Fix token assignment issue in ThreePositionStrategy and improve analysis tools
- Fix token assignment bug in discovery and floor position calculations - Correct economic model: Floor holds ETH, Discovery holds KRAIKEN - Update scenario visualizer labels and token assignments - Add comprehensive CSV generation with realistic token distributions - Consolidate analysis tools into SimpleAnalysis.s.sol with debugging functions - Update README with streamlined analysis instructions - Clean up analysis folder structure for better organization 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <noreply@anthropic.com>
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onchain/.gitignore
vendored
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onchain/.gitignore
vendored
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@ -18,3 +18,5 @@ docs/
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/broadcast/
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tags
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analysis/profitable_scenario.csv
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@ -1,328 +1,28 @@
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# Scenario Analysis Suite
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# KRAIKEN Liquidity Analysis
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This directory contains tools for deep analysis of LiquidityManagerV2 trading scenarios, separate from unit testing.
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Quick analysis tools for testing the three-position anti-arbitrage strategy.
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## Overview
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## Usage
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The Scenario Analysis Suite is designed for **research and development**, not unit testing. It analyzes the new modular LiquidityManagerV2 architecture to identify:
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1. **Run sentiment analysis** to find profitable scenarios:
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```bash
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forge script analysis/SimpleAnalysis.s.sol:SimpleAnalysis -s "runSentimentFuzzingAnalysis()" --ffi --via-ir
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```
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- 🎯 **Profitable trading sequences** that could indicate protocol vulnerabilities
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- 🛡️ **MEV opportunities** and market manipulation potential
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- 🔍 **Edge cases** not covered by standard unit tests
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- 📊 **Performance characteristics** under different market conditions
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- 🏗️ **Modular component interactions** and potential failure modes
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2. **Start visualization server**:
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```bash
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./view-scenarios.sh
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```
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3. **View results** at `http://localhost:8001/scenario-visualizer.html`
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## Files
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```
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analysis/ # Analysis suite (excluded from forge test)
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├── README.md # This documentation
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├── SimpleAnalysis.s.sol # Lightweight analysis script
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├── scenario-visualizer.html # Interactive CSV data visualization
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├── view-scenarios.sh # Launch script for visualization server
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└── examples/ # Example analysis scripts
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├── batch_analysis.sh # Batch scenario runner
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└── profitable_scenarios/ # Output directory for profitable scenarios
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```
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- `SimpleAnalysis.s.sol` - Main analysis script with sentiment fuzzing
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- `scenario-visualizer.html` - Web-based position visualization
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- `view-scenarios.sh` - HTTP server launcher
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- `profitable_scenario.csv` - Generated results (if profitable scenarios found)
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## Quick Start
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## Analysis Output
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### 1. Basic Scenario Analysis
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```bash
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# Run simple analysis script
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forge script analysis/SimpleAnalysis.s.sol --ffi -vvv
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# View results in browser (starts server automatically)
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./analysis/view-scenarios.sh
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```
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### 2. Standard Unit Testing (Default)
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```bash
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# Run all unit tests (fast, no analysis)
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forge test
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# This runs ONLY unit tests, excludes analysis scripts
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# Perfect for CI/CD and regular development
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```
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### 3. Batch Analysis
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```solidity
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// Prepare multiple scenarios
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uint8[] memory numActionsArray = new uint8[](3);
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numActionsArray[0] = 10; numActionsArray[1] = 20; numActionsArray[2] = 30;
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uint8[] memory frequencyArray = new uint8[](3);
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frequencyArray[0] = 2; frequencyArray[1] = 5; frequencyArray[2] = 10;
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uint8[][] memory amountsArray = new uint8[][](3);
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// ... populate amounts arrays ...
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analysis.batchAnalyzeScenarios(numActionsArray, frequencyArray, amountsArray);
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```
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## Understanding Results
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### Console Output
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```
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🔬 Starting batch scenario analysis...
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Total scenarios to analyze: 5
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--- Analyzing scenario 1 of 5 ---
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Scenario 1 :
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Actions: 10 | Frequency: 3
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Tick movement: -123891 → 245673
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Result: Protected ✅
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Gas used: 2847291
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🚨 PROFITABLE SCENARIO DETECTED 🚨
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═══════════════════════════════════
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Scenario ID: 3
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Profit extracted: 0.025 ETH
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Actions performed: 15
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Recentering frequency: 5
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Price movement: -98234 → 156789
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Gas used: 3421098
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Trading amounts:
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[ 0 ]: 125
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[ 1 ]: 67
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...
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CSV written to: ./out/profitable_scenario_3.csv
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═══════════════════════════════════
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📊 ANALYSIS SUMMARY
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══════════════════════
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Total scenarios analyzed: 5
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Profitable scenarios found: 1
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Profit rate: 20 %
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Total profit extracted: 0.025 ETH
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Average profit per profitable scenario: 0.025 ETH
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══════════════════════
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```
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### CSV Output Files
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When profitable scenarios are detected, detailed CSV files are generated:
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- `./analysis/profitable_scenario.csv` - Complete position and price data
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- Contains tick-by-tick pool state for visual analysis
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- Automatically loaded by scenario-visualizer.html for visualization
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- Can also be imported into Excel/Google Sheets for charting
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### Events for Programmatic Analysis
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```solidity
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event ScenarioAnalyzed(
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uint256 indexed scenarioId,
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bool profitable,
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uint256 profit,
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uint8 numActions,
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uint8 frequency
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);
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event ProfitableScenarioDetected(
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uint256 indexed scenarioId,
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uint256 profit,
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uint8 numActions,
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uint8 frequency,
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string csvFile
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);
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```
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## Configuration
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### Analysis Parameters
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```solidity
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// In ScenarioAnalysis.sol
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uint256 constant MAX_ANALYSIS_ACTIONS = 100; // Max trades per scenario
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uint256 constant PROFIT_THRESHOLD = 0.001 ether; // Min profit to record
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```
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### Environment Setup
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```bash
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# Enable file operations for CSV writing
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export FOUNDRY_FFI=true
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# Increase gas limit for complex scenarios
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export FOUNDRY_GAS_LIMIT=50000000
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# Set output directory
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mkdir -p test/analysis/output
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```
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## Example Workflows
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### 1. Protocol Security Audit
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```bash
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# Test for MEV opportunities
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forge test --match-contract "ScenarioAnalysis" --match-test "analyzeScenario" --ffi
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# Review profitable scenarios
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ls -la ./analysis/profitable_scenario.csv
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# Visualize scenario data
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open ./analysis/scenario-visualizer.html
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# Analyze patterns in profitable trades
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python scripts/analyze_profitable_scenarios.py
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```
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### 2. Parameter Optimization
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```solidity
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// Test different recentering frequencies
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for (uint8 freq = 1; freq <= 20; freq++) {
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analysis.analyzeScenario(10, freq, standardAmounts);
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}
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// Analyze results to optimize frequency parameter
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analysis.getAnalysisStats();
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```
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### 3. Stress Testing
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```solidity
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// Test extreme scenarios
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uint8[] memory extremeAmounts = new uint8[](50);
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// Fill with edge case values...
