40b7690a58
swap: Add rounding correction for deposit / withdraw ( #1061 )
...
* Add rounding specification for deposit / withdraw
The fuzzing test was improved to make sure that the value of pool tokens
(minus fees) never changed, which revealed a calc bug with deposits and
withdrawals. If someone withdraws, they can take additional small
value out of the pool in the form of truncated value.
Before, deposit and withdrawal used the same calculation, rounding up the token
A and B amounts. Remember that deposit / withdrawal specify the pool
token amount, and calculate the amount of A / B required to get to that
many pool tokens. On withdrawal, we were giving back a little bit too
much. The concept is that everything would even out since a deposit is
required for a withdrawal, which makes everything a wash.
Fuzzing found this issue very quickly! The change is to introduce a
rounding parameter to avoid ever giving away too much value, either
during deposit or withdrawal.
* Cleanup
* Add withdraw test
* Cleanup
* Cargo fmt
* Remove curve tests from fuzzing cfg
* Update JS test
* Cleanup test
* Update honggfuzz again
* Fix fee on JS test
* Force correct version of honggfuzz for CI (remove later)
* Improve value tests using PreciseNumber everywhere
* Fix ceiling
* Add comment for 0 tokens
* Fix ceiling div, add in constant price calc
* Revert ceiling division as template and use trait, too much boilerplate
* Run cargo fmt
2021-01-15 18:17:27 +01:00
d050568afd
build(deps): bump @solana/web3.js in /token-swap/js ( #1081 )
...
Bumps [@solana/web3.js](https://github.com/solana-labs/solana-web3.js ) from 0.88.0 to 0.89.0.
- [Release notes](https://github.com/solana-labs/solana-web3.js/releases )
- [Commits](https://github.com/solana-labs/solana-web3.js/compare/v0.88.0...v0.89.0 )
Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2021-01-15 11:19:43 +00:00
fd24042815
Pin honggfuzz to 0.5.52 ( #1072 )
2021-01-14 23:07:07 +01:00
7f17a140b1
swap: Avoid fuzz 1 token withdrawal errors by using fee account ( #1058 )
...
* Fix fuzz 1 token withdrawal errors with fee account
* Reintroduce special logic
* Cargo fmt
2021-01-12 13:57:58 +01:00
608b75a115
swap: Move transfers into user account to the end of instructions ( #1047 )
...
* Move transfers into user account to the end of instructions
* Run cargo fmt
2021-01-11 19:20:34 +01:00
7d7c9fdc91
Bump @babel/preset-env from 7.12.1 to 7.12.11 in /token-swap/js ( #955 )
...
Bumps [@babel/preset-env](https://github.com/babel/babel/tree/HEAD/packages/babel-preset-env ) from 7.12.1 to 7.12.11.
- [Release notes](https://github.com/babel/babel/releases )
- [Changelog](https://github.com/babel/babel/blob/main/CHANGELOG.md )
- [Commits](https://github.com/babel/babel/commits/v7.12.11/packages/babel-preset-env )
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2021-01-11 09:41:22 +08:00
b084f7f285
Bump @babel/node from 7.12.6 to 7.12.10 in /token-swap/js ( #972 )
...
Bumps [@babel/node](https://github.com/babel/babel/tree/HEAD/packages/babel-node ) from 7.12.6 to 7.12.10.
- [Release notes](https://github.com/babel/babel/releases )
- [Changelog](https://github.com/babel/babel/blob/main/CHANGELOG.md )
- [Commits](https://github.com/babel/babel/commits/v7.12.10/packages/babel-node )
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2021-01-11 08:53:31 +08:00
7a2ef3561e
build(deps-dev): bump flow-bin from 0.141.0 to 0.142.0 in /token-swap/js ( #1046 )
...
Bumps [flow-bin](https://github.com/flowtype/flow-bin ) from 0.141.0 to 0.142.0.
- [Release notes](https://github.com/flowtype/flow-bin/releases )
- [Commits](https://github.com/flowtype/flow-bin/commits )
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2021-01-08 11:20:05 +00:00
b76d815d28
build(deps-dev): bump rollup from 2.36.0 to 2.36.1 in /token-swap/js ( #1042 )
...
Bumps [rollup](https://github.com/rollup/rollup ) from 2.36.0 to 2.36.1.
