Feature/tolerance concentrate (#117)

* Refactor boundary conditions in XYCConcentrateArgsBuilder and adjust tolerance values in tests

Author: ifelsedeveloper

.gas-snapshot

@@ -1,17 +1,17 @@
-AMMGas:test_gas_ConcentrateGrowLiquidity_XYCSwap_quote_exactIn() (gas: 146619)
-AMMGas:test_gas_ConcentrateGrowLiquidity_XYCSwap_quote_exactOut() (gas: 146945)
-AMMGas:test_gas_ConcentrateGrowLiquidity_XYCSwap_swap_exactIn() (gas: 248027)
-AMMGas:test_gas_ConcentrateGrowLiquidity_XYCSwap_swap_exactOut() (gas: 249334)
-AMMGas:test_gas_ConcentrateGrowPriceRange_XYCSwap_quote_exactIn() (gas: 146629)
-AMMGas:test_gas_ConcentrateGrowPriceRange_XYCSwap_swap_exactIn() (gas: 248048)
-AMMGas:test_gas_Concentrate_Decay_XYCSwap_quote_exactIn() (gas: 162514)
-AMMGas:test_gas_Concentrate_Decay_XYCSwap_swap_exactIn() (gas: 312434)
+AMMGas:test_gas_ConcentrateGrowLiquidity_XYCSwap_quote_exactIn() (gas: 146400)
+AMMGas:test_gas_ConcentrateGrowLiquidity_XYCSwap_quote_exactOut() (gas: 146726)
+AMMGas:test_gas_ConcentrateGrowLiquidity_XYCSwap_swap_exactIn() (gas: 247808)
+AMMGas:test_gas_ConcentrateGrowLiquidity_XYCSwap_swap_exactOut() (gas: 249115)
+AMMGas:test_gas_ConcentrateGrowPriceRange_XYCSwap_quote_exactIn() (gas: 146410)
+AMMGas:test_gas_ConcentrateGrowPriceRange_XYCSwap_swap_exactIn() (gas: 247829)
+AMMGas:test_gas_Concentrate_Decay_XYCSwap_quote_exactIn() (gas: 162295)
+AMMGas:test_gas_Concentrate_Decay_XYCSwap_swap_exactIn() (gas: 312215)
 AMMGas:test_gas_Decay_XYCSwap_quote_exactIn() (gas: 132378)
 AMMGas:test_gas_Decay_XYCSwap_quote_exactOut() (gas: 133297)
 AMMGas:test_gas_Decay_XYCSwap_swap_exactIn() (gas: 281616)
 AMMGas:test_gas_Decay_XYCSwap_swap_exactOut() (gas: 281833)
-AMMGas:test_gas_FullAMM_quote_exactIn() (gas: 175492)
-AMMGas:test_gas_FullAMM_swap_exactIn() (gas: 324862)
+AMMGas:test_gas_FullAMM_quote_exactIn() (gas: 175273)
+AMMGas:test_gas_FullAMM_swap_exactIn() (gas: 324643)
 AMMGas:test_gas_XYCSwap_FlatFeeIn_quote_exactIn() (gas: 128844)
 AMMGas:test_gas_XYCSwap_FlatFeeIn_swap_exactIn() (gas: 231407)
 AMMGas:test_gas_XYCSwap_FlatFeeOut_quote_exactIn() (gas: 128899)
@@ -85,35 +85,35 @@ BaseFeeAdjusterTest:test_BaseFeeAdjusterLimitSwapGasVariations() (gas: 308550)
 BaseFeeAdjusterTest:test_BaseFeeAdjusterMaxDecayLimits() (gas: 124457)
 BaseFeeAdjusterTest:test_BaseFeeAdjusterNoAdjustmentBelowBase() (gas: 158773)
 BaseFeeAdjusterTest:test_BaseFeeAdjusterWithDutchAuction() (gas: 523277)
-ConcentrateTest:test_ConcentrateGrowLiquidity_ImpossibleSwapTokenNotInActiveStrategy() (gas: 851506)
-ConcentrateTest:test_ConcentrateGrowLiquidity_KeepsPriceRangeForBothTokensNoFee() (gas: 557163)
-ConcentrateTest:test_ConcentrateGrowLiquidity_KeepsPriceRangeForBothTokensWithFee() (gas: 556969)
-ConcentrateTest:test_ConcentrateGrowLiquidity_KeepsPriceRangeForTokenA() (gas: 354667)
-ConcentrateTest:test_ConcentrateGrowLiquidity_KeepsPriceRangeForTokenB() (gas: 354848)
