feat: Enhance fuzzing with staking integration and configurable parameters
- Add staking/unstaking actions to fuzzing scenarios (stake every 3rd trade) - Implement snatching logic when stake pool reaches capacity (uses max tax rate) - Add configurable parameters: - buyBias: Control buy vs sell ratio (0-100%) - stakingBias: Control stake vs unstake ratio (0-100%) - tradesPerRun: Configure number of trades per scenario - staking: Enable/disable staking entirely - Simplify to single trading strategy (_executeRandomLargeTrades) - Fix memory issues by recording only every 5th trade to CSV - Track staking metrics (stakes attempted/succeeded, snatches attempted/succeeded) - Update CLAUDE.md with new fuzzing parameters and usage examples - Clean up old TODO files and unused code 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <noreply@anthropic.com>
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10 changed files with 110 additions and 343 deletions
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@ -69,17 +69,30 @@ uint256 requiredEth = outstandingSupply.mulDiv(sqrtVwapX96, 1 << 96);
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## Fuzzing Analysis
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### Standard Fuzzing
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Test strategy resilience across market conditions:
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### Improved Fuzzing with Staking
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Test strategy resilience with configurable trading and staking:
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```bash
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# Quick test (50 runs, position CSV)
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./analysis/run-fuzzing.sh BullMarketOptimizer debugCSV
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# Basic test with default parameters
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./analysis/run-improved-fuzzing.sh BullMarketOptimizer runs=20
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# Full campaign (custom runs/trades)
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./analysis/run-fuzzing.sh WhaleOptimizer runs=100 trades=30
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# Advanced test with custom parameters
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./analysis/run-improved-fuzzing.sh BullMarketOptimizer runs=50 staking=on buybias=85 trades=60 stakingbias=95
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```
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**Parameters**:
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- `runs=N`: Number of fuzzing scenarios (default: 20)
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- `staking=on|off`: Enable/disable staking (default: on)
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- `buybias=N`: 0-100% bias towards buying vs selling (default: 50)
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- `trades=N`: Number of trades per scenario (default: 15, max ~70 due to memory)
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- `stakingbias=N`: 0-100% bias towards staking vs unstaking (default: 80)
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**How it works**:
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- Uses random trading strategy with configurable biases
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- Staking/unstaking happens automatically every 3rd trade
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- Records position data every 5th trade to avoid memory issues
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- Tracks staking metrics: attempts, successes, snatching events
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### Advanced Recording & Replay System
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**Find and Record Invariant Violations**:
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@ -1,75 +0,0 @@
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# TODO: Debugging Improvements
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Based on the floor position calculation bug investigation, here are the key areas that need improvement:
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## 1. Document Uniswap V3 Mechanics & Token Flows
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**Problem**: Confusion about ETH flow direction during trades and which token amounts are calculated in different positions.
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**Tasks**:
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- Create a visual diagram showing token flows during trades (when ETH flows IN vs OUT)
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- Document the relationship between token0/token1 and WETH/KRAIKEN
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- Explain how `getAmount0ForLiquidity` vs `getAmount1ForLiquidity` work with different tick ranges
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- Add examples showing what happens in each position type (ANCHOR, DISCOVERY, FLOOR) when token0isWeth=true
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- Create a reference table: "When calculating X, use Y function to get Z token"
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**Acceptance Criteria**: Developer can quickly determine which token is being calculated in any liquidity operation without trial and error.
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## 2. Document Optimizer Parameters & Effects
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**Problem**: Misunderstanding of how parameters like anchorShare and capitalInefficiency affect the protocol behavior.
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**Tasks**:
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- Create detailed documentation for each optimizer parameter:
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- `capitalInefficiency` (0-100%): How it affects KRAIKEN valuation for reserves (0% = 70% value, 100% = 170% value)
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- `anchorShare` (0-100%): How it reduces floor ETH allocation (95% = 90.1% floor, not 95% anchor)
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- `anchorWidth` (0-100): How it sets anchor position range as percentage of price
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- `discoveryDepth` (0-100%): How it controls discovery liquidity density (2x-10x multiplier)
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- Add examples showing how each parameter affects floor position placement
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- Create scenarios: "In a bull market with X parameters, expect floor at Y"
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**Acceptance Criteria**: Developer can predict where positions will be placed given optimizer parameters and market conditions.
