b7260b2eaf
- Analysis: parameter sweep scripts, adversarial testing, 2D frontier maps - Research: KRAIKEN_RESEARCH_REPORT, SECURITY_REVIEW, STORAGE_LAYOUT - FuzzingBase: consolidated fuzzing helper, BackgroundLP simulation - Sweep results: CSV data for full 4D sweep (1050 combos), bull-bear, AS sweep, VWAP fix validation - Code quality: .gitignore for fuzz CSVs, gas snapshot, updated docs - Remove dead analysis helpers (CSVHelper, CSVManager, ScenarioRecorder) Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
131 lines
4.5 KiB
Bash
Executable file
131 lines
4.5 KiB
Bash
Executable file
#!/bin/bash
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set -uo pipefail
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# Map the full (AS, AW) safe frontier
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# Find which combos are safe AND measure fee revenue
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# CI=0 always, DD=0.5e18, buybias=10, 3 runs per combo
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SCRIPT_DIR="$(cd "$(dirname "$0")" && pwd)"
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cd "$SCRIPT_DIR/.."
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LOG="analysis/2D_FRONTIER_LOG.md"
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CSV="analysis/2d-frontier-results.csv"
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echo "# 2D Safe Frontier: AS × AW — $(date -u '+%Y-%m-%d %H:%M UTC')" > "$LOG"
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echo "as_pct,aw,profitable,total,avg_pnl,avg_weth_fees,avg_krk_fees" > "$CSV"
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run_combo() {
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local as_pct=$1 aw=$2 runs=${3:-3} buybias=${4:-10}
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local AS_VALUE=$(python3 -c "print(int($as_pct * 1e18 / 100))")
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printf "AS=%3d%% AW=%3d: " $as_pct $aw
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local profitable=0
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local pnl_sum=0 fw_sum=0 fk_sum=0 count=0
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for i in $(seq 1 $runs); do
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local seed=$RANDOM$RANDOM$RANDOM
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local output
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output=$(CI_VALUE=0 AS_VALUE=$AS_VALUE AW_VALUE=$aw DD_VALUE=500000000000000000 \
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BATCH_SEED=$seed OPTIMIZER_CLASS=ConfigurableOptimizer \
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UNCAPPED_SWAPS=true FUZZING_RUNS=1 BUY_BIAS=$buybias \
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TRADES_PER_RUN=2000 BG_LP_ETH_PER_LAYER=0 \
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forge script analysis/StreamlinedFuzzing.s.sol:StreamlinedFuzzing \
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--skip-simulation --gas-estimate-multiplier 300 -vv 2>&1)
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local csv_prefix=$(echo "$output" | grep "prefix:" | sed 's/.*prefix: //')
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local csv_file="analysis/fuzz-${csv_prefix}-000.csv"
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if [ -f "$csv_file" ]; then
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local result=$(python3 -c "
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import csv
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rows = list(csv.reader(open('$csv_file')))
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header = rows[0]
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cols = {h: i for i, h in enumerate(header)}
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first, last = rows[1], rows[-1]
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init = float(first[cols.get('trader_weth', 12)])
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final = float(last[cols.get('trader_weth', 12)])
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pnl = (final - init) / 1e18
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fw = float(last[cols.get('fee_dest_weth', -2)]) / 1e18 if 'fee_dest_weth' in cols else 0
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fk = float(last[cols.get('fee_dest_krk', -1)]) / 1e18 if 'fee_dest_krk' in cols else 0
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print(f'{1 if pnl > 0 else 0} {pnl:.1f} {fw:.1f} {fk:.0f}')
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" 2>/dev/null || echo "0 0 0 0")
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local is_profit=$(echo $result | cut -d' ' -f1)
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local pnl=$(echo $result | cut -d' ' -f2)
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local fw=$(echo $result | cut -d' ' -f3)
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local fk=$(echo $result | cut -d' ' -f4)
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profitable=$((profitable + is_profit))
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pnl_sum=$(python3 -c "print($pnl_sum + $pnl)")
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fw_sum=$(python3 -c "print($fw_sum + $fw)")
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fk_sum=$(python3 -c "print($fk_sum + $fk)")
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count=$((count + 1))
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rm -f "$csv_file"
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fi
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done
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if [ "$count" -gt 0 ]; then
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local avgs=$(python3 -c "print(f'{$pnl_sum/$count:.1f} {$fw_sum/$count:.1f} {$fk_sum/$count:.0f}')")
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local avg_pnl=$(echo $avgs | cut -d' ' -f1)
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local avg_fw=$(echo $avgs | cut -d' ' -f2)
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local avg_fk=$(echo $avgs | cut -d' ' -f3)
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local emoji="✅"; [ "$profitable" -gt 0 ] && emoji="❌"
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echo "$emoji $profitable/$count | PnL=${avg_pnl} | fees: ${avg_fw} WETH + ${avg_fk} KRK"
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echo "$as_pct,$aw,$profitable,$count,$avg_pnl,$avg_fw,$avg_fk" >> "$CSV"
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echo "| ${as_pct}% | ${aw} | ${profitable}/${count} ${emoji} | ${avg_pnl} | ${avg_fw} | ${avg_fk} |" >> "$LOG"
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fi
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# Disk check
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local disk_pct=$(df / --output=pcent | tail -1 | tr -d ' %')
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[ "$disk_pct" -gt 85 ] && { echo "DISK FULL"; exit 1; }
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}
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echo "" >> "$LOG"
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echo "| AS | AW | Safe? | Avg PnL | WETH Fees | KRK Fees |" >> "$LOG"
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echo "|----|----|-------|---------|-----------|----------|" >> "$LOG"
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# Known safe corners: (AS≤30, AW=100) and (AS=100, AW=20)
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# Strategy: sweep the frontier between them to find the safe boundary
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echo "=== Phase 1: Refine AW=100 boundary ==="
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run_combo 35 100 3
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echo "=== Phase 2: AW=90 sweep ==="
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for as in 20 30 40 50; do
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run_combo $as 90 3
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done
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echo "=== Phase 3: AW=80 sweep ==="
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for as in 20 30 40 50; do
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run_combo $as 80 3
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done
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echo "=== Phase 4: AW=60 sweep ==="
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for as in 20 30 40 50; do
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run_combo $as 60 3
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done
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echo "=== Phase 5: AW=40 sweep ==="
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for as in 30 40 50 60 70 80; do
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run_combo $as 40 3
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done
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echo "=== Phase 6: AW=30 sweep ==="
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for as in 50 60 70 80 90; do
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run_combo $as 30 3
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done
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echo "=== Phase 7: AW=20 fill ==="
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for as in 50 60 70 80 90; do
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run_combo $as 20 3
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done
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echo "" >> "$LOG"
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echo "### Complete: $(date -u '+%Y-%m-%d %H:%M UTC')" >> "$LOG"
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echo ""
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echo "=== FRONTIER MAPPED ==="
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echo "Results: analysis/2D_FRONTIER_LOG.md"
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echo "CSV: analysis/2d-frontier-results.csv"
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