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Incorrect(Unscaled) deposits are used to check bucket bankruptcy in forgive bad debt #971

Merged
merged 2 commits into from
Nov 15, 2023
Merged

Incorrect(Unscaled) deposits are used to check bucket bankruptcy in forgive bad debt #971

merged 2 commits into from
Nov 15, 2023

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prateek105
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@prateek105 prateek105 commented Nov 9, 2023 •
edited by ith-harvey
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Description

  • Fixed bucket bankruptcy check in forgiving bad debt to use scaled deposits instead of unscaled deposits.

Purpose

Impact

  • Small increase in settle gas cost.

Tasks

  • Changes to protocol contracts are covered by unit tests executed by CI.
  • Protocol contract size limits have not been exceeded.
  • Gas consumption for impacted transactions has been compared with the target branch, and nontrivial changes are cited in the Impact section above.
  • Scope labels have been assigned as appropriate.
  • Invariant tests have been manually executed as appropriate for the nature of the change.

EdNoepel
EdNoepel reviewed Nov 9, 2023
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There's overlap with this change and Sherlock 41. Awaiting @mattcushman 's input on that.

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EdNoepel commented Nov 9, 2023

There's overlap with this change and Sherlock 41. Awaiting @mattcushman 's input on that.

I see Matt has opined on that in the comments. Might warrant further discussion.

ith-harvey
ith-harvey approved these changes Nov 9, 2023
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LGTM, do we need to add a unit test for this?

EdNoepel
EdNoepel approved these changes Nov 10, 2023
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Approving now that Sherlock-41 has been confirmed invalid.

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LGTM, do we need to add a unit test for this?

I tried adding a unit test for this scenario but was unable to simulate because to simulate a significant difference between scaled and unscaled amount I will need to skip a lot of time and if I do that the accrueInterest overflows. But we do have tests that cover this branch so it is part of code coverage already, for these reasons I think we can ignore a separate unit test for this.

mattcushman
mattcushman approved these changes Nov 14, 2023
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lgtm

MikeHathaway
MikeHathaway approved these changes Nov 14, 2023
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LGTM

@prateek105 prateek105 merged commit 03d255d into develop Nov 15, 2023
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@ith-harvey ith-harvey mentioned this pull request Dec 6, 2023
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dmitriia
dmitriia reviewed Dec 8, 2023
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Looks ok

EdNoepel added a commit that referenced this pull request Jan 4, 2024
@EdNoepel @ith-harvey
@prateek105 @grandizzy @MikeHathaway @brianmcmichael @mattcushman @k1rill-fedoseev
Merge develop to master (#1047)
2d6bbcb 
* Logging for RewardsManager and PositionManager invariants (#925)

* added logging for positionManager

* added rewards and position logging

* clean up

* updated rewards mapping back to public so tests pass

* how modifier was being called in rewardsPoolHandler

* revised so logging pools is not required when logging positions

* cleanup

* readme cleanup

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Invariants Improvement: Add multiple pool support in position and rewards manager invariant testing (#927)

* Add multiple pools in position and rewards manager invariant testing

* Fix RW6 regression test

* Fix rewardsClaimed and updateRewardsClaimed in Rewards manager

* Fix compile error

* PR feedback

* Add configurable number of pools for position and rewards manager invariant testing

* Positions Invariants: Multiple positions, transfer positions (#926)

* added randomness

* added the ability to transfer positions

* increased chance of rewards being claimed in handlers

* cleanup

* responded to comments

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Fuzz test additions (#924)

* Add fuzz test for borrower borrows fuzzed amount and getting kick after some time

* Add fuzz test for take fuzzed amount of collateral from auction

* Add fuzz test for settle with fuzzed pool deposit

* Add fuzz test for add and remove collateral in ERC721Pool

* Fuzzed buckets used in borrow and kick fuzz test

* PR feedback

* Invariant Improvements: Position rewards logging for multiple pools (#931)

* Update position and rewards manager invariant logging for multiple pools

* Fix regression test to run for any token precision and Quote token limits

* PR feedback

* Invariants Improvements: Add Multiple position in single handler in Position (#928)

* Update Position invariants handler to memorialize and redeem multiple positions

* PR feedback

* Add partial random positions redeem in redeem position handler

* Add random time skips between epochs in rewards manager

* Add bucket bankruptcy scenario for rewards manager (#930)

* Add bucket bankruptcy scenario for rewards manager

* Fix evm reverts

* PR feedback

* Update prepare test methods to add position in NFT if there is no position in it

* Fixed RewardsManager exchangeRate emit (#941)

* stopped updatedExchangeRates emit when the rates are not updated

* removed epoch check in _updateBucketExchangeRates

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Invariant Improvements: Add settle invariant scenario (#933)

* Add settle invariant scenario

* Reduce Loans and skip time to make undercollateralize

* Reduce time to skip in bucket bankruptcy scenario setup to fix regression tests (#936)

* Update unit test to increase test coverage (#938)

* Add unit tests to check deposits and debt limits in pool (#939)

* Add unit test to check exp function limit

* Add unit tests to check pool deposit and debt limits

* PR cleanup

* Add missing external function calls (#946)

* Update Position Manager unit tests to test against both ERC721 subset Pool and Collection Pool (#945)

* Merge changes from private-contracts repo into develop (#950)

* Merge Develop into Master (#934)

* Logging for RewardsManager and PositionManager invariants (#925)

* added logging for positionManager

* added rewards and position logging

* clean up

* updated rewards mapping back to public so tests pass

* how modifier was being called in rewardsPoolHandler

* revised so logging pools is not required when logging positions

* cleanup

* readme cleanup

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Invariants Improvement: Add multiple pool support in position and rewards manager invariant testing (#927)

* Add multiple pools in position and rewards manager invariant testing

* Fix RW6 regression test

* Fix rewardsClaimed and updateRewardsClaimed in Rewards manager

* Fix compile error

* PR feedback

* Add configurable number of pools for position and rewards manager invariant testing

* Positions Invariants: Multiple positions, transfer positions (#926)

* added randomness

* added the ability to transfer positions

* increased chance of rewards being claimed in handlers

* cleanup

* responded to comments

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Fuzz test additions (#924)

* Add fuzz test for borrower borrows fuzzed amount and getting kick after some time

* Add fuzz test for take fuzzed amount of collateral from auction

* Add fuzz test for settle with fuzzed pool deposit

* Add fuzz test for add and remove collateral in ERC721Pool

* Fuzzed buckets used in borrow and kick fuzz test

* PR feedback

* Invariant Improvements: Position rewards logging for multiple pools (#931)

* Update position and rewards manager invariant logging for multiple pools

* Fix regression test to run for any token precision and Quote token limits

* PR feedback

* Invariants Improvements: Add Multiple position in single handler in Position (#928)

* Update Position invariants handler to memorialize and redeem multiple positions

* PR feedback

* Add partial random positions redeem in redeem position handler

* Add random time skips between epochs in rewards manager

* Add bucket bankruptcy scenario for rewards manager (#930)

* Add bucket bankruptcy scenario for rewards manager

* Fix evm reverts

* PR feedback

* Update prepare test methods to add position in NFT if there is no position in it

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: Prateek Gupta <prateek105@users.noreply.github.com>

* manually merged from private-contracts/immutable-kicks

* eliminated alreadyTaken (drawio needs updating)

* annotated failing unit tests

* new limit to induce testAccruePoolInterestRevertDueToExpLimit revert

* fixed testUpdateInterestTuLimit

* fixed testAccrueInterestNewInterestLimit

* removed alreadyTaken from drawios

* updated drawio-generated html

* merged Prateek's post-merge changes

---------

Co-authored-by: grandizzy <38490174+grandizzy@users.noreply.github.com>
Co-authored-by: Ian Harvey <ith.harvey@gmail.com>
Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: Prateek Gupta <prateek105@users.noreply.github.com>

* Return amount repaid in repayDebt and amount take in take (#947)

* Remove multicall from position manager (#948)

* L2 license grant (#949)

* updated license

* adjustment for public chains

* Pool info utils multicall (#944)

* Add PoolInfoUtilsMulticall contract to call multiple PoolInfoUtils methods in a single call to reduce rpc calls from subgraph

* Add tests for PoolInfoutilsMulticall

* Added comments and code improvements

* altered license

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* removed mention of momp in testPoolInfoUtilsMulticall (#952)

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* resolved compilation warnings and removed unused code (#953)

* Reuse _isCollateralized method in repayment (#959)

* this underflows instead of giving expected revert

* move isCollateralized check after updating borrower collateral

* remove local calculation of encumbered collateral

* trying to properly fix testBorrowRepayPrecision

* resolve rounding issue in fuzz test

* testCollateralization improvements

* updated unit tests for new _collateralization implementation

* more collateralization tests

* Revert "Remove multicall from position manager (#948)" (#961)

This reverts commit f540c8a75fe58b9fdb8249da33f271a5f0ad335c.

