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Rename math operations #107

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merged 7 commits into from
Dec 12, 2023
Merged

Rename math operations #107

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643304a
refactor: rename math operations
QGarchery Dec 8, 2023
b449f69
style: naming
MathisGD Dec 12, 2023
1516a1c
chore: fmt
MathisGD Dec 12, 2023
1da844c
Merge remote-tracking branch 'origin/post-cantina' into refactor/rena…
MathisGD Dec 12, 2023
4116ef8
chore: fix compilation
MathisGD Dec 12, 2023
e308fa3
chore: fmt
MathisGD Dec 12, 2023
b728864
test: fix test
MathisGD Dec 12, 2023
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10 changes: 5 additions & 5 deletions src/AdaptiveCurveIrm.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -82,7 +82,7 @@ contract AdaptiveCurveIrm is IAdaptiveCurveIrm {
int256 errNormFactor = utilization > ConstantsLib.TARGET_UTILIZATION
? WAD - ConstantsLib.TARGET_UTILIZATION
: ConstantsLib.TARGET_UTILIZATION;
int256 err = (utilization - ConstantsLib.TARGET_UTILIZATION).wDivDown(errNormFactor);
int256 err = (utilization - ConstantsLib.TARGET_UTILIZATION).wDivTo0(errNormFactor);

int256 startRateAtTarget = rateAtTarget[id];

Expand All @@ -96,7 +96,7 @@ contract AdaptiveCurveIrm is IAdaptiveCurveIrm {
} else {
// Note that the speed is assumed constant between two interactions, but in theory it increases because of
// interests. So the rate will be slightly underestimated.
int256 speed = ConstantsLib.ADJUSTMENT_SPEED.wMulDown(err);
int256 speed = ConstantsLib.ADJUSTMENT_SPEED.wMulTo0(err);
// market.lastUpdate != 0 because it is not the first interaction with this market.
// Safe "unchecked" cast because block.timestamp - market.lastUpdate <= block.timestamp <= type(int256).max.
int256 elapsed = int256(block.timestamp - market.lastUpdate);
Expand Down Expand Up @@ -136,16 +136,16 @@ contract AdaptiveCurveIrm is IAdaptiveCurveIrm {
/// ((C-1)*err + 1) * rateAtTarget else.
function _curve(int256 _rateAtTarget, int256 err) private pure returns (int256) {
// Non negative because 1 - 1/C >= 0, C - 1 >= 0.
int256 coeff = err < 0 ? WAD - WAD.wDivDown(ConstantsLib.CURVE_STEEPNESS) : ConstantsLib.CURVE_STEEPNESS - WAD;
int256 coeff = err < 0 ? WAD - WAD.wDivTo0(ConstantsLib.CURVE_STEEPNESS) : ConstantsLib.CURVE_STEEPNESS - WAD;
// Non negative if _rateAtTarget >= 0 because if err < 0, coeff <= 1.
return (coeff.wMulDown(err) + WAD).wMulDown(int256(_rateAtTarget));
return (coeff.wMulTo0(err) + WAD).wMulTo0(int256(_rateAtTarget));
}

/// @dev Returns the new rate at target, for a given `startRateAtTarget` and a given `linearAdaptation`.
/// The formula is: max(min(startRateAtTarget * exp(linearAdaptation), maxRateAtTarget), minRateAtTarget).
function _newRateAtTarget(int256 startRateAtTarget, int256 linearAdaptation) private pure returns (int256) {
// Non negative because MIN_RATE_AT_TARGET > 0.
return startRateAtTarget.wMulDown(ExpLib.wExp(linearAdaptation)).bound(
return startRateAtTarget.wMulTo0(ExpLib.wExp(linearAdaptation)).bound(
ConstantsLib.MIN_RATE_AT_TARGET, ConstantsLib.MAX_RATE_AT_TARGET
);
}
Expand Down
6 changes: 4 additions & 2 deletions src/libraries/MathLib.sol
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Expand Up @@ -10,11 +10,13 @@ int256 constant WAD_INT = int256(WAD);
/// @custom:contact security@morpho.org
/// @notice Library to manage fixed-point arithmetic on signed integers.
library MathLib {
function wMulDown(int256 a, int256 b) internal pure returns (int256) {
/// @dev Returns the multiplication of `a` by `b` (in WAD) rounded towards 0.
function wMulTo0(int256 a, int256 b) internal pure returns (int256) {
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My two cents/nitpick: using the full word "zero" would maybe be more clean.

  1. it's easy to get confused between char 0 and o and O. Having "zero" directly in the name is also much more explicit
  2. probably it's not comfortable to have a number inside a function when you need to type it

Note: The solidity style guide does not have a strong opinion about having numbers inside the function's name

return a * b / WAD_INT;
}

function wDivDown(int256 a, int256 b) internal pure returns (int256) {
/// @dev Returns the division of `a` by `b` (in WAD) rounded towards 0.
function wDivTo0(int256 a, int256 b) internal pure returns (int256) {
return a * WAD_INT / b;
}
}
33 changes: 16 additions & 17 deletions test/AdaptiveCurveIrmTest.sol
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Expand Up @@ -73,7 +73,7 @@ contract AdaptiveCurveIrmTest is Test {
assertApproxEqRel(
irm.borrowRateView(marketParams, market),
uint256(
(ConstantsLib.INITIAL_RATE_AT_TARGET * 4).wMulDown(
(ConstantsLib.INITIAL_RATE_AT_TARGET * 4).wMulTo0(
(1.9836 ether - 1 ether) * WAD / (ConstantsLib.ADJUSTMENT_SPEED * 5 days)
)
),
Expand All @@ -82,7 +82,7 @@ contract AdaptiveCurveIrmTest is Test {
// The average value of exp((50/365)*x) between 0 and 5 is approx. 1.4361.
assertApproxEqRel(
irm.borrowRateView(marketParams, market),
uint256((ConstantsLib.INITIAL_RATE_AT_TARGET * 4).wMulDown(1.4361 ether)),
uint256((ConstantsLib.INITIAL_RATE_AT_TARGET * 4).wMulTo0(1.4361 ether)),
0.1 ether
);
// Expected rate: 22.976%.
Expand All @@ -104,7 +104,7 @@ contract AdaptiveCurveIrmTest is Test {
assertApproxEqRel(
irm.borrowRateView(marketParams, market),
uint256(
(ConstantsLib.INITIAL_RATE_AT_TARGET / 4).wMulDown(
(ConstantsLib.INITIAL_RATE_AT_TARGET / 4).wMulTo0(
(0.5041 ether - 1 ether) * WAD / (-ConstantsLib.ADJUSTMENT_SPEED * 5 days)
)
),
Expand All @@ -113,7 +113,7 @@ contract AdaptiveCurveIrmTest is Test {
// The average value of exp((-50/365*x)) between 0 and 5 is approx. 0.7240.
assertApproxEqRel(
irm.borrowRateView(marketParams, market),
uint256((ConstantsLib.INITIAL_RATE_AT_TARGET / 4).wMulDown(0.724 ether)),
uint256((ConstantsLib.INITIAL_RATE_AT_TARGET / 4).wMulTo0(0.724 ether)),
0.1 ether
);
// Expected rate: 0.7240%.
Expand Down Expand Up @@ -344,11 +344,11 @@ contract AdaptiveCurveIrmTest is Test {

assertGe(
irm.borrowRateView(marketParams, market),
uint256(ConstantsLib.MIN_RATE_AT_TARGET.wDivDown(ConstantsLib.CURVE_STEEPNESS))
uint256(ConstantsLib.MIN_RATE_AT_TARGET.wDivTo0(ConstantsLib.CURVE_STEEPNESS))
);
assertGe(
irm.borrowRate(marketParams, market),
uint256(ConstantsLib.MIN_RATE_AT_TARGET.wDivDown(ConstantsLib.CURVE_STEEPNESS))
uint256(ConstantsLib.MIN_RATE_AT_TARGET.wDivTo0(ConstantsLib.CURVE_STEEPNESS))
);
}

Expand All @@ -359,11 +359,11 @@ contract AdaptiveCurveIrmTest is Test {

assertLe(
irm.borrowRateView(marketParams, market),
uint256(ConstantsLib.MAX_RATE_AT_TARGET.wMulDown(ConstantsLib.CURVE_STEEPNESS))
uint256(ConstantsLib.MAX_RATE_AT_TARGET.wMulTo0(ConstantsLib.CURVE_STEEPNESS))
);
assertLe(
irm.borrowRate(marketParams, market),
uint256(ConstantsLib.MAX_RATE_AT_TARGET.wMulDown(ConstantsLib.CURVE_STEEPNESS))
uint256(ConstantsLib.MAX_RATE_AT_TARGET.wMulTo0(ConstantsLib.CURVE_STEEPNESS))
);
}

