harb/onchain/script/backtesting/StrategyExecutor.sol

// SPDX-License-Identifier: GPL-3.0-or-later
pragma solidity ^0.8.19;

import { LiquidityManager } from "../../src/LiquidityManager.sol";
import { ThreePositionStrategy } from "../../src/abstracts/ThreePositionStrategy.sol";
import { FormatLib } from "./FormatLib.sol";
import { PositionTracker } from "./PositionTracker.sol";
import { IERC20 } from "@openzeppelin/token/ERC20/IERC20.sol";
import { IUniswapV3Pool } from "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
import { console2 } from "forge-std/console2.sol";

/**
 * @title StrategyExecutor
 * @notice Drives the KrAIken recenter loop during event replay.
 *
 * Called by EventReplayer after every block advancement. Triggers
 * LiquidityManager.recenter() once per `recenterInterval` blocks and logs:
 *   - Block number and timestamp
 *   - Pre/post positions (tickLower, tickUpper, liquidity) for Floor, Anchor, Discovery
 *   - Fees collected (WETH + KRK) as the delta of feeDestination's balances
 *   - Revert reason on failure (logged and skipped — replay never halts)
 *
 * Position tracking and P&L metrics are delegated to PositionTracker, which is
 * notified on every block (for time-in-range) and on each successful recenter
 * (for position lifecycle and fee/IL accounting).
 *
 * Access model: StrategyExecutor must be set as recenterAccess on the LM so that
 * the cooldown and TWAP price-stability checks are bypassed in the simulation
 * (vm.warp advances simulated time, not real oracle state).
 *
 * TODO(#319): The negligible-impact assumption means we replay historical events
 * as-is without accounting for KrAIken's own liquidity affecting swap outcomes.
 * A future enhancement should add a feedback loop that adjusts replayed swap
 * amounts based on KrAIken's active tick ranges.
 */
contract StrategyExecutor {
    using FormatLib for uint256;
    using FormatLib for int256;

    // -------------------------------------------------------------------------
    // Configuration (immutable)
    // -------------------------------------------------------------------------

    LiquidityManager public immutable lm;
    IERC20 public immutable wethToken;
    IERC20 public immutable krkToken;
    address public immutable feeDestination;
    /// @notice Minimum block gap between recenter attempts.
    uint256 public immutable recenterInterval;
    /// @notice Position tracker — records lifecycle, fees, and P&L for each position.
    PositionTracker public immutable tracker;

    // -------------------------------------------------------------------------
    // Runtime state
    // -------------------------------------------------------------------------

    /// @notice Block of the last recenter attempt (successful or not).
    ///         Initialised to block.number at construction so the first recenter
    ///         attempt is deferred by recenterInterval blocks rather than firing
    ///         immediately on the first observed historical block.
    uint256 public lastRecenterBlock;
    uint256 public totalRecenters;
    uint256 public failedRecenters;

    // -------------------------------------------------------------------------
    // Constructor
    // -------------------------------------------------------------------------

    constructor(
        LiquidityManager _lm,
        IERC20 _wethToken,
        IERC20 _krkToken,
        address _feeDestination,
        uint256 _recenterInterval,
        IUniswapV3Pool _pool,
        bool _token0isWeth
    ) {
        lm = _lm;
        wethToken = _wethToken;
        krkToken = _krkToken;
        feeDestination = _feeDestination;
        recenterInterval = _recenterInterval;
        tracker = new PositionTracker(_pool, _token0isWeth);
        // Defer the first recenter attempt by recenterInterval blocks so we don't
        // try to recenter before any meaningful price movement has occurred.
        lastRecenterBlock = block.number;
    }

    // -------------------------------------------------------------------------
    // Main entry point (called by EventReplayer after each block advancement)
    // -------------------------------------------------------------------------

    /**
     * @notice Attempt a recenter if enough blocks have elapsed since the last one.
     *         Always notifies the tracker of the current block for time-in-range accounting.
     * @param blockNum Current block number (as advanced by EventReplayer via vm.roll).
     */
    function maybeRecenter(uint256 blockNum) external {
        // Always notify the tracker so time-in-range is counted for every observed block.
        tracker.notifyBlock(blockNum);

        if (blockNum - lastRecenterBlock < recenterInterval) return;

        // Snapshot pre-recenter positions.
        (uint128 fLiqPre, int24 fLoPre, int24 fHiPre) = lm.positions(ThreePositionStrategy.Stage.FLOOR);
        (uint128 aLiqPre, int24 aLoPre, int24 aHiPre) = lm.positions(ThreePositionStrategy.Stage.ANCHOR);
        (uint128 dLiqPre, int24 dLoPre, int24 dHiPre) = lm.positions(ThreePositionStrategy.Stage.DISCOVERY);

        // Snapshot fee destination balances to compute fees collected during this recenter.
        uint256 wethPre = wethToken.balanceOf(feeDestination);
        uint256 krkPre = krkToken.balanceOf(feeDestination);

        // Always advance lastRecenterBlock, even on failure, to avoid hammering a
        // persistently failing condition on every subsequent block.
        lastRecenterBlock = blockNum;

        bool success;
        bool isUp;
        string memory failReason;

        try lm.recenter() returns (bool _isUp) {
            success = true;
            isUp = _isUp;
            totalRecenters++;
        } catch Error(string memory reason) {
            failReason = reason;
            failedRecenters++;
        } catch {
            failReason = "unknown revert";
            failedRecenters++;
        }

        if (!success) {
            console2.log(string.concat("[recenter SKIP @ block ", blockNum.str(), "] reason: ", failReason));
            return;
        }