* PR template (#963)

* changed PR template

* commented out example test, as requested in PR review

* Low-lying fruit (#967)

* added a fenwick OOB test

* unit test to prove 0 loan heap insertions don't break anythnig

* test harness for the auction queue and simple unit tests

* comment to resolve Kirill L-07

* removed redundant code per Kirill L-05

* added SafeCasts

* Fix incorrect lup is used to calculate new interest rate in lenderKick (#972)

* correct reserve auction kick timing logic (#974)

* Add debt and collateral settled returns in settle function (#960)

* Return debt and collateral settled from settle method

* Add isBorrowerSettled return in settle method

* Catch interest accrual and update interest overflow (#954)

* Add try catch for interest accrual and update interest method to avoid pool locking

* PR feedback

* Incorrect(Unscaled) deposits are used to check bucket bankruptcy in forgive bad debt (#971)

* Fix incorrect deposits used to check bucket bankruptcy in forgive bad debt

* PR feedback

* Use bucket price for BPF calculation (#970)

* use bucket price in BPF calc where applicable

* fixed unit tests

* revert CRA kick if a liquidation awaits settlement (#977)

* First borrower (#968)

* this did not work; cannot prevent rate from changing after 12 hours

* fixed issue with _updateInterestState

* fixed unit tests

* removed unused test utility

* Contract size mitigation (#979)

* moved inflator state update logic to PoolHelper

* moved flashLoan impl into PoolCommons

* Memorialize borrower threshold price on kick  (#976)

* Memorialize borrower threshold price at time of kick to calculate bpf on take

* Fix tests

* Record borrower threshold price inside _recordAuction method

* Remove redundant conversions

* Fix natspec

* Fix unit tests

* Remove redundant variable

* Borrower with threshold price less than `MIN_PRICE` cannot be kicked. (#973)

* Add test for borrower with tp less than min price cannot be kicked

* Update _isCollateralized method to return borrower is not collateralized if TP < MIN_PRICE and LUP = MIN_PRICE

* Set borrower to be undercollateralized if LUP = MIN_PRICE

* Fix unit tests

* Fix regression test

* Fix regression test

* Optimize stake cost by reducing calls to currentBurnEpoch (#940)

* reduce external calls to burn epoch

* Don't cast epoch

* further reduce gas in stake by casting curBurnEpoch on use

* moved changes off of kirill-L01-dust-test to a fresh branch (#980)

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Merge rc9 (#1010)

* Universal deposit fee (#983)

* charge fee on all deposit

* unit tests compile

* test harness updates

* working on ERC20PoolQuoteTokenTest

* removed deposit fee cap

* more work on ERC20PoolQuoteTokenTest

* do not charge deposit fee if moving liquidity to higher price

* Eliminate reserves bad debt allocation and add margin to TP  (#962)

* this underflows instead of giving expected revert

* move isCollateralized check after updating borrower collateral

* remove local calculation of encumbered collateral

* trying to properly fix testBorrowRepayPrecision

* resolve rounding issue in fuzz test

* testCollateralization improvements

* updated unit tests for new _collateralization implementation

* more collateralization tests

* Add 1.04 factor in borrower collateralization

* Update nptp ratio to '1 + sqrt(r)/2'

* Remove Settle debt with pool reserves

* Remove 0.995 factor from claimable reserves calculation

* Update bond factor calculation to minimum 0.005

* added testcase where debt exceeds deposit

* updated test so debt exceeds deposit

* allow  up to half of current orig fee to be used to settle bad debt

* updated testTakeAndSettle

* more test fixes

* Enabled settling with all reserves if
 Deposits.treeSum==0 or 72 hrs pass

* cleanup

* Half orig fee res | Matt example (#966)

* added Matts test as proof that attack no longer works on his branch

* Revert "Remove multicall from position manager (#948)" (#961)

This reverts commit f540c8a75fe58b9fdb8249da33f271a5f0ad335c.

* added test testSpendOrigFeePushBadDebtToBorrowers test

* cleaned up testStealReservesWithMarginm to match minted balances

* responded to Matts comments

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>

* Revert "Remove Settle debt with pool reserves"

This reverts commit 290d6cf6f7baa1fb17a66322faf755b78a4a379c.

* Update half origination fees reserves settlement time to 144 hours from kickTime

* Fix alignment and extra spaces

* Fix some unit tests

* PR feedback

* Update encumberance and collateralization method in poolInfoUtils

* Fix some unit tests

---------

Co-authored-by: Ed Noepel <ed@noepel.net>
Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Ian Harvey <ith.harvey@gmail.com>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>

* Fix invariant setup

* Fix some unit tests

* ERC20PoolQuoteTokenTest updated

* updated ERC20PoolPurchaseQuoteTokenTest

* Fixed tests in ERC20PoolReserveAuction.t.sol

* updated ERC20PoolBorrowTest and ERC20PoolBorrowFuzzyTest

* Fix ERC20PoolCollateral and ERC20PoolInfoUtils tests

* Fixed ERC20 arbtake and depositTake tests

* Fix ERC20PoolLiquidationsKickTest, ERC20PoolLiquidationKickFuzzyTest and ERC20PoolLiquidationsLenderKickAuctionTest

* updated ERC20PoolMulticallTest

* cleaned up ERC20PoolDebtExceedsDepositTest

* fixed testTakeLoanColConstraintBpfPosNoResidual

* fixed testTakeCallerColConstraintBpfPosNoResidual

* fixed testTakeCallerColConstraintBpfPosResidual

* fixed testTakeCallerColConstraintBpfNegResidual

* fixed testTakeLoanDebtConstraintBpfPosResidual

* fixed testTakeAndSettle

* cleaned up ERC20PoolDebtExceedsDepositTest

* updated ERC20PoolPrecisionTest

* Update ERC20PoolLiquidationsSettleTest

* Update ERC20PoolLiquidationsMisc

* Update ERC20PoolLiquidationSettleFuzzyTest

* Update ERC20PoolLiquidationTakeFuzzyTest

* fixeed revert tests

* ERC20PoolLiquidationsTake -- fixed rest

* Mh update tests (#985)

* fix most position manager tests

* fix additional pm tests

* fix rewards requiredCollateralRewards setup

* fix ClaimRewards tests

* update additional rewards manager tests

* fix additional tests

* more test fixes

* commit wip bankruptcy tests

* fixed testMoveLiquidityToOverwriteBankruptBucket

* fix additional tests

* fix testMoveLiquidityWithDebtInPool

* fix remaining rewards manager tests

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: mwc <matt@ajna.finance>

* Add 1.04 factor in HTP calculations (#987)

