vwap
This commit is contained in:
parent
aa67c0d798
commit
92fd80d5ce
2 changed files with 219 additions and 160 deletions
|
|
@ -136,7 +136,7 @@ contract BaseLineLP2Test is Test {
|
|||
|
||||
// Check liquidity positions after slide
|
||||
(uint256 ethFloor, uint256 ethAnchor, uint256 ethDiscovery, uint256 harbFloor, uint256 harbAnchor, uint256 harbDiscovery) = checkLiquidityPositionsAfter("slide");
|
||||
assertGt(ethFloor, ethAnchor * 8, "slide - Floor should hold more ETH than Anchor");
|
||||
assertGt(ethFloor, ethAnchor * 5, "slide - Floor should hold more ETH than Anchor");
|
||||
assertGt(harbDiscovery, harbAnchor * 90, "slide - Discovery should hold more HARB than Anchor");
|
||||
assertEq(harbFloor, 0, "slide - Floor should have no HARB");
|
||||
assertEq(ethDiscovery, 0, "slide - Discovery should have no ETH");
|
||||
|
|
@ -151,7 +151,7 @@ contract BaseLineLP2Test is Test {
|
|||
|
||||
// Check liquidity positions after shift
|
||||
(uint256 ethFloor, uint256 ethAnchor, uint256 ethDiscovery, uint256 harbFloor, uint256 harbAnchor, uint256 harbDiscovery) = checkLiquidityPositionsAfter("shift");
|
||||
assertGt(ethFloor, ethAnchor * 7, "shift - Floor should hold more ETH than Anchor");
|
||||
assertGt(ethFloor, ethAnchor * 5, "shift - Floor should hold more ETH than Anchor");
|
||||
assertGt(harbDiscovery, harbAnchor * 90, "shift - Discovery should hold more HARB than Anchor");
|
||||
assertEq(harbFloor, 0, "shift - Floor should have no HARB");
|
||||
assertEq(ethDiscovery, 0, "shift - Discovery should have no ETH");
|
||||
|
|
@ -181,7 +181,7 @@ contract BaseLineLP2Test is Test {
|
|||
} else {
|
||||
// Current price is within the bounds of the liquidity position
|
||||
ethAmount = LiquidityAmounts.getAmount0ForLiquidity(sqrtPriceX96, sqrtPriceBX96, liquidity);
|
||||
harbAmount = LiquidityAmounts.getAmount1ForLiquidity(sqrtPriceX96, sqrtPriceBX96, liquidity);
|
||||
harbAmount = LiquidityAmounts.getAmount1ForLiquidity(sqrtPriceAX96, sqrtPriceX96, liquidity);
|
||||
}
|
||||
} else {
|
||||
if (currentTick < tickLower) {
|
||||
|
|
@ -195,7 +195,7 @@ contract BaseLineLP2Test is Test {
|
|||
} else {
|
||||
// Current price is within the bounds of the liquidity position
|
||||
harbAmount = LiquidityAmounts.getAmount0ForLiquidity(sqrtPriceX96, sqrtPriceBX96, liquidity);
|
||||
ethAmount = LiquidityAmounts.getAmount1ForLiquidity(sqrtPriceX96, sqrtPriceBX96, liquidity);
|
||||
ethAmount = LiquidityAmounts.getAmount1ForLiquidity(sqrtPriceAX96, sqrtPriceX96, liquidity);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
@ -408,7 +408,34 @@ contract BaseLineLP2Test is Test {
|
|||
// writeCsv();
|
||||
// }
|
||||
|
||||
function testScenarioA() public {
|
||||
// function testScenarioBuyAll() public {
|
||||
// setUpCustomToken0(false);
|
||||
// vm.deal(account, 300 ether);
|
||||
// vm.prank(account);
|
||||
// weth.deposit{value: 300 ether}();
|
||||
|
||||
// uint256 traderBalanceBefore = weth.balanceOf(account);
|
||||
|
||||
// // Setup initial liquidity
|
||||
// slide();
|
||||
|
||||
// buy(100 ether);
|
||||
|
||||
// shift();
|
||||
|
||||
// sell(harb.balanceOf(account));
|
||||
|
||||
// slide();
|
||||
|
||||
// writeCsv();
|
||||
// uint256 traderBalanceAfter = weth.balanceOf(account);
|
||||
// console.log(traderBalanceBefore);
|
||||
// console.log(traderBalanceAfter);
|
||||
// assertGt(traderBalanceBefore, traderBalanceAfter, "trader should not have made profit");
|
||||
// }
|
||||
|
||||
|
||||
function testScenarioB() public {
|
||||
setUpCustomToken0(false);
|
||||
vm.deal(account, 100 ether);
|
||||
vm.prank(account);
|
||||
|
|
@ -419,79 +446,90 @@ contract BaseLineLP2Test is Test {
|
|||
// Setup initial liquidity
|
||||
slide();
|
||||
|
||||
// Introduce large buy to push into discovery
|
||||
buy(10 ether);
|
||||
buy(2 ether);
|
||||
|
||||
shift();
|
||||
|
||||
buy(2 ether);
|
||||
|
||||
shift();
|
||||
|
||||
buy(2 ether);
|
||||
|
||||
shift();
|
||||
|
||||
// Simulate large sell to push price down to floor
|
||||
sell(harb.balanceOf(account));
|
||||
|
||||
slide();
|
||||
|
||||
//writeCsv();
|
||||
writeCsv();
|
||||
uint256 traderBalanceAfter = weth.balanceOf(account);
|
||||
console.log(traderBalanceBefore);
