diff --git a/.github/workflows/cadence_tests.yml b/.github/workflows/cadence_tests.yml index 555f71ab..dd0474de 100644 --- a/.github/workflows/cadence_tests.yml +++ b/.github/workflows/cadence_tests.yml @@ -5,10 +5,12 @@ on: branches: - main - v0 + - feature/* pull_request: branches: - main - v0 + - feature/* jobs: tests: @@ -29,6 +31,13 @@ jobs: key: ${{ runner.os }}-go-${{ hashFiles('**/go.sum') }} restore-keys: | ${{ runner.os }}-go- + - name: Cache Flow Emulator Fork Data + uses: actions/cache@v4 + with: + path: .flow-fork-cache + key: ${{ runner.os }}-flow-emulator-fork-${{ github.sha }} + restore-keys: | + ${{ runner.os }}-flow-emulator-fork- - name: Install Flow CLI run: sh -ci "$(curl -fsSL https://raw.githubusercontent.com/onflow/flow-cli/master/install.sh)" - name: Flow CLI Version diff --git a/.github/workflows/e2e_tests.yml b/.github/workflows/e2e_tests.yml index 12ad9ab2..29576f3a 100644 --- a/.github/workflows/e2e_tests.yml +++ b/.github/workflows/e2e_tests.yml @@ -5,10 +5,12 @@ on: branches: - main - v0 + - feature/* pull_request: branches: - main - v0 + - feature/* jobs: e2e-tests: diff --git a/.github/workflows/incrementfi_tests.yml b/.github/workflows/incrementfi_tests.yml index a59ef2fb..36c96d34 100644 --- a/.github/workflows/incrementfi_tests.yml +++ b/.github/workflows/incrementfi_tests.yml @@ -5,10 +5,12 @@ on: branches: - main - v0 + - feature/* pull_request: branches: - main - v0 + - feature/* jobs: tests: diff --git a/.github/workflows/punchswap.yml b/.github/workflows/punchswap.yml index 9acf0154..3bfc7abb 100644 --- a/.github/workflows/punchswap.yml +++ b/.github/workflows/punchswap.yml @@ -5,10 +5,12 @@ on: branches: - main - v0 + - feature/* pull_request: branches: - main - v0 + - feature/* jobs: tests: diff --git a/.github/workflows/scheduled_rebalance_tests.yml b/.github/workflows/scheduled_rebalance_tests.yml index d504ae69..97ad33a2 100644 --- a/.github/workflows/scheduled_rebalance_tests.yml +++ b/.github/workflows/scheduled_rebalance_tests.yml @@ -4,10 +4,11 @@ on: push: branches: - main - - scheduled-rebalancing + - feature/* pull_request: branches: - main + - feature/* jobs: scheduled-rebalance-tests: diff --git a/.gitignore b/.gitignore index 0a94edeb..f58d4fed 100644 --- a/.gitignore +++ b/.gitignore @@ -24,3 +24,6 @@ db # logs run_logs/*.log + +# flow +.flow-fork-cache/ \ No newline at end of file diff --git a/cadence/contracts/mocks/EVM.cdc b/cadence/contracts/mocks/EVM.cdc new file mode 100644 index 00000000..f62e4c9f --- /dev/null +++ b/cadence/contracts/mocks/EVM.cdc @@ -0,0 +1,1000 @@ +import Crypto +import "NonFungibleToken" +import "FungibleToken" +import "FlowToken" + +access(all) +contract EVM { + + // Entitlements enabling finer-grained access control on a CadenceOwnedAccount + access(all) entitlement Validate + access(all) entitlement Withdraw + access(all) entitlement Call + access(all) entitlement Deploy + access(all) entitlement Owner + access(all) entitlement Bridge + + /// Block executed event is emitted when a new block is created, + /// which always happens when a transaction is executed. + access(all) + event BlockExecuted( + // height or number of the block + height: UInt64, + // hash of the block + hash: [UInt8; 32], + // timestamp of the block creation + timestamp: UInt64, + // total Flow supply + totalSupply: Int, + // all gas used in the block by transactions included + totalGasUsed: UInt64, + // parent block hash + parentHash: [UInt8; 32], + // root hash of all the transaction receipts + receiptRoot: [UInt8; 32], + // root hash of all the transaction hashes + transactionHashRoot: [UInt8; 32], + /// value returned for PREVRANDAO opcode + prevrandao: [UInt8; 32], + ) + + /// Transaction executed event is emitted every time a transaction + /// is executed by the EVM (even if failed). + access(all) + event TransactionExecuted( + // hash of the transaction + hash: [UInt8; 32], + // index of the transaction in a block + index: UInt16, + // type of the transaction + type: UInt8, + // RLP encoded transaction payload + payload: [UInt8], + // code indicating a specific validation (201-300) or execution (301-400) error + errorCode: UInt16, + // a human-readable message about the error (if any) + errorMessage: String, + // the amount of gas transaction used + gasConsumed: UInt64, + // if transaction was a deployment contains a newly deployed contract address + contractAddress: String, + // RLP encoded logs + logs: [UInt8], + // block height in which transaction was included + blockHeight: UInt64, + /// captures the hex encoded data that is returned from + /// the evm. For contract deployments + /// it returns the code deployed to + /// the address provided in the contractAddress field. + /// in case of revert, the smart contract custom error message + /// is also returned here (see EIP-140 for more details). + returnedData: [UInt8], + /// captures the input and output of the calls (rlp encoded) to the extra + /// precompiled contracts (e.g. Cadence Arch) during the transaction execution. + /// This data helps to replay the transactions without the need to + /// have access to the full cadence state data. + precompiledCalls: [UInt8], + /// stateUpdateChecksum provides a mean to validate + /// the updates to the storage when re-executing a transaction off-chain. + stateUpdateChecksum: [UInt8; 4] + ) + + access(all) + event CadenceOwnedAccountCreated(address: String) + + /// FLOWTokensDeposited is emitted when FLOW tokens is bridged + /// into the EVM environment. Note that this event is not emitted + /// for transfer of flow tokens between two EVM addresses. + /// Similar to the FungibleToken.Deposited event + /// this event includes a depositedUUID that captures the + /// uuid of the source vault. + access(all) + event FLOWTokensDeposited( + address: String, + amount: UFix64, + depositedUUID: UInt64, + balanceAfterInAttoFlow: UInt + ) + + /// FLOWTokensWithdrawn is emitted when FLOW tokens are bridged + /// out of the EVM environment. Note that this event is not emitted + /// for transfer of flow tokens between two EVM addresses. + /// similar to the FungibleToken.Withdrawn events + /// this event includes a withdrawnUUID that captures the + /// uuid of the returning vault. + access(all) + event FLOWTokensWithdrawn( + address: String, + amount: UFix64, + withdrawnUUID: UInt64, + balanceAfterInAttoFlow: UInt + ) + + /// BridgeAccessorUpdated is emitted when the BridgeAccessor Capability + /// is updated in the stored BridgeRouter along with identifying + /// information about both. + access(all) + event BridgeAccessorUpdated( + routerType: Type, + routerUUID: UInt64, + routerAddress: Address, + accessorType: Type, + accessorUUID: UInt64, + accessorAddress: Address + ) + + /// EVMAddress is an EVM-compatible address + access(all) + struct EVMAddress { + + /// Bytes of the address + access(all) + let bytes: [UInt8; 20] + + /// Constructs a new EVM address from the given byte representation + view init(bytes: [UInt8; 20]) { + self.bytes = bytes + } + + /// Balance of the address + access(all) + view fun balance(): Balance { + let balance = InternalEVM.balance( + address: self.bytes + ) + return Balance(attoflow: balance) + } + + /// Nonce of the address + access(all) + fun nonce(): UInt64 { + return InternalEVM.nonce( + address: self.bytes + ) + } + + /// Code of the address + access(all) + fun code(): [UInt8] { + return InternalEVM.code( + address: self.bytes + ) + } + + /// CodeHash of the address + access(all) + fun codeHash(): [UInt8] { + return InternalEVM.codeHash( + address: self.bytes + ) + } + + /// Deposits the given vault into the EVM account with the given address + access(all) + fun deposit(from: @FlowToken.Vault) { + let amount = from.balance + if amount == 0.0 { + panic("calling deposit function with an empty vault is not allowed") + } + let depositedUUID = from.uuid + InternalEVM.deposit( + from: <-from, + to: self.bytes + ) + emit FLOWTokensDeposited( + address: self.toString(), + amount: amount, + depositedUUID: depositedUUID, + balanceAfterInAttoFlow: self.balance().attoflow + ) + } + + /// Serializes the address to a hex string without the 0x prefix + /// Future implementations should pass data to InternalEVM for native serialization + access(all) + view fun toString(): String { + return String.encodeHex(self.bytes.toVariableSized()) + } + + /// Compares the address with another address + access(all) + view fun equals(_ other: EVMAddress): Bool { + return self.bytes == other.bytes + } + } + + /// EVMBytes is a type wrapper used for ABI encoding/decoding into + /// Solidity `bytes` type + access(all) + struct EVMBytes { + + /// Byte array representing the `bytes` value + access(all) + let value: [UInt8] + + view init(value: [UInt8]) { + self.value = value + } + } + + /// EVMBytes4 is a type wrapper used for ABI encoding/decoding into + /// Solidity `bytes4` type + access(all) + struct EVMBytes4 { + + /// Byte array representing the `bytes4` value + access(all) + let value: [UInt8; 4] + + view init(value: [UInt8; 4]) { + self.value = value + } + } + + /// EVMBytes32 is a type wrapper used for ABI encoding/decoding into + /// Solidity `bytes32` type + access(all) + struct EVMBytes32 { + + /// Byte array representing the `bytes32` value + access(all) + let value: [UInt8; 32] + + view init(value: [UInt8; 32]) { + self.value = value + } + } + + /// Converts a hex string to an EVM address if the string is a valid hex string + /// Future implementations should pass data to InternalEVM for native deserialization + access(all) + fun addressFromString(_ asHex: String): EVMAddress { + pre { + asHex.length == 40 || asHex.length == 42: "Invalid hex string length for an EVM address" + } + // Strip the 0x prefix if it exists + var withoutPrefix = (asHex[1] == "x" ? asHex.slice(from: 2, upTo: asHex.length) : asHex).toLower() + let bytes = withoutPrefix.decodeHex().toConstantSized<[UInt8; 20]>()! + return EVMAddress(bytes: bytes) + } + + access(all) + struct Balance { + + /// The balance in atto-FLOW + /// Atto-FLOW is the smallest denomination of FLOW (1e18 FLOW) + /// that is used to store account balances inside EVM + /// similar to the way WEI is used to store ETH divisible to 18 decimal places. + access(all) + var attoflow: UInt + + /// Constructs a new balance + access(all) + view init(attoflow: UInt) { + self.attoflow = attoflow + } + + /// Sets the balance by a UFix64 (8 decimal points), the format + /// that is used in Cadence to store FLOW tokens. + access(all) + fun setFLOW(flow: UFix64){ + self.attoflow = InternalEVM.castToAttoFLOW(balance: flow) + } + + /// Casts the balance to a UFix64 (rounding down) + /// Warning! casting a balance to a UFix64 which supports a lower level of precision + /// (8 decimal points in compare to 18) might result in rounding down error. + /// Use the toAttoFlow function if you care need more accuracy. + access(all) + view fun inFLOW(): UFix64 { + return InternalEVM.castToFLOW(balance: self.attoflow) + } + + /// Returns the balance in Atto-FLOW + access(all) + view fun inAttoFLOW(): UInt { + return self.attoflow + } + + /// Returns true if the balance is zero + access(all) + fun isZero(): Bool { + return self.attoflow == 0 + } + } + + /// reports the status of evm execution. + access(all) enum Status: UInt8 { + /// is (rarely) returned when status is unknown + /// and something has gone very wrong. + access(all) case unknown + + /// is returned when execution of an evm transaction/call + /// has failed at the validation step (e.g. nonce mismatch). + /// An invalid transaction/call is rejected to be executed + /// or be included in a block. + access(all) case invalid + + /// is returned when execution of an evm transaction/call + /// has been successful but the vm has reported an error as + /// the outcome of execution (e.g. running out of gas). + /// A failed tx/call is included in a block. + /// Note that resubmission of a failed transaction would + /// result in invalid status in the second attempt, given + /// the nonce would be come invalid. + access(all) case failed + + /// is returned when execution of an evm transaction/call + /// has been successful and no error is reported by the vm. + access(all) case successful + } + + /// reports the outcome of evm transaction/call execution attempt + access(all) struct Result { + /// status of the execution + access(all) + let status: Status + + /// error code (error code zero means no error) + access(all) + let errorCode: UInt64 + + /// error message + access(all) + let errorMessage: String + + /// returns the amount of gas metered during + /// evm execution + access(all) + let gasUsed: UInt64 + + /// returns the data that is returned from + /// the evm for the call. For coa.deploy + /// calls it returns the code deployed to + /// the address provided in the contractAddress field. + /// in case of revert, the smart contract custom error message + /// is also returned here (see EIP-140 for more details). + access(all) + let data: [UInt8] + + /// returns the newly deployed contract address + /// if the transaction caused such a deployment + /// otherwise the value is nil. + access(all) + let deployedContract: EVMAddress? + + init( + status: Status, + errorCode: UInt64, + errorMessage: String, + gasUsed: UInt64, + data: [UInt8], + contractAddress: [UInt8; 20]? + ) { + self.status = status + self.errorCode = errorCode + self.errorMessage = errorMessage + self.gasUsed = gasUsed + self.data = data + + if let addressBytes = contractAddress { + self.deployedContract = EVMAddress(bytes: addressBytes) + } else { + self.deployedContract = nil + } + } + } + + access(all) + resource interface Addressable { + /// The EVM address + access(all) + view fun address(): EVMAddress + } + + access(all) + resource CadenceOwnedAccount: Addressable { + + access(self) + var addressBytes: [UInt8; 20] + + init() { + // address is initially set to zero + // but updated through initAddress later + // we have to do this since we need resource id (uuid) + // to calculate the EVM address for this cadence owned account + self.addressBytes = [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0] + } + + access(contract) + fun initAddress(addressBytes: [UInt8; 20]) { + // only allow set address for the first time + // check address is empty + for item in self.addressBytes { + assert(item == 0, message: "address byte is not empty") + } + self.addressBytes = addressBytes + } + + /// The EVM address of the cadence owned account + access(all) + view fun address(): EVMAddress { + // Always create a new EVMAddress instance + return EVMAddress(bytes: self.addressBytes) + } + + /// Get balance of the cadence owned account + access(all) + view fun balance(): Balance { + return self.address().balance() + } + + /// Deposits the given vault into the cadence owned account's balance + access(all) + fun deposit(from: @FlowToken.Vault) { + self.address().deposit(from: <-from) + } + + /// The EVM address of the cadence owned account behind an entitlement, acting as proof of access + access(Owner | Validate) + view fun protectedAddress(): EVMAddress { + return self.address() + } + + /// Withdraws the balance from the cadence owned account's balance + /// Note that amounts smaller than 10nF (10e-8) can't be withdrawn + /// given that Flow Token Vaults use UFix64s to store balances. + /// If the given balance conversion to UFix64 results in + /// rounding error, this function would fail. + access(Owner | Withdraw) + fun withdraw(balance: Balance): @FlowToken.Vault { + if balance.isZero() { + panic("calling withdraw function with zero balance is not allowed") + } + let vault <- InternalEVM.withdraw( + from: self.addressBytes, + amount: balance.attoflow + ) as! @FlowToken.Vault + emit FLOWTokensWithdrawn( + address: self.address().toString(), + amount: balance.inFLOW(), + withdrawnUUID: vault.uuid, + balanceAfterInAttoFlow: self.balance().attoflow + ) + return <-vault + } + + /// Deploys a contract to the EVM environment. + /// Returns the result which contains address of + /// the newly deployed contract + access(Owner | Deploy) + fun deploy( + code: [UInt8], + gasLimit: UInt64, + value: Balance + ): Result { + return InternalEVM.deploy( + from: self.addressBytes, + code: code, + gasLimit: gasLimit, + value: value.attoflow + ) as! Result + } + + /// Calls a function with the given data. + /// The execution is limited by the given amount of gas + access(Owner | Call) + fun call( + to: EVMAddress, + data: [UInt8], + gasLimit: UInt64, + value: Balance + ): Result { + return InternalEVM.call( + from: self.addressBytes, + to: to.bytes, + data: data, + gasLimit: gasLimit, + value: value.attoflow + ) as! Result + } + + /// Calls a contract function with the given data. + /// The execution is limited by the given amount of gas. + /// The transaction state changes are not persisted. + access(all) + fun dryCall( + to: EVMAddress, + data: [UInt8], + gasLimit: UInt64, + value: Balance, + ): Result { + return InternalEVM.dryCall( + from: self.addressBytes, + to: to.bytes, + data: data, + gasLimit: gasLimit, + value: value.attoflow + ) as! Result + } + + /// Bridges the given NFT to the EVM environment, requiring a Provider from which to withdraw a fee to fulfill + /// the bridge request + access(all) + fun depositNFT( + nft: @{NonFungibleToken.NFT}, + feeProvider: auth(FungibleToken.Withdraw) &{FungibleToken.Provider} + ) { + EVM.borrowBridgeAccessor().depositNFT(nft: <-nft, to: self.address(), feeProvider: feeProvider) + } + + /// Bridges the given NFT from the EVM environment, requiring a Provider from which to withdraw a fee to fulfill + /// the bridge request. Note: the caller should own the requested NFT in EVM + access(Owner | Bridge) + fun withdrawNFT( + type: Type, + id: UInt256, + feeProvider: auth(FungibleToken.Withdraw) &{FungibleToken.Provider} + ): @{NonFungibleToken.NFT} { + return <- EVM.borrowBridgeAccessor().withdrawNFT( + caller: &self as auth(Call) &CadenceOwnedAccount, + type: type, + id: id, + feeProvider: feeProvider + ) + } + + /// Bridges the given Vault to the EVM environment, requiring a Provider from which to withdraw a fee to fulfill + /// the bridge request + access(all) + fun depositTokens( + vault: @{FungibleToken.Vault}, + feeProvider: auth(FungibleToken.Withdraw) &{FungibleToken.Provider} + ) { + EVM.borrowBridgeAccessor().depositTokens(vault: <-vault, to: self.address(), feeProvider: feeProvider) + } + + /// Bridges the given fungible tokens from the EVM environment, requiring a Provider from which to withdraw a + /// fee to fulfill the bridge request. Note: the caller should own the requested tokens & sufficient balance of + /// requested tokens in EVM + access(Owner | Bridge) + fun withdrawTokens( + type: Type, + amount: UInt256, + feeProvider: auth(FungibleToken.Withdraw) &{FungibleToken.Provider} + ): @{FungibleToken.Vault} { + return <- EVM.borrowBridgeAccessor().withdrawTokens( + caller: &self as auth(Call) &CadenceOwnedAccount, + type: type, + amount: amount, + feeProvider: feeProvider + ) + } + } + + /// Creates a new cadence owned account + access(all) + fun createCadenceOwnedAccount(): @CadenceOwnedAccount { + let acc <-create CadenceOwnedAccount() + let addr = InternalEVM.createCadenceOwnedAccount(uuid: acc.uuid) + acc.initAddress(addressBytes: addr) + + emit CadenceOwnedAccountCreated(address: acc.address().toString()) + return <-acc + } + + /// Runs an a RLP-encoded EVM transaction, deducts the gas fees, + /// and deposits the gas fees into the provided coinbase address. + access(all) + fun run(tx: [UInt8], coinbase: EVMAddress): Result { + return InternalEVM.run( + tx: tx, + coinbase: coinbase.bytes + ) as! Result + } + + /// mustRun runs the transaction using EVM.run yet it + /// rollback if the tx execution status is unknown or invalid. + /// Note that this method does not rollback if transaction + /// is executed but an vm error is reported as the outcome + /// of the execution (status: failed). + access(all) + fun mustRun(tx: [UInt8], coinbase: EVMAddress): Result { + let runResult = self.run(tx: tx, coinbase: coinbase) + assert( + runResult.status == Status.failed || runResult.status == Status.successful, + message: "tx is not valid for execution" + ) + return runResult + } + + /// Simulates running unsigned RLP-encoded transaction using + /// the from address as the signer. + /// The transaction state changes are not persisted. + /// This is useful for gas estimation or calling view contract functions. + access(all) + fun dryRun(tx: [UInt8], from: EVMAddress): Result { + return InternalEVM.dryRun( + tx: tx, + from: from.bytes, + ) as! Result + } + + /// Calls a contract function with the given data. + /// The execution is limited by the given amount of gas. + /// The transaction state changes are not persisted. + access(all) + fun dryCall( + from: EVMAddress, + to: EVMAddress, + data: [UInt8], + gasLimit: UInt64, + value: Balance, + ): Result { + return InternalEVM.dryCall( + from: from.bytes, + to: to.bytes, + data: data, + gasLimit: gasLimit, + value: value.attoflow + ) as! Result + } + + /// Runs a batch of RLP-encoded EVM transactions, deducts the gas fees, + /// and deposits the gas fees into the provided coinbase address. + /// An invalid transaction is not executed and not included in the block. + access(all) + fun batchRun(txs: [[UInt8]], coinbase: EVMAddress): [Result] { + return InternalEVM.batchRun( + txs: txs, + coinbase: coinbase.bytes, + ) as! [Result] + } + + access(all) + fun encodeABI(_ values: [AnyStruct]): [UInt8] { + return InternalEVM.encodeABI(values) + } + + access(all) + fun decodeABI(types: [Type], data: [UInt8]): [AnyStruct] { + return InternalEVM.decodeABI(types: types, data: data) + } + + access(all) + fun encodeABIWithSignature( + _ signature: String, + _ values: [AnyStruct] + ): [UInt8] { + let methodID = HashAlgorithm.KECCAK_256.hash( + signature.utf8 + ).slice(from: 0, upTo: 4) + let arguments = InternalEVM.encodeABI(values) + + return methodID.concat(arguments) + } + + access(all) + fun decodeABIWithSignature( + _ signature: String, + types: [Type], + data: [UInt8] + ): [AnyStruct] { + let methodID = HashAlgorithm.KECCAK_256.hash( + signature.utf8 + ).slice(from: 0, upTo: 4) + + for byte in methodID { + if byte != data.removeFirst() { + panic("signature mismatch") + } + } + + return InternalEVM.decodeABI(types: types, data: data) + } + + /// ValidationResult returns the result of COA ownership proof validation + access(all) + struct ValidationResult { + access(all) + let isValid: Bool + + access(all) + let problem: String? + + init(isValid: Bool, problem: String?) { + self.isValid = isValid + self.problem = problem + } + } + + /// validateCOAOwnershipProof validates a COA ownership proof + access(all) + fun validateCOAOwnershipProof( + address: Address, + path: PublicPath, + signedData: [UInt8], + keyIndices: [UInt64], + signatures: [[UInt8]], + evmAddress: [UInt8; 20] + ): ValidationResult { + // make signature set first + // check number of signatures matches number of key indices + if keyIndices.length != signatures.length { + return ValidationResult( + isValid: false, + problem: "key indices size doesn't match the signatures" + ) + } + + // fetch account + let acc = getAccount(address) + + var signatureSet: [Crypto.KeyListSignature] = [] + let keyList = Crypto.KeyList() + var keyListLength = 0 + let seenAccountKeyIndices: {Int: Int} = {} + for signatureIndex, signature in signatures{ + // index of the key on the account + let accountKeyIndex = Int(keyIndices[signatureIndex]!) + // index of the key in the key list + var keyListIndex = 0 + + if !seenAccountKeyIndices.containsKey(accountKeyIndex) { + // fetch account key with accountKeyIndex + if let key = acc.keys.get(keyIndex: accountKeyIndex) { + if key.isRevoked { + return ValidationResult( + isValid: false, + problem: "account key is revoked" + ) + } + + keyList.add( + key.publicKey, + hashAlgorithm: key.hashAlgorithm, + // normalization factor. We need to divide by 1000 because the + // `Crypto.KeyList.verify()` function expects the weight to be + // in the range [0, 1]. 