whale mode
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johba
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6 changed files with 103 additions and 12 deletions
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@ -6,6 +6,44 @@ Tools for testing the KRAIKEN LiquidityManager's resilience against various trad
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## Quick Start
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### Using run-fuzzing.sh (Recommended)
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The `run-fuzzing.sh` script provides an easy way to run fuzzing campaigns with different market optimizers:
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```bash
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# Basic usage - run with specific optimizer
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./analysis/run-fuzzing.sh BullMarketOptimizer
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# Specify number of runs (default: 50)
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./analysis/run-fuzzing.sh WhaleOptimizer runs=100
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# Specify trades per run (default: 20, actual will be ±5)
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./analysis/run-fuzzing.sh BearMarketOptimizer runs=10 trades=50
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# Debug mode - generates position tracking CSV (forces runs=1)
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./analysis/run-fuzzing.sh NeutralMarketOptimizer debugCSV
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# Multiple parameters
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./analysis/run-fuzzing.sh BullMarketOptimizer runs=25 trades=30
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```
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**Available optimizers:**
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- `BullMarketOptimizer` - Biased towards buying
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- `NeutralMarketOptimizer` - Balanced trading
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- `BearMarketOptimizer` - Biased towards selling
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- `WhaleOptimizer` - Large position trading
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- `MockOptimizer` - Test optimizer
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- `RandomScenarioOptimizer` - Random behavior
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**Features:**
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- Automatic results aggregation and summary generation
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- Progress tracking with colored output
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- Cumulative P&L calculation across all runs
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- Automatic visualization launch for profitable scenarios
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- Organized output in timestamped directories
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### Manual Fuzzing (Advanced)
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```bash
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# Run fuzzing analysis with default settings (100 runs per market)
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forge script analysis/FuzzingAnalysis.s.sol --ffi --via-ir
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@ -19,8 +57,18 @@ TRACK_POSITIONS=true FUZZING_RUNS=50 forge script analysis/FuzzingAnalysis.s.sol
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## Configuration
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### run-fuzzing.sh Parameters
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- **optimizer_class**: Required. The optimizer class to use (e.g., BullMarketOptimizer)
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- **runs=N**: Optional. Number of fuzzing runs (default: 50)
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- **trades=N**: Optional. Trades per run (default: 20, actual will be ±5)
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- **debugCSV**: Optional. Enable debug mode with position tracking CSV (forces runs=1)
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### Environment Variables (Manual Mode)
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- **FUZZING_RUNS**: Number of random trading scenarios per market type (default: 100)
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- **TRACK_POSITIONS**: Enable detailed position tracking CSV output (default: false)
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- **OPTIMIZER_CLASS**: The optimizer to use (default: BullMarketOptimizer)
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- **TRADES_PER_RUN**: Number of trades per run (default: 20)
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- **SEED_OFFSET**: Starting seed for random number generation (default: 0)
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## How It Works
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@ -32,6 +80,15 @@ TRACK_POSITIONS=true FUZZING_RUNS=50 forge script analysis/FuzzingAnalysis.s.sol
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## Output Files
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### Using run-fuzzing.sh
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Each campaign creates a timestamped directory: `fuzzing_results_[optimizer]_[timestamp]/`
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- `config.txt` - Campaign configuration
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- `run_*.log` - Individual run logs
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- `merged_profitable_scenarios.csv` - All profitable scenarios combined
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- `summary.txt` - Campaign summary with statistics
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- `debug_positions_*.csv` - Position tracking data (when debugCSV is used)
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### Manual Mode
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- `profitable_scenarios_[timestamp].csv` - Details of all profitable trading sequences
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- `positions_[scenario]_[seed].csv` - Liquidity position data (only with TRACK_POSITIONS=true)
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@ -54,7 +111,22 @@ python3 -m http.server 8000
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## Components
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- `FuzzingAnalysis.s.sol` - Main fuzzing script
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- `run-fuzzing.sh` - Main campaign runner with automatic visualization
