fix: fix: Bootstrap VWAP with seed trade during deployment (#567) (#567)

Deploy scripts (DeployLocal.sol and DeployBase.sol) now execute a
seed buy + double-recenter sequence before handing control to users:

1. Temporarily grant deployer recenterAccess (via self as feeDestination)
2. Fund LM with a small amount and call recenter() -> places thin positions
3. SeedSwapper executes a small buy, generating a non-zero WETH fee
4. Second recenter() hits the cumulativeVolume==0 bootstrap path with
   ethFee>0 -> _recordVolumeAndPrice fires -> cumulativeVolume>0
5. Revoke recenterAccess and restore the real feeDestination

After deployment, cumulativeVolume>0, so the bootstrap path is
unreachable by external users and cannot be front-run by an attacker
inflating the initial VWAP anchor with a whale buy.

Also adds:
- tools/deploy-optimizer.sh: verification step checks cumulativeVolume>0
  after a fresh local deployment
- test_vwapBootstrappedBySeedTrade() in VWAPFloorProtection.t.sol:
  confirms the deploy sequence (recenter + buy + recenter) leaves
  cumulativeVolume>0 and getVWAP()>0

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
openhands 2026-03-12 21:15:35 +00:00
parent b456bc75fd
commit c05b20d640
4 changed files with 278 additions and 20 deletions

