Spearbit #56: Safely cast from uint256 to int128 or int256

contracts/src/internal/HyperdriveBase.sol

@@ -173,22 +173,15 @@ abstract contract HyperdriveBase is IHyperdriveEvents, HyperdriveStorage {
         // of longs and the amount of shorts with a given maturity time. If the
         // difference is negative, the amount of non-netted longs is zero.
         return
-            int256(
-                _totalSupply[
-                    AssetId.encodeAssetId(
-                        AssetId.AssetIdPrefix.Long,
-                        _maturityTime
-                    )
-                ]
-            ) -
-            int256(
-                _totalSupply[
-                    AssetId.encodeAssetId(
-                        AssetId.AssetIdPrefix.Short,
-                        _maturityTime
-                    )
-                ]
-            );
+            _totalSupply[
+                AssetId.encodeAssetId(AssetId.AssetIdPrefix.Long, _maturityTime)
+            ].toInt256() -
+            _totalSupply[
+                AssetId.encodeAssetId(
+                    AssetId.AssetIdPrefix.Short,
+                    _maturityTime
+                )
+            ].toInt256();
     }
 
     /// @dev Gets the distribute excess idle parameters from the current state.
@@ -220,16 +213,14 @@ abstract contract HyperdriveBase is IHyperdriveEvents, HyperdriveStorage {
 
         // NOTE: For consistency with the present value calculation, we round
         // up the long side and round down the short side.
-        int256 netCurveTrade = int256(
-            presentValueParams.longsOutstanding.mulUp(
-                presentValueParams.longAverageTimeRemaining
-            )
-        ) -
-            int256(
-                presentValueParams.shortsOutstanding.mulDown(
-                    presentValueParams.shortAverageTimeRemaining
-                )
-            );
+        int256 netCurveTrade = presentValueParams
+            .longsOutstanding
+            .mulUp(presentValueParams.longAverageTimeRemaining)
+            .toInt256() -
+            presentValueParams
+                .shortsOutstanding
+                .mulDown(presentValueParams.shortAverageTimeRemaining)
+                .toInt256();
         params = LPMath.DistributeExcessIdleParams({
             presentValueParams: presentValueParams,
             startingPresentValue: startingPresentValue,
@@ -428,9 +419,7 @@ abstract contract HyperdriveBase is IHyperdriveEvents, HyperdriveStorage {
             // k invariant.
             zombieInterestShares -= governanceZombieFeeCollected;
             _marketState.shareReserves += zombieInterestShares.toUint128();
-            _marketState.shareAdjustment += int128(
-                zombieInterestShares.toUint128()
-            );
+            _marketState.shareAdjustment += zombieInterestShares.toInt128();
 
             // After collecting the interest, the zombie base reserves are
             // equal to the zombie base proceeds.

contracts/src/internal/HyperdriveCheckpoint.sol

@@ -131,7 +131,7 @@ abstract contract HyperdriveCheckpoint is
                 maturedShortsAmount,
                 0,
                 shareProceeds,
-                int256(shareProceeds), // keep the effective share reserves constant
+                shareProceeds.toInt256(), // keep the effective share reserves constant
                 _checkpointTime
             );
 
@@ -194,7 +194,7 @@ abstract contract HyperdriveCheckpoint is
                 maturedLongsAmount,
                 0,
                 shareProceeds,
-                int256(shareProceeds), // keep the effective share reserves constant
+                shareProceeds.toInt256(), // keep the effective share reserves constant
                 checkpointTime
             );
 
@@ -219,7 +219,7 @@ abstract contract HyperdriveCheckpoint is
             // positions, we can reduce the long exposure for the matured
             // checkpoint to zero.
             _updateLongExposure(
-                int256(maturedLongsAmount) - int256(maturedShortsAmount),
+                maturedLongsAmount.toInt256() - maturedShortsAmount.toInt256(),
                 0
             );
 

contracts/src/internal/HyperdriveLP.sol

@@ -198,7 +198,7 @@ abstract contract HyperdriveLP is
 
             // Add the liquidity to the pool's reserves and calculate the new
             // present value.
-            _updateLiquidity(int256(shareContribution));
+            _updateLiquidity(shareContribution.toInt256());
             params.shareReserves = _marketState.shareReserves;
             params.shareAdjustment = _marketState.shareAdjustment;
             params.bondReserves = _marketState.bondReserves;
@@ -525,7 +525,7 @@ abstract contract HyperdriveLP is
         _withdrawPool.proceeds += shareProceeds.toUint128();
 
         // Remove the withdrawal pool proceeds from the reserves.
-        _updateLiquidity(-int256(shareProceeds));
+        _updateLiquidity(-shareProceeds.toInt256());
 
         return true;
     }

contracts/src/internal/HyperdriveLong.sol

@@ -200,7 +200,7 @@ abstract contract HyperdriveLong is IHyperdriveEvents, HyperdriveLP {
             // number of non-netted longs decreases by the bond amount.
             int256 nonNettedLongs = _nonNettedLongs(maturityTime);
             _updateLongExposure(
-                nonNettedLongs + int256(_bondAmount),
+                nonNettedLongs + _bondAmount.toInt256(),
                 nonNettedLongs
             );
 
