decoupled analysis from tests
This commit is contained in:
johba
parent
1dad2fb12a
commit
5b376885fd
1 changed files with 239 additions and 260 deletions
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@ -1,93 +1,105 @@
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// SPDX-License-Identifier: GPL-3.0-or-later
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pragma solidity ^0.8.19;
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/**
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* @title Simple Scenario Analysis for LiquidityManager
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* @notice Lightweight analysis script for researching profitable trading scenarios
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* @dev Separated from unit tests to focus on research and scenario discovery
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* Uses the modular LiquidityManager architecture for analysis
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* Run with: forge script analysis/SimpleAnalysis.s.sol --ffi
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*/
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import "../test/LiquidityManager.t.sol";
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import "forge-std/Test.sol";
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import {TestEnvironment} from "../test/helpers/TestBase.sol";
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import {IUniswapV3Pool} from "@uniswap/v3-core/contracts/interfaces/IUniswapV3Pool.sol";
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import {IUniswapV3Factory} from "@uniswap/v3-core/contracts/interfaces/IUniswapV3Factory.sol";
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import {IWETH9} from "../src/interfaces/IWETH9.sol";
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import {Kraiken} from "../src/Kraiken.sol";
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import {Stake} from "../src/Stake.sol";
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import {LiquidityManager} from "../src/LiquidityManager.sol";
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import "../test/mocks/BullMarketOptimizer.sol";
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import "../test/mocks/NeutralMarketOptimizer.sol";
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import "../test/mocks/BearMarketOptimizer.sol";
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import "./CSVManager.sol";
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import "../src/helpers/UniswapHelpers.sol";
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import {LiquidityAmounts} from "@aperture/uni-v3-lib/LiquidityAmounts.sol";
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import "@aperture/uni-v3-lib/TickMath.sol";
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import {IUniswapV3Factory} from "@uniswap/v3-core/contracts/interfaces/IUniswapV3Factory.sol";
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import {WETH} from "solmate/tokens/WETH.sol";
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contract SimpleAnalysis is LiquidityManagerTest, CSVManager {
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using UniswapHelpers for IUniswapV3Pool;
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contract SimpleAnalysis is Test, CSVManager {
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TestEnvironment testEnv;
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IUniswapV3Factory factory;
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IUniswapV3Pool pool;
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IWETH9 weth;
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Kraiken harberg;
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Stake stake;
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LiquidityManager lm;
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bool token0isWeth;
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address account = makeAddr("trader");
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address feeDestination = makeAddr("fees");
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uint256 public scenariosAnalyzed;
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uint256 public profitableScenarios;
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// Market condition optimizers for sentiment analysis
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// Test environment
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BullMarketOptimizer bullOptimizer;
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NeutralMarketOptimizer neutralOptimizer;
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BearMarketOptimizer bearOptimizer;
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/// @notice Initialize setup for fuzzing without position validation
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function _initializeForFuzzing() internal {
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_skipSetup();
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setUpCustomToken0(false); // WETH as token1
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// Note: recenter access will be granted in _createFreshEnvironment
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}
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// CSV tracking for profitable scenarios
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string[] profitableScenarioNames;
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string[] profitableScenarioData;
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/// @notice Entry point for forge script execution
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function run() public {
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console.log("Starting LiquidityManager Fuzzing Analysis...");
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console.log("Testing 30-action sequences across 3 market conditions for profitable scenarios");
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console.log("Starting LiquidityManager Analysis...");
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console.log("Testing 30 trades across 3 market conditions\n");
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// Initialize custom setup to skip position validation
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_initializeForFuzzing();
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// Initialize CSV for potential profitable scenario logging
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initializePositionsCSV();
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// Initialize test environment
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testEnv = new TestEnvironment(feeDestination);
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// Test 3 different market sentiment optimizers
