TWAP lib and slippage protection on swap #86
Conversation
There was a problem hiding this comment.
Pull Request Overview
This PR implements a Time-Weighted Average Price (TWAP) library for Uniswap V3 pools and integrates slippage protection into swap operations. The implementation addresses issue #29 by adding robust price validation mechanisms to prevent unfavorable trades.
Key changes:
- Added comprehensive TWAP library with Uniswap V3 integration
- Integrated slippage validation using TWAP prices in swap operations
- Added extensive test coverage for TWAP functionality and slippage validation
Reviewed Changes
Copilot reviewed 4 out of 4 changed files in this pull request and generated 2 comments.
| File | Description |
|---|---|
| src/libraries/TWAP.sol | New comprehensive TWAP library with price calculation, path parsing, and slippage validation |
| src/libraries/SwapLogic.sol | Integrated TWAP-based slippage protection with 5% tolerance in swap operations |
| test/libraries/TWAP.t.sol | Complete test suite covering TWAP functionality, path parsing, and slippage validation scenarios |
| test/data/MainnetConstants.sol | Updated block number to more recent mainnet state for testing |
Tip: Customize your code reviews with copilot-instructions.md. Create the file or learn how to get started.
| uint256 internal constant ADDRESS_SIZE = 20; | ||
| uint256 internal constant ADDRESS_OFFSET_BITS = 96; | ||
| uint256 internal constant MIN_AMOUNT_OUT = 0; | ||
| uint256 internal constant HOP_SIZE = 43; |
There was a problem hiding this comment.
The HOP_SIZE constant is defined as 43 but appears unused in this file. This creates confusion as the TWAP library defines HOP_SIZE as 23. Consider removing this unused constant or clarifying its purpose if it serves a different function than the TWAP library's HOP_SIZE.
| uint256 internal constant HOP_SIZE = 43; |
| TWAP.validateSlippageTWAP( | ||
| swapPath, sourceAssetAmountIn, receivedTargetAssetAmount, 5, _swapLogicStorage.swapLogicConfig.router | ||
| ); |
There was a problem hiding this comment.
The slippage tolerance is hardcoded as 5%. Consider making this configurable through the SwapLogicConfig struct to allow different slippage tolerances for different use cases or market conditions.
fixes: https://github.com/PashovAuditGroup/SXT_August25_MERGED/issues/29