Root cause: PRICE_STABILITY_INTERVAL (300s) was too long relative to MIN_RECENTER_INTERVAL (60s). After any significant trade moving the tick >1000 positions, the 5-minute TWAP lagged behind the current price by hundreds of ticks, exceeding MAX_TICK_DEVIATION (50). Recenter reverted with "price deviated from oracle" for ~285s — creating a window where the LM could not reposition and adversary parasitic LP could extract value from passive holders. Fix: Reduce PRICE_STABILITY_INTERVAL from 300s to 30s. This ensures TWAP converges within the 60s cooldown while still preventing same-block manipulation (30s > ~12s Ethereum mainnet block time). Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
397 lines
16 KiB
Solidity
397 lines
16 KiB
Solidity
// SPDX-License-Identifier: GPL-3.0-or-later
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pragma solidity ^0.8.19;
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import "../../src/abstracts/PriceOracle.sol";
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import "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
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import "forge-std/Test.sol";
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/**
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* @title PriceOracle Test Suite
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* @notice Unit tests for price stability validation using Uniswap V3 TWAP oracle
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*/
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// Mock Uniswap V3 Pool for testing
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contract MockUniswapV3Pool {
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int56[] public tickCumulatives;
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uint160[] public liquidityCumulatives;
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bool public shouldRevert;
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// Fallback path support: separate tick cumulatives for the 60000s window
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int56[] public fallbackTickCumulatives;
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bool public revertOnlyPrimary; // true = revert on 300s, succeed on 60000s
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function setTickCumulatives(int56[] memory _tickCumulatives) external {
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tickCumulatives = _tickCumulatives;
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}
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function setLiquidityCumulatives(uint160[] memory _liquidityCumulatives) external {
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liquidityCumulatives = _liquidityCumulatives;
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}
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function setShouldRevert(bool _shouldRevert) external {
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shouldRevert = _shouldRevert;
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}
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function setFallbackTickCumulatives(int56[] memory _fallbackTickCumulatives) external {
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fallbackTickCumulatives = _fallbackTickCumulatives;
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}
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function setRevertOnlyPrimary(bool _revertOnlyPrimary) external {
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revertOnlyPrimary = _revertOnlyPrimary;
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}
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function observe(uint32[] calldata secondsAgo) external view returns (int56[] memory, uint160[] memory) {
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if (shouldRevert) {
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revert("Mock oracle failure");
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}
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// If revertOnlyPrimary is set, revert on 300s but succeed on 60000s
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if (revertOnlyPrimary && secondsAgo[0] == 30) {
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revert("Old observations not available");
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}
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if (revertOnlyPrimary && secondsAgo[0] == 6000 && fallbackTickCumulatives.length > 0) {
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return (fallbackTickCumulatives, liquidityCumulatives);
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}
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return (tickCumulatives, liquidityCumulatives);
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}
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}
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// Test implementation of PriceOracle
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contract MockPriceOracle is PriceOracle {
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MockUniswapV3Pool public mockPool;
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constructor() {
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mockPool = new MockUniswapV3Pool();
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}
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function _getPool() internal view override returns (IUniswapV3Pool) {
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return IUniswapV3Pool(address(mockPool));
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}
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// Expose internal functions for testing
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function isPriceStable(int24 currentTick) external view returns (bool) {
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return _isPriceStable(currentTick);
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}
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function validatePriceMovement(int24 currentTick, int24 centerTick, int24 tickSpacing, bool token0isWeth) external pure returns (bool isUp, bool isEnough) {
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return _validatePriceMovement(currentTick, centerTick, tickSpacing, token0isWeth);
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}
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function getMockPool() external view returns (MockUniswapV3Pool) {
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return mockPool;
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}
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}
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contract PriceOracleTest is Test {
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MockPriceOracle internal priceOracle;
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MockUniswapV3Pool internal mockPool;
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int24 internal constant TICK_SPACING = 200;
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uint32 internal constant PRICE_STABILITY_INTERVAL = 30; // 30 seconds
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int24 internal constant MAX_TICK_DEVIATION = 50;
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function setUp() public {
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priceOracle = new MockPriceOracle();
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mockPool = priceOracle.getMockPool();
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}
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// ========================================
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// PRICE STABILITY TESTS
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// ========================================
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function testPriceStableWithinDeviation() public {
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// Setup: current tick should be within MAX_TICK_DEVIATION of TWAP average
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int24 currentTick = 1000;
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int24 averageTick = 1025; // Within 50 tick deviation
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// Mock oracle to return appropriate tick cumulatives
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int56[] memory tickCumulatives = new int56[](2);
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tickCumulatives[0] = 0; // 5 minutes ago
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tickCumulatives[1] = averageTick * int56(int32(PRICE_STABILITY_INTERVAL)); // Current
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uint160[] memory liquidityCumulatives = new uint160[](2);
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liquidityCumulatives[0] = 1000;
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liquidityCumulatives[1] = 1000;
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mockPool.setTickCumulatives(tickCumulatives);
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mockPool.setLiquidityCumulatives(liquidityCumulatives);
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bool isStable = priceOracle.isPriceStable(currentTick);
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assertTrue(isStable, "Price should be stable when within deviation threshold");
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}
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function testPriceUnstableOutsideDeviation() public {
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// Setup: current tick outside MAX_TICK_DEVIATION of TWAP average
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int24 currentTick = 1000;
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int24 averageTick = 1100; // 100 ticks away, outside deviation
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int56[] memory tickCumulatives = new int56[](2);
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tickCumulatives[0] = 0;
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tickCumulatives[1] = averageTick * int56(int32(PRICE_STABILITY_INTERVAL));
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uint160[] memory liquidityCumulatives = new uint160[](2);
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liquidityCumulatives[0] = 1000;
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liquidityCumulatives[1] = 1000;
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mockPool.setTickCumulatives(tickCumulatives);
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mockPool.setLiquidityCumulatives(liquidityCumulatives);
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bool isStable = priceOracle.isPriceStable(currentTick);
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assertFalse(isStable, "Price should be unstable when outside deviation threshold");
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}
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function testFallbackPathUsesCorrectDivisor() public {
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// Primary observe (300s) reverts, fallback (60000s) succeeds
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// The fallback window is 60000 seconds, so tickCumulativeDiff / 60000 = averageTick
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int24 averageTick = 1000;
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uint32 fallbackInterval = 6000;
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int56[] memory fallbackCumulatives = new int56[](2);
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fallbackCumulatives[0] = 0;
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fallbackCumulatives[1] = int56(averageTick) * int56(int32(fallbackInterval));
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uint160[] memory liquidityCumulatives = new uint160[](2);
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liquidityCumulatives[0] = 1000;
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liquidityCumulatives[1] = 1000;
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mockPool.setRevertOnlyPrimary(true);
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mockPool.setFallbackTickCumulatives(fallbackCumulatives);
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mockPool.setLiquidityCumulatives(liquidityCumulatives);
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// currentTick = 1020, averageTick = 1000 → within 50-tick deviation → stable
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bool isStable = priceOracle.isPriceStable(1020);
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assertTrue(isStable, "Fallback: price within deviation should be stable");
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// currentTick = 1100, averageTick = 1000 → 100 ticks away → unstable
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isStable = priceOracle.isPriceStable(1100);
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assertFalse(isStable, "Fallback: price outside deviation should be unstable");
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}
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function testFallbackPathWithNegativeTick() public {
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// Verify fallback works correctly with negative ticks
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int24 averageTick = -500;
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uint32 fallbackInterval = 6000;
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int56[] memory fallbackCumulatives = new int56[](2);
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fallbackCumulatives[0] = 0;
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fallbackCumulatives[1] = int56(averageTick) * int56(int32(fallbackInterval));
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uint160[] memory liquidityCumulatives = new uint160[](2);
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liquidityCumulatives[0] = 1000;
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liquidityCumulatives[1] = 1000;
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mockPool.setRevertOnlyPrimary(true);
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mockPool.setFallbackTickCumulatives(fallbackCumulatives);
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mockPool.setLiquidityCumulatives(liquidityCumulatives);
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// currentTick = -480, averageTick = -500 → diff = 20 → stable
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bool isStable = priceOracle.isPriceStable(-480);
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assertTrue(isStable, "Fallback with negative tick: within deviation should be stable");
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}
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function testPriceStabilityExactBoundary() public {
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// Test exactly at the boundary of MAX_TICK_DEVIATION
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int24 currentTick = 1000;
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int24 averageTick = currentTick + MAX_TICK_DEVIATION; // Exactly at boundary
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int56[] memory tickCumulatives = new int56[](2);
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tickCumulatives[0] = 0;
