fix(PCL): spread calculation

MohZeeshan03 · Oct 18, 2023 · 062bb4b · 062bb4b
1 parent 3559eb4
commit 062bb4b
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Showing 8 changed files with 20 additions and 24 deletions.
diff --git a/Cargo.lock b/Cargo.lock
diff --git a/contracts/pair_concentrated/Cargo.toml b/contracts/pair_concentrated/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "astroport-pair-concentrated"
-version = "2.2.0"
+version = "2.2.1"
 authors = ["Astroport"]
 edition = "2021"
 description = "The Astroport concentrated liquidity pair"

diff --git a/contracts/pair_concentrated_inj/Cargo.toml b/contracts/pair_concentrated_inj/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "astroport-pair-concentrated-injective"
-version = "2.2.0"
+version = "2.2.1"
 authors = ["Astroport"]
 edition = "2021"
 description = "The Astroport concentrated liquidity pair which supports Injective orderbook integration"

diff --git a/contracts/pair_concentrated_inj/src/migrate.rs b/contracts/pair_concentrated_inj/src/migrate.rs
@@ -12,7 +12,7 @@ use crate::orderbook::state::OrderbookState;
 use crate::state::CONFIG;
 
 const MIGRATE_FROM: &str = "astroport-pair-concentrated";
-const MIGRATION_VERSION: &str = "2.2.0";
+const MIGRATION_VERSION: &str = "2.2.1";
 
 /// Manages the contract migration.
 #[cfg_attr(not(feature = "library"), entry_point)]

diff --git a/contracts/pair_stable/src/testing.rs b/contracts/pair_stable/src/testing.rs
@@ -1392,7 +1392,7 @@ proptest! {
         let diff = (sim_result as i128 - result.return_amount.u128() as i128).abs();
 
         assert!(
-            diff <= 9,
+            diff <= 10,
             "result={}, sim_result={}, amp={}, amount_in={}, balance_in={}, balance_out={}, diff={}",
             result.return_amount,
             sim_result,

diff --git a/packages/astroport/Cargo.toml b/packages/astroport/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "astroport"
-version = "3.6.1"
+version = "3.6.2"
 authors = ["Astroport"]
 edition = "2021"
 description = "Common Astroport types, queriers and other utils"

diff --git a/packages/astroport_pcl_common/Cargo.toml b/packages/astroport_pcl_common/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "astroport-pcl-common"
-version = "1.0.0"
+version = "1.0.1"
 edition = "2021"
 
 # See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html

diff --git a/packages/astroport_pcl_common/src/utils.rs b/packages/astroport_pcl_common/src/utils.rs
@@ -243,7 +243,7 @@ pub fn calc_last_prices(xs: &[Decimal256], config: &Config, env: &Env) -> StdRes
 /// Calculate swap result.
 pub fn compute_swap(
     xs: &[Decimal256],
-    offer_amount: Decimal256,
+    mut offer_amount: Decimal256,
     ask_ind: usize,
     config: &Config,
     env: &Env,
@@ -258,27 +258,23 @@ pub fn compute_swap(
     let amp_gamma = config.pool_state.get_amp_gamma(env);
     let d = calc_d(&ixs, &amp_gamma)?;
 
-    let offer_amount = if offer_ind == 1 {
-        offer_amount * config.pool_state.price_state.price_scale
-    } else {
-        offer_amount
-    };
+    if offer_ind == 1 {
+        offer_amount *= config.pool_state.price_state.price_scale;
+    }
 
     ixs[offer_ind] += offer_amount;
 
     let new_y = calc_y(&ixs, d, &amp_gamma, ask_ind)?;
     let mut dy = ixs[ask_ind] - new_y;
     ixs[ask_ind] = new_y;
 
-    let price = if ask_ind == 1 {
-        dy /= config.pool_state.price_state.price_scale;
-        config.pool_state.price_state.price_scale.inv().unwrap()
-    } else {
-        config.pool_state.price_state.price_scale
-    };
-
     // Since price_scale moves slower than real price spread fee may become negative
-    let spread_fee = (offer_amount * price).saturating_sub(dy);
+    let mut spread_fee = offer_amount.saturating_sub(dy);
+
+    if ask_ind == 1 {
+        dy /= config.pool_state.price_state.price_scale;
+        spread_fee /= config.pool_state.price_state.price_scale;
+    }
 
     let fee_rate = config.pool_params.fee(&ixs);
     let total_fee = fee_rate * dy;