harb/onchain/src/LiquidityManager.sol
openhands 85350caf52 feat: OptimizerV3 with direct 2D staking-to-LP parameter mapping
Core protocol changes for launch readiness:

- OptimizerV3: binary bear/bull mapping from (staking%, avgTax) — avoids
  exploitable AW 30-90 kill zone. Bear: AS=30%, AW=100, CI=0, DD=0.3e18.
  Bull: AS=100%, AW=20, CI=0, DD=1e18. UUPS upgradeable with __gap[48].
- Directional VWAP: only records prices on ETH inflow (buys), preventing
  sell-side dilution of price memory
- Floor formula: unified max(scarcity, mirror, clamp) — VWAP mirror uses
  distance from adjusted VWAP as floor distance, no branching
- PriceOracle (M-1 fix): correct fallback TWAP divisor (60000s, not 300s)
- Access control (M-2 fix): deployer-only guard on one-time setters
- Recenter rate limit (M-3 fix): 60-second cooldown for open recenters
- Safe fallback params: recenter() optimizer-failure defaults changed from
  exploitable CI=50%/AW=50 to safe bear-mode CI=0/AW=100
- Recentered event for monitoring and indexing
- VERSION bump to 2, kraiken-lib COMPATIBLE_CONTRACT_VERSIONS updated

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-13 18:21:18 +00:00

309 lines
14 KiB
Solidity

// SPDX-License-Identifier: GPL-3.0-or-later
pragma solidity ^0.8.19;
import { Kraiken } from "./Kraiken.sol";
import { Optimizer } from "./Optimizer.sol";
import { PriceOracle } from "./abstracts/PriceOracle.sol";
import { ThreePositionStrategy } from "./abstracts/ThreePositionStrategy.sol";
import { IWETH9 } from "./interfaces/IWETH9.sol";
import { CallbackValidation } from "@aperture/uni-v3-lib/CallbackValidation.sol";
import { PoolAddress, PoolKey } from "@aperture/uni-v3-lib/PoolAddress.sol";
import { IERC20 } from "@openzeppelin/token/ERC20/IERC20.sol";
import { SafeERC20 } from "@openzeppelin/token/ERC20/utils/SafeERC20.sol";
import { IUniswapV3Pool } from "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
import { PositionKey } from "@uniswap-v3-periphery/libraries/PositionKey.sol";
/**
* @title LiquidityManager
* @notice Manages liquidity provisioning on Uniswap V3 using the three-position anti-arbitrage strategy
* @dev Inherits from modular contracts for better separation of concerns and testability
*
* Key features:
* - Three-position anti-arbitrage strategy (ANCHOR, DISCOVERY, FLOOR)
* - Dynamic parameter adjustment via Optimizer contract
* - Asymmetric slippage profile prevents profitable arbitrage
* - Exclusive minting rights for KRAIKEN token
*
* Price Validation:
* - 5-minute TWAP with 50-tick tolerance
* - Prevents oracle manipulation attacks
*/
contract LiquidityManager is ThreePositionStrategy, PriceOracle {
using SafeERC20 for IERC20;
/// @notice Uniswap V3 fee tier (1%) - 10,000 basis points
uint24 internal constant FEE = uint24(10_000);
/// @notice Immutable contract references
address private immutable factory;
IWETH9 private immutable weth;
Kraiken private immutable kraiken;
Optimizer private immutable optimizer;
IUniswapV3Pool private immutable pool;
bool private immutable token0isWeth;
PoolKey private poolKey;
/// @notice Access control and fee management
address private immutable deployer;
address public recenterAccess;
address public feeDestination;
/// @notice Last recenter tick — used to determine net trade direction between recenters
int24 public lastRecenterTick;
/// @notice Last recenter timestamp — rate limits open (permissionless) recenters
uint256 public lastRecenterTime;
/// @notice Minimum seconds between open recenters (when recenterAccess is unset)
uint256 internal constant MIN_RECENTER_INTERVAL = 60;
/// @notice Emitted on each successful recenter for monitoring and indexing
event Recentered(int24 indexed currentTick, bool indexed isUp);
/// @notice Custom errors
error ZeroAddressInSetter();
error AddressAlreadySet();
/// @notice Access control modifier
modifier onlyFeeDestination() {
require(msg.sender == address(feeDestination), "only callable by feeDestination");
_;
}
/// @notice Constructor initializes all contract references and pool configuration
/// @param _factory The address of the Uniswap V3 factory
/// @param _WETH9 The address of the WETH contract
/// @param _kraiken The address of the Kraiken token contract
/// @param _optimizer The address of the optimizer contract
constructor(address _factory, address _WETH9, address _kraiken, address _optimizer) {
deployer = msg.sender;
factory = _factory;
weth = IWETH9(_WETH9);
poolKey = PoolAddress.getPoolKey(_WETH9, _kraiken, FEE);
pool = IUniswapV3Pool(PoolAddress.computeAddress(factory, poolKey));
kraiken = Kraiken(_kraiken);
token0isWeth = _WETH9 < _kraiken;
optimizer = Optimizer(_optimizer);
}
/// @notice Callback function for Uniswap V3 mint operations
/// @param amount0Owed Amount of token0 owed for the liquidity provision
/// @param amount1Owed Amount of token1 owed for the liquidity provision
function uniswapV3MintCallback(uint256 amount0Owed, uint256 amount1Owed, bytes calldata) external {
CallbackValidation.verifyCallback(factory, poolKey);
// Handle KRAIKEN minting - use existing balance first, then mint only the difference
uint256 kraikenPulled = token0isWeth ? amount1Owed : amount0Owed;
uint256 kraikenBalance = kraiken.balanceOf(address(this));
if (kraikenBalance < kraikenPulled) {
kraiken.mint(kraikenPulled - kraikenBalance);
}
// Handle WETH conversion
uint256 ethOwed = token0isWeth ? amount0Owed : amount1Owed;
if (weth.balanceOf(address(this)) < ethOwed) {
weth.deposit{ value: address(this).balance }();
}
// Transfer tokens to pool
if (amount0Owed > 0) IERC20(poolKey.token0).safeTransfer(msg.sender, amount0Owed);
if (amount1Owed > 0) IERC20(poolKey.token1).safeTransfer(msg.sender, amount1Owed);
}
/// @notice Sets the fee destination address (can only be called once, deployer only)
/// @param feeDestination_ The address that will receive trading fees
function setFeeDestination(address feeDestination_) external {
require(msg.sender == deployer, "only deployer");
if (address(0) == feeDestination_) revert ZeroAddressInSetter();
if (feeDestination != address(0)) revert AddressAlreadySet();
feeDestination = feeDestination_;
}
/// @notice Sets recenter access for testing/emergency purposes
/// @param addr Address to grant recenter access
function setRecenterAccess(address addr) external onlyFeeDestination {
recenterAccess = addr;
}
/// @notice Revokes recenter access
function revokeRecenterAccess() external onlyFeeDestination {
recenterAccess = address(0);
}
/// @notice Adjusts liquidity positions in response to price movements
/// @return isUp True if price moved up (relative to token ordering)
function recenter() external returns (bool isUp) {
(, int24 currentTick,,,,,) = pool.slot0();
// Validate access and price stability
if (recenterAccess != address(0)) {
require(msg.sender == recenterAccess, "access denied");
} else {
require(block.timestamp >= lastRecenterTime + MIN_RECENTER_INTERVAL, "recenter cooldown");
require(_isPriceStable(currentTick), "price deviated from oracle");
}
lastRecenterTime = block.timestamp;
// Check if price movement is sufficient for recentering
isUp = false;
if (positions[Stage.ANCHOR].liquidity > 0) {
int24 anchorTickLower = positions[Stage.ANCHOR].tickLower;
int24 anchorTickUpper = positions[Stage.ANCHOR].tickUpper;
int24 centerTick = anchorTickLower + (anchorTickUpper - anchorTickLower) / 2;
bool isEnough;
(isUp, isEnough) = _validatePriceMovement(currentTick, centerTick, TICK_SPACING, token0isWeth);
require(isEnough, "amplitude not reached.");
}
// Remove all existing positions and collect fees
// Pass tick direction to determine if VWAP should record (ETH inflow only)
bool shouldRecordVWAP;
if (cumulativeVolume == 0) {
// No VWAP data yet — always bootstrap to prevent vwapX96=0 fallback
shouldRecordVWAP = true;
} else if (lastRecenterTick != 0) {
// token0isWeth: tick DOWN = price up in KRK terms = buys = ETH inflow
// !token0isWeth: tick UP = price up in KRK terms = buys = ETH inflow
shouldRecordVWAP = token0isWeth ? (currentTick < lastRecenterTick) : (currentTick > lastRecenterTick);
} else {
// First recenter — no reference point, record conservatively
shouldRecordVWAP = true;
}
lastRecenterTick = currentTick;
_scrapePositions(shouldRecordVWAP);
// Update total supply tracking if price moved up
if (isUp) {
kraiken.setPreviousTotalSupply(kraiken.totalSupply());
}
// Get optimizer parameters and set new positions
try optimizer.getLiquidityParams() returns (uint256 capitalInefficiency, uint256 anchorShare, uint24 anchorWidth, uint256 discoveryDepth) {
// Clamp parameters to valid ranges
PositionParams memory params = PositionParams({
capitalInefficiency: (capitalInefficiency > 10 ** 18) ? 10 ** 18 : capitalInefficiency,
