add test

.gitignore

@@ -6,4 +6,6 @@ target
 node_modules
 test-ledger
 .vscode
+.yarn
+
 

.yarnrc.yml

@@ -0,0 +1 @@
+nodeLinker: node-modules

Anchor.toml

@@ -10,11 +10,8 @@ members = ["programs/cp-swap"]
 seeds = false
 skip-lint = false
 
-[programs.mainnet]
-token_swap = "CPMMoo8L3F4NbTegBCKVNunggL7H1ZpdTHKxQB5qKP1C"
-
-[programs.devnet]
-token_swap = "CPMDWBwJDtYax9qW7AyRuVC19Cc4L4Vcy4n2BHAbHkCW"
+[programs.Localnet]
+cp_swap = "CPMMoo8L3F4NbTegBCKVNunggL7H1ZpdTHKxQB5qKP1C"
 
 
 [registry]
@@ -26,3 +23,12 @@ wallet = "~/.config/solana/id.json"
 
 [scripts]
 test = "yarn run ts-mocha -p ./tsconfig.json -t 1000000 tests/**/*.ts"
+
+[test]
+startup_wait = 10000
+
+[test.validator]
+url = "https://api.mainnet-beta.solana.com"
+
+[[test.validator.clone]]
+address = "DNXgeM9EiiaAbaWvwjHj9fQQLAX5ZsfHyvmYUNRAdNC8"

package.json

@@ -0,0 +1,21 @@
+{
+    "scripts": {
+        "lint:fix": "prettier */*.js \"*/**/*{.js,.ts}\" -w",
+        "lint": "prettier */*.js \"*/**/*{.js,.ts}\" --check"
+    },
+    "dependencies": {
+        "@coral-xyz/anchor": "^0.29.0",
+        "@solana/spl-token": "^0.4.0",
+        "@solana/web3.js": "^1.90.0"
+    },
+    "devDependencies": {
+        "@types/bn.js": "^5.1.0",
+        "@types/chai": "^4.3.0",
+        "@types/mocha": "^9.0.0",
+        "chai": "^4.3.4",
+        "mocha": "^9.0.3",
+        "prettier": "^2.6.2",
+        "ts-mocha": "^10.0.0",
+        "typescript": "^4.3.5"
+    }
+}

programs/cp-swap/src/curve/calculator.rs

@@ -1,8 +1,8 @@
 //! Swap calculations
 
+use crate::curve::{constant_product::ConstantProductCurve, fees::Fees};
 use anchor_lang::prelude::*;
 use {crate::error::ErrorCode, std::fmt::Debug};
-use crate::curve::{constant_product::ConstantProductCurve, fees::Fees};
 
 /// Helper function for mapping to ErrorCode::CalculationFailure
 pub fn map_zero_to_none(x: u128) -> Option<u128> {
@@ -153,16 +153,17 @@ impl CurveCalculator {
             swap_destination_amount,
         )?;
 
-        let source_amount = Fees::calculate_pre_fee_amount( source_amount_swapped, trade_fee_rate).unwrap();
+        let source_amount =
+            Fees::calculate_pre_fee_amount(source_amount_swapped, trade_fee_rate).unwrap();
         let trade_fee = Fees::trading_fee(source_amount, trade_fee_rate)?;
         let protocol_fee = Fees::protocol_fee(trade_fee, protocol_fee_rate)?;
         let fund_fee = Fees::fund_fee(trade_fee, fund_fee_rate)?;
-        
+
         Some(SwapResult {
             new_swap_source_amount: swap_source_amount.checked_add(source_amount)?,
             new_swap_destination_amount: swap_destination_amount
                 .checked_sub(destination_amount_swapped)?,
-            source_amount_swapped:source_amount,
+            source_amount_swapped: source_amount,
             destination_amount_swapped,
             trade_fee,
             protocol_fee,
@@ -243,7 +244,9 @@ pub mod test {
             TradeDirection::ZeroForOne => (swap_source_amount, swap_destination_amount),
             TradeDirection::OneForZero => (swap_destination_amount, swap_source_amount),
         };
-        let previous_value = normalized_value(swap_token_0_amount, swap_token_1_amount).unwrap();
+        let previous_value = swap_token_0_amount
+            .checked_mul(swap_token_1_amount)
+            .unwrap();
 
         let new_swap_source_amount = swap_source_amount
             .checked_add(results.source_amount_swapped)
@@ -256,16 +259,10 @@ pub mod test {
             TradeDirection::OneForZero => (new_swap_destination_amount, new_swap_source_amount),
         };
 
