Merge pull request 'fix: getLiquidityParams: int256 overflow on large VWAP values (#622)' (#1030) from fix/issue-622 into master
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df3389bdeb
3 changed files with 80 additions and 5 deletions
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@ -259,11 +259,17 @@ abstract contract ThreePositionStrategy is UniswapMath, VWAPTracker {
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{
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{
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uint256 vwapX96 = getAdjustedVWAP(params.capitalInefficiency);
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uint256 vwapX96 = getAdjustedVWAP(params.capitalInefficiency);
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if (vwapX96 > 0) {
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if (vwapX96 > 0) {
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int24 rawVwapTick = _tickAtPriceRatio(int128(int256(vwapX96 >> 32)));
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// vwapX96 >> 32 converts Q96 → Q64 (ABDKMath64x64) for _tickAtPriceRatio.
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rawVwapTick = token0isWeth ? -rawVwapTick : rawVwapTick;
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// Skip mirror tick if the shifted value exceeds int128 range to prevent
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int24 vwapDistance = currentTick - rawVwapTick;
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// overflow in the int128 cast (#622). mirrorTick stays at currentTick.
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if (vwapDistance < 0) vwapDistance = -vwapDistance;
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uint256 priceRatioX64 = vwapX96 >> 32;
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mirrorTick = token0isWeth ? currentTick + vwapDistance : currentTick - vwapDistance;
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if (priceRatioX64 <= uint256(uint128(type(int128).max))) {
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int24 rawVwapTick = _tickAtPriceRatio(int128(int256(priceRatioX64)));
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rawVwapTick = token0isWeth ? -rawVwapTick : rawVwapTick;
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int24 vwapDistance = currentTick - rawVwapTick;
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if (vwapDistance < 0) vwapDistance = -vwapDistance;
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mirrorTick = token0isWeth ? currentTick + vwapDistance : currentTick - vwapDistance;
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}
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}
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}
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}
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}
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@ -704,3 +704,4 @@ contract OptimizerNormalizedInputsTest is Test {
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import { TickMath } from "@aperture/uni-v3-lib/TickMath.sol";
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import { TickMath } from "@aperture/uni-v3-lib/TickMath.sol";
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import { Math } from "@openzeppelin/utils/math/Math.sol";
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import { Math } from "@openzeppelin/utils/math/Math.sol";
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@ -502,4 +502,72 @@ contract ThreePositionStrategyTest is TestConstants {
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vm.expectRevert();
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vm.expectRevert();
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strategy.setAnchorPosition(CURRENT_TICK, 20 ether, params);
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strategy.setAnchorPosition(CURRENT_TICK, 20 ether, params);
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}
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}
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// ========================================
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// VWAP INT128 OVERFLOW GUARD (#622)
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// ========================================
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/// @notice VWAP values that would overflow int128 in _tickAtPriceRatio are handled
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/// gracefully — floor is placed using scarcity/clamp signals instead of reverting (#622).
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function testFloorPositionLargeVWAPNoOverflow() public {
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ThreePositionStrategy.PositionParams memory params = getDefaultParams();
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params.capitalInefficiency = 0; // adjustedVWAP = 7*rawVwap/10
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// Set VWAP so that getAdjustedVWAP(0) >> 32 exceeds int128.max (2^127-1).
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// rawVwap = 2^160 → adjustedVwap ≈ 7*2^160/10 ≈ 2^159.1 → shifted ≈ 2^127.1 > int128.max
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uint256 hugeVwap = uint256(1) << 160;
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strategy.setVWAP(hugeVwap, 1);
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uint256 floorEthBalance = 80 ether;
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uint256 pulledHarb = 1000 ether;
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uint256 discoveryAmount = 500 ether;
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// Must not revert — mirror tick is skipped, floor uses scarcity/clamp fallback
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strategy.setFloorPosition(CURRENT_TICK, floorEthBalance, pulledHarb, discoveryAmount, params);
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MockThreePositionStrategy.MintedPosition memory pos = strategy.getMintedPosition(0);
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assertEq(uint256(pos.stage), uint256(ThreePositionStrategy.Stage.FLOOR), "Should be floor position");
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assertTrue(pos.liquidity > 0, "Floor should have liquidity");
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}
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/// @notice VWAP at uint256.max >> 32 boundary — must not revert.
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function testFloorPositionMaxVWAPNoOverflow() public {
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ThreePositionStrategy.PositionParams memory params = getDefaultParams();
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params.capitalInefficiency = 0;
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// Use a very large VWAP near uint256 limits
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// getAdjustedVWAP(0) = 7 * rawVwap / 10 — stays within uint256
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uint256 maxSafeVwap = type(uint256).max / 7; // avoids overflow in 7*rawVwap
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strategy.setVWAP(maxSafeVwap, 1);
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uint256 floorEthBalance = 80 ether;
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uint256 pulledHarb = 1000 ether;
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uint256 discoveryAmount = 500 ether;
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// Must not revert — int128 guard skips mirror tick
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strategy.setFloorPosition(CURRENT_TICK, floorEthBalance, pulledHarb, discoveryAmount, params);
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MockThreePositionStrategy.MintedPosition memory pos = strategy.getMintedPosition(0);
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assertTrue(pos.liquidity > 0, "Floor should have liquidity even with extreme VWAP");
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}
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/// @notice Normal VWAP values (below int128 threshold) still compute mirror tick correctly.
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function testFloorPositionNormalVWAPStillUsesMirror() public {
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ThreePositionStrategy.PositionParams memory params = getDefaultParams();
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params.capitalInefficiency = 0;
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// Set a normal VWAP (1.0 in X96 format) — well below int128.max after >> 32
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uint256 normalVwap = 79_228_162_514_264_337_593_543_950_336; // 1.0 in X96
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strategy.setVWAP(normalVwap, 1000 ether);
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uint256 floorEthBalance = 80 ether;
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uint256 pulledHarb = 1000 ether;
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uint256 discoveryAmount = 500 ether;
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strategy.setFloorPosition(CURRENT_TICK, floorEthBalance, pulledHarb, discoveryAmount, params);
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MockThreePositionStrategy.MintedPosition memory pos = strategy.getMintedPosition(0);
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assertEq(uint256(pos.stage), uint256(ThreePositionStrategy.Stage.FLOOR), "Should be floor position");
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assertTrue(pos.liquidity > 0, "Floor should have liquidity");
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}
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}
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}
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