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- `FuzzingAnalysis.s.sol` - Core fuzzing script
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- `helpers/SwapExecutor.sol` - Shared swap execution logic
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- `CSVManager.sol` - CSV generation utilities
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- `CSVHelper.sol` - CSV formatting helpers
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- `helpers/CSVManager.sol` - CSV generation utilities
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- `helpers/CSVHelper.sol` - CSV formatting helpers
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## Example Campaign Comparison
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To run fuzzing campaigns comparing different market optimizers:
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```bash
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# Run campaigns for all three market conditions
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./analysis/run-fuzzing.sh BullMarketOptimizer runs=100
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./analysis/run-fuzzing.sh NeutralMarketOptimizer runs=100
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./analysis/run-fuzzing.sh BearMarketOptimizer runs=100
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# Check results
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cat fuzzing_results_*/summary.txt | grep -E "(Optimizer:|Success rate:|Average P&L)"
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```
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@ -331,7 +331,11 @@ contract FuzzingAnalysis is Test, CSVManager {
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}
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function _recordPositionData(string memory label) internal {
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(uint160 sqrtPriceX96,int24 currentTick,,,,,) = pool.slot0();
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(,int24 currentTick,,,,,) = pool.slot0();
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// Cap currentTick to avoid overflow in extreme cases
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if (currentTick > 887000) currentTick = 887000;
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if (currentTick < -887000) currentTick = -887000;
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// Get each position
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(uint128 floorLiq, int24 floorLower, int24 floorUpper) = lm.positions(ThreePositionStrategy.Stage.FLOOR);
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@ -375,6 +379,7 @@ contract FuzzingAnalysis is Test, CSVManager {
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floorHarb = 0;
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} else {
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// Current price is within the position
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uint160 sqrtPriceX96 = TickMath.getSqrtRatioAtTick(currentTick);
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floorEth = LiquidityAmounts.getAmount0ForLiquidity(sqrtPriceX96, sqrtRatioBX96, floorLiq);
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floorHarb = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioAX96, sqrtPriceX96, floorLiq);
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}
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@ -389,6 +394,7 @@ contract FuzzingAnalysis is Test, CSVManager {
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floorEth = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioAX96, sqrtRatioBX96, floorLiq);
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} else {
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// Current price is within the position
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uint160 sqrtPriceX96 = TickMath.getSqrtRatioAtTick(currentTick);
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floorHarb = LiquidityAmounts.getAmount0ForLiquidity(sqrtPriceX96, sqrtRatioBX96, floorLiq);
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floorEth = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioAX96, sqrtPriceX96, floorLiq);
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}
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@ -407,6 +413,7 @@ contract FuzzingAnalysis is Test, CSVManager {
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anchorEth = LiquidityAmounts.getAmount0ForLiquidity(sqrtRatioAX96, sqrtRatioBX96, anchorLiq);
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anchorHarb = 0;
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} else {
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uint160 sqrtPriceX96 = TickMath.getSqrtRatioAtTick(currentTick);
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anchorEth = LiquidityAmounts.getAmount0ForLiquidity(sqrtPriceX96, sqrtRatioBX96, anchorLiq);
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anchorHarb = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioAX96, sqrtPriceX96, anchorLiq);
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}
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@ -418,6 +425,7 @@ contract FuzzingAnalysis is Test, CSVManager {
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anchorHarb = 0;
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anchorEth = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioAX96, sqrtRatioBX96, anchorLiq);
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} else {
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uint160 sqrtPriceX96 = TickMath.getSqrtRatioAtTick(currentTick);
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anchorHarb = LiquidityAmounts.getAmount0ForLiquidity(sqrtPriceX96, sqrtRatioBX96, anchorLiq);
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anchorEth = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioAX96, sqrtPriceX96, anchorLiq);
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}
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@ -436,6 +444,7 @@ contract FuzzingAnalysis is Test, CSVManager {
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discoveryEth = LiquidityAmounts.getAmount0ForLiquidity(sqrtRatioAX96, sqrtRatioBX96, discoveryLiq);
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discoveryHarb = 0;
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} else {
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uint160 sqrtPriceX96 = TickMath.getSqrtRatioAtTick(currentTick);
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discoveryEth = LiquidityAmounts.getAmount0ForLiquidity(sqrtPriceX96, sqrtRatioBX96, discoveryLiq);
