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fix: wrong computation for invariant getX #32

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fix: wrong computation for invariant getX #32

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5b32e51
fix: wrong computation for invariant getX
clemlak Apr 3, 2023
7c16413
fix: update getX for real this time
clemlak Apr 3, 2023
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4 changes: 2 additions & 2 deletions src/Invariant.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -111,7 +111,7 @@ library Invariant {
/**
* @notice Uses reserves `R_y` to compute reserves `R_x`.
*
* @dev Computes `x` in `x = 1 - Φ(Φ⁻¹( (y + k) / K ) + σ√τ)`.
* @dev Computes `x` in `x = 1 - Φ(Φ⁻¹( (y - k) / K ) + σ√τ)`.
* Not used in invariant function. Used for computing swap outputs.
* Simplifies to `1 - ( (y + k) / K )` when time to expiry is zero.
* Reverts if `R_y` is greater than one. Units are WAD.
Expand All @@ -137,7 +137,7 @@ library Invariant {
sdr = sdr * uint256(HALF_SCALAR);
sdr = vol.mulWadDown(sdr);

int256 phi = diviWad(int256(R_y) + inv, int256(stk));
int256 phi = diviWad(int256(R_y) - inv, int256(stk));

if (phi < 0) revert OOB(); // Negative input for `ppf` is invalid.
if (phi > ONE) revert OOB();
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