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## 3. Implement Calculation Tracing & Visualization Tools
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**Problem**: Console.log doesn't work properly in Forge scripts, making it hard to debug complex calculations. Token flows are not visible.
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**Tasks**:
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- Create a `DebugEvent` system that works in all contexts:
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```solidity
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event DebugCalculation(string label, uint256 value, string unit);
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event DebugTokenFlow(string from, string to, address token, uint256 amount);
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```
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- Build a script to parse these events and display them nicely:
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```
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[CALC] Outstanding Supply: 91,373,741 KRAIKEN
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[FLOW] LiquidityManager -> UniswapPool: 96,159,882 KRAIKEN
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[CALC] After subtraction: 91,373,741 KRAIKEN (ERROR: should be ~2.4M)
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```
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- Add debug mode flag to contracts that enables detailed calculation logging
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- Create visualization tool that shows token balances at each step of recenter
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**Acceptance Criteria**: Developer can trace exact values through complex calculations without modifying contracts.
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## 4. Improve Code Quality: Type Safety, Tests & Invariants
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**Problem**: Easy to mix up ETH and KRAIKEN amounts (both uint256). Tests don't catch intermediate calculation errors.
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**Tasks**:
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- Implement type-safe token amounts:
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```solidity
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library TokenAmounts {
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struct EthAmount { uint256 value; }
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struct KraikenAmount { uint256 value; }
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}
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```
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- Add unit tests for intermediate calculations:
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```solidity
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function test_discoveryAmountIsKraiken() {
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// Test that discoveryAmount represents KRAIKEN, not ETH
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}
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```
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- Implement runtime invariant checks:
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```solidity
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require(floorTick - anchorUpperTick < 50000, "Floor too far from anchor");
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require(outstandingSupply < totalSupply / 2, "Outstanding supply unrealistic");
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```
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- Add invariant fuzzing tests that verify protocol assumptions always hold
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**Acceptance Criteria**: Bugs like wrong token type in calculations are caught at compile time or immediately during testing.
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@ -56,6 +56,8 @@ contract ImprovedFuzzingAnalysis is Test, CSVManager {
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bool public trackPositions;
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bool public enableStaking;
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uint256 public buyBias; // 0-100, percentage bias towards buying vs selling
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uint256 public tradesPerRun; // Number of trades/actions per scenario
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uint256 public stakingBias; // 0-100, percentage bias towards staking vs unstaking
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string public optimizerClass;
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function run() public virtual {
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@ -112,7 +114,7 @@ contract ImprovedFuzzingAnalysis is Test, CSVManager {
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// Initial recenter
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vm.prank(feeDestination);
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lm.recenter();
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try lm.recenter{gas: 50_000_000}() {} catch {}
