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redemption fee constant as a computed property + fee parameters setters tests #25

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merged 2 commits into from
Dec 4, 2023
Merged

redemption fee constant as a computed property + fee parameters setters tests #25

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f017d37
redemption fee constant as a computed property instead of fee parameter
PawelTroka Dec 4, 2023
0a7b3a8
add tests to all fee parameters setters
PawelTroka Dec 4, 2023
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20 changes: 6 additions & 14 deletions src/FeeCalculator.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -25,7 +25,11 @@ contract FeeCalculator is IDepositFeeCalculator, IRedemptionFeeCalculator, Ownab

SD59x18 private redemptionFeeScale = sd(0.3 * 1e18);
SD59x18 private redemptionFeeShift = sd(0.1 * 1e18); //-log10(0+0.1)=1 -> 10^-1
SD59x18 private redemptionFeeConstant = redemptionFeeScale * (one + redemptionFeeShift).log10(); //0.0413926851582251=log10(1+0.1)

function redemptionFeeConstant() private view returns (SD59x18) {
return redemptionFeeScale * (one + redemptionFeeShift).log10(); //0.0413926851582251=log10(1+0.1)
}

SD59x18 private singleAssetRedemptionRelativeFee = sd(0.1 * 1e18);
SD59x18 private dustAssetRedemptionRelativeFee = sd(0.3 * 1e18);

Expand Down Expand Up @@ -86,18 +90,6 @@ contract FeeCalculator is IDepositFeeCalculator, IRedemptionFeeCalculator, Ownab
redemptionFeeShift = redemptionFeeShiftSD;
}

/// @notice Sets the redemption fee constant.
/// @dev Can only be called by the current owner.
/// @param _redemptionFeeConstant The new redemption fee shift.
function setRedemptionFeeConstant(int256 _redemptionFeeConstant) external onlyOwner {
SD59x18 redemptionFeeConstantSD = sd(_redemptionFeeConstant);
require(
redemptionFeeConstantSD >= zero && redemptionFeeConstantSD <= one,
"Redemption fee constant must be between 0 and 1"
);
redemptionFeeConstant = redemptionFeeConstantSD;
}

/// @notice Sets the single asset redemption relative fee.
/// @dev Can only be called by the current owner.
/// @param _singleAssetRedemptionRelativeFee The new single asset redemption relative fee.
Expand Down Expand Up @@ -313,7 +305,7 @@ contract FeeCalculator is IDepositFeeCalculator, IRedemptionFeeCalculator, Ownab
//redemption_fee = scale * (tb * log10(b+shift) - ta * log10(a+shift)) + constant*amount;
SD59x18 i_a = ta * (da + redemptionFeeShift).log10();
SD59x18 i_b = tb * (db + redemptionFeeShift).log10();
SD59x18 fee_float = redemptionFeeScale * (i_b - i_a) + redemptionFeeConstant * amount_float;
SD59x18 fee_float = redemptionFeeScale * (i_b - i_a) + redemptionFeeConstant() * amount_float;

/*
@dev
Expand Down
119 changes: 107 additions & 12 deletions test/FeeCalculator.t.sol
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Expand Up @@ -683,12 +683,6 @@ contract FeeCalculatorTest is Test {
feeCalculator.setRedemptionFeeShift(invalid);
}

function testSetRedemptionFeeConstantReverts() public {
int256 invalid = (1.6 * 1e18);
vm.expectRevert("Redemption fee constant must be between 0 and 1");
feeCalculator.setRedemptionFeeConstant(invalid);
}

function testSetSingleAssetRedemptionRelativeFeeReverts() public {
int256 invalid = (1.7 * 1e18);
vm.expectRevert("Single asset redemption relative fee must be between 0 and 1");
Expand Down Expand Up @@ -731,12 +725,6 @@ contract FeeCalculatorTest is Test {
feeCalculator.setRedemptionFeeShift(invalid);
}

function testSetRedemptionFeeConstantNegativeReverts() public {
int256 invalid = (-0.6 * 1e18);
vm.expectRevert("Redemption fee constant must be between 0 and 1");
feeCalculator.setRedemptionFeeConstant(invalid);
}

