- Fix fee attribution: distribute fees only to positions whose tick range
contains the active tick at close time (in-range weight), not by raw
liquidity. FLOOR is priced far below current tick and rarely earns fees;
the old approach would over-credit it and corrupt capital-efficiency and
net-P&L numbers. Fallback to raw-liquidity weighting with a WARN log
when no position is in range.
- Warn on first-close skip: when _closePosition finds no open record
(first recenter, before any tracking), log [TRACKER][WARN] instead of
silently returning so the gap is visible in reports.
- Add tick range assertion: require() that the incoming close snapshot
tick range matches the stored open record — a mismatch would mean IL
is computed across different ranges (apples vs oranges).
- Fix finalBlock accuracy: logSummary now calls
tracker.logFinalSummary(tracker.lastNotifiedBlock()) instead of
lastRecenterBlock, so the summary reflects the actual last replay block
rather than potentially hundreds of blocks early.
- Initialize lastRecenterBlock = block.number in StrategyExecutor
constructor to defer the first recenter attempt by recenterInterval
blocks and document the invariant.
- Extract shared FormatLib: _str(uint256) and _istr(int256) were
copy-pasted in both PositionTracker and StrategyExecutor. Extracted to
FormatLib.sol internal library; both contracts now use `using FormatLib`.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
