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[stableswap]: Add checks for invalid cfmm inputs #2695

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merged 2 commits into from
Sep 14, 2022
Merged

[stableswap]: Add checks for invalid cfmm inputs #2695

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dba0541
add checks for invalid cfmm inputs
AlpinYukseloglu Sep 10, 2022
14a9ab7
refactor tests
AlpinYukseloglu Sep 14, 2022
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24 changes: 20 additions & 4 deletions x/gamm/pool-models/stableswap/amm.go
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Original file line number Diff line number Diff line change
Expand Up @@ -16,6 +16,9 @@ var (

// solidly CFMM is xy(x^2 + y^2) = k
func cfmmConstant(xReserve, yReserve sdk.Dec) sdk.Dec {
if !xReserve.IsPositive() || !yReserve.IsPositive() {
panic("invalid input: reserves must be positive")
}
xy := xReserve.Mul(yReserve)
x2 := xReserve.Mul(xReserve)
y2 := yReserve.Mul(yReserve)
Expand All @@ -28,6 +31,10 @@ func cfmmConstant(xReserve, yReserve sdk.Dec) sdk.Dec {
// of their squares (e.g. v = w^2 + z^2).
// When u = 1 and v = 0, this is equivalent to solidly's CFMM
func cfmmConstantMulti(xReserve, yReserve, uReserve, vSumSquares sdk.Dec) sdk.Dec {
if !xReserve.IsPositive() || !yReserve.IsPositive() || !uReserve.IsPositive() || vSumSquares.IsNegative() {
panic("invalid input: reserves must be positive")
}

xyu := xReserve.Mul(yReserve.Mul(uReserve))
x2 := xReserve.Mul(xReserve)
y2 := yReserve.Mul(yReserve)
Expand All @@ -40,8 +47,8 @@ func cfmmConstantMulti(xReserve, yReserve, uReserve, vSumSquares sdk.Dec) sdk.De
// So we solve the following expression for `a`
// xy(x^2 + y^2) = (x - a)(y + b)((x - a)^2 + (y + b)^2)
func solveCfmm(xReserve, yReserve, yIn sdk.Dec) sdk.Dec {
if !yReserve.Add(yIn).IsPositive() {
panic("invalid yReserve, yIn combo")
if !xReserve.IsPositive() || !yReserve.IsPositive() || !yIn.IsPositive() {
panic("invalid input: reserves and input must be positive")
}

// use the following wolfram alpha link to solve the equation
Expand Down Expand Up @@ -151,6 +158,11 @@ func solveCfmm(xReserve, yReserve, yIn sdk.Dec) sdk.Dec {
term3 := term3Numerator.Quo(bpy)

a := term1.Sub(term2).Add(term3)

if a.GTE(xReserve) {
panic("invalid output: greater than full pool reserves")
}

return a
}

Expand All @@ -160,8 +172,8 @@ func solveCfmm(xReserve, yReserve, yIn sdk.Dec) sdk.Dec {
// So we solve the following expression for `a`
// xyz(x^2 + y^2 + w) = (x - a)(y + b)z((x - a)^2 + (y + b)^2 + w)
func solveCfmmMulti(xReserve, yReserve, wSumSquares, yIn sdk.Dec) sdk.Dec {
if !yReserve.Add(yIn).IsPositive() {
panic("invalid yReserve, yIn combo")
if !xReserve.IsPositive() || !yReserve.IsPositive() || !yIn.IsPositive() {
panic("invalid input: reserves and input must be positive")
}

// Use the following wolfram alpha link to solve the equation
Expand Down Expand Up @@ -256,6 +268,10 @@ func solveCfmmMulti(xReserve, yReserve, wSumSquares, yIn sdk.Dec) sdk.Dec {

a := term1.Sub(term2).Add(term3)

if a.GTE(xReserve) {
panic("invalid output: greater than full pool reserves")
}

return a
}

Expand Down
151 changes: 119 additions & 32 deletions x/gamm/pool-models/stableswap/amm_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -18,85 +18,172 @@ type StableSwapTestSuite struct {
func TestCFMMInvariantTwoAssets(t *testing.T) {
kErrTolerance := sdk.OneDec()

tests := []struct {
xReserve sdk.Dec
yReserve sdk.Dec
yIn sdk.Dec
tests := map[string]struct {
xReserve sdk.Dec
yReserve sdk.Dec
yIn sdk.Dec
expectPanic bool
}{
{
"small pool small input": {
sdk.NewDec(100),
sdk.NewDec(100),
sdk.NewDec(1),
false,
},
{
"small pool large input": {
sdk.NewDec(100),
sdk.NewDec(100),
sdk.NewDec(1000),
false,
},
// This test fails due to a bug in our original solver
// {
// sdk.NewDec(100000),
// sdk.NewDec(100000),
// sdk.NewDec(10000),
// },

// panic catching
"xReserve negative": {
sdk.NewDec(-100),
sdk.NewDec(100),
sdk.NewDec(1),
true,
},
"yReserve negative": {
sdk.NewDec(100),
sdk.NewDec(-100),
sdk.NewDec(1),
true,
},
"yIn negative": {
sdk.NewDec(100),
sdk.NewDec(100),
sdk.NewDec(-1),
true,
},
}

for _, test := range tests {
// using two-asset cfmm
k0 := cfmmConstant(test.xReserve, test.yReserve)
xOut := solveCfmm(test.xReserve, test.yReserve, test.yIn)

k1 := cfmmConstant(test.xReserve.Sub(xOut), test.yReserve.Add(test.yIn))
osmoassert.DecApproxEq(t, k0, k1, kErrTolerance)

