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full market cycle tests

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This commit is contained in:
JulesCrown 2024-04-29 06:27:28 +02:00
parent 8f7b426daa
commit 9ad2ae9ad3
2 changed files with 54 additions and 15 deletions
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22
onchain/src/BaseLineLP.sol
View file

@ -155,7 +155,6 @@ contract BaseLineLP {
if (tokenAmount == 0) {
sqrtPriceX96 = MIN_SQRT_RATIO;
} else {
emit DEBUG(tokenAmount,ethAmount,0,0,token0isWeth);
// Use a fixed-point library or more precise arithmetic for the division here.
// For example, using ABDKMath64x64 for a more precise division and square root calculation.
int128 priceRatio = ABDKMath64x64.div(
@ -166,7 +165,6 @@ contract BaseLineLP {
sqrtPriceX96 = uint160(
int160(ABDKMath64x64.sqrt(priceRatio) << 32)
);
emit DEBUG(uint256(int256(priceRatio >> 64)),uint256(sqrtPriceX96 >> 96),0,0,token0isWeth);
}
// Proceed as before.
tick_ = TickMath.getTickAtSqrtRatio(sqrtPriceX96);
@ -252,10 +250,13 @@ contract BaseLineLP {
uint256 _outstanding = outstanding();
if (_outstanding > 0) {
floorTick = tickAtPrice(_outstanding, ethInFloor);
emit DEBUG(ethInFloor,_outstanding,floorTick,startTick,token0isWeth);
// put a position symetrically around the price, startTick being edge on one side
floorTick = token0isWeth ? startTick + (floorTick - startTick) : floorTick - (startTick - floorTick);
bool isOvercollateralized = token0isWeth ? floorTick < startTick : floorTick > startTick;
if (isOvercollateralized) {
floorTick = startTick + ((token0isWeth ? int24(1) : int24(-1)) * 400);
}
} else {
floorTick = startTick + ((token0isWeth ? int24(1) : int24(-1)) * 400);
}
@ -269,7 +270,7 @@ contract BaseLineLP {
token0isWeth ? ethInFloor : 0,
token0isWeth ? 0 : ethInFloor
);
emit DEBUG(ethInFloor,uint256(liquidity),floorTick,startTick,token0isWeth);
// mint
_mint(Stage.FLOOR, startTick, floorTick, liquidity);
}
@ -387,8 +388,6 @@ contract BaseLineLP {
// cap anchor size at 10 % of total ETH
uint256 ethBalance = address(this).balance + weth.balanceOf(address(this));
// event DEBUG(uint256 indexed eth, uint256 indexed outstanding, int24 indexed floorTick, int24 startTick, bool ethIs0);
emit DEBUG(ethInAnchor,weth.balanceOf(address(this)),0,0, token0isWeth);
ethInAnchor = (ethInAnchor > ethBalance / 10) ? ethBalance / 10 : ethInAnchor;
currentTick = currentTick / TICK_SPACING * TICK_SPACING;
@ -405,13 +404,15 @@ contract BaseLineLP {
// Check if current tick is within the specified range
int24 anchorTickLower = positions[Stage.ANCHOR].tickLower;
int24 anchorTickUpper = positions[Stage.ANCHOR].tickUpper;
emit DEBUG(0, 0, anchorTickLower, anchorTickUpper, token0isWeth);
// center tick can be calculated positive and negative numbers the same
int24 centerTick = anchorTickLower + ((anchorTickUpper - anchorTickLower) / 2);
int24 amplitudeTick = anchorTickLower + (anchorTickUpper - anchorTickLower) * 3 / 20;
uint256 minAmplitude = uint256(uint24((anchorTickUpper - anchorTickLower) * 3 / 20));
// Determine the correct comparison direction based on token0isWeth
bool isDown = token0isWeth ? currentTick < centerTick : currentTick > centerTick;
bool isEnough = token0isWeth ? currentTick < amplitudeTick : currentTick > amplitudeTick;
bool isDown = token0isWeth ? currentTick > centerTick : currentTick < centerTick;
emit DEBUG(minAmplitude, 0, currentTick, centerTick, token0isWeth);
bool isEnough = SignedMath.abs(currentTick - centerTick) > minAmplitude;
// Check Conditions
require(isDown, "call shift(), not slide()");
@ -451,7 +452,6 @@ contract BaseLineLP {
// but cap anchor size at 10 % of total ETH
ethInNewAnchor = (ethInNewAnchor > ethBalance / 10) ? ethBalance / 10 : ethInNewAnchor;
emit DEBUG(0, 0, currentTick, currentTick / TICK_SPACING * TICK_SPACING, token0isWeth);
currentTick = currentTick / TICK_SPACING * TICK_SPACING;
_set(sqrtPriceX96, currentTick, ethInNewAnchor);
}

47
onchain/test/BaseLineLP.t.sol
View file

@ -100,17 +100,15 @@ contract BaseLineLPTest is Test {
vm.expectRevert();
liquidityManager.shift();
// Setup of liquidity
liquidityManager.slide();
// Approve the pool to transfer WETH on behalf of the account
// Small buy into Anchor
vm.prank(account);
weth.deposit{value: 5 ether}();
vm.prank(account);
weth.approve(address(this), 5 ether);
// Execute the swap
pool.swap(
account, // Recipient of the output tokens
token0isWeth,
@ -120,6 +118,47 @@ contract BaseLineLPTest is Test {
);
liquidityManager.shift();
// large buy into discovery
pool.swap(
account, // Recipient of the output tokens
token0isWeth,
int256(3 ether),
token0isWeth ? TickMath.MIN_SQRT_RATIO + 1 : TickMath.MAX_SQRT_RATIO - 1,
abi.encode(account, int256(3 ether), true)
);
liquidityManager.shift();
vm.prank(account);
harb.approve(address(this), 2000000 ether);
// sell into anchor
pool.swap(
account, // Recipient of the output tokens
!token0isWeth,
int256(300000 ether),
!token0isWeth ? TickMath.MIN_SQRT_RATIO + 1 : TickMath.MAX_SQRT_RATIO - 1,
abi.encode(account, int256(300000 ether), false)
);
liquidityManager.slide();
harb.setLiquidityManager(address(account));
vm.prank(account);
harb.mint(900000 ether);
harb.setLiquidityManager(address(liquidityManager));
// sell into floor
pool.swap(
account, // Recipient of the output tokens
!token0isWeth,
int256(900000 ether),
!token0isWeth ? TickMath.MIN_SQRT_RATIO + 1 : TickMath.MAX_SQRT_RATIO - 1,
abi.encode(account, int256(900000 ether), false)
);
liquidityManager.slide();
}
/*//////////////////////////////////////////////////////////////