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numerical precision fixes for long calcs #73
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Pull Request Test Coverage Report for Build 4198542259
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jalextowle
reviewed
Feb 16, 2023
jalextowle
reviewed
Feb 16, 2023
jalextowle
reviewed
Feb 16, 2023
jalextowle
reviewed
Feb 16, 2023
jalextowle
reviewed
Feb 16, 2023
jalextowle
reviewed
Feb 16, 2023
jalextowle
reviewed
Feb 16, 2023
jalextowle
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Feb 16, 2023
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Left a few nits, but good work sir 🖖
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This PR fixes several rounding issues that were uncovered in tests and adds mulUp and divUp to the FixedPointMathLib. The following issues have been solved:
test_open_long_with_small_amount()with a trade amount of 0.01e18 had an issue where the average maturity time was unable to pass the following check:this issue was fixed in
_calculateAverageMaturityTime()by usingdivUp()instead ofdivDown()test_close_long_redeem()had an issue where bob ends up with more base than bonds after redemption. This issue was fixed in HyperDriveMathLib'scalculateInGivenOut()by ensuring the YieldSpace math isn't called on redemption.test_open_long()had an issue where a small long position would make the APR go up instead of down. The root cause was a rounding bug in YieldSpaceMath when we would calculate1/(1-tau). This was fixed by usingdivUp()instead ofdivDown(). I mapped out the difference in usingdivUp()anddivDown()with various trade sizes. Here is a summary of what I found: