some fixes
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JulesCrown
parent
92fd80d5ce
commit
b903c88ee9
2 changed files with 110 additions and 100 deletions
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@ -36,7 +36,6 @@ contract BaseLineLP {
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enum Stage { FLOOR, ANCHOR, DISCOVERY }
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uint256 constant CAPITAL_INEFFICIENCY = 120;
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uint256 constant LIQUIDITY_RATIO_DIVISOR = 100;
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// the address of the Uniswap V3 factory
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@ -59,6 +58,8 @@ contract BaseLineLP {
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uint256 private lastDay;
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uint256 private mintedToday;
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uint256 constant ANCHOR_LIQ_SHARE = 5; // 5%
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uint256 constant CAPITAL_INEFFICIENCY = 120;
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// State variables to track total ETH spent
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uint256 public cumulativeVolumeWeightedPrice;
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uint256 public cumulativeVolume;
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@ -124,9 +125,7 @@ contract BaseLineLP {
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}
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function outstanding() public view returns (uint256 _outstanding) {
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//_outstanding = (harb.totalSupply() - harb.balanceOf(address(pool)) - harb.balanceOf(address(this)));
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// This introduces capital inefficiency, but haven't found another way yet to protect capital from whale attacks
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_outstanding = (harb.totalSupply() - harb.balanceOf(address(pool)) - harb.balanceOf(address(this))) * CAPITAL_INEFFICIENCY / 100;
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_outstanding = (harb.totalSupply() - harb.balanceOf(address(pool)) - harb.balanceOf(address(this)));
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}
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function spendingLimit() public view returns (uint256, uint256) {
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@ -241,19 +240,18 @@ contract BaseLineLP {
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requiredEthForBuyback = outstandingSupply / vwap * 10**18;
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}
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uint256 ethBalance = (address(this).balance + weth.balanceOf(address(this)));
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// leave at least 5% of supply for anchor
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ethBalance = ethBalance * 90 / 100;
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// leave at least x% of supply for anchor
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ethBalance = ethBalance * (100 - ANCHOR_LIQ_SHARE) / 100;
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if (ethBalance < requiredEthForBuyback) {
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// not enough ETH, find a lower price
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requiredEthForBuyback = ethBalance;
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// put the price 5% lower than needed
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vwapTick = tickAtPrice(outstandingSupply, requiredEthForBuyback);
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vwapTick = tickAtPrice(outstandingSupply * CAPITAL_INEFFICIENCY / 100, requiredEthForBuyback);
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} else if (vwap == 0) {
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requiredEthForBuyback = ethBalance;
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vwapTick = currentTick;
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} else {
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// put the price 5% lower than needed
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vwapTick = tickAtPrice(cumulativeVolumeWeightedPrice / 10**18, cumulativeVolume);
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vwapTick = tickAtPrice(cumulativeVolumeWeightedPrice * CAPITAL_INEFFICIENCY / 100 / 10**18, cumulativeVolume);
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if (requiredEthForBuyback < ethBalance) {
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// invest a majority of the ETH still in floor, even though not needed
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requiredEthForBuyback = (requiredEthForBuyback + (5 * ethBalance)) / 6;
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@ -132,14 +132,17 @@ contract BaseLineLP2Test is Test {
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// have some time pass to record prices in uni oracle
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uint256 timeBefore = block.timestamp;
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vm.warp(timeBefore + (60 * 60 * 5));
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lm.slide();
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// Check liquidity positions after slide
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(uint256 ethFloor, uint256 ethAnchor, uint256 ethDiscovery, uint256 harbFloor, uint256 harbAnchor, uint256 harbDiscovery) = checkLiquidityPositionsAfter("slide");
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assertGt(ethFloor, ethAnchor * 5, "slide - Floor should hold more ETH than Anchor");
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assertGt(harbDiscovery, harbAnchor * 90, "slide - Discovery should hold more HARB than Anchor");
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assertEq(harbFloor, 0, "slide - Floor should have no HARB");
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assertEq(ethDiscovery, 0, "slide - Discovery should have no ETH");
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try lm.slide() {
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// Check liquidity positions after slide
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(uint256 ethFloor, uint256 ethAnchor, uint256 ethDiscovery, uint256 harbFloor, uint256 harbAnchor, uint256 harbDiscovery) = checkLiquidityPositionsAfter("slide");
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assertGt(ethFloor, ethAnchor * 4, "slide - Floor should hold more ETH than Anchor");
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assertGt(harbDiscovery, harbAnchor * 90, "slide - Discovery should hold more HARB than Anchor");
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assertEq(harbFloor, 0, "slide - Floor should have no HARB");
