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Merge pull request 'fix: fix: Bootstrap VWAP with seed trade during deployment (#567) (#567)' (#633) from fix/issue-567 into master

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johba 2026-03-13 03:17:30 +01:00
commit 8e4bd905ac
6 changed files with 285 additions and 21 deletions
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51
onchain/script/DeployBase.sol
View file

@ -11,6 +11,7 @@ import { ERC1967Proxy } from "@openzeppelin/proxy/ERC1967/ERC1967Proxy.sol";
import "@uniswap-v3-core/interfaces/IUniswapV3Factory.sol";
import "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
import "forge-std/Script.sol";
import "./DeployCommon.sol";
uint24 constant FEE = uint24(10_000);
@ -23,6 +24,12 @@ contract DeployBase is Script {
address public v3Factory;
address public optimizer;
// Seed amounts for VWAP bootstrap.
// Kept small: deployer only needs this ETH on top of gas.
// With very thin bootstrap positions, even 0.005 ETH moves the price >400 ticks.
uint256 internal constant SEED_LM_ETH = 0.01 ether;
uint256 internal constant SEED_SWAP_ETH = 0.005 ether;
// Deployed contracts
Kraiken public kraiken;
Stake public stake;
@ -88,12 +95,46 @@ contract DeployBase is Script {
liquidityManager = new LiquidityManager(v3Factory, weth, address(kraiken), optimizerAddress);
console.log("LiquidityManager deployed at:", address(liquidityManager));
// Set fee destination
liquidityManager.setFeeDestination(feeDest);
// Set liquidity manager in Kraiken
kraiken.setLiquidityManager(address(liquidityManager));
// =====================================================================
// VWAP Bootstrap -> seed trade during deployment
//
// The cumulativeVolume==0 path in recenter() records VWAP from whatever
// price exists at the time of the first fee event. An attacker who
// front-runs deployment with a whale buy inflates that anchor.
//
// Fix: execute a small buy BEFORE handing control to users so that
// cumulativeVolume>0 by the time the protocol is live.
//
// Deployer must have SEED_LM_ETH + SEED_SWAP_ETH available (≈0.015 ETH).
// =====================================================================
console.log("\nBootstrapping VWAP with seed trade...");
// Step 1: Temporarily set deployer as feeDestination to call setRecenterAccess.
liquidityManager.setFeeDestination(sender);
liquidityManager.setRecenterAccess(sender);
// Step 2: Fund LM and place initial bootstrap positions.
(bool funded,) = address(liquidityManager).call{ value: SEED_LM_ETH }("");
require(funded, "Failed to fund LM for seed bootstrap");
liquidityManager.recenter();
// Step 3: Seed buy -> generates a non-zero fee in the anchor position.
SeedSwapper seedSwapper = new SeedSwapper(weth, address(pool), token0isWeth);
seedSwapper.executeSeedBuy{ value: SEED_SWAP_ETH }(sender);
// Step 4: Second recenter records VWAP (bootstrap path + ethFee > 0).
liquidityManager.recenter();
require(liquidityManager.cumulativeVolume() > 0, "VWAP bootstrap failed: cumulativeVolume is 0");
console.log("VWAP bootstrapped -> cumulativeVolume:", liquidityManager.cumulativeVolume());
// Step 5: Clean up -> revoke temporary access and set the real feeDestination.
liquidityManager.revokeRecenterAccess();
liquidityManager.setFeeDestination(feeDest);
console.log("recenterAccess revoked, feeDestination set to", feeDest);
console.log("\n=== Deployment Complete ===");
console.log("Kraiken:", address(kraiken));
console.log("Stake:", address(stake));
@ -101,9 +142,9 @@ contract DeployBase is Script {
console.log("LiquidityManager:", address(liquidityManager));
console.log("Optimizer:", optimizerAddress);
console.log("\nPost-deploy steps:");
console.log(" 1. Fund LiquidityManager with ETH");
console.log(" 1. Fund LiquidityManager with operational ETH (VWAP already bootstrapped)");
console.log(" 2. Set recenterAccess to txnBot: lm.setRecenterAccess(txnBot) from feeDestination");
console.log(" 3. Wait a few minutes, then call recenter()");
console.log(" 3. txnBot can now call recenter()");
vm.stopBroadcast();
}

