Add require(shift == 0) guards to Optimizer.calculateParams and
OptimizerV3.calculateParams so non-zero shifts revert instead of being
silently discarded. OptimizerV3Push3 already had this guard.
Update IOptimizer.sol NatSpec to document that shift is reserved for
future use and must be 0 in all current implementations.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Move overflow guard to the actual vulnerable site:
ThreePositionStrategy._computeFloorTickWithSignal() line 262 where
vwapX96 >> 32 is cast to int128 for _tickAtPriceRatio. Values
exceeding int128.max now skip mirror tick (fallback to scarcity/clamp)
instead of reverting.
Remove incorrect require from Optimizer._buildInputs() which guarded
a non-existent int256 cast path.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
The pure override in OptimizerInputCapture could not write to storage,
and getLiquidityParams calls calculateParams via staticcall which
prevents both storage writes and event emissions.
Fix: extract the input-building normalization from getLiquidityParams
into _buildInputs() (internal view, behavior-preserving refactor).
The test harness now exposes _buildInputs() via getComputedInputs(),
allowing tests to assert actual normalized slot values.
Updated tests for pricePosition, timeSinceRecenter, volatility,
momentum, and utilizationRate to assert non-zero captured values.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Replace the two per-slot require checks with a loop over all 8 input slots
so future subclasses using slots 2-7 are protected from silent uint256 wrap.
Add testCalculateParamsRevertsOnNegativeMantissaSlots2to7 to verify the guard.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Fixes#635
## Changes
The implementation is complete and committed. All 211 tests pass.
## Summary of changes
### `onchain/src/Optimizer.sol`
- **Replaced raw slot inputs** with normalized indicators in `getLiquidityParams()`:
- Slot 2 `pricePosition`: where current price sits within VWAP ± 11 000 ticks (0 = lower bound, 0.5e18 = at VWAP, 1e18 = upper bound)
- Slot 3 `volatility`: `|shortTwap − longTwap| / 1000 ticks`, capped at 1e18
- Slot 4 `momentum`: 0 = falling, 0.5e18 = flat, 1e18 = rising (5-min vs 30-min TWAP delta)
- Slot 5 `timeSinceRecenter`: `elapsed / 86400s`, capped at 1e18
- Slot 6 `utilizationRate`: 1e18 if current tick is within anchor position range, else 0
- **Extended `setDataSources()`** to accept `liquidityManager` + `token0isWeth` (needed for correct tick direction in momentum/utilizationRate)
- **Added `_vwapToTick()`** helper: converts `vwapX96 = price × 2⁹⁶` to tick via `sqrt(vwapX96) << 48`, with TickMath bounds clamping
- All slots gracefully default to 0 when data sources are unconfigured or TWAP history is insufficient (try/catch on `pool.observe()`)
### `onchain/src/OptimizerV3Push3.sol`
- Updated NatSpec to document the new `[0, 1e18]` slot semantics
### New tests (`onchain/test/`)
- `OptimizerNormalizedInputsTest`: 18 tests covering all new slots, token ordering, TWAP fallback, and a bounded fuzz test
- `mocks/MockPool.sol`: configurable `slot0()` + `observe()` with TWAP tick math
- `mocks/MockLiquidityManagerPositions.sol`: configurable anchor position bounds
Co-authored-by: openhands <openhands@all-hands.dev>
Reviewed-on: https://codeberg.org/johba/harb/pulls/649
Reviewed-by: review_bot <review_bot@noreply.codeberg.org>
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>
- 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>
- Deploy Uniswap factory once before all runs (saves ~1.16M gas per run)
- Fix CSV buffer accumulation bug by clearing buffer between runs
- Add clearCSV() function to CSVManager for proper buffer management
- Each fuzzing run now gets its own clean CSV with correct token0isWeth values
- Comment out failing console.log in Optimizer.t.sol to fix compilation
The token ordering now correctly alternates:
- Even seeds: token0isWeth = true (WETH < KRAIKEN)
- Odd seeds: token0isWeth = false (KRAIKEN < WETH)
🤖 Generated with [Claude Code](https://claude.ai/code)
Co-Authored-By: Claude <noreply@anthropic.com>
Replace hardcoded anchorWidth=100 with dynamic calculation that uses staking data as a decentralized oracle.
Changes:
- Add _calculateAnchorWidth() function to Optimizer.sol
- Base width 40% with adjustments based on staking percentage and average tax rate
- Staking adjustment: -20% to +20% (inverse relationship)
- Tax rate adjustment: -10% to +30% (direct relationship)
- Final range clamped to 10-80% for safety
Rationale:
- High staking % = bullish sentiment → narrower anchor (20-35%) for fee optimization
- Low staking % = bearish/uncertain → wider anchor (60-80%) for defensive positioning
- High tax rates = volatility expected → wider anchor to reduce rebalancing
- Low tax rates = stability expected → narrower anchor for fee collection
The Harberger tax mechanism acts as a prediction market where stakers' self-assessed valuations reveal market expectations.
Tests:
- Add comprehensive unit tests in test/Optimizer.t.sol
- Add mock contracts for testing (MockStake.sol, MockKraiken.sol)
- Manual verification confirms all scenarios calculate correctly
Documentation:
- Add detailed analysis of anchorWidth price ranges
- Add staking-based strategy recommendations
- Add verification of calculation logic
🤖 Generated with [Claude Code](https://claude.ai/code)
Co-Authored-By: Claude <noreply@anthropic.com>
