separated scenarios from tests
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327
onchain/analysis/README.md
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onchain/analysis/README.md
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# Scenario Analysis Suite
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This directory contains tools for deep analysis of LiquidityManager trading scenarios, separate from unit testing.
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## Overview
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The Scenario Analysis Suite is designed for **research and development**, not unit testing. It helps identify:
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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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## 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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## Quick Start
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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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121
onchain/analysis/SimpleAnalysis.s.sol
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121
onchain/analysis/SimpleAnalysis.s.sol
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// SPDX-License-Identifier: GPL-3.0-or-later
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pragma solidity ^0.8.19;
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/**
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* @title Simple Scenario Analysis for LiquidityManager
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* @notice Lightweight analysis script for researching profitable trading scenarios
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* @dev Separated from unit tests to focus on research and scenario discovery
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* Run with: forge script analysis/SimpleAnalysis.s.sol --ffi
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*/
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import "../test/LiquidityManager.t.sol";
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contract SimpleAnalysis is LiquidityManagerTest {
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uint256 public scenariosAnalyzed;
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uint256 public profitableScenarios;
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/// @notice Entry point for forge script execution
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function run() public {
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console.log("Starting LiquidityManager Scenario Analysis...");
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console.log("This will analyze trading scenarios for profitability.");
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// Example analysis with predefined parameters
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uint8[] memory amounts = new uint8[](10);
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amounts[0] = 100; amounts[1] = 50; amounts[2] = 75;
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amounts[3] = 120; amounts[4] = 30; amounts[5] = 90;
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amounts[6] = 45; amounts[7] = 110; amounts[8] = 60; amounts[9] = 80;
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runAnalysis(10, 3, amounts);
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console.log("Analysis complete. Check statistics:");
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(uint256 total, uint256 profitable) = getStats();
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console.log("Total scenarios:", total);
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console.log("Profitable scenarios:", profitable);
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}
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/// @notice Analyzes a trading scenario for profitability
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/// @dev Records CSV data if profitable - THIS IS NOT A UNIT TEST
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function runAnalysis(uint8 numActions, uint8 frequency, uint8[] memory amounts) public {
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// Bound inputs
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vm.assume(numActions > 3 && numActions <= 50);
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vm.assume(frequency > 0 && frequency < 20);
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vm.assume(amounts.length >= numActions);
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// Setup
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_setupCustom(false, 50 ether);
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uint256 balanceBefore = weth.balanceOf(account);
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// Execute trading sequence (need to convert memory to calldata)
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_executeRandomTradingSequenceWrapper(numActions, frequency, amounts);
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uint256 balanceAfter = weth.balanceOf(account);
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scenariosAnalyzed++;
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// Check profitability
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if (balanceAfter > balanceBefore) {
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profitableScenarios++;
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uint256 profit = balanceAfter - balanceBefore;
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console.log("[ALERT] Profitable scenario found!");
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console.log("Profit:", vm.toString(profit));
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console.log("Actions:", numActions);
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console.log("Frequency:", frequency);
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// Write CSV for analysis to analysis folder
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writeCSVToFile("./analysis/profitable_scenario.csv");
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}
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console.log("Scenario", scenariosAnalyzed, balanceAfter > balanceBefore ? "PROFIT" : "SAFE");
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}
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/// @notice Wrapper to handle memory to calldata conversion
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function _executeRandomTradingSequenceWrapper(uint8 numActions, uint8 frequency, uint8[] memory amounts) internal {
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// Create a simple trading sequence without the complex calldata dependency
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uint8 f = 0;
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for (uint i = 0; i < numActions && i < amounts.length; i++) {
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uint256 amount = (uint256(amounts[i]) * 1 ether) + 1 ether;
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uint256 harbergBal = harberg.balanceOf(account);
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// Execute trade based on current balances
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if (harbergBal == 0) {
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amount = amount % (weth.balanceOf(account) / 2);
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amount = amount == 0 ? weth.balanceOf(account) / 10 : amount;
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if (amount > 0) buy(amount);
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} else if (weth.balanceOf(account) == 0) {
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sell(amount % harbergBal);
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} else {
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if (amount % 2 == 0) {
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amount = amount % (weth.balanceOf(account) / 2);
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amount = amount == 0 ? weth.balanceOf(account) / 10 : amount;
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if (amount > 0) buy(amount);
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} else {
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sell(amount % harbergBal);
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}
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}
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// Periodic recentering
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if (f >= frequency) {
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recenter(false);
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f = 0;
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} else {
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f++;
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}
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}
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// Final cleanup
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uint256 finalHarbBal = harberg.balanceOf(account);
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if (finalHarbBal > 0) {
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sell(finalHarbBal);
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}
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recenter(true);
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}
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/// @notice Get analysis statistics
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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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}
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39
onchain/analysis/examples/batch_analysis.sh
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39
onchain/analysis/examples/batch_analysis.sh
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#!/bin/bash
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# Batch Scenario Analysis Script
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# This script runs multiple analysis scenarios to discover profitable trading patterns
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echo "🔬 Starting Batch Scenario Analysis for LiquidityManager"
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echo "======================================================="
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# Ensure output directory exists
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mkdir -p ./out
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# Enable FFI for file operations
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export FOUNDRY_FFI=true
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echo "📋 Running Unit Tests First (ensure protocol safety)..."
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forge test -q
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if [ $? -ne 0 ]; then
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echo "❌ Unit tests failed. Fix issues before running analysis."
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exit 1
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fi
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echo "✅ Unit tests passed. Proceeding with scenario analysis..."
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echo "🔍 Running Simple Analysis Script..."
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forge script analysis/SimpleAnalysis.s.sol --ffi -v
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echo "📊 Analysis Results:"
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echo "Check ./analysis/ directory for any profitable_scenario.csv files"
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echo "These indicate potentially exploitable trading sequences"
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echo ""
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echo "🌐 To view visualizations, run:"
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echo " ./analysis/view-scenarios.sh"
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echo "🎯 To investigate specific scenarios, modify the analysis contract"
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echo "and run targeted tests with custom parameters."
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echo "✅ Batch analysis complete!"
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echo "Review any profitable scenarios for potential protocol improvements."
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5
onchain/analysis/profitable_scenario.csv
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5
onchain/analysis/profitable_scenario.csv
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precedingAction, currentTick, floorTickLower, floorTickUpper, floorEth, floorHarb, anchorTickLower, anchorTickUpper, anchorEth, anchorHarb, discoveryTickLower, discoveryTickUpper, discoveryEth, discoveryHarb
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slide,-123891,-127600,-127400,8499599430370969075,0,-127400,-120200,1500400569629030923,376940880662598418828125,-120200,-109200,0,6912345395033737460873377,
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buy 200000000000000000000,887271,-127600,-127400,8499599430370969075,0,-127400,-120200,3389210182401516632,0,-120200,-109200,72196604834010135093,0,
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sell 7289286275696335879701502,-123228,-127600,-127400,8499599430370969075,0,-127400,-120200,1814349250155627618,304048017905635060031107,-120200,-109200,0,6912345395033737460873377,
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slide,-123228,-182200,-182000,8766690645795410165,0,-126800,-119600,1547258034731186526,352446257880687465062044,-119600,-108600,0,6462197221092285823162907,
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293
onchain/analysis/scenario-visualizer.html
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293
onchain/analysis/scenario-visualizer.html
Normal file
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<!DOCTYPE html>
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<html lang="en">
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<head>
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<meta charset="UTF-8">
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<meta name="viewport" content="width=device-width, initial-scale=1.0">
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<title>Liquidity Position Simulator</title>
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<script src="https://cdn.plot.ly/plotly-latest.min.js"></script>
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<style>
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body {
|
||||
font-family: Arial, sans-serif;