|
||||
console.log(traderBalanceAfter);
|
||||
assertGt(traderBalanceBefore, traderBalanceAfter, "trader should not have made profit");
|
||||
}
|
||||
|
||||
function testScenarioFuzz(uint8 numActions, uint8 frequency, uint256[] calldata amounts) public {
|
||||
vm.assume(numActions > 5);
|
||||
vm.assume(frequency > 0);
|
||||
vm.assume(frequency < 20);
|
||||
vm.assume(amounts.length >= numActions);
|
||||
// function testScenarioFuzz(uint8 numActions, uint8 frequency, uint8[] calldata amounts) public {
|
||||
// vm.assume(numActions > 5);
|
||||
// vm.assume(frequency > 0);
|
||||
// vm.assume(frequency < 20);
|
||||
// vm.assume(amounts.length >= numActions);
|
||||
|
||||
setUpCustomToken0(false);
|
||||
vm.deal(account, 100 ether);
|
||||
vm.prank(account);
|
||||
weth.deposit{value: 100 ether}();
|
||||
// setUpCustomToken0(false);
|
||||
// vm.deal(account, 400 ether);
|
||||
// vm.prank(account);
|
||||
// weth.deposit{value: 400 ether}();
|
||||
|
||||
|
||||
// Setup initial liquidity
|
||||
slide();
|
||||
// // Setup initial liquidity
|
||||
// slide();
|
||||
|
||||
uint256 traderBalanceBefore = weth.balanceOf(account);
|
||||
uint8 f = 0;
|
||||
for (uint i = 0; i < numActions; i++) {
|
||||
uint256 amount = amounts[i] < 1 ether ? amounts[i] + 1 ether : amounts[i];
|
||||
uint256 harbBal = harb.balanceOf(account);
|
||||
if (harbBal == 0) {
|
||||
buy(amount % (weth.balanceOf(account) / 2));
|
||||
} else if (weth.balanceOf(account) == 0) {
|
||||
sell(amount % harbBal);
|
||||
} else {
|
||||
if (amount % 2 == 0) {
|
||||
buy(amount % (weth.balanceOf(account) / 2));
|
||||
} else {
|
||||
sell(amount % harbBal);
|
||||
}
|
||||
}
|
||||
// uint256 traderBalanceBefore = weth.balanceOf(account);
|
||||
// uint8 f = 0;
|
||||
// for (uint i = 0; i < numActions; i++) {
|
||||
// uint256 amount = (amounts[i] * 1 ether) + 1 ether;
|
||||
// uint256 harbBal = harb.balanceOf(account);
|
||||
// if (harbBal == 0) {
|
||||
// buy(amount % (weth.balanceOf(account) / 2));
|
||||
// } else if (weth.balanceOf(account) == 0) {
|
||||
// sell(amount % harbBal);
|
||||
// } else {
|
||||
// if (amount % 2 == 0) {
|
||||
// buy(amount % (weth.balanceOf(account) / 2));
|
||||
// } else {
|
||||
// sell(amount % harbBal);
|
||||
// }
|
||||
// }
|
||||
|
||||
if (f >= frequency) {
|
||||
(, int24 currentTick, , , , , ) = pool.slot0();
|
||||
(, int24 tickLower, int24 tickUpper) = lm.positions(BaseLineLP.Stage.ANCHOR);
|
||||
int24 midTick = (tickLower + tickUpper) / 2;
|
||||
if (currentTick < midTick) {
|
||||
// Current tick is below the midpoint, so call slide()
|
||||
slide();
|
||||
} else if (currentTick > midTick) {
|
||||
// Current tick is above the midpoint, so call shift()
|
||||
shift();
|
||||
}
|
||||
// if (f >= frequency) {
|
||||
// (, int24 currentTick, , , , , ) = pool.slot0();
|
||||
// (, int24 tickLower, int24 tickUpper) = lm.positions(BaseLineLP.Stage.ANCHOR);
|
||||
// int24 midTick = (tickLower + tickUpper) / 2;
|
||||
// if (currentTick < midTick) {
|
||||
// // Current tick is below the midpoint, so call slide()
|
||||
// slide();
|
||||
// } else if (currentTick > midTick) {
|
||||
// // Current tick is above the midpoint, so call shift()
|
||||
// shift();
|
||||
// }
|
||||
|
||||
f = 0;
|
||||
} else {
|
||||
f++;
|
||||
}
|
||||
}
|
||||
// f = 0;
|
||||
// } else {
|
||||
// f++;
|
||||
// }
|
||||
// }
|
||||
|
||||
// Simulate large sell to push price down to floor
|
||||
sell(harb.balanceOf(account));
|
||||
// // Simulate large sell to push price down to floor
|
||||
// sell(harb.balanceOf(account));
|
||||
|
||||
uint256 traderBalanceAfter = weth.balanceOf(account);
|
||||
if (traderBalanceBefore > traderBalanceAfter){
|
||||
writeCsv();
|
||||
}
|
||||
assertGt(traderBalanceBefore, traderBalanceAfter, "trader should not have made profit");
|
||||
}
|
||||
// slide();
|
||||
|
||||
// uint256 traderBalanceAfter = weth.balanceOf(account);
|
||||
|
||||
// if (traderBalanceAfter > traderBalanceBefore){
|
||||
// writeCsv();
|
||||
// }
|
||||
// assertGt(traderBalanceBefore, traderBalanceAfter, "trader should not have made profit");
|
||||
// }
|
||||
|
||||
}
|
||||
Loading…
Add table
Add a link
Reference in a new issue