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string[3] memory scenarioNames = ["Bull Market", "Neutral Market", "Bear Market"];
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for (uint256 i = 0; i < 3; i++) {
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console.log(string.concat("\\n=== TESTING ", scenarioNames[i], " ==="));
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console.log(string.concat("=== TESTING ", scenarioNames[i], " ==="));
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// Setup optimizer for this scenario
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_setupScenarioOptimizer(i);
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address optimizerAddress = _getOrCreateOptimizer(i);
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// Run fuzzing loop for this scenario
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bool foundProfit = _runFuzzingLoop(scenarioNames[i]);
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// Create fresh environment
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(factory, pool, weth, harberg, stake, lm,, token0isWeth) =
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testEnv.setupEnvironmentWithOptimizer(false, feeDestination, optimizerAddress);
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// Fund account
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vm.deal(account, 500 ether);
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vm.prank(account);
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weth.deposit{value: 200 ether}();
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// Initial recenter
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vm.warp(block.timestamp + 5 hours);
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vm.prank(feeDestination);
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try lm.recenter() {
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console.log("Initial recenter successful");
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} catch {
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console.log("Initial recenter failed");
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}
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// Run trading scenario
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bool foundProfit = _runTradingScenario(scenarioNames[i]);
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if (foundProfit) {
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console.log("Profitable scenario found! CSV written to ./analysis/profitable_scenario.csv");
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console.log("Exiting analysis after finding profitable trade.");
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return;
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console.log("PROFITABLE scenario found!");
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} else {
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console.log("No profitable scenarios found in this configuration.");
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console.log("No profitable trades found");
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}
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console.log("");
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}
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console.log("\\n=== ANALYSIS COMPLETE ===");
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console.log("No profitable scenarios found across all market conditions.");
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console.log("This indicates effective anti-arbitrage protection is working.");
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console.log("=== ANALYSIS COMPLETE ===");
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console.log(string.concat("Scenarios analyzed: ", vm.toString(scenariosAnalyzed)));
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console.log(string.concat("Profitable scenarios: ", vm.toString(profitableScenarios)));
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// Write CSV files for profitable scenarios
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if (profitableScenarios > 0) {
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console.log("\nWriting CSV files for profitable scenarios...");
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for (uint256 i = 0; i < profitableScenarioNames.length; i++) {
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string memory filename = string.concat("analysis/profitable_", profitableScenarioNames[i], ".csv");
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csv = profitableScenarioData[i];
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writeCSVToFile(filename);
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console.log(string.concat("Wrote: ", filename));
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}
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}
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}
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/// @notice Setup complete fresh environment for specific scenario
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function _setupScenarioOptimizer(uint256 scenarioIndex) internal {
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address optimizerAddress = _getOrCreateOptimizer(scenarioIndex);
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_logScenarioParameters(scenarioIndex);
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_createFreshEnvironment(optimizerAddress);
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}
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/// @notice Deploy a fresh Uniswap factory for isolated testing
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function deployFreshFactory() internal returns (IUniswapV3Factory) {
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return UniswapHelpers.deployUniswapFactory();
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}
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/// @notice Get or create optimizer for given scenario index
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function _getOrCreateOptimizer(uint256 scenarioIndex) internal returns (address) {
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if (scenarioIndex == 0) {
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if (address(bullOptimizer) == address(0)) {
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@ -107,248 +119,215 @@ contract SimpleAnalysis is LiquidityManagerTest, CSVManager {
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}
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}
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/// @notice Log scenario parameters for given index