68
onchain/script/DeployCommon.sol Normal file
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@ -0,0 +1,68 @@
// SPDX-License-Identifier: GPL-3.0-or-later
pragma solidity ^0.8.19;
import { IWETH9 } from "../src/interfaces/IWETH9.sol";
import "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
/**
* @title SeedSwapper
* @notice One-shot helper deployed during Deploy*.run() to perform the initial seed buy.
* Executing a small buy before the protocol opens eliminates the cumulativeVolume==0
* front-run window: after the seed recenter, VWAP has a real anchor and the bootstrap
* path in LiquidityManager.recenter() is never reachable by external users.
*
* @dev Deployed by both DeployLocal and DeployBase; extracted here to avoid duplicate
* Foundry artifacts and drift between the two deploy scripts.
*/
contract SeedSwapper {
// TickMath sentinel values — the pool will consume as much input as available in-range.
uint160 private constant SQRT_PRICE_LIMIT_MIN = 4295128740; // TickMath.MIN_SQRT_RATIO + 1
uint160 private constant SQRT_PRICE_LIMIT_MAX = // TickMath.MAX_SQRT_RATIO - 1
1461446703485210103287273052203988822378723970341;
IWETH9 private immutable weth;
IUniswapV3Pool private immutable pool;
bool private immutable token0isWeth;
constructor(address _weth, address _pool, bool _token0isWeth) {
weth = IWETH9(_weth);
pool = IUniswapV3Pool(_pool);
token0isWeth = _token0isWeth;
}
/// @notice Wraps msg.value ETH to WETH, swaps it for KRK (buying KRK), and sweeps any
/// unconsumed WETH back to `recipient`. The fee generated by the swap is captured
/// in the LM's anchor position so the subsequent recenter() call will collect a
/// non-zero ethFee and record VWAP.
///
/// @dev If the pool exhausts in-range liquidity before spending all WETH (price-limit
/// sentinel reached), `wethDelta < msg.value` in the callback and the remainder
/// stays as WETH in this contract. The post-swap sweep returns it to `recipient`
/// so no funds are stranded.
function executeSeedBuy(address recipient) external payable {
weth.deposit{ value: msg.value }();
// zeroForOne=true when WETH is token0: sell token0(WETH) -> token1(KRK)
// zeroForOne=false when WETH is token1: sell token1(WETH) -> token0(KRK)
bool zeroForOne = token0isWeth;
uint160 priceLimit = zeroForOne ? SQRT_PRICE_LIMIT_MIN : SQRT_PRICE_LIMIT_MAX;
pool.swap(recipient, zeroForOne, int256(msg.value), priceLimit, "");
// Sweep any unconsumed WETH to recipient (occurs when price limit is reached
// before the full input is spent).
uint256 leftover = weth.balanceOf(address(this));
if (leftover > 0) {
require(weth.transfer(recipient, leftover), "SeedSwapper: WETH sweep failed");
}
}
/// @notice Uniswap V3 callback: pay the WETH owed for the seed buy.
function uniswapV3SwapCallback(int256 amount0Delta, int256 amount1Delta, bytes calldata) external {
require(msg.sender == address(pool), "SeedSwapper: only pool");
int256 wethDelta = token0isWeth ? amount0Delta : amount1Delta;
if (wethDelta > 0) {
require(weth.transfer(msg.sender, uint256(wethDelta)), "SeedSwapper: WETH transfer failed");
}
}
}

92
onchain/script/DeployLocal.sol
View file

@ -11,6 +11,7 @@ import { ERC1967Proxy } from "@openzeppelin/proxy/ERC1967/ERC1967Proxy.sol";
import "@uniswap-v3-core/interfaces/IUniswapV3Factory.sol";
import "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
import "forge-std/Script.sol";
import "./DeployCommon.sol";
/**
* @title DeployLocal
@ -27,6 +28,17 @@ contract DeployLocal is Script {
address internal constant weth = 0x4200000000000000000000000000000000000006;
address internal constant v3Factory = 0x4752ba5DBc23f44D87826276BF6Fd6b1C372aD24;
// Seed amounts for VWAP bootstrap.
// seedLmEth: initial ETH sent to the LM to create thin bootstrap positions.
// seedSwapEth: ETH used for the seed buy. Must be large enough to move the
// Uniswap tick >400 ticks past the ANCHOR center (minAmplitude = 2*tickSpacing
// = 400 for the 1%-fee pool). The ANCHOR typically holds ~25% of seedLmEth as
// WETH across a ~7200-tick range; consuming half of that WETH (≈0.125 ETH)
// moves the price ~3600 ticks — well above the 400-tick threshold.
// 0.5 ether provides a 4× margin over the minimum needed.
uint256 internal constant SEED_LM_ETH = 1 ether;
uint256 internal constant SEED_SWAP_ETH = 0.5 ether;
// Deployed contracts
Kraiken public kraiken;
Stake public stake;
@ -48,7 +60,7 @@ contract DeployLocal is Script {
// Deploy Kraiken token
kraiken = new Kraiken("Kraiken", "KRK");
console.log("\n[1/6] Kraiken deployed:", address(kraiken));
console.log("\n[1/7] Kraiken deployed:", address(kraiken));
// Determine token ordering
token0isWeth = address(weth) < address(kraiken);
@ -56,7 +68,7 @@ contract DeployLocal is Script {
// Deploy Stake contract
stake = new Stake(address(kraiken), feeDest);
console.log("\n[2/6] Stake deployed:", address(stake));
console.log("\n[2/7] Stake deployed:", address(stake));
// Set staking pool in Kraiken
kraiken.setStakingPool(address(stake));
@ -67,9 +79,9 @@ contract DeployLocal is Script {
address liquidityPool = factory.getPool(weth, address(kraiken), FEE);
if (liquidityPool == address(0)) {
liquidityPool = factory.createPool(weth, address(kraiken), FEE);
console.log("\n[3/6] Uniswap pool created:", liquidityPool);
console.log("\n[3/7] Uniswap pool created:", liquidityPool);
} else {
console.log("\n[3/6] Using existing pool:", liquidityPool);
console.log("\n[3/7] Using existing pool:", liquidityPool);
}
pool = IUniswapV3Pool(liquidityPool);
@ -91,20 +103,70 @@ contract DeployLocal is Script {
bytes memory params = abi.encodeWithSignature("initialize(address,address)", address(kraiken), address(stake));
ERC1967Proxy proxy = new ERC1967Proxy(address(optimizerImpl), params);
address optimizerAddress = address(proxy);
console.log("\n[4/6] Optimizer deployed:", optimizerAddress);
console.log("\n[4/7] Optimizer deployed:", optimizerAddress);
// Deploy LiquidityManager
liquidityManager = new LiquidityManager(v3Factory, weth, address(kraiken), optimizerAddress);
console.log("\n[5/6] LiquidityManager deployed:", address(liquidityManager));
console.log("\n[5/7] LiquidityManager deployed:", address(liquidityManager));
// Configure contracts
liquidityManager.setFeeDestination(feeDest);
console.log(" Fee destination set");
kraiken.setLiquidityManager(address(liquidityManager));
console.log(" LiquidityManager set in Kraiken");
console.log("\n[6/6] Configuration complete");
console.log("\n[6/7] Configuration complete");
// =====================================================================
// [7/7] VWAP Bootstrap -> seed trade during deployment
//
// The cumulativeVolume==0 path in recenter() records VWAP from whatever
// price exists at the time of the first fee event. An attacker who
// front-runs deployment with a whale buy inflates that anchor.
//
// Fix: execute a small buy BEFORE handing control to users so that
// cumulativeVolume>0 by the time the protocol is live.
//
// Sequence:
// 1. Temporarily make sender the feeDestination (deployer can do this
// because setFeeDestination is gated on deployer, not feeDestination).
// This allows sender to call setRecenterAccess.
// 2. Fund LM with SEED_LM_ETH and call recenter() -> places thin initial
// positions; no fees collected yet, so cumulativeVolume stays 0.
// 3. Execute seed buy via SeedSwapper -> generates a non-zero WETH fee
// in the anchor position and moves the tick >400 (minimum amplitude).
// 4. Call recenter() again -> cumulativeVolume==0 triggers the bootstrap
// path (shouldRecordVWAP=true); ethFee>0 → _recordVolumeAndPrice fires
// → cumulativeVolume>0. VWAP is now anchored to the real launch price.
// 5. Revoke recenterAccess and restore the real feeDestination.
// =====================================================================
console.log("\n[7/7] Bootstrapping VWAP with seed trade...");
// Step 1: Grant deployer temporary feeDestination role to enable setRecenterAccess.
liquidityManager.setFeeDestination(sender);
liquidityManager.setRecenterAccess(sender);
console.log(" Temporary recenterAccess granted to deployer");
// Step 2: Fund LM and place initial bootstrap positions.
(bool funded,) = address(liquidityManager).call{ value: SEED_LM_ETH }("");
require(funded, "Failed to fund LM for seed bootstrap");
liquidityManager.recenter();
console.log(" First recenter complete -> positions placed, cumulativeVolume still 0");
// Step 3: Seed buy -> generates a non-zero fee in the anchor position.
SeedSwapper seedSwapper = new SeedSwapper(weth, address(pool), token0isWeth);
seedSwapper.executeSeedBuy{ value: SEED_SWAP_ETH }(sender);
console.log(" Seed buy executed -> fee generated in anchor position");
// Step 4: Second recenter records VWAP (bootstrap path + ethFee > 0).
liquidityManager.recenter();
require(liquidityManager.cumulativeVolume() > 0, "VWAP bootstrap failed: cumulativeVolume is 0");
console.log(" Second recenter complete -> VWAP bootstrapped");
console.log(" cumulativeVolume:", liquidityManager.cumulativeVolume());
console.log(" VWAP (X96):", liquidityManager.getVWAP());
// Step 5: Clean up -> revoke temporary access and set the real feeDestination.
liquidityManager.revokeRecenterAccess();
liquidityManager.setFeeDestination(feeDest);
console.log(" recenterAccess revoked, feeDestination restored to", feeDest);
// Print deployment summary
console.log("\n=== Deployment Summary ===");
@ -115,10 +177,12 @@ contract DeployLocal is Script {
console.log("Optimizer:", optimizerAddress);
console.log("\n=== Next Steps ===");
console.log("1. Fund LiquidityManager with ETH:");
console.log(" cast send", address(liquidityManager), "--value 0.1ether");
console.log("2. Call recenter to initialize positions:");
console.log(" cast send", address(liquidityManager), "\"recenter()\"");
console.log("VWAP is already bootstrapped. To go live:");
console.log("1. Fund LiquidityManager with operational ETH (current balance includes seed):");
console.log(" cast send", address(liquidityManager), "--value 10ether");
console.log("2. Grant recenterAccess to txnBot (call from feeDestination):");
console.log(" cast send", address(liquidityManager), "\"setRecenterAccess(address)\" <txnBotAddr>");
console.log("3. txnBot can now call recenter() to rebalance positions.");
vm.stopBroadcast();
}