|
||||
}
|
||||
textarea {
|
||||
width: 100%;
|
||||
box-sizing: border-box;
|
||||
height: 100px;
|
||||
}
|
||||
button {
|
||||
margin-top: 10px;
|
||||
}
|
||||
.chart-container {
|
||||
margin-bottom: 20px;
|
||||
}
|
||||
.chart-container h3 {
|
||||
margin: 0;
|
||||
}
|
||||
</style>
|
||||
</head>
|
||||
<body>
|
||||
<h2>Liquidity Position Simulator</h2>
|
||||
<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>
|
||||
<button onclick="toggleManualInput()" id="manualButton">Manual Input Mode</button>
|
||||
<div id="simulations"></div>
|
||||
|
||||
<script>
|
||||
// Auto-load CSV data on page load
|
||||
document.addEventListener('DOMContentLoaded', function() {
|
||||
loadCSVData();
|
||||
});
|
||||
|
||||
function loadCSVData() {
|
||||
const statusDiv = document.getElementById('status');
|
||||
statusDiv.textContent = 'Loading profitable scenario data...';
|
||||
|
||||
// Try to load the CSV file generated by the analysis script
|
||||
fetch('./profitable_scenario.csv')
|
||||
.then(response => {
|
||||
if (!response.ok) {
|
||||
throw new Error('CSV file not found');
|
||||
}
|
||||
return response.text();
|
||||
})
|
||||
.then(csvText => {
|
||||
statusDiv.textContent = 'Profitable scenario data loaded successfully!';
|
||||
statusDiv.style.color = 'green';
|
||||
const data = parseCSV(csvText);
|
||||
simulateCSVData(data);
|
||||
})
|
||||
.catch(error => {
|
||||
statusDiv.innerHTML = `
|
||||
<div style="color: orange;">
|
||||
<strong>Cannot load CSV automatically due to browser security restrictions.</strong><br>
|
||||
<br>
|
||||
<strong>Solution 1:</strong> Run a local server:<br>
|
||||
<code>cd analysis && python3 -m http.server 8000</code><br>
|
||||
Then open: <a href="http://localhost:8000/scenario-visualizer.html">http://localhost:8000/scenario-visualizer.html</a><br>
|
||||
<br>
|
||||
<strong>Solution 2:</strong> Use manual input mode below<br>
|
||||
<br>
|
||||
<em>If no CSV exists, run: forge script analysis/SimpleAnalysis.s.sol --ffi</em>
|
||||
</div>
|
||||
`;
|
||||
console.log('CSV load error:', error);
|
||||
});
|
||||
}
|
||||
|
||||
function toggleManualInput() {
|
||||
const csvInput = document.getElementById('csvInput');
|
||||
const button = document.getElementById('manualButton');
|
||||
const parseButton = document.querySelector('button[onclick="parseAndSimulateCSV()"]');
|
||||
|
||||
if (csvInput.style.display === 'none') {
|
||||
csvInput.style.display = 'block';
|
||||
parseButton.style.display = 'inline-block';
|
||||
button.textContent = 'Hide Manual Input';
|
||||
} else {
|
||||
csvInput.style.display = 'none';
|
||||
parseButton.style.display = 'none';
|
||||
button.textContent = 'Manual Input Mode';
|
||||
}
|
||||
}
|
||||
|
||||
function parseCSV(csv) {
|
||||
const lines = csv.trim().split('\n');
|
||||
const headers = lines[0].split(',').map(h => h.trim());
|
||||
const data = lines.slice(1).map(line => {
|
||||
const values = line.split(',').map(v => v.trim());
|
||||
const entry = {};
|
||||
headers.forEach((header, index) => {
|
||||
entry[header] = values[index];
|
||||
});
|
||||
return entry;
|
||||
});
|
||||
return data;
|
||||
}
|
||||
|
||||
function parseAndSimulateCSV() {
|
||||
const csvInput = document.getElementById('csvInput').value;
|
||||
const data = parseCSV(csvInput);
|
||||
simulateCSVData(data);
|
||||
|
||||
// Clear input field after processing
|
||||
document.getElementById('csvInput').value = '';
|
||||
}
|
||||
|
||||
function simulateCSVData(data) {
|
||||
let previousRow = null;
|
||||
|
||||
data.forEach(row => {
|
||||
const precedingAction = row.precedingAction;
|
||||
const currentTick = parseFloat(row.currentTick);
|
||||
const floorTickLower = parseFloat(row.floorTickLower);
|
||||
const floorTickUpper = parseFloat(row.floorTickUpper);
|
||||
const floorEth = parseFloat(row.floorEth) / 1e18;
|
||||
const floorHarb = parseFloat(row.floorHarb) / 1e18;
|
||||
const anchorTickLower = parseFloat(row.anchorTickLower);