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analysis.analyzeScenario(50, 1, extremeAmounts); // High frequency
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analysis.analyzeScenario(50, 25, extremeAmounts); // Low frequency
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```
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## Integration with Development Workflow
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### Automatic Separation
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```bash
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# Unit tests ONLY (default - fast, no file I/O)
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forge test
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# Analysis scripts (explicit - slower, generates files)
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forge script analysis/SimpleAnalysis.s.sol --ffi
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# Or use the batch script
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./analysis/examples/batch_analysis.sh
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```
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### Git Integration
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```gitignore
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# .gitignore
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test/analysis/output/
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test/analysis/profitable_scenarios/
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analysis/profitable_scenario.csv
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out/profitable_scenario_*.csv
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```
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### Code Review Process
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1. **Unit tests must pass** before analysis
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2. **Analysis results reviewed** for new vulnerabilities
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3. **Profitable scenarios investigated** and addressed
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4. **Parameters adjusted** based on analysis insights
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## Best Practices
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### ✅ Do
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- Run analysis suite during **development and security reviews**
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- **Investigate ALL profitable scenarios** thoroughly
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- **Version control analysis scripts** but not output files
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- **Document findings** and protocol improvements
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- **Use analysis to guide parameter tuning**
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### ❌ Don't
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- Include analysis in **CI/CD pipelines** (too slow)
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- **Commit CSV output files** to git (too large)
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- **Use as replacement for unit tests** (different purposes)
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- **Ignore profitable scenarios** (potential vulnerabilities)
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## Troubleshooting
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### Common Issues
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```bash
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# Error: FFI not enabled
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export FOUNDRY_FFI=true
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# Error: Gas limit exceeded
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export FOUNDRY_GAS_LIMIT=50000000
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# Error: Output directory missing
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mkdir -p ./out
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# Error: Memory limit reached
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# Reduce MAX_ANALYSIS_ACTIONS or run smaller batches
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```
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### Performance Tips
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- **Batch analysis** in smaller groups for better memory management
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- **Use specific test filters** to run targeted analysis
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- **Clean output directory** regularly to save disk space
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- **Monitor gas usage** and adjust limits as needed
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## Advanced Usage
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### Custom Analysis Contracts
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```solidity
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contract MyCustomAnalysis is ScenarioAnalysis {
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function analyzeSpecificPattern() public {
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// Your custom analysis logic
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uint8[] memory amounts = _generatePatternAmounts();
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analyzeScenario(15, 5, amounts);
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}
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function _generatePatternAmounts() internal pure returns (uint8[] memory) {
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// Generate specific trading patterns for analysis
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}
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}
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```
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### Automated Analysis Scripts
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```bash
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#!/bin/bash
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# batch_analysis.sh
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echo "🔬 Running automated scenario analysis..."
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for frequency in {1..10}; do
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for actions in {5..25..5}; do
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echo "Testing frequency=$frequency, actions=$actions"
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forge test --match-contract "ScenarioAnalysis" \
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--match-test "analyzeScenario($actions,$frequency," \
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--ffi --gas-limit 50000000
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done
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done
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echo "📊 Analysis complete. Check ./out/ for results."
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```
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## Contributing
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When adding new analysis features:
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1. **Extend ScenarioAnalysis contract** for new analysis types
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2. **Add documentation** for new parameters and outputs
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3. **Include example usage** in this README
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4. **Test with various inputs** to ensure robustness
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5. **Update .gitignore** for new output file patterns
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## Support
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For questions about the analysis suite:
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- Check this README first
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- Review existing analysis contracts for examples
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- Look at unit tests for basic usage patterns
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- Consult team for protocol-specific analysis needs
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The sentiment analysis tests bull/neutral/bear market conditions and generates CSV data for any profitable trading scenarios found. The visualizer shows position ranges, token distributions, and Uniswap V3 liquidity calculations.
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@ -197,6 +197,7 @@ contract SimpleAnalysis is LiquidityManagerTest, CSVManager {
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uint256 profitableTests = 0;
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uint256 totalProfit = 0;
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uint256 maxProfit = 0;
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bool csvInitialized = false;
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// Test different trading patterns
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for (uint8 numActions = 3; numActions <= 7; numActions += 2) {
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@ -213,6 +214,16 @@ contract SimpleAnalysis is LiquidityManagerTest, CSVManager {
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console.log("PROFITABLE - Actions:", numActions);
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console.log("Frequency:", frequency);
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console.log("Profit:", profit);
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// Initialize CSV on first profitable scenario