-        let new_value = normalized_value(swap_token_0_amount, swap_token_1_amount).unwrap();
-        assert!(new_value.greater_than_or_equal(&previous_value));
-
-        let epsilon = 1; // Extremely close!
-        let difference = new_value
-            .checked_sub(&previous_value)
-            .unwrap()
-            .to_imprecise()
+        let new_value = swap_token_0_amount
+            .checked_mul(swap_token_1_amount)
             .unwrap();
-        assert!(difference <= epsilon);
+        assert!(new_value >= previous_value);
     }
 
     /// Test function checking that a deposit never reduces the value of pool

programs/cp-swap/src/curve/constant_product.rs

@@ -1,10 +1,8 @@
 //! The Uniswap invariantConstantProductCurve::
 
-use {
-    crate::curve::calculator::{
-        map_zero_to_none, RoundDirection, SwapWithoutFeesResult, TradingTokenResult,
-    },
-    spl_math::checked_ceil_div::CheckedCeilDiv,
+use crate::{
+    curve::calculator::{RoundDirection, SwapWithoutFeesResult, TradingTokenResult},
+    utils::CheckedCeilDiv,
 };
 
 /// ConstantProductCurve struct implementing CurveCalculator
@@ -23,18 +21,14 @@ impl ConstantProductCurve {
         swap_source_amount: u128,
         swap_destination_amount: u128,
     ) -> Option<SwapWithoutFeesResult> {
-        let invariant = swap_source_amount.checked_mul(swap_destination_amount)?;
-
-        let new_swap_source_amount = swap_source_amount.checked_add(source_amount)?;
-        let (new_swap_destination_amount, new_swap_source_amount) =
-            invariant.checked_ceil_div(new_swap_source_amount)?;
-
-        let source_amount_swapped = new_swap_source_amount.checked_sub(swap_source_amount)?;
-        let destination_amount_swapped =
-            map_zero_to_none(swap_destination_amount.checked_sub(new_swap_destination_amount)?)?;
+        // (x + delta_x) * (y - delta_y) = x * y
+        // delta_y = (delta_x * y) / (x + delta_x)
+        let numerator = source_amount.checked_mul(swap_destination_amount).unwrap();
+        let denominator = swap_source_amount.checked_add(source_amount).unwrap();
+        let destination_amount_swapped = numerator.checked_div(denominator).unwrap();
 
         Some(SwapWithoutFeesResult {
-            source_amount_swapped,
+            source_amount_swapped: source_amount,
             destination_amount_swapped,
         })
     }
@@ -44,19 +38,17 @@ impl ConstantProductCurve {
         swap_source_amount: u128,
         swap_destination_amount: u128,
     ) -> Option<SwapWithoutFeesResult> {
-        let invariant = swap_source_amount.checked_mul(swap_destination_amount)?;
-
-        let new_swap_destination_amount = swap_destination_amount.checked_sub(destinsation_amount)?;
-        let (new_swap_source_amount,new_swap_destination_amount) =
-            invariant.checked_ceil_div(new_swap_destination_amount)?;
-
-        let source_amount_swapped = new_swap_source_amount.checked_sub(swap_source_amount)?;
-        let destination_amount_swapped =
-            map_zero_to_none(swap_destination_amount.checked_sub(new_swap_destination_amount)?)?;
+        // (x + delta_x) * (y - delta_y) = x * y
+        // delta_x = (x * delta_y) / (y - delta_y)
+        let numerator = swap_source_amount.checked_mul(destinsation_amount).unwrap();
+        let denominator = swap_destination_amount
+            .checked_sub(destinsation_amount)
+            .unwrap();
+        let (source_amount_swapped, _) = numerator.checked_ceil_div(denominator).unwrap();
 
         Some(SwapWithoutFeesResult {
             source_amount_swapped,
-            destination_amount_swapped,
+            destination_amount_swapped: destinsation_amount,
         })
     }
 
@@ -115,10 +107,9 @@ mod tests {
         crate::curve::calculator::{
             test::{
                 check_curve_value_from_swap, check_pool_value_from_deposit,
-                check_pool_value_from_withdraw, total_and_intermediate
+                check_pool_value_from_withdraw, total_and_intermediate,
             },
-            RoundDirection,
-            TradeDirection
+            RoundDirection, TradeDirection,
         },
         proptest::prelude::*,
     };
@@ -196,21 +187,13 @@ mod tests {
 
