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Use the previous weighted spot price instead of the current weighted spot price for addLiquidity #1058

Merged
merged 7 commits into from
Jun 18, 2024
Merged

Use the previous weighted spot price instead of the current weighted spot price for addLiquidity #1058

merged 7 commits into from
Jun 18, 2024

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jalextowle
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@jalextowle jalextowle commented Jun 17, 2024 •
edited by mcclurejt
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Resolved Issues

Fixes: https://github.com/spearbit-audits/delv-week-review/issues/13

Description

This PR adds some tests to make sure that the weighted spot price behaves as expected with instantaneous trades and fixes an oversight where the current weighted spot price is used for the addLiquidity check instead of the previous weighted spot price.

The previous weighted spot price will never be 0 in addLiquidity because the current checkpoint is always minted with _applyCheckpoint. In _applyCheckpoint, we always update the previous weighted spot price. This uses the current spot price for the update, so unless the current spot price is 0, the weighted spot price will be non-zero. Some tests were added to clarify this.

Review Checklists

Please check each item before approving the pull request. While going
through the checklist, it is recommended to leave comments on items that are
referenced in the checklist to make sure that they are reviewed. If there are
multiple reviewers, copy the checklists into sections titled ## [Reviewer Name].
If the PR doesn't touch Solidity, the corresponding checklist can
be removed.

@mcclurejt

  • Tokens
    • Do all approve calls use forceApprove?
    • Do all transfer calls use safeTransfer?
    • Do all transferFrom calls use msg.sender as the from address?
      • If not, is the function access restricted to prevent unauthorized
        token spend?
  • Low-level calls (call, delegatecall, staticcall, transfer, send)
    • Is the returned success boolean checked to handle failed calls?
    • If using delegatecall, are there strict access controls on the
      addresses that can be called? It shouldn't be possible to delegatecall
      arbitrary addresses, so the list of possible targets should either be
      immutable or tightly controlled by an admin.
  • Reentrancy
    • Are functions that make external calls or transfer ether marked as nonReentrant?
      • If not, is there documentation that explains why reentrancy is
        not a concern or how it's mitigated?
  • Gas Optimizations
    • Is the logic as simple as possible?
    • Are the storage values that are used repeatedly cached in stack or
      memory variables?
    • If loops are used, are there guards in place to avoid out-of-gas
      issues?
  • Visibility
    • Are all payable functions restricted to avoid stuck ether?
  • Math
    • Is all of the arithmetic checked or guarded by if-statements that will
      catch underflows?
    • If Safe functions are altered, are potential underflows and
      overflows caught so that a failure flag can be thrown?
    • Are all of the rounding directions clearly documented?
  • Testing
    • Are there new or updated unit or integration tests?
    • Do the tests cover the happy paths?
    • Do the tests cover the unhappy paths?
    • Are there an adequate number of fuzz tests to ensure that we are
      covering the full input space?

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coveralls commented Jun 17, 2024 •
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Pull Request Test Coverage Report for Build 9554965756

Details

  • 2 of 2 (100.0%) changed or added relevant lines in 1 file are covered.
  • No unchanged relevant lines lost coverage.
  • Overall coverage remained the same at 92.124%
Totals Coverage Status
Change from base Build 9523138246: 0.0%
Covered Lines: 1965
Relevant Lines: 2133
💛 - Coveralls

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coveralls commented Jun 17, 2024 •
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Pull Request Test Coverage Report for Build 9554961305

Details

  • 2 of 2 (100.0%) changed or added relevant lines in 1 file are covered.
  • No unchanged relevant lines lost coverage.
  • Overall coverage remained the same at 92.124%
Totals Coverage Status
Change from base Build 9523138246: 0.0%
Covered Lines: 1965
Relevant Lines: 2133
💛 - Coveralls

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github-actions bot commented Jun 17, 2024 •
edited
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Hyperdrive Gas Benchmark

Benchmark suite Current: 1bccaa4 Previous: e5525e9 Deviation Status
addLiquidity: min 33937 gas 33937 gas 0% 🟰
addLiquidity: avg 155520 gas 155877 gas -0.2290% ✅
addLiquidity: max 429244 gas 429437 gas -0.0449% ✅
checkpoint: min 40316 gas 40316 gas 0% 🟰
checkpoint: avg 144722 gas 144636 gas 0.0595% 🚨
checkpoint: max 255931 gas 255830 gas 0.0395% 🚨
closeLong: min 31361 gas 31361 gas 0% 🟰
closeLong: avg 135883 gas 136439 gas -0.4075% ✅
closeLong: max 2539376 gas 2621435 gas -3.1303% ✅
closeShort: min 31327 gas 31327 gas 0% 🟰
closeShort: avg 131252 gas 132305 gas -0.7959% ✅
closeShort: max 400884 gas 272530 gas 47.0972% 🚨
initialize: min 31349 gas 31349 gas 0% 🟰
initialize: avg 333397 gas 333352 gas 0.0135% 🚨
initialize: max 400023 gas 399922 gas 0.0253% 🚨
openLong: min 33370 gas 33370 gas 0% 🟰
openLong: avg 173247 gas 174248 gas -0.5745% ✅
openLong: max 334107 gas 335241 gas -0.3383% ✅
openShort: min 33936 gas 33936 gas 0% 🟰
openShort: avg 168353 gas 168925 gas -0.3386% ✅
openShort: max 415244 gas 415870 gas -0.1505% ✅
redeemWithdrawalShares: min 31251 gas 31251 gas 0% 🟰
redeemWithdrawalShares: avg 75026 gas 75830 gas -1.0603% ✅
redeemWithdrawalShares: max 305734 gas 305633 gas 0.0330% 🚨
removeLiquidity: min 31301 gas 31301 gas 0% 🟰
removeLiquidity: avg 214867 gas 214933 gas -0.0307% ✅
removeLiquidity: max 403825 gas 404194 gas -0.0913% ✅