* Add 1.04 factor in HTP calculations

* Add COLLATERALIZATION_FACTOR constant in PoolHelpers

* Add collateralization factor in dwatp

* Fix poolPricesInfo

* Update ERC20PoolBorrowFuzzyTest

* Fix some unit tests

* Fix some unit tests

* Fix some unit tests

* Update ERC20PoolTransferLPs

* fix most rewards manager tests

* update remaining rewards manager tests

* update ERC721SubsetPoolBorrowTest and commit wip changes to testMergeOrRemoveERC721Collateral

* updated testSettlePartialDebtSubsetPool (#988)

* updated testSettlePartialDebtSubsetPool

* re-added teardown

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* fix ERC721PoolCollateral tests

* fix borrowRepayDebtFuzzy and additional PM tests

* cleaned up testBorrowAndRepayWith4DecimalQuote

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: Ian Harvey <ith.harvey@gmail.com>
Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Fix some unit tests

* Deployment updates for RC8+ releases (#986)

* cherry-picked from master

* updated README

* Fix ERC721PoolLiquidationsTakeTest

* updated ERC721PoolReserveAuctionTest

* updated testMergeOrRemoveERC721Collateral (#989)

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* updated ERC721PoolPurchaseQuoteTest and fixed bug in ERC721 tearDown

* cleaned up testLiquidationLenderKickAuction, testLiquidationSingleBorrower, testSettleAuctionWithoutTakes

* updated testMoveLiquidityToOverwriteBankruptBucket

* updated PoolHelperTest

* cleaned up asserts in addLiquidity

* update testMoveLiquidityInBankruptBucket_LP_report_179_494

* updated ERC721PoolEMAsTest

* fixed testKickHighThresholdPriceBorrower

* updated testBorrowerInterestCalculationAfterRepayingAllDebtOnce and testBorrowerInterestCalculation

* updated testMultipleBorrowerInterestAccumulation

* Fix regression tests

* updated RE3, fixed _addQuoteToken

* addQuoteToken - return amount added (#993)

* addQuoteToken now returns amount added

* update unit tests to validate return values

* Fix up add liquidity (#992)

* cleaned up addLiquidity() method in ERC20PoolLiquidationsScaled.t.sol

* remove console

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* fixed issue with test_regression_fenwick_index_2 in non-18-decimal env

* added regression tests for two failing reserves scenarios

* rename tests such that automake runs them with other regression tests

* UnboundedLiquidationPoolHandler bucketTake fix (#994)

* updated UnboundedLiquidationPoolHandler to handle compensated collateral in bucketTake

* cleanup, trap unhandled use case

* settle event now emits actual debt settled rather than t0 amount (#999)

* settle event now emits actual debt settled rather than t0 amount

* updated test_regression_settle_with_reserves

* Updated auctionInfo (#996)

* add thresholdPrice to auctionInfo; update test iterface usages

* temp fix tests

* remove unneeded comment

* Update auction status (#998)

* wip auction status update w/ stack too deep

* update auctionStatus; add auctionInfo method to poolInfoUtils

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

* updated brownie tests, removed obsolete invariant tests (#1001)

* Block addqt above auction price (#997)

* initial commit

* tweaks to Matt's PR to block adding quote token above auction price (#1000)

* reduce cost of reference price assignment

* reduce pool contract size

* fixed testDepositTakeAndSettleByRegularTakeSubsetPool

* fixed tests in ERC20PoolLiquidationsArbTake.t.sol

* fixed tests in ERC20PoolLiquidationsDepositTake.sol

* fixed two more

* updated testDepositTakeAndSettleSubsetPool

* updated testKickAndSettleSubsetPoolFractionalCollateral

* updated testSettleWithDepositFuzzy

* Fixed final tests

* add "AddAboveAuctionPrice" as expected pool error

* implemented invariant A9: reference prices in liquidation queue shall not decrease

* Update assertAuction to use ThresholdPrice from auctionInfo (#1003)

* use auctionInfo thresholdprice instead of recalculating

* fix most tests

* update remaining tests

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

* Contract size mitigation (#1004)

* moved debtInfo to PoolCommons, saving 10 bytes

* moved withdrawBonds to KickerActions

* added unit test showing adding qt above auction price reverts

* updated nit spellings

---------

Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Ed Noepel <46749157+EdNoepel@users.noreply.github.com>
Co-authored-by: Ed Noepel <ed@noepel.net>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>
Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Invariant testing fixes (#1006)

* initial commit

* tweaks to Matt's PR to block adding quote token above auction price (#1000)

* reduce cost of reference price assignment

* reduce pool contract size

* fixed testDepositTakeAndSettleByRegularTakeSubsetPool

* fixed tests in ERC20PoolLiquidationsArbTake.t.sol

* fixed tests in ERC20PoolLiquidationsDepositTake.sol

* fixed two more

* updated testDepositTakeAndSettleSubsetPool

* updated testKickAndSettleSubsetPoolFractionalCollateral

* updated testSettleWithDepositFuzzy

* Fixed final tests

* add "AddAboveAuctionPrice" as expected pool error

* implemented invariant A9: reference prices in liquidation queue shall not decrease

* Update assertAuction to use ThresholdPrice from auctionInfo (#1003)

* use auctionInfo thresholdprice instead of recalculating

* fix most tests

* update remaining tests

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

* Contract size mitigation (#1004)

* moved debtInfo to PoolCommons, saving 10 bytes

* moved withdrawBonds to KickerActions

* documented a sample of invariant failures in regression tests

* added unit test showing adding qt above auction price reverts

* fixed _isCollateralized bug not returning true in all 0-debt use cases

* updated nit spellings

* fixed underflow calculating kicker reward

* _repayDebtByThirdParty should check for expected pool errors

* Round down when reward kicker, round up when kicker is penalized
Fix roundings in tests

* update test comments

* fix and enable A9 invariant

---------

Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>
Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: grandizzy <grandizzy.the.egg@gmail.com>
Co-authored-by: grandizzy <38490174+grandizzy@users.noreply.github.com>

* RC9 suggested improvements (#1005)

* Revert AuctionNotTakeable in same place, load auction kickTime only once from storage

* Calculate ERC721 collateralTaken only once
cosmetize code (read from result struct in local var and reuse)
Results in shrinking a little bit contract sizes

* Read borrower Np Tp ratio from storage only once when kick

* If block style, proper indentation

* Proposed changes to PR #972:
- avoid calculating current LUP twice in lender kick
- change _kick function to accept proposed LUP (for regular kick proposed LUP is current LUP, for lender kick proposed LUP is calculated based on additional debt)
- in both kick cases return current LUP in kick result
- reduce gas costs by saving a Fenwick traversal
- reduce contract size by removing LUP calculation within Pool

* Cosmetic flashloan code changes, PoolCommons.flashLoan doesn't return false but always reverts if flashloan fails

* PR#983 style, remove redundant line

* PR#999 suggested improvement - calculate current settled debt only once and include in settle result for state update

* PR #962 proposed changes:
- get Fenwick deposits only once when settle with reserves
- define constants for min bond factor and max npTp ratio values

* PR #987 proposed improvement:
- add and reuse _htp helper function (instead duplicated maths)

* Continuation of PR #962: (#1008)

- Record settle amount limmit in Liquidtion struct, at the time of kick (that is instead incrementing accumulator in Borrower struct, each time debt is drawn)
- This way accumulator will be reseted when auction is settled
- fix tests

TODO:
- assert Liquidation.t0ReserveSettleAmount in unit tests (_assertAuction), make sure is set to 0 after auction settled and decreased when partial settles done
- update invariant test to check new introduced accumulator

* Misc test fixes (#1009)

* handle another reward rounding error use case

* fix intermittant fuzz test failure - cannot draw debt from liquidity in bucket 7388

* PositionManager should expect AddAboveAuctionPrice, which can happen in moveLiquidity