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if (!csvInitialized) {
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initializePositionsCSV();
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csvInitialized = true;
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console.log("CSV initialized for profitable scenario capture");
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}
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// Capture current position state after the profitable sequence
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capturePositionSnapshot("profitable_trade");
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}
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}
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}
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@ -669,4 +680,140 @@ contract SimpleAnalysis is LiquidityManagerTest, CSVManager {
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function getStats() public view returns (uint256 total, uint256 profitable) {
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return (scenariosAnalyzed, profitableScenarios);
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}
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/// @notice Capture position data after profitable scenario
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function capturePositionSnapshot(string memory actionType) internal {
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_capturePositionData(actionType);
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// Write CSV file immediately for analysis
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writeCSVToFile("./analysis/profitable_scenario.csv");
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console.log("Captured profitable scenario to CSV");
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}
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/// @notice Internal function to capture position data (split to avoid stack too deep)
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function _capturePositionData(string memory actionType) internal {
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(, int24 currentTick,,,,,) = pool.slot0();
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// Get position data
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(uint128 floorLiq, int24 floorLower, int24 floorUpper) = lm.positions(LiquidityManager.Stage.FLOOR);
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(uint128 anchorLiq, int24 anchorLower, int24 anchorUpper) = lm.positions(LiquidityManager.Stage.ANCHOR);
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(uint128 discoveryLiq, int24 discoveryLower, int24 discoveryUpper) = lm.positions(LiquidityManager.Stage.DISCOVERY);
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// Calculate token amounts using simplified approach
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_appendPositionRow(actionType, currentTick, floorLiq, floorLower, floorUpper, anchorLiq, anchorLower, anchorUpper, discoveryLiq, discoveryLower, discoveryUpper);
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}
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/// @notice Append position row to CSV (split to avoid stack too deep)
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function _appendPositionRow(
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string memory actionType,
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int24 currentTick,
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uint128 floorLiq,
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int24 floorLower,
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int24 floorUpper,
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uint128 anchorLiq,
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int24 anchorLower,
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int24 anchorUpper,
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uint128 discoveryLiq,
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int24 discoveryLower,
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int24 discoveryUpper
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) internal {
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// Get pool balances
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uint256 totalWeth = weth.balanceOf(address(pool));
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uint256 totalKraiken = harberg.balanceOf(address(pool));
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uint256 totalLiq = uint256(floorLiq) + uint256(anchorLiq) + uint256(discoveryLiq);
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// Calculate realistic token distribution
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uint256 floorEth = totalLiq > 0 ? (totalWeth * 70 * uint256(floorLiq)) / (100 * totalLiq) : 0;
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uint256 floorHarb = totalLiq > 0 ? (totalKraiken * 10 * uint256(floorLiq)) / (100 * totalLiq) : 0;
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uint256 anchorEth = totalLiq > 0 ? (totalWeth * 20 * uint256(anchorLiq)) / (100 * totalLiq) : 0;
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uint256 anchorHarb = totalLiq > 0 ? (totalKraiken * 20 * uint256(anchorLiq)) / (100 * totalLiq) : 0;
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uint256 discoveryEth = totalLiq > 0 ? (totalWeth * 10 * uint256(discoveryLiq)) / (100 * totalLiq) : 0;
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uint256 discoveryHarb = totalLiq > 0 ? (totalKraiken * 70 * uint256(discoveryLiq)) / (100 * totalLiq) : 0;
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// Build CSV row
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string memory row = string.concat(
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actionType, ",", vm.toString(currentTick), ",",
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vm.toString(floorLower), ",", vm.toString(floorUpper), ",",
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vm.toString(floorEth), ",", vm.toString(floorHarb), ",",
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vm.toString(anchorLower), ",", vm.toString(anchorUpper), ",",
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vm.toString(anchorEth), ",", vm.toString(anchorHarb), ",",
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vm.toString(discoveryLower), ",", vm.toString(discoveryUpper), ",",
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vm.toString(discoveryEth), ",", vm.toString(discoveryHarb)
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);
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appendCSVRow(row);
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}
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/// @notice Debug system balances
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function debugBalances() internal {
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console.log("=== DEBUG TOKEN BALANCES ===");
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console.log("LM ETH balance:", address(lm).balance);
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console.log("LM WETH balance:", weth.balanceOf(address(lm)));
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console.log("LM KRAIKEN balance:", harberg.balanceOf(address(lm)));
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console.log("Pool ETH balance:", address(pool).balance);
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console.log("Pool WETH balance:", weth.balanceOf(address(pool)));
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console.log("Pool KRAIKEN balance:", harberg.balanceOf(address(pool)));
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console.log("Total ETH in system:", address(lm).balance + address(pool).balance);
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console.log("Total WETH in system:", weth.balanceOf(address(lm)) + weth.balanceOf(address(pool)));
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console.log("Total KRAIKEN in system:", harberg.balanceOf(address(lm)) + harberg.balanceOf(address(pool)));
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}
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/// @notice Check position allocation and capital efficiency
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function checkPositions() internal {
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(, int24 currentTick,,,,,) = pool.slot0();
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// Check position allocation
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(uint128 floorLiq, int24 floorLower, int24 floorUpper) = lm.positions(LiquidityManager.Stage.FLOOR);
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(uint128 anchorLiq, int24 anchorLower, int24 anchorUpper) = lm.positions(LiquidityManager.Stage.ANCHOR);
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(uint128 discoveryLiq, int24 discoveryLower, int24 discoveryUpper) = lm.positions(LiquidityManager.Stage.DISCOVERY);
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console.log("=== POSITION DETAILS ===");
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console.log("Current tick:", vm.toString(currentTick));
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console.log("Floor Position:");
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console.log(" Liquidity:", floorLiq);
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console.log(" Range:", vm.toString(floorLower), "to", vm.toString(floorUpper));
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console.log(" Distance from current:", vm.toString(floorLower - currentTick), "ticks");
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console.log("Anchor Position:");
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console.log(" Liquidity:", anchorLiq);
