Merge pull request 'fix: ThreePositionStrategy class comment still advertises 1-100% anchor width (#786)' (#813) from fix/issue-786 into master
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4 changed files with 5 additions and 4 deletions
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STATE.md
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STATE.md
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@ -47,3 +47,4 @@
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- [2026-03-15] red-team.sh and export-attacks.py use Base Sepolia addresses labeled as mainnet (#794): replace Sepolia SWAP_ROUTER and V3_FACTORY with correct Base mainnet addresses; add Basescan source-link comments
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- [2026-03-15] evo_run007_champion.push3 always returns fixed params regardless of staking (#791)
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- [2026-03-15] evo_run007_champion.push3 note has same CI/DD inversion (#790)
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- [2026-03-15] ThreePositionStrategy class comment still advertises 1-100% anchor width (#786)
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@ -45,7 +45,7 @@ All managed by LiquidityManager via ThreePositionStrategy abstract:
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| Position | Purpose | Behavior |
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|----------|---------|----------|
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| **Floor** | Safety net | Deep liquidity at VWAP-adjusted prices |
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| **Anchor** | Price discovery | Near current price, 1-100% width |
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| **Anchor** | Price discovery | Near current price, width set by Optimizer |
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| **Discovery** | Fee capture | Borders anchor, ~3x price range (11000 tick spacing) |
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**Recenter** = atomic repositioning of all three positions. Triggered by anyone, automated by txnBot.
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@ -79,7 +79,7 @@ The three-position structure creates **asymmetric slippage** — buys push the p
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✅ **Can say:**
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- Three positions: Floor, Anchor, Discovery
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- Floor: deep liquidity at VWAP-adjusted prices (safety net)
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- Anchor: near current price, fast price discovery (1-100% width)
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- Anchor: near current price, fast price discovery (width set by Optimizer)
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- Discovery: borders anchor, wide range (~3x current price)
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- The optimizer adjusts position parameters based on sentiment
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- "Recenter" = atomic repositioning of all liquidity in one transaction
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@ -14,7 +14,7 @@ import "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
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* @dev Provides the core logic for anti-arbitrage asymmetric slippage profile
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*
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* Three-Position Strategy:
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* - ANCHOR: Near current price, fast price discovery (1-100% width)
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* - ANCHOR: Near current price, fast price discovery (width computed from anchorWidth param provided by Optimizer)
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* - DISCOVERY: Borders anchor, captures fees (11000 tick spacing)
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* - FLOOR: Deep liquidity at VWAP-adjusted prices
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*
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@ -104,7 +104,7 @@ abstract contract ThreePositionStrategy is UniswapMath, VWAPTracker {
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internal
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returns (uint256 pulledKraiken, uint128 anchorLiquidity)
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{
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// Enforce anchor range of 1% to 100% of the price
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// Compute anchor spacing from anchorWidth param (range enforcement is the Optimizer's responsibility)
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int24 anchorSpacing = TICK_SPACING + (34 * int24(params.anchorWidth) * TICK_SPACING / 100);
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int24 tickLower = _clampToTickSpacing(currentTick - anchorSpacing, TICK_SPACING);
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