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fix: calc percentage diff #12

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merged 2 commits into from
Jun 27, 2024
Merged

fix: calc percentage diff #12

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1d60627
fix: use unchecked for arithmetic
xenide Jun 27, 2024
4794a46
gas: update snapshot
xenide Jun 27, 2024
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62 changes: 31 additions & 31 deletions .gas-snapshot
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Original file line number Diff line number Diff line change
@@ -1,22 +1,22 @@
FlagsLibTest:testGetDecimalDifference() (gas: 3974)
FlagsLibTest:testIsCompositeRoute() (gas: 4341)
FlagsLibTest:testPackSimplePrice(int8,uint256) (runs: 256, μ: 7791, ~: 7555)
QueryProcessorTest:testFindNearestSample_CanFindExactValue(uint32,uint256,uint256,uint256) (runs: 256, μ: 66028796, ~: 73578593)
QueryProcessorTest:testFindNearestSample_CanFindIntermediateValue(uint32,uint256,uint256,uint256) (runs: 256, μ: 65574840, ~: 74107585)
QueryProcessorTest:testFindNearestSample_CanFindExactValue(uint32,uint256,uint256,uint256) (runs: 256, μ: 64950967, ~: 73522026)
QueryProcessorTest:testFindNearestSample_CanFindIntermediateValue(uint32,uint256,uint256,uint256) (runs: 256, μ: 65276558, ~: 74273370)
QueryProcessorTest:testFindNearestSample_NotInitialized() (gas: 8937393461068805977)
QueryProcessorTest:testFindNearestSample_OneSample(uint256) (runs: 256, μ: 80329, ~: 80360)
QueryProcessorTest:testFindNearestSample_OneSample(uint256) (runs: 256, μ: 80327, ~: 80360)
QueryProcessorTest:testGetInstantValue() (gas: 124248)
QueryProcessorTest:testGetInstantValue_NotInitialized(uint256) (runs: 256, μ: 19397, ~: 19397)
QueryProcessorTest:testGetInstantValue_NotInitialized_BeyondBufferSize(uint8,uint16) (runs: 256, μ: 68389651, ~: 68389600)
QueryProcessorTest:testGetPastAccumulator_BufferEmpty(uint8) (runs: 256, μ: 27030, ~: 27087)
QueryProcessorTest:testGetPastAccumulator_ExactMatch(uint32,uint256,uint256,uint16) (runs: 256, μ: 71569162, ~: 78616628)
QueryProcessorTest:testGetPastAccumulator_ExactMatch_LatestAccumulator(uint32,uint256,uint256) (runs: 256, μ: 69854170, ~: 78381550)
QueryProcessorTest:testGetPastAccumulator_ExactMatch_OldestAccumulator(uint32,uint256,uint256) (runs: 256, μ: 69884111, ~: 78413074)
QueryProcessorTest:testGetPastAccumulator_ExtrapolatesBeyondLatest(uint32,uint256,uint256,uint256) (runs: 256, μ: 65548439, ~: 74079107)
QueryProcessorTest:testGetPastAccumulator_InterpolatesBetweenPastAccumulators(uint32,uint256,uint256,uint256) (runs: 256, μ: 65582491, ~: 74113593)
QueryProcessorTest:testGetPastAccumulator_InvalidAgo(uint32,uint256,uint256,uint256) (runs: 256, μ: 65540049, ~: 74070132)
QueryProcessorTest:testGetPastAccumulator_QueryTooOld(uint32,uint256,uint256,uint256) (runs: 256, μ: 65551512, ~: 74080359)
QueryProcessorTest:testGetTimeWeightedAverage(uint32,uint256,uint256,uint256,uint256) (runs: 256, μ: 105204511, ~: 113027711)
QueryProcessorTest:testGetInstantValue_NotInitialized_BeyondBufferSize(uint8,uint16) (runs: 256, μ: 68389668, ~: 68389600)
QueryProcessorTest:testGetPastAccumulator_BufferEmpty(uint8) (runs: 256, μ: 27027, ~: 27087)
QueryProcessorTest:testGetPastAccumulator_ExactMatch(uint32,uint256,uint256,uint16) (runs: 256, μ: 71195969, ~: 79321025)
QueryProcessorTest:testGetPastAccumulator_ExactMatch_LatestAccumulator(uint32,uint256,uint256) (runs: 256, μ: 68275149, ~: 77600848)
QueryProcessorTest:testGetPastAccumulator_ExactMatch_OldestAccumulator(uint32,uint256,uint256) (runs: 256, μ: 68304930, ~: 77632448)
QueryProcessorTest:testGetPastAccumulator_ExtrapolatesBeyondLatest(uint32,uint256,uint256,uint256) (runs: 256, μ: 65250265, ~: 74245223)
QueryProcessorTest:testGetPastAccumulator_InterpolatesBetweenPastAccumulators(uint32,uint256,uint256,uint256) (runs: 256, μ: 65284307, ~: 74279378)
QueryProcessorTest:testGetPastAccumulator_InvalidAgo(uint32,uint256,uint256,uint256) (runs: 256, μ: 65241836, ~: 74236389)
QueryProcessorTest:testGetPastAccumulator_QueryTooOld(uint32,uint256,uint256,uint256) (runs: 256, μ: 65253417, ~: 74246272)
QueryProcessorTest:testGetTimeWeightedAverage(uint32,uint256,uint256,uint256,uint256) (runs: 256, μ: 107071945, ~: 116076010)
QueryProcessorTest:testGetTimeWeightedAverage_BadSecs() (gas: 10995)
ReservoirPriceOracleTest:testClearRoute() (gas: 52160)
ReservoirPriceOracleTest:testClearRoute_AllWordsCleared() (gas: 155162)
Expand All @@ -27,26 +27,26 @@ ReservoirPriceOracleTest:testDesignatePair_TokenOrderReversed() (gas: 30802)
ReservoirPriceOracleTest:testGasBountyAvailable(uint256) (runs: 256, μ: 9885, ~: 9881)
ReservoirPriceOracleTest:testGasBountyAvailable_Zero() (gas: 8939)
ReservoirPriceOracleTest:testGetLargestSafeQueryWindow() (gas: 8390)
ReservoirPriceOracleTest:testGetLatest(uint32) (runs: 256, μ: 92808, ~: 92737)
ReservoirPriceOracleTest:testGetLatest(uint32) (runs: 256, μ: 92802, ~: 92737)
ReservoirPriceOracleTest:testGetLatest_Inverted() (gas: 96792)
ReservoirPriceOracleTest:testGetPastAccumulators() (gas: 196359)
ReservoirPriceOracleTest:testGetPastAccumulators_Inverted() (gas: 156800)
ReservoirPriceOracleTest:testGetQuote(uint256,uint256) (runs: 256, μ: 35815, ~: 35927)
ReservoirPriceOracleTest:testGetQuote(uint256,uint256) (runs: 256, μ: 35828, ~: 35927)
ReservoirPriceOracleTest:testGetQuote_AmountInTooLarge() (gas: 13030)
ReservoirPriceOracleTest:testGetQuote_BaseIsVault(uint256) (runs: 256, μ: 418332, ~: 418079)
ReservoirPriceOracleTest:testGetQuote_BaseIsVault(uint256) (runs: 256, μ: 418316, ~: 418079)
ReservoirPriceOracleTest:testGetQuote_ComplicatedDecimals() (gas: 10353271)
ReservoirPriceOracleTest:testGetQuote_Inverse(uint256,uint256) (runs: 256, μ: 37979, ~: 38148)
ReservoirPriceOracleTest:testGetQuote_Inverse(uint256,uint256) (runs: 256, μ: 37990, ~: 38150)
ReservoirPriceOracleTest:testGetQuote_MultipleHops() (gas: 114566)
ReservoirPriceOracleTest:testGetQuote_MultipleHops_Inverse() (gas: 114799)
ReservoirPriceOracleTest:testGetQuote_MultipleHops_PriceZero() (gas: 127407)
ReservoirPriceOracleTest:testGetQuote_NoFallbackOracle() (gas: 21074)
ReservoirPriceOracleTest:testGetQuote_PriceZero() (gas: 16564)
ReservoirPriceOracleTest:testGetQuote_RandomizeAllParam_1HopRoute(uint256,uint256,address,address,uint8,uint8) (runs: 256, μ: 5328103, ~: 5328201)
ReservoirPriceOracleTest:testGetQuote_RandomizeAllParam_2HopRoute(uint256,uint256,uint256,address,address,address,uint8,uint8,uint8) (runs: 256, μ: 10493966, ~: 10494003)
ReservoirPriceOracleTest:testGetQuote_RandomizeAllParam_1HopRoute(uint256,uint256,address,address,uint8,uint8) (runs: 256, μ: 5328095, ~: 5328121)
ReservoirPriceOracleTest:testGetQuote_RandomizeAllParam_2HopRoute(uint256,uint256,uint256,address,address,address,uint8,uint8,uint8) (runs: 256, μ: 10493971, ~: 10493982)
ReservoirPriceOracleTest:testGetQuote_SameBaseQuote(uint256,address) (runs: 256, μ: 9030, ~: 9030)
ReservoirPriceOracleTest:testGetQuote_UseFallback() (gas: 38776)
ReservoirPriceOracleTest:testGetQuote_ZeroIn() (gas: 39390)
ReservoirPriceOracleTest:testGetQuotes(uint256,uint256) (runs: 256, μ: 33326, ~: 33438)
ReservoirPriceOracleTest:testGetQuotes(uint256,uint256) (runs: 256, μ: 33339, ~: 33438)
ReservoirPriceOracleTest:testGetTimeWeightedAverage() (gas: 141789)
ReservoirPriceOracleTest:testGetTimeWeightedAverage_Inverted() (gas: 120964)
ReservoirPriceOracleTest:testSetFallbackOracle_NotOwner() (gas: 11003)
Expand All @@ -59,19 +59,19 @@ ReservoirPriceOracleTest:testSetRoute_OverwriteExisting() (gas: 162578)
ReservoirPriceOracleTest:testSetRoute_SameToken() (gas: 12048)
ReservoirPriceOracleTest:testUndesignatePair() (gas: 30357)
ReservoirPriceOracleTest:testUndesignatePair_NotOwner() (gas: 15332)
ReservoirPriceOracleTest:testUpdatePriceDeviationThreshold(uint256) (runs: 256, μ: 21334, ~: 21085)
ReservoirPriceOracleTest:testUpdatePrice_BeyondThreshold() (gas: 215402)
ReservoirPriceOracleTest:testUpdatePrice_BeyondThreshold_InsufficientReward(uint256) (runs: 256, μ: 204437, ~: 204648)
ReservoirPriceOracleTest:testUpdatePrice_BeyondThreshold_ZeroRecipient() (gas: 197028)
ReservoirPriceOracleTest:testUpdatePrice_FirstUpdate() (gas: 204525)
ReservoirPriceOracleTest:testUpdatePrice_IntermediateRoutes() (gas: 15869132)
ReservoirPriceOracleTest:testUpdatePrice_PriceOutOfRange() (gas: 5354102)
ReservoirPriceOracleTest:testUpdatePrice_WithinThreshold() (gas: 205557)
ReservoirPriceOracleTest:testUpdatePriceDeviationThreshold(uint256) (runs: 256, μ: 21325, ~: 21085)
ReservoirPriceOracleTest:testUpdatePrice_BeyondThreshold() (gas: 215212)
ReservoirPriceOracleTest:testUpdatePrice_BeyondThreshold_InsufficientReward(uint256) (runs: 256, μ: 204236, ~: 204176)
ReservoirPriceOracleTest:testUpdatePrice_BeyondThreshold_ZeroRecipient() (gas: 196838)
ReservoirPriceOracleTest:testUpdatePrice_FirstUpdate() (gas: 204522)
ReservoirPriceOracleTest:testUpdatePrice_IntermediateRoutes() (gas: 15869123)
ReservoirPriceOracleTest:testUpdatePrice_PriceOutOfRange() (gas: 5351880)
ReservoirPriceOracleTest:testUpdatePrice_WithinThreshold() (gas: 205367)
ReservoirPriceOracleTest:testUpdateRewardGasAmount() (gas: 19055)
ReservoirPriceOracleTest:testUpdateRewardGasAmount_NotOwner() (gas: 10984)
ReservoirPriceOracleTest:testUpdateTwapPeriod(uint256) (runs: 256, μ: 21793, ~: 21870)
ReservoirPriceOracleTest:testUpdateTwapPeriod_InvalidTwapPeriod(uint256) (runs: 256, μ: 17858, ~: 18164)
ReservoirPriceOracleTest:testWritePriceCache(uint256) (runs: 256, μ: 30030, ~: 29777)
ReservoirPriceOracleTest:testUpdateTwapPeriod(uint256) (runs: 256, μ: 21787, ~: 21870)
ReservoirPriceOracleTest:testUpdateTwapPeriod_InvalidTwapPeriod(uint256) (runs: 256, μ: 17855, ~: 18164)
ReservoirPriceOracleTest:testWritePriceCache(uint256) (runs: 256, μ: 30014, ~: 29777)
SamplesTest:testAccumulator() (gas: 3959)
SamplesTest:testAccumulator_BadVariableRequest() (gas: 3523)
SamplesTest:testInstant() (gas: 3909)
Expand Down
19 changes: 12 additions & 7 deletions src/ReservoirPriceOracle.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -158,11 +158,13 @@ contract ReservoirPriceOracle is IPriceOracle, IReservoirPriceOracle, Owned(msg.
// consider an optimization here for simple routes: no need to read the price cache again
// as it has been returned by _getRouteDecimalDifferencePrice in the beginning of the function
(uint256 lPrevPrice,) = _priceCache(lToken0, lToken1);

