Add Solidity linting with solhint, Foundry formatter, and pre-commit hooks (#51)
## Changes ### Configuration - Added .solhint.json with recommended rules + custom config - 160 char line length (warn) - Double quotes enforcement (error) - Explicit visibility required (error) - Console statements allowed (scripts/tests need them) - Gas optimization warnings enabled - Ignores test/helpers/, lib/, out/, cache/, broadcast/ - Added foundry.toml [fmt] section - 160 char line length - 4-space tabs - Double quotes - Thousands separators for numbers - Sort imports enabled - Added .lintstagedrc.json for pre-commit auto-fix - Runs solhint --fix on .sol files - Runs forge fmt on .sol files - Added husky pre-commit hook via lint-staged ### NPM Scripts - lint:sol - run solhint - lint:sol:fix - auto-fix solhint issues - format:sol - format with forge fmt - format:sol:check - check formatting - lint / lint:fix - combined commands ### Code Changes - Added explicit visibility modifiers (internal) to constants in scripts and tests - Fixed quote style in DeployLocal.sol - All Solidity files formatted with forge fmt ## Verification - ✅ forge fmt --check passes - ✅ No solhint errors (warnings only) - ✅ forge build succeeds - ✅ forge test passes (107/107) resolves #44 Co-authored-by: johba <johba@harb.eth> Reviewed-on: https://codeberg.org/johba/harb/pulls/51
This commit is contained in:
johba
parent
f8927b426e
commit
d7c2184ccf
45 changed files with 2853 additions and 1225 deletions
|
|
@ -10,24 +10,25 @@ pragma solidity ^0.8.19;
|
|||
* - Edge case classification and recovery
|
||||
* @dev Uses setUp() pattern for consistent test initialization
|
||||
*/
|
||||
import "forge-std/Test.sol";
|
||||
import { Kraiken } from "../src/Kraiken.sol";
|
||||
import "../src/interfaces/IWETH9.sol";
|
||||
import { LiquidityAmounts } from "@aperture/uni-v3-lib/LiquidityAmounts.sol";
|
||||
import { PoolAddress, PoolKey } from "@aperture/uni-v3-lib/PoolAddress.sol";
|
||||
import "@aperture/uni-v3-lib/TickMath.sol";
|
||||
import {LiquidityAmounts} from "@aperture/uni-v3-lib/LiquidityAmounts.sol";
|
||||
import {WETH} from "solmate/tokens/WETH.sol";
|
||||
import {PoolAddress, PoolKey} from "@aperture/uni-v3-lib/PoolAddress.sol";
|
||||
import "@uniswap-v3-core/interfaces/IUniswapV3Factory.sol";
|
||||
import "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
|
||||
import "../src/interfaces/IWETH9.sol";
|
||||
import {Kraiken} from "../src/Kraiken.sol";
|
||||
import "forge-std/Test.sol";
|
||||
import { WETH } from "solmate/tokens/WETH.sol";
|
||||
|
||||
import { LiquidityManager } from "../src/LiquidityManager.sol";
|
||||
|
||||
import {Stake, ExceededAvailableStake} from "../src/Stake.sol";
|
||||
import {LiquidityManager} from "../src/LiquidityManager.sol";
|
||||
import {ThreePositionStrategy} from "../src/abstracts/ThreePositionStrategy.sol";
|
||||
import "../src/helpers/UniswapHelpers.sol";
|
||||
import {UniSwapHelper} from "./helpers/UniswapTestBase.sol";
|
||||
import {TestEnvironment} from "./helpers/TestBase.sol";
|
||||
import "../src/Optimizer.sol";
|
||||
import { ExceededAvailableStake, Stake } from "../src/Stake.sol";
|
||||
import { ThreePositionStrategy } from "../src/abstracts/ThreePositionStrategy.sol";
|
||||
import "../src/helpers/UniswapHelpers.sol";
|
||||
import "../test/mocks/MockOptimizer.sol";
|
||||
import { TestEnvironment } from "./helpers/TestBase.sol";
|
||||
import { UniSwapHelper } from "./helpers/UniswapTestBase.sol";
|
||||
|
||||
// Test constants
|
||||
uint24 constant FEE = uint24(10_000); // 1% fee
|
||||
|
|
@ -53,10 +54,8 @@ uint256 constant VWAP_TEST_BALANCE = 100 ether;
|
|||
|
||||
// Error handling constants
|
||||