* Invariant fix: round up quote tokens calculated from rewarded LP (because LP rewarded are calculated in bucketTake as rewarded quote tokens -> LP rounded down)

* Pr feedback

* Fix failing unit tests

---------

Co-authored-by: Ed Noepel <46749157+EdNoepel@users.noreply.github.com>
Co-authored-by: Prateek Gupta <prateek105@users.noreply.github.com>
Co-authored-by: Ed Noepel <ed@noepel.net>
Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>
Co-authored-by: prateek105 <prateek@ajna.finance>
Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: mattcushman <36414299+mattcushman@users.noreply.github.com>
Co-authored-by: grandizzy <grandizzy.the.egg@gmail.com>
Co-authored-by: grandizzy <38490174+grandizzy@users.noreply.github.com>

* [L-02] Some unit tests are not properly executed
- split priceToIndex and indexToPrice revert tests

* removed several unused errors and one unused event, per Kirill I-03

* eliminated unused TakeLocalVars.factor

* removed unused KickResult.poolDebt

* Remove more unused vars (#1022)

* Remove DrawDebtLocalVars.compensatedCollateral and RepayDebtLocalVars.compensatedCollateral

* remove unused `ConstructTokenURIParams::pool` and `ConstructTokenURIParams::indexes`

* Include 1.04 COLLATERALIZATION_FACTOR (#1021)

* Include 1.04 COLLATERALIZATION_FACTOR
in neutral price used in kicks

* fixed `testDepositTakeAndSettleByBucketTakeSubsetPool`

* fixed testDepositTakeAndSettleByRegularTakeSubsetPool

* Moved `wmul` inside `mulDiv`

* fix position, rewards, and poolInfoUtils tests

* fix pool factory emit; fix borrowAndRepay tests

* updated ERC20PoolBorrowTest, ERC20PoolCollateralTest, and ERC20PoolDebtExceedsDepositTest

* rounding update

* updated ERC20PoolQuoteTokenTest and ERC20PoolPrecisionTest

* Fix ERC721 unit tests

* Fix ERC20PoolLiquidationsArbTakeTest and ERC20PoolLiquidationsDepositTakeTest

* Fix ERC20PoolFactory, ERC20PoolLenderKick and ERC20PoolKick

* Fix ERC20PoolLiquidationSettleFuzzyTest and ERC20PoolLiquidationTakeFuzzyTest

* Fix ERC20PoolLiquidationsMisc

* Fix ERC20PoolLiquidationsLowPriceCollateralTest, ERC20PoolLiquidationsTakeAndRepayAllDebtInPoolTest and PositionManagerERC20PoolTest

* Fix ERC20PoolLiquidationsSettle test

* Fix testTakeWithFlashLoan test

* Fix ERC20PoolLiquidationsTakeTest

* Include COLLATERALIZATION_FACTOR in loanInfo

* Remove redundant code from testTakeAndSettle that was already been tested in other tests

* Update testTakeAndSettle

---------

Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: Ed Noepel <ed@noepel.net>
Co-authored-by: grandizzy <grandizzy.the.egg@gmail.com>
Co-authored-by: prateek105 <prateek@ajna.finance>

* Kirill [M-07] | Liquidation of positions with bad debt can cause losses for `HPB` depositors (#1024)

- Don’t allow calls to `kickReserveAuction` until all pending auctions are fully settled - revert with AuctionNotCleared if so
- update unit test to cover scenario
- apply consistent style for _revertIfAuctionPriceBelow helper (storage param first)

* Fixed Take event emit for ERC721 pools (#1026)

* fixed emit for take

* Fix testDepositTakeAndSettleByRegularTakeSubsetPool

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: prateek105 <prateek@ajna.finance>

* removed COLLATERALIZATION_FACTOR where it was not used (#1018)

* removed collateralization_factor where it was not used

* Import missing COLLATERALIZATION_FACTOR

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: prateek105 <prateek@ajna.finance>

* Address merge-rc9 PR feedback (#1025)

* reuse pendingInflator logic

* better wording

---------

Co-authored-by: prateek105 <prateek@ajna.finance>

* Expand code coverage (#1013)

* Universal deposit fee (#983)

* charge fee on all deposit

* unit tests compile

* test harness updates

* working on ERC20PoolQuoteTokenTest

* removed deposit fee cap

* more work on ERC20PoolQuoteTokenTest

* do not charge deposit fee if moving liquidity to higher price

* Eliminate reserves bad debt allocation and add margin to TP  (#962)

* this underflows instead of giving expected revert

* move isCollateralized check after updating borrower collateral

* remove local calculation of encumbered collateral

* trying to properly fix testBorrowRepayPrecision

* resolve rounding issue in fuzz test

* testCollateralization improvements

* updated unit tests for new _collateralization implementation

* more collateralization tests

* Add 1.04 factor in borrower collateralization

* Update nptp ratio to '1 + sqrt(r)/2'

* Remove Settle debt with pool reserves

* Remove 0.995 factor from claimable reserves calculation

* Update bond factor calculation to minimum 0.005

* added testcase where debt exceeds deposit

* updated test so debt exceeds deposit

* allow  up to half of current orig fee to be used to settle bad debt

* updated testTakeAndSettle

* more test fixes

* Enabled settling with all reserves if
 Deposits.treeSum==0 or 72 hrs pass

* cleanup

* Half orig fee res | Matt example (#966)

* added Matts test as proof that attack no longer works on his branch

* Revert "Remove multicall from position manager (#948)" (#961)

This reverts commit f540c8a75fe58b9fdb8249da33f271a5f0ad335c.

* added test testSpendOrigFeePushBadDebtToBorrowers test

* cleaned up testStealReservesWithMarginm to match minted balances

* responded to Matts comments

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>

* Revert "Remove Settle debt with pool reserves"

This reverts commit 290d6cf6f7baa1fb17a66322faf755b78a4a379c.

* Update half origination fees reserves settlement time to 144 hours from kickTime

* Fix alignment and extra spaces

* Fix some unit tests

* PR feedback

* Update encumberance and collateralization method in poolInfoUtils

* Fix some unit tests

---------

Co-authored-by: Ed Noepel <ed@noepel.net>
Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Ian Harvey <ith.harvey@gmail.com>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>

* Fix invariant setup

* Fix some unit tests

* ERC20PoolQuoteTokenTest updated

* updated ERC20PoolPurchaseQuoteTokenTest

* Fixed tests in ERC20PoolReserveAuction.t.sol

* updated ERC20PoolBorrowTest and ERC20PoolBorrowFuzzyTest

* Fix ERC20PoolCollateral and ERC20PoolInfoUtils tests

* Fixed ERC20 arbtake and depositTake tests

* Fix ERC20PoolLiquidationsKickTest, ERC20PoolLiquidationKickFuzzyTest and ERC20PoolLiquidationsLenderKickAuctionTest

* updated ERC20PoolMulticallTest

* cleaned up ERC20PoolDebtExceedsDepositTest

* fixed testTakeLoanColConstraintBpfPosNoResidual

* fixed testTakeCallerColConstraintBpfPosNoResidual

* fixed testTakeCallerColConstraintBpfPosResidual

* fixed testTakeCallerColConstraintBpfNegResidual

* fixed testTakeLoanDebtConstraintBpfPosResidual

* fixed testTakeAndSettle

* cleaned up ERC20PoolDebtExceedsDepositTest

* updated ERC20PoolPrecisionTest

* Update ERC20PoolLiquidationsSettleTest

* Update ERC20PoolLiquidationsMisc

* Update ERC20PoolLiquidationSettleFuzzyTest

* Update ERC20PoolLiquidationTakeFuzzyTest

* fixeed revert tests

* ERC20PoolLiquidationsTake -- fixed rest

* Mh update tests (#985)

