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Fix validation issue caused by truncation of risk params #465

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merged 3 commits into from
Oct 9, 2024
Merged

Fix validation issue caused by truncation of risk params #465

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3a11251
test demonstrating the issue
EdNoepel Oct 4, 2024
61d76a8
truncate before validation
EdNoepel Oct 4, 2024
8e795c0
readability improvement
EdNoepel Oct 8, 2024
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9 changes: 7 additions & 2 deletions packages/perennial/contracts/types/RiskParameter.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -156,8 +156,13 @@ library RiskParameterStorageLib {

if (self.minMargin.lt(self.minMaintenance)) revert RiskParameterStorageInvalidError();

UFixed6 scaleLimit = self.makerLimit.div(self.efficiencyLimit).mul(protocolParameter.minScale);
if (self.takerFee.scale.lt(scaleLimit) || self.makerFee.scale.lt(scaleLimit))
(UFixed6 makerLimitTruncated, UFixed6 takerFeeScaleTruncated, UFixed6 makerFeeScaleTruncated) = (
UFixed6Lib.from(self.makerLimit.truncate()),
UFixed6Lib.from(self.takerFee.scale.truncate()),
UFixed6Lib.from(self.makerFee.scale.truncate())
);
UFixed6 scaleLimit = makerLimitTruncated.div(self.efficiencyLimit).mul(protocolParameter.minScale);
if (takerFeeScaleTruncated.lt(scaleLimit) || makerFeeScaleTruncated.lt(scaleLimit))
revert RiskParameterStorageInvalidError();
}

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25 changes: 25 additions & 0 deletions packages/perennial/test/unit/types/RiskParameter.test.ts
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Expand Up @@ -144,6 +144,31 @@ describe('RiskParameter', () => {
),
).to.be.revertedWithCustomError(riskParameterStorage, 'RiskParameterStorageInvalidError')
})

it('reverts if truncation would violate protocol limits', async () => {
await expect(
riskParameter.validateAndStore(
{
...VALID_RISK_PARAMETER,
makerLimit: parse6decimal('3.9'),
efficiencyLimit: parse6decimal('1'),
takerFee: {
linearFee: 2,
proportionalFee: 3,
adiabaticFee: 18,
scale: parse6decimal('1.95'),
},
},
{
...PROTOCOL_PARAMETER,
minScale: parse6decimal('0.50'),
minEfficiency: parse6decimal('1'),
},
),
// truncation of makerLimit and takerFee.scale leave makerLimit=3, takerFee.scale=1,
// exceeding protocol efficiency limit
).to.be.revertedWithCustomError(riskParameterStorage, 'RiskParameterStorageInvalidError')
})
})

describe('.pController_k', () => {
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