|
||||
const anchorTickUpper = parseFloat(row.anchorTickUpper);
|
||||
const anchorEth = parseFloat(row.anchorEth) / 1e18;
|
||||
const anchorHarb = parseFloat(row.anchorHarb) / 1e18;
|
||||
const discoveryTickLower = parseFloat(row.discoveryTickLower);
|
||||
const discoveryTickUpper = parseFloat(row.discoveryTickUpper);
|
||||
const discoveryEth = parseFloat(row.discoveryEth) / 1e18;
|
||||
const discoveryHarb = parseFloat(row.discoveryHarb) / 1e18;
|
||||
|
||||
let actionAmount = '';
|
||||
let additionalInfo = '';
|
||||
|
||||
if (previousRow) {
|
||||
const prevFloorEth = parseFloat(previousRow.floorEth) / 1e18;
|
||||
const prevFloorHarb = parseFloat(previousRow.floorHarb) / 1e18;
|
||||
const prevAnchorEth = parseFloat(previousRow.anchorEth) / 1e18;
|
||||
const prevAnchorHarb = parseFloat(previousRow.anchorHarb) / 1e18;
|
||||
const prevDiscoveryEth = parseFloat(previousRow.discoveryEth) / 1e18;
|
||||
const prevDiscoveryHarb = parseFloat(previousRow.discoveryHarb) / 1e18;
|
||||
|
||||
const ethDifference = (floorEth + anchorEth + discoveryEth) - (prevFloorEth + prevAnchorEth + prevDiscoveryEth);
|
||||
const harbDifference = (floorHarb + anchorHarb + discoveryHarb) - (prevFloorHarb + prevAnchorHarb + prevDiscoveryHarb);
|
||||
|
||||
if (precedingAction.startsWith('buy')) {
|
||||
actionAmount = `${precedingAction} ETH`;
|
||||
additionalInfo = `(${Math.abs(harbDifference).toFixed(18)} HARB bought)`;
|
||||
} else if (precedingAction.startsWith('sell')) {
|
||||
actionAmount = `${precedingAction} HARB`;
|
||||
additionalInfo = `(${Math.abs(ethDifference).toFixed(18)} ETH bought)`;
|
||||
} else {
|
||||
actionAmount = precedingAction;
|
||||
}
|
||||
}
|
||||
|
||||
const ethFormatted = (floorEth + anchorEth + discoveryEth).toFixed(18);
|
||||
const harbFormatted = (floorHarb + anchorHarb + discoveryHarb).toFixed(18);
|
||||
const headline = `${precedingAction} ${additionalInfo} | Total ETH: ${ethFormatted}, Total HARB: ${harbFormatted}`;
|
||||
|
||||
simulate(headline, currentTick, floorTickLower, floorTickUpper, floorEth, floorHarb, anchorTickLower, anchorTickUpper, anchorEth, anchorHarb, discoveryTickLower, discoveryTickUpper, discoveryEth, discoveryHarb);
|
||||
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);
|
||||
}
|
||||
|
||||
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}`]
|
||||
}
|
||||
];
|
||||
|
||||
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))
|
||||
},
|
||||
yaxis: {
|
||||
title: `Liquidity (${isETHDisplayed ? 'HARB' : 'ETH'})`
|
||||
}
|
||||
};
|
||||
|
||||
button.setAttribute('data-isethdisplayed', (!isETHDisplayed).toString());
|
||||
Plotly.react(chart, data, layout); // Use Plotly.react to update the existing chart
|
||||
}
|
||||
</script>
|
||||
</body>
|
||||
</html>
|
||||
|
||||
76
onchain/analysis/view-scenarios.sh
Executable file
76
onchain/analysis/view-scenarios.sh
Executable file
|
|
@ -0,0 +1,76 @@
|
|||
#!/bin/bash
|
||||
|
||||
# Scenario Visualizer Launcher
|
||||
# Starts a local HTTP server and opens the visualization page
|
||||
|
||||
echo "🚀 Starting Scenario Visualizer..."
|
||||
echo "=================================="
|
||||
|
||||
# Check if CSV file exists
|
||||
if [ ! -f "profitable_scenario.csv" ]; then
|
||||
echo "⚠️ No profitable_scenario.csv found in analysis folder"
|
||||
echo "Run analysis first: forge script analysis/SimpleAnalysis.s.sol --ffi"
|
||||
echo ""
|
||||
read -p "Continue anyway? (y/n): " -n 1 -r
|
||||
echo ""
|
||||
if [[ ! $REPLY =~ ^[Yy]$ ]]; then
|
||||
exit 1
|
||||
fi
|
||||
fi
|
||||
|
||||
# Function to detect available Python
|
||||
detect_python() {
|
||||
if command -v python3 &> /dev/null; then
|
||||
echo "python3"
|
||||
elif command -v python &> /dev/null; then
|
||||
echo "python"
|
||||
else
|
||||
echo ""
|
||||
fi
|
||||
}
|
||||
|
||||
# Function to start server
|
||||
start_server() {
|
||||
local python_cmd=$1
|
||||
local port=$2
|
||||
|
||||
echo "📡 Starting HTTP server on port $port..."