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// Initialize position tracking for each seed
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if (trackPositions) {
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@ -198,74 +200,13 @@ contract ImprovedFuzzingAnalysis is Test, CSVManager {
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// Get initial discovery position
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(, int24 discoveryLower, int24 discoveryUpper) = lm.positions(ThreePositionStrategy.Stage.DISCOVERY);
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// First do some trading to generate KRAIKEN tokens
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// Buy KRAIKEN with ETH so accounts have tokens to stake
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// Need MUCH more KRAIKEN to fill the 20% pool
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_executeBuy(account, weth.balanceOf(account) * 3 / 4); // Buy 75% of ETH worth
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_executeBuy(whale, weth.balanceOf(whale) * 4 / 5); // Whale buys 80% of ETH worth
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// Initial buy to generate some KRAIKEN tokens for trading/staking
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_executeBuy(account, weth.balanceOf(account) / 4); // Buy 25% of ETH worth
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_executeBuy(whale, weth.balanceOf(whale) / 4); // Whale buys 25% of ETH worth
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// Now execute staking actions if enabled (accounts should have KRAIKEN now)
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if (enableStaking) {
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// More aggressive staking to fill the pool
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console.log(" === Starting initial staking round ===");
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for (uint256 i = 0; i < 30; i++) { // Increased to 30 to approach limit
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_executeStakingAction(rand + i * 1000);
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}
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}
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// Always use random trading strategy for consistent behavior
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_executeRandomLargeTrades(rand);
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// Strategy selection based on seed
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uint256 strategy = seed % 5;
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if (strategy == 0) {
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// STRATEGY 1: Massive coordinated sell to push into discovery
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_executeDiscoveryPush(rand);
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} else if (strategy == 1) {
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// STRATEGY 2: Whale manipulation
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_executeWhaleManipulation(rand);
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} else if (strategy == 2) {
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// STRATEGY 3: Volatile swings
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_executeVolatileSwings(rand);
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} else if (strategy == 3) {
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// STRATEGY 4: Sustained pressure
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_executeSustainedPressure(rand);
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} else {
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// STRATEGY 5: Random large trades
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_executeRandomLargeTrades(rand);
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}
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// More staking actions after trading if enabled
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if (enableStaking) {
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console.log(" === Post-trading staking round ===");
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// Try to stake more aggressively after trading to push pool over limit
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for (uint256 i = 0; i < 10; i++) { // Increased from 2 to 10
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_executeStakingAction(rand + i * 2000 + 5000);
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}
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// Final push to ensure we try snatching
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console.log(" === Final staking push (should trigger snatching) ===");
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// Check if we're near the limit
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uint256 finalPercent = stake.getPercentageStaked();
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console.log(" Current pool:", finalPercent / 1e16, "percent");
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// Force large stakes to exceed limit
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for (uint256 i = 0; i < 10; i++) {
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// Try to stake large amounts to push over limit