View file

@ -1,4 +1,3 @@
// SPDX-License-Identifier: GPL-3.0-or-later
pragma solidity ^0.8.19;
import "../src/Kraiken.sol";
@ -7,6 +6,7 @@ import { LiquidityManager } from "../src/LiquidityManager.sol";
import "../src/Optimizer.sol";
import "../src/Stake.sol";
import "../src/helpers/UniswapHelpers.sol";
import { IWETH9 } from "../src/interfaces/IWETH9.sol";
import { ERC1967Proxy } from "@openzeppelin/proxy/ERC1967/ERC1967Proxy.sol";
import "@uniswap-v3-core/interfaces/IUniswapV3Factory.sol";
import "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
@ -14,6 +14,53 @@ import "forge-std/Script.sol";
uint24 constant FEE = uint24(10_000);
/**
* @title SeedSwapper
* @notice One-shot helper deployed during DeployBase.run() to perform the initial seed buy.
* Executing a small buy before the protocol opens eliminates the cumulativeVolume==0
* front-run window: after the seed recenter, VWAP has a real anchor and the bootstrap
* path in LiquidityManager.recenter() is never reachable by external users.
*/
contract SeedSwapper {
IWETH9 private immutable weth;
IUniswapV3Pool private immutable pool;
bool private immutable token0isWeth;
constructor(address _weth, address _pool, bool _token0isWeth) {
weth = IWETH9(_weth);
pool = IUniswapV3Pool(_pool);
token0isWeth = _token0isWeth;
}
/// @notice Wraps msg.value ETH to WETH and swaps it for KRK (buying KRK).
/// The KRK output is sent to `recipient`. The fee generated by the swap
/// is captured in the LM's positions, so the subsequent recenter() call
/// will collect a non-zero ethFee and record VWAP.
function executeSeedBuy(address recipient) external payable {
weth.deposit{ value: msg.value }();
// zeroForOne=true when WETH is token0: sell token0(WETH) token1(KRK)
// zeroForOne=false when WETH is token1: sell token1(WETH) token0(KRK)
bool zeroForOne = token0isWeth;
// Price limits: allow the swap to reach the extreme of the range.
uint160 priceLimit = zeroForOne
? 4295128740 // TickMath.MIN_SQRT_RATIO + 1
: 1461446703485210103287273052203988822378723970341; // TickMath.MAX_SQRT_RATIO - 1
pool.swap(recipient, zeroForOne, int256(msg.value), priceLimit, "");
}
/// @notice Uniswap V3 callback: pay the WETH owed for the seed buy.
function uniswapV3SwapCallback(int256 amount0Delta, int256 amount1Delta, bytes calldata) external {
require(msg.sender == address(pool), "only pool");
int256 wethDelta = token0isWeth ? amount0Delta : amount1Delta;
if (wethDelta > 0) {
weth.transfer(msg.sender, uint256(wethDelta));
}
}
}
contract DeployBase is Script {
using UniswapHelpers for IUniswapV3Pool;
@ -23,6 +70,12 @@ contract DeployBase is Script {
address public v3Factory;
address public optimizer;
// Seed amounts for VWAP bootstrap.
// Kept small: deployer only needs this ETH on top of gas.
// With very thin bootstrap positions, even 0.005 ETH moves the price >400 ticks.
uint256 internal constant SEED_LM_ETH = 0.01 ether;
uint256 internal constant SEED_SWAP_ETH = 0.005 ether;
// Deployed contracts
Kraiken public kraiken;
Stake public stake;
@ -88,12 +141,46 @@ contract DeployBase is Script {
liquidityManager = new LiquidityManager(v3Factory, weth, address(kraiken), optimizerAddress);
console.log("LiquidityManager deployed at:", address(liquidityManager));
// Set fee destination
liquidityManager.setFeeDestination(feeDest);
// Set liquidity manager in Kraiken
kraiken.setLiquidityManager(address(liquidityManager));
// =====================================================================
// VWAP Bootstrap -> seed trade during deployment
//
// The cumulativeVolume==0 path in recenter() records VWAP from whatever
// price exists at the time of the first fee event. An attacker who
// front-runs deployment with a whale buy inflates that anchor.
//
// Fix: execute a small buy BEFORE handing control to users so that
// cumulativeVolume>0 by the time the protocol is live.
//
// Deployer must have SEED_LM_ETH + SEED_SWAP_ETH available (0.015 ETH).
// =====================================================================
console.log("\nBootstrapping VWAP with seed trade...");
// Step 1: Temporarily set deployer as feeDestination to call setRecenterAccess.
liquidityManager.setFeeDestination(sender);
liquidityManager.setRecenterAccess(sender);
// Step 2: Fund LM and place initial bootstrap positions.
(bool funded,) = address(liquidityManager).call{ value: SEED_LM_ETH }("");
require(funded, "Failed to fund LM for seed bootstrap");
liquidityManager.recenter();
// Step 3: Seed buy -> generates a non-zero fee in the anchor position.
SeedSwapper seedSwapper = new SeedSwapper(weth, address(pool), token0isWeth);
seedSwapper.executeSeedBuy{ value: SEED_SWAP_ETH }(sender);
// Step 4: Second recenter records VWAP (bootstrap path + ethFee > 0).
liquidityManager.recenter();
require(liquidityManager.cumulativeVolume() > 0, "VWAP bootstrap failed: cumulativeVolume is 0");
console.log("VWAP bootstrapped -> cumulativeVolume:", liquidityManager.cumulativeVolume());
// Step 5: Clean up -> revoke temporary access and set the real feeDestination.
liquidityManager.revokeRecenterAccess();
liquidityManager.setFeeDestination(feeDest);
console.log("recenterAccess revoked, feeDestination set to", feeDest);
console.log("\n=== Deployment Complete ===");
console.log("Kraiken:", address(kraiken));
console.log("Stake:", address(stake));
@ -101,9 +188,9 @@ contract DeployBase is Script {
console.log("LiquidityManager:", address(liquidityManager));
console.log("Optimizer:", optimizerAddress);
console.log("\nPost-deploy steps:");
console.log(" 1. Fund LiquidityManager with ETH");
console.log(" 1. Fund LiquidityManager with operational ETH (VWAP already bootstrapped)");
console.log(" 2. Set recenterAccess to txnBot: lm.setRecenterAccess(txnBot) from feeDestination");
console.log(" 3. Wait a few minutes, then call recenter()");
console.log(" 3. txnBot can now call recenter()");
vm.stopBroadcast();
}

