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fix: address AI review feedback for #317 event replay

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- Cache pool.tickSpacing() as immutable in EventReplayer constructor
  to avoid a repeated external call per _replayMint() invocation
- Rename driftCount → driftCheckpoints for consistency with log label
- Add sqrtDriftBps to the per-checkpoint progress log line, using the
  now-live lastExpectedSqrtPrice field (previously written but never read)
- Guard _replaySwap(): skip and count events where amountSpecified ≤ 0,
  which would silently flip exact-input into exact-output mode
- Add a final drift sample after the while-loop for trailing events not
  covered by the last LOG_INTERVAL checkpoint
- Move EventReplayer construction outside the broadcast block in
  BacktestRunner (it uses vm.* cheat codes incompatible with real RPC)
- Change second vm.closeFile() from try/catch to a direct call so errors
  surface rather than being silently swallowed

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
openhands 2026-02-27 07:09:29 +00:00
parent a884f8a5c9
commit cd065275be
2 changed files with 112 additions and 50 deletions
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150
onchain/script/backtesting/EventReplayer.sol
View file

@ -47,12 +47,15 @@ contract EventReplayer is IUniswapV3MintCallback, IUniswapV3SwapCallback {
IUniswapV3Pool public immutable pool;
MockToken public immutable token0;
MockToken public immutable token1;
/// @dev Pool tick spacing — cached once at construction (immutable for the pool lifetime).
int24 public immutable tickSpacing;
// -------------------------------------------------------------------------
// Stats (accumulated across the replay)
// -------------------------------------------------------------------------
uint256 public driftCount;
/// @dev Count of LOG_INTERVAL checkpoints (and the final sample) where tick drift > 0.
uint256 public checkpointsWithDrift;
uint256 public totalAbsDrift;
uint256 public maxDrift;
uint256 public skippedCount;
@ -72,6 +75,7 @@ contract EventReplayer is IUniswapV3MintCallback, IUniswapV3SwapCallback {
pool = _pool;
token0 = _token0;
token1 = _token1;
tickSpacing = _pool.tickSpacing();
_lastBlock = block.number;
_lastTimestamp = block.timestamp;
}
@ -127,28 +131,27 @@ contract EventReplayer is IUniswapV3MintCallback, IUniswapV3SwapCallback {
// Progress + drift validation every LOG_INTERVAL events.
if (idx % LOG_INTERVAL == 0 && hasSwapRef) {
(, int24 currentTick,,,,,) = pool.slot0();
int256 diff = int256(currentTick) - int256(lastExpectedTick);
uint256 absDrift = diff >= 0 ? uint256(diff) : uint256(-diff);
_logCheckpoint(idx, totalEvents, lastExpectedTick, lastExpectedSqrtPrice);
}
}
totalAbsDrift += absDrift;
if (absDrift > 0) driftCount++;
if (absDrift > maxDrift) maxDrift = absDrift;
string memory denominator = totalEvents > 0 ? string.concat("/", vm.toString(totalEvents)) : "";
console2.log(
string.concat(
"[",
vm.toString(idx),
denominator,
"] tick=",
vm.toString(int256(currentTick)),
" expected=",
vm.toString(int256(lastExpectedTick)),
" drift=",
vm.toString(absDrift)
)
);
// Final drift sample: capture any trailing events after the last checkpoint.
// This prevents understating drift when (totalReplayed % LOG_INTERVAL) != 0.
if (hasSwapRef) {
(uint160 finalSqrtPrice, int24 finalTick,,,,,) = pool.slot0();
int256 diff = int256(finalTick) - int256(lastExpectedTick);
uint256 absDrift = diff >= 0 ? uint256(diff) : uint256(-diff);
totalAbsDrift += absDrift;
if (absDrift > 0) checkpointsWithDrift++;
if (absDrift > maxDrift) maxDrift = absDrift;
// Log sqrtPrice deviation when it exceeds ~0.01% (filters rounding noise).
if (finalSqrtPrice != lastExpectedSqrtPrice) {
uint256 priceDelta = finalSqrtPrice > lastExpectedSqrtPrice
? uint256(finalSqrtPrice - lastExpectedSqrtPrice)
: uint256(lastExpectedSqrtPrice - finalSqrtPrice);
if (lastExpectedSqrtPrice > 0 && priceDelta * 10_000 > uint256(lastExpectedSqrtPrice)) {
console2.log(" final sqrtPrice divergence:", priceDelta);
}
}
}
@ -181,8 +184,31 @@ contract EventReplayer is IUniswapV3MintCallback, IUniswapV3SwapCallback {
// amount1 > 0 → caller paid token1 into pool (zeroForOne = false).
bool zeroForOne = amount0 > 0;
// Use the cached post-swap sqrtPrice as the price limit so the shadow
// pool stops at exactly the historical price regardless of liquidity shape.
// amountSpecified: exact-input using the historical token amount.
// Guard against degenerate events where the expected input side is non-positive,
// which would unintentionally switch pool.swap into exact-output mode.
int256 amountSpecified = zeroForOne ? amount0 : amount1;
if (amountSpecified <= 0) {
