Merge branch 'master' into fix/stablewap-tradable-state

math/Cargo.toml

@@ -6,7 +6,7 @@ license = 'Apache-2.0'
 name = "hydra-dx-math"
 description = "A collection of utilities to make performing liquidity pool calculations more convenient."
 repository = 'https://github.com/galacticcouncil/hydradx-math'
-version = "7.4.0"
+version = "7.4.1"
 
 [dependencies]
 primitive-types = {default-features = false, version = '0.12.0'}

math/src/stableswap/math.rs

@@ -168,7 +168,7 @@ pub fn calculate_withdraw_one_asset<const N: u8, const N_Y: u8>(
 			reserve.checked_mul(d1)?.checked_div(d_hp)?.checked_sub(y_hp)?
 		} else {
 			// dx_expected = xp[j] - xp[j] * d1 / d0
-			reserve.checked_sub(xp_hp[idx].checked_mul(d1)?.checked_div(d_hp)?)?
+			reserve.checked_sub(reserve.checked_mul(d1)?.checked_div(d_hp)?)?
 		};
 
 		let expected = Balance::try_from(dx_expected).ok()?;
@@ -251,8 +251,14 @@ pub(crate) fn calculate_y_given_out<const N: u8, const N_Y: u8>(
 pub fn calculate_d<const N: u8>(xp: &[Balance], amplification: Balance) -> Option<Balance> {
 	let two_u256 = to_u256!(2_u128);
 
-	//let mut xp_hp: [U256; 2] = [to_u256!(xp[0]), to_u256!(xp[1])];
+	// Filter out zero balance assets, and return error if there is one.
+	// Either all assets are zero balance, or none are zero balance.
+	// Otherwise, it breaks the math.
 	let mut xp_hp: Vec<U256> = xp.iter().filter(|v| !(*v).is_zero()).map(|v| to_u256!(*v)).collect();
+	if xp_hp.len() != xp.len() && !xp_hp.is_empty() {
+		return None;
+	}
+
 	xp_hp.sort();
 
 	let ann = calculate_ann(xp_hp.len(), amplification)?;
@@ -307,7 +313,13 @@ pub fn calculate_d<const N: u8>(xp: &[Balance], amplification: Balance) -> Optio
 }
 
 pub(crate) fn calculate_y<const N: u8>(xp: &[Balance], d: Balance, amplification: Balance) -> Option<Balance> {
+	// Filter out zero balance assets, and return error if there is one.
+	// Either all assets are zero balance, or none are zero balance.
+	// Otherwise, it breaks the math.
 	let mut xp_hp: Vec<U256> = xp.iter().filter(|v| !(*v).is_zero()).map(|v| to_u256!(*v)).collect();
+	if xp_hp.len() != xp.len() && !xp_hp.is_empty() {
+		return None;
+	}
 	xp_hp.sort();
 
 	let ann = calculate_ann(xp_hp.len().checked_add(1)?, amplification)?;

math/src/stableswap/tests/invariants.rs

@@ -145,24 +145,3 @@ proptest! {
 		assert!(y >= reserve_a);
 	}
 }
-
-proptest! {
-	#![proptest_config(ProptestConfig::with_cases(1000))]
-	#[test]
-	fn round_trip_d_y_4(reserve_a in asset_reserve(),
-		reserve_b in asset_reserve(),
-		reserve_c in asset_reserve(),
-		reserve_e in asset_reserve(),
-		amp in amplification(),
-	) {
-		let ann = amp * 256u128;  // 4^4
-
-		let reserve_d = 0u128;
-
-		let d = calculate_d::<D_ITERATIONS>(&[reserve_a, reserve_b, reserve_c, reserve_d, reserve_e], ann).unwrap();
-		let y = calculate_y::<Y_ITERATIONS>(&[reserve_b, reserve_c, reserve_d, reserve_e], d, ann).unwrap();
-
-		assert!(y - 4 <= reserve_a);
-		assert!(y >= reserve_a);
-	}
-}

math/src/stableswap/tests/two_assets.rs

@@ -24,6 +24,12 @@ fn test_d_with_zero_reserves() {
 	assert_eq!(calculate_d::<D_ITERATIONS>(&reserves, 1), Some(0u128));
 }
 
+#[test]
+fn test_d_with_one_zero_reserves() {
+	let reserves = [1000u128, 0u128];
+	assert_eq!(calculate_d::<D_ITERATIONS>(&reserves, 1), None);
+}
+
 #[test]
 fn test_y_given_in() {
 	let reserves = [1000u128, 2000u128];
@@ -94,12 +100,12 @@ fn test_shares() {
 	let amp = 100u128;
 
 	let initial_reserves = &[0u128, 0u128];
-	let updated_reserves = &[1000 * ONE, 0u128];
+	let updated_reserves = &[1000 * ONE, 500u128];
 
 	let result = calculate_shares::<D_ITERATIONS>(initial_reserves, updated_reserves, amp, 0u128);
 
 	assert!(result.is_some());
-	assert_eq!(result.unwrap(), 1_000_000_000_000_000u128);
+	assert_eq!(result.unwrap(), 928031226918u128);
 }
 #[test]
 fn remove_one_asset_should_work() {