bytes32 constant AMPLITUDE_ERROR = keccak256("amplitude not reached.");
|
||||
bytes32 constant EXPENSIVE_HARB_ERROR =
|
||||
keccak256("HARB extremely expensive: perform swap to normalize price before recenter");
|
||||
bytes32 constant PROTOCOL_DEATH_ERROR =
|
||||
keccak256("Protocol death: Insufficient ETH reserves to support HARB at extremely low prices");
|
||||
bytes32 constant EXPENSIVE_HARB_ERROR = keccak256("HARB extremely expensive: perform swap to normalize price before recenter");
|
||||
bytes32 constant PROTOCOL_DEATH_ERROR = keccak256("Protocol death: Insufficient ETH reserves to support HARB at extremely low prices");
|
||||
|
||||
// Dummy.sol
|
||||
contract Dummy {
|
||||
|
|
@ -80,7 +79,7 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
LiquidityManager lm;
|
||||
Optimizer optimizer;
|
||||
address feeDestination = makeAddr("fees");
|
||||
|
||||
|
||||
// Test environment instance
|
||||
TestEnvironment testEnv;
|
||||
|
||||
|
|
@ -115,7 +114,7 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
if (address(testEnv) == address(0)) {
|
||||
testEnv = new TestEnvironment(feeDestination);
|
||||
}
|
||||
|
||||
|
||||
// Use test environment to set up protocol
|
||||
(
|
||||
IUniswapV3Factory _factory,
|
||||
|
|
@ -127,7 +126,7 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
Optimizer _optimizer,
|
||||
bool _token0isWeth
|
||||
) = testEnv.setupEnvironment(token0shouldBeWeth, RECENTER_CALLER);
|
||||
|
||||
|
||||
// Assign to state variables
|
||||
factory = _factory;
|
||||
pool = _pool;
|
||||
|
|
@ -184,12 +183,11 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
}
|
||||
}
|
||||
|
||||
|
||||
/// @notice Validates recenter operation results
|
||||
/// @param isUp Whether the recenter moved positions up or down
|
||||
function _validateRecenterResult(bool isUp) internal view {
|
||||
Response memory liquidityResponse = inspectPositions(isUp ? "shift" : "slide");
|
||||
|
||||
|
||||
// Debug logging
|
||||
console.log("=== POSITION ANALYSIS ===");
|
||||
console.log("Floor ETH:", liquidityResponse.ethFloor);
|
||||
|
|
@ -198,31 +196,23 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
console.log("Floor HARB:", liquidityResponse.harbergFloor);
|
||||
console.log("Anchor HARB:", liquidityResponse.harbergAnchor);
|
||||
console.log("Discovery HARB:", liquidityResponse.harbergDiscovery);
|
||||
|
||||
|
||||
// TEMPORARILY COMMENT OUT THIS ASSERTION TO SEE ACTUAL VALUES
|
||||
// assertGt(
|
||||
// liquidityResponse.ethFloor, liquidityResponse.ethAnchor, "slide - Floor should hold more ETH than Anchor"
|
||||
// );
|
||||
assertGt(
|
||||
liquidityResponse.harbergDiscovery,
|
||||
liquidityResponse.harbergAnchor * 5,
|
||||
"slide - Discovery should hold more HARB than Anchor"
|
||||
);
|
||||
|
||||
assertGt(liquidityResponse.harbergDiscovery, liquidityResponse.harbergAnchor * 5, "slide - Discovery should hold more HARB than Anchor");
|
||||
|
||||
// Check anchor-discovery contiguity (depends on token ordering)
|
||||
if (token0isWeth) {
|
||||
// When WETH is token0, discovery comes before anchor
|
||||
assertEq(
|
||||
liquidityResponse.discoveryTickUpper,
|
||||
liquidityResponse.anchorTickLower,
|
||||
"Discovery and Anchor positions must be contiguous (WETH as token0)"
|
||||
liquidityResponse.discoveryTickUpper, liquidityResponse.anchorTickLower, "Discovery and Anchor positions must be contiguous (WETH as token0)"
|
||||
);
|
||||
} else {
|
||||
// When WETH is token1, discovery comes after anchor
|
||||
assertEq(
|
||||
liquidityResponse.anchorTickUpper,
|
||||
liquidityResponse.discoveryTickLower,
|
||||
"Anchor and Discovery positions must be contiguous (WETH as token1)"
|
||||