* fix most position manager tests

* fix additional pm tests

* fix rewards requiredCollateralRewards setup

* fix ClaimRewards tests

* update additional rewards manager tests

* fix additional tests

* more test fixes

* commit wip bankruptcy tests

* fixed testMoveLiquidityToOverwriteBankruptBucket

* fix additional tests

* fix testMoveLiquidityWithDebtInPool

* fix remaining rewards manager tests

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: mwc <matt@ajna.finance>

* Add 1.04 factor in HTP calculations (#987)

* Add 1.04 factor in HTP calculations

* Add COLLATERALIZATION_FACTOR constant in PoolHelpers

* Add collateralization factor in dwatp

* Fix poolPricesInfo

* Update ERC20PoolBorrowFuzzyTest

* Fix some unit tests

* Fix some unit tests

* Fix some unit tests

* Update ERC20PoolTransferLPs

* fix most rewards manager tests

* update remaining rewards manager tests

* update ERC721SubsetPoolBorrowTest and commit wip changes to testMergeOrRemoveERC721Collateral

* updated testSettlePartialDebtSubsetPool (#988)

* updated testSettlePartialDebtSubsetPool

* re-added teardown

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* fix ERC721PoolCollateral tests

* fix borrowRepayDebtFuzzy and additional PM tests

* cleaned up testBorrowAndRepayWith4DecimalQuote

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: Ian Harvey <ith.harvey@gmail.com>
Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Fix some unit tests

* Deployment updates for RC8+ releases (#986)

* cherry-picked from master

* updated README

* Fix ERC721PoolLiquidationsTakeTest

* updated ERC721PoolReserveAuctionTest

* updated testMergeOrRemoveERC721Collateral (#989)

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* updated ERC721PoolPurchaseQuoteTest and fixed bug in ERC721 tearDown

* cleaned up testLiquidationLenderKickAuction, testLiquidationSingleBorrower, testSettleAuctionWithoutTakes

* updated testMoveLiquidityToOverwriteBankruptBucket

* updated PoolHelperTest

* cleaned up asserts in addLiquidity

* update testMoveLiquidityInBankruptBucket_LP_report_179_494

* updated ERC721PoolEMAsTest

* fixed testKickHighThresholdPriceBorrower

* updated testBorrowerInterestCalculationAfterRepayingAllDebtOnce and testBorrowerInterestCalculation

* updated testMultipleBorrowerInterestAccumulation

* Fix regression tests

* updated RE3, fixed _addQuoteToken

* addQuoteToken - return amount added (#993)

* addQuoteToken now returns amount added

* update unit tests to validate return values

* Fix up add liquidity (#992)

* cleaned up addLiquidity() method in ERC20PoolLiquidationsScaled.t.sol

* remove console

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* fixed issue with test_regression_fenwick_index_2 in non-18-decimal env

* added regression tests for two failing reserves scenarios

* rename tests such that automake runs them with other regression tests

* UnboundedLiquidationPoolHandler bucketTake fix (#994)

* updated UnboundedLiquidationPoolHandler to handle compensated collateral in bucketTake

* cleanup, trap unhandled use case

* settle event now emits actual debt settled rather than t0 amount (#999)

* settle event now emits actual debt settled rather than t0 amount

* updated test_regression_settle_with_reserves

* Updated auctionInfo (#996)

* add thresholdPrice to auctionInfo; update test iterface usages

* temp fix tests

* remove unneeded comment

* Update auction status (#998)

* wip auction status update w/ stack too deep

* update auctionStatus; add auctionInfo method to poolInfoUtils

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

* updated brownie tests, removed obsolete invariant tests (#1001)

* Block addqt above auction price (#997)

* initial commit

* tweaks to Matt's PR to block adding quote token above auction price (#1000)

* reduce cost of reference price assignment

* reduce pool contract size

* fixed testDepositTakeAndSettleByRegularTakeSubsetPool

* fixed tests in ERC20PoolLiquidationsArbTake.t.sol

* fixed tests in ERC20PoolLiquidationsDepositTake.sol

* fixed two more

* updated testDepositTakeAndSettleSubsetPool

* updated testKickAndSettleSubsetPoolFractionalCollateral

* updated testSettleWithDepositFuzzy

* Fixed final tests

* add "AddAboveAuctionPrice" as expected pool error

* implemented invariant A9: reference prices in liquidation queue shall not decrease

* Update assertAuction to use ThresholdPrice from auctionInfo (#1003)

* use auctionInfo thresholdprice instead of recalculating

* fix most tests

* update remaining tests

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

* Contract size mitigation (#1004)

* moved debtInfo to PoolCommons, saving 10 bytes

* moved withdrawBonds to KickerActions

* added unit test showing adding qt above auction price reverts

* updated nit spellings

---------

Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Ed Noepel <46749157+EdNoepel@users.noreply.github.com>
Co-authored-by: Ed Noepel <ed@noepel.net>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>
Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Invariant testing fixes (#1006)

* initial commit

* tweaks to Matt's PR to block adding quote token above auction price (#1000)

* reduce cost of reference price assignment

* reduce pool contract size

* fixed testDepositTakeAndSettleByRegularTakeSubsetPool

* fixed tests in ERC20PoolLiquidationsArbTake.t.sol

* fixed tests in ERC20PoolLiquidationsDepositTake.sol

* fixed two more

* updated testDepositTakeAndSettleSubsetPool

* updated testKickAndSettleSubsetPoolFractionalCollateral

* updated testSettleWithDepositFuzzy

* Fixed final tests

* add "AddAboveAuctionPrice" as expected pool error

* implemented invariant A9: reference prices in liquidation queue shall not decrease

* Update assertAuction to use ThresholdPrice from auctionInfo (#1003)

* use auctionInfo thresholdprice instead of recalculating

* fix most tests

* update remaining tests

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

* Contract size mitigation (#1004)

* moved debtInfo to PoolCommons, saving 10 bytes

* moved withdrawBonds to KickerActions

* documented a sample of invariant failures in regression tests

* added unit test showing adding qt above auction price reverts

* fixed _isCollateralized bug not returning true in all 0-debt use cases

* updated nit spellings

* fixed underflow calculating kicker reward

* _repayDebtByThirdParty should check for expected pool errors

* Round down when reward kicker, round up when kicker is penalized
Fix roundings in tests

* update test comments

* fix and enable A9 invariant

---------

Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>
Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: grandizzy <grandizzy.the.egg@gmail.com>
Co-authored-by: grandizzy <38490174+grandizzy@users.noreply.github.com>

* RC9 suggested improvements (#1005)

* Revert AuctionNotTakeable in same place, load auction kickTime only once from storage

* Calculate ERC721 collateralTaken only once
cosmetize code (read from result struct in local var and reuse)
Results in shrinking a little bit contract sizes

* Read borrower Np Tp ratio from storage only once when kick

* If block style, proper indentation

* Proposed changes to PR #972:
- avoid calculating current LUP twice in lender kick
- change _kick function to accept proposed LUP (for regular kick proposed LUP is current LUP, for lender kick proposed LUP is calculated based on additional debt)
- in both kick cases return current LUP in kick result
- reduce gas costs by saving a Fenwick traversal
- reduce contract size by removing LUP calculation within Pool

* Cosmetic flashloan code changes, PoolCommons.flashLoan doesn't return false but always reverts if flashloan fails

* PR#983 style, remove redundant line

* PR#999 suggested improvement - calculate current settled debt only once and include in settle result for state update

* PR #962 proposed changes:
- get Fenwick deposits only once when settle with reserves
- define constants for min bond factor and max npTp ratio values

* PR #987 proposed improvement:
- add and reuse _htp helper function (instead duplicated maths)

* Continuation of PR #962: (#1008)