        // Snapshot post-recenter positions.
        (uint128 fLiqPost, int24 fLoPost, int24 fHiPost) = lm.positions(ThreePositionStrategy.Stage.FLOOR);
        (uint128 aLiqPost, int24 aLoPost, int24 aHiPost) = lm.positions(ThreePositionStrategy.Stage.ANCHOR);
        (uint128 dLiqPost, int24 dLoPost, int24 dHiPost) = lm.positions(ThreePositionStrategy.Stage.DISCOVERY);

        uint256 feesWeth = wethToken.balanceOf(feeDestination) - wethPre;
        uint256 feesKrk = krkToken.balanceOf(feeDestination) - krkPre;

        // Record recenter in position tracker.
        tracker.recordRecenter(
            PositionTracker.PositionSnapshot({
                floorLiq: fLiqPre,
                floorLo: fLoPre,
                floorHi: fHiPre,
                anchorLiq: aLiqPre,
                anchorLo: aLoPre,
                anchorHi: aHiPre,
                discLiq: dLiqPre,
                discLo: dLoPre,
                discHi: dHiPre
            }),
            PositionTracker.PositionSnapshot({
                floorLiq: fLiqPost,
                floorLo: fLoPost,
                floorHi: fHiPost,
                anchorLiq: aLiqPost,
                anchorLo: aLoPost,
                anchorHi: aHiPost,
                discLiq: dLiqPost,
                discLo: dLoPost,
                discHi: dHiPost
            }),
            feesWeth,
            feesKrk,
            blockNum,
            block.timestamp
        );

        _logRecenter(
            blockNum,
            isUp,
            fLiqPre,
            fLoPre,
            fHiPre,
            aLiqPre,
            aLoPre,
            aHiPre,
            dLiqPre,
            dLoPre,
            dHiPre,
            fLiqPost,
            fLoPost,
            fHiPost,
            aLiqPost,
            aLoPost,
            aHiPost,
            dLiqPost,
            dLoPost,
            dHiPost,
            feesWeth,
            feesKrk
        );
    }

    // -------------------------------------------------------------------------
    // Summary
    // -------------------------------------------------------------------------

    /**
     * @notice Print a summary of all recenter activity. Call at end of replay.
     */
    function logSummary() external view {
        (uint128 fLiq, int24 fLo, int24 fHi) = lm.positions(ThreePositionStrategy.Stage.FLOOR);
        (uint128 aLiq, int24 aLo, int24 aHi) = lm.positions(ThreePositionStrategy.Stage.ANCHOR);
        (uint128 dLiq, int24 dLo, int24 dHi) = lm.positions(ThreePositionStrategy.Stage.DISCOVERY);

        console2.log("=== KrAIken Strategy Summary ===");
        console2.log("Total recenters:  ", totalRecenters);
        console2.log("Failed recenters: ", failedRecenters);
        console2.log("Recenter interval:", recenterInterval, "blocks");
        console2.log(string.concat("Final Floor:     tick [", int256(fLo).istr(), ", ", int256(fHi).istr(), "] liq=", uint256(fLiq).str()));
        console2.log(string.concat("Final Anchor:    tick [", int256(aLo).istr(), ", ", int256(aHi).istr(), "] liq=", uint256(aLiq).str()));
        console2.log(string.concat("Final Discovery: tick [", int256(dLo).istr(), ", ", int256(dHi).istr(), "] liq=", uint256(dLiq).str()));

        // Use lastNotifiedBlock from the tracker as the authoritative final block —
        // it reflects the last block actually processed by the replay, which may be
        // up to recenterInterval blocks later than lastRecenterBlock.
        tracker.logFinalSummary(tracker.lastNotifiedBlock());
    }

    // -------------------------------------------------------------------------
    // Internal helpers
    // -------------------------------------------------------------------------

    function _logRecenter(
        uint256 blockNum,
        bool isUp,
        uint128 fLiqPre,
        int24 fLoPre,
        int24 fHiPre,
        uint128 aLiqPre,
        int24 aLoPre,
        int24 aHiPre,
        uint128 dLiqPre,
        int24 dLoPre,
        int24 dHiPre,
        uint128 fLiqPost,
        int24 fLoPost,
        int24 fHiPost,
        uint128 aLiqPost,
        int24 aLoPost,
        int24 aHiPost,
        uint128 dLiqPost,
        int24 dLoPost,
        int24 dHiPost,
        uint256 feesWeth,
        uint256 feesKrk
    )
        internal
        view
    {
        console2.log(string.concat("=== Recenter #", totalRecenters.str(), " @ block ", blockNum.str(), " direction=", isUp ? "UP" : "DOWN", " ==="));
        console2.log(string.concat("  Floor   pre:  tick [", int256(fLoPre).istr(), ", ", int256(fHiPre).istr(), "] liq=", uint256(fLiqPre).str()));
        console2.log(string.concat("  Anchor  pre:  tick [", int256(aLoPre).istr(), ", ", int256(aHiPre).istr(), "] liq=", uint256(aLiqPre).str()));
        console2.log(string.concat("  Disc    pre:  tick [", int256(dLoPre).istr(), ", ", int256(dHiPre).istr(), "] liq=", uint256(dLiqPre).str()));
        console2.log(string.concat("  Floor   post: tick [", int256(fLoPost).istr(), ", ", int256(fHiPost).istr(), "] liq=", uint256(fLiqPost).str()));
        console2.log(string.concat("  Anchor  post: tick [", int256(aLoPost).istr(), ", ", int256(aHiPost).istr(), "] liq=", uint256(aLiqPost).str()));
        console2.log(string.concat("  Disc    post: tick [", int256(dLoPost).istr(), ", ", int256(dHiPost).istr(), "] liq=", uint256(dLiqPost).str()));
        console2.log(string.concat("  Fees WETH: ", feesWeth.str(), "  Fees KRK: ", feesKrk.str()));
    }
}