liquidityResponse.anchorTickUpper, liquidityResponse.discoveryTickLower, "Anchor and Discovery positions must be contiguous (WETH as token1)"
|
||||
);
|
||||
}
|
||||
assertEq(liquidityResponse.harbergFloor, 0, "slide - Floor should have no HARB");
|
||||
|
|
@ -253,7 +243,6 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
}
|
||||
}
|
||||
|
||||
|
||||
/// @notice Retrieves liquidity position information for a specific stage
|
||||
/// @param s The liquidity stage (FLOOR, ANCHOR, DISCOVERY)
|
||||
/// @return currentTick Current price tick of the pool
|
||||
|
|
@ -368,7 +357,7 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
|
||||
/// @notice Allows contract to receive ETH directly
|
||||
/// @dev Required for WETH unwrapping operations during testing
|
||||
receive() external payable {}
|
||||
receive() external payable { }
|
||||
|
||||
/// @notice Override to provide LiquidityManager reference for liquidity-aware functions
|
||||
/// @return liquidityManager The LiquidityManager contract instance
|
||||
|
|
@ -415,7 +404,7 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
// Fund account and convert to WETH
|
||||
vm.deal(account, accountBalance);
|
||||
vm.prank(account);
|
||||
weth.deposit{value: accountBalance}();
|
||||
weth.deposit{ value: accountBalance }();
|
||||
|
||||
// Setup initial liquidity
|
||||
recenterWithErrorHandling(false);
|
||||
|
|
@ -425,29 +414,29 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
// EXTREME PRICE HANDLING TESTS
|
||||
// ========================================
|
||||
|
||||
/// @notice Tests system behavior when price approaches Uniswap MAX_TICK boundary
|
||||
/// @notice Tests system behavior when price approaches Uniswap MAX_TICK boundary
|
||||
/// @dev Validates that massive trades can push price to extreme boundary conditions (MAX_TICK - 15000)
|
||||
/// without system failure. Tests system stability at tick boundaries.
|
||||
function testTickBoundaryReaching() public {
|
||||
// Skip automatic setup to reduce blocking liquidity
|
||||
disableAutoSetup();
|
||||
|
||||
// Custom minimal setup
|
||||
|
||||
// Custom minimal setup
|
||||
deployProtocolWithTokenOrder(DEFAULT_TOKEN0_IS_WETH);
|
||||
vm.deal(account, 15000 ether);
|
||||
vm.deal(account, 15_000 ether);
|
||||
vm.prank(account);
|
||||
weth.deposit{value: 15000 ether}();
|
||||
|
||||
weth.deposit{ value: 15_000 ether }();
|
||||
|
||||
// Grant recenter access
|
||||
vm.prank(feeDestination);
|
||||
lm.setRecenterAccess(RECENTER_CALLER);
|
||||
|
||||
|
||||
// Setup approvals without creating blocking positions
|
||||
vm.startPrank(account);
|
||||
weth.approve(address(lm), type(uint256).max);
|
||||
harberg.approve(address(lm), type(uint256).max);
|
||||
vm.stopPrank();
|
||||
|
||||
|
||||
// Record initial state - should be around -123891 (1 cent price)
|
||||
(, int24 initialTick,,,,,) = pool.slot0();
|
||||
// Pool starts with 0 liquidity, positions created during first trade
|
||||
|
|
@ -456,64 +445,64 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
// Stage 1: Large initial push to approach MAX_TICK
|
||||
buyRaw(8000 ether);
|
||||
(, int24 stage1Tick,,,,,) = pool.slot0();
|
||||
|
||||
// Stage 2: Additional push if not yet at extreme boundary
|
||||
if (stage1Tick < TickMath.MAX_TICK - 15000) {
|
||||
|
||||
// Stage 2: Additional push if not yet at extreme boundary
|
||||
if (stage1Tick < TickMath.MAX_TICK - 15_000) {
|
||||
buyRaw(2500 ether);
|
||||
(, int24 stage2Tick,,,,,) = pool.slot0();
|
||||
|
||||
|
||||
// Stage 3: Final push with remaining ETH if still needed
|
||||
if (stage2Tick < TickMath.MAX_TICK - 15000) {
|
||||
if (stage2Tick < TickMath.MAX_TICK - 15_000) {
|
||||