- Record settle amount limmit in Liquidtion struct, at the time of kick (that is instead incrementing accumulator in Borrower struct, each time debt is drawn)
- This way accumulator will be reseted when auction is settled
- fix tests

TODO:
- assert Liquidation.t0ReserveSettleAmount in unit tests (_assertAuction), make sure is set to 0 after auction settled and decreased when partial settles done
- update invariant test to check new introduced accumulator

* Misc test fixes (#1009)

* handle another reward rounding error use case

* fix intermittant fuzz test failure - cannot draw debt from liquidity in bucket 7388

* PositionManager should expect AddAboveAuctionPrice, which can happen in moveLiquidity

* Invariant fix: round up quote tokens calculated from rewarded LP (because LP rewarded are calculated in bucketTake as rewarded quote tokens -> LP rounded down)

* full coverage of PermitERC20 and poolInfoUtils

* create liquidation in PoolInfoUtils test (#1015)

---------

Co-authored-by: Ed Noepel <46749157+EdNoepel@users.noreply.github.com>
Co-authored-by: Prateek Gupta <prateek105@users.noreply.github.com>
Co-authored-by: Ed Noepel <ed@noepel.net>
Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Ian Harvey <ith.harvey@gmail.com>
Co-authored-by: prateek105 <prateek@ajna.finance>
Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: mattcushman <36414299+mattcushman@users.noreply.github.com>
Co-authored-by: grandizzy <grandizzy.the.egg@gmail.com>
Co-authored-by: grandizzy <38490174+grandizzy@users.noreply.github.com>

* Take high price (#1016)

* Universal deposit fee (#983)

* charge fee on all deposit

* unit tests compile

* test harness updates

* working on ERC20PoolQuoteTokenTest

* removed deposit fee cap

* more work on ERC20PoolQuoteTokenTest

* do not charge deposit fee if moving liquidity to higher price

* Eliminate reserves bad debt allocation and add margin to TP  (#962)

* this underflows instead of giving expected revert

* move isCollateralized check after updating borrower collateral

* remove local calculation of encumbered collateral

* trying to properly fix testBorrowRepayPrecision

* resolve rounding issue in fuzz test

* testCollateralization improvements

* updated unit tests for new _collateralization implementation

* more collateralization tests

* Add 1.04 factor in borrower collateralization

* Update nptp ratio to '1 + sqrt(r)/2'

* Remove Settle debt with pool reserves

* Remove 0.995 factor from claimable reserves calculation

* Update bond factor calculation to minimum 0.005

* added testcase where debt exceeds deposit

* updated test so debt exceeds deposit

* allow  up to half of current orig fee to be used to settle bad debt

* updated testTakeAndSettle

* more test fixes

* Enabled settling with all reserves if
 Deposits.treeSum==0 or 72 hrs pass

* cleanup

* Half orig fee res | Matt example (#966)

* added Matts test as proof that attack no longer works on his branch

* Revert "Remove multicall from position manager (#948)" (#961)

This reverts commit f540c8a75fe58b9fdb8249da33f271a5f0ad335c.

* added test testSpendOrigFeePushBadDebtToBorrowers test

* cleaned up testStealReservesWithMarginm to match minted balances

* responded to Matts comments

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>

* Revert "Remove Settle debt with pool reserves"

This reverts commit 290d6cf6f7baa1fb17a66322faf755b78a4a379c.

* Update half origination fees reserves settlement time to 144 hours from kickTime

* Fix alignment and extra spaces

* Fix some unit tests

* PR feedback

* Update encumberance and collateralization method in poolInfoUtils

* Fix some unit tests

---------

Co-authored-by: Ed Noepel <ed@noepel.net>
Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Ian Harvey <ith.harvey@gmail.com>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>

* Fix invariant setup

* Fix some unit tests

* ERC20PoolQuoteTokenTest updated

* updated ERC20PoolPurchaseQuoteTokenTest

* Fixed tests in ERC20PoolReserveAuction.t.sol

* updated ERC20PoolBorrowTest and ERC20PoolBorrowFuzzyTest

* Fix ERC20PoolCollateral and ERC20PoolInfoUtils tests

* Fixed ERC20 arbtake and depositTake tests

* Fix ERC20PoolLiquidationsKickTest, ERC20PoolLiquidationKickFuzzyTest and ERC20PoolLiquidationsLenderKickAuctionTest

* updated ERC20PoolMulticallTest

* cleaned up ERC20PoolDebtExceedsDepositTest

* fixed testTakeLoanColConstraintBpfPosNoResidual

* fixed testTakeCallerColConstraintBpfPosNoResidual

* fixed testTakeCallerColConstraintBpfPosResidual

* fixed testTakeCallerColConstraintBpfNegResidual

* fixed testTakeLoanDebtConstraintBpfPosResidual

* fixed testTakeAndSettle

* cleaned up ERC20PoolDebtExceedsDepositTest

* updated ERC20PoolPrecisionTest

* Update ERC20PoolLiquidationsSettleTest

* Update ERC20PoolLiquidationsMisc

* Update ERC20PoolLiquidationSettleFuzzyTest

* Update ERC20PoolLiquidationTakeFuzzyTest

* fixeed revert tests

* ERC20PoolLiquidationsTake -- fixed rest

* Mh update tests (#985)

* fix most position manager tests

* fix additional pm tests

* fix rewards requiredCollateralRewards setup

* fix ClaimRewards tests

* update additional rewards manager tests

* fix additional tests

* more test fixes

* commit wip bankruptcy tests

* fixed testMoveLiquidityToOverwriteBankruptBucket

* fix additional tests

* fix testMoveLiquidityWithDebtInPool

* fix remaining rewards manager tests

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: mwc <matt@ajna.finance>

* Add 1.04 factor in HTP calculations (#987)

* Add 1.04 factor in HTP calculations

* Add COLLATERALIZATION_FACTOR constant in PoolHelpers

* Add collateralization factor in dwatp

* Fix poolPricesInfo

* Update ERC20PoolBorrowFuzzyTest

* Fix some unit tests

* Fix some unit tests

* Fix some unit tests

* Update ERC20PoolTransferLPs

* fix most rewards manager tests

* update remaining rewards manager tests

* update ERC721SubsetPoolBorrowTest and commit wip changes to testMergeOrRemoveERC721Collateral

* updated testSettlePartialDebtSubsetPool (#988)

* updated testSettlePartialDebtSubsetPool

* re-added teardown

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* fix ERC721PoolCollateral tests

* fix borrowRepayDebtFuzzy and additional PM tests

* cleaned up testBorrowAndRepayWith4DecimalQuote

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: Ian Harvey <ith.harvey@gmail.com>
Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Fix some unit tests

* Deployment updates for RC8+ releases (#986)

* cherry-picked from master

* updated README

* Fix ERC721PoolLiquidationsTakeTest

* updated ERC721PoolReserveAuctionTest

* updated testMergeOrRemoveERC721Collateral (#989)

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* updated ERC721PoolPurchaseQuoteTest and fixed bug in ERC721 tearDown

* cleaned up testLiquidationLenderKickAuction, testLiquidationSingleBorrower, testSettleAuctionWithoutTakes

* updated testMoveLiquidityToOverwriteBankruptBucket

* updated PoolHelperTest

* cleaned up asserts in addLiquidity

* update testMoveLiquidityInBankruptBucket_LP_report_179_494

* updated ERC721PoolEMAsTest

* fixed testKickHighThresholdPriceBorrower

* updated testBorrowerInterestCalculationAfterRepayingAllDebtOnce and testBorrowerInterestCalculation

* updated testMultipleBorrowerInterestAccumulation

* Fix regression tests

* updated RE3, fixed _addQuoteToken

* addQuoteToken - return amount added (#993)

* addQuoteToken now returns amount added

* update unit tests to validate return values

* Fix up add liquidity (#992)