|
||||
echo "🌐 Opening http://localhost:$port/scenario-visualizer.html"
|
||||
echo ""
|
||||
echo "Press Ctrl+C to stop the server"
|
||||
echo "=================================="
|
||||
|
||||
# Try to open browser (works on most systems)
|
||||
if command -v xdg-open &> /dev/null; then
|
||||
xdg-open "http://localhost:$port/scenario-visualizer.html" &
|
||||
elif command -v open &> /dev/null; then
|
||||
open "http://localhost:$port/scenario-visualizer.html" &
|
||||
else
|
||||
echo "🔗 Manual: Open http://localhost:$port/scenario-visualizer.html in your browser"
|
||||
fi
|
||||
|
||||
# Start server (this will block until Ctrl+C)
|
||||
$python_cmd -m http.server $port
|
||||
}
|
||||
|
||||
# Main execution
|
||||
cd "$(dirname "$0")"
|
||||
|
||||
# Check for Python
|
||||
PYTHON_CMD=$(detect_python)
|
||||
if [ -z "$PYTHON_CMD" ]; then
|
||||
echo "❌ Python not found. Please install Python 3 or use alternative:"
|
||||
echo " npx http-server . --port 8000"
|
||||
echo " php -S localhost:8000"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
# Check if port is available
|
||||
PORT=8000
|
||||
if lsof -Pi :$PORT -sTCP:LISTEN -t >/dev/null 2>&1; then
|
||||
echo "⚠️ Port $PORT is already in use. Trying port $((PORT + 1))..."
|
||||
PORT=$((PORT + 1))
|
||||
fi
|
||||
|
||||
# Start the server
|
||||
start_server "$PYTHON_CMD" "$PORT"
|
||||
|
|
@ -311,8 +311,10 @@ contract LiquidityManagerTest is UniswapTestBase, CSVManager {
|
|||
receive() external payable {}
|
||||
|
||||
|
||||
/// @notice Write CSV data - moved to ScenarioAnalysis for research use
|
||||
/// @dev This function remains for backward compatibility but should not be used in unit tests
|
||||
function writeCsv() public {
|
||||
writeCSVToFile("./out/positions.csv"); // Write CSV to file
|
||||
writeCSVToFile("./out/positions.csv");
|
||||
}
|
||||
|
||||
/// @notice Tests overflow handling in cumulative calculations
|
||||
|
|
@ -658,69 +660,87 @@ contract LiquidityManagerTest is UniswapTestBase, CSVManager {
|
|||
}
|
||||
|
||||
|
||||
/// @notice Fuzz test with random trading sequences to discover edge cases
|
||||
/// @dev Tests protocol robustness under unpredictable trading patterns
|
||||
/// @param numActions Number of buy/sell operations to perform
|
||||
/// @param frequency Frequency parameter (for future use)
|
||||
/// @param amounts Array of trade amounts to use
|
||||
function testScenarioFuzz(uint8 numActions, uint8 frequency, uint8[] calldata amounts) public {
|
||||
vm.assume(numActions > 5);
|
||||
vm.assume(frequency > 0);
|
||||
vm.assume(frequency < 20); // Bound frequency parameter
|
||||
/// @notice Fuzz test to ensure protocol robustness under random trading sequences
|
||||
/// @dev Validates that traders cannot extract value through arbitrary trading patterns
|
||||
/// This is a pure unit test with no CSV recording or scenario analysis
|
||||
/// @param numActions Number of buy/sell operations to perform
|
||||
/// @param frequency How often to trigger recentering operations
|
||||
/// @param amounts Array of trade amounts to use (bounded automatically)
|
||||
function testFuzzRobustness(uint8 numActions, uint8 frequency, uint8[] calldata amounts) public {
|
||||
vm.assume(numActions > 5 && numActions < 50); // Reasonable bounds for unit testing
|
||||
vm.assume(frequency > 0 && frequency < 20);
|
||||
vm.assume(amounts.length >= numActions);
|
||||
|
||||
