cleanup
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JulesCrown
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4 changed files with 38 additions and 47 deletions
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@ -20,7 +20,7 @@ import {Harb} from "./Harb.sol";
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* It maintains 3 positions:
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* - The floor position guarantees the capacity needed to maintain a minimum price of the HARB token It is a very tight liquidity range with enough reserve assets to buy back the circulating supply.
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* - The anchor range provides liquidity around the current market price, ensuring liquid trading conditions for the token, regardless of the market environment.
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* - The discovery range starts 500 ticks above the current market price and increases from there. It consists solely of unissued tokens, which are sold as the market price increases.
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* - The discovery range starts 1000 ticks above the current market price and increases from there. It consists solely of unissued tokens, which are sold as the market price increases.
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* The liquidity surplus obtained from selling tokens in the discovery range is directed back into the floor and anchor positions.
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*/
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contract BaseLineLP {
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@ -36,14 +36,12 @@ contract BaseLineLP {
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enum Stage { FLOOR, ANCHOR, DISCOVERY }
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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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address immutable factory;
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IWETH9 immutable weth;
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Harb immutable harb;
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IUniswapV3Pool immutable pool;
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bool immutable token0isWeth;
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address private immutable factory;
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IWETH9 private immutable weth;
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Harb private immutable harb;
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IUniswapV3Pool private immutable pool;
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bool private immutable token0isWeth;
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PoolKey private poolKey;
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struct TokenPosition {
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@ -59,6 +57,9 @@ contract BaseLineLP {
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mapping(Stage => TokenPosition) public positions;
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address public feeDestination;
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error ZeroAddressInSetter();
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error AddressAlreadySet();
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// TODO: add events
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constructor(address _factory, address _WETH9, address _harb) {
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@ -84,13 +85,9 @@ contract BaseLineLP {
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if (amount1Owed > 0) IERC20(poolKey.token1).transfer(msg.sender, amount1Owed);
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}
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function liquidityPool() external view returns (address) {
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return address(pool);
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}
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function setFeeDestination(address feeDestination_) external {
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// TODO: add trapdoor
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require(address(0) != feeDestination_, "zero addr");
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if (address(0) == feeDestination_) revert ZeroAddressInSetter();
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if (feeDestination != address(0)) revert AddressAlreadySet();
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feeDestination = feeDestination_;
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}
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@ -99,10 +96,6 @@ 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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}
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function tickAtPrice(bool t0isWeth, uint256 tokenAmount, uint256 ethAmount) internal pure returns (int24 tick_) {
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require(ethAmount > 0, "ETH amount cannot be zero");
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uint160 sqrtPriceX96;
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@ -153,7 +146,7 @@ contract BaseLineLP {
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// ### set Floor position
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int24 vwapTick;
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{
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uint256 outstandingSupply = outstanding();
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uint256 outstandingSupply = harb.outstandingSupply();
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uint256 vwap = 0;
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uint256 requiredEthForBuyback = 0;
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if (cumulativeVolume > 0) {
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@ -174,6 +167,7 @@ contract BaseLineLP {
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} else {
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vwap = cumulativeVolumeWeightedPrice * CAPITAL_INEFFICIENCY / 100 / cumulativeVolume; // in harb/eth
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vwapTick = tickAtPrice(token0isWeth, token0isWeth ? vwap : 10**18, token0isWeth ? 10**18 : vwap);
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vwapTick = token0isWeth ? vwapTick : -vwapTick;
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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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@ -282,7 +276,6 @@ contract BaseLineLP {
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}
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}
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}
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// Transfer fees to the fee destination
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// and record transaction totals
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@ -324,17 +317,15 @@ contract BaseLineLP {
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averageTick = int24(tickCumulativeDiff / int56(int32(timeInterval)));
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// Process the data
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} catch {
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// Handle the error, possibly by trying with a different time interval or providing a default response
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// TODO: Handle the error, possibly by trying with a different time interval or providing a default response
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return true;
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}
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return (currentTick >= averageTick - MAX_TICK_DEVIATION && currentTick <= averageTick + MAX_TICK_DEVIATION);
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}
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// call this function when price has moved up 15%
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// call this function when price has moved up x%
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// TODO: write a bot that calls this function regularly
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event DEBUG(int24 a, int24 b, int24 c, int24 d);
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function shift() external {
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require(positions[Stage.ANCHOR].liquidity > 0, "Not initialized");
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// Fetch the current tick from the Uniswap V3 pool
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@ -349,7 +340,6 @@ contract BaseLineLP {
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int24 anchorTickUpper = positions[Stage.ANCHOR].tickUpper;
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int24 centerTick = token0isWeth ? anchorTickLower + ANCHOR_SPACING : anchorTickUpper - ANCHOR_SPACING;
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emit DEBUG(anchorTickLower, anchorTickUpper, centerTick, currentTick);
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uint256 minAmplitude = uint256(uint24((anchorTickUpper - anchorTickLower) * 3 / 20));
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// Determine the correct comparison direction based on token0isWeth
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@ -130,6 +130,10 @@ contract Harb is ERC20, ERC20Permit {
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return twabController.totalSupply(address(this));
