harb/onchain/src/abstracts/ThreePositionStrategy.sol

// SPDX-License-Identifier: GPL-3.0-or-later
pragma solidity ^0.8.19;

import "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
import "@aperture/uni-v3-lib/TickMath.sol";
import {LiquidityAmounts} from "@aperture/uni-v3-lib/LiquidityAmounts.sol";
import {Math} from "@openzeppelin/utils/math/Math.sol";
import "../libraries/UniswapMath.sol";
import "../VWAPTracker.sol";

/**
 * @title ThreePositionStrategy
 * @notice Abstract contract implementing the three-position liquidity strategy (Floor, Anchor, Discovery)
 * @dev Provides the core logic for anti-arbitrage asymmetric slippage profile
 */
abstract contract ThreePositionStrategy is UniswapMath, VWAPTracker {
    using Math for uint256;

    /// @notice Tick spacing for the pool
    int24 internal constant TICK_SPACING = 200;
    /// @notice Discovery spacing (3x current price in ticks)
    int24 internal constant DISCOVERY_SPACING = 11000;
    /// @notice Minimum discovery depth multiplier
    uint128 internal constant MIN_DISCOVERY_DEPTH = 200;

    /// @notice The three liquidity position types
    enum Stage {
        FLOOR,
        ANCHOR,
        DISCOVERY
    }

    /// @notice Structure representing a liquidity position
    struct TokenPosition {
        uint128 liquidity;
        int24 tickLower;
        int24 tickUpper;
    }

    /// @notice Parameters for position strategy
    struct PositionParams {
        uint256 capitalInefficiency;
        uint256 anchorShare;
        uint24 anchorWidth;
        uint256 discoveryDepth;
    }

    /// @notice Storage for the three positions
    mapping(Stage => TokenPosition) public positions;

    /// @notice Events for tracking ETH abundance/scarcity scenarios
    event EthScarcity(int24 currentTick, uint256 ethBalance, uint256 outstandingSupply, uint256 vwap, int24 vwapTick);
    event EthAbundance(int24 currentTick, uint256 ethBalance, uint256 outstandingSupply, uint256 vwap, int24 vwapTick);

    /// @notice Abstract functions that must be implemented by inheriting contracts
    function _getHarbToken() internal view virtual returns (address);
    function _getWethToken() internal view virtual returns (address);
    function _isToken0Weth() internal view virtual returns (bool);
    function _mintPosition(Stage stage, int24 tickLower, int24 tickUpper, uint128 liquidity) internal virtual;
    function _getEthBalance() internal view virtual returns (uint256);
    function _getOutstandingSupply() internal view virtual returns (uint256);

    /// @notice Sets all three positions according to the asymmetric slippage strategy
    /// @param currentTick The current market tick
    /// @param params Position parameters from optimizer
    function _setPositions(int24 currentTick, PositionParams memory params) internal {
        uint256 ethBalance = _getEthBalance();
        
        // Calculate floor ETH allocation (75% to 95% of total)
        uint256 floorEthBalance = (19 * ethBalance / 20) - (2 * params.anchorShare * ethBalance / 10 ** 19);

        // Step 1: Set ANCHOR position (shallow liquidity for fast price movement)
        (uint256 pulledHarb, uint128 anchorLiquidity) = _setAnchorPosition(currentTick, ethBalance - floorEthBalance, params);

        // Step 2: Set DISCOVERY position (depends on anchor's liquidity)
        uint256 discoveryAmount = _setDiscoveryPosition(currentTick, anchorLiquidity, params);

        // Step 3: Set FLOOR position (deep liquidity, uses VWAP for historical memory)
        _setFloorPosition(currentTick, floorEthBalance, pulledHarb, discoveryAmount, params);
    }

    /// @notice Sets the anchor position around current price (shallow liquidity)
    /// @param currentTick Current market tick
    /// @param anchorEthBalance ETH allocated to anchor position
    /// @param params Position parameters
    /// @return pulledHarb Amount of HARB pulled for this position
    /// @return anchorLiquidity The liquidity amount for the anchor position
    function _setAnchorPosition(
        int24 currentTick,
        uint256 anchorEthBalance,
        PositionParams memory params
    ) internal returns (uint256 pulledHarb, uint128 anchorLiquidity) {
        // Enforce anchor range of 1% to 100% of the price
        int24 anchorSpacing = TICK_SPACING + (34 * int24(params.anchorWidth) * TICK_SPACING / 100);
        
        int24 tickLower = _clampToTickSpacing(currentTick - anchorSpacing, TICK_SPACING);
        int24 tickUpper = _clampToTickSpacing(currentTick + anchorSpacing, TICK_SPACING);
        
        uint160 sqrtRatioX96 = TickMath.getSqrtRatioAtTick(currentTick);
        uint160 sqrtRatioAX96 = TickMath.getSqrtRatioAtTick(tickLower);
        uint160 sqrtRatioBX96 = TickMath.getSqrtRatioAtTick(tickUpper);

        bool token0isWeth = _isToken0Weth();
        
        if (token0isWeth) {
            anchorLiquidity = LiquidityAmounts.getLiquidityForAmount0(sqrtRatioX96, sqrtRatioBX96, anchorEthBalance);
            pulledHarb = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioAX96, sqrtRatioX96, anchorLiquidity);
        } else {
            anchorLiquidity = LiquidityAmounts.getLiquidityForAmount1(sqrtRatioAX96, sqrtRatioX96, anchorEthBalance);
            pulledHarb = LiquidityAmounts.getAmount0ForLiquidity(sqrtRatioX96, sqrtRatioBX96, anchorLiquidity);
        }
        
        _mintPosition(Stage.ANCHOR, tickLower, tickUpper, anchorLiquidity);
    }

    /// @notice Sets the discovery position (deep edge liquidity)
    /// @param currentTick Current market tick (normalized to tick spacing)
    /// @param anchorLiquidity Liquidity amount from anchor position
    /// @param params Position parameters
    /// @return discoveryAmount Amount of HARB used for discovery
    function _setDiscoveryPosition(
        int24 currentTick,
        uint128 anchorLiquidity,
        PositionParams memory params
    ) internal returns (uint256 discoveryAmount) {
        currentTick = currentTick / TICK_SPACING * TICK_SPACING;
        bool token0isWeth = _isToken0Weth();
        
        // Calculate anchor spacing (same as in anchor position)
        int24 anchorSpacing = TICK_SPACING + (34 * int24(params.anchorWidth) * TICK_SPACING / 100);
        
        int24 tickLower = _clampToTickSpacing(
            token0isWeth ? currentTick - DISCOVERY_SPACING - anchorSpacing : currentTick + anchorSpacing,
            TICK_SPACING
        );
        int24 tickUpper = _clampToTickSpacing(
            token0isWeth ? currentTick - anchorSpacing : currentTick + DISCOVERY_SPACING + anchorSpacing,
            TICK_SPACING
        );
        
        uint160 sqrtRatioAX96 = TickMath.getSqrtRatioAtTick(tickLower);
        uint160 sqrtRatioBX96 = TickMath.getSqrtRatioAtTick(tickUpper);

        // Calculate discovery liquidity to ensure X times more liquidity per tick than anchor
        // Discovery should have 2x to 10x more liquidity per tick (not just total liquidity)
        uint256 discoveryMultiplier = 200 + (800 * params.discoveryDepth / 10 ** 18);
        
        // Calculate anchor width in ticks
        int24 anchorWidth = 2 * anchorSpacing;
        
        // Adjust for width difference: discovery liquidity = anchor liquidity * multiplier * (discovery width / anchor width)
        uint128 liquidity = uint128(
            uint256(anchorLiquidity) * discoveryMultiplier * uint256(int256(DISCOVERY_SPACING)) 
            / (100 * uint256(int256(anchorWidth)))
        );
        
        // Calculate discoveryAmount for floor position calculation
        if (token0isWeth) {
            discoveryAmount = LiquidityAmounts.getAmount0ForLiquidity(sqrtRatioAX96, sqrtRatioBX96, liquidity);
        } else {
            discoveryAmount = LiquidityAmounts.getAmount1ForLiquidity(sqrtRatioAX96, sqrtRatioBX96, liquidity);
        }
        
