8064623a54
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>
76 lines
2.7 KiB
Solidity
76 lines
2.7 KiB
Solidity
// SPDX-License-Identifier: GPL-3.0-or-later
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pragma solidity ^0.8.19;
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/**
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* @title MockPool
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* @notice Mock Uniswap V3 pool for testing normalized indicator computation in Optimizer.
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* @dev Implements slot0() and observe() with configurable return values.
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*
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* observe() models the TWAP cumulative-tick convention:
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* tickCumulative at time T = integral of tick dt from pool inception to T.
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* We set tickCumulative[now] = 0 and back-fill:
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* tickCumulative[longWindow ago] = -longTwapTick * LONG_WINDOW
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* tickCumulative[shortWindow ago] = -shortTwapTick * SHORT_WINDOW
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* This means:
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* longTwapTick = (cum[now] - cum[longAgo]) / LONG_WINDOW = longTwapTick ✓
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* shortTwapTick = (cum[now] - cum[shortAgo]) / SHORT_WINDOW = shortTwapTick ✓
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*/
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contract MockPool {
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int24 public currentTick;
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int24 public longTwapTick;
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int24 public shortTwapTick;
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bool public revertOnObserve;
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uint32 internal constant LONG_WINDOW = 1_800;
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uint32 internal constant SHORT_WINDOW = 300;
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function setCurrentTick(int24 _tick) external {
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currentTick = _tick;
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}
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function setTwapTicks(int24 _longTwap, int24 _shortTwap) external {
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longTwapTick = _longTwap;
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shortTwapTick = _shortTwap;
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}
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function setRevertOnObserve(bool _revert) external {
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revertOnObserve = _revert;
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}
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function slot0()
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external
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view
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returns (
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uint160 sqrtPriceX96,
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int24 tick,
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uint16 observationIndex,
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uint16 observationCardinality,
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uint16 observationCardinalityNext,
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uint8 feeProtocol,
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bool unlocked
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)
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{
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return (0, currentTick, 0, 100, 100, 0, true);
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}
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/// @notice Returns tick cumulatives for the three time points [LONG_WINDOW, SHORT_WINDOW, 0].
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/// @dev Only handles the exact 3-element call from Optimizer.getLiquidityParams().
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function observe(uint32[] calldata secondsAgos)
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external
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view
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returns (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s)
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{
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require(!revertOnObserve, "MockPool: observe reverts");
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require(secondsAgos.length == 3, "MockPool: expected 3 time points");
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tickCumulatives = new int56[](3);
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secondsPerLiquidityCumulativeX128s = new uint160[](3);
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// cum[now] = 0
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tickCumulatives[2] = 0;
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// cum[longAgo] = -longTwapTick * LONG_WINDOW
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tickCumulatives[0] = int56(-int256(longTwapTick)) * int56(int32(LONG_WINDOW));
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// cum[shortAgo] = -shortTwapTick * SHORT_WINDOW
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tickCumulatives[1] = int56(-int256(shortTwapTick)) * int56(int32(SHORT_WINDOW));
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}
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}
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