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14 changes: 12 additions & 2 deletions contracts/amm/spread/SpreadCloseSwapService.sol
Original file line number Diff line number Diff line change
Expand Up @@ -79,16 +79,26 @@ contract SpreadCloseSwapService is ISpreadCloseSwapService {
actualTimeWeightedNotionalToSave = 0;
swapTimePast = 0;
}
// @dev Ensure denominator is at least 1% of tenor to prevent near-zero division
// that could cause uint96 overflow in SpreadStorageLibs.saveTimeWeightedNotionalForAssetAndTenor
uint256 denominator = tenorInSeconds - swapTimePast;
uint256 minDenominator = tenorInSeconds / 100;
if (minDenominator == 0) {
minDenominator = 1;
}
if (denominator < minDenominator) {
denominator = minDenominator;
}
if (direction == 0) {
timeWeightedNotional.lastUpdateTimePayFixed = lastOpenSwap.openSwapTimestamp;
timeWeightedNotional.timeWeightedNotionalPayFixed =
(actualTimeWeightedNotionalToSave * tenorInSeconds) /
(tenorInSeconds - swapTimePast);
denominator;
} else {
timeWeightedNotional.lastUpdateTimeReceiveFixed = lastOpenSwap.openSwapTimestamp;
timeWeightedNotional.timeWeightedNotionalReceiveFixed =
(actualTimeWeightedNotionalToSave * tenorInSeconds) /
(tenorInSeconds - swapTimePast);
denominator;
}
} else {
if (direction == 0) {
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