This comment was automatically generated by workflow using github-action-benchmark.

mcclurejt
mcclurejt approved these changes Jun 17, 2024
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🤘

jrhea
jrhea reviewed Jun 17, 2024
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jrhea approved these changes Jun 17, 2024
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just some nits

@jalextowle jalextowle force-pushed the jalextowle/audit-06-10-2024/spearbit-13 branch 2 times, most recently from 5f54d5c to 9a49cd4 Compare June 18, 2024 00:19
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coveralls commented Jun 18, 2024 •
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Pull Request Test Coverage Report for Build 9556661001

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

Details

  • 22 of 22 (100.0%) changed or added relevant lines in 4 files are covered.
  • No unchanged relevant lines lost coverage.
  • Overall coverage increased (+0.07%) to 92.189%
Totals Coverage Status
Change from base Build 9523138246: 0.07%
Covered Lines: 1971
Relevant Lines: 2138
💛 - Coveralls

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coveralls commented Jun 18, 2024 •
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Pull Request Test Coverage Report for Build 9556686918

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

Details

  • 22 of 22 (100.0%) changed or added relevant lines in 4 files are covered.
  • No unchanged relevant lines lost coverage.
  • Overall coverage increased (+0.07%) to 92.189%
Totals Coverage Status
Change from base Build 9523138246: 0.07%
Covered Lines: 1971
Relevant Lines: 2138
💛 - Coveralls

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coveralls commented Jun 18, 2024 •
edited
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Pull Request Test Coverage Report for Build 9556687808

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

Details

  • 22 of 22 (100.0%) changed or added relevant lines in 4 files are covered.
  • No unchanged relevant lines lost coverage.
  • Overall coverage increased (+0.07%) to 92.189%
Totals Coverage Status
Change from base Build 9523138246: 0.07%
Covered Lines: 1971
Relevant Lines: 2138
💛 - Coveralls

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coveralls commented Jun 18, 2024 •
edited
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Pull Request Test Coverage Report for Build 9556689438

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

Details

  • 22 of 22 (100.0%) changed or added relevant lines in 4 files are covered.
  • No unchanged relevant lines lost coverage.
  • Overall coverage increased (+0.07%) to 92.189%
Totals Coverage Status
Change from base Build 9523138246: 0.07%
Covered Lines: 1971
Relevant Lines: 2138
💛 - Coveralls

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coveralls commented Jun 18, 2024 •
edited
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Pull Request Test Coverage Report for Build 9556718283

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

Details

  • 22 of 22 (100.0%) changed or added relevant lines in 4 files are covered.
  • No unchanged relevant lines lost coverage.
  • Overall coverage increased (+0.07%) to 92.189%
Totals Coverage Status
Change from base Build 9523138246: 0.07%
Covered Lines: 1971
Relevant Lines: 2138
💛 - Coveralls

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coveralls commented Jun 18, 2024 •
edited
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Pull Request Test Coverage Report for Build 9556729015

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

Details

  • 22 of 22 (100.0%) changed or added relevant lines in 4 files are covered.
  • No unchanged relevant lines lost coverage.
  • Overall coverage increased (+0.07%) to 92.189%
Totals Coverage Status
Change from base Build 9523138246: 0.07%
Covered Lines: 1971
Relevant Lines: 2138
💛 - Coveralls

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coveralls commented Jun 18, 2024 •
edited
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Pull Request Test Coverage Report for Build 9556728706

Details

  • 22 of 22 (100.0%) changed or added relevant lines in 4 files are covered.
  • No unchanged relevant lines lost coverage.
  • Overall coverage increased (+0.07%) to 92.189%
Totals Coverage Status
Change from base Build 9523138246: 0.07%
Covered Lines: 1971
Relevant Lines: 2138
💛 - Coveralls

@jalextowle jalextowle force-pushed the jalextowle/audit-06-10-2024/spearbit-13 branch from 9a49cd4 to 7673da3 Compare June 18, 2024 01:27
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coveralls commented Jun 18, 2024 •
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Pull Request Test Coverage Report for Build 9557401375

Details

  • 22 of 22 (100.0%) changed or added relevant lines in 4 files are covered.
  • No unchanged relevant lines lost coverage.
  • Overall coverage increased (+0.07%) to 92.189%
Totals Coverage Status
Change from base Build 9556880128: 0.07%
Covered Lines: 1971
Relevant Lines: 2138
💛 - Coveralls

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coveralls commented Jun 18, 2024 •
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Pull Request Test Coverage Report for Build 9570423024

Details

  • 22 of 22 (100.0%) changed or added relevant lines in 4 files are covered.
  • No unchanged relevant lines lost coverage.
  • Overall coverage increased (+0.02%) to 92.139%
Totals Coverage Status
Change from base Build 9556880128: 0.02%
Covered Lines: 1969
Relevant Lines: 2137
💛 - Coveralls

@jalextowle jalextowle added this pull request to the merge queue Jun 18, 2024
Merged via the queue into main with commit b56cffe Jun 18, 2024
32 checks passed
@jalextowle jalextowle deleted the jalextowle/audit-06-10-2024/spearbit-13 branch June 18, 2024 19:53
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@mcclurejt mcclurejt mcclurejt approved these changes

@jrhea jrhea jrhea approved these changes

@cashd cashd Awaiting requested review from cashd cashd is a code owner

@sentilesdal sentilesdal Awaiting requested review from sentilesdal sentilesdal is a code owner

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