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tickCumulatives[1] = averageTick * int56(int32(PRICE_STABILITY_INTERVAL));
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uint160[] memory liquidityCumulatives = new uint160[](2);
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liquidityCumulatives[0] = 1000;
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liquidityCumulatives[1] = 1000;
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mockPool.setTickCumulatives(tickCumulatives);
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mockPool.setLiquidityCumulatives(liquidityCumulatives);
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bool isStable = priceOracle.isPriceStable(currentTick);
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assertTrue(isStable, "Price should be stable exactly at deviation boundary");
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}
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function testPriceStabilityNegativeTicks() public {
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// Test with negative tick values
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int24 currentTick = -1000;
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int24 averageTick = -1025; // Within deviation
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int56[] memory tickCumulatives = new int56[](2);
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tickCumulatives[0] = 0;
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tickCumulatives[1] = averageTick * int56(int32(PRICE_STABILITY_INTERVAL));
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uint160[] memory liquidityCumulatives = new uint160[](2);
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liquidityCumulatives[0] = 1000;
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liquidityCumulatives[1] = 1000;
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mockPool.setTickCumulatives(tickCumulatives);
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mockPool.setLiquidityCumulatives(liquidityCumulatives);
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bool isStable = priceOracle.isPriceStable(currentTick);
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assertTrue(isStable, "Price stability should work with negative ticks");
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}
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// ========================================
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// PRICE MOVEMENT VALIDATION TESTS
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// ========================================
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function testPriceMovementWethToken0Up() public {
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// When WETH is token0, price goes "up" when currentTick < centerTick
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int24 currentTick = 1000;
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int24 centerTick = 1500;
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bool token0isWeth = true;
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(bool isUp, bool isEnough) = priceOracle.validatePriceMovement(currentTick, centerTick, TICK_SPACING, token0isWeth);
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assertTrue(isUp, "Should be up when WETH is token0 and currentTick < centerTick");
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assertTrue(isEnough, "Movement should be enough (500 > 400)");
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}
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function testPriceMovementWethToken0Down() public {
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// When WETH is token0, price goes "down" when currentTick > centerTick
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int24 currentTick = 1500;
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int24 centerTick = 1000;
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bool token0isWeth = true;
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(bool isUp, bool isEnough) = priceOracle.validatePriceMovement(currentTick, centerTick, TICK_SPACING, token0isWeth);
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assertFalse(isUp, "Should be down when WETH is token0 and currentTick > centerTick");
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assertTrue(isEnough, "Movement should be enough (500 > 400)");
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}
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function testPriceMovementTokenToken0Up() public {
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// When token is token0, price goes "up" when currentTick > centerTick
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int24 currentTick = 1500;
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int24 centerTick = 1000;
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bool token0isWeth = false;
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(bool isUp, bool isEnough) = priceOracle.validatePriceMovement(currentTick, centerTick, TICK_SPACING, token0isWeth);
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assertTrue(isUp, "Should be up when token is token0 and currentTick > centerTick");
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assertTrue(isEnough, "Movement should be enough (500 > 400)");
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}
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function testPriceMovementTokenToken0Down() public {
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// When token is token0, price goes "down" when currentTick < centerTick
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int24 currentTick = 1000;
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int24 centerTick = 1500;
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bool token0isWeth = false;
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(bool isUp, bool isEnough) = priceOracle.validatePriceMovement(currentTick, centerTick, TICK_SPACING, token0isWeth);
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assertFalse(isUp, "Should be down when token is token0 and currentTick < centerTick");
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assertTrue(isEnough, "Movement should be enough (500 > 400)");
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}
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function testPriceMovementInsufficientAmplitude() public {
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// Test when movement is less than minimum amplitude (2 * TICK_SPACING = 400)
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int24 currentTick = 1000;
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int24 centerTick = 1300; // Difference of 300, less than 400
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bool token0isWeth = true;
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(bool isUp, bool isEnough) = priceOracle.validatePriceMovement(currentTick, centerTick, TICK_SPACING, token0isWeth);
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assertTrue(isUp, "Direction should still be correct");
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assertFalse(isEnough, "Movement should not be enough (300 < 400)");
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}
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function testPriceMovementExactAmplitude() public {
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// Test when movement is exactly at minimum amplitude
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int24 currentTick = 1000;
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int24 centerTick = 1400; // Difference of exactly 400
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bool token0isWeth = true;