-ConcentrateTest:test_ConcentrateGrowLiquidity_SpreadSlowlyGrowsForSomeReason() (gas: 28240503)
+ConcentrateTest:test_ConcentrateGrowLiquidity_ImpossibleSwapTokenNotInActiveStrategy() (gas: 851287)
+ConcentrateTest:test_ConcentrateGrowLiquidity_KeepsPriceRangeForBothTokensNoFee() (gas: 556944)
+ConcentrateTest:test_ConcentrateGrowLiquidity_KeepsPriceRangeForBothTokensWithFee() (gas: 556750)
+ConcentrateTest:test_ConcentrateGrowLiquidity_KeepsPriceRangeForTokenA() (gas: 354448)
+ConcentrateTest:test_ConcentrateGrowLiquidity_KeepsPriceRangeForTokenB() (gas: 354629)
+ConcentrateTest:test_ConcentrateGrowLiquidity_SpreadSlowlyGrowsForSomeReason() (gas: 28240284)
 ConcentrateTest:test_ConcentrateRounding_ExactOutUsesMakerFavoringReserveIn() (gas: 143994)
-ConcentrateTest:test_QuoteAndSwapExactOutAmountsMatches() (gas: 314538)
-ConcentrateTest:test_RoundingInvariantsWithFees() (gas: 40400999)
+ConcentrateTest:test_QuoteAndSwapExactOutAmountsMatches() (gas: 314319)
+ConcentrateTest:test_RoundingInvariantsWithFees() (gas: 40400780)
 ConcentrateTest:test_ZeroBalance_SpotAtLowerBound() (gas: 260076)
 ConcentrateTest:test_ZeroBalance_SpotAtUpperBound() (gas: 259839)
-ConcentrateXYCDecayFeesInvariants:test_Order1_GrowLiquidity2D() (gas: 3108345)
-ConcentrateXYCDecayFeesInvariants:test_Order1_GrowPriceRange2D() (gas: 2772282)
-ConcentrateXYCDecayFeesInvariants:test_Order2_GrowLiquidity2D() (gas: 3110798)
-ConcentrateXYCDecayFeesInvariants:test_Order2_GrowPriceRange2D() (gas: 2771412)
-ConcentrateXYCDecayFeesInvariants:test_Order4_GrowLiquidity2D() (gas: 3314704)
-ConcentrateXYCDecayFeesInvariants:test_Order4_GrowPriceRange2D() (gas: 2866770)
-ConcentrateXYCDecayFeesInvariants:test_Order5_GrowLiquidity2D() (gas: 3117858)
-ConcentrateXYCDecayInvariants:test_ConcentrateGrowLiquidity2D_Decay() (gas: 6580217)
-ConcentrateXYCDecayInvariants:test_ConcentrateVariousDecayPeriods() (gas: 26209306)
+ConcentrateXYCDecayFeesInvariants:test_Order1_GrowLiquidity2D() (gas: 3108126)
+ConcentrateXYCDecayFeesInvariants:test_Order1_GrowPriceRange2D() (gas: 2772063)
+ConcentrateXYCDecayFeesInvariants:test_Order2_GrowLiquidity2D() (gas: 3110579)
+ConcentrateXYCDecayFeesInvariants:test_Order2_GrowPriceRange2D() (gas: 2771193)
+ConcentrateXYCDecayFeesInvariants:test_Order4_GrowLiquidity2D() (gas: 3314485)
+ConcentrateXYCDecayFeesInvariants:test_Order4_GrowPriceRange2D() (gas: 2866551)
+ConcentrateXYCDecayFeesInvariants:test_Order5_GrowLiquidity2D() (gas: 3117639)
+ConcentrateXYCDecayInvariants:test_ConcentrateGrowLiquidity2D_Decay() (gas: 6579998)
+ConcentrateXYCDecayInvariants:test_ConcentrateVariousDecayPeriods() (gas: 26208430)
 ConcentrateXYCFeesInvariants:test_ConcentrateXYC() (gas: 5448177)
 ConcentrateXYCFeesInvariants:test_ConcentrateXYCFlatFeeIn() (gas: 5628638)
 ConcentrateXYCFeesInvariants:test_ConcentrateXYCMultipleFees() (gas: 6325997)
