FLO-15: Fix incorrect linearization in fundsAvailableAboveTargetHealthAfterDepositing#284
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jordanschalm wants to merge 4 commits intomainfrom
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FLO-15: Fix incorrect linearization in fundsAvailableAboveTargetHealthAfterDepositing#284jordanschalm wants to merge 4 commits intomainfrom
fundsAvailableAboveTargetHealthAfterDepositing#284jordanschalm wants to merge 4 commits intomainfrom
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The shortcut in fundsAvailableAboveTargetHealthAfterDepositing incorrectly treats a same-type deposit as a simple additive offset. When the deposit flips a debit balance to credit, the first portion repays debt (scaled by 1/borrowFactor) while the excess becomes collateral (scaled by collateralFactor). With cf=0.8 and bf=1.0, this overestimates by 10 (returns 150 instead of 140). Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Remove the incorrect shortcut in fundsAvailableAboveTargetHealthAfterDepositing that assumed depositing and withdrawing the same token is a simple additive offset. Instead, always compute the post-deposit true balance via trueBalanceAfterDelta, which correctly handles debt repayment vs collateral addition when a deposit flips a debit balance to credit. Also extract buildTokenSnapshot helper to deduplicate 6 identical TokenSnapshot constructor calls in FlowALPv0, and change FlowALPHealth.computeAvailableWithdrawal to accept a true balance directly. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
…tation - Fix mismatched argument label/type: convert InternalBalance to true Balance via TokenSnapshot before calling FlowALPHealth.computeAvailableWithdrawal - Avoid redundant _getUpdatedBalanceSheet calls in _rebalancePositionNoLock by reusing the already-computed balance sheet for withdrawal/deposit calculations - Add early returns for zero-amount deposit/withdrawal to skip buildTokenSnapshot - Fix missing variance argument in equalWithinVariance test assertions Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
tim-barry
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Apr 9, 2026
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| // TODO | ||
| // - Test depositing withdraw type without pushing to sink, creating a Credit balance before testing |
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This TODO was just moved around in the file (from here), wasn't planning to address it here.
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Closes #224.
Extends #275 (review that first).
This PR:
buildTokenSnapshotto avoid inline construction of token snapshotsfundsAvailableAboveTargetHealthAfterDepositingto correctly handle same deposit/withdrawal types, by simulating the deposit on theBalancepassed to the underlying health calculation function.