QuantAMM
QuantAMM
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Submission Details
Severity: low
Invalid

Precision loss in `locals.newWeights` calculation

newspacexyz

Summary

The function _getWeights inappropriately orders arithmetic operations when calculating locals.newWeights[locals.i]. The current implementation may result in precision loss due to rounding during integer division, impacting the accuracy of the calculated weights.

Vulnerability Details

https://github.com/Cyfrin/2024-12-quantamm/blob/a775db4273eb36e7b4536c5b60207c9f17541b92/pkg/pool-quantamm/contracts/rules/AntimomentumUpdateRule.sol#L81

https://github.com/Cyfrin/2024-12-quantamm/blob/a775db4273eb36e7b4536c5b60207c9f17541b92/pkg/pool-quantamm/contracts/rules/ChannelFollowingUpdateRule.sol#L134

https://github.com/Cyfrin/2024-12-quantamm/blob/a775db4273eb36e7b4536c5b60207c9f17541b92/pkg/pool-quantamm/contracts/rules/DifferenceMomentumUpdateRule.sol#L105

https://github.com/Cyfrin/2024-12-quantamm/blob/a775db4273eb36e7b4536c5b60207c9f17541b92/pkg/pool-quantamm/contracts/rules/MinimumVarianceUpdateRule.sol#L48-L50

https://github.com/Cyfrin/2024-12-quantamm/blob/a775db4273eb36e7b4536c5b60207c9f17541b92/pkg/pool-quantamm/contracts/rules/MomentumUpdateRule.sol#L82

https://github.com/Cyfrin/2024-12-quantamm/blob/a775db4273eb36e7b4536c5b60207c9f17541b92/pkg/pool-quantamm/contracts/rules/PowerChannelUpdateRule.sol#L96

locals.newWeights[locals.i] = ONE.div(locals.denominator).mul(int256(locals.newWeights[locals.i]));

Impact

Incorrect Weight Calculation: The precision loss can result in inaccurate weights.

Tools Used

Recommendations

Reorder Arithmetic Operations:
Replace:

locals.newWeights[locals.i] = ONE.div(locals.denominator).mul(int256(locals.newWeights[locals.i]));

With:

locals.newWeights[locals.i] = ONE.mul(int256(locals.newWeights[locals.i])).div(locals.denominator);
Updates

Lead Judging Commences

n0kto Lead Judge 4 months ago
Submission Judgement Published
Invalidated
Reason: Known issue
Assigned finding tags:

invalid_Rules_getWeights_precision_loss_div_mul

## [Low-24] Divide before multiply

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