     #[test]
     fn constant_product_swap_rounding() {
-        // much too small
-        assert!(ConstantProductCurve::swap_base_input_without_fees(
-            10,
-            70_000_000_000,
-            4_000_000,
-        )
-        .is_none()); // spot: 10 * 4m / 70b = 0
-
         let tests: &[(u128, u128, u128, u128, u128)] = &[
             // spot: 10 * 70b / ~4m = 174,999.99
             (10, 4_000_000, 70_000_000_000, 10, 174_999),
             // spot: 20 * 1 / 3.000 = 6.6667 (source can be 18 to get 6 dest.)
-            (20, 30_000 - 20, 10_000, 18, 6),
+            (20, 30_000 - 20, 10_000, 20, 6),
             // spot: 19 * 1 / 2.999 = 6.3334 (source can be 18 to get 6 dest.)
-            (19, 30_000 - 20, 10_000, 18, 6),
+            (19, 30_000 - 20, 10_000, 19, 6),
             // spot: 18 * 1 / 2.999 = 6.0001
             (18, 30_000 - 20, 10_000, 18, 6),
             // spot: 10 * 3 / 2.0010 = 14.99
@@ -220,11 +203,11 @@ mod tests {
             // spot: 10 * 3 / 2.0000 = 15
             (10, 20_000 - 10, 30_000, 10, 15),
             // spot: 100 * 3 / 6.001 = 49.99 (source can be 99 to get 49 dest.)
-            (100, 60_000, 30_000, 99, 49),
+            (100, 60_000, 30_000, 100, 49),
             // spot: 99 * 3 / 6.001 = 49.49
             (99, 60_000, 30_000, 99, 49),
             // spot: 98 * 3 / 6.001 = 48.99 (source can be 97 to get 48 dest.)
-            (98, 60_000, 30_000, 97, 48),
+            (98, 60_000, 30_000, 98, 48),
         ];
         for (
             source_amount,

programs/cp-swap/src/curve/fees.rs

@@ -54,15 +54,14 @@ impl Fees {
         if trade_fee_rate == 0 {
             Some(post_fee_amount)
         } else {
-            let numerator =
-                post_fee_amount.checked_mul(u128::from(FEE_RATE_DENOMINATOR_VALUE))?;
+            let numerator = post_fee_amount.checked_mul(u128::from(FEE_RATE_DENOMINATOR_VALUE))?;
             let denominator =
                 u128::from(FEE_RATE_DENOMINATOR_VALUE).checked_sub(u128::from(trade_fee_rate))?;
 
             numerator
-            .checked_add(denominator)?
-            .checked_sub(1)?
-            .checked_div(denominator)
+                .checked_add(denominator)?
+                .checked_sub(1)?
+                .checked_div(denominator)
         }
     }
 }

programs/cp-swap/src/instructions/admin/update_config.rs

@@ -58,8 +58,8 @@ fn set_new_protocol_owner(amm_config: &mut Account<AmmConfig>, new_owner: Pubkey
     require_keys_neq!(new_owner, Pubkey::default());
     #[cfg(feature = "enable-log")]
     msg!(
-        "amm_config, old_owner:{}, new_owner:{}",
-        amm_config.owner.to_string(),
+        "amm_config, old_protocol_owner:{}, new_owner:{}",
+        amm_config.protocol_owner.to_string(),
         new_owner.key().to_string()
     );
     amm_config.protocol_owner = new_owner;

programs/cp-swap/src/instructions/deposit.rs

@@ -77,7 +77,10 @@ pub struct Deposit<'info> {
     pub vault_1_mint: Box<InterfaceAccount<'info, Mint>>,
 
     /// Lp token mint
-    #[account(address = pool_state.load()?.lp_mint @ ErrorCode::IncorrectLpMint)]
+    #[account(
+        mut,
+        address = pool_state.load()?.lp_mint @ ErrorCode::IncorrectLpMint)
+    ]
     pub lp_mint: Box<InterfaceAccount<'info, Mint>>,
 }
 
@@ -115,10 +118,6 @@ pub fn deposit(
         )
     };
 
-    if transfer_token_0_amount > maximum_token_0_amount {
-        return Err(ErrorCode::ExceededSlippage.into());
-    }
-
     let token_1_amount = u64::try_from(results.token_1_amount).unwrap();
     let (transfer_token_1_amount, transfer_token_1_fee) = {
         let transfer_fee = get_transfer_inverse_fee(&ctx.accounts.vault_1_mint, token_1_amount)?;
@@ -127,7 +126,22 @@ pub fn deposit(
             transfer_fee,
         )
     };
-    if transfer_token_1_amount > maximum_token_1_amount {
+
+    #[cfg(feature = "enable-log")]
+    msg!(
+        "results.token_0_amount;{}, results.token_1_amount:{},transfer_token_0_amount:{},transfer_token_0_fee:{},
+            transfer_token_1_amount:{},transfer_token_1_fee:{}",
+        results.token_0_amount,
+        results.token_1_amount,
+        transfer_token_0_amount,
+        transfer_token_0_fee,
+        transfer_token_1_amount,
+        transfer_token_1_fee
+    );
+
+    if transfer_token_0_amount > maximum_token_0_amount
+        || transfer_token_1_amount > maximum_token_1_amount
+    {
         return Err(ErrorCode::ExceededSlippage.into());
     }
 

programs/cp-swap/src/instructions/initialize.rs

@@ -49,7 +49,7 @@ pub struct Initialize<'info> {
     )]
     pub pool_state: AccountLoader<'info, PoolState>,
 
-    /// Token_0 mint, the key must grater then token_1 mint.
+    /// Token_0 mint, the key must smaller then token_1 mint.
     #[account(
         constraint = token_0_mint.key() < token_1_mint.key(),
         mint::token_program = token_0_program,

programs/cp-swap/src/instructions/mod.rs

@@ -12,4 +12,4 @@ pub mod admin;
 pub use admin::*;
 
 pub mod swap_base_output;
-pub use swap_base_output::*;
+pub use swap_base_output::*;

programs/cp-swap/src/instructions/swap_base_input.rs

@@ -83,6 +83,7 @@ pub fn swap_base_input(ctx: Context<Swap>, amount_in: u64, minimum_amount_out: u
     let transfer_fee = get_transfer_fee(&ctx.accounts.input_token_mint, amount_in)?;
     // Take transfer fees into account for actual amount transferred in
     let actual_amount_in = amount_in.saturating_sub(transfer_fee);
+    require_gt!(actual_amount_in, 0);
 
     // Calculate the trade amounts
     let (trade_direction, total_input_token_amount, total_output_token_amount) =
@@ -130,6 +131,14 @@ pub fn swap_base_input(ctx: Context<Swap>, amount_in: u64, minimum_amount_out: u
     let constant_after = u128::from(result.new_swap_source_amount)
         .checked_mul(u128::from(result.new_swap_destination_amount))
         .unwrap();
+    #[cfg(feature = "enable-log")]
+    msg!(
+        "source_amount_swapped:{}, destination_amount_swapped:{},constant_before:{},constant_after:{}",
+        result.source_amount_swapped,
+        result.destination_amount_swapped,
+        constant_before,
+        constant_after
+    );
     require_gte!(constant_after, constant_before);
 
     // Re-calculate the source amount swapped based on what the curve says
@@ -147,6 +156,7 @@ pub fn swap_base_input(ctx: Context<Swap>, amount_in: u64, minimum_amount_out: u
         let amount_out = u64::try_from(result.destination_amount_swapped).unwrap();
         let transfer_fee = get_transfer_fee(&ctx.accounts.output_token_mint, amount_out)?;
         let amount_received = amount_out.checked_sub(transfer_fee).unwrap();
+        require_gt!(amount_received, 0);
         if amount_received < minimum_amount_out {
             return Err(ErrorCode::ExceededSlippage.into());
         }

programs/cp-swap/src/instructions/swap_base_output.rs

@@ -69,23 +69,32 @@ pub fn swap_base_output(
     let constant_after = u128::from(result.new_swap_source_amount)
         .checked_mul(u128::from(result.new_swap_destination_amount))
         .unwrap();
+
+    #[cfg(feature = "enable-log")]
+    msg!(
+        "source_amount_swapped:{}, destination_amount_swapped:{},constant_before:{},constant_after:{}",
+        result.source_amount_swapped,
+        result.destination_amount_swapped,
+        constant_before,
+        constant_after
+    );
     require_gte!(constant_after, constant_before);
 
     // Re-calculate the source amount swapped based on what the curve says
     let (input_transfer_amount, input_transfer_fee) = {
         let source_amount_swapped = u64::try_from(result.source_amount_swapped).unwrap();
+        require_gt!(source_amount_swapped, 0);
         let transfer_fee =
             get_transfer_inverse_fee(&ctx.accounts.input_token_mint, source_amount_swapped)?;
         let input_transfer_amount = source_amount_swapped.checked_add(transfer_fee).unwrap();
-        if input_transfer_amount < max_amount_in {
+        if input_transfer_amount > max_amount_in {
             return Err(ErrorCode::ExceededSlippage.into());
         }
         (input_transfer_amount, transfer_fee)
     };
 
     let (output_transfer_amount, output_transfer_fee) = {
         let destination_amount_swapped = u64::try_from(result.destination_amount_swapped).unwrap();
-        require_gte!(actual_amount_out, destination_amount_swapped);
         let output_transfer_fee =
             get_transfer_inverse_fee(&ctx.accounts.output_token_mint, destination_amount_swapped)?;
         (destination_amount_swapped, output_transfer_fee)