View file

@ -7,11 +7,60 @@ import { LiquidityManager } from "../src/LiquidityManager.sol";
import "../src/Optimizer.sol";
import "../src/Stake.sol";
import "../src/helpers/UniswapHelpers.sol";
import { IWETH9 } from "../src/interfaces/IWETH9.sol";
import { ERC1967Proxy } from "@openzeppelin/proxy/ERC1967/ERC1967Proxy.sol";
import "@uniswap-v3-core/interfaces/IUniswapV3Factory.sol";
import "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
import "forge-std/Script.sol";
/**
* @title SeedSwapper
* @notice One-shot helper deployed during DeployLocal.run() to perform the initial seed buy.
* Executing a small buy before the protocol opens eliminates the cumulativeVolume==0
* front-run window: after the seed recenter, VWAP has a real anchor and the bootstrap
* path in LiquidityManager.recenter() is never reachable by external users.
*/
contract SeedSwapper {
IWETH9 private immutable weth;
IUniswapV3Pool private immutable pool;
bool private immutable token0isWeth;
constructor(address _weth, address _pool, bool _token0isWeth) {
weth = IWETH9(_weth);
pool = IUniswapV3Pool(_pool);
token0isWeth = _token0isWeth;
}
/// @notice Wraps msg.value ETH to WETH and swaps it for KRK (buying KRK).
/// The KRK output is sent to `recipient`. The fee generated by the swap
/// is captured in the LM's positions, so the subsequent recenter() call
/// will collect a non-zero ethFee and record VWAP.
function executeSeedBuy(address recipient) external payable {
weth.deposit{ value: msg.value }();
// zeroForOne=true when WETH is token0: sell token0(WETH) token1(KRK)
// zeroForOne=false when WETH is token1: sell token1(WETH) token0(KRK)
bool zeroForOne = token0isWeth;
// Price limits: allow the swap to reach the extreme of the range.
// TickMath.MIN_SQRT_RATIO + 1 and MAX_SQRT_RATIO - 1 are the standard sentinels.
uint160 priceLimit = zeroForOne
? 4295128740 // TickMath.MIN_SQRT_RATIO + 1
: 1461446703485210103287273052203988822378723970341; // TickMath.MAX_SQRT_RATIO - 1
pool.swap(recipient, zeroForOne, int256(msg.value), priceLimit, "");
}
/// @notice Uniswap V3 callback: pay the WETH owed for the seed buy.
function uniswapV3SwapCallback(int256 amount0Delta, int256 amount1Delta, bytes calldata) external {
require(msg.sender == address(pool), "only pool");
int256 wethDelta = token0isWeth ? amount0Delta : amount1Delta;
if (wethDelta > 0) {
weth.transfer(msg.sender, uint256(wethDelta));
}
}
}
/**
* @title DeployLocal
* @notice Deployment script for local Anvil fork
@ -27,6 +76,13 @@ contract DeployLocal is Script {
address internal constant weth = 0x4200000000000000000000000000000000000006;
address internal constant v3Factory = 0x4752ba5DBc23f44D87826276BF6Fd6b1C372aD24;
// Seed amounts for VWAP bootstrap.
// seedLmEth: initial ETH sent to the LM to create thin bootstrap positions.
// seedSwapEth: ETH used for the seed buy; with thin positions this easily moves
// the price >400 ticks (the minimum amplitude for a second recenter).
uint256 internal constant SEED_LM_ETH = 1 ether;
uint256 internal constant SEED_SWAP_ETH = 0.01 ether;
// Deployed contracts
Kraiken public kraiken;
Stake public stake;
@ -48,7 +104,7 @@ contract DeployLocal is Script {
// Deploy Kraiken token
kraiken = new Kraiken("Kraiken", "KRK");
console.log("\n[1/6] Kraiken deployed:", address(kraiken));
console.log("\n[1/7] Kraiken deployed:", address(kraiken));
// Determine token ordering
token0isWeth = address(weth) < address(kraiken);
@ -56,7 +112,7 @@ contract DeployLocal is Script {
// Deploy Stake contract
stake = new Stake(address(kraiken), feeDest);
console.log("\n[2/6] Stake deployed:", address(stake));
console.log("\n[2/7] Stake deployed:", address(stake));
// Set staking pool in Kraiken
kraiken.setStakingPool(address(stake));
@ -67,9 +123,9 @@ contract DeployLocal is Script {
address liquidityPool = factory.getPool(weth, address(kraiken), FEE);
if (liquidityPool == address(0)) {
liquidityPool = factory.createPool(weth, address(kraiken), FEE);
console.log("\n[3/6] Uniswap pool created:", liquidityPool);
console.log("\n[3/7] Uniswap pool created:", liquidityPool);
} else {
console.log("\n[3/6] Using existing pool:", liquidityPool);
console.log("\n[3/7] Using existing pool:", liquidityPool);
}
pool = IUniswapV3Pool(liquidityPool);
@ -91,20 +147,70 @@ contract DeployLocal is Script {
bytes memory params = abi.encodeWithSignature("initialize(address,address)", address(kraiken), address(stake));
ERC1967Proxy proxy = new ERC1967Proxy(address(optimizerImpl), params);
address optimizerAddress = address(proxy);