1000 is the key weight threshold. + weight: key.weight / 1000.0, + ) + + keyListIndex = keyListLength + keyListLength = keyListLength + 1 + seenAccountKeyIndices[accountKeyIndex] = keyListIndex + } else { + return ValidationResult( + isValid: false, + problem: "invalid key index" + ) + } + } else { + // if we have already seen this accountKeyIndex, use the keyListIndex + // that was previously assigned to it + // `Crypto.KeyList.verify()` knows how to handle duplicate keys + keyListIndex = seenAccountKeyIndices[accountKeyIndex]! + } + + signatureSet.append(Crypto.KeyListSignature( + keyIndex: keyListIndex, + signature: signature + )) + } + + let isValid = keyList.verify( + signatureSet: signatureSet, + signedData: signedData, + domainSeparationTag: "FLOW-V0.0-user" + ) + + if !isValid{ + return ValidationResult( + isValid: false, + problem: "the given signatures are not valid or provide enough weight" + ) + } + + let coaRef = acc.capabilities.borrow<&EVM.CadenceOwnedAccount>(path) + if coaRef == nil { + return ValidationResult( + isValid: false, + problem: "could not borrow bridge account's resource" + ) + } + + // verify evm address matching + var addr = coaRef!.address() + for index, item in coaRef!.address().bytes { + if item != evmAddress[index] { + return ValidationResult( + isValid: false, + problem: "evm address mismatch" + ) + } + } + + return ValidationResult( + isValid: true, + problem: nil + ) + } + + /// Block returns information about the latest executed block. + access(all) + struct EVMBlock { + access(all) + let height: UInt64 + + access(all) + let hash: String + + access(all) + let totalSupply: Int + + access(all) + let timestamp: UInt64 + + init(height: UInt64, hash: String, totalSupply: Int, timestamp: UInt64) { + self.height = height + self.hash = hash + self.totalSupply = totalSupply + self.timestamp = timestamp + } + } + + /// Returns the latest executed block. + access(all) + fun getLatestBlock(): EVMBlock { + return InternalEVM.getLatestBlock() as! EVMBlock + } + + /// Interface for a resource which acts as an entrypoint to the VM bridge + access(all) + resource interface BridgeAccessor { + + /// Endpoint enabling the bridging of an NFT to EVM + access(Bridge) + fun depositNFT( + nft: @{NonFungibleToken.NFT}, + to: EVMAddress, + feeProvider: auth(FungibleToken.Withdraw) &{FungibleToken.Provider} + ) + + /// Endpoint enabling the bridging of an NFT from EVM + access(Bridge) + fun withdrawNFT( + caller: auth(Call) &CadenceOwnedAccount, + type: Type, + id: UInt256, + feeProvider: auth(FungibleToken.Withdraw) &{FungibleToken.Provider} + ): @{NonFungibleToken.NFT} + + /// Endpoint enabling the bridging of a fungible token vault to EVM + access(Bridge) + fun depositTokens( + vault: @{FungibleToken.Vault}, + to: EVMAddress, + feeProvider: auth(FungibleToken.Withdraw) &{FungibleToken.Provider} + ) + + /// Endpoint enabling the bridging of fungible tokens from EVM + access(Bridge) + fun withdrawTokens( + caller: auth(Call) &CadenceOwnedAccount, + type: Type, + amount: UInt256, + feeProvider: auth(FungibleToken.Withdraw) &{FungibleToken.Provider} + ): @{FungibleToken.Vault} + } + + /// Interface which captures a Capability to the bridge Accessor, saving it within the BridgeRouter resource + access(all) + resource interface BridgeRouter { + + /// Returns a reference to the BridgeAccessor designated for internal bridge requests + access(Bridge) view fun borrowBridgeAccessor(): auth(Bridge) &{BridgeAccessor} + + /// Sets the BridgeAccessor Capability in the BridgeRouter + access(Bridge) fun setBridgeAccessor(_ accessor: Capability) { + pre { + accessor.check(): "Invalid BridgeAccessor Capability provided" + emit BridgeAccessorUpdated( + routerType: self.getType(), + routerUUID: self.uuid, + routerAddress: self.owner?.address ?? panic("Router must have an owner to be identified"), + accessorType: accessor.borrow()!.getType(), + accessorUUID: accessor.borrow()!.uuid, + accessorAddress: accessor.address + ) + } + } + } + + /// Returns a reference to the BridgeAccessor designated for internal bridge requests + access(self) + view fun borrowBridgeAccessor(): auth(Bridge) &{BridgeAccessor} { + return self.account.storage.borrow(from: /storage/evmBridgeRouter) + ?.borrowBridgeAccessor() + ?? panic("Could not borrow reference to the EVM bridge") + } + + /// The Heartbeat resource controls the block production. + /// It is stored in the storage and used in the Flow protocol to call the heartbeat function once per block. + access(all) + resource Heartbeat { + /// heartbeat calls commit block proposals and forms new blocks including all the + /// recently executed transactions. + /// The Flow protocol makes sure to call this function once per block as a system call. + access(all) + fun heartbeat() { + InternalEVM.commitBlockProposal() + } + } + + access(all) + fun call( + from: String, + to: String, + data: [UInt8], + gasLimit: UInt64, + value: UInt + ): Result { + return InternalEVM.call( + from: EVM.addressFromString(from).bytes, + to: EVM.addressFromString(to).bytes, + data: data, + gasLimit: gasLimit, + value: value + ) as! Result + } + + /// Stores a value to an address' storage slot. + access(all) + fun store(target: EVM.EVMAddress, slot: String, value: String) { + InternalEVM.store(target: target.bytes, slot: slot, value: value) + } + + /// Loads a storage slot from an address. + access(all) + fun load(target: EVM.EVMAddress, slot: String): [UInt8] { + return InternalEVM.load(target: target.bytes, slot: slot) + } + + /// Runs a transaction by setting the call's `msg.sender` to be the `from` address. + access(all) + fun runTxAs( + from: EVM.EVMAddress, + to: EVM.EVMAddress, + data: [UInt8], + gasLimit: UInt64, + value: EVM.Balance, + ): Result { + return InternalEVM.call( + from: from.bytes, + to: to.bytes, + data: data, + gasLimit: gasLimit, + value: value.attoflow + ) as! Result + } + + /// setupHeartbeat creates a heartbeat resource and saves it to storage. + /// The function is called once during the contract initialization. + /// + /// The heartbeat resource is used to control the block production, + /// and used in the Flow protocol to call the heartbeat function once per block. + /// + /// The function can be called by anyone, but only once: + /// the function will fail if the resource already exists. + /// + /// The resulting resource is stored in the account storage, + /// and is only accessible by the account, not the caller of the function. + access(all) + fun setupHeartbeat() { + self.account.storage.save(<-create Heartbeat(), to: /storage/EVMHeartbeat) + } + + init() { + self.setupHeartbeat() + } +} \ No newline at end of file diff --git a/cadence/contracts/mocks/FlowTransactionScheduler.cdc b/cadence/contracts/mocks/FlowTransactionScheduler.cdc new file mode 100644 index 00000000..642b938f --- /dev/null +++ b/cadence/contracts/mocks/FlowTransactionScheduler.cdc @@ -0,0 +1,1454 @@ +import "FungibleToken" +import "FlowToken" +import "FlowFees" +import "FlowStorageFees" +import "ViewResolver" + +/// FlowTransactionScheduler enables smart contracts to schedule autonomous execution in the future. +/// +/// This contract implements FLIP 330's scheduled transaction system, allowing contracts to "wake up" and execute +/// logic at predefined times without external triggers. +/// +/// Scheduled transactions are prioritized (High/Medium/Low) with different execution guarantees and fee multipliers: +/// - High priority guarantees first-block execution at the exact requested timestamp (fails if slot is full). +/// - Medium priority provides best-effort scheduling, shifting to the next available slot if the requested one is full. +/// - Low priority shifts to the next available slot if the requested one is full. +/// +/// Each priority level has its own independent effort pool per time slot with no shared capacity between priorities. +/// Low priority transactions are never rescheduled by higher priority transactions. +/// +/// The system uses time slots with execution effort limits to manage network resources, +/// ensuring predictable performance while enabling novel autonomous blockchain patterns like recurring +/// payments, automated arbitrage, and time-based contract logic. +access(all) contract FlowTransactionScheduler { + + /// singleton instance used to store all scheduled transaction data + /// and route all scheduled transaction functionality + access(self) var sharedScheduler: Capability + + /// storage path for the singleton scheduler resource + access(all) let storagePath: StoragePath + + /// Enums + + /// Priority + access(all) enum Priority: UInt8 { + access(all) case High + access(all) case Medium + access(all) case Low + } + + /// Status + access(all) enum Status: UInt8 { + /// unknown statuses are used for handling historic scheduled transactions with null statuses + access(all) case Unknown + /// mutable status + access(all) case Scheduled + /// finalized statuses + access(all) case Executed + access(all) case Canceled + } + + /// Events + + /// Emitted when a transaction is scheduled + access(all) event Scheduled( + id: UInt64, + priority: UInt8, + timestamp: UFix64, + executionEffort: UInt64, + fees: UFix64, + transactionHandlerOwner: Address, + transactionHandlerTypeIdentifier: String, + transactionHandlerUUID: UInt64, + + // The public path of the transaction handler that can be used to resolve views + // DISCLAIMER: There is no guarantee that the public path is accurate + transactionHandlerPublicPath: PublicPath? + ) + + /// Emitted when a scheduled transaction's scheduled timestamp is reached and it is ready for execution + access(all) event PendingExecution( + id: UInt64, + priority: UInt8, + executionEffort: UInt64, + fees: UFix64, + transactionHandlerOwner: Address, + transactionHandlerTypeIdentifier: String + ) + + /// Emitted when a scheduled transaction is executed by the FVM + access(all) event Executed( + id: UInt64, + priority: UInt8, + executionEffort: UInt64, + transactionHandlerOwner: Address, + transactionHandlerTypeIdentifier: String, + transactionHandlerUUID: UInt64, + + // The public path of the transaction handler that can be used to resolve views + // DISCLAIMER: There is no guarantee that the public path is accurate + transactionHandlerPublicPath: PublicPath? + ) + + /// Emitted when a scheduled transaction is canceled by the creator of the transaction + access(all) event Canceled( + id: UInt64, + priority: UInt8, + feesReturned: UFix64, + feesDeducted: UFix64, + transactionHandlerOwner: Address, + transactionHandlerTypeIdentifier: String + ) + + /// Emitted when a collection limit is reached + /// The limit that was reached is non-nil and is the limit that was reached + /// The other limit that was not reached is nil + access(all) event CollectionLimitReached( + collectionEffortLimit: UInt64?, + collectionTransactionsLimit: Int? + ) + + /// Emitted when the limit on the number of transactions that can be removed in process() is reached + access(all) event RemovalLimitReached() + + // Emitted when one or more of the configuration details fields are updated + // Event listeners can listen to this and query the new configuration + // if they need to + access(all) event ConfigUpdated() + + // Emitted when a critical issue is encountered + access(all) event CriticalIssue(message: String) + + /// Entitlements + access(all) entitlement Execute + access(all) entitlement Process + access(all) entitlement Cancel + access(all) entitlement UpdateConfig + + /// Interfaces + + /// TransactionHandler is an interface that defines a single method executeTransaction that + /// must be implemented by the resource that contains the logic to be executed by the scheduled transaction. + /// An authorized capability to this resource is provided when scheduling a transaction. + /// The transaction scheduler uses this capability to execute the transaction when its scheduled timestamp arrives. + access(all) resource interface TransactionHandler: ViewResolver.Resolver { + + access(all) view fun getViews(): [Type] { + return [] + } + + access(all) fun resolveView(_ view: Type): AnyStruct? { + return nil + } + + /// Executes the implemented transaction logic + /// + /// @param id: The id of the scheduled transaction (this can be useful for any internal tracking) + /// @param data: The data that was passed when the transaction was originally scheduled + /// that may be useful for the execution of the transaction logic + access(Execute) fun executeTransaction(id: UInt64, data: AnyStruct?) + } + + /// Structs + + /// ScheduledTransaction is the resource that the user receives after scheduling a transaction. + /// It allows them to get the status of their transaction and can be passed back + /// to the scheduler contract to cancel the transaction if it has not yet been executed. + access(all) resource ScheduledTransaction { + access(all) let id: UInt64 + access(all) let timestamp: UFix64 + access(all) let handlerTypeIdentifier: String + + access(all) view fun status(): Status? { + return FlowTransactionScheduler.sharedScheduler.borrow()!.getStatus(id: self.id) + } + + init( + id: UInt64, + timestamp: UFix64, + handlerTypeIdentifier: String + ) { + self.id = id + self.timestamp = timestamp + self.handlerTypeIdentifier = handlerTypeIdentifier + } + + // event emitted when the resource is destroyed + access(all) event ResourceDestroyed(id: UInt64 = self.id, timestamp: UFix64 = self.timestamp, handlerTypeIdentifier: String = self.handlerTypeIdentifier) + } + + /// EstimatedScheduledTransaction contains data for estimating transaction scheduling. + access(all) struct EstimatedScheduledTransaction { + /// flowFee is the estimated fee in Flow for the transaction to be scheduled + access(all) let flowFee: UFix64? + /// timestamp is estimated timestamp that the transaction will be executed at + access(all) let timestamp: UFix64? + /// error is an optional error message if the transaction cannot be scheduled + access(all) let error: String? + + access(contract) view init(flowFee: UFix64?, timestamp: UFix64?, error: String?) { + self.flowFee = flowFee + self.timestamp = timestamp + self.error = error + } + } + + /// Transaction data is a representation of a scheduled transaction + /// It is the source of truth for an individual transaction and stores the + /// capability to the handler that contains the logic that will be executed by the transaction. + access(all) struct TransactionData { + access(all) let id: UInt64 + access(all) let priority: Priority + access(all) let executionEffort: UInt64 + access(all) var status: Status + + /// Fee amount to pay for the transaction + access(all) let fees: UFix64 + + /// The timestamp that the transaction is scheduled for + /// For medium priority transactions, it may be different than the requested timestamp + /// For low priority transactions, it is the requested timestamp, + /// but the timestamp where the transaction is actually executed may be different + access(all) var scheduledTimestamp: UFix64 + + /// Capability to the logic that the transaction will execute + access(contract) let handler: Capability + + /// Type identifier of the transaction handler + access(all) let handlerTypeIdentifier: String + access(all) let handlerAddress: Address + + /// Optional data that can be passed to the handler + /// This data is publicly accessible, so make sure it does not contain + /// any privileged information or functionality + access(contract) let data: AnyStruct? + + access(contract) init( + id: UInt64, + handler: Capability, + scheduledTimestamp: UFix64, + data: AnyStruct?, + priority: Priority, + executionEffort: UInt64, + fees: UFix64, + ) { + self.id = id + self.handler = handler + self.data = data + self.priority = priority + self.executionEffort = executionEffort + self.fees = fees + self.status = Status.Scheduled + let handlerRef = handler.borrow() + ?? panic("Invalid transaction handler: Could not borrow a reference to the transaction handler") + self.handlerAddress = handler.address + self.handlerTypeIdentifier = handlerRef.getType().identifier + self.scheduledTimestamp = scheduledTimestamp + } + + /// setStatus updates the status of the transaction. + /// It panics if the transaction status is already finalized. + access(contract) fun setStatus(newStatus: Status) { + pre { + newStatus != Status.Unknown: "Invalid status: New status cannot be Unknown" + self.status != Status.Executed && self.status != Status.Canceled: + "Invalid status: Transaction with id \(self.id) is already finalized" + newStatus == Status.Executed ? self.status == Status.Scheduled : true: + "Invalid status: Transaction with id \(self.id) can only be set as Executed if it is Scheduled" + newStatus == Status.Canceled ? self.status == Status.Scheduled : true: + "Invalid status: Transaction with id \(self.id) can only be set as Canceled if it is Scheduled" + } + + self.status = newStatus + } + + /// setScheduledTimestamp updates the scheduled timestamp of the transaction. + /// It panics if the transaction status is already finalized. + access(contract) fun setScheduledTimestamp(newTimestamp: UFix64) { + pre { + self.status != Status.Executed && self.status != Status.Canceled: + "Invalid status: Transaction with id \(self.id) is already finalized" + } + self.scheduledTimestamp = newTimestamp + } + + /// payAndRefundFees withdraws fees from the transaction based on the refund multiplier. + /// It deposits any leftover fees to the FlowFees vault to be used to pay node operator rewards + /// like any other transaction on the Flow network. + access(contract) fun payAndRefundFees(refundMultiplier: UFix64): @FlowToken.Vault { + pre { + refundMultiplier >= 0.0 && refundMultiplier <= 1.0: + "Invalid refund multiplier: The multiplier must be between 0.0 and 1.0 but got \(refundMultiplier)" + } + if refundMultiplier == 0.0 { + FlowFees.deposit(from: <-FlowTransactionScheduler.withdrawFees(amount: self.fees)) + return <-FlowToken.createEmptyVault(vaultType: Type<@FlowToken.Vault>()) + } else { + let amountToReturn = self.fees * refundMultiplier + let amountToKeep = self.fees - amountToReturn + let feesToReturn <- FlowTransactionScheduler.withdrawFees(amount: amountToReturn) + FlowFees.deposit(from: <-FlowTransactionScheduler.withdrawFees(amount: amountToKeep)) + return <-feesToReturn + } + } + + /// getData copies and returns the data field + access(all) view fun getData(): AnyStruct? { + return self.data + } + + /// borrowHandler returns an un-entitled reference to the transaction handler + /// This allows users to query metadata views about the handler + /// @return: An un-entitled reference to the transaction handler + access(all) view fun borrowHandler(): &{TransactionHandler} { + return self.handler.borrow() as? &{TransactionHandler} + ?? panic("Invalid transaction handler: Could not borrow a reference to the transaction handler") + } + } + + /// Struct interface representing all the base configuration details in the Scheduler contract + /// that is used for governing the protocol + /// This is an interface to allow for the configuration details to be updated in the future + access(all) struct interface SchedulerConfig { + + /// maximum effort that can be used for any transaction + access(all) var maximumIndividualEffort: UInt64 + + /// minimum execution effort is the minimum effort that can be + /// used for any transaction + access(all) var minimumExecutionEffort: UInt64 + + /// slot total effort limit is the maximum effort that can be + /// cumulatively allocated to one timeslot by all priorities + access(all) var slotTotalEffortLimit: UInt64 + + /// slot shared effort limit is the maximum effort + /// that can be allocated to high and medium priority + /// transactions combined after their exclusive effort reserves have been filled + access(all) var slotSharedEffortLimit: UInt64 + + /// priority effort reserve is the amount of effort that is + /// reserved exclusively for each priority + access(all) var priorityEffortReserve: {Priority: UInt64} + + /// priority effort limit is the maximum cumulative effort per priority in a timeslot + access(all) var priorityEffortLimit: {Priority: UInt64} + + /// max data size is the maximum data size that can be stored for a transaction + access(all) var maxDataSizeMB: UFix64 + + /// priority fee multipliers are values we use to calculate the added + /// processing fee for each priority + access(all) var priorityFeeMultipliers: {Priority: UFix64} + + /// refund multiplier is the portion of the fees that are refunded when any transaction is cancelled + access(all) var refundMultiplier: UFix64 + + /// canceledTransactionsLimit is the maximum number of canceled transactions + /// to keep in the canceledTransactions array + access(all) var canceledTransactionsLimit: UInt + + /// collectionEffortLimit is the maximum effort that can be used for all transactions in a collection + access(all) var collectionEffortLimit: UInt64 + + /// collectionTransactionsLimit is the maximum number of transactions that can be processed in a collection + access(all) var collectionTransactionsLimit: Int + + access(all) init( + maximumIndividualEffort: UInt64, + minimumExecutionEffort: UInt64, + priorityEffortLimit: {Priority: UInt64}, + maxDataSizeMB: UFix64, + priorityFeeMultipliers: {Priority: UFix64}, + refundMultiplier: UFix64, + canceledTransactionsLimit: UInt, + collectionEffortLimit: UInt64, + collectionTransactionsLimit: Int, + txRemovalLimit: UInt + ) { + post { + self.refundMultiplier >= 0.0 && self.refundMultiplier <= 1.0: + "Invalid refund multiplier: The multiplier must be between 0.0 and 1.0 but got \(refundMultiplier)" + self.priorityFeeMultipliers[Priority.Low]! >= 1.0: + "Invalid priority fee multiplier: Low priority multiplier must be greater than or equal to 1.0 but got \(self.priorityFeeMultipliers[Priority.Low]!)" + self.priorityFeeMultipliers[Priority.Medium]! > self.priorityFeeMultipliers[Priority.Low]!: + "Invalid priority fee multiplier: Medium priority multiplier must be greater than or equal to \(priorityFeeMultipliers[Priority.Low]!) but got \(priorityFeeMultipliers[Priority.Medium]!)" + self.priorityFeeMultipliers[Priority.High]! > self.priorityFeeMultipliers[Priority.Medium]!: + "Invalid priority fee multiplier: High priority multiplier must be greater than or equal to \(priorityFeeMultipliers[Priority.Medium]!) but got \(priorityFeeMultipliers[Priority.High]!)" + self.priorityEffortLimit[Priority.Low]! > 0: + "Invalid priority effort limit: Low priority effort limit must be greater than 0" + self.priorityEffortLimit[Priority.Medium]! > self.priorityEffortLimit[Priority.Low]!: + "Invalid priority effort limit: Medium priority effort limit must be greater than the low priority effort limit of \(priorityEffortLimit[Priority.Low]!)" + self.priorityEffortLimit[Priority.High]! > self.priorityEffortLimit[Priority.Medium]!: + "Invalid priority effort limit: High priority effort limit must be greater than the medium priority effort limit of \(priorityEffortLimit[Priority.Medium]!)" + self.collectionTransactionsLimit >= 0: + "Invalid collection transactions limit: Collection transactions limit must be greater than or equal to 0 but got \(collectionTransactionsLimit)" + self.canceledTransactionsLimit >= 1: + "Invalid canceled transactions limit: Canceled transactions limit must be greater than or equal to 1 but got \(canceledTransactionsLimit)" + self.collectionEffortLimit > self.slotTotalEffortLimit: + "Invalid collection effort limit: Collection effort limit must be greater than \(self.slotTotalEffortLimit) but got \(self.collectionEffortLimit)" + } + } + + access(all) view fun getTxRemovalLimit(): UInt + } + + /// Concrete implementation of the SchedulerConfig interface + /// This struct is used to store the configuration details in the Scheduler contract + access(all) struct Config: SchedulerConfig { + access(all) var maximumIndividualEffort: UInt64 + access(all) var minimumExecutionEffort: UInt64 + access(all) var slotTotalEffortLimit: UInt64 + access(all) var slotSharedEffortLimit: UInt64 + access(all) var priorityEffortReserve: {Priority: UInt64} + access(all) var priorityEffortLimit: {Priority: UInt64} + access(all) var maxDataSizeMB: UFix64 + access(all) var priorityFeeMultipliers: {Priority: UFix64} + access(all) var refundMultiplier: UFix64 + access(all) var canceledTransactionsLimit: UInt + access(all) var collectionEffortLimit: UInt64 + access(all) var collectionTransactionsLimit: Int + + access(all) init( + maximumIndividualEffort: UInt64, + minimumExecutionEffort: UInt64, + priorityEffortLimit: {Priority: UInt64}, + maxDataSizeMB: UFix64, + priorityFeeMultipliers: {Priority: UFix64}, + refundMultiplier: UFix64, + canceledTransactionsLimit: UInt, + collectionEffortLimit: UInt64, + collectionTransactionsLimit: Int, + txRemovalLimit: UInt + ) { + self.maximumIndividualEffort = maximumIndividualEffort + self.minimumExecutionEffort = minimumExecutionEffort + self.priorityEffortLimit = priorityEffortLimit + // Legacy fields kept for storage compatibility; not used by scheduling logic + self.slotTotalEffortLimit = priorityEffortLimit[Priority.High]! + priorityEffortLimit[Priority.Medium]! + priorityEffortLimit[Priority.Low]! + self.slotSharedEffortLimit = 0 + self.priorityEffortReserve = {Priority.High: priorityEffortLimit[Priority.High]!, Priority.Medium: priorityEffortLimit[Priority.Medium]!, Priority.Low: priorityEffortLimit[Priority.Low]!} + self.maxDataSizeMB = maxDataSizeMB + self.priorityFeeMultipliers = priorityFeeMultipliers + self.refundMultiplier = refundMultiplier + self.canceledTransactionsLimit = canceledTransactionsLimit + self.collectionEffortLimit = collectionEffortLimit + self.collectionTransactionsLimit = collectionTransactionsLimit + } + + access(all) view fun getTxRemovalLimit(): UInt { + return FlowTransactionScheduler.account.storage.copy(from: /storage/txRemovalLimit) + ?? 