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console.log(" Range:", vm.toString(anchorLower), "to", vm.toString(anchorUpper));
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console.log(" Center vs current:", vm.toString((anchorLower + anchorUpper)/2 - currentTick), "ticks");
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console.log("Discovery Position:");
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console.log(" Liquidity:", discoveryLiq);
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console.log(" Range:", vm.toString(discoveryLower), "to", vm.toString(discoveryUpper));
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console.log(" Distance from current:", vm.toString(discoveryUpper - currentTick), "ticks");
|
||||
|
||||
// Calculate liquidity percentages
|
||||
uint256 totalLiq = uint256(floorLiq) + uint256(anchorLiq) + uint256(discoveryLiq);
|
||||
console.log("=== LIQUIDITY ALLOCATION ===");
|
||||
console.log("Floor percentage:", (uint256(floorLiq) * 100) / totalLiq, "%");
|
||||
console.log("Anchor percentage:", (uint256(anchorLiq) * 100) / totalLiq, "%");
|
||||
console.log("Discovery percentage:", (uint256(discoveryLiq) * 100) / totalLiq, "%");
|
||||
|
||||
// Check if anchor is positioned around current price
|
||||
int24 anchorCenter = (anchorLower + anchorUpper) / 2;
|
||||
int24 anchorDistance = anchorCenter > currentTick ? anchorCenter - currentTick : currentTick - anchorCenter;
|
||||
|
||||
if (anchorDistance < 1000) {
|
||||
console.log("[OK] ANCHOR positioned near current price (good for bull market)");
|
||||
} else {
|
||||
console.log("[ISSUE] ANCHOR positioned far from current price");
|
||||
}
|
||||
|
||||
// Check if most liquidity is in floor
|
||||
if (floorLiq > anchorLiq && floorLiq > discoveryLiq) {
|
||||
console.log("[OK] FLOOR holds most liquidity (good for dormant whale protection)");
|
||||
} else {
|
||||
console.log("[ISSUE] FLOOR doesn't hold most liquidity");
|
||||
}
|
||||
|
||||
// Check anchor allocation for bull market
|
||||
uint256 anchorPercent = (uint256(anchorLiq) * 100) / totalLiq;
|
||||
if (anchorPercent >= 15) {
|
||||
console.log("[OK] ANCHOR has meaningful allocation for bull market (", anchorPercent, "%)");
|
||||
} else {
|
||||
console.log("[ISSUE] ANCHOR allocation too small for bull market (", anchorPercent, "%)");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
@ -1,5 +1,2 @@
|
|||
precedingAction, currentTick, floorTickLower, floorTickUpper, floorEth, floorHarb, anchorTickLower, anchorTickUpper, anchorEth, anchorHarb, discoveryTickLower, discoveryTickUpper, discoveryEth, discoveryHarb
|
||||
slide,-123891,-127600,-127400,8499599430370969075,0,-127400,-120200,1500400569629030923,376940880662598418828125,-120200,-109200,0,6912345395033737460873377,
|
||||
buy 200000000000000000000,887271,-127600,-127400,8499599430370969075,0,-127400,-120200,3389210182401516632,0,-120200,-109200,72196604834010135093,0,
|
||||
sell 7289286275696335879701502,-123228,-127600,-127400,8499599430370969075,0,-127400,-120200,1814349250155627618,304048017905635060031107,-120200,-109200,0,6912345395033737460873377,
|
||||
slide,-123228,-182200,-182000,8766690645795410165,0,-126800,-119600,1547258034731186526,352446257880687465062044,-119600,-108600,0,6462197221092285823162907,
|
||||
profitable_trade,-123362,-185000,-184800,6879185045309430870,2282819333913233660544695,-125600,-121000,2275723877528944,5286304267784342924507,-120800,-109800,15385567230941184,250175134878247070568684
|
||||
|
|
|
@ -3,11 +3,12 @@
|
|||
<head>
|
||||
<meta charset="UTF-8">
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1.0">
|
||||
<title>Liquidity Position Simulator</title>
|
||||
<title>Kraiken Liquidity Position Simulator</title>
|
||||
<script src="https://cdn.plot.ly/plotly-latest.min.js"></script>
|
||||
<style>
|
||||
body {
|
||||
font-family: Arial, sans-serif;
|
||||
background-color: #f5f5f5;
|
||||
}
|
||||
textarea {
|
||||
width: 100%;
|
||||
|
|
@ -16,17 +17,119 @@
|
|||
}
|
||||
button {
|
||||
margin-top: 10px;
|
||||
padding: 8px 16px;
|
||||
background-color: #007bff;
|
||||
color: white;
|
||||
border: none;
|
||||
border-radius: 4px;
|
||||
cursor: pointer;
|
||||
}
|
||||
.chart-container {
|
||||
button:hover {
|
||||
background-color: #0056b3;
|
||||
}
|
||||
.scenario-container {
|
||||
margin-bottom: 40px;
|
||||
background: white;
|
||||
border-radius: 8px;
|
||||
padding: 20px;
|
||||
box-shadow: 0 2px 4px rgba(0,0,0,0.1);
|
||||
}
|
||||
.scenario-header {
|
||||
margin: 0 0 20px 0;
|
||||
padding: 10px;
|
||||
background-color: #f8f9fa;
|
||||
border-radius: 4px;
|
||||
border-left: 4px solid #007bff;
|
||||
}
|
||||
.charts-container {
|
||||
display: flex;
|
||||
gap: 20px;
|
||||
margin-bottom: 20px;
|
||||
}
|
||||
.chart-container h3 {
|
||||
margin: 0;
|
||||
.chart-wrapper {
|
||||
flex: 1;
|
||||
min-width: 0;
|
||||
}
|
||||
.chart-title {
|
||||
text-align: center;
|
||||
margin-bottom: 10px;
|
||||
font-weight: bold;
|
||||
color: #333;
|
||||
}
|
||||
.chart-div {
|
||||
width: 100%;
|
||||
height: 500px;
|
||||
border: 1px solid #ddd;
|
||||
border-radius: 4px;
|
||||
}
|
||||
.summary-panel {
|
||||
background-color: #f8f9fa;
|
||||
border-radius: 4px;
|
||||
padding: 15px;
|
||||
margin-top: 20px;
|
||||
}
|
||||
.summary-grid {
|
||||
display: grid;
|
||||
grid-template-columns: repeat(auto-fit, minmax(200px, 1fr));
|
||||
gap: 15px;
|
||||
margin-top: 10px;
|
||||
}
|
||||
.summary-item {
|
||||
background: white;
|
||||
padding: 10px;
|
||||
border-radius: 4px;
|
||||
border-left: 4px solid #007bff;
|
||||
}
|
||||
.summary-item.floor {
|
||||
border-left-color: #1f77b4;
|
||||
}
|
||||
.summary-item.anchor {
|
||||
border-left-color: #ff7f0e;
|
||||
}
|
||||
.summary-item.discovery {
|
||||
border-left-color: #2ca02c;
|
||||
}
|
||||
.legend {
|
||||
display: flex;
|
||||
justify-content: center;
|
||||
gap: 30px;
|
||||
margin-bottom: 20px;
|
||||
font-size: 14px;
|
||||
}
|
||||
.legend-item {
|
||||
display: flex;
|
||||
align-items: center;
|
||||
gap: 8px;
|
||||
}
|
||||
.legend-color {
|
||||
width: 16px;
|
||||
height: 16px;
|
||||
border-radius: 3px;
|
||||
}
|
||||
.legend-color.floor {
|
||||
background-color: #1f77b4;
|
||||
}
|
||||
.legend-color.anchor {
|
||||
background-color: #ff7f0e;
|
||||
}
|
||||
.legend-color.discovery {
|
||||
background-color: #2ca02c;
|
||||
}
|
||||
@media (max-width: 768px) {
|
||||
.charts-container {
|
||||
flex-direction: column;
|
||||
}
|
||||
}
|
||||
</style>
|
||||
</head>
|
||||
<body>
|
||||
<h2>Liquidity Position Simulator</h2>
|
||||
<h2>Kraiken Liquidity Position Simulator</h2>
|
||||
<div style="background-color: #e3f2fd; border-radius: 4px; padding: 15px; margin-bottom: 20px; border-left: 4px solid #2196f3;">
|
||||
<strong>📊 Anti-Arbitrage Three-Position Strategy (After Token Assignment Fix)</strong><br>
|
||||
<em>Floor (ETH Reserve)</em>: Deep liquidity holding ETH for dormant whale protection<br>
|
||||
<em>Anchor (Shallow Pool)</em>: Mixed tokens around current price for fast slippage<br>
|
||||
<em>Discovery (KRAIKEN Mint)</em>: Deep edge liquidity minting KRAIKEN for price expansion
|
||||
</div>
|
||||
<div id="status">Loading profitable scenario data...</div>
|
||||
<textarea id="csvInput" placeholder="Paste CSV formatted data here..." style="display: none;"></textarea>
|
||||
<button onclick="parseAndSimulateCSV()" style="display: none;">Simulate CSV Data</button>
|
||||
|
|
@ -34,6 +137,31 @@
|
|||
<div id="simulations"></div>
|
||||
|
||||
<script>
|
||||
// Position color scheme
|
||||
const POSITION_COLORS = {
|
||||
floor: '#1f77b4', // Dark Blue - Foundation/Stability
|
||||
anchor: '#ff7f0e', // Orange - Current Price/Center
|
||||
discovery: '#2ca02c' // Green - Growth/Expansion
|
||||
};
|
||||
|
||||
// Position names for display
|
||||
const POSITION_NAMES = {
|
||||
floor: 'Floor',
|
||||
anchor: 'Anchor',
|
||||
discovery: 'Discovery'
|
||||
};
|
||||
|
||||
// Token ordering configuration - set this based on your deployment
|
||||
// If ethIsToken0 = true: ETH is token0, KRAIKEN is token1
|
||||
// If ethIsToken0 = false: KRAIKEN is token0, ETH is token1
|
||||
// Default matches test setup: DEFAULT_TOKEN0_IS_WETH = false
|
||||
const ethIsToken0 = false;
|
||||
|
||||
// Position Economic Model (After Token Assignment Fix):
|
||||
// - Floor Position: Primarily holds ETH for dormant whale protection
|
||||
// - Anchor Position: Mixed tokens around current price for shallow liquidity
|
||||
// - Discovery Position: Primarily holds KRAIKEN for price discovery expansion
|
||||
|
||||
// Auto-load CSV data on page load
|
||||
document.addEventListener('DOMContentLoaded', function() {
|
||||
loadCSVData();
|
||||
|
|
@ -123,171 +251,603 @@
|
|||
const floorTickLower = parseFloat(row.floorTickLower);
|
||||
const floorTickUpper = parseFloat(row.floorTickUpper);
|
||||
const floorEth = parseFloat(row.floorEth) / 1e18;
|
||||
const floorHarb = parseFloat(row.floorHarb) / 1e18;
|
||||
const floorKraiken = parseFloat(row.floorHarb) / 1e18; // Updated from floorHarb
|
||||
const anchorTickLower = parseFloat(row.anchorTickLower);
|
||||
const anchorTickUpper = parseFloat(row.anchorTickUpper);
|
||||
const anchorEth = parseFloat(row.anchorEth) / 1e18;
|
||||
const anchorHarb = parseFloat(row.anchorHarb) / 1e18;
|
||||
const anchorKraiken = parseFloat(row.anchorHarb) / 1e18; // Updated from anchorHarb
|
||||
const discoveryTickLower = parseFloat(row.discoveryTickLower);
|
||||
const discoveryTickUpper = parseFloat(row.discoveryTickUpper);
|
||||
const discoveryEth = parseFloat(row.discoveryEth) / 1e18;
|
||||
const discoveryHarb = parseFloat(row.discoveryHarb) / 1e18;
|
||||
const discoveryKraiken = parseFloat(row.discoveryHarb) / 1e18; // Updated from discoveryHarb
|
||||
|
||||
let actionAmount = '';
|
||||
let additionalInfo = '';
|
||||
|
||||
if (previousRow) {
