _ratesContract, _admin)
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{ }
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function calcDstQty(uint srcQty, uint srcDecimals, uint dstDecimals, uint rate)
17+
internal pure returns(uint)
18+
{
19+
require(srcQty <= MAX_QTY);
20+
require(rate <= MAX_RATE);
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if (dstDecimals >= srcDecimals) {
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require((dstDecimals - srcDecimals) <= MAX_DECIMALS);
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return (srcQty * rate * (10**(dstDecimals - srcDecimals))) / PRECISION;
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} else {
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require((srcDecimals - dstDecimals) <= MAX_DECIMALS);
27+
return (srcQty * rate) / (PRECISION * (10**(srcDecimals - dstDecimals)));
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}
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}
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function calcSrcQty(uint dstQty, uint srcDecimals, uint dstDecimals, uint rate)
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internal pure returns(uint)
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{
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require(dstQty <= MAX_QTY);
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require(rate <= MAX_RATE);
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//source quantity is rounded up. to avoid dest quantity being too low.
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uint numerator;
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uint denominator;
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if (srcDecimals >= dstDecimals) {
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require((srcDecimals - dstDecimals) <= MAX_DECIMALS);
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numerator = (PRECISION * dstQty * (10**(srcDecimals - dstDecimals)));
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denominator = rate;
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} else {
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require((dstDecimals - srcDecimals) <= MAX_DECIMALS);
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numerator = (PRECISION * dstQty);
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denominator = (rate * (10**(dstDecimals - srcDecimals)));
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}
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return (numerator + denominator - 1) / denominator; //avoid rounding down
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}
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}

‎contracts/sol4/reserves/fprConversionRate/ConversionRateEnhancedSteps.sol

+11
Original file line numberDiff line numberDiff line change
@@ -12,6 +12,7 @@ import "./ConversionRates.sol";
1212

1313
contract ConversionRateEnhancedSteps is ConversionRates {
1414

15+
uint constant internal MAX_RATE = (PRECISION * 10 ** 7); // up to 10M tokens per ETH
1516
uint constant internal MAX_STEPS_IN_FUNCTION = 16;
1617
int constant internal MAX_IMBALANCE = 2 ** 255 - 1;
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uint constant internal POW_2_128 = 2 ** 128;
@@ -241,6 +242,15 @@ contract ConversionRateEnhancedSteps is ConversionRates {
241242
return getImbalance(token, rateUpdateBlock, usedBlock);
242243
}
243244

245+
function addBps(uint rate, int bps) internal pure returns(uint) {
246+
require(rate <= MAX_RATE);
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require(bps >= MIN_BPS_ADJUSTMENT);
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require(bps <= MAX_BPS_ADJUSTMENT);
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250+
uint maxBps = 100 * 100;
251+
return (rate * uint(int(maxBps) + bps)) / maxBps;
252+
}
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244254
function executeStepFunction(StepFunction storage f, int from, int to) internal view returns(int) {
245255

246256
uint len = f.x.length;
@@ -266,6 +276,7 @@ contract ConversionRateEnhancedSteps is ConversionRates {
266276
change += (stepXValue - fromVal) * stepYValue;
267277
fromVal = stepXValue;
268278
}
279+
// max change < MAX_QTY * BPS * 16 = (10 ** 28) * 10000 * 16 = 1.6e33
269280
}
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271282
return change / (to - from);

‎contracts/sol4/wrappers/WrapConversionRateEnhancedSteps.sol

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@@ -0,0 +1,44 @@
1+
pragma solidity 0.4.18;
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3+
import "./WrapConversionRate.sol";
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5+
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contract WrapConversionRateEnhancedSteps is WrapConversionRate {
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//general functions
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function WrapConversionRateEnhancedSteps(ConversionRates _conversionRates) public
10+
WrapConversionRate(_conversionRates)
11+
{ /* empty block */ }
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function addToken(
14+
ERC20 token,
15+
uint minRecordResolution,
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uint maxPerBlockImbalance,
17+
uint maxTotalImbalance
18+
) public onlyAdmin
19+
{
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require(token != address(0));
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require(minRecordResolution != 0);
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require(maxPerBlockImbalance != 0);
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require(maxTotalImbalance != 0);
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conversionRates.addToken(token);
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//token control info
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conversionRates.setTokenControlInfo(
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token,
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minRecordResolution,
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maxPerBlockImbalance,
32+
maxTotalImbalance
33+
);
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//step functions
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int[] memory emptyArr = new int[](0);
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int[] memory zeroArr = new int[](1);
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zeroArr[0] = 0;
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conversionRates.setImbalanceStepFunction(token, emptyArr, zeroArr, emptyArr, zeroArr);
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conversionRates.enableTokenTrade(token);
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}
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}

‎test/sol4/conversionRateEnhancedSteps.js

+37
Original file line numberDiff line numberDiff line change
@@ -1241,6 +1241,43 @@ contract('ConversionRateEnhancedSteps', function(accounts) {
12411241
contractBps = await convRatesInst.mockExecuteStepFunction(token, 0, 31);
12421242
Helper.assertEqual(contractBps, bps, "bad bps");
12431243
});
1244+
1245+
it("should verify add bps reverts for illegal values", async function () {
1246+
let minLegalBps = -100 * 100;
1247+
let maxLegalBps = new BN(100 * 100);
1248+
let legalRate = new BN(10).pow(new BN(25));
1249+
let illegalRate = legalRate.add(new BN(1));
1250+
let illegalBpsMinSide = minLegalBps - 1*1;
1251+
let illegalBpsMaxSide = maxLegalBps.add(new BN(1));
1252+
1253+
await convRatesInst.mockAddBps(legalRate, minLegalBps);
1254+
await convRatesInst.mockAddBps(legalRate, maxLegalBps);
1255+
1256+
//see fail with illegal rate
1257+
try {
1258+
await convRatesInst.mockAddBps(illegalRate, minLegalBps);
1259+
assert(false, "throw was expected in line above.")
1260+
} catch(e){
1261+
assert(Helper.isRevertErrorMessage(e), "expected throw but got: " + e);
1262+
}
1263+
1264+
//see fail with illegal bps (min side)
1265+
try {
1266+
await convRatesInst.mockAddBps(legalRate, illegalBpsMinSide);
1267+
assert(false, "throw was expected in line above.")
1268+
} catch(e){
1269+
assert(Helper.isRevertErrorMessage(e), "expected throw but got: " + e);
1270+
}
1271+
1272+
//see fail with illegal bps (max side)
1273+
try {
1274+
await convRatesInst.mockAddBps(legalRate, illegalBpsMaxSide);
1275+
assert(false, "throw was expected in line above.")
1276+
} catch(e){
1277+
assert(Helper.isRevertErrorMessage(e), "expected throw but got: " + e);
1278+
}
1279+
1280+
});
12441281
});
12451282

12461283
function convertRateToPricingRate (baseRate) {

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