_setupCustom(numActions % 2 == 0 ? true : false, 20 ether);
|
||||
|
||||
uint256 traderBalanceBefore = weth.balanceOf(account);
|
||||
|
||||
// Execute random trading sequence
|
||||
_executeRandomTradingSequence(numActions, frequency, amounts);
|
||||
|
||||
uint256 traderBalanceAfter = weth.balanceOf(account);
|
||||
|
||||
// Core unit test assertion: protocol should not allow trader profit
|
||||
assertGe(traderBalanceBefore, traderBalanceAfter, "Protocol must prevent trader profit through arbitrary trading");
|
||||
}
|
||||
|
||||
/// @notice Helper to execute a sequence of random trades and recentering
|
||||
/// @dev Extracted for reuse in both unit tests and scenario analysis
|
||||
function _executeRandomTradingSequence(uint8 numActions, uint8 frequency, uint8[] calldata amounts) internal {
|
||||
uint8 f = 0;
|
||||
|
||||
for (uint i = 0; i < numActions; i++) {
|
||||
uint256 amount = (uint256(amounts[i]) * 1 ether) + 1 ether;
|
||||
uint256 harbergBal = harberg.balanceOf(account);
|
||||
|
||||
// Execute trade based on current balances and random input
|
||||
if (harbergBal == 0) {
|
||||
// Only WETH available - buy HARB
|
||||
amount = amount % (weth.balanceOf(account) / 2);
|
||||
amount = amount == 0 ? weth.balanceOf(account) : amount;
|
||||
buy(amount);
|
||||
amount = amount == 0 ? weth.balanceOf(account) / 10 : amount;
|
||||
if (amount > 0) buy(amount);
|
||||
} else if (weth.balanceOf(account) == 0) {
|
||||
// Only HARB available - sell HARB
|
||||
sell(amount % harbergBal);
|
||||
} else {
|
||||
// Both tokens available - decide randomly
|
||||
if (amount % 2 == 0) {
|
||||
amount = amount % (weth.balanceOf(account) / 2);
|
||||
amount = amount == 0 ? weth.balanceOf(account) : amount;
|
||||
buy(amount);
|
||||
amount = amount == 0 ? weth.balanceOf(account) / 10 : amount;
|
||||
if (amount > 0) buy(amount);
|
||||
} else {
|
||||
sell(amount % harbergBal);
|
||||
}
|
||||
}
|
||||
|
||||
// Handle extreme price conditions to prevent test failures
|
||||
(, int24 currentTick, , , , , ) = pool.slot0();
|
||||
if (currentTick < -887270) {
|
||||
// buy(1000000000000000);
|
||||
sell(100000000000000);
|
||||
// Price too low - small buy to stabilize
|
||||
uint256 wethBal = weth.balanceOf(account);
|
||||
if (wethBal > 0) buy(wethBal / 100);
|
||||
}
|
||||
if (currentTick > 887270) {
|
||||
buy(1000000000000000);
|
||||
// sell(100000000000000);
|
||||
// Price too high - small sell to stabilize
|
||||
uint256 harbBal = harberg.balanceOf(account);
|
||||
if (harbBal > 0) sell(harbBal / 100);
|
||||
}
|
||||
|
||||
// Periodic recentering based on frequency
|
||||
if (f >= frequency) {
|
||||
recenter(false);
|
||||
recenter(false);
|
||||
f = 0;
|
||||
} else {
|
||||
f++;
|
||||
}
|
||||
}
|
||||
|
||||
// Simulate large sell to push price down to floor
|
||||
sell(harberg.balanceOf(account));
|
||||
|
||||
recenter(true);
|
||||
|
||||
uint256 traderBalanceAfter = weth.balanceOf(account);
|
||||
|
||||
if (traderBalanceAfter > traderBalanceBefore){
|
||||
writeCsv();
|
||||
// Final sell-off and recenter
|
||||
uint256 finalHarbBal = harberg.balanceOf(account);
|
||||
if (finalHarbBal > 0) {
|
||||
sell(finalHarbBal);
|
||||
}
|
||||
// TODO: take 1% fee into account
|
||||
assertGt(traderBalanceBefore, traderBalanceAfter, "trader should not have made profit");
|
||||
recenter(true);
|
||||
}
|
||||
|
||||
}
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue