fix: Address review findings from PR #575
- Fix unsafe int32 intermediate cast: int56(int32(elapsed)) → int56(uint56(elapsed)) to prevent TWAP tick sign inversion for intervals above int32 max (~68 years) - Remove redundant lastRecenterTimestamp state variable; capture prevTimestamp from existing lastRecenterTime instead (saves ~20k gas per recenter) - Use pool.increaseObservationCardinalityNext(ORACLE_CARDINALITY) in constructor instead of recomputing the pool address; extract magic 100 to named constant - Add TWAPFallback(uint32 elapsed) event emitted when pool.observe() reverts so monitoring can distinguish degraded operation from normal bootstrap - Remove conditional bypass paths in test_twapReflectsAveragePriceNotJustLastSwap; assert vwapAfter > 0 and vwapAfter > initialPriceX96 unconditionally Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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2 changed files with 30 additions and 50 deletions
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@ -51,16 +51,19 @@ contract LiquidityManager is ThreePositionStrategy, PriceOracle {
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/// @notice Last recenter tick — used to determine net trade direction between recenters
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int24 public lastRecenterTick;
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/// @notice Last recenter timestamp — rate limits open (permissionless) recenters
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/// @notice Last recenter timestamp — rate limits open recenters and provides the previous
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/// recenter time for TWAP interval calculations.
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uint256 public lastRecenterTime;
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/// @notice Minimum seconds between open recenters (when recenterAccess is unset)
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uint256 internal constant MIN_RECENTER_INTERVAL = 60;
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/// @notice Last recenter block timestamp — used to compute elapsed interval for pool TWAP oracle
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uint256 public lastRecenterTimestamp;
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/// @notice Target observation cardinality requested from the pool during construction
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uint16 internal constant ORACLE_CARDINALITY = 100;
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/// @notice Emitted on each successful recenter for monitoring and indexing
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event Recentered(int24 indexed currentTick, bool indexed isUp);
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/// @notice Emitted when pool.observe() falls back to anchor midpoint; non-zero elapsed
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/// indicates degraded oracle operation rather than normal bootstrap.
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event TWAPFallback(uint32 elapsed);
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/// @notice Custom errors
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error ZeroAddressInSetter();
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@ -88,7 +91,7 @@ contract LiquidityManager is ThreePositionStrategy, PriceOracle {
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optimizer = Optimizer(_optimizer);
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// Increase observation cardinality so pool.observe() has sufficient history
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// for TWAP calculations between recenters.
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IUniswapV3Pool(PoolAddress.computeAddress(factory, poolKey)).increaseObservationCardinalityNext(100);
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pool.increaseObservationCardinalityNext(ORACLE_CARDINALITY);
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}
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/// @notice Callback function for Uniswap V3 mint operations
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@ -147,9 +150,8 @@ contract LiquidityManager is ThreePositionStrategy, PriceOracle {
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require(block.timestamp >= lastRecenterTime + MIN_RECENTER_INTERVAL, "recenter cooldown");
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require(_isPriceStable(currentTick), "price deviated from oracle");
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}
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uint256 prevTimestamp = lastRecenterTimestamp;
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uint256 prevTimestamp = lastRecenterTime;
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lastRecenterTime = block.timestamp;
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lastRecenterTimestamp = block.timestamp;
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// Check if price movement is sufficient for recentering
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isUp = false;
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@ -283,7 +285,6 @@ contract LiquidityManager is ThreePositionStrategy, PriceOracle {
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/// @return priceX96 Price in Q96 format (price * 2^96)
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function _getTWAPOrFallback(uint256 prevTimestamp, int24 tickLower, int24 tickUpper)
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internal
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view
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returns (uint256 priceX96)
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{
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// Only attempt TWAP when there is a measurable elapsed interval
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@ -293,10 +294,13 @@ contract LiquidityManager is ThreePositionStrategy, PriceOracle {
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secondsAgos[0] = elapsed;
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secondsAgos[1] = 0;
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try pool.observe(secondsAgos) returns (int56[] memory tickCumulatives, uint160[] memory) {
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int24 twapTick = int24((tickCumulatives[1] - tickCumulatives[0]) / int56(int32(elapsed)));
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int24 twapTick = int24((tickCumulatives[1] - tickCumulatives[0]) / int56(uint56(elapsed)));
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return _priceAtTick(token0isWeth ? -1 * twapTick : twapTick);
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} catch {
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// Observation history not deep enough — fall through to anchor midpoint
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// pool.observe() failed — emit event so monitoring can distinguish
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// degraded oracle operation from normal bootstrap (elapsed == 0).
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emit TWAPFallback(elapsed);
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// Fall through to anchor midpoint
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}
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}
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// Fallback: anchor midpoint (original single-snapshot behaviour)
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@ -222,7 +222,7 @@ contract VWAPFloorProtectionTest is UniSwapHelper {
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* not merely the last-swap anchor midpoint.
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*
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* Sequence:
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* 1. First recenter → positions set, no fees (lastRecenterTimestamp = t0).
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* 1. First recenter → positions set, no fees (lastRecenterTime = t0).
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* 2. Warp 100 s → buy KRK: price moves UP, observation written at t0+100.
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* 3. Warp 100 s → buy KRK again: price moves further UP, observation at t0+200.
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* 4. Warp 100 s → bootstrap recenter (cumulativeVolume==0 → always records).
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@ -240,8 +240,9 @@ contract VWAPFloorProtectionTest is UniSwapHelper {
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// we track elapsed time with a local variable.
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// Step 1: initial recenter — places positions at the pool's current price.
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// No fees yet; lastRecenterTimestamp is set to block.timestamp.
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// No fees yet; lastRecenterTime is set to block.timestamp.
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(, int24 initialTick,,,,,) = pool.slot0();
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assertFalse(token0isWeth, "test assumes token0isWeth=false");
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vm.prank(RECENTER_CALLER);
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lm.recenter();
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@ -261,10 +262,7 @@ contract VWAPFloorProtectionTest is UniSwapHelper {
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// Capture the current (elevated) tick after two rounds of buying.
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(, int24 elevatedTick,,,,,) = pool.slot0();
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// The price must have risen — sanity check for !token0isWeth ordering.
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// For !token0isWeth: buying KRK increases the tick (KRK price in WETH rises).
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assertFalse(token0isWeth, "test assumes token0isWeth=false");
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assertGt(elevatedTick, initialTick, "price must have risen after buys");
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// Step 4: advance 100 s then do the bootstrap recenter.
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@ -272,44 +270,22 @@ contract VWAPFloorProtectionTest is UniSwapHelper {
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// elapsed = 300 s → pool.observe([300, 0]) → TWAP tick ≈ avg of three 100-s periods.
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t += 100;
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vm.warp(t); // t = 301
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uint256 vwapBefore = lm.getVWAP();
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vm.prank(RECENTER_CALLER);
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try lm.recenter() {
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uint256 vwapAfter = lm.getVWAP();
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lm.recenter();
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// If fees were collected, VWAP was updated.
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if (vwapAfter > 0 && vwapAfter != vwapBefore) {
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// TWAP over the 300-s window reflects higher prices than the initial anchor tick.
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// The initial anchor was placed at `initialTick` (before any buys).
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// TWAP tick ≈ (initialTick·100 + midTick·100 + elevatedTick·100) / 300 > initialTick.
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// Correspondingly, priceX96(TWAP) > priceX96(initialTick).
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//
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// Compute a reference: the price at the initial anchor tick.
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// For !token0isWeth, _priceAtTick uses the tick directly (no negation).
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// We approximate it via TickMath: sqrtRatio² >> 96.
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uint160 sqrtAtInitial = uint160(uint256(TickMath.getSqrtRatioAtTick(initialTick)));
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uint256 initialPriceX96 = uint256(sqrtAtInitial) * uint256(sqrtAtInitial) >> 96;
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// TWAP over the 300-s window reflects higher prices than the initial anchor tick.
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// TWAP tick ≈ (initialTick·100 + midTick·100 + elevatedTick·100) / 300 > initialTick.
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// Correspondingly, priceX96(TWAP) > priceX96(initialTick).
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//
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// Compute a reference: the price at the initial anchor tick.
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// For !token0isWeth, _priceAtTick uses the tick directly (no negation).
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// We approximate it via TickMath: sqrtRatio² >> 96.
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uint256 vwapAfter = lm.getVWAP();
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assertGt(vwapAfter, 0, "VWAP must be bootstrapped after fees from two large buys");
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assertGt(
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vwapAfter,
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initialPriceX96,
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"TWAP VWAP must exceed initial-anchor-midpoint price"
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);
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} else if (lm.cumulativeVolume() == 0) {
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// No ETH fees collected: ethFee == 0 so _recordVolumeAndPrice was skipped.
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// This can happen when feeDestination receives all fees before recording.
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// Accept the result as long as VWAP is still 0 (nothing recorded yet).
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assertEq(vwapAfter, 0, "VWAP still zero when no ETH fees collected");
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}
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} catch (bytes memory reason) {
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// Only "amplitude not reached" is an acceptable failure — it means the second
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// recenter couldn't detect sufficient price movement relative to the first one.
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assertEq(
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keccak256(reason),
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keccak256(abi.encodeWithSignature("Error(string)", "amplitude not reached.")),
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"unexpected revert in bootstrap recenter"
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);
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}
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uint160 sqrtAtInitial = uint160(uint256(TickMath.getSqrtRatioAtTick(initialTick)));
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uint256 initialPriceX96 = uint256(sqrtAtInitial) * uint256(sqrtAtInitial) >> 96;
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assertGt(vwapAfter, initialPriceX96, "TWAP VWAP must exceed initial-anchor-midpoint price");
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}
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// =========================================================================
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