 ConcentrateXYCFeesInvariants:test_ConcentrateXYCProtocolFee() (gas: 6146773)
-ConcentrateXYCInvariants:test_ConcentrateDifferentRanges() (gas: 21549856)
-ConcentrateXYCInvariants:test_ConcentrateGrowLiquidity2D() (gas: 5427338)
-ConcentrateXYCRounding:test_RoundingProtection_AsymmetricRange() (gas: 15987463)
-ConcentrateXYCRounding:test_RoundingProtection_NarrowRange() (gas: 16030081)
-ConcentrateXYCRounding:test_RoundingProtection_StandardRange() (gas: 16029546)
+ConcentrateXYCInvariants:test_ConcentrateDifferentRanges() (gas: 21548980)
+ConcentrateXYCInvariants:test_ConcentrateGrowLiquidity2D() (gas: 5427119)
+ConcentrateXYCRounding:test_RoundingProtection_AsymmetricRange() (gas: 15987244)
+ConcentrateXYCRounding:test_RoundingProtection_NarrowRange() (gas: 16029862)
+ConcentrateXYCRounding:test_RoundingProtection_StandardRange() (gas: 16029327)
 ControlsAquaTest:test_DeadlineAlreadyPassed() (gas: 246623)
 ControlsAquaTest:test_DeadlineControl() (gas: 407661)
 ControlsAquaTest:test_OnlyTakerTokenBalanceNonZero_Fail() (gas: 269588)
@@ -190,13 +190,13 @@ DynamicProtocolFeeTest:test_DynamicProtocolFee_WithFlatFee() (gas: 314882)
 DynamicProtocolFeeTest:test_DynamicProtocolFee_ZeroAddress_Reverts() (gas: 150502)
 DynamicProtocolFeeTest:test_DynamicProtocolFee_ZeroFee_NoTransfer() (gas: 274725)
 DynamicProtocolFeeTest:test_DynamicProtocolFee_ZeroProvider_NoFee() (gas: 257573)
-EdgePriceRange:test_AsymmetricRangeDown() (gas: 7078722)
-EdgePriceRange:test_AsymmetricRangeUp() (gas: 7078563)
+EdgePriceRange:test_AsymmetricRangeDown() (gas: 7078503)
+EdgePriceRange:test_AsymmetricRangeUp() (gas: 7081144)
 EdgePriceRange:test_ConcentrateXYC() (gas: 7053138)
 EdgePriceRange:test_ConcentrateXYCFlatFeeIn() (gas: 7281551)
 EdgePriceRange:test_ConcentrateXYCMultipleFees() (gas: 8190511)
 EdgePriceRange:test_ConcentrateXYCProtocolFee() (gas: 7963271)
-EdgePriceRange:test_VeryNarrowRange() (gas: 7078326)
+EdgePriceRange:test_VeryNarrowRange() (gas: 7078107)
 ExampleInvariantUsage:test_AMMWithFeesInvariants() (gas: 6583342)
 ExampleInvariantUsage:test_LimitOrderInvariants() (gas: 3978781)
 ExampleInvariantUsage:test_ProgressiveFeeInvariants() (gas: 2285364)
@@ -620,7 +620,7 @@ UnwrapWethTest:test_MakerShouldReciveEthToCustomAddress() (gas: 288172)
 UnwrapWethTest:test_RejectDirectEtherTransfer() (gas: 19364)
 UnwrapWethTest:test_TakerShouldReciveEth() (gas: 326663)
 UnwrapWethTest:test_TakerShouldReciveEthToCustomAddress() (gas: 327997)
-UnwrapWethTest:test_UnwrapWeth_Fuzz(bool,bool,bool,uint128) (runs: 256, μ: 314988, ~: 323750)
+UnwrapWethTest:test_UnwrapWeth_Fuzz(bool,bool,bool,uint128) (runs: 256, μ: 315014, ~: 323750)
 VeryImbalancedDifferentDecimals:test_AsymmetricPool_ReverseSwap_NoAxisMismatch() (gas: 457375)
 VeryImbalancedDifferentDecimals:test_Pegged() (gas: 6118830)
 VeryImbalancedDifferentDecimals:test_PeggedDynamicProtocolFeeIn() (gas: 7367551)