uint256 remaining = weth.balanceOf(account) - 500 ether; // Keep some ETH for safety
|
||||
buyRaw(remaining);
|
||||
}
|
||||
}
|
||||
|
||||
(, int24 postBuyTick,,,,,) = pool.slot0();
|
||||
|
||||
// Verify we reached extreme boundary condition
|
||||
int24 targetBoundary = TickMath.MAX_TICK - 15000; // 872272
|
||||
|
||||
// Verify we reached extreme boundary condition
|
||||
int24 targetBoundary = TickMath.MAX_TICK - 15_000; // 872272
|
||||
assertGe(postBuyTick, targetBoundary, "Should reach extreme expensive boundary to validate boundary behavior");
|
||||
|
||||
|
||||
// Test successfully demonstrates reaching extreme tick boundaries with buyRaw()
|
||||
// In real usage, client-side detection would trigger normalization swaps
|
||||
|
||||
|
||||
// Verify that recenter() fails at extreme tick positions (as expected)
|
||||
try lm.recenter() {
|
||||
revert("Recenter should fail at extreme tick positions");
|
||||
} catch {
|
||||
// Expected behavior - recenter fails when trying to create positions near MAX_TICK
|
||||
}
|
||||
|
||||
|
||||
// Test passes: buyRaw() successfully reached tick boundaries
|
||||
}
|
||||
|
||||
// testEmptyPoolBoundaryJump() removed - was only needed for debugging "hidden liquidity mystery"
|
||||
// testEmptyPoolBoundaryJump() removed - was only needed for debugging "hidden liquidity mystery"
|
||||
// Mystery was solved: conservative price limits in performSwap() were preventing MAX_TICK jumps
|
||||
|
||||
function testLiquidityAwareTradeLimiting() public {
|
||||
// Test demonstrates liquidity-aware trade size limiting
|
||||
|
||||
|
||||
// Check calculated limits based on current position boundaries
|
||||
uint256 buyLimit = buyLimitToLiquidityBoundary();
|
||||
uint256 sellLimit = sellLimitToLiquidityBoundary();
|
||||
|
||||
|
||||
(, int24 initialTick,,,,,) = pool.slot0();
|
||||
uint256 testAmount = 100 ether;
|
||||
|
||||
|
||||
// Regular buy() should be capped to position boundary
|
||||
buy(testAmount);
|
||||
(, int24 cappedTick,,,,,) = pool.slot0();
|
||||
|
||||
|
||||
// Raw buy() should not be capped
|
||||
buyRaw(testAmount);
|
||||
(, int24 rawTick,,,,,) = pool.slot0();
|
||||
|
||||
|
||||
// Verify that raw version moved price more than capped version
|
||||
assertGt(rawTick - cappedTick, 0, "Raw buy should move price more than capped buy");
|
||||
|
||||
|
||||
// The exact limits depend on current position configuration:
|
||||
// - buyLimit was calculated as ~7 ETH in current setup
|
||||
// - buyLimit was calculated as ~7 ETH in current setup
|
||||
// - Regular buy(100 ETH) was capped to ~7 ETH, moved 2957 ticks
|
||||
// - Raw buyRaw(100 ETH) used full 100 ETH, moved additional 734 ticks
|
||||
}
|
||||
|
|
@ -527,11 +516,7 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
OTHER_ERROR
|
||||
}
|
||||
|
||||
function classifyFailure(bytes memory reason)
|
||||
internal
|
||||
view
|
||||
returns (FailureType failureType, string memory details)
|
||||
{
|
||||
function classifyFailure(bytes memory reason) internal view returns (FailureType failureType, string memory details) {
|
||||
if (reason.length >= 4) {
|
||||
bytes4 selector = bytes4(reason);
|
||||
|
||||
|
|
@ -539,9 +524,7 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
|
||||
if (selector == 0xae47f702) {
|
||||
// FullMulDivFailed()
|
||||
return (
|
||||
FailureType.ARITHMETIC_OVERFLOW, "FullMulDivFailed - arithmetic overflow in liquidity calculations"
|
||||
);
|
||||
return (FailureType.ARITHMETIC_OVERFLOW, "FullMulDivFailed - arithmetic overflow in liquidity calculations");
|
||||
}
|
||||
|
||||
if (selector == 0x4e487b71) {
|
||||
|
|
@ -648,7 +631,7 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
console.log("Details:", details);
|
||||
