Fix/Pricing-helper-expansion

packages/contracts/contracts/LenderCommitmentForwarder/extensions/LenderCommitmentGroup/LenderCommitmentGroup_Pool_V2.sol

@@ -704,7 +704,7 @@ contract LenderCommitmentGroup_Pool_V2 is
         uint256 principalAmount 
     ) public view virtual returns (uint256 collateralTokensAmountToMatchValue) {
 
-        uint256 pairPriceWithTwapFromOracle = IUniswapPricingLibrary(UNISWAP_PRICING_HELPER)
+        ( uint256 pairPriceWithTwapFromOracle, uint256 oracle_exp_factor )  = IUniswapPricingLibrary(UNISWAP_PRICING_HELPER)
             .getUniswapPriceRatioForPoolRoutes(poolOracleRoutes);
 
 
@@ -716,10 +716,19 @@ contract LenderCommitmentGroup_Pool_V2 is
                 );
 
 
+        uint256 exp_factor = 1e18;
+
+
+        if ( maxPrincipalPerCollateralAmount == 0 || pairPriceWithTwapFromOracle < maxPrincipalPerCollateralAmount ) {
+
+            exp_factor = oracle_exp_factor ; 
+        }
+
         return
             getRequiredCollateral(
                 principalAmount,
-                principalPerCollateralAmount   
+                principalPerCollateralAmount ,
+                exp_factor // for principalPerCollateralAmount 
             );
     }
 
@@ -729,64 +738,42 @@ contract LenderCommitmentGroup_Pool_V2 is
      * @dev Calls the UniswapPricingLibrary to get TWAP (Time-Weighted Average Price) for the specified routes
      * @dev This is a low-level internal function that handles direct Uniswap oracle interaction
      * @param poolOracleRoutes Array of pool route configurations to use for price calculation
-     * @return The Uniswap price ratio expanded by the Uniswap expansion factor (2^96)
+     * @return The Uniswap price ratio expanded
      */
     function getUniswapPriceRatioForPoolRoutes(
        IUniswapPricingLibrary.PoolRouteConfig[] memory poolOracleRoutes
-    ) internal  view virtual returns (uint256 ) {
+    ) internal  view virtual returns (uint256, uint256 ) {
 
-        uint256 pairPriceWithTwapFromOracle = IUniswapPricingLibrary(UNISWAP_PRICING_HELPER)
+        (uint256 pairPriceWithTwapFromOracle , uint256 exp_factor) = IUniswapPricingLibrary(UNISWAP_PRICING_HELPER)
             .getUniswapPriceRatioForPoolRoutes(poolOracleRoutes);
 
 
-        return pairPriceWithTwapFromOracle;
+        return (pairPriceWithTwapFromOracle, exp_factor) ;
     }
 
-    /**
-     * @notice Calculates the principal token amount per collateral token based on Uniswap oracle prices
-     * @dev Uses Uniswap TWAP and applies any configured maximum limits
-     * @dev Returns the lesser of the oracle price or the configured maximum (if set)
-     * @param poolOracleRoutes Array of pool route configurations to use for price calculation
-     * @return The principal per collateral ratio, expanded by the Uniswap expansion factor
-     */
-    function getPrincipalForCollateralForPoolRoutes(
-        IUniswapPricingLibrary.PoolRouteConfig[] memory poolOracleRoutes
-    ) external view virtual returns (uint256 ) {
-
-        uint256 pairPriceWithTwapFromOracle = IUniswapPricingLibrary(UNISWAP_PRICING_HELPER)
-            .getUniswapPriceRatioForPoolRoutes(poolOracleRoutes);
-
-
-        uint256 principalPerCollateralAmount = maxPrincipalPerCollateralAmount == 0  
-                ? pairPriceWithTwapFromOracle   
-                : Math.min(
-                    pairPriceWithTwapFromOracle,
-                    maxPrincipalPerCollateralAmount //this is expanded by uniswap exp factor  
-                );
-
-
-        return principalPerCollateralAmount;
-    } 
+
 
 
     /**
      * @notice Calculates the amount of collateral tokens required for a given principal amount
      * @dev Converts principal amount to equivalent collateral based on current price ratio
      * @dev Uses the Math.mulDiv function with rounding up to ensure sufficient collateral
      * @param _principalAmount The amount of principal tokens to be borrowed
-     * @param _maxPrincipalPerCollateralAmount The exchange rate between principal and collateral (expanded by STANDARD_EXPANSION_FACTOR)
+     * @param _maxPrincipalPerCollateralAmount The exchange rate between principal and collateral (expanded by _maxPrincipalPerCollateralAmountExpFactor)
      * @return The required amount of collateral tokens, rounded up to ensure sufficient collateralization
      */
    function getRequiredCollateral(
         uint256 _principalAmount,
-        uint256 _maxPrincipalPerCollateralAmount 
+        uint256 _maxPrincipalPerCollateralAmount ,
+
+        uint256 _maxPrincipalPerCollateralAmountExpFactor
 
     ) internal  view virtual returns (uint256) {
 
          return
             MathUpgradeable.mulDiv(
                 _principalAmount,
-                STANDARD_EXPANSION_FACTOR,
+                _maxPrincipalPerCollateralAmountExpFactor,
                 _maxPrincipalPerCollateralAmount,
                 MathUpgradeable.Rounding.Up
             );  

packages/contracts/contracts/interfaces/IUniswapPricingLibrary.sol

@@ -16,7 +16,7 @@ interface IUniswapPricingLibrary {
 
      function getUniswapPriceRatioForPoolRoutes(
         PoolRouteConfig[] memory poolRoutes
-    ) external view returns (uint256 priceRatio);
+    ) external view returns (uint256 priceRatio, uint256 exp_factor);
 
 
      function getUniswapPriceRatioForPool(

packages/contracts/contracts/price_oracles/UniswapPricingHelper.sol

@@ -1,8 +1,6 @@
 pragma solidity >=0.8.0 <0.9.0;
 // SPDX-License-Identifier: MIT
 