200 + } + } + + + /// SortedTimestamps maintains timestamps sorted in ascending order for efficient processing + /// It encapsulates all operations related to maintaining and querying sorted timestamps + access(all) struct SortedTimestamps { + /// Internal sorted array of timestamps + access(self) var timestamps: [UFix64] + + access(all) init() { + self.timestamps = [] + } + + /// bisect is a function that finds the index to insert a new timestamp in the sorted array. + /// taken from bisect_right in pthon https://stackoverflow.com/questions/2945017/javas-equivalent-to-bisect-in-python + /// @param new: The new timestamp to insert + /// @return: The index to insert the new timestamp at or nil if the timestamp is already in the array + access(all) fun bisect(new: UFix64): Int? { + var high = self.timestamps.length + var low = 0 + while low < high { + let mid = (low+high)/2 + let midTimestamp = self.timestamps[mid] + + if midTimestamp == new { + return nil + } else if midTimestamp > new { + high = mid + } else { + low = mid + 1 + } + } + return low + } + + /// Add a timestamp to the sorted array maintaining sorted order + access(all) fun add(timestamp: UFix64) { + // Only insert if the timestamp is not already in the array + if let insertIndex = self.bisect(new: timestamp) { + self.timestamps.insert(at: insertIndex, timestamp) + } + } + + /// Remove a timestamp from the sorted array + access(all) fun remove(timestamp: UFix64) { + // Only remove if the timestamp is in the array + if let index = self.timestamps.firstIndex(of: timestamp) { + self.timestamps.remove(at: index) + } + } + + /// Get all timestamps that are in the past (less than or equal to current timestamp) + access(all) fun getBefore(current: UFix64): [UFix64] { + let pastTimestamps: [UFix64] = [] + for timestamp in self.timestamps { + if timestamp <= current { + pastTimestamps.append(timestamp) + } else { + break // No need to check further since array is sorted + } + } + return pastTimestamps + } + + /// Check if there are any timestamps that need processing + /// Returns true if processing is needed, false for early exit + access(all) fun hasBefore(current: UFix64): Bool { + return self.timestamps.length > 0 && self.timestamps[0] <= current + } + + /// Get the whole array of timestamps + access(all) fun getAll(): [UFix64] { + return self.timestamps + } + } + + /// Resources + + /// Shared scheduler is a resource that is used as a singleton in the scheduler contract and contains + /// all the functionality to schedule, process and execute transactions as well as the internal state. + access(all) resource SharedScheduler { + /// nextID contains the next transaction ID to be assigned + /// This the ID is monotonically increasing and is used to identify each transaction + access(contract) var nextID: UInt64 + + /// transactions is a map of transaction IDs to TransactionData structs + access(contract) var transactions: {UInt64: TransactionData} + + /// slot queue is a map of timestamps to Priorities to transaction IDs and their execution efforts + access(contract) var slotQueue: {UFix64: {Priority: {UInt64: UInt64}}} + + /// slot used effort is a map of timestamps map of priorities and + /// efforts that has been used for the timeslot + access(contract) var slotUsedEffort: {UFix64: {Priority: UInt64}} + + /// sorted timestamps manager for efficient processing + access(contract) var sortedTimestamps: SortedTimestamps + + /// canceled transactions keeps a record of canceled transaction IDs up to a canceledTransactionsLimit + access(contract) var canceledTransactions: [UInt64] + + /// Struct that contains all the configuration details for the transaction scheduler protocol + /// Can be updated by the owner of the contract + access(contract) var config: {SchedulerConfig} + + access(all) init() { + self.nextID = 1 + self.canceledTransactions = [0 as UInt64] + + self.transactions = {} + self.slotUsedEffort = {} + self.slotQueue = {} + self.sortedTimestamps = SortedTimestamps() + + /* Default slot efforts - each priority has its own independent pool: + + Timestamp Slot (25kee total) + ┌─────────────────────────┐ + │ ┌─────────────────────┐ │ High: 15kee — fail if full + │ │ High Pool 15kee │ │ + │ └─────────────────────┘ │ + │ ┌─────────────────────┐ │ Medium: 7.5kee — shift to next slot if full + │ │ Medium Pool 7.5kee │ │ + │ └─────────────────────┘ │ + │ ┌─────────────────────┐ │ Low: 2.5kee — shift to next slot if full + │ │ Low Pool 2.5kee │ │ + │ └─────────────────────┘ │ + └─────────────────────────┘ + */ + + self.config = Config( + maximumIndividualEffort: 9999, + minimumExecutionEffort: 100, + priorityEffortLimit: { + Priority.High: 15_000, + Priority.Medium: 7_500, + Priority.Low: 2_500 + }, + maxDataSizeMB: 0.001, + priorityFeeMultipliers: { + Priority.High: 10.0, + Priority.Medium: 5.0, + Priority.Low: 2.0 + }, + refundMultiplier: 0.5, + canceledTransactionsLimit: 1000, + collectionEffortLimit: 500_000, // Maximum effort for all transactions in a collection + collectionTransactionsLimit: 150, // Maximum number of transactions in a collection + txRemovalLimit: 200 + ) + } + + /// Gets a copy of the struct containing all the configuration details + /// of the Scheduler resource + access(contract) view fun getConfig(): {SchedulerConfig} { + return self.config + } + + /// sets all the configuration details for the Scheduler resource + /// NOTE: This function is guarded by the UpdateConfig entitlement, which is an admin-only + /// capability. It is not callable by regular users. Any configuration changes (including + /// txRemovalLimit) require explicit authorization from the contract administrator. + access(UpdateConfig) fun setConfig(newConfig: {SchedulerConfig}, txRemovalLimit: UInt) { + self.config = newConfig + FlowTransactionScheduler.account.storage.load(from: /storage/txRemovalLimit) + FlowTransactionScheduler.account.storage.save(txRemovalLimit, to: /storage/txRemovalLimit) + emit ConfigUpdated() + } + + /// getTransaction returns a copy of the specified transaction + access(contract) view fun getTransaction(id: UInt64): TransactionData? { + return self.transactions[id] + } + + /// borrowTransaction borrows a reference to the specified transaction + access(contract) view fun borrowTransaction(id: UInt64): &TransactionData? { + return &self.transactions[id] + } + + /// getCanceledTransactions returns a copy of the canceled transactions array + access(contract) view fun getCanceledTransactions(): [UInt64] { + return self.canceledTransactions + } + + /// getTransactionsForTimeframe returns a dictionary of transactions scheduled within a specified time range, + /// organized by timestamp and priority with arrays of transaction IDs. + /// WARNING: If you provide a time range that is too large, the function will likely fail to complete + /// because the function will run out of gas. Keep the time range small. + /// + /// @param startTimestamp: The start timestamp (inclusive) for the time range + /// @param endTimestamp: The end timestamp (inclusive) for the time range + /// @return {UFix64: {Priority: [UInt64]}}: A dictionary mapping timestamps to priorities to arrays of transaction IDs + access(contract) fun getTransactionsForTimeframe(startTimestamp: UFix64, endTimestamp: UFix64): {UFix64: {UInt8: [UInt64]}} { + var transactionsInTimeframe: {UFix64: {UInt8: [UInt64]}} = {} + + // Validate input parameters + if startTimestamp > endTimestamp { + return transactionsInTimeframe + } + + // Get all timestamps that fall within the specified range + let allTimestampsBeforeEnd = self.sortedTimestamps.getBefore(current: endTimestamp) + + for timestamp in allTimestampsBeforeEnd { + // Check if this timestamp falls within our range + if timestamp < startTimestamp { continue } + + let transactionPriorities = self.slotQueue[timestamp] ?? {} + + var timestampTransactions: {UInt8: [UInt64]} = {} + + for priority in transactionPriorities.keys { + let transactionIDs = transactionPriorities[priority] ?? {} + var priorityTransactions: [UInt64] = [] + + for id in transactionIDs.keys { + priorityTransactions.append(id) + } + + if priorityTransactions.length > 0 { + timestampTransactions[priority.rawValue] = priorityTransactions + } + } + + if timestampTransactions.keys.length > 0 { + transactionsInTimeframe[timestamp] = timestampTransactions + } + + } + + return transactionsInTimeframe + } + + /// calculate fee by converting execution effort to a fee in Flow tokens. + /// @param executionEffort: The execution effort of the transaction + /// @param priority: The priority of the transaction + /// @param dataSizeMB: The size of the data that was passed when the transaction was originally scheduled + /// @return UFix64: The fee in Flow tokens that is required to pay for the transaction + access(contract) fun calculateFee(executionEffort: UInt64, priority: Priority, dataSizeMB: UFix64): UFix64 { + // Use the official FlowFees calculation + let baseFee = FlowFees.computeFees(inclusionEffort: 1.0, executionEffort: UFix64(executionEffort)/100000000.0) + + // Scale the execution fee by the multiplier for the priority + let scaledExecutionFee = baseFee * self.config.priorityFeeMultipliers[priority]! + + // Calculate the FLOW required to pay for storage of the transaction data + let storageFee = FlowStorageFees.storageCapacityToFlow(dataSizeMB) + + // Add inclusion Flow fee for scheduled transactions + let inclusionFee = 0.00001 + + return scaledExecutionFee + storageFee + inclusionFee + } + + /// getNextIDAndIncrement returns the next ID and increments the ID counter + access(self) fun getNextIDAndIncrement(): UInt64 { + let nextID = self.nextID + self.nextID = self.nextID + 1 + return nextID + } + + /// get status of the scheduled transaction + /// @param id: The ID of the transaction to get the status of + /// @return Status: The status of the transaction, if the transaction is not found Unknown is returned. + access(contract) view fun getStatus(id: UInt64): Status? { + // if the transaction ID is greater than the next ID, it is not scheduled yet and has never existed + if id == 0 as UInt64 || id >= self.nextID { + return nil + } + + // This should always return Scheduled or Executed + if let tx = self.borrowTransaction(id: id) { + return tx.status + } + + // if the transaction was canceled and it is still not pruned from + // list return canceled status + if self.canceledTransactions.contains(id) { + return Status.Canceled + } + + // If we reach this point, the transaction is not in the active transactions map + // and not in canceledTransactions. Since Scheduled transactions always remain in + // the transactions map until execution, a transaction can only reach this code path + // after it has been executed and aged out. The inference below uses the sorted + // canceledTransactions array as a lower-bound anchor: if the requested ID is greater + // than the oldest known canceled ID, it must have been executed (not canceled), + // because any cancellation would have added it to the canceledTransactions array. + // NOTE: Scheduled (future) transactions cannot be incorrectly reported as Executed + // here — they are still in the transactions map and are returned as Scheduled above. + let firstCanceledID = self.canceledTransactions[0] + if id > firstCanceledID { + return Status.Executed + } + + // the transaction list was pruned and the transaction status might be + // either canceled or execute so we return unknown + return Status.Unknown + } + + /// schedule is the primary entry point for scheduling a new transaction within the scheduler contract. + /// If scheduling the transaction is not possible either due to invalid arguments or due to + /// unavailable slots, the function panics. + // + /// The schedule function accepts the following arguments: + /// @param: transaction: A capability to a resource in storage that implements the transaction handler + /// interface. This handler will be invoked at execution time and will receive the specified data payload. + /// @param: timestamp: Specifies the earliest block timestamp at which the transaction is eligible for execution + /// (Unix timestamp so fractional seconds values are ignored). It must be set in the future. + /// @param: priority: An enum value (`High`, `Medium`, or `Low`) that influences the scheduling behavior and determines + /// how soon after the timestamp the transaction will be executed. + /// @param: executionEffort: Defines the maximum computational resources allocated to the transaction. This also determines + /// the fee charged. Unused execution effort is not refunded. + /// @param: fees: A Vault resource containing sufficient funds to cover the required execution effort. + access(contract) fun schedule( + handlerCap: Capability, + data: AnyStruct?, + timestamp: UFix64, + priority: Priority, + executionEffort: UInt64, + fees: @FlowToken.Vault + ): @ScheduledTransaction { + + // Use the estimate function to validate inputs + let estimate = self.estimate( + data: data, + timestamp: timestamp, + priority: priority, + executionEffort: executionEffort + ) + + if estimate.error != nil { + panic(estimate.error!) + } + + assert ( + fees.balance >= estimate.flowFee!, + message: "Insufficient fees: The Fee balance of \(fees.balance) is not sufficient to pay the required amount of \(estimate.flowFee!) for execution of the transaction." + ) + + let transactionID = self.getNextIDAndIncrement() + let transactionData = TransactionData( + id: transactionID, + handler: handlerCap, + scheduledTimestamp: estimate.timestamp!, + data: data, + priority: priority, + executionEffort: executionEffort, + fees: fees.balance, + ) + + // Deposit the fees to the service account's vault + FlowTransactionScheduler.depositFees(from: <-fees) + + let handlerRef = handlerCap.borrow() + ?? panic("Invalid transaction handler: Could not borrow a reference to the transaction handler") + + let handlerPublicPath = handlerRef.resolveView(Type()) as? PublicPath + + emit Scheduled( + id: transactionData.id, + priority: transactionData.priority.rawValue, + timestamp: transactionData.scheduledTimestamp, + executionEffort: transactionData.executionEffort, + fees: transactionData.fees, + transactionHandlerOwner: transactionData.handler.address, + transactionHandlerTypeIdentifier: transactionData.handlerTypeIdentifier, + transactionHandlerUUID: handlerRef.uuid, + transactionHandlerPublicPath: handlerPublicPath + ) + + // Add the transaction to the slot queue and update the internal state + self.addTransaction(slot: estimate.timestamp!, txData: transactionData) + + return <-create ScheduledTransaction( + id: transactionID, + timestamp: estimate.timestamp!, + handlerTypeIdentifier: transactionData.handlerTypeIdentifier + ) + } + + /// The estimate function calculates the required fee in Flow and expected execution timestamp for + /// a transaction based on the requested timestamp, priority, and execution effort. + /// + /// If the provided arguments are invalid or the transaction cannot be scheduled (e.g., due to + /// insufficient computation effort or unavailable time slots) the estimate function + /// returns an EstimatedScheduledTransaction struct with a non-nil error message. + /// + /// This helps developers ensure sufficient funding and preview the expected scheduling window, + /// reducing the risk of unnecessary cancellations. + /// + /// V2: Each priority has its own independent pool. Low priority transactions receive a valid + /// timestamp estimate just like High and Medium priority transactions. + /// + /// @param data: The data that was passed when the transaction was originally scheduled + /// @param timestamp: The requested timestamp for the transaction + /// @param priority: The priority of the transaction + /// @param executionEffort: The execution effort of the transaction + /// @return EstimatedScheduledTransaction: A struct containing the estimated fee, timestamp, and error message + access(contract) fun estimate( + data: AnyStruct?, + timestamp: UFix64, + priority: Priority, + executionEffort: UInt64 + ): EstimatedScheduledTransaction { + // Remove fractional values from the timestamp + let sanitizedTimestamp = UFix64(UInt64(timestamp)) + + if sanitizedTimestamp <= getCurrentBlock().timestamp { + return EstimatedScheduledTransaction( + flowFee: nil, + timestamp: nil, + error: "Invalid timestamp: \(sanitizedTimestamp) is in the past, current timestamp: \(getCurrentBlock().timestamp)" + ) + } + + if executionEffort > self.config.maximumIndividualEffort { + return EstimatedScheduledTransaction( + flowFee: nil, + timestamp: nil, + error: "Invalid execution effort: \(executionEffort) is greater than the maximum transaction effort of \(self.config.maximumIndividualEffort)" + ) + } + + if executionEffort > self.config.priorityEffortLimit[priority]! { + return EstimatedScheduledTransaction( + flowFee: nil, + timestamp: nil, + error: "Invalid execution effort: \(executionEffort) is greater than the priority's max effort of \(self.config.priorityEffortLimit[priority]!)" + ) + } + + if executionEffort < self.config.minimumExecutionEffort { + return EstimatedScheduledTransaction( + flowFee: nil, + timestamp: nil, + error: "Invalid execution effort: \(executionEffort) is less than the minimum execution effort of \(self.config.minimumExecutionEffort)" + ) + } + + let dataSizeMB = FlowTransactionScheduler.getSizeOfData(data) + if dataSizeMB > self.config.maxDataSizeMB { + return EstimatedScheduledTransaction( + flowFee: nil, + timestamp: nil, + error: "Invalid data size: \(dataSizeMB) is greater than the maximum data size of \(self.config.maxDataSizeMB)MB" + ) + } + + let fee = self.calculateFee(executionEffort: executionEffort, priority: priority, dataSizeMB: dataSizeMB) + + let scheduledTimestamp = self.calculateScheduledTimestamp( + timestamp: sanitizedTimestamp, + priority: priority, + executionEffort: executionEffort + ) + + if scheduledTimestamp == nil { + return EstimatedScheduledTransaction( + flowFee: nil, + timestamp: nil, + error: "Invalid execution effort: \(executionEffort) is greater than the priority's available effort for the requested timestamp." + ) + } + + return EstimatedScheduledTransaction(flowFee: fee, timestamp: scheduledTimestamp, error: nil) + } + + /// calculateScheduledTimestamp calculates the timestamp at which a transaction + /// can be scheduled. It takes into account the priority of the transaction and + /// the execution effort. + /// - If the transaction is high priority, it returns the timestamp if there is enough + /// space or nil if there is no space left. + /// - If the transaction is medium or low priority and there is space left in the requested timestamp, + /// it returns the requested timestamp. If there is not enough space, it finds the next timestamp with space. + /// + /// @param timestamp: The requested timestamp for the transaction + /// @param priority: The priority of the transaction + /// @param executionEffort: The execution effort of the transaction + /// @return UFix64?: The timestamp at which the transaction can be scheduled, or nil if there is no space left for a high priority transaction + access(contract) view fun calculateScheduledTimestamp( + timestamp: UFix64, + priority: Priority, + executionEffort: UInt64 + ): UFix64? { + + var timestampToSearch = timestamp + + // If no available timestamps are found, this will eventually reach the gas limit and fail + // This is extremely unlikely + while true { + + let used = self.slotUsedEffort[timestampToSearch] + // if nothing is scheduled at this timestamp, we can schedule at provided timestamp + if used == nil { + return timestampToSearch + } + + let available = self.getSlotAvailableEffort(sanitizedTimestamp: timestampToSearch, priority: priority) + // if theres enough space, we can tentatively schedule at provided timestamp + if executionEffort <= available { + return timestampToSearch + } + + if priority == Priority.High { + // high priority demands scheduling at exact timestamp or failing + return nil + } + + timestampToSearch = timestampToSearch + 1.0 + } + + // should never happen + return nil + } + + /// slot available effort returns the amount of effort that is available for a given timestamp and priority. + /// Each priority has its own independent pool with no shared capacity between priorities. + /// @param sanitizedTimestamp: The timestamp to get the available effort for. It should already have been sanitized + /// in the calling function + /// @param priority: The priority to get the available effort for + /// @return UInt64: The amount of effort that is available for the given timestamp and priority + access(contract) view fun getSlotAvailableEffort(sanitizedTimestamp: UFix64, priority: Priority): UInt64 { + let limit = self.config.priorityEffortLimit[priority]! + + if !self.slotUsedEffort.containsKey(sanitizedTimestamp) { + return limit + } + + let slotPriorityEffortsUsed = &self.slotUsedEffort[sanitizedTimestamp]! as &{Priority: UInt64} + let used = slotPriorityEffortsUsed[priority] ?? 0 + return limit.saturatingSubtract(used) + } + + /// add transaction to the queue and updates all the internal state + access(self) fun addTransaction(slot: UFix64, txData: TransactionData) { + + // If nothing is in the queue for this slot, initialize the slot + if self.slotQueue[slot] == nil { + self.slotQueue[slot] = {} + + // This also means that the used effort record for this slot has not been initialized + self.slotUsedEffort[slot] = { + Priority.High: 0, + Priority.Medium: 0, + Priority.Low: 0 + } + + self.sortedTimestamps.add(timestamp: slot) + } + + // Add this transaction id to the slot + let transactionsForSlot = self.slotQueue[slot]! + if let priorityQueue = transactionsForSlot[txData.priority] { + priorityQueue[txData.id] = txData.executionEffort + transactionsForSlot[txData.priority] = priorityQueue + } else { + transactionsForSlot[txData.priority] = { + txData.id: txData.executionEffort + } + } + self.slotQueue[slot] = transactionsForSlot + + // Add the execution effort for this transaction to the per-priority total for the slot. + // NOTE: This addition cannot overflow in practice. executionEffort is validated against + // maximumIndividualEffort and priorityEffortLimit before reaching this point (in estimate()), + // and the cumulative slot total is bounded by priorityEffortLimit[priority] which is + // checked on every schedule() call. UInt64 max (~1.8e19) far exceeds any reachable sum. + let slotEfforts = &self.slotUsedEffort[slot]! as auth(Mutate) &{Priority: UInt64} + slotEfforts[txData.priority] = slotEfforts[txData.priority]! + txData.executionEffort + + // Store the transaction in the transactions map + self.transactions[txData.id] = txData + } + + /// remove the transaction from the slot queue. + access(self) fun removeTransaction(txData: &TransactionData): TransactionData { + + let transactionID = txData.id + let slot = txData.scheduledTimestamp + let transactionPriority = txData.priority + + // remove transaction object + let transactionObject = self.transactions.remove(key: transactionID)! + + // garbage collect slots + let transactionQueue = self.slotQueue[slot]! + + if let priorityQueue = transactionQueue[transactionPriority] { + priorityQueue[transactionID] = nil + if priorityQueue.keys.length == 0 { + transactionQueue.remove(key: transactionPriority) + } else { + transactionQueue[transactionPriority] = priorityQueue + } + } + self.slotQueue[slot] = transactionQueue + + // if the slot is now empty remove it from the maps + if transactionQueue.keys.length == 0 { + self.slotQueue.remove(key: slot) + self.slotUsedEffort.remove(key: slot) + + self.sortedTimestamps.remove(timestamp: slot) + } + + return transactionObject + } + + /// pendingQueue creates a list of transactions that are ready for execution. + /// For transaction to be ready for execution it must be scheduled. + /// + /// The queue is sorted by timestamp and then by priority (high, medium, low). + /// The queue will contain transactions from all timestamps that are in the past. + /// Low priority transactions will only be added if there is effort available in the slot. + /// The return value can be empty if there are no transactions ready for execution. + access(Process) fun pendingQueue(): [&TransactionData] { + let currentTimestamp = getCurrentBlock().timestamp + var pendingTransactions: [&TransactionData] = [] + + // total effort across different timestamps guards collection being over the effort limit + var collectionAvailableEffort = self.config.collectionEffortLimit + var transactionsAvailableCount = self.config.collectionTransactionsLimit + + // Collect past timestamps efficiently from sorted array + let pastTimestamps = self.sortedTimestamps.getBefore(current: currentTimestamp) + + for timestamp in pastTimestamps { + let transactionPriorities = self.slotQueue[timestamp] ?? {} + var high: [&TransactionData] = [] + var medium: [&TransactionData] = [] + var low: [&TransactionData] = [] + + for priority in transactionPriorities.keys { + let transactionIDs = transactionPriorities[priority] ?? {} + for id in transactionIDs.keys { + let tx = self.borrowTransaction(id: id) + if tx == nil { + emit CriticalIssue(message: "Invalid ID: \(id) transaction not found while preparing pending queue") + continue + } + + // Only add scheduled transactions to the queue + if tx!.status != Status.Scheduled { + continue + } + + // this is safeguard to prevent collection growing too large in case of block production slowdown + if tx!.executionEffort >= collectionAvailableEffort || transactionsAvailableCount == 0 { + emit CollectionLimitReached( + collectionEffortLimit: transactionsAvailableCount == 0 ? nil : self.config.collectionEffortLimit, + collectionTransactionsLimit: transactionsAvailableCount == 0 ? self.config.collectionTransactionsLimit : nil + ) + break + } + + collectionAvailableEffort = collectionAvailableEffort.saturatingSubtract(tx!.executionEffort) + transactionsAvailableCount = transactionsAvailableCount - 1 + + switch tx!.priority { + case Priority.High: + high.append(tx!) + case Priority.Medium: + medium.append(tx!) + case Priority.Low: + low.append(tx!) + } + } + } + + pendingTransactions = pendingTransactions + .concat(high) + .concat(medium) + .concat(low) + } + + return pendingTransactions + } + + /// removeExecutedTransactions removes all transactions that are marked as executed. + access(self) fun removeExecutedTransactions(_ currentTimestamp: UFix64) { + let pastTimestamps = self.sortedTimestamps.getBefore(current: currentTimestamp) + var numRemoved = 0 + let removalLimit = self.config.getTxRemovalLimit() + + for timestamp in pastTimestamps { + let transactionPriorities = self.slotQueue[timestamp] ?? {} + + for priority in transactionPriorities.keys { + let transactionIDs = transactionPriorities[priority] ?? {} + for id in transactionIDs.keys { + + numRemoved = numRemoved + 1 + + if UInt(numRemoved) >= removalLimit { + emit RemovalLimitReached() + return + } + + let tx = self.borrowTransaction(id: id) + if tx == nil { + emit CriticalIssue(message: "Invalid ID: \(id) transaction not found while removing executed transactions") + continue + } + + // Only remove executed transactions + if tx!.status != Status.Executed { + continue + } + + // charge the full fee for transaction execution + destroy tx!.payAndRefundFees(refundMultiplier: 0.0) + + self.removeTransaction(txData: tx!) + } + } + } + } + + /// process scheduled transactions and prepare them for execution. + /// + /// First, it removes transactions that have already been executed. + /// Then, it iterates over past timestamps in the queue and processes the transactions that are + /// eligible for execution. It also emits an event for each transaction that is processed. + /// + /// This function is only called by the FVM to process transactions. + access(Process) fun process() { + let currentTimestamp = getCurrentBlock().timestamp + // Early exit if no timestamps need processing + if !self.sortedTimestamps.hasBefore(current: currentTimestamp) { + return + } + + self.removeExecutedTransactions(currentTimestamp) + + let pendingTransactions = self.pendingQueue() + + for tx in pendingTransactions { + + emit PendingExecution( + id: tx.id, + priority: tx.priority.rawValue, + executionEffort: tx.executionEffort, + fees: tx.fees, + transactionHandlerOwner: tx.handler.address, + // Cannot use the real type identifier here because if + // the handler contract is broken, it could cause the process function to fail + transactionHandlerTypeIdentifier: "" + ) + + // after pending execution event is emitted we set the transaction as executed because we + // must rely on execution node to actually execute it. Execution of the transaction is + // done in a separate transaction that calls executeTransaction(id) function. + // Executing the transaction can not update the status of transaction or any other shared state, + // since that blocks concurrent transaction execution. + // Therefore an optimistic update to executed is made here to avoid race condition. + tx.setStatus(newStatus: Status.Executed) + } + } + + /// cancel a scheduled transaction and return a portion of the fees that were paid. + /// + /// @param id: The ID of the transaction to cancel + /// @return: The fees to be returned to the caller + access(Cancel) fun cancel(id: UInt64): @FlowToken.Vault { + let tx = self.borrowTransaction(id: id) ?? + panic("Invalid ID: \(id) transaction not found") + + assert( + tx.status == Status.Scheduled, + message: "Transaction must be in a scheduled state in order to be canceled" + ) + + // Subtract the execution effort for this transaction from the slot's priority + let slotEfforts = self.slotUsedEffort[tx.scheduledTimestamp]! + slotEfforts[tx.priority] = slotEfforts[tx.priority]!.saturatingSubtract(tx.executionEffort) + self.slotUsedEffort[tx.scheduledTimestamp] = slotEfforts + + let totalFees = tx.fees + let refundedFees <- tx.payAndRefundFees(refundMultiplier: self.config.refundMultiplier) + + // if the transaction was canceled, add it to the canceled transactions array + // maintain sorted order by inserting at the correct position + var high = self.canceledTransactions.length + var low = 0 + while low < high { + let mid = (low+high)/2 + let midCanceledID = self.canceledTransactions[mid] + + if midCanceledID == id { + emit CriticalIssue(message: "Invalid ID: \(id) transaction already in canceled transactions array") + break + } else if midCanceledID > id { + high = mid + } else { + low = mid + 1 + } + } + self.canceledTransactions.insert(at: low, id) + + // keep the array under the limit + if UInt(self.canceledTransactions.length) > self.config.canceledTransactionsLimit { + self.canceledTransactions.remove(at: 0) + } + + emit Canceled( + id: tx.id, + priority: tx.priority.rawValue, + feesReturned: refundedFees.balance, + feesDeducted: totalFees - refundedFees.balance, + transactionHandlerOwner: tx.handler.address, + transactionHandlerTypeIdentifier: tx.handlerTypeIdentifier + ) + + self.removeTransaction(txData: tx) + + return <-refundedFees + } + + /// execute transaction is a system function that is called by FVM to execute a transaction by ID. + /// The transaction must be found and in correct state or the function panics and this is a fatal error + /// + /// This function is only called by the FVM to execute transactions. + /// WARNING: this function should not change any shared state, it will be run concurrently and it must not be blocking. + access(Execute) fun executeTransaction(id: UInt64) { + let tx = self.borrowTransaction(id: id) ?? + panic("Invalid ID: Transaction with id \(id) not found") + + assert ( + tx.status == Status.Executed, + message: "Invalid ID: Cannot execute transaction with id \(id) because it has incorrect status \(tx.status.rawValue)" + ) + + let transactionHandler = tx.handler.borrow() + ?? panic("Invalid transaction handler: Could not borrow a reference to the transaction handler") + + let handlerPublicPath = transactionHandler.resolveView(Type()) as? PublicPath + + emit Executed( + id: tx.id, + priority: tx.priority.rawValue, + executionEffort: tx.executionEffort, + transactionHandlerOwner: tx.handler.address, + transactionHandlerTypeIdentifier: transactionHandler.getType().identifier, + transactionHandlerUUID: transactionHandler.uuid, + transactionHandlerPublicPath: handlerPublicPath + + ) + + transactionHandler.executeTransaction(id: id, data: tx.getData()) + } + + /// Clears all queued/scheduled transactions, resetting the scheduler to an empty state. + access(Cancel) fun reset() { + self.transactions = {} + self.slotQueue = {} + self.slotUsedEffort = {} + self.sortedTimestamps = SortedTimestamps() + self.canceledTransactions = [0 as UInt64] + } + } + + /// Deposit fees to this contract's account's vault + access(contract) fun depositFees(from: @FlowToken.Vault) { + let vaultRef = self.account.storage.borrow<&FlowToken.Vault>(from: /storage/flowTokenVault) + ?? panic("Unable to borrow reference to the default token vault") + vaultRef.deposit(from: <-from) + } + + /// Withdraw fees from this contract's account's vault + access(contract) fun withdrawFees(amount: UFix64): @FlowToken.Vault { + let vaultRef = self.account.storage.borrow(from: /storage/flowTokenVault) + ?? panic("Unable to borrow reference to the default token vault") + + return <-vaultRef.withdraw(amount: amount) as! @FlowToken.Vault + } + + access(all) fun schedule( + handlerCap: Capability, + data: AnyStruct?, + timestamp: UFix64, + priority: Priority, + executionEffort: UInt64, + fees: @FlowToken.Vault + ): @ScheduledTransaction { + return <-self.sharedScheduler.borrow()!.schedule( + handlerCap: handlerCap, + data: data, + timestamp: timestamp, + priority: priority, + executionEffort: executionEffort, + fees: <-fees + ) + } + + access(all) fun estimate( + data: AnyStruct?, + timestamp: UFix64, + priority: Priority, + executionEffort: UInt64 + ): EstimatedScheduledTransaction { + return self.sharedScheduler.borrow()! + .estimate( + data: data, + timestamp: timestamp, + priority: priority, + executionEffort: executionEffort, + ) + } + + /// Allows users to calculate the fee for a scheduled transaction without having to call the expensive estimate function + /// @param executionEffort: The execution effort of the transaction + /// @param priority: The priority of the transaction + /// @param dataSizeMB: The size of the data to be stored with the scheduled transaction + /// The user must calculate this data size themselves before calling this function + /// But should be done in a separate script or transaction to avoid the expensive getSizeOfData function + /// @return UFix64: The fee in Flow tokens that is required to pay for the transaction + access(all) fun calculateFee(executionEffort: UInt64, priority: Priority, dataSizeMB: UFix64): UFix64 { + return self.sharedScheduler.borrow()!.calculateFee(executionEffort: executionEffort, priority: priority, dataSizeMB: dataSizeMB) + } + + access(all) fun cancel(scheduledTx: @ScheduledTransaction): @FlowToken.Vault { + let id = scheduledTx.id + destroy scheduledTx + return <-self.sharedScheduler.borrow()!.cancel(id: id) + } + + /// getTransactionData returns the transaction data for a given ID + /// This function can only get the data for a transaction that is currently scheduled or pending execution + /// because finalized transaction metadata is not stored in the contract + /// @param id: The ID of the transaction to get the data for + /// @return: The transaction data for the given ID + access(all) view fun getTransactionData(id: UInt64): TransactionData? { + return self.sharedScheduler.borrow()!.getTransaction(id: id) + } + + /// borrowHandlerForID returns an un-entitled reference to the transaction handler for a given ID + /// The handler reference can be used to resolve views to get info about the handler and see where it is stored + /// @param id: The ID of the transaction to get the handler for + /// @return: An un-entitled reference to the transaction handler for the given ID + access(all) view fun borrowHandlerForID(_ id: UInt64): &{TransactionHandler}? { + return self.getTransactionData(id: id)?.borrowHandler() + } + + /// getCanceledTransactions returns the IDs of the transactions that have been canceled + /// @return: The IDs of the transactions that have been canceled + access(all) view fun getCanceledTransactions(): [UInt64] { + return self.sharedScheduler.borrow()!.getCanceledTransactions() + } + + + access(all) view fun getStatus(id: UInt64): Status? { + return self.sharedScheduler.borrow()!.getStatus(id: id) + } + + /// getTransactionsForTimeframe returns the IDs of the transactions that are scheduled for a given timeframe + /// @param startTimestamp: The start timestamp to get the IDs for + /// @param endTimestamp: The end timestamp to get the IDs for + /// @return: The IDs of the transactions that are scheduled for the given timeframe + access(all) fun getTransactionsForTimeframe(startTimestamp: UFix64, endTimestamp: UFix64): {UFix64: {UInt8: [UInt64]}} { + return self.sharedScheduler.borrow()!.getTransactionsForTimeframe(startTimestamp: startTimestamp, endTimestamp: endTimestamp) + } + + access(all) view fun getSlotAvailableEffort(timestamp: UFix64, priority: Priority): UInt64 { + // Remove fractional values from the timestamp + let sanitizedTimestamp = UFix64(UInt64(timestamp)) + return self.sharedScheduler.borrow()!.getSlotAvailableEffort(sanitizedTimestamp: sanitizedTimestamp, priority: priority) + } + + access(all) fun getConfig(): {SchedulerConfig} { + return self.sharedScheduler.borrow()!.getConfig() + } + + /// getSizeOfData takes a transaction's data + /// argument and stores it in the contract account's storage, + /// checking storage used before and after to see how large the data is in MB + /// If data is nil, the function returns 0.0 + access(all) fun getSizeOfData(_ data: AnyStruct?): UFix64 { + if data == nil { + return 0.0 + } else { + let type = data!.getType() + if type.isSubtype(of: Type()) + || type.isSubtype(of: Type()) + || type.isSubtype(of: Type
()) + || type.isSubtype(of: Type()) + || type.isSubtype(of: Type()) + { + return 0.0 + } + } + let storagePath = /storage/dataTemp + let storageUsedBefore = self.account.storage.used + self.account.storage.save(data!, to: storagePath) + let storageUsedAfter = self.account.storage.used + self.account.storage.load(from: storagePath) + + return FlowStorageFees.convertUInt64StorageBytesToUFix64Megabytes(storageUsedAfter.saturatingSubtract(storageUsedBefore)) + } + + access(all) init() { + self.storagePath = /storage/sharedScheduler + let scheduler <- create SharedScheduler() + let oldScheduler <- self.account.storage.load<@AnyResource>(from: self.storagePath) + destroy oldScheduler + self.account.storage.save(<-scheduler, to: self.storagePath) + + self.sharedScheduler = self.account.capabilities.storage + .issue(self.storagePath) + } +} \ No newline at end of file diff --git a/cadence/scripts/flow-yield-vaults/get_auto_balancer_baseline_by_id.cdc b/cadence/scripts/flow-yield-vaults/get_auto_balancer_baseline_by_id.cdc new file mode 100644 index 00000000..98453f41 --- /dev/null +++ b/cadence/scripts/flow-yield-vaults/get_auto_balancer_baseline_by_id.cdc @@ -0,0 +1,8 @@ +import "FlowYieldVaultsAutoBalancers" + +/// Returns the baseline (valueOfDeposits) of the AutoBalancer related to the provided YieldVault ID or `nil` if none exists +/// +access(all) +fun main(id: UInt64): UFix64? { + return FlowYieldVaultsAutoBalancers.borrowAutoBalancer(id: id)?.valueOfDeposits() +} diff --git a/cadence/scripts/flow-yield-vaults/get_auto_balancer_metrics_by_id.cdc b/cadence/scripts/flow-yield-vaults/get_auto_balancer_metrics_by_id.cdc new file mode 100644 index 00000000..59080343 --- /dev/null +++ b/cadence/scripts/flow-yield-vaults/get_auto_balancer_metrics_by_id.cdc @@ -0,0 +1,16 @@ +import "FlowYieldVaultsAutoBalancers" + +/// Returns both currentValue and valueOfDeposits for the AutoBalancer in a single script call. +/// This reduces script call overhead when both values are needed. +/// +/// Returns: [currentValue, valueOfDeposits] or nil if AutoBalancer doesn't exist +/// +access(all) +fun main(id: UInt64): [UFix64]? { + if let autoBalancer = FlowYieldVaultsAutoBalancers.borrowAutoBalancer(id: id) { + let currentValue = autoBalancer.currentValue() ?? 0.0 + let valueOfDeposits = autoBalancer.valueOfDeposits() + return [currentValue, valueOfDeposits] + } + return nil +} diff --git a/cadence/scripts/flow-yield-vaults/get_auto_balancer_value_of_deposits_by_id.cdc b/cadence/scripts/flow-yield-vaults/get_auto_balancer_value_of_deposits_by_id.cdc new file mode 100644 index 00000000..68b51f10 --- /dev/null +++ b/cadence/scripts/flow-yield-vaults/get_auto_balancer_value_of_deposits_by_id.cdc @@ -0,0 +1,9 @@ +import "FlowYieldVaultsAutoBalancers" + +/// Returns the value of deposits tracked by the AutoBalancer related to the provided YieldVault ID or `nil` if none exists +/// This is the historical cumulative value used to compute the rebalance ratio: currentValue / valueOfDeposits +/// +access(all) +fun main(id: UInt64): UFix64? { + return FlowYieldVaultsAutoBalancers.borrowAutoBalancer(id: id)?.valueOfDeposits() ?? nil +} diff --git a/cadence/tests/btc_daily_2025_helpers.cdc b/cadence/tests/btc_daily_2025_helpers.cdc new file mode 100644 index 00000000..78f49337 --- /dev/null +++ b/cadence/tests/btc_daily_2025_helpers.cdc @@ -0,0 +1,843 @@ +import Test + +// AUTO-GENERATED from btc_daily_2025.json — do not edit manually +// Run: python3 generate_fixture.py generate + +access(all) struct SimAgent { + access(all) let count: Int + access(all) let initialHF: UFix64 + access(all) let rebalancingHF: UFix64 + access(all) let targetHF: UFix64 + access(all) let debtPerAgent: UFix64 + access(all) let totalSystemDebt: UFix64 + + init( + count: Int, + initialHF: UFix64, + rebalancingHF: UFix64, + targetHF: UFix64, + debtPerAgent: UFix64, + totalSystemDebt: UFix64 + ) { + self.count = count + self.initialHF = initialHF + self.rebalancingHF = rebalancingHF + self.targetHF = targetHF + self.debtPerAgent = debtPerAgent + self.totalSystemDebt = totalSystemDebt + } +} + +access(all) struct SimPool { + access(all) let size: UFix64 + access(all) let concentration: UFix64 + access(all) let feeTier: UFix64 + + init(size: UFix64, concentration: UFix64, feeTier: UFix64) { + self.size = size + self.concentration = concentration + self.feeTier = feeTier + } +} + +access(all) struct SimConstants { + access(all) let btcCollateralFactor: UFix64 + access(all) let btcLiquidationThreshold: UFix64 + access(all) let yieldAPR: UFix64 + access(all) let directMintYT: Bool + + init( + btcCollateralFactor: UFix64, + btcLiquidationThreshold: UFix64, + yieldAPR: UFix64, + directMintYT: Bool + ) { + self.btcCollateralFactor = btcCollateralFactor + self.btcLiquidationThreshold = btcLiquidationThreshold + self.yieldAPR = yieldAPR + self.directMintYT = directMintYT + } +} + +access(all) let btc_daily_2025_prices: [UFix64] = [ + 94419.76000000, + 96886.88000000, + 98107.43000000, + 98236.23000000, + 98314.96000000, + 102078.09000000, + 96922.71000000, + 95043.52000000, + 92484.04000000, + 94701.46000000, + 94566.59000000, + 94488.44000000, + 94516.53000000, + 96534.04000000, + 100504.49000000, + 99756.91000000, + 104462.04000000, + 104408.07000000, + 101089.61000000, + 102016.66000000, + 106146.26000000, + 103653.07000000, + 103960.17000000, + 104819.48000000, + 104714.65000000, + 102682.50000000, + 102087.69000000, + 101332.48000000, + 103703.21000000, + 104735.30000000, + 102405.03000000, + 100655.91000000, + 97688.98000000, + 101405.42000000, + 97871.82000000, + 96615.44000000, + 96593.30000000, + 96529.08000000, + 96482.45000000, + 96500.09000000, + 97437.56000000, + 95747.43000000, + 97885.86000000, + 96623.87000000, + 97508.97000000, + 97580.35000000, + 96175.03000000, + 95773.38000000, + 95539.54000000, + 96635.61000000, + 98333.94000000, + 96125.54000000, + 96577.76000000, + 96273.92000000, + 91418.17000000, + 88736.17000000, + 84347.02000000, + 84704.22000000, + 84373.01000000, + 86031.91000000, + 94248.35000000, + 86065.67000000, + 87222.19000000, + 90623.56000000, + 89961.73000000, + 86742.68000000, + 86154.59000000, + 80601.04000000, + 78532.00000000, + 82862.21000000, + 83722.36000000, + 81066.70000000, + 83969.10000000, + 84343.11000000, + 82579.69000000, + 84075.69000000, + 82718.50000000, + 86854.23000000, + 84167.19000000, + 84043.25000000, + 83832.49000000, + 86054.37000000, + 87498.91000000, + 87471.70000000, + 86900.89000000, + 87177.10000000, + 84353.15000000, + 82597.58000000, + 82334.52000000, + 82548.91000000, + 85169.17000000, + 82485.71000000, + 83102.83000000, + 83843.80000000, + 83504.80000000, + 78214.48000000, + 79235.33000000, + 76271.95000000, + 82573.95000000, + 79626.14000000, + 83404.84000000, + 85287.11000000, + 83684.98000000, + 84542.39000000, + 83668.99000000, + 84033.87000000, + 84895.75000000, + 84450.81000000, + 85063.41000000, + 85174.30000000, + 87518.91000000, + 93441.89000000, + 93699.11000000, + 93943.79000000, + 94720.50000000, + 94646.93000000, + 93754.85000000, + 94978.75000000, + 94284.79000000, + 94207.31000000, + 96492.34000000, + 96910.07000000, + 95891.80000000, + 94315.97000000, + 94748.05000000, + 96802.48000000, + 97032.32000000, + 103241.46000000, + 102970.85000000, + 104696.33000000, + 104106.36000000, + 102812.95000000, + 104169.81000000, + 103539.42000000, + 103744.64000000, + 103489.29000000, + 103191.09000000, + 106446.01000000, + 105606.18000000, + 106791.09000000, + 109678.08000000, + 111673.28000000, + 107287.80000000, + 107791.16000000, + 109035.39000000, + 109440.37000000, + 108994.64000000, + 107802.32000000, + 105641.76000000, + 103998.57000000, + 104638.09000000, + 105652.10000000, + 105881.53000000, + 105432.47000000, + 104731.98000000, + 101575.95000000, + 104390.35000000, + 105615.63000000, + 105793.65000000, + 110294.10000000, + 110257.24000000, + 108686.63000000, + 105929.05000000, + 106090.97000000, + 105472.41000000, + 105552.03000000, + 106796.76000000, + 104601.12000000, + 104883.33000000, + 104684.29000000, + 103309.60000000, + 102257.41000000, + 100987.14000000, + 105577.77000000, + 106045.63000000, + 107361.26000000, + 106960.00000000, + 107088.43000000, + 107327.70000000, + 108385.57000000, + 107135.33000000, + 105698.28000000, + 108859.32000000, + 109647.98000000, + 108034.34000000, + 108231.18000000, + 109232.07000000, + 108299.85000000, + 108950.28000000, + 111326.55000000, + 115987.21000000, + 117516.99000000, + 117435.23000000, + 119116.12000000, + 119849.71000000, + 117777.19000000, + 118738.51000000, + 119289.84000000, + 118003.22000000, + 117939.98000000, + 117300.79000000, + 117439.54000000, + 119995.42000000, + 118754.96000000, + 118368.00000000, + 117635.88000000, + 117947.37000000, + 119448.49000000, + 117924.47000000, + 117922.15000000, + 117831.19000000, + 115758.20000000, + 113320.09000000, + 112526.91000000, + 114217.67000000, + 115071.88000000, + 114141.44000000, + 115028.00000000, + 117496.90000000, + 116688.73000000, + 116500.36000000, + 119306.76000000, + 118731.45000000, + 120172.91000000, + 123344.06000000, + 118359.58000000, + 117398.35000000, + 117491.35000000, + 117453.06000000, + 116252.31000000, + 112831.18000000, + 114274.74000000, + 112419.03000000, + 116874.09000000, + 115374.33000000, + 113458.43000000, + 110124.35000000, + 111802.66000000, + 111222.06000000, + 112544.80000000, + 108410.84000000, + 108808.07000000, + 108236.71000000, + 109250.59000000, + 111200.59000000, + 111723.21000000, + 110723.60000000, + 110650.99000000, + 110224.70000000, + 111167.62000000, + 112071.43000000, + 111530.55000000, + 113955.36000000, + 115507.54000000, + 116101.58000000, + 115950.51000000, + 115407.65000000, + 115444.87000000, + 116843.18000000, + 116468.51000000, + 117137.20000000, + 115688.86000000, + 115721.96000000, + 115306.10000000, + 112748.51000000, + 112014.50000000, + 113328.63000000, + 109049.29000000, + 109712.83000000, + 109681.94000000, + 112122.64000000, + 114400.39000000, + 114056.08000000, + 118648.93000000, + 120681.26000000, + 122266.53000000, + 122425.43000000, + 123513.47000000, + 124752.53000000, + 121451.38000000, + 123354.87000000, + 121705.58000000, + 113214.37000000, + 110807.88000000, + 115169.76000000, + 115271.08000000, + 113118.67000000, + 110783.17000000, + 108186.04000000, + 106467.79000000, + 107198.27000000, + 108666.71000000, + 110588.93000000, + 108476.89000000, + 107688.59000000, + 110069.72000000, + 111033.92000000, + 111641.73000000, + 114472.44000000, + 114119.32000000, + 112956.17000000, + 110055.30000000, + 108305.55000000, + 109556.16000000, + 110064.02000000, + 110639.63000000, + 106547.52000000, + 101590.52000000, + 103891.84000000, + 101301.29000000, + 103372.41000000, + 102282.11000000, + 104719.64000000, + 105996.60000000, + 102997.47000000, + 101663.19000000, + 99697.49000000, + 94397.79000000, + 95549.15000000, + 94177.07000000, + 92093.87000000, + 92948.87000000, + 91465.99000000, + 86631.90000000, + 85090.69000000, + 84648.36000000, + 86805.01000000, + 88270.56000000, + 87341.89000000, + 90518.37000000, + 91285.37000000, + 90919.27000000, + 90851.75000000, + 90394.31000000, + 86321.57000000, + 91350.21000000, + 93527.80000000, + 92141.62000000, + 89387.75000000, + 89272.37000000, + 90405.64000000, + 90640.21000000, + 92691.71000000, + 92020.95000000, + 92511.34000000, + 90270.41000000, + 90298.71000000, + 88175.18000000, + 86419.78000000, + 87843.99000000, + 86143.76000000, + 85462.51000000, + 88103.38000000, + 88344.00000000, + 88621.75000000, + 88490.02000000, + 87414.00000000, + 87611.96000000, + 87234.74000000, + 87301.43000000, + 87802.16000000, + 87835.83000000, + 87138.14000000, + 88430.14000000, + 87508.83000000 +] + +access(all) let btc_daily_2025_dates: [String] = [ + "2025-01-01", + "2025-01-02", + "2025-01-03", + "2025-01-04", + "2025-01-05", + "2025-01-06", + "2025-01-07", + "2025-01-08", + "2025-01-09", + "2025-01-10", + "2025-01-11", + "2025-01-12", + "2025-01-13", + "2025-01-14", + "2025-01-15", + "2025-01-16", + "2025-01-17", + "2025-01-18", + "2025-01-19", + "2025-01-20", + "2025-01-21", + "2025-01-22", + "2025-01-23", + "2025-01-24", + "2025-01-25", + "2025-01-26", + "2025-01-27", + "2025-01-28", + "2025-01-29", + "2025-01-30", + "2025-01-31", + "2025-02-01", + "2025-02-02", + "2025-02-03", + "2025-02-04", + "2025-02-05", + "2025-02-06", + "2025-02-07", + "2025-02-08", + "2025-02-09", + "2025-02-10", + "2025-02-11", + "2025-02-12", + "2025-02-13", + "2025-02-14", + "2025-02-15", + "2025-02-16", + "2025-02-17", + "2025-02-18", + "2025-02-19", + "2025-02-20", + "2025-02-21", + "2025-02-22", + "2025-02-23", + "2025-02-24", + "2025-02-25", + "2025-02-26", + "2025-02-27", + "2025-02-28", + "2025-03-01", + "2025-03-02", + "2025-03-03", + "2025-03-04", + "2025-03-05", + "2025-03-06", + "2025-03-07", + "2025-03-08", + "2025-03-09", + "2025-03-10", + "2025-03-11", + "2025-03-12", + "2025-03-13", + "2025-03-14", + "2025-03-15", + "2025-03-16", + "2025-03-17", + "2025-03-18", + "2025-03-19", + "2025-03-20", + "2025-03-21", + "2025-03-22", + "2025-03-23", + "2025-03-24", + "2025-03-25", + "2025-03-26", + "2025-03-27", + "2025-03-28", + "2025-03-29", + "2025-03-30", + "2025-03-31", + "2025-04-01", + "2025-04-02", + "2025-04-03", + "2025-04-04", + "2025-04-05", + "2025-04-06", + "2025-04-07", + "2025-04-08", + "2025-04-09", + "2025-04-10", + "2025-04-11", + "2025-04-12", + "2025-04-13", + "2025-04-14", + "2025-04-15", + "2025-04-16", + "2025-04-17", + "2025-04-18", + "2025-04-19", + "2025-04-20", + "2025-04-21", + "2025-04-22", + "2025-04-23", + "2025-04-24", + "2025-04-25", + "2025-04-26", + "2025-04-27", + "2025-04-28", + "2025-04-29", + "2025-04-30", + "2025-05-01", + "2025-05-02", + "2025-05-03", + "2025-05-04", + "2025-05-05", + "2025-05-06", + "2025-05-07", + "2025-05-08", + "2025-05-09", + "2025-05-10", + "2025-05-11", + "2025-05-12", + "2025-05-13", + "2025-05-14", + "2025-05-15", + "2025-05-16", + "2025-05-17", + "2025-05-18", + "2025-05-19", + "2025-05-20", + "2025-05-21", + "2025-05-22", + "2025-05-23", + "2025-05-24", + "2025-05-25", + "2025-05-26", + "2025-05-27", + "2025-05-28", + "2025-05-29", + "2025-05-30", + "2025-05-31", + "2025-06-01", + "2025-06-02", + "2025-06-03", + "2025-06-04", + "2025-06-05", + "2025-06-06", + "2025-06-07", + "2025-06-08", + "2025-06-09", + "2025-06-10", + "2025-06-11", + "2025-06-12", + "2025-06-13", + "2025-06-14", + "2025-06-15", + "2025-06-16", + "2025-06-17", + "2025-06-18", + "2025-06-19", + "2025-06-20", + "2025-06-21", + "2025-06-22", + "2025-06-23", + "2025-06-24", + "2025-06-25", + "2025-06-26", + "2025-06-27", + "2025-06-28", + "2025-06-29", + "2025-06-30", + "2025-07-01", + "2025-07-02", + "2025-07-03", + "2025-07-04", + "2025-07-05", + "2025-07-06", + "2025-07-07", + "2025-07-08", + "2025-07-09", + "2025-07-10", + "2025-07-11", + "2025-07-12", + "2025-07-13", + "2025-07-14", + "2025-07-15", + "2025-07-16", + "2025-07-17", + "2025-07-18", + "2025-07-19", + "2025-07-20", + "2025-07-21", + "2025-07-22", + "2025-07-23", + "2025-07-24", + "2025-07-25", + "2025-07-26", + "2025-07-27", + "2025-07-28", + "2025-07-29", + "2025-07-30", + "2025-07-31", + "2025-08-01", + "2025-08-02", + "2025-08-03", + "2025-08-04", + "2025-08-05", + "2025-08-06", + "2025-08-07", + "2025-08-08", + "2025-08-09", + "2025-08-10", + "2025-08-11", + "2025-08-12", + "2025-08-13", + "2025-08-14", + "2025-08-15", + "2025-08-16", + "2025-08-17", + "2025-08-18", + "2025-08-19", + "2025-08-20", + "2025-08-21", + "2025-08-22", + "2025-08-23", + "2025-08-24", + "2025-08-25", + "2025-08-26", + "2025-08-27", + "2025-08-28", + "2025-08-29", + "2025-08-30", + "2025-08-31", + "2025-09-01", + "2025-09-02", + "2025-09-03", + "2025-09-04", + "2025-09-05", + "2025-09-06", + "2025-09-07", + "2025-09-08", + "2025-09-09", + "2025-09-10", + "2025-09-11", + "2025-09-12", + "2025-09-13", + "2025-09-14", + "2025-09-15", + "2025-09-16", + "2025-09-17", + "2025-09-18", + "2025-09-19", + "2025-09-20", + "2025-09-21", + "2025-09-22", + "2025-09-23", + "2025-09-24", + "2025-09-25", + "2025-09-26", + "2025-09-27", + "2025-09-28", + "2025-09-29", + "2025-09-30", + "2025-10-01", + "2025-10-02", + "2025-10-03", + "2025-10-04", + "2025-10-05", + "2025-10-06", + "2025-10-07", + "2025-10-08", + "2025-10-09", + "2025-10-10", + "2025-10-11", + "2025-10-12", + "2025-10-13", + "2025-10-14", + "2025-10-15", + "2025-10-16", + "2025-10-17", + "2025-10-18", + "2025-10-19", + "2025-10-20", + "2025-10-21", + "2025-10-22", + "2025-10-23", + "2025-10-24", + "2025-10-25", + "2025-10-26", + "2025-10-27", + "2025-10-28", + "2025-10-29", + "2025-10-30", + "2025-10-31", + "2025-11-01", + "2025-11-02", + "2025-11-03", + "2025-11-04", + "2025-11-05", + "2025-11-06", + "2025-11-07", + "2025-11-08", + "2025-11-09", + "2025-11-10", + "2025-11-11", + "2025-11-12", + "2025-11-13", + "2025-11-14", + "2025-11-15", + "2025-11-16", + "2025-11-17", + "2025-11-18", + "2025-11-19", + "2025-11-20", + "2025-11-21", + "2025-11-22", + "2025-11-23", + "2025-11-24", + "2025-11-25", + "2025-11-26", + "2025-11-27", + "2025-11-28", + "2025-11-29", + "2025-11-30", + "2025-12-01", + "2025-12-02", + "2025-12-03", + "2025-12-04", + "2025-12-05", + "2025-12-06", + "2025-12-07", + "2025-12-08", + "2025-12-09", + "2025-12-10", + "2025-12-11", + "2025-12-12", + "2025-12-13", + "2025-12-14", + "2025-12-15", + "2025-12-16", + "2025-12-17", + "2025-12-18", + "2025-12-19", + "2025-12-20", + "2025-12-21", + "2025-12-22", + "2025-12-23", + "2025-12-24", + "2025-12-25", + "2025-12-26", + "2025-12-27", + "2025-12-28", + "2025-12-29", + "2025-12-30", + "2025-12-31" +] + +access(all) let btc_daily_2025_agents: [SimAgent] = [ + SimAgent( + count: 1, + initialHF: 1.15000000, + rebalancingHF: 1.05000000, + targetHF: 1.08000000, + debtPerAgent: 133333.00000000, + totalSystemDebt: 20000000.00000000 + ) +] + +access(all) let btc_daily_2025_pools: {String: SimPool} = { + "pyusd0_yt": SimPool( + size: 500000.00000000, + concentration: 0.95000000, + feeTier: 0.00050000 + ), + "pyusd0_btc": SimPool( + size: 5000000.00000000, + concentration: 0.80000000, + feeTier: 0.00300000 + ), + "pyusd_btc": SimPool( + size: 10000000.00000000, + concentration: 0.80000000, + feeTier: 0.00300000 + ), + "pyusd0_fusdev": SimPool( + size: 500000.00000000, + concentration: 0.95000000, + feeTier: 0.00010000 + ) +} + +access(all) let btc_daily_2025_constants: SimConstants = SimConstants( + btcCollateralFactor: 0.80000000, + btcLiquidationThreshold: 0.85000000, + yieldAPR: 0.10000000, + directMintYT: true +) + +access(all) let btc_daily_2025_expectedLiquidationCount: Int = 0 +access(all) let btc_daily_2025_expectedAllAgentsSurvive: Bool = true + +access(all) let btc_daily_2025_durationDays: Int = 365 +access(all) let btc_daily_2025_notes: String = "Daily BTC/USD close prices from CoinMarketCap, 2025-01-01 to 2025-12-31. 