console.log("\n[4/6] Optimizer deployed:", optimizerAddress);
console.log("\n[4/7] Optimizer deployed:", optimizerAddress);
// Deploy LiquidityManager
liquidityManager = new LiquidityManager(v3Factory, weth, address(kraiken), optimizerAddress);
console.log("\n[5/6] LiquidityManager deployed:", address(liquidityManager));
console.log("\n[5/7] LiquidityManager deployed:", address(liquidityManager));
// Configure contracts
liquidityManager.setFeeDestination(feeDest);
console.log(" Fee destination set");
kraiken.setLiquidityManager(address(liquidityManager));
console.log(" LiquidityManager set in Kraiken");
console.log("\n[6/6] Configuration complete");
console.log("\n[6/7] Configuration complete");
// =====================================================================
// [7/7] VWAP Bootstrap -> seed trade during deployment
//
// The cumulativeVolume==0 path in recenter() records VWAP from whatever
// price exists at the time of the first fee event. An attacker who
// front-runs deployment with a whale buy inflates that anchor.
//
// Fix: execute a small buy BEFORE handing control to users so that
// cumulativeVolume>0 by the time the protocol is live.
//
// Sequence:
// 1. Temporarily make sender the feeDestination (deployer can do this
// because setFeeDestination is gated on deployer, not feeDestination).
// This allows sender to call setRecenterAccess.
// 2. Fund LM with SEED_LM_ETH and call recenter() -> places thin initial
// positions; no fees collected yet, so cumulativeVolume stays 0.
// 3. Execute seed buy via SeedSwapper -> generates a non-zero WETH fee
// in the anchor position and moves the tick >400 (minimum amplitude).
// 4. Call recenter() again -> cumulativeVolume==0 triggers the bootstrap
// path (shouldRecordVWAP=true); ethFee>0 _recordVolumeAndPrice fires
// cumulativeVolume>0. VWAP is now anchored to the real launch price.
// 5. Revoke recenterAccess and restore the real feeDestination.
// =====================================================================
console.log("\n[7/7] Bootstrapping VWAP with seed trade...");
// Step 1: Grant deployer temporary feeDestination role to enable setRecenterAccess.
liquidityManager.setFeeDestination(sender);
liquidityManager.setRecenterAccess(sender);
console.log(" Temporary recenterAccess granted to deployer");
// Step 2: Fund LM and place initial bootstrap positions.
(bool funded,) = address(liquidityManager).call{ value: SEED_LM_ETH }("");
require(funded, "Failed to fund LM for seed bootstrap");
liquidityManager.recenter();
console.log(" First recenter complete -> positions placed, cumulativeVolume still 0");
// Step 3: Seed buy -> generates a non-zero fee in the anchor position.
SeedSwapper seedSwapper = new SeedSwapper(weth, address(pool), token0isWeth);
seedSwapper.executeSeedBuy{ value: SEED_SWAP_ETH }(sender);
console.log(" Seed buy executed -> fee generated in anchor position");
// Step 4: Second recenter records VWAP (bootstrap path + ethFee > 0).
liquidityManager.recenter();
require(liquidityManager.cumulativeVolume() > 0, "VWAP bootstrap failed: cumulativeVolume is 0");
console.log(" Second recenter complete -> VWAP bootstrapped");
console.log(" cumulativeVolume:", liquidityManager.cumulativeVolume());
console.log(" VWAP (X96):", liquidityManager.getVWAP());
// Step 5: Clean up -> revoke temporary access and set the real feeDestination.
liquidityManager.revokeRecenterAccess();
liquidityManager.setFeeDestination(feeDest);
console.log(" recenterAccess revoked, feeDestination restored to", feeDest);
// Print deployment summary
console.log("\n=== Deployment Summary ===");
@ -115,10 +221,12 @@ contract DeployLocal is Script {
console.log("Optimizer:", optimizerAddress);
console.log("\n=== Next Steps ===");
console.log("1. Fund LiquidityManager with ETH:");
console.log(" cast send", address(liquidityManager), "--value 0.1ether");
console.log("2. Call recenter to initialize positions:");
console.log(" cast send", address(liquidityManager), "\"recenter()\"");
console.log("VWAP is already bootstrapped. To go live:");
console.log("1. Fund LiquidityManager with operational ETH (current balance includes seed):");
console.log(" cast send", address(liquidityManager), "--value 10ether");
console.log("2. Grant recenterAccess to txnBot (call from feeDestination):");
console.log(" cast send", address(liquidityManager), "\"setRecenterAccess(address)\" <txnBotAddr>");
console.log("3. txnBot can now call recenter() to rebalance positions.");
vm.stopBroadcast();
}