LP Friendly Update to Netting by jrhea · Pull Request #568 · delvtech/hyperdrive

jrhea · 2023-08-23T17:56:34Z

resolves #564
resolves #444
resolves #13
resolves #558
resolves #228
resolves #464
resolves #503
resolves #536

coveralls · 2023-08-24T01:14:32Z

coverage: 93.182% (-2.7%) from 95.894% when pulling d7aa80f on infinite-chocolate into 7ff8680 on main.

…g IDLE fix

Co-authored-by: Alex Towle <jalextowle@gmail.com>

@jrhea

* implement new idle and solvency * Implemented a rough draft of `get_max_long` * Debugging * Implemented a working `get_max_long` function in Rust * Used `tracing_test::traced_test` to capture logs * Added a configurable slippage parameter to the agent's `open_long` * Addressed review feedback from @jrhea --------- Co-authored-by: jonny rhea <jonathan.rhea@gmail.com>

…trade size

github-actions · 2023-08-30T22:16:22Z

Hyperdrive Gas Benchmark

Benchmark suite	Current: `d7aa80f`	Previous: `662cc79`	Deviation	Status
`addLiquidity: min`	`785` gas	`763` gas	`2.8834%`	🚨
`addLiquidity: avg`	`45722` gas	`45342` gas	`0.8381%`	🚨
`addLiquidity: max`	`80513` gas	`80652` gas	`-0.1723%`	✅
`checkpoint: min`	`514` gas	`514` gas	`0%`	🟰
`checkpoint: avg`	`29373` gas	`29513` gas	`-0.4744%`	✅
`checkpoint: max`	`82072` gas	`83031` gas	`-1.1550%`	✅
`closeLong: min`	`852` gas	`852` gas	`0%`	🟰
`closeLong: avg`	`21426` gas	`21621` gas	`-0.9019%`	✅
`closeLong: max`	`103569` gas	`87560` gas	`18.2835%`	🚨
`closeShort: min`	`765` gas	`854` gas	`-10.4215%`	✅
`closeShort: avg`	`22184` gas	`22480` gas	`-1.3167%`	✅
`closeShort: max`	`87273` gas	`87914` gas	`-0.7291%`	✅
`initialize: min`	`803` gas	`803` gas	`0%`	🟰
`initialize: avg`	`159501` gas	`159736` gas	`-0.1471%`	✅
`initialize: max`	`233222` gas	`233501` gas	`-0.1195%`	✅
`openLong: min`	`740` gas	`740` gas	`0%`	🟰
`openLong: avg`	`41329` gas	`41238` gas	`0.2207%`	🚨
`openLong: max`	`224365` gas	`224074` gas	`0.1299%`	🚨
`openShort: min`	`782` gas	`760` gas	`2.8947%`	🚨
`openShort: avg`	`48508` gas	`47676` gas	`1.7451%`	🚨
`openShort: max`	`218452` gas	`217530` gas	`0.4238%`	🚨
`removeLiquidity: min`	`762` gas	`740` gas	`2.9730%`	🚨
`removeLiquidity: avg`	`62715` gas	`62451` gas	`0.4227%`	🚨
`removeLiquidity: max`	`123039` gas	`122749` gas	`0.2363%`	🚨

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

jalextowle

LGTM

…ional base volume

jrhea force-pushed the infinite-chocolate branch from dfefa4b to 704481e Compare August 24, 2023 01:02

jrhea force-pushed the infinite-chocolate branch from f6867b8 to 9b2ac37 Compare August 24, 2023 17:03

jalextowle reviewed Aug 24, 2023

View reviewed changes

Comment thread contracts/src/libraries/SafeCast.sol Outdated

jrhea and others added 13 commits August 24, 2023 16:35

reverse the solvency check

7f199f4

new idle and solvency

ff93563

Fixed the remove liquidity tests

660b865

remove shortAssets in favor of int longExposure

0aa772f

fix lp fairness test

4637aee

update test_lp_fairness_short_lp

de9588c

update test_lp_fairness_short_short_lp

621adaf

update test_lp_fairness_long_lp

f436e34

update test_lp_fairness_short_long_lp

5a49614

update test_lp_fairness_long_short_lp

8b80bb8

reduce error to 10 wei in lp fairness

4502ca2

fix test__calculateClosePositionExposure

043590d

fix remainder of the tests that don't fail due to max calcs or pendin…

d4f76f6

…g IDLE fix

jrhea force-pushed the infinite-chocolate branch from 60ca361 to d4f76f6 Compare August 24, 2023 21:35

Update contracts/src/libraries/SafeCast.sol

8b0d236

Co-authored-by: Alex Towle <jalextowle@gmail.com>

jrhea changed the title ~~Infinite chocolate~~ LP Friendly Update to Netting Aug 24, 2023

jrhea marked this pull request as ready for review August 24, 2023 21:38

jrhea and others added 4 commits August 24, 2023 18:28

investigate edge case with lp withdrawal tests

00709a2

Merge branch 'main' into infinite-chocolate

65f8804

fix issue with close short exposure update

a59d6c4

jrhea force-pushed the infinite-chocolate branch from e1bdd96 to a59d6c4 Compare August 28, 2023 18:18

jalextowle added 4 commits August 28, 2023 16:44

Started integrating max long into Solidity

cedc52d

Refactored the mock testing logic in the Rust fuzz tests

b377982

Implemented a rough draft of a max long guess

c29991f

Achieved parity between the Rust and Solidity get_max_long functions

502a31e

jalextowle and others added 5 commits August 28, 2023 23:17

Some Rust fixes

ec7c168

Added negative checkpoint exposure to get_max_long

60565ae

Brought the Rust and Solidity get_max_long functions back to parity

abbd04d

fix issue with how shorts impact exposure

3e69a4d

fix lpwithdrawaltests

03ef31e

jrhea force-pushed the infinite-chocolate branch from 22b8a68 to 03ef31e Compare August 29, 2023 23:50

jalextowle and others added 10 commits August 29, 2023 19:09

Wrote integration tests for max long and max short functions

d409aba

Added short-circuiting to calculateMaxLong

6fbae0c

Fixed the bug causing the updateLiquidity test to fail

65da38d

Fixed test_lp_withdrawal_three_lps

7d54954

Fix test_nonstandard_decimals_lp

f181800

consolidate checkpoint exposure logic on close to a method

23954a0

Worked on fixing test_lp_withdrawal_long_and_short_maturity

e004e2a

fix test_lp_withdrawal_long_and_short_maturity by increasing the min …

e0d0602

…trade size

Fixed the remaining tests

854845f

Appeased clippy

03b935f

Uncommented the max short tests

a6dd201

jalextowle approved these changes Aug 30, 2023

View reviewed changes

Updated rust test workflow

7a0f96e

jalextowle force-pushed the infinite-chocolate branch from 0de3c6e to 7a0f96e Compare August 30, 2023 23:55

jrhea and others added 5 commits August 30, 2023 22:10

Merge branch 'main' into infinite-chocolate

b8b1c19

update ci

1a43270

remove unused abs()

bc12d08

prettier

5dbed3c

we don't need checkpoint shorts anymore bc we don't calculate proport…

d7aa80f

…ional base volume

jrhea enabled auto-merge (squash) August 31, 2023 03:47

jrhea merged commit 7cdd0f8 into main Aug 31, 2023

jrhea deleted the infinite-chocolate branch August 31, 2023 03:52

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LP Friendly Update to Netting#568

LP Friendly Update to Netting#568
jrhea merged 44 commits intomainfrom
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