@@ -648,22 +648,22 @@ XYCConcentrateCapitalEfficiencyTest:test_HalfCapital_ConcentrateMatchesFullXYCSw
 XYCConcentrateCapitalEfficiencyTest:test_NarrowerRange_HigherCapitalEfficiency() (gas: 242781)
 XYCConcentrateCapitalEfficiencyTest:test_SameCapital_ConcentrateOutputBetter() (gas: 228819)
 XYCConcentrateCapitalEfficiencyTest:test_Slippage_ConcentrateRTimesLess() (gas: 229532)
-XYCConcentrateFeeEffectivePriceBoundsTest:test_EffectivePriceAtPmax_3pctFee() (gas: 336508)
-XYCConcentrateFeeEffectivePriceBoundsTest:test_EffectivePriceAtPmin_3pctFee() (gas: 357202)
-XYCConcentrateFeeTrackingDetailedTest:test_DetailedFeeTracking_PerIteration() (gas: 989429096)
-XYCConcentrateFeeTrackingDetailedTest:test_DetailedFeeTracking_ReversedPattern() (gas: 6297019)
-XYCConcentratePnLTest:test_AsymmetricRange_CorrectInit_MakerEarns() (gas: 78212964)
+XYCConcentrateFeeEffectivePriceBoundsTest:test_EffectivePriceAtPmax_3pctFee() (gas: 335864)
+XYCConcentrateFeeEffectivePriceBoundsTest:test_EffectivePriceAtPmin_3pctFee() (gas: 356983)
+XYCConcentrateFeeTrackingDetailedTest:test_DetailedFeeTracking_PerIteration() (gas: 989428877)
+XYCConcentrateFeeTrackingDetailedTest:test_DetailedFeeTracking_ReversedPattern() (gas: 6296800)
+XYCConcentratePnLTest:test_AsymmetricRange_CorrectInit_MakerEarns() (gas: 78212745)
 XYCConcentratePnLTest:test_AsymmetricRange_WrongInit_MakerLoses() (gas: 78418610)
-XYCConcentratePnLTest:test_MakerEarns_CorrectBalances_HighPriceRatio() (gas: 31482202)
-XYCConcentratePnLTest:test_MakerEarns_CorrectBalances_SpotAbove1() (gas: 31397522)
-XYCConcentratePnLTest:test_MakerEarns_CorrectBalances_SpotBelow1() (gas: 31397170)
+XYCConcentratePnLTest:test_MakerEarns_CorrectBalances_HighPriceRatio() (gas: 31481983)
+XYCConcentratePnLTest:test_MakerEarns_CorrectBalances_SpotAbove1() (gas: 31397303)
+XYCConcentratePnLTest:test_MakerEarns_CorrectBalances_SpotBelow1() (gas: 31396951)
 XYCConcentratePnLTest:test_MakerLoses_WrongBalances_SpotAbove1() (gas: 31465926)
 XYCConcentratePnLTest:test_MakerLoses_WrongBalances_SpotBelow1() (gas: 31466080)
-XYCConcentratePnLTest:test_PriceBounds_SpotAbove1() (gas: 364841)
-XYCConcentratePnLTest:test_PriceBounds_SpotBelow1() (gas: 364716)
-XYCConcentratePnLTest:test_QuoteEqualsSwap_HighPriceRatio() (gas: 519111)
-XYCConcentratePnLTest:test_QuoteEqualsSwap_SpotAbove1() (gas: 518531)
-XYCConcentratePnLTest:test_QuoteEqualsSwap_SpotBelow1() (gas: 518670)
+XYCConcentratePnLTest:test_PriceBounds_SpotAbove1() (gas: 364622)
+XYCConcentratePnLTest:test_PriceBounds_SpotBelow1() (gas: 364497)
+XYCConcentratePnLTest:test_QuoteEqualsSwap_HighPriceRatio() (gas: 518892)
+XYCConcentratePnLTest:test_QuoteEqualsSwap_SpotAbove1() (gas: 518312)
+XYCConcentratePnLTest:test_QuoteEqualsSwap_SpotBelow1() (gas: 518451)
 XYCFeesInvariants:test_XYC() (gas: 5020020)
 XYCFeesInvariants:test_XYCDynamicProtocolFeeIn() (gas: 6269141)
 XYCFeesInvariants:test_XYCFlatFeeIn() (gas: 5175698)

