Commit graph

340 commits

Author SHA1 Message Date
johba
b456bc75fd Merge pull request 'fix: LM recenter() return semantics undocumented (#570)' (#626) from fix/issue-570 into master 2026-03-12 21:53:34 +01:00
johba
c3c262a719 Merge pull request 'fix: revm evaluator — UUPS bypass, deployedBytecode, graceful attack ops' (#629) from fix/revm-evaluator into master
Reviewed-on: https://codeberg.org/johba/harb/pulls/629
Reviewed-by: review_bot <review_bot@noreply.codeberg.org>
2026-03-12 21:43:53 +01:00
openhands
87bb5859e2 fix: revm evaluator — UUPS bypass, deployedBytecode, graceful attack ops
- Skip UUPS upgradeTo: etch + vm.store ERC1967 implementation slot directly
  (OptimizerV3Push3 is standalone, no UUPS inheritance needed for evolution)
- Use deployedBytecode (runtime) instead of bytecode (creation) for vm.etch
- Inject transpiled body into OptimizerV3.sol (has getLiquidityParams via Optimizer)
  instead of using standalone OptimizerV3Push3.sol
- Wrap buy/sell/stake/unstake in try/catch — attack ops should not abort the batch
- Add /tmp read to fs_permissions for batch-eval manifest files
- Bootstrap recenter returns bool instead of reverting (soft-fail per candidate)
2026-03-12 19:54:58 +00:00
openhands
b8f5ed9411 fix: Dead code branch: lastRecenterTick==0 with cumulativeVolume>0 (#568)
Remove unreachable else branch in VWAP recording logic. The branch was
only reachable if lastRecenterTick==0 and cumulativeVolume>0, which
requires tick==0 on the very first recenter — virtually impossible on a
live pool. Collapse else-if into else and delete the corresponding
testVWAPElseBranch test that exercised the path via vm.store.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 19:21:11 +00:00
openhands
54976184bc fix: correct isUp NatSpec and bootstrap log direction (#570)
Fix the @return NatSpec for recenter() isUp: the previous description
was wrong for the token0=WETH ordering (claimed tick above center, but
the actual check is currentTick < centerTick when token0isWeth). The
correct invariant is isUp=true ↔ KRK price in ETH rose (buy event /
net ETH inflow), regardless of token ordering.

Also address review nit: StrategyExecutor._logRecenter() now logs
'direction=BOOTSTRAP' instead of 'direction=DOWN' when no anchor
position existed before the recenter (aLiqPre==0), eliminating the
misleading directional label on the first recenter.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 19:12:46 +00:00
openhands
cb6d6e2292 fix: LM recenter() return semantics undocumented (#570)
Add NatSpec to recenter() documenting that the function always reverts
on failure (never silently returns false), listing all four revert
conditions, and clarifying that both true/false return values represent
a successfully-executed recenter with the value indicating price
direction (up vs down relative to previous anchor centre).

Also fix StrategyExecutor.maybeRecenter() to capture the isUp return
value from lm.recenter() and include it in the log output, making
price direction visible in backtesting replays.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 18:21:27 +00:00
openhands
2da70bedfd fix: capitalInefficiency always 0 in OptimizerV3Push3 undocumented (#573) 2026-03-12 17:46:25 +00:00
openhands
b902b89e3b fix: address review findings — CREATE2 guard, transition test, docs
- LiquidityManager.setFeeDestination: add CREATE2 bypass guard — also
  blocks re-assignment when the current feeDestination has since acquired
  bytecode (was a plain address when set, contract deployed to it later)
- LiquidityManager.setFeeDestination: expand NatSpec to document the
  EOA-mutability trade-off and the CREATE2 guard explicitly
- Test: add testSetFeeDestinationEOAToContract_Locks covering the
  realistic EOA→contract transition (the primary lock-activation path)
- red-team.sh: add comment that DEPLOYER_PK is Anvil account-0 and must
  only be used against a local ephemeral Anvil instance
- ARCHITECTURE.md: document feeDestination conditional-lock semantics and
  contrast with Kraiken's strictly set-once liquidityManager/stakingPool

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 17:13:50 +00:00
openhands
512640226b fix: fix: Conditional lock on feeDestination — lock when set to contract (#580) (#580)
- Add `feeDestinationLocked` bool to LiquidityManager
- Replace one-shot setter with conditional trapdoor: EOAs may be set
  repeatedly, but setting a contract address locks permanently
- Remove `AddressAlreadySet` error (superseded by the new lock mechanic)
- Replace fragile SLOT7 storage hack in red-team.sh with a proper
  `setFeeDestination()` call using the deployer key
- Update tests: replace AddressAlreadySet test with three new tests
  covering EOA multi-set, contract lock, and locked revert

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 16:13:44 +00:00
openhands
9bb223cf95 fix: Optimizer.sol also silently accepts negative mantissa inputs (#582)
Add require(mantissa >= 0) guards in calculateParams before the uint256()
casts on inputs[0] and inputs[1], preventing negative int256 values from
wrapping to huge uint256 numbers and corrupting liquidity calculations.
Add two regression tests covering the revert paths for both slots.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 15:41:39 +00:00
johba
d84ff5f762 Merge pull request 'fix: fix: il-crystallization-80 attack times out (153 steps) (#597)' (#616) from fix/issue-597 into master 2026-03-12 16:26:03 +01:00
openhands
fe385fb010 fix: fix: il-crystallization-80 attack times out (153 steps) (#597)
Add `buy_recenter_loop` batch op to AttackRunner — executes N×(buy→recenter)
cycles in a single Solidity loop, emitting snapshots after each recenter.
Rewrite il-crystallization-80.jsonl from 153 individual JSONL steps to 2 lines
using the new op with count=80, matching the intended attack name. Also corrects
the cycle count from 76 (previous file) to the intended 80.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 13:16:41 +00:00
openhands
9c42947903 fix: address review findings in FitnessEvaluator (#604)
- Wrap upgradeTo() in try/catch: malformed candidate bytecode no longer
  aborts the entire batch; emit {"fitness":0,"error":"upgrade_failed"} and
  continue to the next candidate
- Bootstrap recenter: require() after 5 retry attempts so silent failure
  (all scores identically equal to free WETH only) is surfaced as a hard
  test failure rather than silently producing meaningless results
- mint_lp: capture the NPM tokenId returned by mint() and push it to
  _mintedNpmTokenIds; burn_lp now uses a 1-based index into that array
  (same pattern as stake/unstake), making attack files fork-block-independent
- Remove dead atkBaseSnap variable and its compiler-warning suppression
- Remove orphaned vm.snapshot() after vm.revertTo() in the attack loop
- Fix misleading comment on delete _stakedPositionIds

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 12:31:11 +00:00
openhands
26b8876691 fix: feat: revm-based fitness evaluator for evolution at scale (#604)
Replace per-candidate Anvil+forge-script pipeline with in-process EVM
execution using Foundry's native revm backend, achieving 10-100× speedup
for evolutionary search at scale.

New files:
- onchain/test/FitnessEvaluator.t.sol — Forge test that forks Base once,
  deploys the full KRAIKEN stack, then for each candidate uses vm.etch to
  inject the compiled optimizer bytecode, UUPS-upgrades the proxy, runs all
  attack sequences with in-memory vm.snapshot/revertTo (no RPC overhead),
  and emits one {"candidate_id","fitness"} JSON line per candidate.
  Skips gracefully when BASE_RPC_URL is unset (CI-safe).

- tools/push3-evolution/revm-evaluator/batch-eval.sh — Wrapper that
  transpiles+compiles each candidate sequentially, writes a two-file
  manifest (ids.txt + bytecodes.txt), then invokes FitnessEvaluator.t.sol
  in a single forge test run and parses the score JSON from stdout.

Modified:
- tools/push3-evolution/evolve.sh — Adds EVAL_MODE env var (anvil|revm).
  When EVAL_MODE=revm, batch-scores every candidate in a generation with
  one batch-eval.sh call instead of N sequential fitness.sh processes;
  scores are looked up from the JSONL output in the per-candidate loop.
  Default remains EVAL_MODE=anvil for backward compatibility.

Key design decisions:
- Per-candidate Solidity compilation is unavoidable (each Push3 candidate
  produces different Solidity); the speedup is in the evaluation phase.
- vm.snapshot/revertTo in forge test are O(1) memory operations (true
  revm), not RPC calls — this is the core speedup vs Anvil.
- recenterAccess is set in bootstrap so TWAP stability checks are bypassed
  during attack sequences (mirrors the existing fitness.sh bootstrap).
- Test skips cleanly when BASE_RPC_URL is absent, keeping CI green.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 11:54:41 +00:00
johba
4258045c8c Merge pull request 'fix: fix: Restore proper VWAP — gas-efficient volume-weighted pricing (revert TWAP) (#603)' (#605) from fix/issue-603 into master 2026-03-12 12:10:02 +01:00
johba
f17ca85e7d Merge pull request 'fix: Evolution pipeline UUPS upgrade + Foundry PATH (#593)' (#594) from fix/issue-593 into master 2026-03-12 10:40:04 +01:00
openhands
f844f76533 fix: OptimizerV3 — use canonical transpiler output, fix register mapping
Review bot caught r37/r39 inversion (anchorShare ↔ discoveryDepth).
Replaced inline approximation with verbatim transpiler output.
Removed stale NatSpec (no delegatecall), removed unused import.
2026-03-12 09:04:52 +00:00
openhands
0dd764b8b3 fix: fix: Restore proper VWAP — gas-efficient volume-weighted pricing (revert TWAP) (#603)
- Replace pool.observe() TWAP price source with current pool tick (pool.slot0()) sampled once per recenter
- Remove _getTWAPOrFallback() and TWAPFallback event (added by PR #575)
- _scrapePositions now takes int24 currentTick instead of uint256 prevTimestamp; price computed via _priceAtTick before the burn loop
- Volume weighting (ethFee * 100) is unchanged — fees proxy swap volume over the recenter interval
- Direction fix from #566 (shouldRecordVWAP only on sell events) is preserved
- Remove test_twapReflectsAveragePriceNotJustLastSwap (tested reverted TWAP behaviour)
- ORACLE_CARDINALITY / increaseObservationCardinalityNext retained for _isPriceStable()
- All 188 tests pass

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 08:50:07 +00:00
openhands
acfdd2b22e fix: fix: Debug failing round-trip-safe attack in evolution fitness (#595)
After a buy→sell round-trip the net price movement is near zero, so
recenter() reverts with "amplitude not reached" and aborts the whole
AttackRunner script.

Wrap the recenter() call in a try/catch so amplitude failures are
caught and logged as a skipped step rather than propagating as a fatal
revert.  When recenter is skipped, no state snapshot is emitted and the
attack sequence continues — matching the intended semantics: round-trip
trading should not cause the fitness scorer to crash.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 07:57:31 +00:00
openhands
78246ed399 fix: fix: Debug failing staking-safe attack in evolution fitness (#596)
Stake.nextPositionId starts at 654_321, so attack files cannot use literal
on-chain IDs (e.g. positionId=1 always reverts with PositionNotFound).

Fix AttackRunner to treat the JSONL positionId field as a 1-based index into
the list of positions created by stake ops during the current run:
- Add IStake.snatch returns (uint256) to the interface so the returned ID is
  captured.
- Track returned IDs in _stakedPositionIds[] (inserted in creation order).
- _executeUnstake resolves positionId to _stakedPositionIds[positionId-1]
  before calling exitPosition, matching the natural "unstake position 1"
  semantics in the attack DSL.

KRK approval for Stake was already present in _setup(); no other changes needed.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 07:10:13 +00:00
openhands
ade7e2033a fix: Evolution pipeline UUPS upgrade + Foundry PATH (#593)
- Add virtual to Optimizer.calculateParams() for UUPS override
- Create OptimizerV3.sol: UUPS-upgradeable optimizer with transpiled Push3 logic
- Update deploy-optimizer.sh to deploy OptimizerV3 instead of Optimizer
- Add ~/.foundry/bin to PATH in evolve.sh, fitness.sh, deploy-optimizer.sh
2026-03-12 06:47:35 +00:00
johba
514a55a1ac Merge pull request 'fix: Backtesting: replay red-team attack sequences against optimizer candidates (#536)' (#565) from fix/issue-536 into master 2026-03-11 19:24:27 +01:00
openhands
d6ca28ae32 fix: AttackRunner round-3 review findings
- **Bug**: Fix JSON malformation in _snapshotPositions — closing literal was '"}}}' (three
  braces) but only '"}}'  is needed (close discovery{} + positions{}). The third brace
  prematurely closed the root object, making every snapshot unparseable downstream.

- **Nit**: _executeStake local variable renamed taxRateIndex → taxRate to match the
  IStake interface and Stake.sol. JSONL field key '.taxRateIndex' is kept for backward
  compatibility with existing attack files; the comment and NatDoc header now say so.

- **Nit**: recenter_is_up now emits JSON null (not false) before the first recenter call,
  via a new _hasRecentered flag. Downstream parsers can distinguish "no recenter yet"
  from "last recenter moved price down" (false). _hasRecentered is set to true alongside
  _lastRecenterIsUp in the recenter handler.

- **Nit**: Added a comment to _logSnapshot explaining that pool.slot0() is a view call
  and forge-std finalises broadcast state before executing it, so tick/sqrtPrice are
  always post-broadcast accurate.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-11 17:51:18 +00:00
openhands
297442083d fix: AttackRunner review findings — TVL accuracy, recenter capture, discovery ethValue
- **Bug**: `_positionEthValue` now sums both the ETH component and the KRK component
  (converted to ETH via `FullMath.mulDiv` at current sqrtPriceX96) so `lm_eth_total`
  correctly reflects LM TVL for all price ranges (below/in/above range).

- **Bug**: `recenter()` return value (`bool isUp` — price direction) is now captured in
  `_lastRecenterIsUp` state variable and emitted as `"recenter_is_up"` in every snapshot.
  Note: `recenter()` reverts on failure; `false` means price moved *down*, not a no-op.

- **Bug**: Discovery position now emits `"ethValue"` in its snapshot JSON object,
  matching the floor and anchor fields for symmetric automated parsing.

- **Warning**: `IStake.snatch` interface parameter renamed `taxRateIndex` → `taxRate` to
  match the actual `Stake.sol` signature (the value is a raw rate, not a lookup index).

- **Warning**: Unknown op codes in the JSONL file now emit a `console.log` warning
  instead of silently skipping, catching typos in attack sequences.

- **Nit**: `_setup()` now wraps 9 000 ETH (up from 1 000) to cover heavy buy sequences
  that would otherwise exhaust the adversary's WETH.

- **Nit**: `_computeVwapTick` documents the int128 overflow guard and its tick=0 sentinel
  meaning so callers can distinguish "VWAP unavailable" from tick zero.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-11 17:14:34 +00:00
openhands
5d204e5649 fix: Push3 optimizer: dyadic rational input interface (8 slots) + 4-output redesign (#548)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-11 15:23:36 +00:00
openhands
f72f99aefa 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>
2026-03-11 10:02:47 +00:00
openhands
53c14745cb fix: Replace anchor-midpoint VWAP with pool.observe() TWAP oracle (#575)
- Add lastRecenterTimestamp to track recenter interval for TWAP
- Increase pool observation cardinality to 100 in constructor
- In _scrapePositions, use pool.observe([elapsed, 0]) to get TWAP tick
  over the full interval between recenters; falls back to anchor midpoint
  when elapsed==0 or pool.observe() reverts (insufficient history)
- Add test_twapReflectsAveragePriceNotJustLastSwap: verifies TWAP-based
  VWAP reflects the average price across the recenter interval, not just
  the last-swap anchor snapshot

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-11 08:17:49 +00:00
johba
8c0683cbba Merge pull request 'fix: Red-team: replace ethPerToken with exact total-LM-ETH metric (#539)' (#540) from fix/issue-539 into master 2026-03-11 08:33:25 +01:00
openhands
0834433db1 Fix PR #540 review findings
Critical fixes:
- LmTotalEth.s.sol: Fix imports to use @aperture/uni-v3-lib/ (lines 8-9)
- red-team.sh: Update memory regex to match lm.?eth pattern (line 266)

Additional improvements:
- red-team.sh: Update adversary balance claim to ~9000 ETH (after funding LM)
- red-team.sh: Add --no-color to forge invocation + emptiness guard
- red-team.sh: Document feeDestination storage slot 7 fragility

Tested:
- Regex pattern matches all expected formats (lm_eth, lmeth, LM-ETH, etc.)
- Import paths align with remappings.txt
2026-03-11 06:28:02 +00:00
openhands
0ddc1ccd80 fix: Red-team: replace ethPerToken with exact total-LM-ETH metric (#539)
Replace the ethPerToken metric (free balance / adjusted supply) with total
LM ETH (free + WETH + position-locked) using a forge script with exact
Uni V3 integer math. Collapses 4+ RPC calls and Python float approximation
into a single forge script call using LiquidityAmounts + TickMath.

Also updates red-team prompt, report format, memory extraction, and adds
roadmap items for #536-#538 (backtesting pipeline, Push3 evolution).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 06:28:02 +00:00
openhands
6b77a493a2 fix: address review feedback — update stale comments and tighten test guard (#543)
- _scrapePositions natspec: 'ETH inflow' → 'ETH outflow / price fell or at bootstrap'
- Inline comment above VWAP block: remove inverted 'KRK sold out / ETH inflow' rationale,
  replace with a neutral forward-reference to recenter() where the direction logic lives
- VWAPFloorProtection.t.sol: remove unused Kraiken and forge-std/Test.sol imports
  (both are already provided by UniSwapHelper)
- test_floorConservativeAfterBuyOnlyAttack: add assertFalse(token0isWeth) guard so a
  future change to the setUp parameter cannot silently invert the gap-direction assertion

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-11 04:11:02 +00:00
openhands
e35a805138 fix: Investigate: VWAP not preventing IL crystallization during buy-only recenter cycles (#543)
Investigation findings:
- VWAP WAS being fed during buy-only cycles (shouldRecordVWAP = true on ETH inflow / price rising).
  Over 80 buy-recenter cycles VWAP converged toward the inflated current price.
- When VWAP ≈ currentTick, mirrorTick = currentTick + vwapDistance ≈ currentTick, placing
  the floor near the inflated price.  Adversary sells back through the high floor, extracting
  nearly all LM ETH.
- Optimizer parameters (anchorShare, CI) were not the primary cause.

Fix (LiquidityManager.sol):
  Flip shouldRecordVWAP from buy direction to sell direction.  VWAP is now recorded only when
  price falls (ETH outflow / sell events) or at initial bootstrap (cumulativeVolume == 0).
  Buy-only attack cycles leave VWAP frozen at the historical baseline, keeping mirrorTick and
  the floor conservatively anchored far from the inflated current price.

Also updated onchain/AGENTS.md to document the corrected recording direction.

Regression test (VWAPFloorProtection.t.sol):
  - test_vwapNotInflatedByBuyOnlyAttack: asserts getVWAP() stays at bootstrap after N buy cycles.
  - test_floorConservativeAfterBuyOnlyAttack: asserts floor center is far below inflated tick.
  - test_vwapBootstrapsOnFirstFeeEvent: confirms bootstrap path unchanged.
  - test_recenterSucceedsOnSellDirectionWithoutReverts: confirms sell-direction recenters work.

All 187 tests pass.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-11 03:31:45 +00:00
openhands
c8453f6a33 fix: Backtesting: replay red-team attack sequences against optimizer candidates (#536)
- Add AttackRunner.s.sol: structured forge script that reads attack ops from a
  JSONL file (ATTACK_FILE env), executes them against the local Anvil deployment,
  and emits full state snapshots (tick, positions, VWAP, optimizer output,
  adversary balances) as JSON lines after every recenter and at start/end.

- Add 5 canonical attack files in onchain/script/backtesting/attacks/:
  * il-crystallization-15.jsonl  — 15 buy-recenter cycles + sell (extraction)
  * il-crystallization-80.jsonl  — 80 buy-recenter cycles + sell (extraction)
  * fee-drain-oscillation.jsonl  — buy-recenter-sell-recenter oscillation
  * round-trip-safe.jsonl        — 20 full round-trips (regression: safe)
  * staking-safe.jsonl           — staking manipulation (regression: safe)

- Add scripts/harb-evaluator/export-attacks.py: parses red-team-stream.jsonl
  for tool_use Bash blocks containing cast send commands and converts them to
  AttackRunner-compatible JSONL (buy/sell/recenter/stake/unstake/mint_lp/burn_lp).

- Update scripts/harb-evaluator/red-team.sh: after each agent run, automatically
  exports the attack sequence via export-attacks.py and replays it with
  AttackRunner to capture structured snapshots in tmp/red-team-snapshots.jsonl.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-11 02:08:06 +00:00
openhands
9832b454df fix: PR #551 review findings - OptimizerV3Push3.sol + Optimizer.sol
Critical bugs fixed:
- OptimizerV3Push3: Add input validation for mantissa (inputs[0].mantissa <= 1e18)
- OptimizerInput struct: Move to shared IOptimizer.sol to eliminate duplication
- Update imports in Optimizer.sol, OptimizerV3Push3.sol, and test file

Warnings addressed:
- Document unused variables (_d2-_d7) with comments in OptimizerV3Push3
- Add shift validation: require(inputs[k].shift == 0, "shift not yet supported")
- Fix recordRecenter error style: use UnauthorizedAccount custom error

Tests: All 32 Optimizer + OptimizerV3Push3 tests passing
2026-03-10 23:13:57 +00:00
openhands
2c21462e1e fix: LM: accrue fees as liquidity when feeDestination is self (#533)
When feeDestination == address(this), _scrapePositions() now skips the
fee safeTransfer calls so collected WETH/KRK stays in the LM balance
and is redeployed as liquidity on the next _setPositions() call.

Also fixes _getOutstandingSupply(): kraiken.outstandingSupply() already
subtracts balanceOf(liquidityManager), so when feeDestination IS the LM
the old code double-subtracted LM-held KRK, causing an arithmetic
underflow once positions were scraped.  The subtraction is now skipped
for the self-referencing case.

VWAP recording is refactored to a single unconditional block so it fires
regardless of fee destination.

New test testSelfFeeDestination_FeesAccrueAsLiquidity() demonstrates
that a two-recenter cycle with self-feeDestination completes without
underflow and without leaking WETH to any external address.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-10 10:11:41 +00:00
openhands
0fbc666c97 fix: No allowance set before \token0.transfer\ in swap callback (#339)
Add an explanatory comment to uniswapV3SwapCallback clarifying that
address(this) is pre-funded by _replaySwap before pool.swap() is
called, so no inline mint is required (unlike uniswapV3MintCallback).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-28 12:14:20 +00:00
openhands
af86ca1226 fix: address review feedback on BaselineStrategies and Reporter
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 13:43:49 +00:00
openhands
77f0fd82fd fix: Backtesting #6: Baseline strategies (HODL, full-range, fixed-width) + reporting (#320)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 13:08:53 +00:00
openhands
cf8e7ee6ee fix: address review feedback on PositionTracker and StrategyExecutor
- 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>
2026-02-27 12:02:29 +00:00
openhands
cfcf750084 fix: Backtesting #5: Position tracking + P&L metrics (#319)
- Add PositionTracker.sol: tracks position lifecycle (open/close per
  recenter), records tick ranges, liquidity, entry/exit blocks/timestamps,
  token amounts (via LiquidityAmounts math), fees (proportional to
  liquidity share), IL (LP exit value − HODL value at exit price), and
  net P&L per position. Aggregates total fees, cumulative IL, net P&L,
  rebalance count, Anchor time-in-range, and capital efficiency accumulators.
  Logs with [TRACKER][TYPE] prefix; emits cumulative P&L every 500 blocks.

- Modify StrategyExecutor.sol: add IUniswapV3Pool + token0isWeth to
  constructor (creates PositionTracker internally), call
  tracker.notifyBlock() on every block for time-in-range, and call
  tracker.recordRecenter() on each successful recenter. logSummary()
  now delegates to tracker.logFinalSummary().

- Modify BacktestRunner.s.sol: pass sp.pool and token0isWeth to
  StrategyExecutor constructor; log tracker address.

- forge fmt: reformat all backtesting scripts and affected src/test files
  to project style (number_underscore=thousands, multiline_func_header=all).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 11:23:18 +00:00
openhands
84203294af fix: Backtesting #4: Deploy KrAIken contracts + recenter execution loop (#318)
- Add BacktestKraiken.sol: extends MockToken with Kraiken-compatible interface
  (dual mint overloads — public mint(address,uint256) for EventReplayer and
  restricted mint(uint256) for LiquidityManager; peripheryContracts() stubs
  staking pool as address(0))

- Add KrAIkenDeployer.sol: library deploying OptimizerV3Push3 + LiquidityManager
  on the shadow pool, wiring BacktestKraiken permissions, setting fee destination,
  and funding LM with configurable initial mock-WETH capital (default 10 ETH)

- Add StrategyExecutor.sol: time-based recenter trigger (configurable block
  interval, default 100 blocks); logs block, pre/post positions (Floor/Anchor/
  Discovery tick ranges + liquidity), fees collected, and revert reason on skip;
  negligible-impact assumption documented as TODO(#319)

- Modify EventReplayer.sol: add overloaded replay() accepting an optional
  StrategyExecutor hook; maybeRecenter() called after each block advancement
  without halting replay on failure

- Modify BacktestRunner.s.sol: replace tokenA/B with MockWETH + BacktestKraiken,
  integrate KrAIkenDeployer + StrategyExecutor into broadcast block; configurable
  via RECENTER_INTERVAL and INITIAL_CAPITAL_WETH env vars; executor.logSummary()
  printed after replay

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 09:00:22 +00:00
johba
2ffdd55b4c Merge pull request 'fix: Backtesting #3: Replay historical Swap/Mint/Burn events against shadow pool (#317)' (#334) from fix/issue-317 into master 2026-02-27 09:40:03 +01:00
openhands
17b100ef2a fix: address AI review feedback (round 2) for #317 event replay
- Guard final drift sample with `idx % LOG_INTERVAL != 0` to prevent
  double-counting stats when totalReplayed is an exact multiple of
  LOG_INTERVAL (the loop's _logCheckpoint already fired for that state)
- Hoist pool.slot0() before the guard and pass finalSqrtPrice/finalTick
  to _logSummary(), eliminating the redundant slot0 read inside it

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 07:55:53 +00:00
openhands
cd065275be fix: address AI review feedback for #317 event replay
- 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>
2026-02-27 07:09:29 +00:00
openhands
24fdcd3dcd fix: Stake.sol: exitPosition guard order (owner check before existence) (#307)
Check pos.creationTime == 0 before pos.owner != msg.sender so that
calling exitPosition on a non-existent position correctly reverts with
PositionNotFound instead of the misleading NoPermission(caller, 0x0).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 06:33:32 +00:00
openhands
a3eb406e46 fix: Backtesting #3: Replay historical Swap/Mint/Burn events against shadow pool (#317)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 06:17:54 +00:00
openhands
896fffb2e8 fix: Backtesting #3: Replay historical Swap/Mint/Burn events against shadow pool (#317)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 06:12:03 +00:00
openhands
70e49b2546 fix: suppress compiler warnings in BacktestRunner (#316)
- Add `view` to _parseSqrtPriceFromFile and _resolveSqrtPrice
- Remove unused IUniswapV3Pool import

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 05:12:45 +00:00
openhands
96b06bd9fe fix: Backtesting #2: Foundry script skeleton + Uniswap V3 shadow pool deployment (#316)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 05:08:27 +00:00
openhands
c33bdbaad5 fix: address review feedback on fetch-events.ts (#315)
- Replace hardcoded Infura API key with INFURA_API_KEY env var; fail fast
  with a helpful message if unset and no --rpc-url is given
- Add onchain/script/backtesting/.gitignore (cache/) instead of relying on
  the opaque root pattern; remove force-tracked cache/.gitkeep (mkdirSync
  creates the directory at runtime)
- Document resume constraint: reliable only when both --start-block and
  --end-block are explicit, or --output is set
- Fix batch-number display: derive batchNum inside the loop from the actual
  `from` block so it stays correct when resumeFromBlock isn't BATCH_SIZE-aligned
- Guard log.logIndex === null consistently with blockNumber/transactionHash
- console.warn on decode errors instead of silently discarding them

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 22:45:40 +00:00