Improve CurveMeta accuracy #57
Description
About
CurveMeta and SaddleMeta contracts work by meta-pool trading underlying assets through base-pool. To do that, the meta-pool holds base-pool LP tokens and withdraws underlying assets if the trader swaps into them. In meta-query methods (eg. get_dy_underlying, calculateSwapUnderlying) fee for withdrawing underlying assets is approximated and this causes a slight discrepancy between query amount-out and actual amount-out after the swap. This error varies, and adapters need to account for it by showing a slightly worse price than traders would actually get.
Ideally, we would want the adapter query to return the amount-out that the user actually receives and to do that adapter-query should mimic the logic of the base-pool withdraw method.
Adapter error accounting can be seen here for CurveMeta and here for SaddleMeta.
Requirements
- For SaddleMeta and all CurveMeta adapters query returns amount-out that equals the amount user receives after swapping
- All affected tests are updated