* cleaned up addLiquidity() method in ERC20PoolLiquidationsScaled.t.sol

* remove console

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* fixed issue with test_regression_fenwick_index_2 in non-18-decimal env

* added regression tests for two failing reserves scenarios

* rename tests such that automake runs them with other regression tests

* UnboundedLiquidationPoolHandler bucketTake fix (#994)

* updated UnboundedLiquidationPoolHandler to handle compensated collateral in bucketTake

* cleanup, trap unhandled use case

* settle event now emits actual debt settled rather than t0 amount (#999)

* settle event now emits actual debt settled rather than t0 amount

* updated test_regression_settle_with_reserves

* Updated auctionInfo (#996)

* add thresholdPrice to auctionInfo; update test iterface usages

* temp fix tests

* remove unneeded comment

* Update auction status (#998)

* wip auction status update w/ stack too deep

* update auctionStatus; add auctionInfo method to poolInfoUtils

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

* updated brownie tests, removed obsolete invariant tests (#1001)

* Block addqt above auction price (#997)

* initial commit

* tweaks to Matt's PR to block adding quote token above auction price (#1000)

* reduce cost of reference price assignment

* reduce pool contract size

* fixed testDepositTakeAndSettleByRegularTakeSubsetPool

* fixed tests in ERC20PoolLiquidationsArbTake.t.sol

* fixed tests in ERC20PoolLiquidationsDepositTake.sol

* fixed two more

* updated testDepositTakeAndSettleSubsetPool

* updated testKickAndSettleSubsetPoolFractionalCollateral

* updated testSettleWithDepositFuzzy

* Fixed final tests

* add "AddAboveAuctionPrice" as expected pool error

* implemented invariant A9: reference prices in liquidation queue shall not decrease

* Update assertAuction to use ThresholdPrice from auctionInfo (#1003)

* use auctionInfo thresholdprice instead of recalculating

* fix most tests

* update remaining tests

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

* Contract size mitigation (#1004)

* moved debtInfo to PoolCommons, saving 10 bytes

* moved withdrawBonds to KickerActions

* added unit test showing adding qt above auction price reverts

* updated nit spellings

---------

Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Ed Noepel <46749157+EdNoepel@users.noreply.github.com>
Co-authored-by: Ed Noepel <ed@noepel.net>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>
Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Invariant testing fixes (#1006)

* initial commit

* tweaks to Matt's PR to block adding quote token above auction price (#1000)

* reduce cost of reference price assignment

* reduce pool contract size

* fixed testDepositTakeAndSettleByRegularTakeSubsetPool

* fixed tests in ERC20PoolLiquidationsArbTake.t.sol

* fixed tests in ERC20PoolLiquidationsDepositTake.sol

* fixed two more

* updated testDepositTakeAndSettleSubsetPool

* updated testKickAndSettleSubsetPoolFractionalCollateral

* updated testSettleWithDepositFuzzy

* Fixed final tests

* add "AddAboveAuctionPrice" as expected pool error

* implemented invariant A9: reference prices in liquidation queue shall not decrease

* Update assertAuction to use ThresholdPrice from auctionInfo (#1003)

* use auctionInfo thresholdprice instead of recalculating

* fix most tests

* update remaining tests

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

* Contract size mitigation (#1004)

* moved debtInfo to PoolCommons, saving 10 bytes

* moved withdrawBonds to KickerActions

* documented a sample of invariant failures in regression tests

* added unit test showing adding qt above auction price reverts

* fixed _isCollateralized bug not returning true in all 0-debt use cases

* updated nit spellings

* fixed underflow calculating kicker reward

* _repayDebtByThirdParty should check for expected pool errors

* Round down when reward kicker, round up when kicker is penalized
Fix roundings in tests

* update test comments

* fix and enable A9 invariant

---------

Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>
Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: grandizzy <grandizzy.the.egg@gmail.com>
Co-authored-by: grandizzy <38490174+grandizzy@users.noreply.github.com>

* RC9 suggested improvements (#1005)

* Revert AuctionNotTakeable in same place, load auction kickTime only once from storage

* Calculate ERC721 collateralTaken only once
cosmetize code (read from result struct in local var and reuse)
Results in shrinking a little bit contract sizes

* Read borrower Np Tp ratio from storage only once when kick

* If block style, proper indentation

* Proposed changes to PR #972:
- avoid calculating current LUP twice in lender kick
- change _kick function to accept proposed LUP (for regular kick proposed LUP is current LUP, for lender kick proposed LUP is calculated based on additional debt)
- in both kick cases return current LUP in kick result
- reduce gas costs by saving a Fenwick traversal
- reduce contract size by removing LUP calculation within Pool

* Cosmetic flashloan code changes, PoolCommons.flashLoan doesn't return false but always reverts if flashloan fails

* PR#983 style, remove redundant line

* PR#999 suggested improvement - calculate current settled debt only once and include in settle result for state update

* PR #962 proposed changes:
- get Fenwick deposits only once when settle with reserves
- define constants for min bond factor and max npTp ratio values

* PR #987 proposed improvement:
- add and reuse _htp helper function (instead duplicated maths)

* Continuation of PR #962: (#1008)

- Record settle amount limmit in Liquidtion struct, at the time of kick (that is instead incrementing accumulator in Borrower struct, each time debt is drawn)
- This way accumulator will be reseted when auction is settled
- fix tests

TODO:
- assert Liquidation.t0ReserveSettleAmount in unit tests (_assertAuction), make sure is set to 0 after auction settled and decreased when partial settles done
- update invariant test to check new introduced accumulator

* Misc test fixes (#1009)

* handle another reward rounding error use case

* fix intermittant fuzz test failure - cannot draw debt from liquidity in bucket 7388

* PositionManager should expect AddAboveAuctionPrice, which can happen in moveLiquidity

* Invariant fix: round up quote tokens calculated from rewarded LP (because LP rewarded are calculated in bucketTake as rewarded quote tokens -> LP rounded down)

* initial commit

* cleaned up, its executing

* updated

* rough draft of tests written

* cleaned up examples added collateral asserts

* borrower change not needed in PR

* added new class inside ERC721PoolLiquidationsTake.t.sol

* updated tests to adjust for take event

---------

Co-authored-by: Ed Noepel <46749157+EdNoepel@users.noreply.github.com>
Co-authored-by: Prateek Gupta <prateek105@users.noreply.github.com>
Co-authored-by: Ed Noepel <ed@noepel.net>
Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>
Co-authored-by: prateek105 <prateek@ajna.finance>
Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: mattcushman <36414299+mattcushman@users.noreply.github.com>
Co-authored-by: grandizzy <grandizzy.the.egg@gmail.com>
Co-authored-by: grandizzy <38490174+grandizzy@users.noreply.github.com>

* Emit subset hash on pool creation (#1029)

* updated unit tests following merge of PR#1013 (#1030)

* Continuation of #1021 - clear TP naming and improved code descriptions (#1027)

* Continuation of #1021 - better naming and improved code descriptions
- change Loan.thresholdPrice and Liquidation.thresholdPrice to unadjustedThresholdPrice naming in order to reflect Collateral factor not applied to these values
- reflect in var names where max unadjusted threshold price is used (Move/Remove param struct)
- natspec update

- rename MAX_NP_TP_RATIO to MAX_BOND_FACTOR

* clear Tp naming
        - t0DebtToCollateral : ( t0Debt / collateral )
        - debtToCollateral :   ( debt / collateral )
        - t0ThresholdPrice :   ( t0Debt / collateral ) * collateralization factor
        - thresholdPrice :     ( debt / collateral ) * collateralization factor

* Fix HeapTest

* Update LoansInfo and LoanInfo methods to return maxT0DebtToCollateral and t0DebtToCollateral