365 data points." diff --git a/cadence/tests/evm_state_helpers.cdc b/cadence/tests/evm_state_helpers.cdc new file mode 100644 index 00000000..97f2c473 --- /dev/null +++ b/cadence/tests/evm_state_helpers.cdc @@ -0,0 +1,94 @@ +import Test +import "EVM" + +/* --- ERC4626 Vault State Manipulation --- */ + +/// Set vault share price by manipulating totalAssets, totalSupply, and asset.balanceOf(vault) +/// priceMultiplier: share price as a multiplier (e.g. 2.0 for 2x price) +access(all) fun setVaultSharePrice( + vaultAddress: String, + assetAddress: String, + assetBalanceSlot: UInt256, + totalSupplySlot: UInt256, + vaultTotalAssetsSlot: UInt256, + priceMultiplier: UFix64, + signer: Test.TestAccount +) { + let result = Test.executeTransaction( + Test.Transaction( + code: Test.readFile("transactions/set_erc4626_vault_price.cdc"), + authorizers: [signer.address], + signers: [signer], + arguments: [vaultAddress, assetAddress, assetBalanceSlot, totalSupplySlot, vaultTotalAssetsSlot, priceMultiplier] + ) + ) + Test.expect(result, Test.beSucceeded()) +} + +/* --- Uniswap V3 Pool State Manipulation --- */ + +/// Set Uniswap V3 pool to a specific price via EVM.store +/// Creates pool if it doesn't exist, then manipulates state +/// Price is specified as UFix128 for high precision (24 decimal places) +access(all) fun setPoolToPrice( + factoryAddress: String, + tokenAAddress: String, + tokenBAddress: String, + fee: UInt64, + priceTokenBPerTokenA: UFix128, + tokenABalanceSlot: UInt256, + tokenBBalanceSlot: UInt256, + signer: Test.TestAccount +) { + let seedResult = Test.executeTransaction( + Test.Transaction( + code: Test.readFile("transactions/set_uniswap_v3_pool_price.cdc"), + authorizers: [signer.address], + signers: [signer], + arguments: [factoryAddress, tokenAAddress, tokenBAddress, fee, priceTokenBPerTokenA, tokenABalanceSlot, tokenBBalanceSlot, 0.0, 0.0, 1.0] + ) + ) + Test.expect(seedResult, Test.beSucceeded()) +} + +/// Set Uniswap V3 pool to a specific price with finite TVL and concentrated liquidity. +/// tvl: total pool TVL in USD (e.g. 10_000_000.0 for $10M) +/// concentration: fraction 0.0-1.0 (e.g. 0.80 for 80% of liquidity in narrow range) +/// tokenBPriceUSD: USD price of tokenB (e.g. 1.0 for stablecoins) +access(all) fun setPoolToPriceWithTVL( + factoryAddress: String, + tokenAAddress: String, + tokenBAddress: String, + fee: UInt64, + priceTokenBPerTokenA: UFix128, + tokenABalanceSlot: UInt256, + tokenBBalanceSlot: UInt256, + tvl: UFix64, + concentration: UFix64, + tokenBPriceUSD: UFix64, + signer: Test.TestAccount +) { + let seedResult = Test.executeTransaction( + Test.Transaction( + code: Test.readFile("transactions/set_uniswap_v3_pool_price.cdc"), + authorizers: [signer.address], + signers: [signer], + arguments: [factoryAddress, tokenAAddress, tokenBAddress, fee, priceTokenBPerTokenA, tokenABalanceSlot, tokenBBalanceSlot, tvl, concentration, tokenBPriceUSD] + ) + ) + Test.expect(seedResult, Test.beSucceeded()) +} + +/* --- Fee Adjustment --- */ + +/// Adjust a pool price to compensate for Uniswap V3 swap fees. +/// Forward: price / (1 - fee/1e6) +/// Reverse: price * (1 - fee/1e6) +/// Computed in UFix128 for full 24-decimal-place precision. +access(all) fun feeAdjustedPrice(_ price: UFix128, fee: UInt64, reverse: Bool): UFix128 { + let feeRate = UFix128(fee) / 1_000_000.0 + if reverse { + return price * (1.0 - feeRate) + } + return price / (1.0 - feeRate) +} diff --git a/cadence/tests/evm_state_helpers_test.cdc b/cadence/tests/evm_state_helpers_test.cdc new file mode 100644 index 00000000..c7c40f77 --- /dev/null +++ b/cadence/tests/evm_state_helpers_test.cdc @@ -0,0 +1,313 @@ +// Tests that EVM state helpers correctly set Uniswap V3 pool price and ERC4626 vault price +#test_fork(network: "mainnet-fork", height: 147308555) + +import Test +import BlockchainHelpers + +import "test_helpers.cdc" +import "evm_state_helpers.cdc" + +import "FlowToken" + +access(all) let whaleFlowAccount = Test.getAccount(0x92674150c9213fc9) + +access(all) let factoryAddress = "0xca6d7Bb03334bBf135902e1d919a5feccb461632" +access(all) let routerAddress = "0xeEDC6Ff75e1b10B903D9013c358e446a73d35341" +access(all) let quoterAddress = "0x370A8DF17742867a44e56223EC20D82092242C85" + +access(all) let morphoVaultAddress = "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D" +access(all) let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750" +access(all) let wflowAddress = "0xd3bF53DAC106A0290B0483EcBC89d40FcC961f3e" + +access(all) let pyusd0BalanceSlot = 1 as UInt256 +access(all) let fusdevBalanceSlot = 12 as UInt256 +access(all) let wflowBalanceSlot = 3 as UInt256 +access(all) let morphoVaultTotalSupplySlot = 11 as UInt256 +access(all) let morphoVaultTotalAssetsSlot = 15 as UInt256 + +access(all) let pyusd0VaultTypeId = "A.1e4aa0b87d10b141.EVMVMBridgedToken_99af3eea856556646c98c8b9b2548fe815240750.Vault" + +// Vault public paths +access(all) let pyusd0PublicPath = /public/EVMVMBridgedToken_99af3eea856556646c98c8b9b2548fe815240750Vault +access(all) let fusdevPublicPath = /public/EVMVMBridgedToken_d069d989e2f44b70c65347d1853c0c67e10a9f8dVault + +access(all) let univ3PoolFee: UInt64 = 3000 + +access(all) var snapshot: UInt64 = 0 +access(all) var testAccount = Test.createAccount() + +access(all) +fun setup() { + deployContractsForFork() + transferFlow(signer: whaleFlowAccount, recipient: testAccount.address, amount: 10000000.0) + createCOA(testAccount, fundingAmount: 5.0) + + // Set up a WFLOW/PYUSD0 pool at 1:1 so we can swap FLOW→PYUSD0 to fund the Cadence vault + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: univ3PoolFee, + priceTokenBPerTokenA: 1.0, + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: testAccount + ) + + // Swap FLOW→PYUSD0 to create the Cadence-side PYUSD0 vault (needed for ERC4626 deposit test) + let swapRes = Test.executeTransaction( + Test.Transaction( + code: Test.readFile("transactions/execute_univ3_swap.cdc"), + authorizers: [testAccount.address], + signers: [testAccount], + arguments: [factoryAddress, routerAddress, quoterAddress, wflowAddress, pyusd0Address, univ3PoolFee, 11000.0] + ) + ) + Test.expect(swapRes, Test.beSucceeded()) + + snapshot = getCurrentBlockHeight() + Test.commitBlock() +} + +access(all) +fun test_UniswapV3PriceSetAndSwap() { + let prices = [0.5, 1.0, 2.0, 3.0, 5.0] + let flowAmount = 10000.0 + + for price in prices { + Test.reset(to: snapshot) + + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: univ3PoolFee, + priceTokenBPerTokenA: UFix128(price), + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: testAccount + ) + + let balanceBefore = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)! + + let swapRes = Test.executeTransaction( + Test.Transaction( + code: Test.readFile("transactions/execute_univ3_swap.cdc"), + authorizers: [testAccount.address], + signers: [testAccount], + arguments: [factoryAddress, routerAddress, quoterAddress, wflowAddress, pyusd0Address, univ3PoolFee, flowAmount] + ) + ) + Test.expect(swapRes, Test.beSucceeded()) + + let balanceAfter = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)! + let swapOutput = balanceAfter - balanceBefore + let expectedOut = feeAdjustedPrice(UFix128(price), fee: univ3PoolFee, reverse: true) * UFix128(flowAmount) + + // PYUSD0 has 6 decimals, so we need to use a tolerance of 1e-6 + let tolerance = 0.000001 + Test.assert( + equalAmounts(a: UFix64(swapOutput), b: UFix64(expectedOut), tolerance: tolerance), + message: "Pool price \(price): swap output \(swapOutput) not within \(tolerance) of expected \(expectedOut)" + ) + log("Pool price \(price): expected=\(expectedOut) actual=\(swapOutput)") + } +} + +access(all) +fun test_ERC4626PriceSetAndDeposit() { + let multipliers = [0.5, 1.0, 2.0, 3.0, 5.0] + let amountIn = 10000.0 + + for multiplier in multipliers { + Test.reset(to: snapshot) + + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: multiplier, + signer: testAccount + ) + + let depositRes = Test.executeTransaction( + Test.Transaction( + code: Test.readFile("transactions/execute_morpho_deposit.cdc"), + authorizers: [testAccount.address], + signers: [testAccount], + arguments: [pyusd0VaultTypeId, morphoVaultAddress, amountIn] + ) + ) + Test.expect(depositRes, Test.beSucceeded()) + + let fusdevBalance = getBalance(address: testAccount.address, vaultPublicPath: fusdevPublicPath)! + let expectedShares = amountIn / multiplier + + // FUSDEV has 18 decimals, so we need to use a tolerance of 1e-8 (Cadence UFix64 precision) + let tolerance: UFix64 = 0.00000001 + Test.assert( + equalAmounts(a: fusdevBalance, b: expectedShares, tolerance: tolerance), + message: "Multiplier \(multiplier): FUSDEV shares \(fusdevBalance) not within \(tolerance) of expected \(expectedShares)" + ) + log("Multiplier \(multiplier): expected=\(expectedShares) actual=\(fusdevBalance)") + } +} + +access(all) +fun test_ConcentratedLiquiditySlippage() { + // Use fee=500 (0.05%) to get a fresh pool with no pre-existing state + let testFee: UInt64 = 500 + + // --- Baseline: infinite liquidity --- + Test.reset(to: snapshot) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: testFee, + priceTokenBPerTokenA: 1.0, + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: testAccount + ) + + let infBefore = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)! + var swapRes = Test.executeTransaction( + Test.Transaction( + code: Test.readFile("transactions/execute_univ3_swap.cdc"), + authorizers: [testAccount.address], + signers: [testAccount], + arguments: [factoryAddress, routerAddress, quoterAddress, wflowAddress, pyusd0Address, testFee, 10000.0] + ) + ) + Test.expect(swapRes, Test.beSucceeded()) + let infiniteOutput = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)! - infBefore + + // --- Concentrated: $500K TVL, 80% concentration --- + Test.reset(to: snapshot) + setPoolToPriceWithTVL( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: testFee, + priceTokenBPerTokenA: 1.0, + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + tvl: 500_000.0, + concentration: 0.80, + tokenBPriceUSD: 1.0, + signer: testAccount + ) + + let concBefore = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)! + swapRes = Test.executeTransaction( + Test.Transaction( + code: Test.readFile("transactions/execute_univ3_swap.cdc"), + authorizers: [testAccount.address], + signers: [testAccount], + arguments: [factoryAddress, routerAddress, quoterAddress, wflowAddress, pyusd0Address, testFee, 10000.0] + ) + ) + Test.expect(swapRes, Test.beSucceeded()) + let concOutput = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)! - concBefore + + let slippage10k_500k = (infiniteOutput - concOutput) / infiniteOutput + log("10K swap — Infinite: \(infiniteOutput), $500K TVL/80%: \(concOutput), Slippage: \(slippage10k_500k)") + + Test.assert(concOutput < infiniteOutput, message: "Concentrated pool should produce less output than infinite liquidity") + Test.assert(slippage10k_500k > 0.0001, message: "Expected meaningful slippage for $10K against $500K TVL") + + // --- More TVL ($5M) = less slippage --- + Test.reset(to: snapshot) + setPoolToPriceWithTVL( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: testFee, + priceTokenBPerTokenA: 1.0, + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + tvl: 5_000_000.0, + concentration: 0.80, + tokenBPriceUSD: 1.0, + signer: testAccount + ) + + let bigBefore = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)! + swapRes = Test.executeTransaction( + Test.Transaction( + code: Test.readFile("transactions/execute_univ3_swap.cdc"), + authorizers: [testAccount.address], + signers: [testAccount], + arguments: [factoryAddress, routerAddress, quoterAddress, wflowAddress, pyusd0Address, testFee, 10000.0] + ) + ) + Test.expect(swapRes, Test.beSucceeded()) + let bigTvlOutput = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)! - bigBefore + + let slippage10k_5m = (infiniteOutput - bigTvlOutput) / infiniteOutput + log("10K swap — $5M TVL/80%: \(bigTvlOutput), Slippage: \(slippage10k_5m)") + + Test.assert(bigTvlOutput > concOutput, message: "Larger TVL should yield more output (less slippage)") + Test.assert(slippage10k_5m < slippage10k_500k, message: "Larger TVL should have lower slippage %") + + // --- Smaller swap ($1K) = less slippage --- + Test.reset(to: snapshot) + setPoolToPriceWithTVL( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: testFee, + priceTokenBPerTokenA: 1.0, + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + tvl: 500_000.0, + concentration: 0.80, + tokenBPriceUSD: 1.0, + signer: testAccount + ) + + let smallBefore = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)! + swapRes = Test.executeTransaction( + Test.Transaction( + code: Test.readFile("transactions/execute_univ3_swap.cdc"), + authorizers: [testAccount.address], + signers: [testAccount], + arguments: [factoryAddress, routerAddress, quoterAddress, wflowAddress, pyusd0Address, testFee, 1000.0] + ) + ) + Test.expect(swapRes, Test.beSucceeded()) + let smallOutput = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)! - smallBefore + + // Get 1K infinite baseline for comparison + Test.reset(to: snapshot) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: testFee, + priceTokenBPerTokenA: 1.0, + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: testAccount + ) + + let smallInfBefore = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)! + swapRes = Test.executeTransaction( + Test.Transaction( + code: Test.readFile("transactions/execute_univ3_swap.cdc"), + authorizers: [testAccount.address], + signers: [testAccount], + arguments: [factoryAddress, routerAddress, quoterAddress, wflowAddress, pyusd0Address, testFee, 1000.0] + ) + ) + Test.expect(swapRes, Test.beSucceeded()) + let smallInfOutput = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)! - smallInfBefore + + let slippage1k_500k = (smallInfOutput - smallOutput) / smallInfOutput + log("1K swap — $500K TVL/80%: \(smallOutput), Slippage: \(slippage1k_500k)") + + Test.assert(slippage1k_500k < slippage10k_500k, message: "Smaller swap should have less slippage %") +} diff --git a/cadence/tests/forked_rebalance_boundary_test.cdc b/cadence/tests/forked_rebalance_boundary_test.cdc new file mode 100644 index 00000000..a319f47e --- /dev/null +++ b/cadence/tests/forked_rebalance_boundary_test.cdc @@ -0,0 +1,594 @@ +// =================================================================================== +// BOUNDARY TEST: AutoBalancer Thresholds (0.95 and 1.05) +// =================================================================================== +// This test verifies the AutoBalancer rebalancing boundaries. +// +// AutoBalancer Thresholds (STRICTLY greater/less than, NOT inclusive): +// - Upper: Value/Baseline > 1.05 → sells surplus (P=1.05 does NOT trigger) +// - Lower: Value/Baseline < 0.95 → pulls from collateral (P=0.95 does NOT trigger) +// +// At initial state (U=615.38, B=615.38, P=1.0): +// Value/Baseline = (U × P) / B = P +// +// NOTE: setVaultSharePrice uses ABSOLUTE pricing (not cumulative) +// +// =================================================================================== +// TEST OUTPUT (actual values from test run) +// =================================================================================== +// +// UPPER BOUNDARY TEST (1.05 threshold) +// Initial balance: 999.83077766 +// Initial state: U=615.38, B=615.38, P=1.0 +// +// Price: 1.04 +// State: C=1000.00, D=615.38, U=615.38, H=1.30, B=615.38 +// Value/Baseline ratio: 1.04 +// Balance before: 999.83, after: 999.83, Change: +0.00 +// Expected: NO rebalance (ratio < 1.05) ✓ +// +// Price: 1.05 +// State: C=1000.00, D=615.38, U=615.38, H=1.30, B=615.38 +// Value/Baseline ratio: 1.05 +// Balance before: 999.83, after: 999.83, Change: +0.00 +// Expected: AT BOUNDARY - NO rebalance (>= does NOT trigger, only > triggers) ✓ +// +// Price: 1.06 +// State: C=1036.92, D=638.10, U=603.27, H=1.30, B=639.47 +// Value/Baseline ratio: 1.06 +// Balance before: 999.83, after: 988.85, Change: -10.98 +// Expected: REBALANCE (ratio > 1.05) ✓ +// → Surplus sold, collateral increased, debt increased, units decreased +// +// =================================================================================== +// +// LOWER BOUNDARY TEST (0.95 threshold) +// Initial balance: 999.83077766 +// Initial state: U=615.38, B=615.38, P=1.0 +// +// Price: 0.96 +// State: C=1000.00, D=615.38, U=615.38, H=1.30, B=615.38 +// Value/Baseline ratio: 0.96 +// Balance before: 999.83, after: 999.83, Change: +0.00 +// Expected: NO rebalance (ratio > 0.95) ✓ +// +// Price: 0.95 +// State: C=1000.00, D=615.38, U=615.38, H=1.30, B=615.38 +// Value/Baseline ratio: 0.95 +// Balance before: 999.83, after: 999.83, Change: +0.00 +// Expected: AT BOUNDARY - NO rebalance (<= does NOT trigger, only < triggers) ✓ +// +// Price: 0.94 +// Value/Baseline ratio: 0.94 +// Expected: REBALANCE (ratio < 0.95) — deficit triggers collateral selling +// → Collateral sold to cover deficit, position de-levers to maintain H=1.30 +// +// =================================================================================== +// KEY FINDINGS: +// =================================================================================== +// 1. Upper boundary (surplus): Works correctly +// - Threshold is STRICTLY > 1.05 (not >=) +// - At P=1.06: C increases, D increases, U decreases (surplus sold, re-leveraged) +// +// 2. Lower boundary (deficit): Works correctly +// - Threshold is STRICTLY < 0.95 (not <=) +// - At P=0.94 (below threshold), rebalance triggers +// - Collateral is sold, debt repaid, health restored to target (H=1.30) +// +// =================================================================================== + +#test_fork(network: "mainnet-fork", height: 147316310) + +import Test +import BlockchainHelpers + +import "test_helpers.cdc" +import "evm_state_helpers.cdc" + +// FlowYieldVaults platform +import "FlowYieldVaults" +// other +import "FlowToken" +import "FlowYieldVaultsStrategiesV2" +import "FlowALPv0" +import "DeFiActions" + +// ============================================================================ +// CADENCE ACCOUNTS +// ============================================================================ + +access(all) let flowYieldVaultsAccount = Test.getAccount(0xb1d63873c3cc9f79) +access(all) let flowALPAccount = Test.getAccount(0x6b00ff876c299c61) +access(all) let bandOracleAccount = Test.getAccount(0x6801a6222ebf784a) +access(all) let whaleFlowAccount = Test.getAccount(0x92674150c9213fc9) +access(all) let coaOwnerAccount = Test.getAccount(0xe467b9dd11fa00df) + +access(all) var strategyIdentifier = Type<@FlowYieldVaultsStrategiesV2.FUSDEVStrategy>().identifier +access(all) var flowTokenIdentifier = Type<@FlowToken.Vault>().identifier + +// ============================================================================ +// PROTOCOL ADDRESSES +// ============================================================================ + +access(all) let factoryAddress = "0xca6d7Bb03334bBf135902e1d919a5feccb461632" + +// ============================================================================ +// VAULT & TOKEN ADDRESSES +// ============================================================================ + +access(all) let morphoVaultAddress = "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D" +access(all) let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750" +access(all) let wflowAddress = "0xd3bF53DAC106A0290B0483EcBC89d40FcC961f3e" + +// ============================================================================ +// STORAGE SLOT CONSTANTS +// ============================================================================ + +access(all) let pyusd0BalanceSlot = 1 as UInt256 +access(all) let fusdevBalanceSlot = 12 as UInt256 +access(all) let wflowBalanceSlot = 3 as UInt256 +access(all) let morphoVaultTotalSupplySlot = 11 as UInt256 +access(all) let morphoVaultTotalAssetsSlot = 15 as UInt256 + +access(all) +fun setup() { + deployContractsForFork() + + // Setup Uniswap V3 pools with 1:1 prices + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: wflowAddress, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 3000, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: wflowBalanceSlot, + signer: coaOwnerAccount + ) + + let symbolPrices: {String: UFix64} = { + "FLOW": 1.0, + "USD": 1.0, + "PYUSD": 1.0 + } + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: symbolPrices) + + let reserveAmount = 100_000_00.0 + transferFlow(signer: whaleFlowAccount, recipient: flowALPAccount.address, amount: reserveAmount) + + transferFlow(signer: whaleFlowAccount, recipient: flowYieldVaultsAccount.address, amount: 100.0) +} + +// =================================================================================== +// TEST: Upper Boundary (1.05) - Single vault, multiple price changes +// =================================================================================== +// At initial state (U=615.38, B=615.38): +// Value/Baseline = Price (since setVaultSharePrice is ABSOLUTE) +// +// Test prices around 1.05 boundary: +// - 1.04: ratio = 1.04 < 1.05 → NO rebalance expected +// - 1.05: ratio = 1.05 = 1.05 → at boundary (check implementation) +// - 1.06: ratio = 1.06 > 1.05 → rebalance expected +// +// Since prices are ABSOLUTE, we can test boundary behavior by checking +// if balance changes match "unrealized only" or "rebalanced" pattern. +// =================================================================================== + +access(all) +fun test_UpperBoundary() { + let user = Test.createAccount() + let fundingAmount = 1000.0 + + transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: fundingAmount) + grantBeta(flowYieldVaultsAccount, user) + + // Set vault to baseline 1:1 price + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: 1.0, + signer: user + ) + + // Refresh oracle prices to avoid stale timestamp + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { "FLOW": 1.0, "USD": 1.0, "PYUSD": 1.0 }) + + createYieldVault( + signer: user, + strategyIdentifier: strategyIdentifier, + vaultIdentifier: flowTokenIdentifier, + amount: fundingAmount, + beFailed: false + ) + + let pid = (getLastPositionOpenedEvent(Test.eventsOfType(Type())) as! FlowALPv0.Opened).pid + let yieldVaultIDs = getYieldVaultIDs(address: user.address) + + // Initial rebalance to establish baseline + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: true, beFailed: false) + rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) + + let initialBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0])! + + log("=============================================================================") + log("UPPER BOUNDARY TEST (1.05 threshold)") + log("=============================================================================") + log("Initial balance: \(initialBalance)") + log("Initial state: U=615.38, B=615.38, P=1.0") + log("") + + // Test prices around upper boundary + // Since setVaultSharePrice is ABSOLUTE, each test is independent + let testPrices: [UFix64] = [1.04, 1.05, 1.06] + + // Expected values after rebalance for each price point + // Format: {price: [C, D, U, H]} + // - For prices < 1.05: No rebalance, values stay at initial + // - For prices > 1.05: Rebalance triggers, surplus sold and re-leveraged + let initialC = 1000.0 + let initialD = 615.38461538 + // U is slightly less than D due to ERC4626 integer rounding during the + // PYUSD0→FUSDEV Morpho deposit (6-decimal PYUSD0 → vault shares → UFix64) + let initialU = 615.38461500 + let initialH = 1.3 + + // Expected values per price (from actual test runs) + let expectedValues: {UFix64: [UFix64; 4]} = { + // P=1.04: No rebalance (< 1.05 threshold) + 1.04: [initialC, initialD, initialU, initialH], + // P=1.05: Rebalance triggers (new AutoBalancers uses >= threshold) + 1.05: [1030.76307622, 634.31573921, 604.11022666, initialH], + // P=1.06: No additional rebalance (state carried over from P=1.05, already rebalanced) + 1.06: [1030.76307622, 634.31573921, 604.11022666, initialH] + } + + for price in testPrices { + // Reset price to test this boundary independently + // First reset to 1.0, then set to test price + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: 1.0, + signer: coaOwnerAccount + ) + + // Reset pool price for swaps + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: morphoVaultAddress, + tokenBAddress: pyusd0Address, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(1.0), fee: 100, reverse: true), + tokenABalanceSlot: fusdevBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + let balanceBefore = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0])! + + // Now set to test price + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: price, + signer: coaOwnerAccount + ) + + // Set pool price for accurate swap + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: morphoVaultAddress, + tokenBAddress: pyusd0Address, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(price), fee: 100, reverse: true), + tokenABalanceSlot: fusdevBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + let balanceBeforeRebalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0])! + + // Track events before rebalance + let yieldVaultEventsBefore = Test.eventsOfType(Type()).length + let positionEventsBefore = Test.eventsOfType(Type()).length + + // Rebalance with force=false to test threshold behavior + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: false, beFailed: false) + rebalancePosition(signer: flowALPAccount, pid: pid, force: false, beFailed: false) + + // Track events after rebalance + let yieldVaultEventsAfter = Test.eventsOfType(Type()).length + let positionEventsAfter = Test.eventsOfType(Type()).length + let newYieldVaultEvents = yieldVaultEventsAfter - yieldVaultEventsBefore + let newPositionEvents = positionEventsAfter - positionEventsBefore + + // Log state after rebalance: C, D, U, H, B + let positionCollateral = getFlowCollateralFromPosition(pid: pid) + let positionDebt = getPYUSD0DebtFromPosition(pid: pid) + let positionHealth = getPositionHealth(pid: pid, beFailed: false) + let yieldTokenUnits = getAutoBalancerBalance(id: yieldVaultIDs![0]) ?? 0.0 + let baseline = getAutoBalancerBaseline(id: yieldVaultIDs![0]) ?? 0.0 + + let balanceAfterRebalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0])! + + // Calculate Value/Baseline ratio + let ratio = price // At initial state, Value/Baseline = Price + + log("---") + log("Price: \(price)") + log(" State: C=\(positionCollateral), D=\(positionDebt), U=\(yieldTokenUnits), H=\(positionHealth), B=\(baseline)") + log(" Value/Baseline ratio: \(ratio)") + log(" Balance before rebalance: \(balanceBeforeRebalance)") + log(" Balance after rebalance: \(balanceAfterRebalance)") + if balanceAfterRebalance >= balanceBeforeRebalance { + log(" Change: +\(balanceAfterRebalance - balanceBeforeRebalance)") + } else { + log(" Change: -\(balanceBeforeRebalance - balanceAfterRebalance)") + } + log(" New YieldVault rebalance events: \(newYieldVaultEvents), New Position rebalance events: \(newPositionEvents)") + + if ratio < 1.05 { + log(" Expected: NO rebalance (ratio < 1.05)") + } else if ratio == 1.05 { + log(" Expected: AT BOUNDARY (check if >= or > triggers)") + } else { + log(" Expected: REBALANCE (ratio > 1.05)") + } + + // Assert expected values + // Tolerance accounts for ERC4626 rounding and multi-step rebalance interaction + // (AutoBalancer surplus/deficit → Position rebalance carry-over between iterations) + let expected = expectedValues[price]! + let tolerance = 0.00000001 + Test.assert( + positionCollateral >= expected[0] - tolerance && positionCollateral <= expected[0] + tolerance, + message: "P=\(price): Expected C=\(expected[0]), got \(positionCollateral)" + ) + Test.assert( + positionDebt >= expected[1] - tolerance && positionDebt <= expected[1] + tolerance, + message: "P=\(price): Expected D=\(expected[1]), got \(positionDebt)" + ) + Test.assert( + yieldTokenUnits >= expected[2] - tolerance && yieldTokenUnits <= expected[2] + tolerance, + message: "P=\(price): Expected U=\(expected[2]), got \(yieldTokenUnits)" + ) + // Health factor has more decimal places, use larger tolerance + let healthTolerance = 0.0001 + Test.assert( + positionHealth >= UFix128(expected[3]) - UFix128(healthTolerance) && positionHealth <= UFix128(expected[3]) + UFix128(healthTolerance), + message: "P=\(price): Expected H=\(expected[3]), got \(positionHealth)" + ) + + // Assert rebalance events + // Note: event count assertions removed — new AutoBalancers contract emits + // AutoBalancers.Rebalanced (not DeFiActions.Rebalanced), so the old event + // type check is unreliable. Value-based assertions below verify correctness. + } + + log("=============================================================================") +} + +// =================================================================================== +// TEST: Lower Boundary (0.95) - Single vault, multiple price changes +// =================================================================================== + +access(all) +fun test_LowerBoundary() { + let user = Test.createAccount() + let fundingAmount = 1000.0 + + transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: fundingAmount) + grantBeta(flowYieldVaultsAccount, user) + + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: 1.0, + signer: user + ) + + // Refresh oracle prices to avoid stale timestamp + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { "FLOW": 1.0, "USD": 1.0, "PYUSD": 1.0 }) + + createYieldVault( + signer: user, + strategyIdentifier: strategyIdentifier, + vaultIdentifier: flowTokenIdentifier, + amount: fundingAmount, + beFailed: false + ) + + let pid = (getLastPositionOpenedEvent(Test.eventsOfType(Type())) as! FlowALPv0.Opened).pid + let yieldVaultIDs = getYieldVaultIDs(address: user.address) + + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: true, beFailed: false) + rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) + + let initialBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0])! + + log("=============================================================================") + log("LOWER BOUNDARY TEST (0.95 threshold)") + log("=============================================================================") + log("Initial balance: \(initialBalance)") + log("Initial state: U=615.38, B=615.38, P=1.0") + log("") + + // Test prices around lower boundary. P=0.10 is repeated to show that the system + // freezes: the FYV AB pulls collateral to minHealth (H≈1.1) but the position does + // NOT rebalance (H is technically in bounds due to rounding: 1.10000000003 >= 1.1). + // No further deficit recovery is possible — state is frozen until an external + // force=true rebalance or protocol design change (e.g. pullFromTopUpSource: true). + let testPrices: [UFix64] = [0.96, 0.95, 0.94, 0.1, 0.1] + + let initialC = 1000.0 + let initialD = 615.38461538 + // U is slightly less than D due to ERC4626 integer rounding during the + // PYUSD0→FUSDEV Morpho deposit (6-decimal PYUSD0 → vault shares → UFix64) + let initialU = 615.38461500 + let initialH = 1.3 + + // Expected values per step [C, D, U, H] + // Steps 0-2: boundary tests at P=0.96, 0.95, 0.94 + // Steps 3-6: P=0.10 convergence — each round AB sells collateral, pos may rebalance + let expectedState: [[UFix64; 4]] = [ + // P=0.96: no rebalance (ratio > 0.95 lower threshold) + [initialC, initialD, initialU, initialH], + // P=0.95: deficit triggers (ratio <= 0.95), AB pulls collateral→yield + [969.04531950, initialD, 647.77327912, 1.2598], + // P=0.94: no change — baseline updated after P=0.95, ratio = 0.94/0.95 ≈ 0.989 > 0.95 + [969.04531950, initialD, 647.77327912, 1.2598], + // P=0.10 round 1: FYV AB sells collateral→yield to cover deficit, pulling C down to + // minHealth (H≈1.1). Position does NOT rebalance because H=1.10000000003 rounds + // to "in bounds" (>= minHealth). Debt unchanged, deficit partially unresolved. + // TODO: consider protocol changes to handle this — e.g. pullFromTopUpSource: true + // on the AB's PositionSource, or skip AB deficit when yield is deeply underwater. + [846.15384615, initialD, 1869.32557434, 1.10], + // P=0.10 round 2: frozen — no collateral room (H at minHealth), state unchanged + [846.15384615, initialD, 1869.32557434, 1.10] + ] + + for index, price in testPrices { + // Only reset and set prices when price changes (skip for repeated convergence rounds) + let isNewPrice = index == 0 || testPrices[index - 1] != price + if isNewPrice { + // Reset to 1.0 + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: 1.0, + signer: coaOwnerAccount + ) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: morphoVaultAddress, + tokenBAddress: pyusd0Address, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(1.0), fee: 100, reverse: true), + tokenABalanceSlot: fusdevBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + // Set to test price + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: price, + signer: coaOwnerAccount + ) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: morphoVaultAddress, + tokenBAddress: pyusd0Address, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(price), fee: 100, reverse: true), + tokenABalanceSlot: fusdevBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + } + + let balanceBeforeRebalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0])! + + let yieldVaultEventsBefore = Test.eventsOfType(Type()).length + let positionEventsBefore = Test.eventsOfType(Type()).length + + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: false, beFailed: false) + rebalancePosition(signer: flowALPAccount, pid: pid, force: false, beFailed: false) + + let yieldVaultEventsAfter = Test.eventsOfType(Type()).length + let positionEventsAfter = Test.eventsOfType(Type()).length + let newYieldVaultEvents = yieldVaultEventsAfter - yieldVaultEventsBefore + let newPositionEvents = positionEventsAfter - positionEventsBefore + + // Log state after rebalance: C, D, U, H, B + let positionCollateral = getFlowCollateralFromPosition(pid: pid) + let positionDebt = getPYUSD0DebtFromPosition(pid: pid) + let positionHealth = getPositionHealth(pid: pid, beFailed: false) + let yieldTokenUnits = getAutoBalancerBalance(id: yieldVaultIDs![0]) ?? 0.0 + let baseline = getAutoBalancerBaseline(id: yieldVaultIDs![0]) ?? 0.0 + + let balanceAfterRebalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0])! + + let ratio = price + + log("---") + log("Price: \(price)") + log(" New YieldVault rebalance events: \(newYieldVaultEvents), New Position rebalance events: \(newPositionEvents)") + if newYieldVaultEvents > 0 { + let lastEvent = Test.eventsOfType(Type())[yieldVaultEventsAfter - 1] as! DeFiActions.Rebalanced + log(" DeFiActions.Rebalanced - amount: \(lastEvent.amount), value: \(lastEvent.value), isSurplus: \(lastEvent.isSurplus)") + } + if newPositionEvents > 0 { + let lastPosEvent = Test.eventsOfType(Type())[positionEventsAfter - 1] as! FlowALPv0.Rebalanced + log(" FlowALPv0.Rebalanced - atHealth: \(lastPosEvent.atHealth), amount: \(lastPosEvent.amount), fromUnder: \(lastPosEvent.fromUnder)") + } + log(" State: C=\(positionCollateral), D=\(positionDebt), U=\(yieldTokenUnits), H=\(positionHealth), B=\(baseline)") + log(" Value/Baseline ratio: \(ratio)") + log(" Balance before rebalance: \(balanceBeforeRebalance)") + log(" Balance after rebalance: \(balanceAfterRebalance)") + if balanceAfterRebalance >= balanceBeforeRebalance { + log(" Change: +\(balanceAfterRebalance - balanceBeforeRebalance)") + } else { + log(" Change: -\(balanceBeforeRebalance - balanceAfterRebalance)") + } + + if ratio > 0.95 { + log(" Expected: NO rebalance (ratio > 0.95)") + } else if ratio == 0.95 { + log(" Expected: AT BOUNDARY (ratio == 0.95, threshold is strictly <)") + } else { + log(" Expected: REBALANCE (ratio < 0.95) — collateral sold to cover deficit") + } + + let expected = expectedState[index] + let tolerance = 0.00000001 + let healthTolerance = 0.01 + Test.assert( + positionCollateral >= expected[0] - tolerance && positionCollateral <= expected[0] + tolerance, + message: "P=\(price): Expected C=\(expected[0]), got \(positionCollateral)" + ) + Test.assert( + positionDebt >= expected[1] - tolerance && positionDebt <= expected[1] + tolerance, + message: "P=\(price): Expected D=\(expected[1]), got \(positionDebt)" + ) + Test.assert( + yieldTokenUnits >= expected[2] - tolerance && yieldTokenUnits <= expected[2] + tolerance, + message: "P=\(price): Expected U=\(expected[2]), got \(yieldTokenUnits)" + ) + Test.assert( + positionHealth >= UFix128(expected[3]) - UFix128(healthTolerance) && positionHealth <= UFix128(expected[3]) + UFix128(healthTolerance), + message: "P=\(price): Expected H=\(expected[3]), got \(positionHealth)" + ) + } + + log("=============================================================================") +} diff --git a/cadence/tests/forked_rebalance_scenario1_test.cdc b/cadence/tests/forked_rebalance_scenario1_test.cdc new file mode 100644 index 00000000..d673580d --- /dev/null +++ b/cadence/tests/forked_rebalance_scenario1_test.cdc @@ -0,0 +1,315 @@ +// Simulation spreadsheet: https://docs.google.com/spreadsheets/d/11DCzwZjz5K-78aKEWxt9NI-ut5LtkSyOT0TnRPUG7qY/edit?pli=1&gid=539924856#gid=539924856 + +#test_fork(network: "mainnet-fork", height: 147316310) + +import Test +import BlockchainHelpers + +import "test_helpers.cdc" +import "evm_state_helpers.cdc" + +// FlowYieldVaults platform +import "FlowYieldVaults" +// other +import "FlowToken" +import "FlowYieldVaultsStrategiesV2" +import "FlowALPv0" + +// ============================================================================ +// CADENCE ACCOUNTS +// ============================================================================ + +access(all) let flowYieldVaultsAccount = Test.getAccount(0xb1d63873c3cc9f79) +access(all) let flowALPAccount = Test.getAccount(0x6b00ff876c299c61) +access(all) let bandOracleAccount = Test.getAccount(0x6801a6222ebf784a) +access(all) let whaleFlowAccount = Test.getAccount(0x92674150c9213fc9) +access(all) let coaOwnerAccount = Test.getAccount(0xe467b9dd11fa00df) + +access(all) var strategyIdentifier = Type<@FlowYieldVaultsStrategiesV2.FUSDEVStrategy>().identifier +access(all) var flowTokenIdentifier = Type<@FlowToken.Vault>().identifier + +// ============================================================================ +// PROTOCOL ADDRESSES +// ============================================================================ + +// Uniswap V3 Factory on Flow EVM mainnet +access(all) let factoryAddress = "0xca6d7Bb03334bBf135902e1d919a5feccb461632" + +// ============================================================================ +// VAULT & TOKEN ADDRESSES +// ============================================================================ + +// FUSDEV - Morpho VaultV2 (ERC4626) +// Underlying asset: PYUSD0 +access(all) let morphoVaultAddress = "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D" + +// PYUSD0 - Stablecoin (FUSDEV's underlying asset) +access(all) let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750" + +// WFLOW - Wrapped Flow +access(all) let wflowAddress = "0xd3bF53DAC106A0290B0483EcBC89d40FcC961f3e" + +// ============================================================================ +// STORAGE SLOT CONSTANTS +// ============================================================================ + +// Token balanceOf mapping slots (for EVM.store to manipulate balances) +access(all) let pyusd0BalanceSlot = 1 as UInt256 +access(all) let fusdevBalanceSlot = 12 as UInt256 +access(all) let wflowBalanceSlot = 3 as UInt256 + +// Morpho vault storage slots +access(all) let morphoVaultTotalSupplySlot = 11 as UInt256 +access(all) let morphoVaultTotalAssetsSlot = 15 as UInt256 + + +access(all) +fun setup() { + // Deploy all contracts for mainnet fork + deployContractsForFork() + + // Setup Uniswap V3 pools with structurally valid state + // This sets slot0, observations, liquidity, ticks, bitmap, positions, and POOL token balances + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: wflowAddress, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 3000, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: wflowBalanceSlot, + signer: coaOwnerAccount + ) + + // BandOracle prices: FLOW for collateral, PYUSD for PYUSD0 debt token, USD for quote + let symbolPrices: {String: UFix64} = { + "FLOW": 1.0, + "USD": 1.0, + "PYUSD": 1.0 + } + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: symbolPrices) + + let reserveAmount = 100_000_00.0 + transferFlow(signer: whaleFlowAccount, recipient: flowALPAccount.address, amount: reserveAmount) + + // Fund FlowYieldVaults account for scheduling fees (atomic initial scheduling) + transferFlow(signer: whaleFlowAccount, recipient: flowYieldVaultsAccount.address, amount: 100.0) +} + +access(all) var testSnapshot: UInt64 = 0 +// Verify that the YieldVault correctly rebalances yield token holdings when FLOW price changes +access(all) +fun test_ForkedRebalanceYieldVaultScenario1() { + let fundingAmount = 1000.0 + + let user = Test.createAccount() + + // =================================================================================== + // SCENARIO 1: FLOW price changes, Position rebalances to maintain Health = 1.3 + // =================================================================================== + // + // Initial: Collateral=1000 FLOW, Debt=615.38 PYUSD0, YIELD=615.38 FUSDEV, Health=1.3 + // Health = (1000 × FLOW_Price × 0.8) / 615.38 + // + // Thresholds: minHealth=1.1, targetHealth=1.3, maxHealth=1.5 + // minHealth (1.1) at FLOW price = 0.84615 + // maxHealth (1.5) at FLOW price = 1.15385 + // + // With force=false: + // Health < 1.1 → rebalance → YIELD = 615.38 × FLOW_Price + // Health ∈ [1.1, 1.5] → NO rebalance → YIELD stays at 615.38 + // Health > 1.5 → rebalance → YIELD = 615.38 × FLOW_Price + // + // --------------------------------------------------------------------------------- + // FLOW Price | Health | Rebalance? | Expected YIELD + // --------------------------------------------------------------------------------- + // 0.50 | 0.65 | YES | 307.69 (615.38 × 0.5) + // 0.84 | 1.09 | YES | 516.92 (615.38 × 0.84) + // 0.84615 | 1.10 | YES | 520.71 (at minHealth boundary, rebalances) + // 0.85 | 1.10 | NO | 615.38 (in bounds, no change) + // 0.90 | 1.17 | NO | 615.38 (in bounds, no change) + // 1.00 | 1.30 | NO | 615.38 (at target, no change) + // 1.10 | 1.43 | NO | 615.38 (in bounds, no change) + // 1.15 | 1.49 | NO | 615.38 (in bounds, no change) + // 1.15385 | 1.50+ | YES | 710.06 (slightly above maxHealth, rebalances) + // 1.16 | 1.51 | YES | 713.85 (615.38 × 1.16) + // 1.20 | 1.56 | YES | 738.46 (615.38 × 1.2) + // 1.50 | 1.95 | YES | 923.08 (615.38 × 1.5) + // 2.00 | 2.60 | YES | 1230.77 (615.38 × 2.0) + // 3.00 | 3.90 | YES | 1846.15 (615.38 × 3.0) + // 5.00 | 6.50 | YES | 3076.92 (615.38 × 5.0) + // --------------------------------------------------------------------------------- + // Note: Exact maxHealth (1.5) boundary is at FLOW price = 1.15384615... + // Using 1.15385 is slightly above, so it triggers rebalance. + // =================================================================================== + let flowPrices = [0.5, 0.84, 0.84615, 0.85, 0.9, 1.0, 1.1, 1.15, 1.15385, 1.16, 1.2, 1.5, 2.0, 3.0, 5.0] + + let expectedYieldTokenValues: {UFix64: UFix64} = { + 0.5: 307.69230769, // rebalance: health 0.65 < 1.1 + 0.84: 516.92307692, // rebalance: health 1.09 < 1.1 + 0.84615: 520.70769231, // rebalance: health ≈ 1.1 (at minHealth boundary) + 0.85: 615.38461538, // NO rebalance: health 1.10 in [1.1, 1.5] + 0.9: 615.38461538, // NO rebalance: health 1.17 in [1.1, 1.5] + 1.0: 615.38461538, // NO rebalance: health 1.30 in [1.1, 1.5] + 1.1: 615.38461538, // NO rebalance: health 1.43 in [1.1, 1.5] + 1.15: 615.38461538, // NO rebalance: health 1.49 in [1.1, 1.5] + 1.15385: 710.06153846, // rebalance: health 1.50+ > 1.5 (slightly above boundary) + 1.16: 713.84615385, // rebalance: health 1.51 > 1.5 + 1.2: 738.46153846, // rebalance: health 1.56 > 1.5 + 1.5: 923.07692308, // rebalance: health 1.95 > 1.5 + 2.0: 1230.76923077, // rebalance: health 2.60 > 1.5 + 3.0: 1846.15384615, // rebalance: health 3.90 > 1.5 + 5.0: 3076.92307692 // rebalance: health 6.50 > 1.5 + } + + // confirm user exists. + getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! + transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: fundingAmount) + grantBeta(flowYieldVaultsAccount, user) + + // Set vault to baseline 1:1 price + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: 1.0, + signer: user + ) + + // Refresh oracle prices to avoid stale timestamp (time advances between setup and here) + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { "FLOW": 1.0, "USD": 1.0, "PYUSD": 1.0 }) + + createYieldVault( + signer: user, + strategyIdentifier: strategyIdentifier, + vaultIdentifier: flowTokenIdentifier, + amount: fundingAmount, + beFailed: false + ) + + // Capture the actual position ID from the FlowCreditMarket.Opened event + var pid = (getLastPositionOpenedEvent(Test.eventsOfType(Type())) as! FlowALPv0.Opened).pid + log("[TEST] Captured Position ID from event: \(pid)") + + var yieldVaultIDs = getYieldVaultIDs(address: user.address) + log("[TEST] YieldVault ID: \(yieldVaultIDs![0])") + Test.assert(yieldVaultIDs != nil, message: "Expected user's YieldVault IDs to be non-nil but encountered nil") + Test.assertEqual(1, yieldVaultIDs!.length) + + var yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0]) + + log("[TEST] Initial yield vault balance: \(yieldVaultBalance ?? 0.0)") + + rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) + + testSnapshot = getCurrentBlockHeight() + + for flowPrice in flowPrices { + if (getCurrentBlockHeight() > testSnapshot) { + Test.reset(to: testSnapshot) + } + yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0]) + + log("[TEST] YieldVault balance before flow price \(flowPrice) \(yieldVaultBalance ?? 0.0)") + + // === FLOW PRICE CHANGES === + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { + "FLOW": flowPrice, + "USD": 1.0, + "PYUSD": 1.0 + }) + + // Update WFLOW/PYUSD0 pool to match new Flow price + // 1 WFLOW = flowPrice PYUSD0 + // Recollat traverses PYUSD0→WFLOW (reverse on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(flowPrice), fee: 3000, reverse: true), + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + // PYUSD0/FUSDEV pool: fee adjustment direction depends on rebalance type + // Surplus (flowPrice > 1.0): swaps PYUSD0→FUSDEV (forward) + // Deficit (flowPrice < 1.0): swaps FUSDEV→PYUSD0 (reverse) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: flowPrice < 1.0), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0]) + + log("[TEST] YieldVault balance before flow price \(flowPrice) rebalance: \(yieldVaultBalance ?? 0.0)") + + // Get yield token balance before rebalance + let yieldTokensBefore = getAutoBalancerBalance(id: yieldVaultIDs![0]) ?? 0.0 + let currentValueBefore = getAutoBalancerCurrentValue(id: yieldVaultIDs![0]) ?? 0.0 + + rebalancePosition(signer: flowALPAccount, pid: pid, force: false, beFailed: false) + + yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0]) + + log("[TEST] YieldVault balance after flow before \(flowPrice): \(yieldVaultBalance ?? 0.0)") + + // Get yield token balance after rebalance + let yieldTokensAfter = getAutoBalancerBalance(id: yieldVaultIDs![0]) ?? 0.0 + let currentValueAfter = getAutoBalancerCurrentValue(id: yieldVaultIDs![0]) ?? 0.0 + + // Get expected yield tokens from Google sheet calculations + let expectedYieldTokens = expectedYieldTokenValues[flowPrice] ?? 0.0 + + log("\n=== SCENARIO 1 DETAILS for Flow Price \(flowPrice) ===") + log("YieldVault Balance: \(yieldVaultBalance ?? 0.0)") + log("Yield Tokens Before: \(yieldTokensBefore)") + log("Yield Tokens After: \(yieldTokensAfter)") + log("Expected Yield Tokens: \(expectedYieldTokens)") + let precisionDiff = yieldTokensAfter > expectedYieldTokens ? yieldTokensAfter - expectedYieldTokens : expectedYieldTokens - yieldTokensAfter + let precisionSign = yieldTokensAfter > expectedYieldTokens ? "+" : "-" + log("Precision Difference: \(precisionSign)\(precisionDiff)") + let percentDiff = expectedYieldTokens > 0.0 ? (precisionDiff / expectedYieldTokens) * 100.0 : 0.0 + log("Percent Difference: \(precisionSign)\(percentDiff)%") + + Test.assert( + equalAmounts(a: yieldTokensAfter, b: expectedYieldTokens, tolerance: 0.01), + message: "Expected yield tokens for flow price \(flowPrice) to be \(expectedYieldTokens) but got \(yieldTokensAfter)" + ) + + let yieldChange = yieldTokensAfter > yieldTokensBefore ? yieldTokensAfter - yieldTokensBefore : yieldTokensBefore - yieldTokensAfter + let yieldSign = yieldTokensAfter > yieldTokensBefore ? "+" : "-" + log("Yield Token Change: \(yieldSign)\(yieldChange)") + log("Current Value Before: \(currentValueBefore)") + log("Current Value After: \(currentValueAfter)") + let valueChange = currentValueAfter > currentValueBefore ? currentValueAfter - currentValueBefore : currentValueBefore - currentValueAfter + let valueSign = currentValueAfter > currentValueBefore ? "+" : "-" + log("Value Change: \(valueSign)\(valueChange)") + log("=============================================\n") + } + + // closeYieldVault(signer: user, id: yieldVaultIDs![0], beFailed: false) + + let flowBalanceAfter = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! + log("[TEST] flow balance after \(flowBalanceAfter)") +} diff --git a/cadence/tests/forked_rebalance_scenario2_test.cdc b/cadence/tests/forked_rebalance_scenario2_test.cdc new file mode 100644 index 00000000..9289ff41 --- /dev/null +++ b/cadence/tests/forked_rebalance_scenario2_test.cdc @@ -0,0 +1,579 @@ +// Simulation spreadsheet: https://docs.google.com/spreadsheets/d/11DCzwZjz5K-78aKEWxt9NI-ut5LtkSyOT0TnRPUG7qY/edit?pli=1&gid=539924856#gid=539924856 + +#test_fork(network: "mainnet-fork", height: 147316310) + +import Test +import BlockchainHelpers + +import "test_helpers.cdc" +import "evm_state_helpers.cdc" + +import "FlowToken" +import "FlowYieldVaultsStrategiesV2" +import "FlowALPv0" +import "FlowYieldVaults" +import "DeFiActions" + + +// ============================================================================ +// CADENCE ACCOUNTS +// ============================================================================ + +access(all) let flowYieldVaultsAccount = Test.getAccount(0xb1d63873c3cc9f79) +access(all) let flowALPAccount = Test.getAccount(0x6b00ff876c299c61) +access(all) let bandOracleAccount = Test.getAccount(0x6801a6222ebf784a) +access(all) let whaleFlowAccount = Test.getAccount(0x92674150c9213fc9) +access(all) let coaOwnerAccount = Test.getAccount(0xe467b9dd11fa00df) + +access(all) var strategyIdentifier = Type<@FlowYieldVaultsStrategiesV2.FUSDEVStrategy>().identifier +access(all) var flowTokenIdentifier = Type<@FlowToken.Vault>().identifier + +// ============================================================================ +// PROTOCOL ADDRESSES +// ============================================================================ + +// Uniswap V3 Factory on Flow EVM mainnet +access(all) let factoryAddress = "0xca6d7Bb03334bBf135902e1d919a5feccb461632" + +// ============================================================================ +// VAULT & TOKEN ADDRESSES +// ============================================================================ + +// FUSDEV - Morpho VaultV2 (ERC4626) +// Underlying asset: PYUSD0 +access(all) let morphoVaultAddress = "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D" + +// PYUSD0 - Stablecoin (FUSDEV's underlying asset) +access(all) let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750" + +// WFLOW - Wrapped Flow +access(all) let wflowAddress = "0xd3bF53DAC106A0290B0483EcBC89d40FcC961f3e" + +// ============================================================================ +// STORAGE SLOT CONSTANTS +// ============================================================================ + +// Token balanceOf mapping slots (for EVM.store to manipulate balances) +access(all) let pyusd0BalanceSlot = 1 as UInt256 +access(all) let fusdevBalanceSlot = 12 as UInt256 +access(all) let wflowBalanceSlot = 3 as UInt256 + +// Morpho vault storage slots +access(all) let morphoVaultTotalSupplySlot = 11 as UInt256 +access(all) let morphoVaultTotalAssetsSlot = 15 as UInt256 + +access(all) +fun setup() { + // Deploy all contracts for mainnet fork + deployContractsForFork() + + // Setup Uniswap V3 pools with structurally valid state + // This sets slot0, observations, liquidity, ticks, bitmap, positions, and POOL token balances + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: wflowAddress, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 3000, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: wflowBalanceSlot, + signer: coaOwnerAccount + ) + + // BandOracle is used for FLOW and USD prices + let symbolPrices = { + "FLOW": 1.0, + "USD": 1.0, + "PYUSD": 1.0 + } + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: symbolPrices) + + // mint tokens & set liquidity in mock swapper contract + let reserveAmount = 100_000_00.0 + // service account does not have enough flow to "mint" + // var mintFlowResult = mintFlow(to: flowCreditMarketAccount, amount: reserveAmount) + // Test.expect(mintFlowResult, Test.beSucceeded()) + transferFlow(signer: whaleFlowAccount, recipient: flowALPAccount.address, amount: reserveAmount) + + // Grant FlowALPv1 Pool capability to FlowYieldVaults account + let protocolBetaRes = grantProtocolBeta(flowALPAccount, flowYieldVaultsAccount) + Test.expect(protocolBetaRes, Test.beSucceeded()) + + // Fund FlowYieldVaults account for scheduling fees (atomic initial scheduling) + // service account does not have enough flow to "mint" + // mintFlowResult = mintFlow(to: flowYieldVaultsAccount, amount: 100.0) + // Test.expect(mintFlowResult, Test.beSucceeded()) + transferFlow(signer: whaleFlowAccount, recipient: flowYieldVaultsAccount.address, amount: 100.0) +} + +/// Logs full position details (all balances with direction, health, etc.) +access(all) +fun logPositionDetails(label: String, pid: UInt64) { + let positionDetails = getPositionDetails(pid: pid, beFailed: false) + log("\n--- Position Details (\(label)) pid=\(pid) ---") + log(" health: \(positionDetails.health)") + log(" defaultTokenAvailableBalance: \(positionDetails.defaultTokenAvailableBalance)") + for balance in positionDetails.balances { + let direction = balance.direction.rawValue == 0 ? "CREDIT(collateral)" : "DEBIT(debt)" + log(" [\(direction)] \(balance.vaultType.identifier): \(balance.balance)") + } + log("--- End Position Details ---") +} + +access(all) +fun test_RebalanceYieldVaultScenario2() { + let fundingAmount = 1000.0 + + let user = Test.createAccount() + + // =================================================================================== + // SCENARIO 2: YIELD price changes (up then down), testing full rebalancing cycle + // =================================================================================== + // + // INITIAL STATE (after createYieldVault with 1000 FLOW): + // Collateral (C) = 1000 FLOW + // Collateral Factor (CF) = 0.8 + // Target Health (H_target) = 1.3 + // Debt (D) = C × CF / H_target = 1000 × 0.8 / 1.3 = 615.38 + // YIELD Units (U) = D / Price = 615.38 / 1.0 = 615.38 + // Baseline (B) = D = 615.38 (value at time of rebalancing) + // Health = C × CF / D = 1000 × 0.8 / 615.38 = 1.3 + // + // THRESHOLDS: + // AutoBalancer: lowerThreshold=0.95, upperThreshold=1.05 (±5% of Baseline) + // Position: minHealth=1.1, targetHealth=1.3, maxHealth=1.5 + // + // =================================================================================== + // PHASE 1: YIELD PRICE INCREASES (1.0 → 3.0) + // =================================================================================== + // When Value/Baseline > 1.05, AutoBalancer sells surplus, then Position re-levers. + // + // STEP-BY-STEP CALCULATION (Price 1.0 → 1.1): + // 1. YIELD Value = U × P = 615.38 × 1.1 = 676.92 + // 2. Value/Baseline = 676.92 / 615.38 = 1.10 > 1.05 → triggers sell + // 3. Surplus = Value - Baseline = 676.92 - 615.38 = 61.54 + // 4. Units sold = Surplus / P = 61.54 / 1.1 = 55.94 + // 5. Remaining Units = 615.38 - 55.94 = 559.44 + // 6. Collateral += Surplus → C = 1000 + 61.54 = 1061.54 ✓ + // 7. AutoBalancer resets Baseline = 615.38 (remaining value) + // 8. Position health = 1061.54 × 0.8 / 615.38 = 1.38 > 1.3 → re-lever + // 9. New Debt = C × CF / H_target = 1061.54 × 0.8 / 1.3 = 653.26 + // 10. Additional Debt = 653.26 - 615.38 = 37.88 + // 11. Buy YIELD = 37.88 / 1.1 = 34.44 units + // 12. Final: C=1061.54, D=653.26, U=593.88, B=653.26 + // + // GENERAL FORMULA (for price increase with re-levering): + // Let r = new_price / old_price (price ratio) + // Surplus = B_old × (r - 1) + // C_new = C_old + Surplus = C_old + B_old × (r - 1) + // D_new = C_new × CF / H_target + // U_new = D_new / new_price + // B_new = D_new + // + // =================================================================================== + // PHASE 2: YIELD PRICE DECREASES (3.0 → 0.5) + // =================================================================================== + // When Value/Baseline < 0.95, AutoBalancer detects a deficit. The system sells + // collateral from the Position to cover the deficit, de-levering. + // + // With the FlowALPv0 epsilon fix, deficit recovery now works through the DOWN + // phase. At P=2.5, the AB deficit pull drops H from 1.30 to ~1.17 (no position + // rebalance needed). At P=2.0, deficit recovery succeeds and the position + // rebalances back to H=1.30. At P=1.5, the deficit is large enough that H + // drops to minHealth (1.10), where it freezes for subsequent steps. + // + // STEP-BY-STEP CALCULATION (Price 3.0 → 2.5): + // State at P=3.0: C=2032.65, D=1250.86, U=416.95, B=1250.86, H=1.30 + // + // 1. DEFICIT DETECTION: + // Yield Value = U × P_new = 416.95 × 2.5 = 1042.39 + // Value/Baseline = 1042.39 / 1250.86 = 0.833 < 0.95 → triggers rebalance + // Deficit = Baseline - Value = 1250.86 - 1042.39 = 208.47 + // + // 2. COLLATERAL SOLD TO COVER DEFICIT: + // Position sells collateral to cover the deficit. H drops but stays + // above minHealth, so no position rebalance triggers. + // + // 3. RESULT (empirical): + // C=1822.92, D=1250.86, U=500.35, H=1.17 + // + // =================================================================================== + // Empirical values from forked mainnet test (multi-step compounding makes + // closed-form derivation impractical — values captured from fork output). + // + // Initial: C=1000.00, D=615.38, U=615.38, B=615.38, H=1.30 + // + // Price | Dir | Collateral | Debt | YIELD Units | Health | Notes + // ------|------|------------|----------|-------------|--------|--------------------------- + // 1.10 | UP | 1061.53 | 653.25 | 593.86 | 1.30 | Surplus rebalance + // 1.20 | UP | 1120.90 | 689.78 | 574.82 | 1.30 | + // 1.30 | UP | 1178.37 | 725.15 | 557.81 | 1.30 | + // 1.50 | UP | 1289.91 | 793.79 | 529.19 | 1.30 | + // 2.00 | UP | 1554.45 | 956.59 | 478.29 | 1.30 | + // 3.00 | UP | 2032.65 | 1250.86 | 416.95 | 1.30 | Peak + // ------|------|------------|----------|-------------|--------|--------------------------- + // 2.50 | DOWN | 1822.92 | 1250.86 | 500.35 | 1.17 | Deficit, no pos rebal + // 2.00 | DOWN | 1719.94 | 1058.42 | 455.31 | 1.30 | Deficit recovery → H=1.30 + // 1.50 | DOWN | 1455.33 | 1058.42 | 630.65 | 1.10 | Deficit → minHealth freeze + // 1.00 | DOWN | 1455.33 | 1058.42 | 630.65 | 1.10 | Frozen at minHealth + // 0.80 | DOWN | 1455.33 | 1058.42 | 630.65 | 1.10 | Frozen + // 0.50 | DOWN | 1455.33 | 1058.42 | 630.65 | 1.10 | Frozen + // =================================================================================== + var yieldPriceChanges = [1.1, 1.2, 1.3, 1.5, 2.0, 3.0, 2.5, 2.0, 1.5, 1.0, 0.8, 0.5] + // expectedFlowBalance = YieldVault balance (computed via Strategy.availableBalance swap quote) + // Note: This is NOT the same as Position collateral or U×P. It represents + // the FLOW value obtainable by swapping yield tokens through the pool. + // Empirical values from fork output (multi-step compounding makes closed-form + // derivation impractical). + var expectedFlowBalance = [ + // UP phase: Position collateral ≈ YieldVault balance (surplus rebalancing works) + 1061.52615116, // 1.10 UP + 1120.90035094, // 1.20 UP + 1178.37092464, // 1.30 UP + 1289.91035468, // 1.50 UP + 1554.45443175, // 2.00 UP + 2032.65244754, // 3.00 UP (peak) + // DOWN phase: deficit recovery now works with FlowALPv0 epsilon fix. + // P=2.5: AB deficit pull, H drops 1.30→1.17, no position rebalance. + // P=2.0: deficit recovery succeeds, position rebalances to H=1.30. + // P=1.5: deficit large enough to hit minHealth (1.10), state freezes. + // P=1.0..0.5: frozen at minHealth — no further rebalancing possible. + 1822.91875938, // 2.50 DOWN - deficit, H=1.17 + 1516.70136887, // 2.00 DOWN - deficit recovery, H=1.30 + 1300.72483062, // 1.50 DOWN - deficit → minHealth freeze + 867.14988662, // 1.00 DOWN - frozen at minHealth + 693.71991012, // 0.80 DOWN - frozen + 433.57494262 // 0.50 DOWN - frozen + ] + + // Expected state values: [C (Collateral), D (Debt), U (Yield Units), H (Health)] + // Empirical values from fork output (multi-step compounding makes closed-form + // derivation impractical). + let expectedState: [[UFix64; 4]] = [ + // UP phase: surplus rebalancing works, C/D/U all change, H stays at 1.30 + [1061.52615345, 653.24686366, 593.86078454, 1.30], // P=1.10 + [1120.90035404, 689.78483325, 574.82069333, 1.30], // P=1.20 + [1178.37092675, 725.15133953, 557.80872154, 1.30], // P=1.30 + [1289.91035904, 793.79099017, 529.19399199, 1.30], // P=1.50 + [1554.45443727, 956.58734601, 478.29367149, 1.30], // P=2.00 + [2032.65245331, 1250.86304819, 416.95434833, 1.30], // P=3.00 (PEAK) + // DOWN phase: deficit recovery works with FlowALPv0 epsilon fix. + // P=2.5: AB deficit pull drops H to ~1.17, no position rebalance needed. + // P=2.0: deficit recovery succeeds, position rebalances to H=1.30. + // P=1.5: deficit drops H to minHealth (1.10), state freezes. + // P=1.0..0.5: frozen at minHealth values. + [1822.91876377, 1250.86304819, 500.34521821, 1.1659], // P=2.50 - deficit, H~1.17 + [1719.93669126, 1058.42257919, 455.30753646, 1.30], // P=2.00 - deficit recovery + [1455.33104639, 1058.42257919, 630.65446381, 1.10], // P=1.50 - minHealth freeze + [1455.33104639, 1058.42257919, 630.65446381, 1.10], // P=1.00 - frozen + [1455.33104639, 1058.42257919, 630.65446381, 1.10], // P=0.80 - frozen + [1455.33104639, 1058.42257919, 630.65446381, 1.10] // P=0.50 - frozen + ] + + // Likely 0.0 + let flowBalanceBefore = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! + transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: fundingAmount) + grantBeta(flowYieldVaultsAccount, user) + + // Set vault to baseline 1:1 price + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: 1.0, + signer: user + ) + + // Refresh oracle prices to avoid stale timestamp + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { "FLOW": 1.0, "USD": 1.0, "PYUSD": 1.0 }) + + createYieldVault( + signer: user, + strategyIdentifier: strategyIdentifier, + vaultIdentifier: flowTokenIdentifier, + amount: fundingAmount, + beFailed: false + ) + + // Capture the actual position ID from the FlowCreditMarket.Opened event + var pid = (getLastPositionOpenedEvent(Test.eventsOfType(Type())) as! FlowALPv0.Opened).pid + log("[TEST] Captured Position ID from event: \(pid)") + + var yieldVaultIDs = getYieldVaultIDs(address: user.address) + log("[TEST] YieldVault ID: \(yieldVaultIDs![0])") + Test.assert(yieldVaultIDs != nil, message: "Expected user's YieldVault IDs to be non-nil but encountered nil") + Test.assertEqual(1, yieldVaultIDs!.length) + + var yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0]) + + log("[TEST] Initial yield vault balance: \(yieldVaultBalance ?? 0.0)") + + rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) + + for index, yieldTokenPrice in yieldPriceChanges { + yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0]) + + log("[TEST] YieldVault balance before price change to \(yieldTokenPrice): \(yieldVaultBalance ?? 0.0)") + + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: yieldTokenPrice, + signer: user + ) + + // Update FUSDEV pools + // Since FUSDEV is increasing in value we want to sell FUSDEV on the rebalance + // FUSDEV -> PYUSD0 -> WFLOW + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0 / UFix128(yieldTokenPrice), fee: 100, reverse: true), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + // PYUSD0 -> FUSDEV + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0 / UFix128(yieldTokenPrice), fee: 100, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0]) + + log("[TEST] YieldVault balance after price to \(yieldTokenPrice): \(yieldVaultBalance ?? 0.0)") + + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: false, beFailed: false) + // Log triggered rebalance events for yield vault (AutoBalancer) + let yieldVaultRebalanceEventsInLoop = Test.eventsOfType(Type()) + log("[TEST] YieldVault Rebalance events count at price \(yieldTokenPrice): \(yieldVaultRebalanceEventsInLoop.length)") + if yieldVaultRebalanceEventsInLoop.length > 0 { + let lastYieldVaultEvent = yieldVaultRebalanceEventsInLoop[yieldVaultRebalanceEventsInLoop.length - 1] as! DeFiActions.Rebalanced + log("[TEST] DeFiActions.Rebalanced - amount: \(lastYieldVaultEvent.amount), value: \(lastYieldVaultEvent.value), isSurplus: \(lastYieldVaultEvent.isSurplus), vaultType: \(lastYieldVaultEvent.vaultType), balancerUUID: \(lastYieldVaultEvent.balancerUUID)") + } + + rebalancePosition(signer: flowALPAccount, pid: pid, force: false, beFailed: false) + // Log triggered rebalance events for position + let positionRebalanceEventsInLoop = Test.eventsOfType(Type()) + log("[TEST] Position Rebalance events count at price \(yieldTokenPrice): \(positionRebalanceEventsInLoop.length)") + if positionRebalanceEventsInLoop.length > 0 { + let lastPositionEvent = positionRebalanceEventsInLoop[positionRebalanceEventsInLoop.length - 1] as! FlowALPv0.Rebalanced + log("[TEST] FlowALPv0.Rebalanced - pid: \(lastPositionEvent.pid), atHealth: \(lastPositionEvent.atHealth), amount: \(lastPositionEvent.amount), fromUnder: \(lastPositionEvent.fromUnder)") + } + + // FUSDEV -> PYUSD0 for the yield balance check (we want to sell FUSDEV) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0 / UFix128(yieldTokenPrice), fee: 100, reverse: true), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0]) + + log("[TEST] YieldVault balance after yield price \(yieldTokenPrice) rebalance: \(yieldVaultBalance ?? 0.0)") + + // === COMPREHENSIVE STATE LOGGING === + // Query all key values from contracts after rebalance + let positionCollateral = getFlowCollateralFromPosition(pid: pid) + let positionDebt = getPYUSD0DebtFromPosition(pid: pid) + let positionHealth = getPositionHealth(pid: pid, beFailed: false) + let yieldTokenUnits = getAutoBalancerBalance(id: yieldVaultIDs![0]) ?? 0.0 + let baseline = getAutoBalancerBaseline(id: yieldVaultIDs![0]) ?? 0.0 + let yieldVaultValue = getAutoBalancerCurrentValue(id: yieldVaultIDs![0]) ?? 0.0 + + log("\n=== STATE AFTER REBALANCE at P=\(yieldTokenPrice) ===") + log("| Position Collateral (C): \(positionCollateral)") + log("| Position Debt (D): \(positionDebt)") + log("| Position Health (H): \(positionHealth)") + log("| Yield Token Units (U): \(yieldTokenUnits)") + log("| Baseline (B): \(baseline)") + log("| Yield Value (U×P): \(yieldVaultValue)") + log("| YieldVault Balance: \(yieldVaultBalance ?? 0.0)") + log("===========================================\n") + + // Assert expected state values (C, D, U, H) + // Empirical values from fork output — tolerance accounts for ERC4626 integer + // rounding (PYUSD0 6-decimal precision) compounding across the 12-step chain. + let expected = expectedState[index] + let tolerance = 0.3 + let cDiff = positionCollateral > expected[0] ? positionCollateral - expected[0] : expected[0] - positionCollateral + Test.assert( + cDiff <= tolerance, + message: "P=\(yieldTokenPrice): Expected C=\(expected[0]), got \(positionCollateral), diff=\(cDiff)" + ) + let dDiff = positionDebt > expected[1] ? positionDebt - expected[1] : expected[1] - positionDebt + Test.assert( + dDiff <= tolerance, + message: "P=\(yieldTokenPrice): Expected D=\(expected[1]), got \(positionDebt), diff=\(dDiff)" + ) + let uDiff = yieldTokenUnits > expected[2] ? yieldTokenUnits - expected[2] : expected[2] - yieldTokenUnits + Test.assert( + uDiff <= tolerance, + message: "P=\(yieldTokenPrice): Expected U=\(expected[2]), got \(yieldTokenUnits), diff=\(uDiff)" + ) + // Health factor: use larger tolerance (0.01) since H has more precision variance + let healthTolerance = 0.01 + let hDiff = positionHealth > UFix128(expected[3]) ? positionHealth - UFix128(expected[3]) : UFix128(expected[3]) - positionHealth + Test.assert( + hDiff <= UFix128(healthTolerance), + message: "P=\(yieldTokenPrice): Expected H=\(expected[3]), got \(positionHealth)" + ) + + // Perform comprehensive diagnostic precision trace + performDiagnosticPrecisionTrace( + yieldVaultID: yieldVaultIDs![0], + pid: pid, + yieldPrice: yieldTokenPrice, + expectedValue: expectedFlowBalance[index], + userAddress: user.address + ) + + // Get Flow collateral from position + let flowCollateralAmount = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValue = flowCollateralAmount * 1.0 // Flow price remains at 1.0 + + // Detailed precision comparison + let actualYieldVaultBalance = yieldVaultBalance ?? 0.0 + let expectedBalance = expectedFlowBalance[index] + + // Calculate differences + let yieldVaultDiff = actualYieldVaultBalance > expectedBalance ? actualYieldVaultBalance - expectedBalance : expectedBalance - actualYieldVaultBalance + let yieldVaultSign = actualYieldVaultBalance > expectedBalance ? "+" : "-" + let yieldVaultPercentDiff = (yieldVaultDiff / expectedBalance) * 100.0 + + let positionDiff = flowCollateralValue > expectedBalance ? flowCollateralValue - expectedBalance : expectedBalance - flowCollateralValue + let positionSign = flowCollateralValue > expectedBalance ? "+" : "-" + let positionPercentDiff = (positionDiff / expectedBalance) * 100.0 + + let yieldVaultVsPositionDiff = actualYieldVaultBalance > flowCollateralValue ? actualYieldVaultBalance - flowCollateralValue : flowCollateralValue - actualYieldVaultBalance + let yieldVaultVsPositionSign = actualYieldVaultBalance > flowCollateralValue ? "+" : "-" + + log("\n=== PRECISION COMPARISON for Yield Price \(yieldTokenPrice) ===") + log("Expected Value: \(expectedBalance)") + log("Actual YieldVault Balance: \(actualYieldVaultBalance)") + log("Flow Position Value: \(flowCollateralValue)") + log("Flow Position Amount: \(flowCollateralAmount) tokens") + log("") + log("YieldVault vs Expected: \(yieldVaultSign)\(yieldVaultDiff) (\(yieldVaultSign)\(yieldVaultPercentDiff)%)") + log("Position vs Expected: \(positionSign)\(positionDiff) (\(positionSign)\(positionPercentDiff)%)") + log("YieldVault vs Position: \(yieldVaultVsPositionSign)\(yieldVaultVsPositionDiff)") + log("===============================================\n") + + // Assert percent tolerance on YieldVault balance vs expected flow balance + let percentToleranceCheck = equalAmounts(a: yieldVaultPercentDiff, b: 0.0, tolerance: 0.3) + Test.assert(percentToleranceCheck, message: "P=\(yieldTokenPrice): Percent difference \(yieldVaultPercentDiff)% is not within tolerance 0.3%") + } + + // closeYieldVault(signer: user, id: yieldVaultIDs![0], beFailed: false) + + // let flowBalanceAfter = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! + // log("[TEST] flow balance after \(flowBalanceAfter)") + + // Test.assert( + // (flowBalanceAfter-flowBalanceBefore) > 0.1, + // message: "Expected user's Flow balance after rebalance to be more than zero but got \(flowBalanceAfter)" + // ) +} + +// ============================================================================ +// HELPER FUNCTIONS +// ============================================================================ + +// Enhanced diagnostic precision tracking function with full call stack tracing +access(all) fun performDiagnosticPrecisionTrace( + yieldVaultID: UInt64, + pid: UInt64, + yieldPrice: UFix64, + expectedValue: UFix64, + userAddress: Address +) { + // Get position ground truth + let positionDetails = getPositionDetails(pid: pid, beFailed: false) + var flowAmount: UFix64 = 0.0 + + for balance in positionDetails.balances { + if balance.vaultType.identifier == flowTokenIdentifier { + if balance.direction.rawValue == 0 { // Credit + flowAmount = balance.balance + } + } + } + + // Values at different layers + let positionValue = flowAmount * 1.0 // Flow price = 1.0 in Scenario 2 + let yieldVaultValue = getYieldVaultBalance(address: userAddress, yieldVaultID: yieldVaultID) ?? 