anchorShare: (anchorShare > 10 ** 18) ? 10 ** 18 : anchorShare,
anchorWidth: (anchorWidth > 100) ? 100 : anchorWidth,
discoveryDepth: (discoveryDepth > 10 ** 18) ? 10 ** 18 : discoveryDepth
});
_setPositions(currentTick, params);
} catch {
// Fallback to safe bear-mode defaults if optimizer fails
PositionParams memory defaultParams = PositionParams({
capitalInefficiency: 0, // CI=0 proven safest
anchorShare: 3e17, // 30% — defensive floor allocation
anchorWidth: 100, // Max width — avoids AW 30-90 kill zone
discoveryDepth: 3e17 // 0.3e18
});
_setPositions(currentTick, defaultParams);
}
emit Recentered(currentTick, isUp);
}
/// @notice Removes all positions and collects fees
/// @param recordVWAP Whether to record VWAP (only when net ETH inflow since last recenter)
function _scrapePositions(bool recordVWAP) internal {
uint256 fee0 = 0;
uint256 fee1 = 0;
uint256 currentPrice;
for (uint256 i = uint256(Stage.FLOOR); i <= uint256(Stage.DISCOVERY); i++) {
TokenPosition storage position = positions[Stage(i)];
if (position.liquidity > 0) {
// Burn liquidity and collect tokens + fees
(uint256 amount0, uint256 amount1) = pool.burn(position.tickLower, position.tickUpper, position.liquidity);
(uint256 collected0, uint256 collected1) =
pool.collect(address(this), position.tickLower, position.tickUpper, type(uint128).max, type(uint128).max);
// Calculate fees
fee0 += collected0 - amount0;
fee1 += collected1 - amount1;
// Record price from anchor position for VWAP
if (i == uint256(Stage.ANCHOR)) {
int24 tick = position.tickLower + ((position.tickUpper - position.tickLower) / 2);
currentPrice = _priceAtTick(token0isWeth ? -1 * tick : tick);
}
}
}
// Transfer fees and record volume for VWAP
// Only record VWAP when net ETH inflow (KRK sold out) — prevents sell-back
// activity from diluting the price memory of original KRK distribution
if (fee0 > 0) {
if (token0isWeth) {
IERC20(address(weth)).safeTransfer(feeDestination, fee0);
if (recordVWAP) _recordVolumeAndPrice(currentPrice, fee0);
} else {
IERC20(address(kraiken)).safeTransfer(feeDestination, fee0);
}
}
if (fee1 > 0) {
if (token0isWeth) {
IERC20(address(kraiken)).safeTransfer(feeDestination, fee1);
} else {
IERC20(address(weth)).safeTransfer(feeDestination, fee1);
if (recordVWAP) _recordVolumeAndPrice(currentPrice, fee1);
}
}
}
/// @notice Allow contract to receive ETH
receive() external payable { }
// ========================================
// ABSTRACT FUNCTION IMPLEMENTATIONS
// ========================================
/// @notice Implementation of abstract function from PriceOracle
function _getPool() internal view override returns (IUniswapV3Pool) {
return pool;
}
/// @notice Implementation of abstract function from ThreePositionStrategy
function _getKraikenToken() internal view override returns (address) {
return address(kraiken);
}
/// @notice Implementation of abstract function from ThreePositionStrategy
function _getWethToken() internal view override returns (address) {
return address(weth);
}
/// @notice Implementation of abstract function from ThreePositionStrategy
function _isToken0Weth() internal view override returns (bool) {
return token0isWeth;
}
/// @notice Implementation of abstract function from ThreePositionStrategy
function _mintPosition(Stage stage, int24 tickLower, int24 tickUpper, uint128 liquidity) internal override {
pool.mint(address(this), tickLower, tickUpper, liquidity, abi.encode(poolKey));
positions[stage] = TokenPosition({ liquidity: liquidity, tickLower: tickLower, tickUpper: tickUpper });
}
/// @notice Implementation of abstract function from ThreePositionStrategy
function _getEthBalance() internal view override returns (uint256) {
return address(this).balance + weth.balanceOf(address(this));
}
/// @notice Implementation of abstract function from ThreePositionStrategy
/// @dev Subtracts KRK at feeDestination (protocol revenue) and stakingPool (locked in staking)
/// since neither can be sold into the floor — only trader-held KRK matters for scarcity
function _getOutstandingSupply() internal view override returns (uint256) {
uint256 supply = kraiken.outstandingSupply();
if (feeDestination != address(0)) {
supply -= kraiken.balanceOf(feeDestination);
}
(, address stakingPoolAddr) = kraiken.peripheryContracts();
if (stakingPoolAddr != address(0)) {
supply -= kraiken.balanceOf(stakingPoolAddr);
}
return supply;
}
}