- [Release notes](https://github.com/rollup/rollup/releases )
- [Changelog](https://github.com/rollup/rollup/blob/master/CHANGELOG.md )
- [Commits](https://github.com/rollup/rollup/compare/v2.36.0...v2.36.1 )
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2021-01-07 11:21:31 +00:00
a86abe49cd
token-swap: Add user transfer authority ( #1033 )
...
* Add user transfer authority to swap instruction
* Add user transfer authority to deposit all
* Add authority to withdraw all
* Add authority to deposit one
* Add authority to withdraw one
* Update fuzzer
* Add user transfer authority to JS
2021-01-06 20:55:31 +01:00
98a7faa2ca
build(deps-dev): bump rollup from 2.35.1 to 2.36.0 in /token-swap/js ( #1037 )
...
Bumps [rollup](https://github.com/rollup/rollup ) from 2.35.1 to 2.36.0.
- [Release notes](https://github.com/rollup/rollup/releases )
- [Changelog](https://github.com/rollup/rollup/blob/master/CHANGELOG.md )
- [Commits](https://github.com/rollup/rollup/compare/v2.35.1...v2.36.0 )
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2021-01-06 11:21:38 +00:00
7b81c0d3c0
build(deps): bump solana-program from 1.5.0 to 1.5.1 ( #1025 )
...
Bumps [solana-program](https://github.com/solana-labs/solana ) from 1.5.0 to 1.5.1.
- [Release notes](https://github.com/solana-labs/solana/releases )
- [Changelog](https://github.com/solana-labs/solana/blob/master/RELEASE.md )
- [Commits](https://github.com/solana-labs/solana/compare/v1.5.0...v1.5.1 )
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2021-01-04 13:51:29 +00:00
ce2bebac50
build(deps-dev): bump eslint from 7.16.0 to 7.17.0 in /token-swap/js ( #1020 )
...
Bumps [eslint](https://github.com/eslint/eslint ) from 7.16.0 to 7.17.0.
- [Release notes](https://github.com/eslint/eslint/releases )
- [Changelog](https://github.com/eslint/eslint/blob/master/CHANGELOG.md )
- [Commits](https://github.com/eslint/eslint/compare/v7.16.0...v7.17.0 )
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2021-01-04 11:44:54 +00:00
7660cd4854
build(deps-dev): bump @babel/core in /token-swap/js ( #1018 )
...
Bumps [@babel/core](https://github.com/babel/babel/tree/HEAD/packages/babel-core ) from 7.12.9 to 7.12.10.
- [Release notes](https://github.com/babel/babel/releases )
- [Changelog](https://github.com/babel/babel/blob/main/CHANGELOG.md )
- [Commits](https://github.com/babel/babel/commits/v7.12.10/packages/babel-core )
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2021-01-04 11:25:08 +00:00
a5b58e69ec
build(deps-dev): bump @babel/plugin-transform-runtime in /token-swap/js ( #1017 )
...
Bumps [@babel/plugin-transform-runtime](https://github.com/babel/babel/tree/HEAD/packages/babel-plugin-transform-runtime ) from 7.12.1 to 7.12.10.
- [Release notes](https://github.com/babel/babel/releases )
- [Changelog](https://github.com/babel/babel/blob/main/CHANGELOG.md )
- [Commits](https://github.com/babel/babel/commits/v7.12.10/packages/babel-plugin-transform-runtime )
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2021-01-04 11:05:21 +00:00
8cf66ca2af
build(deps-dev): bump @babel/cli in /token-swap/js ( #1015 )
...
Bumps [@babel/cli](https://github.com/babel/babel/tree/HEAD/packages/babel-cli ) from 7.12.8 to 7.12.10.
- [Release notes](https://github.com/babel/babel/releases )
- [Changelog](https://github.com/babel/babel/blob/main/CHANGELOG.md )
- [Commits](https://github.com/babel/babel/commits/v7.12.10/packages/babel-cli )
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2021-01-04 10:45:37 +00:00
d51998e7e6
build(deps-dev): bump flow-bin from 0.138.0 to 0.141.0 in /token-swap/js ( #1013 )
...
Bumps [flow-bin](https://github.com/flowtype/flow-bin ) from 0.138.0 to 0.141.0.
- [Release notes](https://github.com/flowtype/flow-bin/releases )
- [Commits](https://github.com/flowtype/flow-bin/commits )
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2021-01-04 10:24:34 +00:00
a5cbe67696
Bump @rollup/plugin-babel from 5.2.1 to 5.2.2 in /token-swap/js ( #1010 )
...
Bumps [@rollup/plugin-babel](https://github.com/rollup/plugins ) from 5.2.1 to 5.2.2.