@@ -297,7 +297,7 @@ abstract contract HyperdriveLong is IHyperdriveEvents, HyperdriveLP {
         int256 nonNettedLongs = _nonNettedLongs(_maturityTime);
         _updateLongExposure(
             nonNettedLongs,
-            nonNettedLongs + int256(_bondReservesDelta)
+            nonNettedLongs + _bondReservesDelta.toInt256()
         );
 
         // We need to check solvency because longs increase the system's exposure.
@@ -353,7 +353,7 @@ abstract contract HyperdriveLong is IHyperdriveEvents, HyperdriveLP {
         int256 shareAdjustment = _marketState.shareAdjustment;
         shareAdjustment -= _shareAdjustmentDelta;
         if (
-            int256(_shareReservesDelta) > _shareAdjustmentDelta &&
+            _shareReservesDelta.toInt256() > _shareAdjustmentDelta &&
             HyperdriveMath.calculateEffectiveShareReserves(
                 shareReserves,
                 shareAdjustment

contracts/src/internal/HyperdriveShort.sol

@@ -213,7 +213,7 @@ abstract contract HyperdriveShort is IHyperdriveEvents, HyperdriveLP {
             // number of non-netted longs increases by the bond amount.
             int256 nonNettedLongs = _nonNettedLongs(_maturityTime);
             _updateLongExposure(
-                nonNettedLongs - int256(_bondAmount),
+                nonNettedLongs - _bondAmount.toInt256(),
                 nonNettedLongs
             );
 
@@ -350,7 +350,7 @@ abstract contract HyperdriveShort is IHyperdriveEvents, HyperdriveLP {
         int256 nonNettedLongs = _nonNettedLongs(_maturityTime);
         _updateLongExposure(
             nonNettedLongs,
-            nonNettedLongs - int256(_bondAmount)
+            nonNettedLongs - _bondAmount.toInt256()
         );
 
         // Opening a short decreases the system's exposure because the short's

contracts/src/libraries/FixedPointMath.sol

@@ -2,6 +2,7 @@
 pragma solidity 0.8.20;
 
 import { IHyperdrive } from "../interfaces/IHyperdrive.sol";
+import { SafeCast } from "./SafeCast.sol";
 
 uint256 constant ONE = 1e18;
 
@@ -13,6 +14,7 @@ uint256 constant ONE = 1e18;
 ///                    particular legal or regulatory significance.
 library FixedPointMath {
     using FixedPointMath for uint256;
+    using SafeCast for uint256;
 
     uint256 internal constant MAX_UINT256 = 2 ** 256 - 1;
 
@@ -112,11 +114,11 @@ library FixedPointMath {
         // Using properties of logarithms we calculate x^y:
         // -> ln(x^y) = y * ln(x)
         // -> e^(y * ln(x)) = x^y
-        int256 y_int256 = int256(y); // solhint-disable-line var-name-mixedcase
+        int256 y_int256 = y.toInt256(); // solhint-disable-line var-name-mixedcase
 
         // Compute y*ln(x)
         // Any overflow for x will be caught in ln() in the initial bounds check
-        int256 lnx = ln(int256(x));
+        int256 lnx = ln(x.toInt256());
         int256 ylnx;
         assembly ("memory-safe") {
             ylnx := mul(y_int256, lnx)
@@ -189,11 +191,9 @@ library FixedPointMath {
             // * the 1e18 / 2**96 factor for base conversion.
             // We do this all at once, with an intermediate result in 2**213
             // basis, so the final right shift is always by a positive amount.
-            r = int256(
-                (uint256(r) *
-                    3822833074963236453042738258902158003155416615667) >>
-                    uint256(195 - k)
-            );
+            r = ((uint256(r) *
+                3822833074963236453042738258902158003155416615667) >>
+                uint256(195 - k)).toInt256();
         }
     }
 
@@ -228,7 +228,7 @@ library FixedPointMath {
             // ln(2^k * x) = k * ln(2) + ln(x)
             int256 k = r - 96;
             x <<= uint256(159 - k);
-            x = int256(uint256(x) >> 159);
+            x = (uint256(x) >> 159).toInt256();
 
             // Evaluate using a (8, 8)-term rational approximation.
             // p is made monic, we will multiply by a scale factor later.

contracts/src/libraries/HyperdriveMath.sol

@@ -140,7 +140,7 @@ library HyperdriveMath {
         uint256 _shareReserves,
         int256 _shareAdjustment
     ) internal pure returns (uint256) {
-        int256 effectiveShareReserves = int256(_shareReserves) -
+        int256 effectiveShareReserves = _shareReserves.toInt256() -
             _shareAdjustment;
         if (effectiveShareReserves < 0) {
             Errors.throwInsufficientLiquidityError(
@@ -664,8 +664,8 @@ library HyperdriveMath {
             );
             // NOTE: Using unscaled `shareCurveDelta`.
             shareAdjustmentDelta =
-                int256(_shareReservesDelta) -
-                int256(_shareCurveDelta);
+                _shareReservesDelta.toInt256() -
+                _shareCurveDelta.toInt256();
             _shareCurveDelta = _shareCurveDelta.mulDivDown(
                 _closeVaultSharePrice,
                 _openVaultSharePrice
@@ -676,8 +676,8 @@ library HyperdriveMath {
             );
         } else {
             shareAdjustmentDelta =
-                int256(_shareReservesDelta) -
-                int256(_shareCurveDelta);
+                _shareReservesDelta.toInt256() -
+                _shareCurveDelta.toInt256();
         }
 
         return (