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(bool isUp, bool isEnough) = priceOracle.validatePriceMovement(currentTick, centerTick, TICK_SPACING, token0isWeth);
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assertTrue(isUp, "Direction should be correct");
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assertFalse(isEnough, "Movement should not be enough (400 == 400, needs >)");
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}
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function testPriceMovementJustEnoughAmplitude() public {
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// Test when movement is just above minimum amplitude
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int24 currentTick = 1000;
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int24 centerTick = 1401; // Difference of 401, just above 400
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bool token0isWeth = true;
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(bool isUp, bool isEnough) = priceOracle.validatePriceMovement(currentTick, centerTick, TICK_SPACING, token0isWeth);
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assertTrue(isUp, "Direction should be correct");
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assertTrue(isEnough, "Movement should be enough (401 > 400)");
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}
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function testPriceMovementNegativeTicks() public {
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// Test with negative tick values
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int24 currentTick = -1000;
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int24 centerTick = -500; // Movement of 500 ticks
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bool token0isWeth = false;
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(bool isUp, bool isEnough) = priceOracle.validatePriceMovement(currentTick, centerTick, TICK_SPACING, token0isWeth);
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assertFalse(isUp, "Should be down when token0 != weth and currentTick < centerTick");
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assertTrue(isEnough, "Movement should be enough (500 > 400)");
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}
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// ========================================
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// EDGE CASE TESTS
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// ========================================
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function testPriceMovementZeroDifference() public {
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// Test when currentTick equals centerTick
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int24 currentTick = 1000;
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int24 centerTick = 1000;
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bool token0isWeth = true;
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(bool isUp, bool isEnough) = priceOracle.validatePriceMovement(currentTick, centerTick, TICK_SPACING, token0isWeth);
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assertFalse(isUp, "Should be down when currentTick == centerTick for WETH token0");
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assertFalse(isEnough, "Movement should not be enough (0 < 400)");
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}
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function testPriceMovementExtremeValues() public {
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// Test with large but safe tick values to avoid overflow
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int24 currentTick = 100_000;
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int24 centerTick = -100_000;
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bool token0isWeth = true;
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(bool isUp, bool isEnough) = priceOracle.validatePriceMovement(currentTick, centerTick, TICK_SPACING, token0isWeth);
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assertFalse(isUp, "Should be down when currentTick > centerTick for WETH token0");
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assertTrue(isEnough, "Movement should definitely be enough with large values");
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}
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// ========================================
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// FUZZ TESTS
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// ========================================
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function testFuzzPriceMovementValidation(int24 currentTick, int24 centerTick, int24 tickSpacing, bool token0isWeth) public {
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// Bound inputs to reasonable ranges
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currentTick = int24(bound(int256(currentTick), -1_000_000, 1_000_000));
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centerTick = int24(bound(int256(centerTick), -1_000_000, 1_000_000));
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tickSpacing = int24(bound(int256(tickSpacing), 1, 1000));
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(bool isUp, bool isEnough) = priceOracle.validatePriceMovement(currentTick, centerTick, tickSpacing, token0isWeth);
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// Validate direction logic
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if (token0isWeth) {
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if (currentTick < centerTick) {
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assertTrue(isUp, "Should be up when WETH token0 and currentTick < centerTick");
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} else {
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assertFalse(isUp, "Should be down when WETH token0 and currentTick >= centerTick");
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}
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} else {
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if (currentTick > centerTick) {
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assertTrue(isUp, "Should be up when token token0 and currentTick > centerTick");
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} else {
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assertFalse(isUp, "Should be down when token token0 and currentTick <= centerTick");
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}
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}
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// Validate amplitude logic
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int256 diff = int256(currentTick) - int256(centerTick);
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uint256 amplitude = diff >= 0 ? uint256(diff) : uint256(-diff);
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uint256 minAmplitude = uint256(int256(tickSpacing)) * 2;
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if (amplitude > minAmplitude) {
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assertTrue(isEnough, "Should be enough when amplitude > minAmplitude");
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} else {
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assertFalse(isEnough, "Should not be enough when amplitude <= minAmplitude");
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}
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}
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}
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