- [Release notes](https://github.com/rollup/plugins/releases )
- [Commits](https://github.com/rollup/plugins/compare/babel-v5.2.1...babel-v5.2.2 )
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2021-01-04 10:05:05 +00:00
40cfea27eb
Bump rollup from 2.34.0 to 2.35.1 in /token-swap/js ( #1003 )
...
Bumps [rollup](https://github.com/rollup/rollup ) from 2.34.0 to 2.35.1.
- [Release notes](https://github.com/rollup/rollup/releases )
- [Changelog](https://github.com/rollup/rollup/blob/master/CHANGELOG.md )
- [Commits](https://github.com/rollup/rollup/compare/v2.34.0...v2.35.1 )
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2021-01-04 17:44:09 +08:00
dfb616b8b1
Bump eslint from 7.13.0 to 7.16.0 in /token-swap/js ( #963 )
...
Bumps [eslint](https://github.com/eslint/eslint ) from 7.13.0 to 7.16.0.
- [Release notes](https://github.com/eslint/eslint/releases )
- [Changelog](https://github.com/eslint/eslint/blob/master/CHANGELOG.md )
- [Commits](https://github.com/eslint/eslint/compare/v7.13.0...v7.16.0 )
Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2021-01-04 08:55:25 +08:00
11928f02db
Bump @solana/web3.js from 0.87.0 to 0.88.0 in /token-swap/js ( #970 )
...
Bumps [@solana/web3.js](https://github.com/solana-labs/solana-web3.js ) from 0.87.0 to 0.88.0.
- [Release notes](https://github.com/solana-labs/solana-web3.js/releases )
- [Commits](https://github.com/solana-labs/solana-web3.js/compare/v0.87.0...v0.88.0 )
Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2020-12-25 10:45:08 +00:00
9e7e63f405
token-swap: Add new instructions to fuzzing ( #961 )
2020-12-18 16:35:17 +01:00
942bf77c90
token-swap: Add proptest for deposit draining ( #959 )
...
* Add deposit drain proptest
* Add special logic for constant price curve normalized value when close to u128
* Cargo fmt
* Fix bpf build
2020-12-18 13:32:34 +01:00
8ae34d2137
Update to Solana 1.5.0
2020-12-17 21:24:30 -08:00
2158214c84
token-swap: Add fuzz check for pool token value ( #958 )
...
* Add extra check on instruction fuzz
* Refactor division
* Fix tests from fixed deposit math
* Fixup comments and cleanup fuzz
* Run fmt
* Address review feedback
* Fix JS test
2020-12-17 21:13:48 +01:00
cc7e8e0d98
token-swap: Add proptests for decreasing curve value ( #952 )
...
* Add proptest-regressions to .gitignore, created from failed proptests
* Add proptests to ensure swapping maintains value
* Address review feedback
* Add doc to public test function
2020-12-17 20:09:58 +01:00
d46f010195
token-swap: Add proptests for single token conversion ( #950 )
...
* Add proptests for single token conversion
* Update token-swap/program/src/curve/calculator.rs
Co-authored-by: Tyera Eulberg <teulberg@gmail.com>
* Update token-swap/program/src/curve/calculator.rs
Co-authored-by: Tyera Eulberg <teulberg@gmail.com>
* Revert change from fuzzing
* Reduce the constant price b->a test range
* Use constant for basis points guarantee
* Address review feedback
Co-authored-by: Tyera Eulberg <teulberg@gmail.com>
2020-12-16 18:30:28 +01:00
ec2cd04c82
Add proptest for stable swap intead of all numbers ( #944 )
2020-12-16 10:19:08 +01:00
7190672a0f
token-swap: Add instructions to deposit / withdraw one token ( #937 )
...
* Add instructions to deposit / withdraw one token
* Run cargo fmt
* Fix clippy issues
* Add JS interface
* Add tests for new instructions
* Run prettier
* Rename deposit and withdraw
* Rename withdraw -> withdraw all in program
* Rename single token instructions
2020-12-16 10:02:27 +01:00
f8ba091a36
Fix bpf build, need to fully reference u128::MAX ( #946 )
2020-12-14 18:06:38 +01:00
8233d35fda
token-swap: Refactor math into sqrt function and add proptest ( #943 )
...
* Refactor into sqrt function and add proptest
* Run cargo fmt + clippy
* Address review feedback
2020-12-14 17:48:41 +01:00
55deb6c1af
token-swap: Constant price curve ( #936 )
...
* Update constant price curve conversion to/from pool tokens
* Add test for pool token conversion
* Fix tests
* run cargo fmt
* Assess fee on half source amount for conversion
2020-12-11 10:27:28 +01:00
087ae2e242
token-swap: Add offset curve and math ( #935 )
...
* Add offset curve
* Fix for math
* Add PreciseNumber
* Use Balancer formulation for trading token -> pool token conversion
* Add round-trip conversion testing
* Add offset curve to JS
* Run cargo fmt
* Update JS test numbers for new calcs
* Integrate review feedback
* Allow for withdrawals when one side is 0
* Run cargo fmt
* Disallow deposits for offset curve
* Run cargo fmt
* Allow for withdrawals through 0
2020-12-10 18:31:21 +01:00
3dcb1c5665
token-swap: Add pool token conversion interface ( #934 )
...
* Add pool token conversion interface for all curves
This reverts commit 8400bc7bfe4fcc18580d8f81cbb19a4ef5a437ff.
* Improve tests
* Run cargo fmt
2020-12-09 11:30:22 +01:00
c0f5ff182c
token-swap: Refactor for new curves ( #930 )
...
* Add price parameter for flat / constant price curve
This encompasses a lot of changes to properly support the constant price
curve, and fixes some old pain points to make the whole thing easier to
use, including:
* refactor fees out of the curve
* move all fee calculations into new Fees type
* modify constraints to only care about curve types and fee
* add price parameter into constant price curve (flat curve)
* Run cargo fmt and clippy
* Revert interface changes and math update
* Run cargo fmt
* Address review feedback
* Fix fraction validation for zeros
2020-12-08 18:22:32 +01:00
7828871e5f
Bump @rollup/plugin-commonjs from 16.0.0 to 17.0.0 in /token-swap/js ( #920 )
...
Bumps [@rollup/plugin-commonjs](https://github.com/rollup/plugins ) from 16.0.0 to 17.0.0.
- [Release notes](https://github.com/rollup/plugins/releases )
- [Commits](https://github.com/rollup/plugins/compare/commonjs-v16.0.0...commonjs-v17.0.0 )
Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2020-12-03 11:19:07 +00:00
04a3c833f0
token-swap: Cleanup check ( #903 )
...
* Add extra check
* Add extra check on init
* Run cargo fmt
* Clippy
* Add token program id check on unpack
* Run cargo fmt
* Add checks for program id ownership on swap account
* Add truncation check during swapping
* Run cargo fmt
* Update truncation to ceiling the value
* Run cargo fmt
* Fix JS test
* Refund back not needed source tokens
* Run cargo fmt
* Add swap_without_fees method to trait
* Fix merge problem
Co-authored-by: Justin Starry <justin@solana.com>
2020-12-03 12:17:32 +01:00
158fa1dea6
Upgrade to Solana v1.4.14
2020-12-03 05:39:55 +00:00
6aa1d8cce1
Bump solana-program from 1.4.9 to 1.4.13 ( #916 )
...
Bumps [solana-program](https://github.com/solana-labs/solana ) from 1.4.9 to 1.4.13.
- [Release notes](https://github.com/solana-labs/solana/releases )
- [Changelog](https://github.com/solana-labs/solana/blob/master/RELEASE.md )
- [Commits](https://github.com/solana-labs/solana/compare/v1.4.9...v1.4.13 )
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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2020-12-02 12:54:42 +00:00
cfcfc79482
Bump prettier from 2.2.0 to 2.2.1 in /token-swap/js ( #915 )
...
Bumps [prettier](https://github.com/prettier/prettier ) from 2.2.0 to 2.2.1.
- [Release notes](https://github.com/prettier/prettier/releases )
- [Changelog](https://github.com/prettier/prettier/blob/master/CHANGELOG.md )
- [Commits](https://github.com/prettier/prettier/compare/2.2.0...2.2.1 )
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2020-12-02 11:31:28 +00:00
b1753dfc20
Bump @babel/cli from 7.12.1 to 7.12.8 in /token-swap/js ( #909 )
...
Bumps [@babel/cli](https://github.com/babel/babel/tree/HEAD/packages/babel-cli ) from 7.12.1 to 7.12.8.
- [Release notes](https://github.com/babel/babel/releases )
- [Changelog](https://github.com/babel/babel/blob/main/CHANGELOG.md )
- [Commits](https://github.com/babel/babel/commits/v7.12.8/packages/babel-cli )
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2020-12-01 11:31:12 +00:00
b40e0dd3fd
token-swap: Add fuzzer for swap / withdraw / deposit ( #875 )
...
* token-swap: Add fuzzer for swap / withdraw / deposit
* Run cargo fmt
* Make end-to-end testing work
* Fix test failures
* Cleanup for review
* Remove Clone trait for Initialize
* Fix building fuzz targets
* Fix fuzz withdraw logic to avoid ZeroTradingTokens error
* Cargo fmt
* Clippy / fmt again
* Integrate fuzzer in main workspace to share clippy / fmt
* Fix clippy
* Switch to stable honggfuzz that could work with BPF
* Update to most recent honggfuzz
* Add build / run requirements
* Add fuzz CI and cleanup for honggfuzz
* Revert to using fuzz feature to integrate with workspace
* Make fuzz script executable
* Refactor and cleanup
* Add nightly run
* Fix workflow typo
* Add runtime for pull request fuzz workflow
* Fix unrelated new clippy errors
2020-11-30 13:01:31 +01:00
ac20c5d59a
Bump @babel/core from 7.12.8 to 7.12.9 in /token-swap/js ( #902 )
...
Bumps [@babel/core](https://github.com/babel/babel/tree/HEAD/packages/babel-core ) from 7.12.8 to 7.12.9.
- [Release notes](https://github.com/babel/babel/releases )
- [Changelog](https://github.com/babel/babel/blob/main/CHANGELOG.md )
- [Commits](https://github.com/babel/babel/commits/v7.12.9/packages/babel-core )
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2020-11-30 11:33:09 +00:00
c82feb4ad0
Bump rollup from 2.33.2 to 2.34.0 in /token-swap/js ( #899 )
...
Bumps [rollup](https://github.com/rollup/rollup ) from 2.33.2 to 2.34.0.
- [Release notes](https://github.com/rollup/rollup/releases )
- [Changelog](https://github.com/rollup/rollup/blob/master/CHANGELOG.md )
- [Commits](https://github.com/rollup/rollup/compare/v2.33.2...v2.34.0 )
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2020-11-30 10:02:40 +00:00
a0d0ae63ca
token-swap stable curve: 256-bit math added with tests ( #886 )
...
* Stable curve math rewritten to 256-bit, reference simulation added with test integration
* Formatting error fixed
* Clippy warnings fixed
* Fixed dependencies to remove crates not supportinf bpf
* Fixed indentations
* Fixed lint errors
* Fixed format warnings
* Fixing clippy lint errors
* U256 math and simulation library refactoring, checked math used everywhere, other small fixes
* Fixed conversion to optional u128
2020-11-25 21:19:25 +01:00
8619764700
Bump @babel/core from 7.12.3 to 7.12.8 in /token-swap/js ( #889 )
...
Bumps [@babel/core](https://github.com/babel/babel/tree/HEAD/packages/babel-core ) from 7.12.3 to 7.12.8.
- [Release notes](https://github.com/babel/babel/releases )
- [Changelog](https://github.com/babel/babel/blob/main/CHANGELOG.md )
- [Commits](https://github.com/babel/babel/commits/v7.12.8/packages/babel-core )
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2020-11-24 11:47:54 +00:00
52939a7a95
Bump prettier from 2.1.2 to 2.2.0 in /token-swap/js ( #878 )
...
Bumps [prettier](https://github.com/prettier/prettier ) from 2.1.2 to 2.2.0.
- [Release notes](https://github.com/prettier/prettier/releases )
- [Changelog](https://github.com/prettier/prettier/blob/master/CHANGELOG.md )
- [Commits](https://github.com/prettier/prettier/compare/2.1.2...2.2.0 )
Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2020-11-20 11:28:34 +00:00
c6a4ac9a82
Bump solana version to v1.4.9
2020-11-17 20:02:17 -08:00
c677c58e09
Add JS test for creating accounts and swapping in one transaction ( #568 )
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* Add test for doing all swap in one transaction
* Fix instruction to minimize signatures required
* Run prettier
2020-11-17 17:54:55 +01:00
d62ddd2b94
Added stable curve invariant to the token swap smart contract ( #838 )
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* Added stable curve invariant to the token swap smart contract
* Fixed formatting
* Added missing stable curve constraints
* Symbol renames to make math clearer
* Small refactoring according to PR comments, fixes for JS tests
2020-11-17 14:13:18 +01:00
Jon Cinque
dependabot[bot]
Michael Vines
Yuriy Savchenko