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discoveryHarb = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioAX96, sqrtPriceX96, discoveryLiq);
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}
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@ -447,6 +456,7 @@ contract FuzzingAnalysis is Test, CSVManager {
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discoveryHarb = 0;
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discoveryEth = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioAX96, sqrtRatioBX96, discoveryLiq);
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} else {
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uint160 sqrtPriceX96 = TickMath.getSqrtRatioAtTick(currentTick);
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discoveryHarb = LiquidityAmounts.getAmount0ForLiquidity(sqrtPriceX96, sqrtRatioBX96, discoveryLiq);
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discoveryEth = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioAX96, sqrtPriceX96, discoveryLiq);
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}
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@ -23,16 +23,18 @@ OPTIMIZER_CLASS=""
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TOTAL_RUNS=50
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TRADES_PER_RUN=20
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DEBUG_CSV=false
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WHALE_MODE=false
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# Function to show usage
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show_usage() {
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echo "Usage: $0 <optimizer_class> [runs=N] [trades=N] [debugCSV]"
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echo "Usage: $0 <optimizer_class> [runs=N] [trades=N] [debugCSV] [whaleMode]"
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echo ""
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echo "Parameters:"
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echo " optimizer_class Required. The optimizer class to use"
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echo " runs=N Optional. Number of fuzzing runs (default: 50)"
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echo " trades=N Optional. Trades per run (default: 20, actual will be ±5)"
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echo " debugCSV Optional. Enable debug mode with position tracking CSV (forces runs=1)"
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echo " whaleMode Optional. Enable whale-sized trades (20-80% of balance, 50-500 ETH funding)"
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echo ""
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echo "Examples:"
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echo " $0 BullMarketOptimizer"
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@ -40,6 +42,7 @@ show_usage() {
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echo " $0 BearMarketOptimizer runs=10 trades=50"
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echo " $0 NeutralMarketOptimizer trades=30 runs=25"
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echo " $0 BullMarketOptimizer debugCSV"
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echo " $0 WhaleOptimizer whaleMode runs=20"
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echo ""
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echo "Available optimizers:"
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echo " - BullMarketOptimizer"
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@ -82,6 +85,9 @@ for arg in "$@"; do
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DEBUG_CSV=true
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TOTAL_RUNS=1
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;;
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whaleMode)
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WHALE_MODE=true
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;;
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*)
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echo "Error: Unknown parameter '$arg'"
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show_usage
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@ -106,6 +112,9 @@ echo "Trades per run: $TRADES_PER_RUN (±5)"
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if [ "$DEBUG_CSV" = true ]; then
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echo -e "${YELLOW}Debug mode: ENABLED (position tracking CSV will be generated)${NC}"
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fi
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if [ "$WHALE_MODE" = true ]; then
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echo -e "${YELLOW}Whale mode: ENABLED (20-80% trades, 50-500 ETH funding)${NC}"
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fi
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echo "Output directory: $OUTPUT_DIR"
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echo ""
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@ -161,9 +170,9 @@ for i in $(seq 1 $TOTAL_RUNS); do
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# Use iteration number as seed offset to ensure different scenarios
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# Enable position tracking if debugCSV is set
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if [ "$DEBUG_CSV" = true ]; then
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TRACK_POSITIONS=true SEED_OFFSET=$((i - 1)) OPTIMIZER_CLASS="$OPTIMIZER_CLASS" TRADES_PER_RUN="$TRADES_PER_RUN" FUZZING_RUNS=1 forge script FuzzingAnalysis.s.sol --ffi --via-ir --gas-limit 200000000 > "$OUTPUT_DIR/run_$i.log" 2>&1
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WHALE_MODE="$WHALE_MODE" TRACK_POSITIONS=true SEED_OFFSET=$((i - 1)) OPTIMIZER_CLASS="$OPTIMIZER_CLASS" TRADES_PER_RUN="$TRADES_PER_RUN" FUZZING_RUNS=1 forge script FuzzingAnalysis.s.sol --ffi --via-ir --gas-limit 200000000 > "$OUTPUT_DIR/run_$i.log" 2>&1
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else
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SEED_OFFSET=$((i - 1)) OPTIMIZER_CLASS="$OPTIMIZER_CLASS" TRADES_PER_RUN="$TRADES_PER_RUN" FUZZING_RUNS=1 forge script FuzzingAnalysis.s.sol --ffi --via-ir --gas-limit 200000000 > "$OUTPUT_DIR/run_$i.log" 2>&1
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WHALE_MODE="$WHALE_MODE" SEED_OFFSET=$((i - 1)) OPTIMIZER_CLASS="$OPTIMIZER_CLASS" TRADES_PER_RUN="$TRADES_PER_RUN" FUZZING_RUNS=1 forge script FuzzingAnalysis.s.sol --ffi --via-ir --gas-limit 200000000 > "$OUTPUT_DIR/run_$i.log" 2>&1
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fi
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if [ $? -eq 0 ]; then
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