        _mintPosition(Stage.DISCOVERY, tickLower, tickUpper, liquidity);
    }

    /// @notice Sets the floor position using VWAP for historical price memory (deep edge liquidity)
    /// @param currentTick Current market tick
    /// @param floorEthBalance ETH allocated to floor position
    /// @param pulledHarb HARB amount from anchor position
    /// @param discoveryAmount HARB amount from discovery position
    /// @param params Position parameters
    function _setFloorPosition(
        int24 currentTick,
        uint256 floorEthBalance,
        uint256 pulledHarb,
        uint256 discoveryAmount,
        PositionParams memory params
    ) internal {
        bool token0isWeth = _isToken0Weth();
        
        // Calculate outstanding supply after position minting
        uint256 outstandingSupply = _getOutstandingSupply();
        outstandingSupply -= pulledHarb;
        outstandingSupply -= (outstandingSupply >= discoveryAmount) ? discoveryAmount : outstandingSupply;
        
        // Use VWAP for floor position (historical price memory for dormant whale protection)
        uint256 vwapX96 = getAdjustedVWAP(params.capitalInefficiency);
        uint256 ethBalance = _getEthBalance();
        int24 vwapTick;
        
        if (vwapX96 > 0) {
            uint256 requiredEthForBuyback = outstandingSupply.mulDiv(vwapX96, (1 << 96));
            
            if (floorEthBalance < requiredEthForBuyback) {
                // ETH scarcity: not enough ETH to buy back at VWAP price
                uint256 balancedCapital = (7 * outstandingSupply / 10) + (outstandingSupply * params.capitalInefficiency / 10 ** 18);
                vwapTick = _tickAtPrice(token0isWeth, balancedCapital, floorEthBalance);
                emit EthScarcity(currentTick, ethBalance, outstandingSupply, vwapX96, vwapTick);
            } else {
                // ETH abundance: sufficient ETH reserves
                vwapTick = _tickAtPriceRatio(int128(int256(vwapX96 >> 32)));
                vwapTick = token0isWeth ? -vwapTick : vwapTick;
                emit EthAbundance(currentTick, ethBalance, outstandingSupply, vwapX96, vwapTick);
            }
        } else {
            // No VWAP data available, use current tick
            vwapTick = currentTick;
        }

        // Ensure floor doesn't overlap with anchor position
        int24 anchorSpacing = TICK_SPACING + (34 * int24(params.anchorWidth) * TICK_SPACING / 100);
        if (token0isWeth) {
            vwapTick = (vwapTick < currentTick + anchorSpacing) ? currentTick + anchorSpacing : vwapTick;
        } else {
            vwapTick = (vwapTick > currentTick - anchorSpacing) ? currentTick - anchorSpacing : vwapTick;
        }

        // Normalize and create floor position
        vwapTick = _clampToTickSpacing(vwapTick, TICK_SPACING);
        int24 floorTick = _clampToTickSpacing(
            token0isWeth ? vwapTick + TICK_SPACING : vwapTick - TICK_SPACING,
            TICK_SPACING
        );
        
        // Use planned floor ETH balance, but fallback to remaining if insufficient
        uint256 remainingEthBalance = _getEthBalance();
        uint256 actualFloorEthBalance = (remainingEthBalance >= floorEthBalance) ? floorEthBalance : remainingEthBalance;
        
        uint128 liquidity;
        if (token0isWeth) {
            liquidity = LiquidityAmounts.getLiquidityForAmount1(
                TickMath.getSqrtRatioAtTick(vwapTick),
                TickMath.getSqrtRatioAtTick(floorTick),
                actualFloorEthBalance
            );
        } else {
            liquidity = LiquidityAmounts.getLiquidityForAmount0(
                TickMath.getSqrtRatioAtTick(vwapTick),
                TickMath.getSqrtRatioAtTick(floorTick),
                actualFloorEthBalance
            );
        }
        
        _mintPosition(Stage.FLOOR, token0isWeth ? vwapTick : floorTick, token0isWeth ? floorTick : vwapTick, liquidity);
    }
}