QuantAMM
QuantAMM
49,600 OP
View results
Previous Next
Submission Details
Severity: medium
Valid

Wrong calculation in `_clampWeights()`

cipher27

Summary

The _clampWeights() calculates the weights incorrectly.

Vulnerability Details

In _clampWeights(), it normalizes the weights that the sum is ONE and each weight is between absoluteMin and absoluteMax.

function _clampWeights(
int256[] memory _weights,
int256 _absoluteWeightGuardRail
) internal pure returns (int256[] memory) {
unchecked {
uint weightLength = _weights.length;
if (weightLength == 1) {
return _weights;
}
int256 absoluteMin = _absoluteWeightGuardRail;
int256 absoluteMax = ONE -
(PRBMathSD59x18.fromInt(int256(_weights.length - 1)).mul(_absoluteWeightGuardRail));
int256 sumRemainerWeight = ONE;
int256 sumOtherWeights;
​
for (uint i; i < weightLength; ++i) {
if (_weights[i] < absoluteMin) {
_weights[i] = absoluteMin;
sumRemainerWeight -= absoluteMin;
} else if (_weights[i] > absoluteMax) {
_weights[i] = absoluteMax;
sumOtherWeights += absoluteMax;
} //@audit otherwise, don't add??
}
if (sumOtherWeights != 0) {
int256 proportionalRemainder = sumRemainerWeight.div(sumOtherWeights);
for (uint i; i < weightLength; ++i) {
if (_weights[i] != absoluteMin) {
_weights[i] = _weights[i].mul(proportionalRemainder);
}
}
}
}
return _weights;
}

But while calculating sumOtherWeights, it's not updated when the weight is between absoluteMin and absoluteMax.
So sumOtherWeights will be smaller than the expected sum. (sum of all elements except for the min weights)
After applying the proporation, the weight sum will be larger than ONE.

Impact

The _weights will be calculated incorrectly in _clampWeights().

Recommendations

Recommend modifying like this.

for (uint i; i < weightLength; ++i) {
if (_weights[i] < absoluteMin) {
_weights[i] = absoluteMin;
sumRemainerWeight -= absoluteMin;
} else if (_weights[i] > absoluteMax) {
_weights[i] = absoluteMax;
sumOtherWeights += absoluteMax;
}
+ else {
+ sumOtherWeights += _weights[i];
+ }
}
Updates

Lead Judging Commences

n0kto Lead Judge 10 months ago
Submission Judgement Published
Validated
Assigned finding tags:

finding_clampWeights_normalizeWeightUpdates_incorrect_calculation_of_sumOtherWeights_proportionalRemainder

Likelihood: Medium/High, when a weight is above absoluteMax. Impact: Low/Medium, weights deviate much faster, and sum of weights also.

Support

FAQs

Can't find an answer? Chat with us on Discord, Twitter or Linkedin.