|
||||
// This might be acceptable if we're at extreme prices
|
||||
if (currentTick <= TickMath.MIN_TICK + 50000 || currentTick >= TickMath.MAX_TICK - 50000) {
|
||||
if (currentTick <= TickMath.MIN_TICK + 50_000 || currentTick >= TickMath.MAX_TICK - 50_000) {
|
||||
console.log("Overflow at extreme tick - this may be acceptable edge case handling");
|
||||
} else {
|
||||
console.log("Overflow at normal tick - this indicates a problem");
|
||||
|
|
@ -713,9 +696,9 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
|
||||
// Diagnose the scenario type
|
||||
console.log("\n=== SCENARIO DIAGNOSIS ===");
|
||||
if (postBuyTick >= TickMath.MAX_TICK - 15000) {
|
||||
if (postBuyTick >= TickMath.MAX_TICK - 15_000) {
|
||||
console.log("[DIAGNOSIS] EXTREME EXPENSIVE HARB - should trigger normalization");
|
||||
} else if (postBuyTick <= TickMath.MIN_TICK + 15000) {
|
||||
} else if (postBuyTick <= TickMath.MIN_TICK + 15_000) {
|
||||
console.log("[DIAGNOSIS] EXTREME CHEAP HARB - potential protocol death");
|
||||
} else {
|
||||
console.log("[DIAGNOSIS] NORMAL RANGE - may still have arithmetic issues");
|
||||
|
|
@ -797,9 +780,7 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
uint256 traderBalanceAfter = weth.balanceOf(account);
|
||||
|
||||
// Core unit test assertion: protocol should not allow trader profit
|
||||
assertGe(
|
||||
traderBalanceBefore, traderBalanceAfter, "Protocol must prevent trader profit through arbitrary trading"
|
||||
);
|
||||
assertGe(traderBalanceBefore, traderBalanceAfter, "Protocol must prevent trader profit through arbitrary trading");
|
||||
}
|
||||
|
||||
/// @notice Helper to execute a sequence of random trades and recentering
|
||||
|
|
@ -816,12 +797,12 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
|
||||
// Handle extreme price conditions to prevent test failures
|
||||
(, int24 currentTick,,,,,) = pool.slot0();
|
||||
if (currentTick < -887270) {
|
||||
if (currentTick < -887_270) {
|
||||
// Price too low - small buy to stabilize
|
||||
uint256 wethBal = weth.balanceOf(account);
|
||||
if (wethBal > 0) buy(wethBal / 100);
|
||||
}
|
||||
if (currentTick > 887270) {
|
||||
if (currentTick > 887_270) {
|
||||
// Price too high - small sell to stabilize
|
||||
uint256 harbBal = harberg.balanceOf(account);
|
||||
if (harbBal > 0) sell(harbBal / 100);
|
||||
|
|
@ -844,7 +825,6 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
recenterWithErrorHandling(true);
|
||||
}
|
||||
|
||||
|
||||
// ========================================
|
||||
// ANTI-ARBITRAGE STRATEGY TESTS
|
||||
// ========================================
|
||||
|
|
@ -857,24 +837,24 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
// Phase 1: Record initial state and execute first large trade
|
||||
(, int24 initialTick,,,,,) = pool.slot0();
|
||||
uint256 wethBefore = weth.balanceOf(account);
|
||||
|
||||
|
||||
console.log("=== PHASE 1: Initial Trade ===");
|
||||
console.log("Initial tick:", vm.toString(initialTick));
|
||||
|
||||
// Execute first large trade (buy HARB) to move price significantly
|
||||
buy(30 ether);
|
||||
|
||||
|
||||
uint256 wethAfter1 = weth.balanceOf(account);
|
||||
uint256 wethSpent = wethBefore - wethAfter1;
|
||||
uint256 harbReceived = harberg.balanceOf(account);
|
||||
|
||||
|
||||
console.log("Spent", wethSpent / 1e18, "ETH, received", harbReceived / 1e18);
|
||||
|
||||
// Phase 2: Trigger recenter to rebalance liquidity positions
|
||||
console.log("\n=== PHASE 2: Recenter Operation ===");
|
||||
|
||||
|
||||
recenterWithErrorHandling(false);
|
||||
|
||||
|
||||
// Record liquidity distribution after recenter
|
||||
Response memory liquidity = inspectPositions("after-recenter");
|
||||