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function _logScenarioParameters(uint256 scenarioIndex) internal view {
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if (scenarioIndex == 0) {
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console.log("Bull Market: 20% cap inefficiency, 80% anchor share, 30 width, 90% discovery");
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} else if (scenarioIndex == 1) {
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console.log("Neutral Market: 50% cap inefficiency, 50% anchor share, 50 width, 50% discovery");
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} else {
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console.log("Bear Market: 80% cap inefficiency, 20% anchor share, 80 width, 20% discovery");
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}
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}
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/// @notice Grant recenter access with proper permissions for analysis
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function _grantAnalysisRecenterAccess() internal {
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vm.prank(feeDestination);
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lm.setRecenterAccess(address(this));
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}
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/// @notice Configure all contracts with proper permissions and funding
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function _configureContracts() internal {
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lm.setFeeDestination(feeDestination);
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harberg.setStakingPool(address(stake));
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vm.prank(feeDestination);
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harberg.setLiquidityManager(address(lm));
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vm.deal(address(lm), 50 ether);
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_grantAnalysisRecenterAccess();
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}
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/// @notice Setup test account with ETH and WETH
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function _setupTestAccount() internal {
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vm.deal(account, 500 ether);
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vm.prank(account);
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weth.deposit{value: 200 ether}();
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}
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/// @notice Perform initial recenter to establish positions
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function _performInitialRecenter() internal {
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try lm.recenter() returns (bool /* isUp */) {
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console.log("Initial recenter successful");
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} catch Error(string memory reason) {
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console.log("Initial recenter failed:", reason);
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// Continue anyway for fuzzing analysis
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}
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_capturePositionData("initial_setup");
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}
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/// @notice Create fresh contracts for each scenario to avoid AddressAlreadySet errors
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function _createFreshEnvironment(address optimizerAddress) internal {
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// Create new factory
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factory = deployFreshFactory();
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// Create new WETH
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weth = IWETH9(address(new WETH()));
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// Create new Kraiken token
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harberg = new Kraiken("KRAIKEN", "HARB");
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// Determine token order
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token0isWeth = address(weth) < address(harberg);
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// Create new pool
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pool = IUniswapV3Pool(factory.createPool(address(weth), address(harberg), FEE));
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pool.initializePoolFor1Cent(token0isWeth);
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// Create new Stake contract
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stake = new Stake(address(harberg), feeDestination);
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// Create new LiquidityManager with the specific optimizer
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lm = new LiquidityManager(address(factory), address(weth), address(harberg), optimizerAddress);
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// Configure all contracts in batch
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_configureContracts();
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}
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/// @notice Run 30-action fuzzing loop for a specific scenario
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function _runFuzzingLoop(string memory scenarioName) internal returns (bool foundProfit) {
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_setupTestAccount();
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_performInitialRecenter();
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function _runTradingScenario(string memory scenarioName) internal returns (bool foundProfit) {
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uint256 initialBalance = weth.balanceOf(account);
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console.log("Starting balance:", initialBalance);
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console.log(string.concat("Starting balance: ", vm.toString(initialBalance / 1e18), " ETH"));
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// Generate seed for this scenario's randomness
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uint256 scenarioSeed = uint256(keccak256(abi.encodePacked(scenarioName, block.timestamp)));
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// Initialize CSV for this scenario
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initializeTimeSeriesCSV();
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// Execute 30 fuzzing actions