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}
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function outstandingSupply() public view returns (uint256) {
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return totalSupply() - balanceOf(liquidityPool) - balanceOf(liquidityManager);
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}
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/* ============ Internal ERC20 Overrides ============ */
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/**
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@ -208,7 +208,7 @@ contract Stake {
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require(taxRate > pos.taxRate, "tax too low to snatch");
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_payTax(positionId, pos, TAX_FLOOR_DURATION);
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pos.taxRate = taxRate;
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emit PositionRateHiked(positionId, pos.owner, taxRate);
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}
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function exitPosition(uint256 positionId) public {
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@ -70,7 +70,7 @@ contract BaseLineLP2Test is Test {
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} else {
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// Token (valued at 1 USD cent) as token0, ETH as token1
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// We invert the logic to represent the price of 1 token in terms of ETH
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price = uint256(10**16) / 3700; // Adjust for 18 decimal places
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price = uint256(10**16) / 3000; // Adjust for 18 decimal places
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}
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uint160 sqrtPriceX96 = uint160(sqrt(price) * 2**96 / 10**9); // Adjust sqrt value to 96-bit precision
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@ -131,7 +131,7 @@ contract BaseLineLP2Test is Test {
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createCSVHeader();
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}
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function slide() internal {
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function slide(bool last) internal {
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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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@ -148,7 +148,9 @@ contract BaseLineLP2Test is Test {
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if (keccak256(abi.encodePacked(reason)) == keccak256(abi.encodePacked("amplitude not reached, diamond hands!"))) {
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console.log("slide failed on amplitude");
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} else {
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revert(reason); // Rethrow the error if it's not the expected message
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if (!last) {
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revert(reason); // Rethrow the error if it's not the expected message
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}
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}
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}
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}
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@ -158,7 +160,7 @@ contract BaseLineLP2Test is Test {
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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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//lm.shift();
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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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@ -240,15 +242,12 @@ contract BaseLineLP2Test is Test {
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return x >= 0 ? uint(x) : uint(-x);
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}
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event DEBUG(uint256 a, bool);
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function buy(uint256 amountEth) internal {
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emit DEBUG(amountEth, true);
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performSwap(amountEth, true);
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checkLiquidityPositionsAfter(string.concat("buy ", uintToStr(amountEth)));
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}
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function sell(uint256 amountHarb) internal {
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emit DEBUG(amountHarb, false);
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performSwap(amountHarb, false);
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checkLiquidityPositionsAfter(string.concat("sell ", uintToStr(amountHarb)));
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}
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@ -434,15 +433,17 @@ contract BaseLineLP2Test is Test {
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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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// slide(false);
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// buy(100 ether);
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// buy(200 ether);
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// shift();
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// //revert();
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// sell(harb.balanceOf(account));
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// slide();
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// slide(true);
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// writeCsv();
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@ -461,7 +462,7 @@ contract BaseLineLP2Test is Test {
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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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// slide(false);
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// buy(2 ether);
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@ -477,7 +478,7 @@ contract BaseLineLP2Test is Test {
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// sell(harb.balanceOf(account));
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// slide();
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// slide(true);
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// writeCsv();
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// uint256 traderBalanceAfter = weth.balanceOf(account);
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@ -486,28 +487,26 @@ contract BaseLineLP2Test is Test {
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// assertGt(traderBalanceBefore, traderBalanceAfter, "trader should not have made profit");
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// }
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event DEBUG2(int24 a, int24 b);
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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(true);
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setUpCustomToken0(numActions % 2 == 0 ? true : 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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// Setup initial liquidity
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slide();
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slide(false);
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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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emit DEBUG(i, true);
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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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@ -528,14 +527,12 @@ contract BaseLineLP2Test is Test {
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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 = token0isWeth ? tickLower + ANCHOR_SPACING : tickUpper - ANCHOR_SPACING;
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emit DEBUG2(tickLower, tickUpper);
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emit DEBUG2(currentTick, midTick);
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if (currentTick < midTick) {
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// Current tick is below the midpoint, so call slide()
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token0isWeth ? shift(): slide();
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token0isWeth ? shift(): slide(false);
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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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token0isWeth ? slide(): shift();
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token0isWeth ? slide(false): shift();
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}
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f = 0;
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} else {
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@ -546,7 +543,7 @@ contract BaseLineLP2Test is Test {
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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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slide(true);
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uint256 traderBalanceAfter = weth.balanceOf(account);
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