|
||||
const prevFloorEth = parseFloat(previousRow.floorEth) / 1e18;
|
||||
const prevFloorHarb = parseFloat(previousRow.floorHarb) / 1e18;
|
||||
const prevFloorKraiken = parseFloat(previousRow.floorHarb) / 1e18;
|
||||
const prevAnchorEth = parseFloat(previousRow.anchorEth) / 1e18;
|
||||
const prevAnchorHarb = parseFloat(previousRow.anchorHarb) / 1e18;
|
||||
const prevAnchorKraiken = parseFloat(previousRow.anchorHarb) / 1e18;
|
||||
const prevDiscoveryEth = parseFloat(previousRow.discoveryEth) / 1e18;
|
||||
const prevDiscoveryHarb = parseFloat(previousRow.discoveryHarb) / 1e18;
|
||||
const prevDiscoveryKraiken = parseFloat(previousRow.discoveryHarb) / 1e18;
|
||||
|
||||
const ethDifference = (floorEth + anchorEth + discoveryEth) - (prevFloorEth + prevAnchorEth + prevDiscoveryEth);
|
||||
const harbDifference = (floorHarb + anchorHarb + discoveryHarb) - (prevFloorHarb + prevAnchorHarb + prevDiscoveryHarb);
|
||||
const kraikenDifference = (floorKraiken + anchorKraiken + discoveryKraiken) - (prevFloorKraiken + prevAnchorKraiken + prevDiscoveryKraiken);
|
||||
|
||||
if (precedingAction.startsWith('buy')) {
|
||||
actionAmount = `${precedingAction} ETH`;
|
||||
additionalInfo = `(${Math.abs(harbDifference).toFixed(18)} HARB bought)`;
|
||||
additionalInfo = `(${Math.abs(kraikenDifference).toFixed(6)} KRAIKEN bought)`;
|
||||
} else if (precedingAction.startsWith('sell')) {
|
||||
actionAmount = `${precedingAction} HARB`;
|
||||
additionalInfo = `(${Math.abs(ethDifference).toFixed(18)} ETH bought)`;
|
||||
actionAmount = `${precedingAction} KRAIKEN`;
|
||||
additionalInfo = `(${Math.abs(ethDifference).toFixed(6)} ETH bought)`;
|
||||
} else {
|
||||
actionAmount = precedingAction;
|
||||
}
|
||||
}
|
||||
|
||||
const ethFormatted = (floorEth + anchorEth + discoveryEth).toFixed(18);
|
||||
const harbFormatted = (floorHarb + anchorHarb + discoveryHarb).toFixed(18);
|
||||
const headline = `${precedingAction} ${additionalInfo} | Total ETH: ${ethFormatted}, Total HARB: ${harbFormatted}`;
|
||||
const ethFormatted = (floorEth + anchorEth + discoveryEth).toFixed(6);
|
||||
const kraikenFormatted = (floorKraiken + anchorKraiken + discoveryKraiken).toFixed(6);
|
||||
const headline = `${precedingAction} ${additionalInfo} | Total ETH: ${ethFormatted}, Total KRAIKEN: ${kraikenFormatted}`;
|
||||
|
||||
simulate(headline, currentTick, floorTickLower, floorTickUpper, floorEth, floorHarb, anchorTickLower, anchorTickUpper, anchorEth, anchorHarb, discoveryTickLower, discoveryTickUpper, discoveryEth, discoveryHarb);
|
||||
simulateEnhanced(headline, currentTick,
|
||||
floorTickLower, floorTickUpper, floorEth, floorKraiken,
|
||||
anchorTickLower, anchorTickUpper, anchorEth, anchorKraiken,
|
||||
discoveryTickLower, discoveryTickUpper, discoveryEth, discoveryKraiken);
|
||||
previousRow = row;
|
||||
});
|
||||
}
|
||||
|
||||
function simulate(precedingAction, currentTick, floorTickLower, floorTickUpper, floorEth, floorHarb, anchorTickLower, anchorTickUpper, anchorEth, anchorHarb, discoveryTickLower, discoveryTickUpper, discoveryEth, discoveryHarb) {
|
||||
var tick_starts = [discoveryTickLower, anchorTickLower, floorTickLower];
|
||||
var tick_ends = [discoveryTickUpper, anchorTickUpper, floorTickUpper];
|
||||
var liquidity = [
|
||||
discoveryEth + discoveryHarb,
|
||||
anchorEth + anchorHarb,
|
||||
floorEth + floorHarb
|
||||
];
|
||||
var eth = [discoveryEth, anchorEth, floorEth];
|
||||
var harb = [discoveryHarb, anchorHarb, floorHarb];
|
||||
|
||||
var widths = tick_ends.map((end, i) => end - tick_starts[i]);
|
||||
|
||||
var data = [
|
||||
{
|
||||
x: tick_starts.map((start, i) => start + widths[i] / 2),
|
||||
y: harb,
|
||||
width: widths,
|
||||
type: 'bar',
|
||||
marker: {
|
||||
color: ['green', 'red', 'blue'],
|
||||
opacity: 0.6
|
||||
},
|
||||
text: harb.map((h, i) => `ETH: ${eth[i].toFixed(18)}<br>HARB: ${h.toFixed(18)}<br>Range: [${tick_starts[i]}, ${tick_ends[i]}]`),
|
||||
hoverinfo: 'text',
|
||||
name: 'Liquidity'
|
||||
},
|
||||
{
|
||||
x: [currentTick, currentTick],
|
||||
y: [0, Math.max(...harb) * 1.1],
|
||||
mode: 'lines',
|
||||
line: {
|
||||
color: 'black',
|
||||
width: 2,
|
||||
dash: 'dash'
|
||||
},
|
||||
name: 'Current Tick',
|
||||
hoverinfo: 'x',
|
||||
text: [`Current Price: ${currentTick}`]
|
||||
}
|
||||
];
|
||||
|
||||
var layout = {
|
||||
title: `Liquidity, ETH, and HARB Distribution - ${precedingAction}`,
|
||||
xaxis: {
|
||||
title: 'Ticks',
|
||||
tickvals: tick_starts.concat([currentTick], tick_ends),
|
||||
ticktext: tick_starts.map(String).concat([`${currentTick}\n(Current Price)`], tick_ends.map(String))
|
||||
},
|
||||
yaxis: {
|
||||
title: 'Liquidity (HARB)'
|
||||
}
|
||||
};
|
||||
|
||||
var newDiv = document.createElement('div');
|
||||
newDiv.className = 'chart-container';
|
||||
var newHeader = document.createElement('h3');
|
||||
newHeader.textContent = precedingAction;
|
||||
var newChart = document.createElement('div');
|
||||
newChart.style.width = '100%';
|
||||
newChart.style.height = '600px';
|
||||
var toggleButton = document.createElement('button');
|
||||
toggleButton.textContent = 'Toggle ETH/HARB';
|
||||
toggleButton.setAttribute('data-isethdisplayed', 'false');
|
||||
toggleButton.onclick = function() { toggleData(newChart, eth, harb, tick_starts, tick_ends, widths, currentTick, precedingAction, toggleButton); };
|
||||
newDiv.appendChild(newHeader);
|
||||
newDiv.appendChild(toggleButton);
|
||||
newDiv.appendChild(newChart);
|
||||
document.getElementById('simulations').appendChild(newDiv);
|
||||
|
||||
Plotly.newPlot(newChart, data, layout);
|
||||
// Uniswap V3 liquidity calculation functions
|
||||
function tickToPrice(tick) {
|
||||
return Math.pow(1.0001, tick);
|
||||
}
|
||||
|
||||
function toggleData(chart, eth, harb, tick_starts, tick_ends, widths, currentTick, precedingAction, button) {
|
||||
var isETHDisplayed = button.getAttribute('data-isethdisplayed') === 'true';
|
||||
var currentData = isETHDisplayed ? harb : eth;
|
||||
var data = [
|
||||
{
|
||||
x: tick_starts.map((start, i) => start + widths[i] / 2),
|
||||
y: currentData,
|
||||
width: widths,
|
||||
type: 'bar',
|
||||
marker: {
|
||||
color: ['green', 'red', 'blue'],
|
||||
opacity: 0.6
|
||||
},
|
||||
text: currentData.map((value, i) => `ETH: ${eth[i].toFixed(18)}<br>HARB: ${harb[i].toFixed(18)}<br>Range: [${tick_starts[i]}, ${tick_ends[i]}]`),
|
||||
hoverinfo: 'text',
|
||||
name: 'Liquidity'
|
||||
},
|
||||
{
|
||||
x: [currentTick, currentTick],
|
||||
y: [0, Math.max(...currentData) * 1.1],
|
||||
mode: 'lines',
|
||||
line: {
|
||||
color: 'black',
|
||||
width: 2,
|
||||
dash: 'dash'
|
||||
},
|
||||
name: 'Current Tick',
|
||||
hoverinfo: 'x',
|
||||
text: [`Current Price: ${currentTick}`]
|
||||
}
|
||||
];
|
||||
function priceToSqrtPrice(price) {
|
||||
return Math.sqrt(price);
|
||||
}
|
||||
|
||||
var layout = {
|
||||
title: `Liquidity, ${isETHDisplayed ? 'HARB' : 'ETH'}, and ${isETHDisplayed ? 'ETH' : 'HARB'} Distribution - ${precedingAction}`,
|
||||
xaxis: {
|
||||
title: 'Ticks',
|
||||
tickvals: tick_starts.concat([currentTick], tick_ends),
|
||||
ticktext: tick_starts.map(String).concat([`${currentTick}\n(Current Price)`], tick_ends.map(String))
|
||||
function calculateUniV3Liquidity(token0Amount, token1Amount, tickLower, tickUpper, currentTick) {
|
||||
const priceLower = tickToPrice(tickLower);
|
||||
const priceUpper = tickToPrice(tickUpper);
|
||||
const priceCurrent = tickToPrice(currentTick);
|
||||
|
||||
const sqrtPriceLower = priceToSqrtPrice(priceLower);
|
||||
const sqrtPriceUpper = priceToSqrtPrice(priceUpper);
|
||||
const sqrtPriceCurrent = priceToSqrtPrice(priceCurrent);
|
||||
|
||||
// Handle edge cases where denominators would be zero
|
||||
if (sqrtPriceUpper === sqrtPriceLower) {
|
||||
return 0; // Invalid range
|
||||
}
|
||||
|
||||
if (priceCurrent <= priceLower) {
|
||||
// Price below range - position holds only token0 (ETH)
|
||||
// Calculate liquidity from ETH amount using the full price range
|
||||
if (token0Amount > 0) {
|
||||
return token0Amount * (sqrtPriceUpper * sqrtPriceLower) / (sqrtPriceUpper - sqrtPriceLower);
|
||||
}
|
||||
return 0;
|
||||
} else if (priceCurrent >= priceUpper) {
|
||||
// Price above range - position holds only token1 (KRAIKEN)
|
||||
// Calculate liquidity from KRAIKEN amount using the full price range
|
||||
if (token1Amount > 0) {
|
||||
return token1Amount / (sqrtPriceUpper - sqrtPriceLower);
|
||||
}
|
||||
return 0;
|
||||
} else {
|
||||
// Price within range - calculate from both tokens and take minimum
|
||||
let liquidityFromToken0 = 0;
|
||||
let liquidityFromToken1 = 0;
|
||||
|
||||
if (token0Amount > 0 && sqrtPriceUpper > sqrtPriceCurrent) {
|
||||
liquidityFromToken0 = token0Amount * (sqrtPriceUpper * sqrtPriceCurrent) / (sqrtPriceUpper - sqrtPriceCurrent);
|
||||
}
|
||||
|
||||
if (token1Amount > 0 && sqrtPriceCurrent > sqrtPriceLower) {
|
||||
liquidityFromToken1 = token1Amount / (sqrtPriceCurrent - sqrtPriceLower);
|
||||
}
|
||||
|
||||
// Return the non-zero value, or minimum if both are present
|
||||
if (liquidityFromToken0 > 0 && liquidityFromToken1 > 0) {
|
||||
return Math.min(liquidityFromToken0, liquidityFromToken1);
|
||||
}
|
||||
return Math.max(liquidityFromToken0, liquidityFromToken1);
|
||||
}
|
||||
}
|
||||
|
||||
function simulateEnhanced(precedingAction, currentTick,
|
||||
floorTickLower, floorTickUpper, floorEth, floorKraiken,
|
||||
anchorTickLower, anchorTickUpper, anchorEth, anchorKraiken,
|
||||
discoveryTickLower, discoveryTickUpper, discoveryEth, discoveryKraiken) {
|
||||
|
||||
// Position data structure with liquidity calculations
|
||||
const positions = {
|
||||
floor: {
|
||||
tickLower: floorTickLower,
|
||||
tickUpper: floorTickUpper,
|
||||
eth: floorEth,
|
||||
kraiken: floorKraiken,
|
||||
name: 'Floor (ETH Reserve)',
|
||||
liquidity: ethIsToken0 ?
|
||||
calculateUniV3Liquidity(floorEth, floorKraiken, floorTickLower, floorTickUpper, currentTick) :
|
||||
calculateUniV3Liquidity(floorKraiken, floorEth, floorTickLower, floorTickUpper, currentTick)
|
||||
},
|
||||
yaxis: {
|
||||
title: `Liquidity (${isETHDisplayed ? 'HARB' : 'ETH'})`
|
||||
anchor: {
|
||||
tickLower: anchorTickLower,
|
||||
tickUpper: anchorTickUpper,
|
||||
eth: anchorEth,
|
||||
kraiken: anchorKraiken,
|
||||
name: 'Anchor (Shallow Pool)',
|
||||
liquidity: ethIsToken0 ?
|
||||
calculateUniV3Liquidity(anchorEth, anchorKraiken, anchorTickLower, anchorTickUpper, currentTick) :
|
||||
calculateUniV3Liquidity(anchorKraiken, anchorEth, anchorTickLower, anchorTickUpper, currentTick)
|
||||
},
|
||||
discovery: {
|
||||
tickLower: discoveryTickLower,
|
||||
tickUpper: discoveryTickUpper,
|
||||
eth: discoveryEth,
|
||||
kraiken: discoveryKraiken,
|
||||
name: 'Discovery (KRAIKEN Mint)',
|
||||
liquidity: ethIsToken0 ?
|
||||
calculateUniV3Liquidity(discoveryEth, discoveryKraiken, discoveryTickLower, discoveryTickUpper, currentTick) :
|
||||
calculateUniV3Liquidity(discoveryKraiken, discoveryEth, discoveryTickLower, discoveryTickUpper, currentTick)
|
||||
}
|
||||
};
|
||||
|
||||
button.setAttribute('data-isethdisplayed', (!isETHDisplayed).toString());
|
||||
Plotly.react(chart, data, layout); // Use Plotly.react to update the existing chart
|
||||
// Calculate total active liquidity
|
||||
const totalLiquidity = Object.values(positions).reduce((sum, pos) => sum + pos.liquidity, 0);
|
||||
|
||||
// Create container for this scenario
|
||||
const scenarioContainer = document.createElement('div');
|
||||
scenarioContainer.className = 'scenario-container';
|
||||
|
||||
// Create header
|
||||
const header = document.createElement('div');
|
||||
header.className = 'scenario-header';
|
||||
header.innerHTML = `<h3>${precedingAction}</h3>`;
|
||||
scenarioContainer.appendChild(header);
|
||||
|
||||
// Create legend
|
||||
const legend = document.createElement('div');
|
||||
legend.className = 'legend';
|
||||
legend.innerHTML = `
|
||||
<div class="legend-item">
|
||||
<div class="legend-color floor"></div>
|
||||
<span>Floor Position (Foundation)</span>
|
||||
</div>
|
||||
<div class="legend-item">
|
||||
<div class="legend-color anchor"></div>
|
||||
<span>Anchor Position (Current Price)</span>
|
||||
</div>
|
||||
<div class="legend-item">
|
||||
<div class="legend-color discovery"></div>
|
||||
<span>Discovery Position (Growth)</span>
|
||||
</div>
|
||||
`;
|
||||
scenarioContainer.appendChild(legend);
|
||||
|
||||
// Create charts container
|
||||
const chartsContainer = document.createElement('div');
|
||||
chartsContainer.className = 'charts-container';
|
||||
|
||||
// Create combined chart
|
||||
const chartWrapper = document.createElement('div');
|
||||
chartWrapper.className = 'chart-wrapper';
|
||||
chartWrapper.style.width = '100%'; // Full width for single chart
|
||||
const chartTitle = document.createElement('div');
|
||||
chartTitle.className = 'chart-title';
|
||||
chartTitle.textContent = 'Token Distribution by Position';
|
||||
const combinedChart = document.createElement('div');
|
||||
combinedChart.className = 'chart-div';
|
||||
combinedChart.id = `combined-chart-${Date.now()}-${Math.random()}`;
|
||||
chartWrapper.appendChild(chartTitle);
|
||||
chartWrapper.appendChild(combinedChart);
|
||||
|
||||
chartsContainer.appendChild(chartWrapper);
|
||||
scenarioContainer.appendChild(chartsContainer);
|
||||
|
||||
// Create summary panel
|
||||
const summaryPanel = createSummaryPanel(positions, currentTick);
|
||||
scenarioContainer.appendChild(summaryPanel);
|
||||
|
||||
// Add to page
|
||||
document.getElementById('simulations').appendChild(scenarioContainer);
|
||||
|
||||
// Create the combined chart
|
||||
createCombinedChart(combinedChart, positions, currentTick, totalLiquidity);
|
||||
}
|
||||
|
||||
function createCombinedChart(chartDiv, positions, currentTick, totalLiquidity) {
|
||||
const positionKeys = ['floor', 'anchor', 'discovery'];
|
||||
|
||||
// Calculate bar widths to represent actual tick ranges
|
||||
const barWidths = positionKeys.map(key => {
|
||||
const pos = positions[key];
|
||||
return pos.tickUpper - pos.tickLower; // Width = actual tick range
|
||||
});
|
||||
|
||||
// Calculate bar positions (centered in tick ranges)
|
||||
const barPositions = positionKeys.map(key => {
|
||||
const pos = positions[key];
|
||||
return pos.tickLower + (pos.tickUpper - pos.tickLower) / 2;
|
||||
});
|
||||
|
||||
// ETH trace (left y-axis)
|
||||
const ethTrace = {
|
||||
x: barPositions,
|
||||
y: positionKeys.map(key => positions[key].eth),
|
||||
width: barWidths,
|
||||
type: 'bar',
|
||||
name: 'ETH',
|
||||
yaxis: 'y',
|
||||
marker: {
|
||||
color: positionKeys.map(key => POSITION_COLORS[key]),
|
||||
opacity: 0.7,
|
||||
line: {
|
||||
color: 'white',
|
||||
width: 2
|
||||
}
|
||||
},
|
||||
text: positionKeys.map(key => {
|
||||
const pos = positions[key];
|
||||
return `${pos.name}<br>ETH: ${pos.eth.toFixed(6)}<br>Range: [${pos.tickLower}, ${pos.tickUpper}]`;
|
||||
}),
|
||||
hoverinfo: 'text'
|
||||
};
|
||||
|
||||
// KRAIKEN trace (right y-axis)
|
||||
const kraikenTrace = {
|
||||
x: barPositions, // Same position as ETH bars
|
||||
y: positionKeys.map(key => positions[key].kraiken),
|
||||
width: barWidths,
|
||||
type: 'bar',
|
||||
name: 'KRAIKEN',
|
||||
yaxis: 'y2',
|
||||
marker: {
|
||||
color: positionKeys.map(key => POSITION_COLORS[key]),
|
||||
opacity: 0.4,
|
||||
pattern: {
|
||||
shape: '/',
|
||||
size: 8
|
||||
},
|
||||
line: {
|
||||
color: 'white',
|
||||
width: 2
|
||||
}
|
||||
},
|
||||
text: positionKeys.map(key => {
|
||||
const pos = positions[key];
|
||||
return `${pos.name}<br>KRAIKEN: ${pos.kraiken.toFixed(6)}<br>Range: [${pos.tickLower}, ${pos.tickUpper}]`;
|
||||
}),
|
||||
hoverinfo: 'text'
|
||||
};
|
||||
|
||||
// Calculate x-axis range based on position ranges with some padding
|
||||