36
onchain/test/VWAPFloorProtection.t.sol
View file

@ -212,6 +212,42 @@ contract VWAPFloorProtectionTest is UniSwapHelper {
}
}
// =========================================================================
// Deployment bootstrap: seed trade seeds VWAP before protocol goes live
// =========================================================================
/**
* @notice Verifies the deployment bootstrap sequence from DeployLocal.sol / DeployBase.sol.
*
* The deploy scripts execute:
* 1. First recenter — places bootstrap positions; no fees, cumulativeVolume stays 0.
* 2. Seed buy — small swap generates a non-zero WETH fee in the anchor position
* and moves the tick >400 (amplitude gate for the second recenter).
* 3. Second recenter — cumulativeVolume==0 path fires (shouldRecordVWAP=true) and
* ethFee>0, so _recordVolumeAndPrice is called.
*
* After step 3, cumulativeVolume>0 and the bootstrap path is permanently closed to
* external users. This test mirrors that sequence and asserts the invariant holds.
*/
function test_vwapBootstrappedBySeedTrade() public {
// Step 1: Initial recenter — places positions, no fees yet.
vm.prank(RECENTER_CALLER);
lm.recenter();
assertEq(lm.cumulativeVolume(), 0, "no fees before seed trade: cumulativeVolume must be 0");
// Step 2: Seed buy — enough to move the tick >400 (amplitude gate) and generate fee.
// 25 ether against a 100 ETH LM pool reliably satisfies the amplitude check
// (same amount used across other bootstrap tests in this file).
buyRaw(25 ether);
// Step 3: Second recenter — bootstrap path records VWAP.
vm.prank(RECENTER_CALLER);
lm.recenter();
assertGt(lm.cumulativeVolume(), 0, "seed trade must bootstrap cumulativeVolume to non-zero");
assertGt(lm.getVWAP(), 0, "seed trade must anchor VWAP to the real launch price");
}
// =========================================================================
// getLiquidityManager override for UniSwapHelper boundary helpers
// =========================================================================