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uint256 largeAmount = harberg.balanceOf(account) / 2;
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if (largeAmount > harberg.minStake()) {
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vm.prank(account);
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harberg.approve(address(stake), largeAmount);
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_executeStakeWithAmount(account, largeAmount, uint32(i % 30));
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}
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largeAmount = harberg.balanceOf(whale) / 2;
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if (largeAmount > harberg.minStake()) {
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vm.prank(whale);
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harberg.approve(address(stake), largeAmount);
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_executeStakeWithAmount(whale, largeAmount, uint32((i + 15) % 30));
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}
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}
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}
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// Check if we reached discovery
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(, int24 currentTick,,,,,) = pool.slot0();
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@ -286,193 +227,15 @@ contract ImprovedFuzzingAnalysis is Test, CSVManager {
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finalBalance = weth.balanceOf(account);
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}
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function _executeDiscoveryPush(uint256 rand) internal virtual {
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console.log(" Strategy: Discovery Push");
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// Both accounts buy large amounts first
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uint256 traderBuy = weth.balanceOf(account) * 7 / 10; // 70% of balance
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uint256 whaleBuy = weth.balanceOf(whale) * 8 / 10; // 80% of balance
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_executeBuy(account, traderBuy);
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_executeBuy(whale, whaleBuy);
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if (trackPositions) {
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_recordPositionData("MassiveBuy");
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}
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// Now coordinated massive sell to push price down
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uint256 whaleKraiken = harberg.balanceOf(whale);
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_executeSell(whale, whaleKraiken); // Whale dumps all
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if (trackPositions) {
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_recordPositionData("WhaleDump");
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}
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// Trader tries to profit from the movement
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uint256 traderKraiken = harberg.balanceOf(account);
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if (traderKraiken > 0) {
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// Sell half during crash
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_executeSell(account, traderKraiken / 2);
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// Recenter during low price
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vm.warp(block.timestamp + 1 hours);
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vm.prank(feeDestination);
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try lm.recenter{gas: 50_000_000}() {} catch {}
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// Buy back at low price
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uint256 remainingWeth = weth.balanceOf(account);
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if (remainingWeth > 0) {
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_executeBuy(account, remainingWeth / 2);
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}
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}
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}
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function _executeWhaleManipulation(uint256 rand) internal {
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console.log(" Strategy: Whale Manipulation");
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// Whale does large trades to move price significantly
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for (uint256 i = 0; i < 5; i++) {
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// Apply buy bias to whale's action choice
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uint256 actionRoll = (rand >> i) % 100;
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uint256 action;
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if (actionRoll < buyBias) {
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action = 0; // Buy (biased)
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} else if (actionRoll < 85) {
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action = 1; // Sell
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} else {
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action = 2; // Recenter
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}
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if (action == 0) {
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// Large buy (increased with high buy bias)
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uint256 buyPct = buyBias > 70 ? 70 : 50;
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uint256 buyAmount = weth.balanceOf(whale) * buyPct / 100;
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if (buyAmount > 0) {
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_executeBuy(whale, buyAmount);
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}
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} else if (action == 1) {
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// Large sell (reduced with high buy bias)
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uint256 sellPct = buyBias > 70 ? 25 : 50;
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uint256 sellAmount = harberg.balanceOf(whale) * sellPct / 100;
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if (sellAmount > 0) {
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_executeSell(whale, sellAmount);
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}
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} else {
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// Trigger recenter
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vm.warp(block.timestamp + 30 minutes);
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vm.prank(feeDestination);
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try lm.recenter{gas: 50_000_000}() {} catch {}
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}
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// Trader tries to follow/counter (also biased)
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if (buyBias > 70 || weth.balanceOf(account) > harberg.balanceOf(account)) {
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if (weth.balanceOf(account) > 0) {
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_executeBuy(account, weth.balanceOf(account) / 4);
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}
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} else if (harberg.balanceOf(account) > 0) {
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_executeSell(account, harberg.balanceOf(account) / 4);
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}
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if (trackPositions && i % 2 == 0) {
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_recordPositionData("Whale");
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}
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}
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}
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function _executeVolatileSwings(uint256 rand) internal {
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console.log(" Strategy: Volatile Swings (with buy bias)");
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// Create large price swings (but bias towards buys if configured)
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for (uint256 i = 0; i < 8; i++) {
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// With high buy bias, reduce sell swings
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bool shouldSell = (i % 2 == 0) && (buyBias < 70);
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if (shouldSell) {
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// Swing down - coordinated sells (reduced with high buy bias)
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uint256 sellPct = buyBias > 50 ? 50 : 100;
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uint256 traderSell = harberg.balanceOf(account) * sellPct / 100;
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uint256 whaleSell = harberg.balanceOf(whale) * sellPct / 100;
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if (traderSell > 0) _executeSell(account, traderSell);
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if (whaleSell > 0) _executeSell(whale, whaleSell);
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// If we pushed price low enough, recenter
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(, int24 tick,,,,,) = pool.slot0();
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(, int24 discoveryLower,) = lm.positions(ThreePositionStrategy.Stage.DISCOVERY);
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if (tick < discoveryLower + 1000) {
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vm.warp(block.timestamp + 1 hours);
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vm.prank(feeDestination);
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try lm.recenter{gas: 50_000_000}() {} catch {}
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}
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} else {
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// Swing up - coordinated buys (increased with high buy bias)
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uint256 buyPctTrader = buyBias > 70 ? 80 : 60;
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uint256 buyPctWhale = buyBias > 70 ? 85 : 70;
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uint256 traderBuy = weth.balanceOf(account) * buyPctTrader / 100;
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uint256 whaleBuy = weth.balanceOf(whale) * buyPctWhale / 100;
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if (traderBuy > 0) _executeBuy(account, traderBuy);
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if (whaleBuy > 0) _executeBuy(whale, whaleBuy);
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}
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if (trackPositions) {
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_recordPositionData("Swing");
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}
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}
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}
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function _executeSustainedPressure(uint256 rand) internal {
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console.log(" Strategy: Sustained Pressure (buy bias:", buyBias, "%)");
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// First accumulate KRAIKEN (even more with high buy bias)
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uint256 buyPct = buyBias > 70 ? 95 : 90;
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_executeBuy(account, weth.balanceOf(account) * buyPct / 100);
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_executeBuy(whale, weth.balanceOf(whale) * buyPct / 100);
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if (trackPositions) {
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_recordPositionData("Accumulation");
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}
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// Now sustained selling pressure (reduced with high buy bias)
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uint256 totalKraiken = harberg.balanceOf(account) + harberg.balanceOf(whale);
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uint256 sellsPerAccount = buyBias > 70 ? 5 : 10; // Fewer sells with high buy bias
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uint256 amountPerSell = totalKraiken / (sellsPerAccount * 2);
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for (uint256 i = 0; i < sellsPerAccount; i++) {
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// Alternate sells between accounts
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if (harberg.balanceOf(account) >= amountPerSell) {
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_executeSell(account, amountPerSell);
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}
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if (harberg.balanceOf(whale) >= amountPerSell) {
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_executeSell(whale, amountPerSell);
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}
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// Check if we're approaching discovery
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(, int24 currentTick,,,,,) = pool.slot0();
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(, int24 discoveryUpper,) = lm.positions(ThreePositionStrategy.Stage.DISCOVERY);
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if (currentTick < discoveryUpper + 500) {
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console.log(" Approaching discovery, tick:", vm.toString(currentTick));
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// Recenter while near discovery
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vm.warp(block.timestamp + 30 minutes);
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vm.prank(feeDestination);
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try lm.recenter{gas: 50_000_000}() {} catch {}
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if (trackPositions) {
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_recordPositionData("Near_Discovery");
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}
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}
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}
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}
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function _executeRandomLargeTrades(uint256 rand) internal {
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console.log(" Strategy: Random Large Trades");
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console.log(" Buy bias:", buyBias, "%");
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console.log(" Trades:", tradesPerRun);
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if (enableStaking) {
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console.log(" Staking bias:", stakingBias, "%");
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}
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for (uint256 i = 0; i < 15; i++) {
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for (uint256 i = 0; i < tradesPerRun; i++) {
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rand = uint256(keccak256(abi.encodePacked(rand, i)));
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uint256 actor = rand % 2; // 0 = trader, 1 = whale
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@ -511,8 +274,21 @@ contract ImprovedFuzzingAnalysis is Test, CSVManager {
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try lm.recenter{gas: 50_000_000}() {} catch {}
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}
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if (trackPositions && i % 3 == 0) {
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_recordPositionData("Random");
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// Every 3rd trade, attempt staking/unstaking if enabled
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if (enableStaking && i % 3 == 2) {
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uint256 stakingRoll = uint256(keccak256(abi.encodePacked(rand, "staking", i))) % 100;
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if (stakingRoll < stakingBias) {
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// Try to stake
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||||
_executeStake(rand + i * 1000);
|
||||
} else {
|
||||
// Try to unstake
|
||||
_executeExitPosition(rand + i * 1000);
|
||||
}
|
||||
}
|
||||
|
||||
// Only record every 5th trade to avoid memory issues with large trade counts
|
||||
if (trackPositions && i % 5 == 0) {
|
||||
_recordPositionData("Trade");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
@ -550,6 +326,8 @@ contract ImprovedFuzzingAnalysis is Test, CSVManager {
|
|||
trackPositions = vm.envOr("TRACK_POSITIONS", false);
|
||||
enableStaking = vm.envOr("ENABLE_STAKING", true); // Default to true
|
||||
buyBias = vm.envOr("BUY_BIAS", uint256(50)); // Default 50% (balanced)
|
||||
tradesPerRun = vm.envOr("TRADES_PER_RUN", uint256(15)); // Default 15 trades
|
||||
stakingBias = vm.envOr("STAKING_BIAS", uint256(80)); // Default 80% stake vs 20% unstake
|
||||
optimizerClass = vm.envOr("OPTIMIZER_CLASS", string("BullMarketOptimizer"));
|
||||
}
|
||||
|
||||
|
|
|
|||
|
|
@ -15,7 +15,7 @@ library CSVHelper {
|
|||
*/
|
||||
function createPositionsHeader() internal pure returns (string memory) {
|
||||
return
|
||||
"precedingAction, currentTick, floorTickLower, floorTickUpper, floorLiquidity, anchorTickLower, anchorTickUpper, anchorLiquidity, discoveryTickLower, discoveryTickUpper, discoveryLiquidity, token0isWeth";
|
||||
"precedingAction, currentTick, floorTickLower, floorTickUpper, floorLiquidity, anchorTickLower, anchorTickUpper, anchorLiquidity, discoveryTickLower, discoveryTickUpper, discoveryLiquidity, token0isWeth, percentageStaked, avgTaxRate";
|
||||
}
|
||||
|
||||
function createTimeSeriesHeader() internal pure returns (string memory) {
|
||||
|
|
|
|||
|
|
@ -1,10 +1,10 @@
|
|||
#!/bin/bash
|
||||
|
||||
# Usage: ./run-improved-fuzzing.sh [optimizer] [runs=N] [staking=on|off] [buybias=N]
|
||||
# Usage: ./run-improved-fuzzing.sh [optimizer] [runs=N] [staking=on|off] [buybias=N] [trades=N] [stakingbias=N]
|
||||
# Examples:
|
||||
# ./run-improved-fuzzing.sh BullMarketOptimizer runs=50
|
||||
# ./run-improved-fuzzing.sh WhaleOptimizer runs=20 staking=off
|
||||
# ./run-improved-fuzzing.sh BullMarketOptimizer runs=200 staking=on buybias=100
|
||||
# ./run-improved-fuzzing.sh BullMarketOptimizer runs=200 staking=on buybias=100 trades=30 stakingbias=95
|
||||
|
||||
# Colors for output
|
||||
RED='\033[0;31m'
|
||||
|
|
@ -19,6 +19,8 @@ OPTIMIZER=${1:-BullMarketOptimizer}
|
|||
RUNS=${2:-runs=20}
|
||||
STAKING=${3:-staking=on}
|
||||
BUYBIAS=${4:-buybias=50}
|
||||
TRADES=${5:-trades=15}
|
||||
STAKINGBIAS=${6:-stakingbias=80}
|
||||
|
||||
# Parse runs parameter
|
||||
if [[ $RUNS == runs=* ]]; then
|
||||
|
|
@ -42,13 +44,29 @@ if [[ $BUYBIAS == buybias=* ]]; then
|
|||
BUYBIAS_VALUE=${BUYBIAS#buybias=}
|
||||
fi
|
||||
|
||||
# Parse trades parameter
|
||||
TRADES_VALUE="15"
|
||||
if [[ $TRADES == trades=* ]]; then
|
||||
TRADES_VALUE=${TRADES#trades=}
|
||||
fi
|
||||
|
||||
# Parse staking bias parameter
|
||||
STAKINGBIAS_VALUE="80"
|
||||
if [[ $STAKINGBIAS == stakingbias=* ]]; then
|
||||
STAKINGBIAS_VALUE=${STAKINGBIAS#stakingbias=}
|
||||
fi
|
||||
|
||||
TIMESTAMP=$(date +%Y%m%d_%H%M%S)
|
||||
OUTPUT_DIR="fuzzing_results_improved_${OPTIMIZER}_${TIMESTAMP}"
|
||||
|
||||
echo -e "${GREEN}=== Improved Fuzzing Analysis ===${NC}"
|
||||
echo "Optimizer: $OPTIMIZER"
|
||||
echo "Total runs: $RUNS_VALUE"
|
||||
echo "Trades per run: $TRADES_VALUE"
|
||||
echo "Staking: $([ "$STAKING_ENABLED" = "true" ] && echo "enabled" || echo "disabled")"
|
||||
if [ "$STAKING_ENABLED" = "true" ]; then
|
||||
echo "Staking bias: $STAKINGBIAS_VALUE%"
|
||||
fi
|
||||
echo "Buy bias: $BUYBIAS_VALUE%"
|
||||
echo "Output directory: $OUTPUT_DIR"
|
||||
echo ""
|
||||
|
|
@ -76,8 +94,10 @@ FUZZING_RUNS=$RUNS_VALUE \
|
|||
OPTIMIZER_CLASS=$OPTIMIZER \
|
||||
ENABLE_STAKING=$STAKING_ENABLED \
|
||||
BUY_BIAS=$BUYBIAS_VALUE \
|
||||
TRADES_PER_RUN=$TRADES_VALUE \
|
||||
STAKING_BIAS=$STAKINGBIAS_VALUE \
|
||||
TRACK_POSITIONS=true \
|
||||
forge script analysis/ImprovedFuzzingAnalysis.s.sol:ImprovedFuzzingAnalysis --gas-limit 30000000 -vv 2>&1 | tee $OUTPUT_DIR/fuzzing.log
|
||||
forge script analysis/ImprovedFuzzingAnalysis.s.sol:ImprovedFuzzingAnalysis --gas-limit 100000000 -vv 2>&1 | tee $OUTPUT_DIR/fuzzing.log
|
||||
|
||||
# Extract key metrics
|
||||
echo ""
|
||||
|
|
|
|||
|
|
@ -288,6 +288,10 @@
|
|||
const discoveryTickUpper = parseFloat(row.discoveryTickUpper);
|
||||
const discoveryLiquidity = parseFloat(row.discoveryLiquidity || 0);
|
||||
|
||||
// Extract staking metrics if available
|
||||
const percentageStaked = row.percentageStaked ? parseFloat(row.percentageStaked) : 0;
|
||||
const avgTaxRate = row.avgTaxRate ? parseFloat(row.avgTaxRate) : 0;
|
||||
|
||||
// Calculate token amounts from liquidity
|
||||
const floorAmounts = getAmountsForLiquidity(floorLiquidity, floorTickLower, floorTickUpper, currentTick);
|
||||
const anchorAmounts = getAmountsForLiquidity(anchorLiquidity, anchorTickLower, anchorTickUpper, currentTick);
|
||||
|
|
@ -383,7 +387,7 @@
|
|||
simulateEnhanced(headline, currentTick,
|
||||
floorTickLower, floorTickUpper, floorEth, floorKraiken, floorLiquidity,
|
||||
anchorTickLower, anchorTickUpper, anchorEth, anchorKraiken, anchorLiquidity,
|
||||
discoveryTickLower, discoveryTickUpper, discoveryEth, discoveryKraiken, discoveryLiquidity, token0isWeth, index, precedingAction);
|
||||
discoveryTickLower, discoveryTickUpper, discoveryEth, discoveryKraiken, discoveryLiquidity, token0isWeth, index, precedingAction, percentageStaked, avgTaxRate);
|
||||
|
||||
// Add navigation buttons below
|
||||
const bottomNavDiv = document.createElement('div');
|
||||
|
|
@ -569,7 +573,7 @@
|
|||
function simulateEnhanced(precedingAction, currentTick,
|
||||
floorTickLower, floorTickUpper, floorEth, floorKraiken, floorLiquidity,
|
||||
anchorTickLower, anchorTickUpper, anchorEth, anchorKraiken, anchorLiquidity,
|
||||
discoveryTickLower, discoveryTickUpper, discoveryEth, discoveryKraiken, discoveryLiquidity, token0isWeth, index, originalAction) {
|
||||
discoveryTickLower, discoveryTickUpper, discoveryEth, discoveryKraiken, discoveryLiquidity, token0isWeth, index, originalAction, percentageStaked = 0, avgTaxRate = 0) {
|
||||
|
||||
// Position data structure with liquidity calculations
|
||||
const positions = {
|
||||
|
|
@ -635,7 +639,7 @@
|
|||
scenarioContainer.appendChild(chartsContainer);
|
||||
|
||||
// Create summary panel
|
||||
const summaryPanel = createSummaryPanel(positions, currentTick, token0isWeth, originalAction || precedingAction, index);
|
||||
const summaryPanel = createSummaryPanel(positions, currentTick, token0isWeth, originalAction || precedingAction, index, percentageStaked, avgTaxRate);
|
||||
scenarioContainer.appendChild(summaryPanel);
|
||||
|
||||
// Add to page
|
||||
|
|
@ -1097,7 +1101,7 @@
|
|||
});
|
||||
}
|
||||
|
||||
function createSummaryPanel(positions, currentTick, token0isWeth, precedingAction, index) {
|
||||
function createSummaryPanel(positions, currentTick, token0isWeth, precedingAction, index, percentageStaked = 0, avgTaxRate = 0) {
|
||||
const panel = document.createElement('div');
|
||||
panel.className = 'summary-panel';
|
||||
|
||||
|
|
@ -1172,6 +1176,25 @@
|
|||
1 KRAIKEN = ${kraikenPriceInEth.toExponential(3)} ETH
|
||||
`;
|
||||
grid.appendChild(priceItem);
|
||||
|
||||
// Add staking metrics if available
|
||||
if (percentageStaked > 0 || avgTaxRate > 0) {
|
||||
const stakingItem = document.createElement('div');
|
||||
stakingItem.className = 'summary-item';
|
||||
|
||||
// Format percentageStaked (it's in 1e18 format, so divide by 1e16 to get percentage)
|
||||
const stakingPercent = (percentageStaked / 1e16).toFixed(2);
|
||||
|
||||
// Format avgTaxRate (also in 1e18 format, normalized to max tax rate)
|
||||
const taxRatePercent = (avgTaxRate / 1e16).toFixed(2);
|
||||
|
||||
stakingItem.innerHTML = `
|
||||
<strong>Staking Metrics</strong><br>
|
||||
Staked: ${stakingPercent}%<br>
|
||||
Avg Tax Rate: ${taxRatePercent}%
|
||||
`;
|
||||
grid.appendChild(stakingItem);
|
||||
}
|
||||
|
||||
panel.appendChild(grid);
|
||||
return panel;
|
||||
|
|
|
|||
3
onchain/improved_profitable_3601.csv
Normal file
3
onchain/improved_profitable_3601.csv
Normal file
|
|
@ -0,0 +1,3 @@
|
|||
Scenario,Seed,Initial Balance,Final Balance,Profit,Profit %,Discovery Reached
|
||||
BullMarketOptimizer,1,152861730151649342497,165534767451273053750,12673037299623711253,8,true
|
||||
BullMarketOptimizer,2,53215106468573532381,63779335616103461539,10564229147529929158,19,true
|
||||
|
5
onchain/improved_profitable_84051.csv
Normal file
5
onchain/improved_profitable_84051.csv
Normal file
|
|
@ -0,0 +1,5 @@
|
|||
Scenario,Seed,Initial Balance,Final Balance,Profit,Profit %,Discovery Reached
|
||||
BullMarketOptimizer,3,86868696383720927358,91094180959940828354,4225484576219900996,4,true
|
||||
BullMarketOptimizer,6,77383282103079540723,78863793676376493002,1480511573296952279,1,true
|
||||
BullMarketOptimizer,9,52269169078465922293,60595359746230433174,8326190667764510881,15,false
|
||||
BullMarketOptimizer,11,63309771874363779531,63524232370110625118,214460495746845587,0,true
|
||||
|
|
|
@ -1 +1 @@
|
|||
Subproject commit 258ab89ee5da09a494d5721c18d27133ad844b63
|
||||
Subproject commit 29926961b2ecfa89e0f61a6d874c71b6f8e29112
|
||||
|
|
@ -1 +1 @@
|
|||
Subproject commit c892309933b25c03d32b1b0d674df7ae292ba925
|
||||
Subproject commit 89365b880c4f3c786bdd453d4b8e8fe410344a69
|
||||
Loading…
Add table
Add a link
Reference in a new issue