Merge branch 'main' into amm-docs

cowprotocol · Feb 5, 2024 · 2abb759 · 2abb759
2 parents 3e58cf9 + b0fae5b
commit 2abb759
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Showing 5 changed files with 55 additions and 5 deletions.
diff --git a/src/ConstantProduct.sol b/src/ConstantProduct.sol
@@ -30,6 +30,9 @@ contract ConstantProduct is IConditionalOrderGenerator {
         IERC20 token0;
         /// The second of the tokens traded by this AMM.
         IERC20 token1;
+        /// The minimum amount of token0 that needs to be traded for an order
+        /// to be created on getTradeableOrder.
+        uint256 minTradedToken0;
         /// An onchain source for the price of the two tokens. The price should
         /// be expressed in terms of amount of token0 per amount of token1.
         IPriceOracle priceOracle;
@@ -99,6 +102,7 @@ contract ConstantProduct is IConditionalOrderGenerator {
         // isn't the AMM best price.
         uint256 selfReserve0TimesPriceDenominator = selfReserve0 * priceDenominator;
         uint256 selfReserve1TimesPriceNumerator = selfReserve1 * priceNumerator;
+        uint256 tradedAmountToken0;
         if (selfReserve1TimesPriceNumerator < selfReserve0TimesPriceDenominator) {
             sellToken = token0;
             buyToken = token1;
@@ -109,6 +113,7 @@ contract ConstantProduct is IConditionalOrderGenerator {
                 priceNumerator * selfReserve0,
                 Math.Rounding.Up
             );
+            tradedAmountToken0 = sellAmount;
         } else {
             sellToken = token1;
             buyToken = token0;
@@ -119,6 +124,11 @@ contract ConstantProduct is IConditionalOrderGenerator {
                 priceDenominator * selfReserve1,
                 Math.Rounding.Up
             );
+            tradedAmountToken0 = buyAmount;
+        }
+
+        if (tradedAmountToken0 < data.minTradedToken0) {
+            revert IConditionalOrder.OrderNotValid("traded amount too small");
         }
 
         order = GPv2Order.Data(

diff --git a/src/interfaces/IPriceOracle.sol b/src/interfaces/IPriceOracle.sol
@@ -24,7 +24,7 @@ interface IPriceOracle {
      * oracle implementation. For example, it could be a specific pool id for
      * balancer, or the address of a specific price feed for Chainlink.
      * We recommend this data be implemented as the abi-encoding of a dedicated
-     * data struct for ease of type-checking and decoding the input. 
+     * data struct for ease of type-checking and decoding the input.
      * @return priceNumerator The numerator of the price, expressed in amount of
      * token1 per amount of token0.
      * @return priceDenominator The denominator of the price, expressed in

diff --git a/test/ConstantProduct/ConstantProductTestHarness.sol b/test/ConstantProduct/ConstantProductTestHarness.sol
@@ -38,6 +38,7 @@ abstract contract ConstantProductTestHarness is BaseComposableCoWTest {
         return ConstantProduct.Data(
             IERC20(USDC),
             IERC20(WETH),
+            0,
             uniswapV2PriceOracle,
             abi.encode(UniswapV2PriceOracle.Data(IUniswapV2Pair(DEFAULT_PAIR))),
             DEFAULT_APPDATA
@@ -80,9 +81,8 @@ abstract contract ConstantProductTestHarness is BaseComposableCoWTest {
     }
 
     // This function calls `getTradeableOrder` while filling all unused
-    // parameters with arbitrary data. Since every tradeable order is supposed
-    // to be executable, it also immediately checks that the order is valid.
-    function getTradeableOrderWrapper(address owner, ConstantProduct.Data memory staticInput)
+    // parameters with arbitrary data.
+    function getTradeableOrderUncheckedWrapper(address owner, ConstantProduct.Data memory staticInput)
         internal
         view
         returns (GPv2Order.Data memory order)
@@ -94,6 +94,17 @@ abstract contract ConstantProductTestHarness is BaseComposableCoWTest {
             abi.encode(staticInput),
             bytes("offchain input")
         );
+    }
+
+    // This function calls `getTradeableOrder` while filling all unused
+    // parameters with arbitrary data. It also immediately checks that the order
+    // is valid.
+    function getTradeableOrderWrapper(address owner, ConstantProduct.Data memory staticInput)
+        internal
+        view
+        returns (GPv2Order.Data memory order)
+    {
+        order = getTradeableOrderUncheckedWrapper(owner, staticInput);
         verifyWrapper(owner, staticInput, order);
     }
 

diff --git a/test/ConstantProduct/getTradeableOrder/ValidateOrderParametersTest.sol b/test/ConstantProduct/getTradeableOrder/ValidateOrderParametersTest.sol
@@ -2,7 +2,7 @@
 pragma solidity ^0.8.13;
 
 import {ConstantProductTestHarness} from "../ConstantProductTestHarness.sol";
-import {ConstantProduct, GPv2Order} from "../../../src/ConstantProduct.sol";
+import {ConstantProduct, GPv2Order, IConditionalOrder} from "../../../src/ConstantProduct.sol";
 
 abstract contract ValidateOrderParametersTest is ConstantProductTestHarness {
     function testValidOrderParameters() public {
@@ -38,4 +38,32 @@ abstract contract ValidateOrderParametersTest is ConstantProductTestHarness {
         order = getTradeableOrderWrapper(orderOwner, defaultData);
         assertEq(order.validTo, 2 * constantProduct.MAX_ORDER_DURATION());
     }
+
+    function testRevertsIfAmountTooLowOnSellToken() public {
+        ConstantProduct.Data memory defaultData = setUpDefaultData();
+        setUpDefaultReserves(orderOwner);
+        setUpDefaultReferencePairReserves(42, 1337);
+
+        GPv2Order.Data memory order = getTradeableOrderWrapper(orderOwner, defaultData);
+        require(order.sellToken == defaultData.token0, "test was design for token0 to be the sell token");
+        defaultData.minTradedToken0 = order.sellAmount;
+        order = getTradeableOrderWrapper(orderOwner, defaultData);
+        defaultData.minTradedToken0 = order.sellAmount + 1;
+        vm.expectRevert(abi.encodeWithSelector(IConditionalOrder.OrderNotValid.selector, "traded amount too small"));
+        getTradeableOrderUncheckedWrapper(orderOwner, defaultData);
+    }
+
+    function testRevertsIfAmountTooLowOnBuyToken() public {
+        ConstantProduct.Data memory defaultData = setUpDefaultData();
+        setUpDefaultReserves(orderOwner);
+        setUpDefaultReferencePairReserves(1337, 42);
+
+        GPv2Order.Data memory order = getTradeableOrderWrapper(orderOwner, defaultData);
+        require(order.buyToken == defaultData.token0, "test was design for token0 to be the buy token");
+        defaultData.minTradedToken0 = order.buyAmount;
+        order = getTradeableOrderWrapper(orderOwner, defaultData);
+        defaultData.minTradedToken0 = order.buyAmount + 1;
+        vm.expectRevert(abi.encodeWithSelector(IConditionalOrder.OrderNotValid.selector, "traded amount too small"));
+        getTradeableOrderUncheckedWrapper(orderOwner, defaultData);
+    }
 }
diff --git a/test/ConstantProduct/verify/ValidateAmmMath.sol b/test/ConstantProduct/verify/ValidateAmmMath.sol
@@ -40,6 +40,7 @@ abstract contract ValidateAmmMath is ConstantProductTestHarness {
         data = ConstantProduct.Data(
             order.sellToken,
             order.buyToken,
+            0,
             uniswapV2PriceOracle,
             abi.encode(abi.encode(UniswapV2PriceOracle.Data(pair))),
             order.appData