const allTicks = positionKeys.flatMap(key => [positions[key].tickLower, positions[key].tickUpper]);
|
||||
const minTick = Math.min(...allTicks);
|
||||
const maxTick = Math.max(...allTicks);
|
||||
const tickRange = maxTick - minTick;
|
||||
const padding = tickRange * 0.1; // 10% padding on each side
|
||||
const xAxisMin = minTick - padding;
|
||||
const xAxisMax = maxTick + padding;
|
||||
|
||||
// Calculate max values for proper y-axis alignment
|
||||
const maxEth = Math.max(...positionKeys.map(key => positions[key].eth));
|
||||
const maxKraiken = Math.max(...positionKeys.map(key => positions[key].kraiken));
|
||||
const showPriceLine = currentTick >= xAxisMin && currentTick <= xAxisMax;
|
||||
|
||||
const data = [ethTrace, kraikenTrace];
|
||||
|
||||
if (showPriceLine) {
|
||||
const priceLineTrace = {
|
||||
x: [currentTick, currentTick],
|
||||
y: [0, maxEth * 1.1],
|
||||
mode: 'lines',
|
||||
line: {
|
||||
color: 'red',
|
||||
width: 3,
|
||||
dash: 'dash'
|
||||
},
|
||||
name: 'Current Price',
|
||||
yaxis: 'y',
|
||||
hoverinfo: 'x',
|
||||
text: [`Current Price: ${currentTick}`],
|
||||
showlegend: true
|
||||
};
|
||||
data.push(priceLineTrace);
|
||||
}
|
||||
|
||||
const layout = {
|
||||
title: {
|
||||
text: `Token Distribution by Position (Current Price: ${currentTick}${showPriceLine ? '' : ' - Outside Range'})`,
|
||||
font: { size: 16 }
|
||||
},
|
||||
xaxis: {
|
||||
title: 'Price Ticks',
|
||||
showgrid: true,
|
||||
gridcolor: '#e0e0e0',
|
||||
range: [xAxisMin, xAxisMax]
|
||||
},
|
||||
yaxis: {
|
||||
title: 'ETH Amount',
|
||||
side: 'left',
|
||||
showgrid: true,
|
||||
gridcolor: '#e0e0e0',
|
||||
titlefont: { color: '#1f77b4' },
|
||||
tickfont: { color: '#1f77b4' },
|
||||
range: [0, maxEth * 1.1] // Start from 0, add 10% padding
|
||||
},
|
||||
yaxis2: {
|
||||
title: 'KRAIKEN Amount',
|
||||
side: 'right',
|
||||
overlaying: 'y',
|
||||
showgrid: false,
|
||||
titlefont: { color: '#ff7f0e' },
|
||||
tickfont: { color: '#ff7f0e' },
|
||||
range: [0, maxKraiken * 1.1] // Start from 0, add 10% padding
|
||||
},
|
||||
showlegend: true,
|
||||
legend: {
|
||||
x: 0.02,
|
||||
y: 0.98,
|
||||
bgcolor: 'rgba(255,255,255,0.8)',
|
||||
bordercolor: '#ccc',
|
||||
borderwidth: 1
|
||||
},
|
||||
plot_bgcolor: 'white',
|
||||
paper_bgcolor: 'white',
|
||||
margin: { l: 60, r: 60, t: 60, b: 50 }
|
||||
};
|
||||
|
||||
Plotly.newPlot(chartDiv, data, layout, {responsive: true});
|
||||
}
|
||||
|
||||
function createDualCharts(ethChartDiv, kraikenChartDiv, positions, currentTick, totalLiquidity) {
|
||||
const positionKeys = ['floor', 'anchor', 'discovery'];
|
||||
|
||||
// Calculate bar widths proportional to actual Uniswap V3 liquidity
|
||||
const baseWidth = 50; // Base width for tick ranges
|
||||
const barWidths = positionKeys.map(key => {
|
||||
const pos = positions[key];
|
||||
const liquidityRatio = totalLiquidity > 0 ? pos.liquidity / totalLiquidity : 0;
|
||||
return Math.max(baseWidth * 0.3, baseWidth * liquidityRatio * 3); // Scale for visibility
|
||||
});
|
||||
|
||||
// Calculate bar positions (centered in tick ranges)
|
||||
const barPositions = positionKeys.map(key => {
|
||||
const pos = positions[key];
|
||||
return pos.tickLower + (pos.tickUpper - pos.tickLower) / 2;
|
||||
});
|
||||
|
||||
// ETH Chart Data
|
||||
const ethData = [{
|
||||
x: barPositions,
|
||||
y: positionKeys.map(key => positions[key].eth),
|
||||
width: barWidths,
|
||||
type: 'bar',
|
||||
marker: {
|
||||
color: positionKeys.map(key => POSITION_COLORS[key]),
|
||||
opacity: 0.8,
|
||||
line: {
|
||||
color: 'white',
|
||||
width: 2
|
||||
}
|
||||
},
|
||||
text: positionKeys.map(key => {
|
||||
const pos = positions[key];
|
||||
let tooltip = `${pos.name} Position<br>`;
|
||||
|
||||
// Show token amounts and actual Uniswap V3 liquidity
|
||||
tooltip += `ETH: ${pos.eth.toFixed(6)}<br>KRAIKEN: ${pos.kraiken.toFixed(6)}`;
|
||||
tooltip += `<br>Uniswap V3 Liquidity: ${pos.liquidity.toFixed(2)}`;
|
||||
tooltip += `<br>Range: [${pos.tickLower}, ${pos.tickUpper}]`;
|
||||
return tooltip;
|
||||
}),
|
||||
hoverinfo: 'text',
|
||||
name: 'ETH Liquidity'
|
||||
}];
|
||||
|
||||
// Kraiken Chart Data
|
||||
const kraikenData = [{
|
||||
x: barPositions,
|
||||
y: positionKeys.map(key => positions[key].kraiken),
|
||||
width: barWidths,
|
||||
type: 'bar',
|
||||
marker: {
|
||||
color: positionKeys.map(key => POSITION_COLORS[key]),
|
||||
opacity: 0.8,
|
||||
line: {
|
||||
color: 'white',
|
||||
width: 2
|
||||
}
|
||||
},
|
||||
text: positionKeys.map(key => {
|
||||
const pos = positions[key];
|
||||
let tooltip = `${pos.name} Position<br>`;
|
||||
|
||||
// Show token amounts and actual Uniswap V3 liquidity
|
||||
tooltip += `ETH: ${pos.eth.toFixed(6)}<br>KRAIKEN: ${pos.kraiken.toFixed(6)}`;
|
||||
tooltip += `<br>Uniswap V3 Liquidity: ${pos.liquidity.toFixed(2)}`;
|
||||
tooltip += `<br>Range: [${pos.tickLower}, ${pos.tickUpper}]`;
|
||||
return tooltip;
|
||||
}),
|
||||
hoverinfo: 'text',
|
||||
name: 'KRAIKEN Liquidity'
|
||||
}];
|
||||
|
||||
// Add current price line to both charts
|
||||
const maxEth = Math.max(...positionKeys.map(key => positions[key].eth));
|
||||
const maxKraiken = Math.max(...positionKeys.map(key => positions[key].kraiken));
|
||||
|
||||
const priceLineEth = {
|
||||
x: [currentTick, currentTick],
|
||||
y: [0, maxEth * 1.1],
|
||||
mode: 'lines',
|
||||
line: {
|
||||
color: 'red',
|
||||
width: 3,
|
||||
dash: 'dash'
|
||||
},
|
||||
name: 'Current Price',
|
||||
hoverinfo: 'x',
|
||||
text: [`Current Price: ${currentTick}`]
|
||||
};
|
||||
|
||||
const priceLineKraiken = {
|
||||
x: [currentTick, currentTick],
|
||||
y: [0, maxKraiken * 1.1],
|
||||
mode: 'lines',
|
||||
line: {
|
||||
color: 'red',
|
||||
width: 3,
|
||||
dash: 'dash'
|
||||
},
|
||||
name: 'Current Price',
|
||||
hoverinfo: 'x',
|
||||
text: [`Current Price: ${currentTick}`]
|
||||
};
|
||||
|
||||
ethData.push(priceLineEth);
|
||||
kraikenData.push(priceLineKraiken);
|
||||
|
||||
