Merge pull request 'fix: Backtesting #2: Foundry script skeleton + Uniswap V3 shadow pool deployment (#316)' (#332) from fix/issue-316 into master

onchain/script/backtesting/BacktestRunner.s.sol

@@ -0,0 +1,107 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity ^0.8.19;
+
+import { Script } from "forge-std/Script.sol";
+import { console2 } from "forge-std/console2.sol";
+import { MockToken } from "./MockToken.sol";
+import { ShadowPool, ShadowPoolDeployer } from "./ShadowPoolDeployer.sol";
+
+/**
+ * @title BacktestRunner
+ * @notice Entry point for backtesting. Deploys a UniswapV3 shadow pool that mirrors the
+ *         AERO/WETH 1% pool configuration, initialised at the price from the event cache.
+ *
+ * Usage:
+ *   forge script script/backtesting/BacktestRunner.s.sol \
+ *       --rpc-url http://localhost:8545 --broadcast \
+ *       [BACKTEST_EVENTS_FILE=/path/to/events.jsonl] \
+ *       [INITIAL_SQRT_PRICE_X96=<uint160>]
+ *
+ * Price resolution order (first that succeeds wins):
+ *   1. Environment variable INITIAL_SQRT_PRICE_X96
+ *   2. sqrtPriceX96 field from the first line of $BACKTEST_EVENTS_FILE
+ *   3. Default: 2^96 (tick = 0, price 1:1)
+ */
+contract BacktestRunner is Script {
+    /// @dev 2^96 — corresponds to tick 0 (price ratio 1:1).
+    uint160 internal constant DEFAULT_SQRT_PRICE_X96 = 79_228_162_514_264_337_593_543_950_336;
+
+    // -------------------------------------------------------------------------
+    // Price resolution helpers
+    // -------------------------------------------------------------------------
+
+    /**
+     * @notice Parse sqrtPriceX96 from the first line of a JSON Lines events file.
+     * @dev Must be `external` so it can be called via `this.` inside a try/catch.
+     *      fetch-events.ts serialises BigInt values as decimal strings, so we use
+     *      parseJsonString then parseUint rather than parseJsonUint.
+     */
+    function _parseSqrtPriceFromFile(string memory eventsFile) external view returns (uint160) {
+        string memory line = vm.readLine(eventsFile);
+        string memory sqrtStr = vm.parseJsonString(line, ".sqrtPriceX96");
+        return uint160(vm.parseUint(sqrtStr));
+    }
+
+    /**
+     * @notice Resolve the initial sqrtPriceX96 without broadcasting any transaction.
+     * @dev Call this BEFORE vm.startBroadcast() — the `this.` external call must not
+     *      be included in the broadcast.
+     */
+    function _resolveSqrtPrice() internal view returns (uint160) {
+        // 1. Explicit env override.
+        try vm.envUint("INITIAL_SQRT_PRICE_X96") returns (uint256 val) {
+            if (val != 0) return uint160(val);
+        } catch {}
+
+        // 2. First Swap event in the events cache.
+        try vm.envString("BACKTEST_EVENTS_FILE") returns (string memory eventsFile) {
+            try this._parseSqrtPriceFromFile(eventsFile) returns (uint160 val) {
+                if (val != 0) return val;
+            } catch {}
+        } catch {}
+
+        // 3. Fallback default.
+        return DEFAULT_SQRT_PRICE_X96;
+    }
+
+    // -------------------------------------------------------------------------
+    // Main entry point
+    // -------------------------------------------------------------------------
+
+    function run() external {
+        // Resolve price before broadcast so the self-call is not recorded.
+        uint160 sqrtPriceX96 = _resolveSqrtPrice();
+
+        vm.startBroadcast();
+
+        // Deploy mock ERC20 tokens (18 decimals, matching AERO and WETH).
+        MockToken tokenA = new MockToken("Mock AERO", "mAERO", 18);
+        MockToken tokenB = new MockToken("Mock WETH", "mWETH", 18);
+
+        // Mint an initial supply to the broadcaster for future liquidity seeding.
+        address sender = msg.sender;
+        tokenA.mint(sender, 1_000_000 ether);
+        tokenB.mint(sender, 1_000_000 ether);
+
+        // Deploy factory + pool and initialise at the resolved price.
+        ShadowPool memory sp = ShadowPoolDeployer.deploy(address(tokenA), address(tokenB), sqrtPriceX96);
+
+        vm.stopBroadcast();
+
+        // Query pool state (view calls, no broadcast needed).
+        (uint160 slot0SqrtPrice, int24 tick,,,,,) = sp.pool.slot0();
+        uint128 liquidity = sp.pool.liquidity();
+        int24 tickSpacing = sp.pool.tickSpacing();
+
+        console2.log("=== Backtesting Shadow Pool Deployment ===");
+        console2.log("Factory:        ", address(sp.factory));
+        console2.log("Pool:           ", address(sp.pool));
+        console2.log("Token0:         ", sp.token0);
+        console2.log("Token1:         ", sp.token1);
+        console2.log("Fee tier:       ", uint256(ShadowPoolDeployer.SHADOW_FEE));
+        console2.log("Tick spacing:   ", int256(tickSpacing));
+        console2.log("sqrtPriceX96:   ", uint256(slot0SqrtPrice));
+        console2.log("Initial tick:   ", int256(tick));
+        console2.log("Liquidity:      ", uint256(liquidity));
+    }
+}

onchain/script/backtesting/MockToken.sol

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+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity ^0.8.19;
+
+import { ERC20 } from "@openzeppelin/token/ERC20/ERC20.sol";
+
+/**
+ * @title MockToken
+ * @notice Minimal ERC20 with open mint for backtesting only. No access control.
+ */
+contract MockToken is ERC20 {
+    uint8 private _dec;
+
+    constructor(string memory name, string memory symbol, uint8 decimals_) ERC20(name, symbol) {
+        _dec = decimals_;
+    }
+
+    function decimals() public view override returns (uint8) {
+        return _dec;
+    }
+
+    function mint(address to, uint256 amount) external {
+        _mint(to, amount);
+    }
+}

onchain/script/backtesting/ShadowPoolDeployer.sol

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+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity ^0.8.19;
+
+import { IUniswapV3Factory } from "@uniswap-v3-core/interfaces/IUniswapV3Factory.sol";
+import { IUniswapV3Pool } from "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
+import { UniswapHelpers } from "../../src/helpers/UniswapHelpers.sol";
+
+struct ShadowPool {
+    IUniswapV3Factory factory;
+    IUniswapV3Pool pool;
+    address token0;
+    address token1;
+}
+
+/**
+ * @title ShadowPoolDeployer
+ * @notice Deploys a fresh UniswapV3Factory and pool for backtesting.
+ *         SHADOW_FEE = 10 000 (1%) matches the AERO/WETH pool on Base.
+ */
+library ShadowPoolDeployer {
+    uint24 internal constant SHADOW_FEE = 10_000;
+
+    /**
+     * @notice Deploy a new UniswapV3 factory + pool and initialize it.
+     * @param tokenA  One of the two mock tokens (any order).
+     * @param tokenB  The other mock token.
+     * @param sqrtPriceX96  Initial sqrt price (Q64.96).
+     * @return sp  ShadowPool struct with factory, pool, token0, token1 addresses.
+     */
+    function deploy(
+        address tokenA,
+        address tokenB,
+        uint160 sqrtPriceX96
+    )
+        internal
+        returns (ShadowPool memory sp)
+    {
+        sp.factory = UniswapHelpers.deployUniswapFactory();
+
+        address poolAddr = sp.factory.createPool(tokenA, tokenB, SHADOW_FEE);
+        sp.pool = IUniswapV3Pool(poolAddr);
+
+        sp.pool.initialize(sqrtPriceX96);
+
+        // Resolve canonical token ordering from the pool.
+        sp.token0 = sp.pool.token0();
+        sp.token1 = sp.pool.token1();
+    }
+}