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for (uint256 action = 0; action < 30; action++) {
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uint256 actionSeed = uint256(keccak256(abi.encodePacked(scenarioSeed, action)));
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// Force initial buy to get some HARB
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_executeBuy(10 ether);
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_recordTradeToCSV(block.timestamp, "BUY", 10 ether, 0);
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// Execute 30 trades
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for (uint256 i = 1; i < 30; i++) {
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uint256 seed = uint256(keccak256(abi.encodePacked(scenarioName, i)));
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bool isBuy = (seed % 2) == 0;
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// Determine if buy or sell (50/50 chance)
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bool isBuy = (actionSeed % 2) == 0;
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// Generate random amount (1-50 ETH range)
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uint256 amount = 1 ether + (actionSeed % (50 ether));
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// Execute trade
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if (isBuy) {
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// Ensure we don't exceed available WETH balance
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uint256 wethBalance = weth.balanceOf(account);
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if (amount > wethBalance) {
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amount = wethBalance / 2; // Use half of available balance
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}
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if (amount > 0) {
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buy(amount);
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_capturePositionData(string.concat("buy_", vm.toString(amount)));
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console.log("Action", action + 1, ": Buy", amount);
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uint256 amount = 1 ether + (seed % 10 ether);
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if (weth.balanceOf(account) >= amount) {
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_executeBuy(amount);
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_recordTradeToCSV(block.timestamp + i * 60, "BUY", amount, 0);
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}
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} else {
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// Sell KRAIKEN tokens
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uint256 harbergBalance = harberg.balanceOf(account);
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if (harbergBalance > 0) {
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uint256 sellAmount = (actionSeed % harbergBalance) + 1;
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if (sellAmount > harbergBalance) sellAmount = harbergBalance;
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sell(sellAmount);
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_capturePositionData(string.concat("sell_", vm.toString(sellAmount)));
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console.log("Action", action + 1, ": Sell", sellAmount);
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}
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}
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// 30% chance to recenter after each trade
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if ((actionSeed % 100) < 30) {
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try lm.recenter() returns (bool isUp) {
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_capturePositionData("recenter");
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console.log("Action", action + 1, ": Recenter (price moved", isUp ? "UP)" : "DOWN)");
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} catch Error(string memory reason) {
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// Recenter can fail due to amplitude requirements - this is normal
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if (keccak256(bytes(reason)) != keccak256("amplitude not reached.")) {
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console.log("Recenter failed:", reason);
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uint256 harbBalance = harberg.balanceOf(account);
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if (harbBalance > 0) {
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uint256 sellAmount = harbBalance / 4;
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if (sellAmount > 0) {
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_executeSell(sellAmount);
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_recordTradeToCSV(block.timestamp + i * 60, "SELL", 0, sellAmount);
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}
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}
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}
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// Try recenter occasionally
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if (i % 3 == 0) {
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vm.prank(feeDestination);
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try lm.recenter() {
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console.log(" Recenter successful");
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} catch Error(string memory reason) {
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console.log(string.concat(" Recenter failed: ", reason));
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} catch {
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console.log(" Recenter failed: cooldown or other error");
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}
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}
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}
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// Final cleanup - sell all remaining KRAIKEN to realize profit/loss
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uint256 finalHarbBalance = harberg.balanceOf(account);
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if (finalHarbBalance > 0) {
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sell(finalHarbBalance);
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_capturePositionData(string.concat("final_sell_", vm.toString(finalHarbBalance)));
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console.log("Final sell of remaining KRAIKEN:", finalHarbBalance);
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// Sell all remaining HARB
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uint256 finalHarb = harberg.balanceOf(account);
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if (finalHarb > 0) {
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_executeSell(finalHarb);
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_recordTradeToCSV(block.timestamp + 31 * 60, "SELL", 0, finalHarb);
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}
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// Final recenter
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try lm.recenter() returns (bool /* isUp */) {
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_capturePositionData("final_recenter");
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console.log("Final recenter completed");
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// Final recenter after all trades
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vm.warp(block.timestamp + 5 hours);
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vm.prank(feeDestination);
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try lm.recenter() {
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console.log("Final recenter successful");
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} catch Error(string memory reason) {
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console.log(string.concat("Final recenter failed: ", reason));
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} catch {
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_capturePositionData("final_recenter_failed");
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console.log("Final recenter failed");
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console.log("Final recenter failed: unknown error");
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}
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// Check if scenario was profitable
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uint256 finalBalance = weth.balanceOf(account);
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console.log("Final balance:", finalBalance);
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console.log(string.concat("Final balance: ", vm.toString(finalBalance / 1e18), " ETH"));
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scenariosAnalyzed++;
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if (finalBalance > initialBalance) {
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uint256 profit = finalBalance - initialBalance;
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console.log("\\n[ALERT] PROFITABLE SCENARIO FOUND!");
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console.log("Scenario:", scenarioName);
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console.log("Profit:", profit, "wei");
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console.log("Profit:", profit / 1e18, "ETH");
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// Mark end of profitable scenario in CSV
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_capturePositionData("PROFITABLE_SCENARIO_END");
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// Write CSV file
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writeCSVToFile("./analysis/profitable_scenario.csv");
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scenariosAnalyzed++;
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console.log(string.concat("PROFIT: ", vm.toString((finalBalance - initialBalance) / 1e18), " ETH"));
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profitableScenarios++;
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// Store profitable scenario data
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profitableScenarioNames.push(scenarioName);
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profitableScenarioData.push(csv);
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return true;
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} else {
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console.log("Loss:", initialBalance - finalBalance, "wei");
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scenariosAnalyzed++;
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console.log(string.concat("Loss: ", vm.toString((initialBalance - finalBalance) / 1e18), " ETH"));
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return false;
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}
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}
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/// @notice Capture complete position data for CSV analysis
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function _capturePositionData(string memory actionType) internal {
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Response memory liquidityResponse = checkLiquidity("analysis");
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(, int24 currentTick,,,,,) = pool.slot0();
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function _executeBuy(uint256 amount) internal {
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console.log(string.concat(" Buy ", vm.toString(amount / 1e18), " ETH worth"));
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// Build CSV row in chunks to avoid stack too deep
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string memory part1 = string(abi.encodePacked(
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actionType, ",",
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vm.toString(currentTick), ",",
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vm.toString(liquidityResponse.floorTickLower), ",", vm.toString(liquidityResponse.floorTickUpper), ",",
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vm.toString(liquidityResponse.ethFloor), ",", vm.toString(liquidityResponse.harbergFloor)
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));
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// Create a separate contract to handle the swap
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SwapExecutor executor = new SwapExecutor(pool, weth, harberg, token0isWeth);
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string memory part2 = string(abi.encodePacked(
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",", vm.toString(liquidityResponse.anchorTickLower), ",", vm.toString(liquidityResponse.anchorTickUpper), ",",
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vm.toString(liquidityResponse.ethAnchor), ",", vm.toString(liquidityResponse.harbergAnchor)
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));
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// Transfer WETH to executor
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vm.prank(account);
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weth.transfer(address(executor), amount);
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string memory part3 = string(abi.encodePacked(
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",", vm.toString(liquidityResponse.discoveryTickLower), ",", vm.toString(liquidityResponse.discoveryTickUpper), ",",
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vm.toString(liquidityResponse.ethDiscovery), ",", vm.toString(liquidityResponse.harbergDiscovery), ",",
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token0isWeth ? "true" : "false"
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));
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// Execute the swap
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try executor.executeBuy(amount, account) {
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console.log(" Buy successful");
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} catch Error(string memory reason) {
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console.log(string.concat(" Buy failed: ", reason));
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} catch {
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console.log(" Buy failed: unknown error");
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}
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}
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function _executeSell(uint256 amount) internal {
|
||||
console.log(string.concat(" Sell ", vm.toString(amount / 1e18), " HARB"));
|
||||
|
||||
// Create a separate contract to handle the swap
|
||||
SwapExecutor executor = new SwapExecutor(pool, weth, harberg, token0isWeth);
|
||||
|
||||
// Transfer HARB to executor
|
||||
vm.prank(account);
|
||||
harberg.transfer(address(executor), amount);
|
||||
|
||||
// Execute the swap
|
||||
try executor.executeSell(amount, account) {
|
||||
console.log(" Sell successful");
|
||||
} catch Error(string memory reason) {
|
||||
console.log(string.concat(" Sell failed: ", reason));
|
||||
} catch {
|
||||
console.log(" Sell failed: unknown error");
|
||||
}
|
||||
}
|
||||
|
||||
function _recordTradeToCSV(uint256 timestamp, string memory action, uint256 ethAmount, uint256 harbAmount) internal {
|
||||
// Get current price
|
||||
(uint160 sqrtPriceX96,,,,,, ) = pool.slot0();
|
||||
uint256 price = _sqrtPriceToPrice(sqrtPriceX96);
|
||||
|
||||
// Get supply data
|
||||
uint256 totalSupply = harberg.totalSupply();
|
||||
uint256 stakeShares = stake.outstandingStake();
|
||||
uint256 avgTaxRate = stake.getAverageTaxRate();
|
||||
|
||||
// Create CSV row
|
||||
string memory row = string.concat(
|
||||
vm.toString(timestamp), ",",
|
||||
vm.toString(price), ",",
|
||||
vm.toString(totalSupply), ",",
|
||||
action, ",",
|
||||
vm.toString(ethAmount), ",",
|
||||
vm.toString(harbAmount), ",",
|
||||
vm.toString(stakeShares), ",",
|
||||
vm.toString(avgTaxRate)
|
||||
);
|
||||
|
||||
string memory row = string(abi.encodePacked(part1, part2, part3));
|
||||
appendCSVRow(row);
|
||||
}
|
||||
|
||||
/// @notice Get actual token amounts from pool position data using proper Uniswap V3 math
|
||||
function _getPositionTokenAmounts(
|
||||
uint128 liquidity,
|
||||
int24 tickLower,
|
||||
int24 tickUpper
|
||||
) internal view returns (uint256 token0Amount, uint256 token1Amount) {
|
||||
if (liquidity == 0) {
|
||||
return (0, 0);
|
||||
}
|
||||
|
||||
// Get current price from pool
|
||||
(, int24 currentTick,,,,,) = pool.slot0();
|
||||
|
||||
// Calculate sqrt prices for the position bounds and current price
|
||||
uint160 sqrtPriceAX96 = TickMath.getSqrtRatioAtTick(tickLower);
|
||||
uint160 sqrtPriceBX96 = TickMath.getSqrtRatioAtTick(tickUpper);
|
||||
uint160 sqrtPriceX96 = TickMath.getSqrtRatioAtTick(currentTick);
|
||||
|
||||
// Use LiquidityAmounts library for proper Uniswap V3 calculations
|
||||
if (currentTick < tickLower) {
|
||||
// Current price is below the position range - position only contains token0
|
||||
token0Amount = LiquidityAmounts.getAmount0ForLiquidity(sqrtPriceAX96, sqrtPriceBX96, liquidity);
|
||||
token1Amount = 0;
|
||||
} else if (currentTick >= tickUpper) {
|
||||
// Current price is above the position range - position only contains token1
|
||||
token0Amount = 0;
|
||||
token1Amount = LiquidityAmounts.getAmount1ForLiquidity(sqrtPriceAX96, sqrtPriceBX96, liquidity);
|
||||
function _sqrtPriceToPrice(uint160 sqrtPriceX96) internal view returns (uint256) {
|
||||
if (token0isWeth) {
|
||||
// price = (sqrtPrice / 2^96)^2 * 10^18
|
||||
return (uint256(sqrtPriceX96) * uint256(sqrtPriceX96) * 1e18) >> 192;
|
||||
} else {
|
||||
// Current price is within the position range - position contains both tokens
|
||||
token0Amount = LiquidityAmounts.getAmount0ForLiquidity(sqrtPriceX96, sqrtPriceBX96, liquidity);
|
||||
token1Amount = LiquidityAmounts.getAmount1ForLiquidity(sqrtPriceAX96, sqrtPriceX96, liquidity);
|
||||
// price = 1 / ((sqrtPrice / 2^96)^2) * 10^18
|
||||
return (1e18 << 192) / (uint256(sqrtPriceX96) * uint256(sqrtPriceX96));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Helper contract to execute swaps without address(this) issues
|
||||
contract SwapExecutor {
|
||||
IUniswapV3Pool public pool;
|
||||
IWETH9 public weth;
|
||||
Kraiken public harberg;
|
||||
bool public token0isWeth;
|
||||
|
||||
constructor(IUniswapV3Pool _pool, IWETH9 _weth, Kraiken _harberg, bool _token0isWeth) {
|
||||
pool = _pool;
|
||||
weth = _weth;
|
||||
harberg = _harberg;
|
||||
token0isWeth = _token0isWeth;
|
||||
}
|
||||
|
||||
/// @notice Get analysis statistics
|
||||
function getStats() public view returns (uint256 total, uint256 profitable) {
|
||||
return (scenariosAnalyzed, profitableScenarios);
|
||||
function executeBuy(uint256 amount, address recipient) external {
|
||||
pool.swap(
|
||||
recipient,
|
||||
token0isWeth,
|
||||
int256(amount),
|
||||
token0isWeth ? 4295128740 : 1461446703485210103287273052203988822378723970341,
|
||||
""
|
||||
);
|
||||
}
|
||||
|
||||
function executeSell(uint256 amount, address recipient) external {
|
||||
pool.swap(
|
||||
recipient,
|
||||
!token0isWeth,
|
||||
int256(amount),
|
||||
!token0isWeth ? 4295128740 : 1461446703485210103287273052203988822378723970341,
|
||||
""
|
||||
);
|
||||
}
|
||||
|
||||
function uniswapV3SwapCallback(int256 amount0Delta, int256 amount1Delta, bytes calldata) external {
|
||||
require(msg.sender == address(pool), "Invalid caller");
|
||||
|
||||
if (amount0Delta > 0) {
|
||||
if (token0isWeth) {
|
||||
weth.transfer(msg.sender, uint256(amount0Delta));
|
||||
} else {
|
||||
harberg.transfer(msg.sender, uint256(amount0Delta));
|
||||
}
|
||||
}
|
||||
if (amount1Delta > 0) {
|
||||
if (token0isWeth) {
|
||||
harberg.transfer(msg.sender, uint256(amount1Delta));
|
||||
} else {
|
||||
weth.transfer(msg.sender, uint256(amount1Delta));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
Loading…
Add table
Add a link
Reference in a new issue