-
-import "forge-std/console.sol";
 
 
 import {IUniswapPricingLibrary} from "../interfaces/IUniswapPricingLibrary.sol";
@@ -31,15 +29,13 @@ import "@openzeppelin/contracts-upgradeable/access/OwnableUpgradeable.sol";
 
 contract UniswapPricingHelper
 {
-
-
-    // use uniswap exp helper instead ? 
+
     uint256 constant STANDARD_EXPANSION_FACTOR = 1e18;
 
-
+        // no longer dividing by EXP_FACTOR here - just leave it 
     function getUniswapPriceRatioForPoolRoutes(
         IUniswapPricingLibrary.PoolRouteConfig[] memory poolRoutes
-    ) public view returns (uint256 priceRatio) {
+    ) public view returns (uint256 priceRatio, uint256 exp_factor) {
         require(poolRoutes.length <= 2, "invalid pool routes length");
 
         if (poolRoutes.length == 2) {
@@ -51,19 +47,14 @@ contract UniswapPricingHelper
                 poolRoutes[1]
             );
 
-
-            console.log("ratio");
-            console.logUint(pool0PriceRatio);
-            console.logUint(pool1PriceRatio);
-
             return
-                FullMath.mulDiv(
+                ( FullMath.mulDiv(
                     pool0PriceRatio,
                     pool1PriceRatio,
-                    STANDARD_EXPANSION_FACTOR
-                );
+                    1
+                   )  , 1e36 );
         } else if (poolRoutes.length == 1) {
-            return getUniswapPriceRatioForPool(poolRoutes[0]);
+            return ( getUniswapPriceRatioForPool(poolRoutes[0]) , 1e18 );
         }
 
         //else return 0
@@ -78,7 +69,7 @@ contract UniswapPricingHelper
 
 
 
-           // this is expanded by 2**96 or   1e28 
+           // this is expanded by 2**96 or  ~ 1e28 
       uint160 sqrtPriceX96 = getSqrtTwapX96(
             _poolRouteConfig.pool,
             _poolRouteConfig.twapInterval

packages/contracts/deployments/katana/BorrowSwap.json

@@ -1,5 +1,5 @@
 {
-  "address": "0x21499A1Fd9f36ce527CB4A9032072ef1bb7a22F6",
+  "address": "0x128bb34bbe1e9a6ac07268dfa475459334500e89",
   "abi": [
     {
       "type": "constructor",
@@ -302,5 +302,5 @@
     "blockNumber": null
   },
   "numDeployments": 1,
-  "implementation": "0xdc00F6F4083391b5a8DbC15CDf9A8D4A51640AcA"
+  "implementation": "0xe9d02c0e0449a396a09a42fe03ff06300c972db5"
 }

packages/contracts/tests/SmartCommitmentForwarder/LenderCommitmentGroup_Pool_V2_Override.sol

@@ -153,7 +153,9 @@ contract LenderCommitmentGroup_Pool_V2_Override is LenderCommitmentGroup_Pool_V2
 
     function getRequiredCollateral(
         uint256 _principalAmount,
-        uint256 maxPrincipalPerCollateralAmount
+        uint256 maxPrincipalPerCollateralAmount,
+         uint256 _maxPrincipalPerCollateralAmountExpFactor
+
     ) internal view override returns (uint256 collateralTokensAmountToMatchValue) {
         return mockRequiredCollateralAmount;
     }

packages/contracts/tests_fork/BorrowSwap_Test.sol

@@ -179,8 +179,8 @@ contract BorrowSwap_Fork_Test is Test {
         SmartCommitmentForwarder smartCommitmentForwarder = SmartCommitmentForwarder(0x9Fa5A22A3c0b8030147d363f68A763DEB9f00acB);
 
         // !!!! NEEDED !!!!!!!!!!! 
-        vm.prank(borrowerAddress);
-        smartCommitmentForwarder.addExtension( address(borrowSwap) );
+       // vm.prank(borrowerAddress);
+     //   smartCommitmentForwarder.addExtension( address(borrowSwap) );
 
 
 

packages/contracts/tests_fork/PoolBorrow_Test.sol

@@ -125,12 +125,36 @@ contract DeployPool_Fork_Test is Test {
       } 
 
 
+        function etch_mog_pool() public {
 
+            address tellerV2Address = 0x00182FdB0B880eE24D428e3Cc39383717677C37e;
+            address scfAddress = 0x80314D77E86d70A67126DA86EC823F5fc018c010;
+            address uniswapV3Factory = 0x1F98431c8aD98523631AE4a59f267346ea31F984 ;
+            address uniswapPricingHelper = 0x6B38aD36f17dd55bE44217d184DB8A01536aa104;
+
+
+          address poolAddress = 0x5F610ca9Ff0a0Ad9FbF91B8EB85A892fb0eBC620;
+
+
+          LenderCommitmentGroup_Pool_V2 newPool = new LenderCommitmentGroup_Pool_V2(
+            tellerV2Address,
+            scfAddress,
+            uniswapV3Factory,
+            uniswapPricingHelper
+          );
 
+          // Then replace the code at the deployed address
+          vm.etch( address(poolAddress) , address(newPool).code );
 
-      function test_pool_collateral_calc() public   {
 
+      } 
+
+
+
+
+      function test_pool_collateral_calc() public   {
 
+             etch_mog_pool();
            etch_uniswap_pricing_helper();