CODE_NOTES.md

Code Implementation Notes

This document captures specific implementation decisions and behaviors that may not be immediately obvious from reading the code.

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CurveLib.addLiquidity - Virtual Price Zero Handling

Location: src/libraries/CurveLib.sol - addLiquidity function

Behavior: Reverts when get_virtual_price() == 0.

Intention: Prevents adding liquidity to unseeded pools, which could lead to unfavorable exchange rates.

// Intentionally reverts when get_virtual_price() == 0 to prevent adding liquidity to unseeded pools
require(
    params.minLpAmount >= valueDeposited
        * params.maxSlippage
        / curvePool.get_virtual_price(),
    "MC/min-amount-not-met"
);

See Operational Requirements for seeding requirements.

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Error Message Prefixes

Prefix	Source
MC/	MainnetController or shared controller logic
FC/	ForeignController-specific logic
RL/	RateLimits contract

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Slippage Checks

All swap and liquidity operations require maxSlippage != 0:

require(params.maxSlippage != 0, "MC/max-slippage-not-set");

Rationale: Zero slippage would disable protection, allowing arbitrarily bad trades by compromised relayers.

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Rate Limit Key Generation

Rate limit keys combine a function identifier with an address via keccak256. This provides:

• Granular per-integration rate limiting
• Implicit whitelisting (only configured addresses work)
• Flexibility for future function signatures

See RateLimitHelpers.sol for utilities and Rate Limits for design rationale.