* Fix unit tests

* Update assertLoans in tests and fix htp in BaseHandler

* Update loansInfo and threshold Price in Loans library

* Rename thresholdPrice to debtToCollateral in assertAuction in tests

* updated zerothresholdprice error to zerodebttocollateral

* removed unused _htp import in pool.sol

* updated invariants to include ZeroDebtToCollateral

* Use SafeCast in Loans library

---------

Co-authored-by: prateek105 <prateek@ajna.finance>
Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Fix unit test (#1034)

* `_revertIfActiveAuctions` helper should revert with `ActiveAuction` error (#1031)

* _revertIfActiveAuctions helper should revert with ActiveAuction error

* Fix comment

* added min protection to restrict underflow on `bucketTake` (#1033)

* added min protection to restrict ability to underflow

* updated repay

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Calculate reserve auction price using kicked amount (#1032)

* implement reserve auction pricing as originally described in whitepaper

* bug fixes

* wip updating RewardsManager tests

* disable rewards unit tests

* handle 0 bids on reserve auctions

* updated erc721 reserve auction unit tests

* fixed issue bidding on more than the quote token trading increment

* updated new unit test

* added tearDown to testZeroBid

* removed rayToWad

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* Modify computation of quotetoken amount in TakerActions.sol (#1035)

* test_regression_exchange_rate_failure

* Modify computation of quotetoken amount in TakerActions.sol
to compute bond reward accurately for collateral constrained
takes with collateral tokens with decimals != 18.

* Fix tests (#1036)

* updated baseline

---------

Co-authored-by: Ed Noepel <ed@noepel.net>
Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: grandizzy <38490174+grandizzy@users.noreply.github.com>

* Invariants improvements (#955)

* Fix test_regression_failure_A8_5

* Remove repayDebtByThirdParty handler in SettleERC20PoolHandler, as repayment for borrower in auction is restricted

* Add failing regression test_regression_bucket_take_arithmetic_over_underflow

* Fix test_regression_bucket_take_arithmetic_over_underflow

* Invariant RE9 improvement

* Add failing regression test_regression_bucket_take_reserves_failure

* Fix test_regression_bucket_take_reserves_failure

* Add failing regression test_regression_bucket_take_re9_failure

* Move failing regression tests to RegressionTestReservesWith8QuotePrecision12CollateralPrecisionERC20Pool

* Fix test_regression_bucket_take_re9_failure

* Fix regression tests failing due to reserve error margin calculation when auction price is 0

* Universal deposit fee (#983)

* charge fee on all deposit

* unit tests compile

* test harness updates

* working on ERC20PoolQuoteTokenTest

* removed deposit fee cap

* more work on ERC20PoolQuoteTokenTest

* do not charge deposit fee if moving liquidity to higher price

* Eliminate reserves bad debt allocation and add margin to TP  (#962)

* this underflows instead of giving expected revert

* move isCollateralized check after updating borrower collateral

* remove local calculation of encumbered collateral

* trying to properly fix testBorrowRepayPrecision

* resolve rounding issue in fuzz test

* testCollateralization improvements

* updated unit tests for new _collateralization implementation

* more collateralization tests

* Add 1.04 factor in borrower collateralization

* Update nptp ratio to '1 + sqrt(r)/2'

* Remove Settle debt with pool reserves

* Remove 0.995 factor from claimable reserves calculation

* Update bond factor calculation to minimum 0.005

* added testcase where debt exceeds deposit

* updated test so debt exceeds deposit

* allow  up to half of current orig fee to be used to settle bad debt

* updated testTakeAndSettle

* more test fixes

* Enabled settling with all reserves if
 Deposits.treeSum==0 or 72 hrs pass

* cleanup

* Half orig fee res | Matt example (#966)

* added Matts test as proof that attack no longer works on his branch

* Revert "Remove multicall from position manager (#948)" (#961)

This reverts commit f540c8a75fe58b9fdb8249da33f271a5f0ad335c.

* added test testSpendOrigFeePushBadDebtToBorrowers test

* cleaned up testStealReservesWithMarginm to match minted balances

* responded to Matts comments

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>

* Revert "Remove Settle debt with pool reserves"

This reverts commit 290d6cf6f7baa1fb17a66322faf755b78a4a379c.

* Update half origination fees reserves settlement time to 144 hours from kickTime

* Fix alignment and extra spaces

* Fix some unit tests

* PR feedback

* Update encumberance and collateralization method in poolInfoUtils

* Fix some unit tests

---------

Co-authored-by: Ed Noepel <ed@noepel.net>
Co-authored-by: Ian Harvey <iharvey@comcast.net>
Co-authored-by: mwc <matt@ajna.finance>
Co-authored-by: Ian Harvey <ith.harvey@gmail.com>
Co-authored-by: Mike Hathaway <mahathaway93@gmail.com>

* Fix invariant setup

* Fix some unit tests

* ERC20PoolQuoteTokenTest updated

* updated ERC20PoolPurchaseQuoteTokenTest

* Fixed tests in ERC20PoolReserveAuction.t.sol

* updated ERC20PoolBorrowTest and ERC20PoolBorrowFuzzyTest

* Fix ERC20PoolCollateral and ERC20PoolInfoUtils tests

* Fixed ERC20 arbtake and depositTake tests

* Fix ERC20PoolLiquidationsKickTest, ERC20PoolLiquidationKickFuzzyTest and ERC20PoolLiquidationsLenderKickAuctionTest

* updated ERC20PoolMulticallTest

* cleaned up ERC20PoolDebtExceedsDepositTest

* fixed testTakeLoanColConstraintBpfPosNoResidual

* fixed testTakeCallerColConstraintBpfPosNoResidual

* fixed testTakeCallerColConstraintBpfPosResidual

* fixed testTakeCallerColConstraintBpfNegResidual

* fixed testTakeLoanDebtConstraintBpfPosResidual

* fixed testTakeAndSettle

* cleaned up ERC20PoolDebtExceedsDepositTest

* updated ERC20PoolPrecisionTest

* Update ERC20PoolLiquidationsSettleTest

* Update ERC20PoolLiquidationsMisc

* Update ERC20PoolLiquidationSettleFuzzyTest

* Update ERC20PoolLiquidationTakeFuzzyTest

* fixeed revert tests

* ERC20PoolLiquidationsTake -- fixed rest

* Mh update tests (#985)

* fix most position manager tests

* fix additional pm tests

* fix rewards requiredCollateralRewards setup

* fix ClaimRewards tests

* update additional rewards manager tests

* fix additional tests

* more test fixes

* commit wip bankruptcy tests

* fixed testMoveLiquidityToOverwriteBankruptBucket

* fix additional tests

* fix testMoveLiquidityWithDebtInPool

* fix remaining rewards manager tests

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: mwc <matt@ajna.finance>

* Add 1.04 factor in HTP calculations (#987)

* Add 1.04 factor in HTP calculations

* Add COLLATERALIZATION_FACTOR constant in PoolHelpers

* Add collateralization factor in dwatp

* Fix poolPricesInfo

* Update ERC20PoolBorrowFuzzyTest

* Fix some unit tests

* Fix some unit tests

* Fix some unit tests

* Update ERC20PoolTransferLPs

* fix most rewards manager tests

* update remaining rewards manager tests

* update ERC721SubsetPoolBorrowTest and commit wip changes to testMergeOrRemoveERC721Collateral

* updated testSettlePartialDebtSubsetPool (#988)

* updated testSettlePartialDebtSubsetPool

* re-added teardown

---------

Co-authored-by: Ian Harvey <iharvey@comcast.net>

* fix ERC721PoolCollateral tests

* fix borrowRepayDebtFuzzy and additional PM tests

* cleaned up testBorrowAndRepayWith4DecimalQuote

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>
Co-authored-by: Ian Harvey <ith.harvey@gmail.com>
Co-authored…
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