Expand All @@ -382,12 +382,12 @@ contract AdaptiveCurveIrmTest is Test {

function _expectedRateAtTarget(Id id, Market memory market) internal view returns (int256) {
int256 rateAtTarget = irm.rateAtTarget(id);
int256 speed = ConstantsLib.ADJUSTMENT_SPEED.wMulDown(_err(market));
int256 speed = ConstantsLib.ADJUSTMENT_SPEED.wMulTo0(_err(market));
uint256 elapsed = (rateAtTarget > 0) ? block.timestamp - market.lastUpdate : 0;
int256 linearAdaptation = speed * int256(elapsed);
int256 adaptationMultiplier = ExpLib.wExp(linearAdaptation);
return (rateAtTarget > 0)
? rateAtTarget.wMulDown(adaptationMultiplier).bound(
? rateAtTarget.wMulTo0(adaptationMultiplier).bound(
ConstantsLib.MIN_RATE_AT_TARGET, ConstantsLib.MAX_RATE_AT_TARGET
)
: ConstantsLib.INITIAL_RATE_AT_TARGET;
Expand All @@ -396,7 +396,7 @@ contract AdaptiveCurveIrmTest is Test {
function _expectedAvgRate(Id id, Market memory market) internal view returns (uint256) {
int256 rateAtTarget = irm.rateAtTarget(id);
int256 err = _err(market);
int256 speed = ConstantsLib.ADJUSTMENT_SPEED.wMulDown(err);
int256 speed = ConstantsLib.ADJUSTMENT_SPEED.wMulTo0(err);
uint256 elapsed = (rateAtTarget > 0) ? block.timestamp - market.lastUpdate : 0;
int256 linearAdaptation = speed * int256(elapsed);
int256 endRateAtTarget = int256(_expectedRateAtTarget(id, market));
Expand All @@ -408,18 +408,17 @@ contract AdaptiveCurveIrmTest is Test {
} else {
// Safe "unchecked" cast to uint256 because linearAdaptation < 0 <=> newBorrowRate <= borrowRateAfterJump.
avgBorrowRate =
uint256((int256(newBorrowRate) - int256(_curve(rateAtTarget, err))).wDivDown(linearAdaptation));
uint256((int256(newBorrowRate) - int256(_curve(rateAtTarget, err))).wDivTo0(linearAdaptation));
}
return avgBorrowRate;
}

function _curve(int256 rateAtTarget, int256 err) internal pure returns (uint256) {
// Safe "unchecked" cast because err >= -1 (in WAD).
if (err < 0) {
return
uint256(((WAD - WAD.wDivDown(ConstantsLib.CURVE_STEEPNESS)).wMulDown(err) + WAD).wMulDown(rateAtTarget));
return uint256(((WAD - WAD.wDivTo0(ConstantsLib.CURVE_STEEPNESS)).wMulTo0(err) + WAD).wMulTo0(rateAtTarget));
} else {
return uint256(((ConstantsLib.CURVE_STEEPNESS - WAD).wMulDown(err) + WAD).wMulDown(rateAtTarget));
return uint256(((ConstantsLib.CURVE_STEEPNESS - WAD).wMulTo0(err) + WAD).wMulTo0(rateAtTarget));
}
}

Expand All @@ -429,9 +428,9 @@ contract AdaptiveCurveIrmTest is Test {
int256 utilization = int256(market.totalBorrowAssets.wDivDown(market.totalSupplyAssets));

if (utilization > ConstantsLib.TARGET_UTILIZATION) {
err = (utilization - ConstantsLib.TARGET_UTILIZATION).wDivDown(WAD - ConstantsLib.TARGET_UTILIZATION);
err = (utilization - ConstantsLib.TARGET_UTILIZATION).wDivTo0(WAD - ConstantsLib.TARGET_UTILIZATION);
} else {
err = (utilization - ConstantsLib.TARGET_UTILIZATION).wDivDown(ConstantsLib.TARGET_UTILIZATION);
err = (utilization - ConstantsLib.TARGET_UTILIZATION).wDivTo0(ConstantsLib.TARGET_UTILIZATION);
}
}
}
4 changes: 2 additions & 2 deletions test/ExpLibTest.sol
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Expand Up @@ -62,8 +62,8 @@ contract ExpLibTest is Test {
assertLe(ExpLib.wExp(x), 1e18);
}

function testWExpWMulDownMaxRate() public pure {
ExpLib.wExp(ExpLib.WEXP_UPPER_BOUND).wMulDown(ConstantsLib.MAX_RATE_AT_TARGET);
function testWExpWMulMaxRate() public pure {
ExpLib.wExp(ExpLib.WEXP_UPPER_BOUND).wMulTo0(ConstantsLib.MAX_RATE_AT_TARGET);
}

function _wExpUnbounded(int256 x) internal pure returns (int256) {
Expand Down