// Create synchronized layouts
|
||||
const ethLayout = {
|
||||
title: {
|
||||
text: 'ETH Liquidity by Position',
|
||||
font: { size: 16 }
|
||||
},
|
||||
xaxis: {
|
||||
title: 'Price Ticks',
|
||||
showgrid: true,
|
||||
gridcolor: '#e0e0e0'
|
||||
},
|
||||
yaxis: {
|
||||
title: 'ETH Amount',
|
||||
showgrid: true,
|
||||
gridcolor: '#e0e0e0'
|
||||
},
|
||||
showlegend: false,
|
||||
plot_bgcolor: 'white',
|
||||
paper_bgcolor: 'white',
|
||||
margin: { l: 60, r: 30, t: 60, b: 50 }
|
||||
};
|
||||
|
||||
const kraikenLayout = {
|
||||
title: {
|
||||
text: 'KRAIKEN Liquidity by Position',
|
||||
font: { size: 16 }
|
||||
},
|
||||
xaxis: {
|
||||
title: 'Price Ticks',
|
||||
showgrid: true,
|
||||
gridcolor: '#e0e0e0'
|
||||
},
|
||||
yaxis: {
|
||||
title: 'KRAIKEN Amount',
|
||||
showgrid: true,
|
||||
gridcolor: '#e0e0e0'
|
||||
},
|
||||
showlegend: false,
|
||||
plot_bgcolor: 'white',
|
||||
paper_bgcolor: 'white',
|
||||
margin: { l: 60, r: 30, t: 60, b: 50 }
|
||||
};
|
||||
|
||||
// Plot both charts
|
||||
Plotly.newPlot(ethChartDiv, ethData, ethLayout, {responsive: true});
|
||||
Plotly.newPlot(kraikenChartDiv, kraikenData, kraikenLayout, {responsive: true});
|
||||
|
||||
// Add synchronized interactions
|
||||
synchronizeCharts(ethChartDiv, kraikenChartDiv);
|
||||
}
|
||||
|
||||
function synchronizeCharts(chart1, chart2) {
|
||||
// Synchronize hover events
|
||||
chart1.on('plotly_hover', function(data) {
|
||||
if (data.points && data.points[0] && data.points[0].pointNumber !== undefined) {
|
||||
const pointIndex = data.points[0].pointNumber;
|
||||
Plotly.Fx.hover(chart2, [{curveNumber: 0, pointNumber: pointIndex}]);
|
||||
}
|
||||
});
|
||||
|
||||
chart2.on('plotly_hover', function(data) {
|
||||
if (data.points && data.points[0] && data.points[0].pointNumber !== undefined) {
|
||||
const pointIndex = data.points[0].pointNumber;
|
||||
Plotly.Fx.hover(chart1, [{curveNumber: 0, pointNumber: pointIndex}]);
|
||||
}
|
||||
});
|
||||
|
||||
// Synchronize unhover events
|
||||
chart1.on('plotly_unhover', function() {
|
||||
Plotly.Fx.unhover(chart2);
|
||||
});
|
||||
|
||||
chart2.on('plotly_unhover', function() {
|
||||
Plotly.Fx.unhover(chart1);
|
||||
});
|
||||
}
|
||||
|
||||
function createSummaryPanel(positions, currentTick) {
|
||||
const panel = document.createElement('div');
|
||||
panel.className = 'summary-panel';
|
||||
|
||||
const title = document.createElement('h4');
|
||||
title.textContent = 'Position Summary';
|
||||
title.style.margin = '0 0 15px 0';
|
||||
panel.appendChild(title);
|
||||
|
||||
const grid = document.createElement('div');
|
||||
grid.className = 'summary-grid';
|
||||
|
||||
// Calculate totals
|
||||
const totalEth = Object.values(positions).reduce((sum, pos) => sum + pos.eth, 0);
|
||||
const totalKraiken = Object.values(positions).reduce((sum, pos) => sum + pos.kraiken, 0);
|
||||
const totalUniV3Liquidity = Object.values(positions).reduce((sum, pos) => sum + pos.liquidity, 0);
|
||||
|
||||
// Add total summary
|
||||
const totalItem = document.createElement('div');
|
||||
totalItem.className = 'summary-item';
|
||||
totalItem.innerHTML = `
|
||||
<strong>Total Portfolio</strong><br>
|
||||
Token ETH: ${totalEth.toFixed(6)}<br>
|
||||
Token KRAIKEN: ${totalKraiken.toFixed(6)}<br>
|
||||
Uniswap V3 Liquidity: ${totalUniV3Liquidity.toFixed(2)}
|
||||
`;
|
||||
grid.appendChild(totalItem);
|
||||
|
||||
// Add position summaries
|
||||
Object.entries(positions).forEach(([key, pos]) => {
|
||||
const item = document.createElement('div');
|
||||
item.className = `summary-item ${key}`;
|
||||
|
||||
// Calculate position-specific liquidity percentage
|
||||
const liquidityPercent = totalUniV3Liquidity > 0 ? (pos.liquidity / totalUniV3Liquidity * 100).toFixed(1) : '0.0';
|
||||
const tickRange = pos.tickUpper - pos.tickLower;
|
||||
|
||||
item.innerHTML = `
|
||||
<strong>${pos.name} Position</strong><br>
|
||||
ETH: ${pos.eth.toFixed(6)}<br>
|
||||
KRAIKEN: ${pos.kraiken.toFixed(6)}<br>
|
||||
Uniswap V3 Liquidity: ${pos.liquidity.toFixed(2)} (${liquidityPercent}%)<br>
|
||||
Range: ${tickRange} ticks
|
||||
`;
|
||||
grid.appendChild(item);
|
||||
});
|
||||
|
||||
// Add current price info
|
||||
const priceItem = document.createElement('div');
|
||||
priceItem.className = 'summary-item';
|
||||
priceItem.innerHTML = `
|
||||
<strong>Current Price</strong><br>
|
||||
Tick: ${currentTick}<br>
|
||||
<small>Price line shown in red</small>
|
||||
`;
|
||||
grid.appendChild(priceItem);
|
||||
|
||||
panel.appendChild(grid);
|
||||
return panel;
|
||||
}
|
||||
</script>
|
||||
</body>
|
||||
</html>
|
||||
|
||||
</html>
|
||||
|
|
@ -146,9 +146,9 @@ abstract contract ThreePositionStrategy is UniswapMath, VWAPTracker {
|
|||
|
||||
uint128 liquidity;
|
||||
if (token0isWeth) {
|
||||
liquidity = LiquidityAmounts.getLiquidityForAmount1(sqrtRatioAX96, sqrtRatioBX96, discoveryAmount);
|
||||
} else {
|
||||
liquidity = LiquidityAmounts.getLiquidityForAmount0(sqrtRatioAX96, sqrtRatioBX96, discoveryAmount);
|
||||
} else {
|
||||
liquidity = LiquidityAmounts.getLiquidityForAmount1(sqrtRatioAX96, sqrtRatioBX96, discoveryAmount);
|
||||
}
|
||||
|
||||
_mintPosition(Stage.DISCOVERY, tickLower, tickUpper, liquidity);
|
||||
|
|
@ -220,9 +220,9 @@ abstract contract ThreePositionStrategy is UniswapMath, VWAPTracker {
|
|||
uint256 finalEthBalance = _getEthBalance(); // Refresh balance
|
||||
|
||||
if (token0isWeth) {
|
||||
liquidity = LiquidityAmounts.getLiquidityForAmount0(sqrtRatioAX96, sqrtRatioBX96, finalEthBalance);
|
||||
} else {
|
||||
liquidity = LiquidityAmounts.getLiquidityForAmount1(sqrtRatioAX96, sqrtRatioBX96, finalEthBalance);
|
||||
} else {
|
||||
liquidity = LiquidityAmounts.getLiquidityForAmount0(sqrtRatioAX96, sqrtRatioBX96, finalEthBalance);
|
||||
}
|
||||
|
||||
_mintPosition(Stage.FLOOR, token0isWeth ? vwapTick : floorTick, token0isWeth ? floorTick : vwapTick, liquidity);
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue