fix: Fix UniswapV4 dynamic fee calculation #428
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dianacarvalho1
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aaff thank you for finding and fixing this @tvinagre ! 🙏🏼 great catches!! ✨ this fee logic is a paaiiin
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This PR is included in version 0.196.2 🎉 |
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Some pools were triggering a decoder panic with the following error:
thread 'tokio-runtime-worker' panicked at src/evm/protocol/utils/uniswap/swap_math.rs:26:24: attempt to subtract with overflowThe reason was bc pools with dynamic fees are initialized with 0x800000 - where the expected value should be 0, together with the 23rd bit as a flag indicating that the pool has dynamic fees.
On decoding, we weren't considering this case, making the fee overflow (since 0x800000 is higher than Uniswap's max fee of 100%).
During this investigation, was also noticed that Uniswap's fee implementation is not correct.
According to https://raw.githubusercontent.com/Uniswap/v4-core/main/src/libraries/ProtocolFeeLibrary.sol - the fee formula is:
// protocolFee + lpFee - (protocolFee * lpFee / 1_000_000)and our current implementation is
// protocolFee + lpFeecausing a wrong fee calculation, and overflow on protocols where protocolFee + lpFee > 100%.