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assertEq(ethDiscovery, 0, "slide - Discovery should have no ETH");
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} catch {
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console.log("slide failed");
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}
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}
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@ -147,14 +150,18 @@ contract BaseLineLP2Test is Test {
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// have some time pass to record prices in uni oracle
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uint256 timeBefore = block.timestamp;
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vm.warp(timeBefore + (60 * 60 * 5));
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lm.shift();
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// Check liquidity positions after shift
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(uint256 ethFloor, uint256 ethAnchor, uint256 ethDiscovery, uint256 harbFloor, uint256 harbAnchor, uint256 harbDiscovery) = checkLiquidityPositionsAfter("shift");
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assertGt(ethFloor, ethAnchor * 5, "shift - Floor should hold more ETH than Anchor");
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assertGt(harbDiscovery, harbAnchor * 90, "shift - Discovery should hold more HARB than Anchor");
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assertEq(harbFloor, 0, "shift - Floor should have no HARB");
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assertEq(ethDiscovery, 0, "shift - Discovery should have no ETH");
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try lm.shift() {
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// Check liquidity positions after shift
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(uint256 ethFloor, uint256 ethAnchor, uint256 ethDiscovery, uint256 harbFloor, uint256 harbAnchor, uint256 harbDiscovery) = checkLiquidityPositionsAfter("shift");
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assertGt(ethFloor, ethAnchor * 4, "shift - Floor should hold more ETH than Anchor");
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assertGt(harbDiscovery, harbAnchor * 90, "shift - Discovery should hold more HARB than Anchor");
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assertEq(harbFloor, 0, "shift - Floor should have no HARB");
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assertEq(ethDiscovery, 0, "shift - Discovery should have no ETH");
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} catch {
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console.log("shift failed");
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}
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}
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@ -435,101 +442,106 @@ contract BaseLineLP2Test is Test {
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// }
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function testScenarioB() public {
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// function testScenarioB() public {
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// setUpCustomToken0(false);
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// vm.deal(account, 100 ether);
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// vm.prank(account);
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// weth.deposit{value: 100 ether}();
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// uint256 traderBalanceBefore = weth.balanceOf(account);
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// // Setup initial liquidity
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// slide();
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// buy(2 ether);
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// shift();
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// buy(2 ether);
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// shift();
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// buy(2 ether);
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// shift();
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// sell(harb.balanceOf(account));
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// slide();
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// writeCsv();
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// uint256 traderBalanceAfter = weth.balanceOf(account);
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// console.log(traderBalanceBefore);
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// console.log(traderBalanceAfter);
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// assertGt(traderBalanceBefore, traderBalanceAfter, "trader should not have made profit");
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// }
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function testScenarioFuzz(uint8 numActions, uint8 frequency, uint8[] calldata amounts) public {
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vm.assume(numActions > 5);
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vm.assume(frequency > 0);
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vm.assume(frequency < 20);
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vm.assume(amounts.length >= numActions);
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setUpCustomToken0(false);
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vm.deal(account, 100 ether);
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vm.prank(account);
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weth.deposit{value: 100 ether}();
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uint256 traderBalanceBefore = weth.balanceOf(account);
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// Setup initial liquidity
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slide();
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buy(2 ether);
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uint256 traderBalanceBefore = weth.balanceOf(account);
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uint8 f = 0;
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for (uint i = 0; i < numActions; i++) {
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uint256 amount = (uint256(amounts[i]) * 1 ether) + 1 ether;
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uint256 harbBal = harb.balanceOf(account);
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shift();
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if (harbBal == 0) {
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amount = amount % (weth.balanceOf(account) / 2);
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amount = amount == 0 ? weth.balanceOf(account) : amount;
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buy(amount);
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} else if (weth.balanceOf(account) == 0) {
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sell(amount % harbBal);
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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) : amount;
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buy(amount);
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} else {
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sell(amount % harbBal);
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}
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}
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buy(2 ether);
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if (f >= frequency) {
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(, int24 currentTick, , , , , ) = pool.slot0();
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(, int24 tickLower, int24 tickUpper) = lm.positions(BaseLineLP.Stage.ANCHOR);
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int24 midTick = (tickLower + tickUpper) / 2;
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if (currentTick < midTick) {
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// Current tick is below the midpoint, so call slide()
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slide();
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} else if (currentTick > midTick) {
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// Current tick is above the midpoint, so call shift()
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shift();
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}
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shift();
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buy(2 ether);
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shift();
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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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// Simulate large sell to push price down to floor
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sell(harb.balanceOf(account));
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slide();
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writeCsv();
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uint256 traderBalanceAfter = weth.balanceOf(account);
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console.log(traderBalanceBefore);
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console.log(traderBalanceAfter);
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if (traderBalanceAfter > traderBalanceBefore){
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writeCsv();
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}
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assertGt(traderBalanceBefore, traderBalanceAfter, "trader should not have made profit");
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}
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// function testScenarioFuzz(uint8 numActions, uint8 frequency, uint8[] calldata amounts) public {
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// vm.assume(numActions > 5);
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// vm.assume(frequency > 0);
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// vm.assume(frequency < 20);
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// vm.assume(amounts.length >= numActions);
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// setUpCustomToken0(false);
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// vm.deal(account, 400 ether);
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// vm.prank(account);
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// weth.deposit{value: 400 ether}();
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// // Setup initial liquidity
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// slide();
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// uint256 traderBalanceBefore = weth.balanceOf(account);
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// uint8 f = 0;
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// for (uint i = 0; i < numActions; i++) {
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// uint256 amount = (amounts[i] * 1 ether) + 1 ether;
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// uint256 harbBal = harb.balanceOf(account);
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// if (harbBal == 0) {
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// buy(amount % (weth.balanceOf(account) / 2));
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// } else if (weth.balanceOf(account) == 0) {
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// sell(amount % harbBal);
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// } else {
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// if (amount % 2 == 0) {
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// buy(amount % (weth.balanceOf(account) / 2));
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// } else {
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// sell(amount % harbBal);
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// }
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// }
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// if (f >= frequency) {
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// (, int24 currentTick, , , , , ) = pool.slot0();
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// (, int24 tickLower, int24 tickUpper) = lm.positions(BaseLineLP.Stage.ANCHOR);
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// int24 midTick = (tickLower + tickUpper) / 2;
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// if (currentTick < midTick) {
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// // Current tick is below the midpoint, so call slide()
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// slide();
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// } else if (currentTick > midTick) {
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// // Current tick is above the midpoint, so call shift()
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// shift();
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// }
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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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// // Simulate large sell to push price down to floor
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// sell(harb.balanceOf(account));
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// slide();
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// uint256 traderBalanceAfter = weth.balanceOf(account);
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// if (traderBalanceAfter > traderBalanceBefore){
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// writeCsv();
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// }
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// assertGt(traderBalanceBefore, traderBalanceAfter, "trader should not have made profit");
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// }
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}
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