_writePriceCache(lToken0, lToken1, lNewPrice);

// determine if price has moved beyond the threshold, and pay out reward if so
if (_calcPercentageDiff(lPrevPrice, lNewPrice) >= priceDeviationThreshold) {
_rewardUpdater(aRewardRecipient);
}
_writePriceCache(lToken0, lToken1, lNewPrice);
}
}

Expand Down Expand Up @@ -231,14 +233,17 @@ contract ReservoirPriceOracle is IPriceOracle, IReservoirPriceOracle, Owned(msg.
rResult = lPair.getTimeWeightedAverage(aQuery.priceType, aQuery.secs, aQuery.ago, lIndex);
}

// TODO: replace this with safe, audited lib function
function _calcPercentageDiff(uint256 aOriginal, uint256 aNew) internal pure returns (uint256) {
if (aOriginal == 0) return 0;
unchecked {
if (aOriginal == 0) return 0;

if (aOriginal > aNew) {
return (aOriginal - aNew) * 1e18 / aOriginal;
} else {
return (aNew - aOriginal) * 1e18 / aOriginal;
// multiplication does not overflow as `aOriginal` and `aNew` is always less than or
// equal to `Constants.MAX_SUPPORTED_PRICE`, as checked in `_writePriceCache`
if (aOriginal > aNew) {
return (aOriginal - aNew) * 1e18 / aOriginal;
} else {
return (aNew - aOriginal) * 1e18 / aOriginal;
}
}
}

Expand Down