Merge pull request #107 from primitivefinance/fix/total-liquidity-init

Fix/total liquidity init

src/ConstantSum/ConstantSum.sol

@@ -13,6 +13,7 @@ import {
     decodeControllerUpdate
 } from "./ConstantSumUtils.sol";
 import { PairStrategy, IStrategy, Pool } from "src/PairStrategy.sol";
+import { EPSILON } from "src/lib/StrategyLib.sol";
 
 struct InternalParams {
     uint256 price;
@@ -64,8 +65,10 @@ contract ConstantSum is PairStrategy {
         )
     {
         ConstantSumParams memory params;
-        (reserves, totalLiquidity, params) =
-            abi.decode(data, (uint256[], uint256, ConstantSumParams));
+
+        (reserves, params) = abi.decode(data, (uint256[], ConstantSumParams));
+        totalLiquidity =
+            computeDeltaLiquidity(reserves[0], reserves[1], params.price);
 
         if (pool.reserves.length != 2 || reserves.length != 2) {
             revert InvalidReservesLength();
@@ -79,7 +82,7 @@ contract ConstantSum is PairStrategy {
         invariant =
             tradingFunction(reserves, totalLiquidity, abi.encode(params));
 
-        valid = invariant >= 0;
+        valid = invariant >= 0 && invariant <= EPSILON;
 
         return (valid, invariant, reserves, totalLiquidity);
     }

src/ConstantSum/ConstantSumMath.sol

@@ -25,11 +25,10 @@ function computeInitialPoolData(
 ) pure returns (bytes memory) {
     // The pool can be initialized with any non-negative amount of rx, and ry.
     // so we have to allow a user to pass an amount of both even if one is zero.
-    uint256 L = rx.mulWadDown(params.price) + ry;
     uint256[] memory reserves = new uint256[](2);
     reserves[0] = rx;
     reserves[1] = ry;
-    return abi.encode(reserves, L, params);
+    return abi.encode(reserves, params);
 }
 
 function computeDeltaLiquidity(

src/GeometricMean/GeometricMean.sol

@@ -11,7 +11,7 @@ import {
     computeDeltaGivenDeltaLRoundDown,
     computeSwapDeltaLiquidity
 } from "./G3MMath.sol";
-import { ONE } from "src/lib/StrategyLib.sol";
+import { ONE, EPSILON } from "src/lib/StrategyLib.sol";
 
 /**
  * @dev Parameterization of the GeometricMean curve.
@@ -105,7 +105,7 @@ contract GeometricMean is PairStrategy {
             abi.decode(getPoolParams(poolId), (GeometricMeanParams))
         );
 
-        state.valid = state.invariant >= 0;
+        state.valid = state.invariant >= 0 && state.invariant <= EPSILON;
 
         return
             (state.valid, state.invariant, state.reserves, state.totalLiquidity);

src/LogNormal/LogNormal.sol

@@ -17,6 +17,7 @@ import {
     decodeWidthUpdate,
     decodeControllerUpdate
 } from "src/LogNormal/LogNormalUtils.sol";
+import { EPSILON } from "src/lib/StrategyLib.sol";
 
 enum UpdateCode {
     Invalid,
@@ -106,7 +107,7 @@ contract LogNormal is PairStrategy {
 
         invariant =
             tradingFunction(reserves, totalLiquidity, getPoolParams(poolId));
-        valid = invariant >= 0;
+        valid = invariant >= 0 && invariant <= EPSILON;
     }
 
     /// @inheritdoc IStrategy

src/NTokenGeometricMean/NTokenGeometricMean.sol

@@ -15,7 +15,7 @@ import {
     computeDeltaGivenDeltaLRoundDown,
     computeSwapDeltaLiquidity
 } from "src/NTokenGeometricMean/NTokenGeometricMeanMath.sol";
-import { ONE } from "src/lib/StrategyLib.sol";
+import { ONE, EPSILON } from "src/lib/StrategyLib.sol";
 
 /**
  * @dev Parameterization of the GeometricMean curve.
@@ -122,7 +122,7 @@ contract NTokenGeometricMean is NTokenStrategy {
             state.reserves, state.totalLiquidity, getPoolParams(poolId)
         );
 
-        bool valid = invariant >= 0;
+        bool valid = invariant >= 0 && invariant <= EPSILON;
 
         return (valid, invariant, state.reserves, state.totalLiquidity);
     }

src/lib/StrategyLib.sol

@@ -3,6 +3,7 @@ pragma solidity ^0.8.13;
 
 import { FixedPointMathLib } from "solmate/utils/FixedPointMathLib.sol";
 
+int256 constant EPSILON = 30;
 uint256 constant HALF = 0.5e18;
 uint256 constant ONE = 1e18;
 uint256 constant TWO = 2e18;