src/instructions/XYCConcentrate.sol

@@ -62,9 +62,12 @@ library XYCConcentrateArgsBuilder {
     ) internal pure returns (uint256 bLt, uint256 bGt) {
         require(sqrtPmin < sqrtPmax, ConcentrateInvalidPriceBounds(sqrtPmin, sqrtPmax));
 
-        if (sqrtPmax > sqrtPspot) {
-            bLt = Math.Math.ceilDiv(targetL, sqrtPmax - sqrtPspot, Math.mulDiv(sqrtPmax, sqrtPspot, ONE));
-        }
+        uint256 invSqrtPspot = Math.mulDiv(ONE, ONE, sqrtPspot);
+        uint256 invSqrtPmax = Math.mulDiv(ONE, ONE, sqrtPmax);
+
+        // Handle boundary: if sqrtPspot >= sqrtPmax, bLt = 0
+        bLt = invSqrtPspot > invSqrtPmax ? Math.mulDiv(targetL, invSqrtPspot - invSqrtPmax, ONE) : 0;
+        // Handle boundary: if sqrtPspot <= sqrtPmin, bGt = 0
         bGt = sqrtPspot > sqrtPmin ? Math.mulDiv(targetL, sqrtPspot - sqrtPmin, ONE) : 0;
     }
 

test/invariants/concentrate/DustAmounts.t.sol

@@ -90,7 +90,7 @@ contract DustAmounts is ConcentrateXYCFeesInvariants {
         // Monotonicity: 100% tolerance for dust amounts
         // Reason: Fee rounding (ceil) creates monotonicity violations
         // This is SAFE: gas costs >> any arbitrage profit (500 trillion:1 loss ratio)
-        monotonicityToleranceBps = 15000;  // 150%
+        monotonicityToleranceBps = 10000;  // 100%
 
         // Rounding: 10% deviation allowed for dust
         // Dust amounts have extreme relative rounding errors

test/invariants/concentrate/HugeLiquidity.t.sol

@@ -39,6 +39,6 @@ contract HugeLiquidity is ConcentrateXYCFeesInvariants {
         testAmounts[4] = 10e23;
 
         symmetryTolerance = 0;  // 0 wei tolerance for huge numbers
-        additivityTolerance = 1; // 1 wei tolerance (rounding from single-division bLt formula)
+        additivityTolerance = 0; // 0 wei tolerance (rounding from single-division bLt formula)
     }
 }

test/invariants/concentrate/MicroAmounts.t.sol

@@ -61,7 +61,7 @@ contract MicroAmounts is ConcentrateXYCFeesInvariants {
         additivityTolerance = 1;    // 1 wei (concentrate needs this for L recalculation)
 
         // Monotonicity: dust amounts violate due to rounding
-        monotonicityToleranceBps = 5;
+        monotonicityToleranceBps = 1;
 
         // Rounding: 1% deviation from spot price
         roundingToleranceBps = 100;  // 1%