Commit graph

8 commits

Author SHA1 Message Date
openhands
0d3aee15b4 fix: address AI review findings for #706 recenterAccess removal
- DeployBase.sol: remove broken inline second recenter() (would always
  revert with 'recenter cooldown' in same Forge broadcast); replace with
  operator instructions to run the new BootstrapVWAPPhase2.s.sol script
  at least 60 s after deployment
- BootstrapVWAPPhase2.s.sol: new script for the second VWAP bootstrap
  recenter on Base mainnet deployments
- StrategyExecutor.sol: update stale docstring that still described the
  removed recenterAccess bypass; reflect permissionless model with vm.warp
- TestBase.sol: remove vestigial recenterCaller parameter from all four
  setupEnvironment* functions (parameter was silently ignored after
  setRecenterAccess was removed); update all callers across six test files
- bootstrap-common.sh: fix misleading retry recenter in
  seed_application_state() — add evm_increaseTime 61 before evm_mine so
  the recenter cooldown actually clears and the retry can succeed

All 210 tests pass.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-14 09:15:48 +00:00
openhands
1a410a30b7 fix: Remove recenterAccess — make recenter() public with TWAP enforcement (#706) 2026-03-13 22:32:53 +00:00
openhands
c05b20d640 fix: fix: Bootstrap VWAP with seed trade during deployment (#567) (#567)
Deploy scripts (DeployLocal.sol and DeployBase.sol) now execute a
seed buy + double-recenter sequence before handing control to users:

1. Temporarily grant deployer recenterAccess (via self as feeDestination)
2. Fund LM with a small amount and call recenter() -> places thin positions
3. SeedSwapper executes a small buy, generating a non-zero WETH fee
4. Second recenter() hits the cumulativeVolume==0 bootstrap path with
   ethFee>0 -> _recordVolumeAndPrice fires -> cumulativeVolume>0
5. Revoke recenterAccess and restore the real feeDestination

After deployment, cumulativeVolume>0, so the bootstrap path is
unreachable by external users and cannot be front-run by an attacker
inflating the initial VWAP anchor with a whale buy.

Also adds:
- tools/deploy-optimizer.sh: verification step checks cumulativeVolume>0
  after a fresh local deployment
- test_vwapBootstrappedBySeedTrade() in VWAPFloorProtection.t.sol:
  confirms the deploy sequence (recenter + buy + recenter) leaves
  cumulativeVolume>0 and getVWAP()>0

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 21:15:35 +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
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
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