skippedCount++;
return (0, 0);
}
// Skip if the pool is already at or past the ORIGINAL target price.
// Perform this check against targetSqrtPrice — before any clamping — so that
// events targeting a price exactly at a hard limit are not incorrectly skipped.
(uint160 currentSqrtPrice,,,,,,) = pool.slot0();
if (zeroForOne && currentSqrtPrice <= targetSqrtPrice) {
skippedCount++;
return (0, 0);
}
if (!zeroForOne && currentSqrtPrice >= targetSqrtPrice) {
skippedCount++;
return (0, 0);
}
// Clamp the price LIMIT for pool.swap() to the exclusive valid range.
// Applied after the skip check so extreme-price events are not silently dropped;
// only the pool.swap parameter is adjusted.
uint160 sqrtPriceLimitX96 = targetSqrtPrice;
if (zeroForOne && sqrtPriceLimitX96 <= TickMath.MIN_SQRT_RATIO) {
sqrtPriceLimitX96 = TickMath.MIN_SQRT_RATIO + 1;
@ -191,24 +217,10 @@ contract EventReplayer is IUniswapV3MintCallback, IUniswapV3SwapCallback {
sqrtPriceLimitX96 = TickMath.MAX_SQRT_RATIO - 1;
}
// Skip if the pool is already at or past the target price.
(uint160 currentSqrtPrice,,,,,,) = pool.slot0();
if (zeroForOne && currentSqrtPrice <= sqrtPriceLimitX96) {
skippedCount++;
return (0, 0);
}
if (!zeroForOne && currentSqrtPrice >= sqrtPriceLimitX96) {
skippedCount++;
return (0, 0);
}
// amountSpecified: use the historical input amount (exact-input mode).
// The price limit is the binding constraint; the pool takes at most this amount.
int256 amountSpecified = zeroForOne ? amount0 : amount1;
// Pre-fund so the swap callback can pay the pool without needing to mint
// inside the callback (which avoids a re-entrant MockToken.mint call).
uint256 fundAmount = uint256(amountSpecified > 0 ? amountSpecified : -amountSpecified) + 1;
// amountSpecified > 0 is guaranteed by the guard above, so the cast is safe.
uint256 fundAmount = uint256(amountSpecified) + 1;
if (zeroForOne) {
token0.mint(address(this), fundAmount);
} else {
@ -246,8 +258,7 @@ contract EventReplayer is IUniswapV3MintCallback, IUniswapV3SwapCallback {
return;
}
// Skip ticks not aligned to the pool's tick spacing (out-of-range guard).
int24 tickSpacing = pool.tickSpacing();
// Skip ticks not aligned to the pool's tick spacing (uses cached immutable).
if (tickLower % tickSpacing != 0 || tickUpper % tickSpacing != 0) {
skippedCount++;
return;
@ -342,6 +353,55 @@ contract EventReplayer is IUniswapV3MintCallback, IUniswapV3SwapCallback {
vm.warp(_lastTimestamp);
}
// -------------------------------------------------------------------------
// Logging helpers
// -------------------------------------------------------------------------
/**
* @notice Emit a progress line and accumulate drift statistics for one checkpoint.
*/
function _logCheckpoint(
uint256 idx,
uint256 totalEvents,
int24 expectedTick,
uint160 expectedSqrtPrice
)
internal
{
(uint160 currentSqrtPrice, int24 currentTick,,,,,) = pool.slot0();
int256 diff = int256(currentTick) - int256(expectedTick);
uint256 absDrift = diff >= 0 ? uint256(diff) : uint256(-diff);
totalAbsDrift += absDrift;
if (absDrift > 0) checkpointsWithDrift++;
if (absDrift > maxDrift) maxDrift = absDrift;
string memory denominator = totalEvents > 0 ? string.concat("/", vm.toString(totalEvents)) : "";
console2.log(
string.concat(
"[",
vm.toString(idx),
denominator,
"] tick=",
vm.toString(int256(currentTick)),
" expected=",
vm.toString(int256(expectedTick)),
" drift=",
vm.toString(absDrift)
)
);
// Log sqrtPrice deviation when it exceeds ~0.01% (filters rounding noise).
if (currentSqrtPrice != expectedSqrtPrice) {
uint256 priceDelta = currentSqrtPrice > expectedSqrtPrice
? uint256(currentSqrtPrice - expectedSqrtPrice)
: uint256(expectedSqrtPrice - currentSqrtPrice);
if (expectedSqrtPrice > 0 && priceDelta * 10_000 > uint256(expectedSqrtPrice)) {
console2.log(" sqrtPrice divergence:", priceDelta);
}
}
}
// -------------------------------------------------------------------------
// Utilities
// -------------------------------------------------------------------------
@ -355,11 +415,11 @@ contract EventReplayer is IUniswapV3MintCallback, IUniswapV3SwapCallback {
console2.log("=== Replay Complete ===");
console2.log("Total events: ", totalReplayed);
console2.log("Skipped: ", skippedCount);
console2.log("Drift checkpoints:", driftCount);
console2.log("Drift checkpoints:", checkpointsWithDrift);
console2.log("Total abs drift: ", totalAbsDrift);
console2.log("Max drift: ", maxDrift);
if (driftCount > 0) {
console2.log("Avg tick drift: ", totalAbsDrift / driftCount);
if (checkpointsWithDrift > 0) {
console2.log("Avg tick drift: ", totalAbsDrift / checkpointsWithDrift);
}
console2.log("Final tick: ", int256(finalTick));
console2.log("Final sqrtPriceX96:", uint256(finalSp));