function testSetSingleAssetRedemptionRelativeFeeNegativeReverts() public {
int256 invalid = (-0.7 * 1e18);
vm.expectRevert("Single asset redemption relative fee must be between 0 and 1");
Expand All @@ -748,4 +736,111 @@ contract FeeCalculatorTest is Test {
vm.expectRevert("Dust asset redemption relative fee must be between 0 and 1");
feeCalculator.setDustAssetRedemptionRelativeFee(invalid);
}

function testSetDepositFeeScale() public {
// Arrange
// Set up mock pool
mockPool.setTotalSupply(1000 * 1e18);
mockToken.setTokenBalance(address(mockPool), 500 * 1e18);
feeCalculator.setDepositFeeScale(0.09 * 1e18);

// Act
(address[] memory recipients, uint256[] memory fees) =
feeCalculator.calculateDepositFees(address(mockToken), address(mockPool), 100 * 1e18);

// Assert
assertEq(fees[0], 9718378209069523938 / 2);
}

function testSetDepositFeeRatioScale() public {
// Arrange
// Set up mock pool
mockPool.setTotalSupply(1000 * 1e18);
mockToken.setTokenBalance(address(mockPool), 500 * 1e18);
feeCalculator.setDepositFeeRatioScale(0.2 * 1e18);

// Act
(address[] memory recipients, uint256[] memory fees) =
feeCalculator.calculateDepositFees(address(mockToken), address(mockPool), 100 * 1e18);

// Assert
assertEq(fees[0], 1299819671838098442);
}

function testSetSingleAssetDepositRelativeFee() public {
// Arrange
// Set up mock pool
mockPool.setTotalSupply(1000 * 1e18);
mockToken.setTokenBalance(address(mockPool), 1000 * 1e18);
feeCalculator.setSingleAssetDepositRelativeFee(0.67 * 1e18);

// Act
(address[] memory recipients, uint256[] memory fees) =
feeCalculator.calculateDepositFees(address(mockToken), address(mockPool), 100 * 1e18);

// Assert
assertEq(fees[0], 67 * 1e18);
}

function testSetRedemptionFeeScale() public {
// Arrange
// Set up mock pool
mockPool.setTotalSupply(1000 * 1e18);
mockToken.setTokenBalance(address(mockPool), 500 * 1e18);
feeCalculator.setRedemptionFeeScale(0.4 * 1e18);

// Act
(address[] memory recipients, uint256[] memory fees) =
feeCalculator.calculateRedemptionFees(address(mockToken), address(mockPool), 100e18);

// Assert
assertEq(fees[0], 3778028623870480400);
}

function testSetRedemptionFeeShift() public {
// Arrange
// Set up mock pool
mockPool.setTotalSupply(1000 * 1e18);
mockToken.setTokenBalance(address(mockPool), 500 * 1e18);
feeCalculator.setRedemptionFeeShift(0.5 * 1e18);

// Act
(address[] memory recipients, uint256[] memory fees) =
feeCalculator.calculateRedemptionFees(address(mockToken), address(mockPool), 100e18);

// Assert
assertEq(fees[0], 2303907724666580660);
}

function testSetSingleAssetRedemptionRelativeFee() public {
// Arrange
// Set up mock pool
mockPool.setTotalSupply(1000 * 1e18);
mockToken.setTokenBalance(address(mockPool), 1000 * 1e18);
feeCalculator.setSingleAssetRedemptionRelativeFee(0.83 * 1e18);

// Act
(address[] memory recipients, uint256[] memory fees) =
feeCalculator.calculateRedemptionFees(address(mockToken), address(mockPool), 100 * 1e18);

assertEq(fees[0], 83 * 1e18);
}

function testSetDustAssetRedemptionRelativeFee() public {
// Arrange
// Set up your test data
uint256 depositAmount = 2323662174650;

// Set up mock pool
mockPool.setTotalSupply(56636794628913227180683983236);
mockToken.setTokenBalance(address(mockPool), 55661911070827884041095553095);
feeCalculator.setDustAssetRedemptionRelativeFee(0.91 * 1e18);

// Act
(address[] memory recipients, uint256[] memory fees) =
feeCalculator.calculateRedemptionFees(address(mockToken), address(mockPool), depositAmount);

// Assert
assertEq(fees[0], depositAmount * 91 / 100);
}
}