console.log("Post-recenter - Floor ETH:", liquidity.ethFloor / 1e18);
|
||||
|
|
@ -883,60 +863,60 @@ contract LiquidityManagerTest is UniSwapHelper {
|
|||
|
||||
// Phase 3: Execute reverse trade to test round-trip slippage
|
||||
console.log("\n=== PHASE 3: Reverse Trade ===");
|
||||
|
||||
|
||||
uint256 wethBeforeReverse = weth.balanceOf(account);
|
||||
sell(harbReceived);
|
||||
uint256 wethAfterReverse = weth.balanceOf(account);
|
||||
uint256 wethReceived = wethAfterReverse - wethBeforeReverse;
|
||||
|
||||
|
||||
(, int24 finalTick,,,,,) = pool.slot0();
|
||||
|
||||
|
||||
console.log("Sold", harbReceived / 1e18, "received", wethReceived / 1e18);
|
||||
console.log("Final tick:", vm.toString(finalTick));
|
||||
|
||||
// Phase 4: Analyze slippage and validate anti-arbitrage mechanism
|
||||
console.log("\n=== PHASE 4: Slippage Analysis ===");
|
||||
|
||||
|
||||
uint256 netLoss = wethSpent - wethReceived;
|
||||
uint256 slippagePercentage = (netLoss * 10000) / wethSpent; // Basis points
|
||||
|
||||
uint256 slippagePercentage = (netLoss * 10_000) / wethSpent; // Basis points
|
||||
|
||||
console.log("Net loss:", netLoss / 1e18, "ETH");
|
||||
console.log("Slippage:", slippagePercentage, "basis points");
|
||||
|
||||
// Phase 5: Validate asymmetric slippage profile and attack protection
|
||||
console.log("\n=== PHASE 5: Validation ===");
|
||||
|
||||
|
||||
// Critical assertions for anti-arbitrage protection
|
||||
assertGt(netLoss, 0, "Round-trip trade must result in net loss (positive slippage)");
|
||||
assertGt(slippagePercentage, 50, "Slippage must be significant (>0.5%) to deter arbitrage");
|
||||
|
||||
|
||||
// Validate liquidity distribution maintains asymmetric profile
|
||||
// Get actual liquidity amounts (not ETH amounts at current price)
|
||||
{
|
||||
(uint128 anchorLiquidityAmount,,) = lm.positions(ThreePositionStrategy.Stage.ANCHOR);
|
||||
(uint128 floorLiquidityAmount,,) = lm.positions(ThreePositionStrategy.Stage.FLOOR);
|
||||
(uint128 discoveryLiquidityAmount,,) = lm.positions(ThreePositionStrategy.Stage.DISCOVERY);
|
||||
|
||||
|
||||
uint256 edgeLiquidityAmount = uint256(floorLiquidityAmount) + uint256(discoveryLiquidityAmount);
|
||||
|
||||
|
||||
assertGt(edgeLiquidityAmount, anchorLiquidityAmount, "Edge positions must have more liquidity than anchor");
|
||||
|
||||
|
||||
uint256 liquidityRatio = (uint256(anchorLiquidityAmount) * 100) / edgeLiquidityAmount;
|
||||
assertLt(liquidityRatio, 50, "Anchor should be <50% of edge liquidity for shallow/deep profile");
|
||||
|
||||
|
||||
console.log("Anchor liquidity ratio:", liquidityRatio, "%");
|
||||
}
|
||||
|
||||
|
||||
// Validate price stability (round-trip shouldn't cause extreme displacement)
|
||||
int24 tickMovement = finalTick - initialTick;
|
||||
int24 absMovement = tickMovement < 0 ? -tickMovement : tickMovement;
|
||||
console.log("Total tick movement:", vm.toString(absMovement));
|
||||
|
||||
|
||||
// The large price movement is actually evidence that the anti-arbitrage mechanism works!
|
||||
// The slippage is massive (80% loss), proving the strategy is effective
|
||||
// Adjust expectations based on actual behavior - this is a feature, not a bug
|
||||
assertLt(absMovement, 100000, "Round-trip should not cause impossible price displacement");
|
||||
|
||||
assertLt(absMovement, 100_000, "Round-trip should not cause impossible price displacement");
|
||||
|
||||
console.log("\n=== ANTI-ARBITRAGE STRATEGY VALIDATION COMPLETE ===");
|
||||
console.log("PASS: Round-trip slippage:", slippagePercentage, "basis points");
|
||||
console.log("PASS: Asymmetric liquidity profile maintained");
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue