- 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>
- 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>
- 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>
- 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>
- 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>
- 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>
Add onchain/script/backtesting/fetch-events.ts — a tsx script that:
- Fetches Swap/Mint/Burn events from a Uniswap V3 pool via Infura (Base mainnet)
- Batches eth_getLogs in 2 000-block chunks with 100 ms inter-batch delay
- Decodes each log with viem and writes one JSON Line per event
- Supports resume: reads last block from existing cache file on re-run
- Retries with exponential back-off on 429 / rate-limit errors
- Prints per-batch progress: "Fetching blocks X-Y... N events (B/T batches)"
Also adds package.json, tsconfig.json, and cache/.gitkeep.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