// using multi-asset cfmm (should be equivalent with u = 1, w = 0)
k2 := cfmmConstantMulti(test.xReserve, test.yReserve, sdk.OneDec(), sdk.ZeroDec())
osmoassert.DecApproxEq(t, k2, k0, kErrTolerance)
xOut2 := solveCfmmMulti(test.xReserve, test.yReserve, sdk.ZeroDec(), test.yIn)
fmt.Println(xOut2)
k3 := cfmmConstantMulti(test.xReserve.Sub(xOut2), test.yReserve.Add(test.yIn), sdk.OneDec(), sdk.ZeroDec())
osmoassert.DecApproxEq(t, k2, k3, kErrTolerance)
for name, test := range tests {
t.Run(name, func(t *testing.T) {
// system under test
sut := func() {
// using two-asset cfmm
k0 := cfmmConstant(test.xReserve, test.yReserve)
xOut := solveCfmm(test.xReserve, test.yReserve, test.yIn)

k1 := cfmmConstant(test.xReserve.Sub(xOut), test.yReserve.Add(test.yIn))
osmoassert.DecApproxEq(t, k0, k1, kErrTolerance)

// using multi-asset cfmm (should be equivalent with u = 1, w = 0)
k2 := cfmmConstantMulti(test.xReserve, test.yReserve, sdk.OneDec(), sdk.ZeroDec())
osmoassert.DecApproxEq(t, k2, k0, kErrTolerance)
xOut2 := solveCfmmMulti(test.xReserve, test.yReserve, sdk.ZeroDec(), test.yIn)
k3 := cfmmConstantMulti(test.xReserve.Sub(xOut2), test.yReserve.Add(test.yIn), sdk.OneDec(), sdk.ZeroDec())
osmoassert.DecApproxEq(t, k2, k3, kErrTolerance)
}

osmoassert.ConditionalPanic(t, test.expectPanic, sut)
})
}
}

func TestCFMMInvariantMultiAssets(t *testing.T) {
kErrTolerance := sdk.OneDec()

tests := []struct {
tests := map[string]struct {
xReserve sdk.Dec
yReserve sdk.Dec
uReserve sdk.Dec
wSumSquares sdk.Dec
yIn sdk.Dec
expectPanic bool
}{
{
"4-asset pool, small input": {
sdk.NewDec(100),
sdk.NewDec(100),
// represents a 4-asset pool with 100 in each reserve
sdk.NewDec(200),
sdk.NewDec(20000),
sdk.NewDec(1),
false,
},
{
"4-asset pool, large input": {
sdk.NewDec(100),
sdk.NewDec(100),
sdk.NewDec(200),
sdk.NewDec(20000),
sdk.NewDec(1000),
false,
},
// {
// This test fails due to a bug in our original solver
// "large pool, large input": {
// sdk.NewDec(100000),
// sdk.NewDec(100000),
// sdk.NewDec(10000),
// },

// panic catching
"negative xReserve": {
sdk.NewDec(-100),
sdk.NewDec(100),
// represents a 4-asset pool with 100 in each reserve
sdk.NewDec(200),
sdk.NewDec(20000),
sdk.NewDec(1),
true,
},
"negative yReserve": {
sdk.NewDec(100),
sdk.NewDec(-100),
// represents a 4-asset pool with 100 in each reserve
sdk.NewDec(200),
sdk.NewDec(20000),
sdk.NewDec(1),
true,
},
"negative uReserve": {
sdk.NewDec(100),
sdk.NewDec(100),
// represents a 4-asset pool with 100 in each reserve
sdk.NewDec(-200),
sdk.NewDec(20000),
sdk.NewDec(1),
true,
},
"negative sumSquares": {
sdk.NewDec(100),
sdk.NewDec(100),
// represents a 4-asset pool with 100 in each reserve
sdk.NewDec(200),
sdk.NewDec(-20000),
sdk.NewDec(1),
true,
},
"negative yIn": {
sdk.NewDec(100),
sdk.NewDec(100),
// represents a 4-asset pool with 100 in each reserve
sdk.NewDec(200),
sdk.NewDec(-20000),
sdk.NewDec(1),
true,
},
}

for _, test := range tests {
// using multi-asset cfmm
k2 := cfmmConstantMulti(test.xReserve, test.yReserve, test.uReserve, test.wSumSquares)
xOut2 := solveCfmmMulti(test.xReserve, test.yReserve, test.wSumSquares, test.yIn)
fmt.Println(xOut2)
k3 := cfmmConstantMulti(test.xReserve.Sub(xOut2), test.yReserve.Add(test.yIn), test.uReserve, test.wSumSquares)
osmoassert.DecApproxEq(t, k2, k3, kErrTolerance)
for name, test := range tests {
t.Run(name, func(t *testing.T) {
// system under test
sut := func() {
// using multi-asset cfmm
k2 := cfmmConstantMulti(test.xReserve, test.yReserve, test.uReserve, test.wSumSquares)
xOut2 := solveCfmmMulti(test.xReserve, test.yReserve, test.wSumSquares, test.yIn)
k3 := cfmmConstantMulti(test.xReserve.Sub(xOut2), test.yReserve.Add(test.yIn), test.uReserve, test.wSumSquares)
osmoassert.DecApproxEq(t, k2, k3, kErrTolerance)
}

osmoassert.ConditionalPanic(t, test.expectPanic, sut)
})
}
}

Expand Down