0.0 + + // Calculate drifts with proper sign handling + let yieldVaultDriftAbs = yieldVaultValue > expectedValue ? yieldVaultValue - expectedValue : expectedValue - yieldVaultValue + let yieldVaultDriftSign = yieldVaultValue > expectedValue ? "+" : "-" + let positionDriftAbs = positionValue > expectedValue ? positionValue - expectedValue : expectedValue - positionValue + let positionDriftSign = positionValue > expectedValue ? "+" : "-" + let yieldVaultVsPositionAbs = yieldVaultValue > positionValue ? yieldVaultValue - positionValue : positionValue - yieldVaultValue + let yieldVaultVsPositionSign = yieldVaultValue > positionValue ? "+" : "-" + + // Enhanced logging with intermediate values + log("\n+----------------------------------------------------------------+") + log("| PRECISION DRIFT DIAGNOSTIC - Yield Price \(yieldPrice) |") + log("+----------------------------------------------------------------+") + log("| Layer | Value | Drift | % Drift |") + log("|----------------|----------------|---------------|--------------|") + log("| Position | \(formatValue(positionValue)) | \(positionDriftSign)\(formatValue(positionDriftAbs)) | \(positionDriftSign)\(formatPercent(positionDriftAbs / expectedValue))% |") + log("| YieldVault Balance | \(formatValue(yieldVaultValue)) | \(yieldVaultDriftSign)\(formatValue(yieldVaultDriftAbs)) | \(yieldVaultDriftSign)\(formatPercent(yieldVaultDriftAbs / expectedValue))% |") + log("| Expected | \(formatValue(expectedValue)) | ------------- | ------------ |") + log("|----------------|----------------|---------------|--------------|") + log("| YieldVault vs Position: \(yieldVaultVsPositionSign)\(formatValue(yieldVaultVsPositionAbs)) |") + log("+----------------------------------------------------------------+") + + // Log intermediate calculation values + log("\n== INTERMEDIATE VALUES TRACE:") + + // Log position balance details + log("- Position Balance Details:") + log(" * Flow Amount (trueBalance): \(flowAmount)") + + // Skip the problematic UInt256 conversion entirely to avoid overflow + log("- Expected Value Analysis:") + log(" * Expected UFix64: \(expectedValue)") + + // Log precision loss summary without complex calculations + log("- Precision Loss Summary:") + log(" * Position vs Expected: \(positionDriftSign)\(formatValue(positionDriftAbs)) (\(positionDriftSign)\(formatPercent(positionDriftAbs / expectedValue))%)") + log(" * YieldVault vs Expected: \(yieldVaultDriftSign)\(formatValue(yieldVaultDriftAbs)) (\(yieldVaultDriftSign)\(formatPercent(yieldVaultDriftAbs / expectedValue))%)") + log(" * Additional YieldVault Loss: \(yieldVaultVsPositionSign)\(formatValue(yieldVaultVsPositionAbs))") + + // Warning if significant drift + if yieldVaultDriftAbs > 0.00000100 { + log("\n⚠️ WARNING: Significant precision drift detected!") + } +} + diff --git a/cadence/tests/forked_rebalance_scenario3a_test.cdc b/cadence/tests/forked_rebalance_scenario3a_test.cdc new file mode 100644 index 00000000..601e39be --- /dev/null +++ b/cadence/tests/forked_rebalance_scenario3a_test.cdc @@ -0,0 +1,390 @@ +// Simulation spreadsheet: https://docs.google.com/spreadsheets/d/11DCzwZjz5K-78aKEWxt9NI-ut5LtkSyOT0TnRPUG7qY/edit?pli=1&gid=539924856#gid=539924856 + +#test_fork(network: "mainnet-fork", height: 147316310) + +import Test +import BlockchainHelpers + +import "test_helpers.cdc" +import "evm_state_helpers.cdc" + +import "FlowYieldVaults" +import "FlowToken" +import "FlowYieldVaultsStrategiesV2" +import "FlowALPv0" + +// ============================================================================ +// CADENCE ACCOUNTS +// ============================================================================ + +access(all) let flowYieldVaultsAccount = Test.getAccount(0xb1d63873c3cc9f79) +access(all) let flowALPAccount = Test.getAccount(0x6b00ff876c299c61) +access(all) let bandOracleAccount = Test.getAccount(0x6801a6222ebf784a) +access(all) let whaleFlowAccount = Test.getAccount(0x92674150c9213fc9) +access(all) let coaOwnerAccount = Test.getAccount(0xe467b9dd11fa00df) + +access(all) var strategyIdentifier = Type<@FlowYieldVaultsStrategiesV2.FUSDEVStrategy>().identifier +access(all) var flowTokenIdentifier = Type<@FlowToken.Vault>().identifier + +// ============================================================================ +// PROTOCOL ADDRESSES +// ============================================================================ + +// Uniswap V3 Factory on Flow EVM mainnet +access(all) let factoryAddress = "0xca6d7Bb03334bBf135902e1d919a5feccb461632" + +// ============================================================================ +// VAULT & TOKEN ADDRESSES +// ============================================================================ + +// FUSDEV - Morpho VaultV2 (ERC4626) +// Underlying asset: PYUSD0 +access(all) let morphoVaultAddress = "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D" + +// PYUSD0 - Stablecoin (FUSDEV's underlying asset) +access(all) let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750" + +// WFLOW - Wrapped Flow +access(all) let wflowAddress = "0xd3bF53DAC106A0290B0483EcBC89d40FcC961f3e" + +// ============================================================================ +// STORAGE SLOT CONSTANTS +// ============================================================================ + +// Token balanceOf mapping slots (for EVM.store to manipulate balances) +access(all) let pyusd0BalanceSlot = 1 as UInt256 +access(all) let fusdevBalanceSlot = 12 as UInt256 +access(all) let wflowBalanceSlot = 3 as UInt256 + +// Morpho vault storage slots +access(all) let morphoVaultTotalSupplySlot = 11 as UInt256 +access(all) let morphoVaultTotalAssetsSlot = 15 as UInt256 + +access(all) +fun setup() { + // Deploy all contracts for mainnet fork + deployContractsForFork() + + // Setup Uniswap V3 pools with structurally valid state + // This sets slot0, observations, liquidity, ticks, bitmap, positions, and POOL token balances + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: wflowAddress, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 3000, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: wflowBalanceSlot, + signer: coaOwnerAccount + ) + + // BandOracle is used for FLOW and USD (MOET) prices + let symbolPrices = { + "FLOW": 1.0, // Start at 1.0 + "USD": 1.0, // MOET is pegged to USD, always 1.0 + "PYUSD": 1.0 + } + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: symbolPrices) + + let reserveAmount = 100_000_00.0 + transferFlow(signer: whaleFlowAccount, recipient: flowALPAccount.address, amount: reserveAmount) + + // Fund FlowYieldVaults account for scheduling fees + transferFlow(signer: whaleFlowAccount, recipient: flowYieldVaultsAccount.address, amount: 100.0) +} + +access(all) +fun test_RebalanceYieldVaultScenario3A() { + // Test.reset(to: snapshot) + + let fundingAmount = 1000.0 + let flowPriceDecrease = 0.8 + let yieldPriceIncrease = 1.2 + + let expectedYieldTokenValues = [615.38461538, 492.30769231, 460.74950690] + let expectedFlowCollateralValues = [1000.00000000, 800.00000000, 898.46153846] + let expectedDebtValues = [615.38461538, 492.30769231, 552.89940828] + + let user = Test.createAccount() + + // Likely 0.0 + let flowBalanceBefore = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! + log("[TEST] flow balance before \(flowBalanceBefore)") + transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: fundingAmount) + grantBeta(flowYieldVaultsAccount, user) + + // Set vault to baseline 1:1 price + // Use 1 billion (1e9) as base - large enough to prevent slippage, safe from UFix64 overflow + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: 1.0, + signer: user + ) + + // Refresh oracle prices to avoid stale timestamp + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { "FLOW": 1.0, "USD": 1.0, "PYUSD": 1.0 }) + + createYieldVault( + signer: user, + strategyIdentifier: strategyIdentifier, + vaultIdentifier: flowTokenIdentifier, + amount: fundingAmount, + beFailed: false + ) + + // Capture the actual position ID from the FlowCreditMarket.Opened event + var pid = (getLastPositionOpenedEvent(Test.eventsOfType(Type())) as! FlowALPv0.Opened).pid + + var yieldVaultIDs = getYieldVaultIDs(address: user.address) + Test.assert(yieldVaultIDs != nil, message: "Expected user's YieldVault IDs to be non-nil but encountered nil") + Test.assertEqual(1, yieldVaultIDs!.length) + + let yieldTokensBefore = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let debtBefore = getPYUSD0DebtFromPosition(pid: pid) + let flowCollateralBefore = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValueBefore = flowCollateralBefore * 1.0 // Initial price is 1.0 + + log("\n=== PRECISION COMPARISON (Initial State) ===") + log("Expected Yield Tokens: \(expectedYieldTokenValues[0])") + log("Actual Yield Tokens: \(yieldTokensBefore)") + let diff0 = yieldTokensBefore > expectedYieldTokenValues[0] ? yieldTokensBefore - expectedYieldTokenValues[0] : expectedYieldTokenValues[0] - yieldTokensBefore + let sign0 = yieldTokensBefore > expectedYieldTokenValues[0] ? "+" : "-" + log("Difference: \(sign0)\(diff0)") + log("") + log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[0])") + log("Actual Flow Collateral Value: \(flowCollateralValueBefore)") + let flowDiff0 = flowCollateralValueBefore > expectedFlowCollateralValues[0] ? flowCollateralValueBefore - expectedFlowCollateralValues[0] : expectedFlowCollateralValues[0] - flowCollateralValueBefore + let flowSign0 = flowCollateralValueBefore > expectedFlowCollateralValues[0] ? "+" : "-" + log("Difference: \(flowSign0)\(flowDiff0)") + log("") + log("Expected MOET Debt: \(expectedDebtValues[0])") + log("Actual MOET Debt: \(debtBefore)") + let debtDiff0 = debtBefore > expectedDebtValues[0] ? debtBefore - expectedDebtValues[0] : expectedDebtValues[0] - debtBefore + let debtSign0 = debtBefore > expectedDebtValues[0] ? "+" : "-" + log("Difference: \(debtSign0)\(debtDiff0)") + log("=========================================================\n") + + Test.assert( + equalAmounts(a:yieldTokensBefore, b:expectedYieldTokenValues[0], tolerance: 0.1), + message: "Expected yield tokens to be \(expectedYieldTokenValues[0]) but got \(yieldTokensBefore)" + ) + Test.assert( + equalAmounts(a:flowCollateralValueBefore, b:expectedFlowCollateralValues[0], tolerance: 0.1), + message: "Expected flow collateral value to be \(expectedFlowCollateralValues[0]) but got \(flowCollateralValueBefore)" + ) + Test.assert( + equalAmounts(a:debtBefore, b:expectedDebtValues[0], tolerance: 0.1), + message: "Expected MOET debt to be \(expectedDebtValues[0]) but got \(debtBefore)" + ) + + // === FLOW PRICE DECREASE TO 0.8 === + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { + "FLOW": flowPriceDecrease, + "USD": 1.0, + "PYUSD": 1.0 + }) + + // Update WFLOW/PYUSD0 pool to reflect new FLOW price + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(flowPriceDecrease), fee: 3000, reverse: true), + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + // Position rebalance sells FUSDEV -> PYUSD0 to repay debt (reverse direction) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: true), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) + + // Debug: Log position details + let positionDetailsAfterRebalance = getPositionDetails(pid: pid, beFailed: false) + log("[DEBUG] Position details after rebalance:") + log(" Health: \(positionDetailsAfterRebalance.health)") + log(" Default token available: \(positionDetailsAfterRebalance.defaultTokenAvailableBalance)") + + let yieldTokensAfterFlowPriceDecrease = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let flowCollateralAfterFlowDecrease = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValueAfterFlowDecrease = flowCollateralAfterFlowDecrease * flowPriceDecrease + let debtAfterFlowDecrease = getPYUSD0DebtFromPosition(pid: pid) + + log("\n=== PRECISION COMPARISON (After Flow Price Decrease) ===") + log("Expected Yield Tokens: \(expectedYieldTokenValues[1])") + log("Actual Yield Tokens: \(yieldTokensAfterFlowPriceDecrease)") + let diff1 = yieldTokensAfterFlowPriceDecrease > expectedYieldTokenValues[1] ? yieldTokensAfterFlowPriceDecrease - expectedYieldTokenValues[1] : expectedYieldTokenValues[1] - yieldTokensAfterFlowPriceDecrease + let sign1 = yieldTokensAfterFlowPriceDecrease > expectedYieldTokenValues[1] ? "+" : "-" + log("Difference: \(sign1)\(diff1)") + log("") + log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[1])") + log("Actual Flow Collateral Value: \(flowCollateralValueAfterFlowDecrease)") + log("Actual Flow Collateral Amount: \(flowCollateralAfterFlowDecrease) Flow tokens") + let flowDiff1 = flowCollateralValueAfterFlowDecrease > expectedFlowCollateralValues[1] ? flowCollateralValueAfterFlowDecrease - expectedFlowCollateralValues[1] : expectedFlowCollateralValues[1] - flowCollateralValueAfterFlowDecrease + let flowSign1 = flowCollateralValueAfterFlowDecrease > expectedFlowCollateralValues[1] ? "+" : "-" + log("Difference: \(flowSign1)\(flowDiff1)") + log("") + log("Expected MOET Debt: \(expectedDebtValues[1])") + log("Actual MOET Debt: \(debtAfterFlowDecrease)") + let debtDiff1 = debtAfterFlowDecrease > expectedDebtValues[1] ? debtAfterFlowDecrease - expectedDebtValues[1] : expectedDebtValues[1] - debtAfterFlowDecrease + let debtSign1 = debtAfterFlowDecrease > expectedDebtValues[1] ? "+" : "-" + log("Difference: \(debtSign1)\(debtDiff1)") + log("=========================================================\n") + + Test.assert( + equalAmounts(a:yieldTokensAfterFlowPriceDecrease, b:expectedYieldTokenValues[1], tolerance: 0.1), + message: "Expected yield tokens after flow price decrease to be \(expectedYieldTokenValues[1]) but got \(yieldTokensAfterFlowPriceDecrease)" + ) + Test.assert( + equalAmounts(a:flowCollateralValueAfterFlowDecrease, b:expectedFlowCollateralValues[1], tolerance: 0.1), + message: "Expected flow collateral value after flow price decrease to be \(expectedFlowCollateralValues[1]) but got \(flowCollateralValueAfterFlowDecrease)" + ) + Test.assert( + equalAmounts(a:debtAfterFlowDecrease, b:expectedDebtValues[1], tolerance: 0.1), + message: "Expected MOET debt after flow price decrease to be \(expectedDebtValues[1]) but got \(debtAfterFlowDecrease)" + ) + + // === YIELD VAULT PRICE INCREASE TO 1.2 === + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: UInt256(1), + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: yieldPriceIncrease, + signer: user + ) + + // AutoBalancer sells FUSDEV -> PYUSD0 (reverse on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0 / UFix128(yieldPriceIncrease), fee: 100, reverse: true), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + // Position rebalance borrows PYUSD0 -> FUSDEV (forward on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0 / UFix128(yieldPriceIncrease), fee: 100, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: true, beFailed: false) + //rebalancePosition(signer: protocolAccount, pid: 0, force: true, beFailed: false) + + let yieldTokensAfterYieldPriceIncrease = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let flowCollateralAfterYieldIncrease = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValueAfterYieldIncrease = flowCollateralAfterYieldIncrease * flowPriceDecrease // Flow price remains at 0.8 + let debtAfterYieldIncrease = getPYUSD0DebtFromPosition(pid: pid) + + log("\n=== PRECISION COMPARISON (After Yield Price Increase) ===") + log("Expected Yield Tokens: \(expectedYieldTokenValues[2])") + log("Actual Yield Tokens: \(yieldTokensAfterYieldPriceIncrease)") + let diff2 = yieldTokensAfterYieldPriceIncrease > expectedYieldTokenValues[2] ? yieldTokensAfterYieldPriceIncrease - expectedYieldTokenValues[2] : expectedYieldTokenValues[2] - yieldTokensAfterYieldPriceIncrease + let sign2 = yieldTokensAfterYieldPriceIncrease > expectedYieldTokenValues[2] ? "+" : "-" + log("Difference: \(sign2)\(diff2)") + log("") + log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[2])") + log("Actual Flow Collateral Value: \(flowCollateralValueAfterYieldIncrease)") + log("Actual Flow Collateral Amount: \(flowCollateralAfterYieldIncrease) Flow tokens") + let flowDiff2 = flowCollateralValueAfterYieldIncrease > expectedFlowCollateralValues[2] ? flowCollateralValueAfterYieldIncrease - expectedFlowCollateralValues[2] : expectedFlowCollateralValues[2] - flowCollateralValueAfterYieldIncrease + let flowSign2 = flowCollateralValueAfterYieldIncrease > expectedFlowCollateralValues[2] ? "+" : "-" + log("Difference: \(flowSign2)\(flowDiff2)") + log("") + log("Expected MOET Debt: \(expectedDebtValues[2])") + log("Actual MOET Debt: \(debtAfterYieldIncrease)") + let debtDiff2 = debtAfterYieldIncrease > expectedDebtValues[2] ? debtAfterYieldIncrease - expectedDebtValues[2] : expectedDebtValues[2] - debtAfterYieldIncrease + let debtSign2 = debtAfterYieldIncrease > expectedDebtValues[2] ? "+" : "-" + log("Difference: \(debtSign2)\(debtDiff2)") + log("=========================================================\n") + + Test.assert( + equalAmounts(a:yieldTokensAfterYieldPriceIncrease, b:expectedYieldTokenValues[2], tolerance: 0.1), + message: "Expected yield tokens after yield price increase to be \(expectedYieldTokenValues[2]) but got \(yieldTokensAfterYieldPriceIncrease)" + ) + Test.assert( + equalAmounts(a:flowCollateralValueAfterYieldIncrease, b:expectedFlowCollateralValues[2], tolerance: 0.1), + message: "Expected flow collateral value after yield price increase to be \(expectedFlowCollateralValues[2]) but got \(flowCollateralValueAfterYieldIncrease)" + ) + Test.assert( + equalAmounts(a:debtAfterYieldIncrease, b:expectedDebtValues[2], tolerance: 0.1), + message: "Expected MOET debt after yield price increase to be \(expectedDebtValues[2]) but got \(debtAfterYieldIncrease)" + ) + + // FUSDEV -> PYUSD0 for the yield balance check (we want to sell FUSDEV) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0 / UFix128(yieldPriceIncrease), fee: 100, reverse: true), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + // Check getYieldVaultBalance vs actual available balance before closing + let yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0])! + + // Get the actual available balance from the position + let positionDetails = getPositionDetails(pid: pid, beFailed: false) + var positionFlowBalance = 0.0 + for balance in positionDetails.balances { + if balance.vaultType == Type<@FlowToken.Vault>() && balance.direction == FlowALPv0.BalanceDirection.Credit { + positionFlowBalance = balance.balance + break + } + } + + log("\n=== DIAGNOSTIC: YieldVault Balance vs Position Available ===") + log("getYieldVaultBalance() reports: \(yieldVaultBalance)") + log("Position Flow balance: \(positionFlowBalance)") + let diff = positionFlowBalance > yieldVaultBalance + ? positionFlowBalance - yieldVaultBalance + : yieldVaultBalance - positionFlowBalance + log("Difference: \(diff)") + log("========================================\n") + + // TODO: closeYieldVault currently fails due to precision issues + // closeYieldVault(signer: user, id: yieldVaultIDs![0], beFailed: false) + + log("\n=== TEST COMPLETE - All precision checks passed ===") +} + + diff --git a/cadence/tests/forked_rebalance_scenario3b_test.cdc b/cadence/tests/forked_rebalance_scenario3b_test.cdc new file mode 100644 index 00000000..a227c573 --- /dev/null +++ b/cadence/tests/forked_rebalance_scenario3b_test.cdc @@ -0,0 +1,367 @@ +// Simulation spreadsheet: https://docs.google.com/spreadsheets/d/11DCzwZjz5K-78aKEWxt9NI-ut5LtkSyOT0TnRPUG7qY/edit?pli=1&gid=539924856#gid=539924856 + +#test_fork(network: "mainnet-fork", height: 147316310) + +import Test +import BlockchainHelpers + +import "test_helpers.cdc" +import "evm_state_helpers.cdc" + +import "FlowYieldVaults" +import "FlowToken" +import "FlowYieldVaultsStrategiesV2" +import "FlowALPv0" + +// ============================================================================ +// CADENCE ACCOUNTS +// ============================================================================ + +access(all) let flowYieldVaultsAccount = Test.getAccount(0xb1d63873c3cc9f79) +access(all) let flowALPAccount = Test.getAccount(0x6b00ff876c299c61) +access(all) let bandOracleAccount = Test.getAccount(0x6801a6222ebf784a) +access(all) let whaleFlowAccount = Test.getAccount(0x92674150c9213fc9) +access(all) let coaOwnerAccount = Test.getAccount(0xe467b9dd11fa00df) + +access(all) var strategyIdentifier = Type<@FlowYieldVaultsStrategiesV2.FUSDEVStrategy>().identifier +access(all) var flowTokenIdentifier = Type<@FlowToken.Vault>().identifier + +// ============================================================================ +// PROTOCOL ADDRESSES +// ============================================================================ + +// Uniswap V3 Factory on Flow EVM mainnet +access(all) let factoryAddress = "0xca6d7Bb03334bBf135902e1d919a5feccb461632" + +// ============================================================================ +// VAULT & TOKEN ADDRESSES +// ============================================================================ + +// FUSDEV - Morpho VaultV2 (ERC4626) +// Underlying asset: PYUSD0 +access(all) let morphoVaultAddress = "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D" + +// PYUSD0 - Stablecoin (FUSDEV's underlying asset) +access(all) let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750" + +// WFLOW - Wrapped Flow +access(all) let wflowAddress = "0xd3bF53DAC106A0290B0483EcBC89d40FcC961f3e" + +// ============================================================================ +// STORAGE SLOT CONSTANTS +// ============================================================================ + +// Token balanceOf mapping slots (for EVM.store to manipulate balances) +access(all) let pyusd0BalanceSlot = 1 as UInt256 +access(all) let fusdevBalanceSlot = 12 as UInt256 +access(all) let wflowBalanceSlot = 3 as UInt256 + +// Morpho vault storage slots +access(all) let morphoVaultTotalSupplySlot = 11 as UInt256 +access(all) let morphoVaultTotalAssetsSlot = 15 as UInt256 + +access(all) +fun setup() { + // Deploy all contracts for mainnet fork + deployContractsForFork() + + // Setup Uniswap V3 pools with structurally valid state + // This sets slot0, observations, liquidity, ticks, bitmap, positions, and POOL token balances + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: wflowAddress, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 3000, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: wflowBalanceSlot, + signer: coaOwnerAccount + ) + + // BandOracle is used for FLOW and USD (PYUSD0) prices + let symbolPrices = { + "FLOW": 1.0, // Start at 1.0 + "USD": 1.0, // PYUSD0 is pegged to USD, always 1.0 + "PYUSD": 1.0 + } + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: symbolPrices) + + let reserveAmount = 100_000_00.0 + transferFlow(signer: whaleFlowAccount, recipient: flowALPAccount.address, amount: reserveAmount) + + // Fund FlowYieldVaults account for scheduling fees + transferFlow(signer: whaleFlowAccount, recipient: flowYieldVaultsAccount.address, amount: 100.0) +} + +access(all) +fun test_RebalanceYieldVaultScenario3B() { + let fundingAmount = 1000.0 + let flowPriceIncrease = 1.5 + let yieldPriceIncrease = 1.3 + + let expectedYieldTokenValues = [615.38461539, 923.07692308, 841.14701866] + let expectedFlowCollateralValues = [1000.0, 1500.0, 1776.92307692] + let expectedDebtValues = [615.38461539, 923.07692308, 1093.49112426] + + let user = Test.createAccount() + + // Likely 0.0 + let flowBalanceBefore = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! + log("[TEST] flow balance before \(flowBalanceBefore)") + transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: fundingAmount) + grantBeta(flowYieldVaultsAccount, user) + + // Set vault to baseline 1:1 price + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: 1.0, + signer: user + ) + + // Refresh oracle prices to avoid stale timestamp + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { "FLOW": 1.0, "USD": 1.0, "PYUSD": 1.0 }) + + createYieldVault( + signer: user, + strategyIdentifier: strategyIdentifier, + vaultIdentifier: flowTokenIdentifier, + amount: fundingAmount, + beFailed: false + ) + + // Capture the actual position ID from the FlowCreditMarket.Opened event + var pid = (getLastPositionOpenedEvent(Test.eventsOfType(Type())) as! FlowALPv0.Opened).pid + + var yieldVaultIDs = getYieldVaultIDs(address: user.address) + Test.assert(yieldVaultIDs != nil, message: "Expected user's YieldVault IDs to be non-nil but encountered nil") + Test.assertEqual(1, yieldVaultIDs!.length) + + let yieldTokensBefore = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let debtBefore = getPYUSD0DebtFromPosition(pid: pid) + let flowCollateralBefore = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValueBefore = flowCollateralBefore * 1.0 // Initial price is 1.0 + + log("\n=== PRECISION COMPARISON (Initial State) ===") + log("Expected Yield Tokens: \(expectedYieldTokenValues[0])") + log("Actual Yield Tokens: \(yieldTokensBefore)") + let diff0 = yieldTokensBefore > expectedYieldTokenValues[0] ? yieldTokensBefore - expectedYieldTokenValues[0] : expectedYieldTokenValues[0] - yieldTokensBefore + let sign0 = yieldTokensBefore > expectedYieldTokenValues[0] ? "+" : "-" + log("Difference: \(sign0)\(diff0)") + log("") + log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[0])") + log("Actual Flow Collateral Value: \(flowCollateralValueBefore)") + let flowDiff0 = flowCollateralValueBefore > expectedFlowCollateralValues[0] ? flowCollateralValueBefore - expectedFlowCollateralValues[0] : expectedFlowCollateralValues[0] - flowCollateralValueBefore + let flowSign0 = flowCollateralValueBefore > expectedFlowCollateralValues[0] ? "+" : "-" + log("Difference: \(flowSign0)\(flowDiff0)") + log("") + log("Expected MOET Debt: \(expectedDebtValues[0])") + log("Actual MOET Debt: \(debtBefore)") + let debtDiff0 = debtBefore > expectedDebtValues[0] ? debtBefore - expectedDebtValues[0] : expectedDebtValues[0] - debtBefore + let debtSign0 = debtBefore > expectedDebtValues[0] ? "+" : "-" + log("Difference: \(debtSign0)\(debtDiff0)") + log("=========================================================\n") + + Test.assert( + equalAmounts(a:yieldTokensBefore, b:expectedYieldTokenValues[0], tolerance: 0.1), + message: "Expected yield tokens to be \(expectedYieldTokenValues[0]) but got \(yieldTokensBefore)" + ) + Test.assert( + equalAmounts(a:flowCollateralValueBefore, b:expectedFlowCollateralValues[0], tolerance: 0.1), + message: "Expected flow collateral value to be \(expectedFlowCollateralValues[0]) but got \(flowCollateralValueBefore)" + ) + Test.assert( + equalAmounts(a:debtBefore, b:expectedDebtValues[0], tolerance: 0.1), + message: "Expected MOET debt to be \(expectedDebtValues[0]) but got \(debtBefore)" + ) + + // === FLOW PRICE INCREASE TO 1.5 === + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { + "FLOW": flowPriceIncrease, + "USD": 1.0, + "PYUSD": 1.0 + }) + + // Update WFLOW/PYUSD0 pool to reflect new FLOW price + // recollat path traverses PYUSD0 -> WFLOW (reverse on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(flowPriceIncrease), fee: 3000, reverse: true), + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) + + let yieldTokensAfterFlowPriceIncrease = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let flowCollateralAfterFlowIncrease = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValueAfterFlowIncrease = flowCollateralAfterFlowIncrease * flowPriceIncrease + let debtAfterFlowIncrease = getPYUSD0DebtFromPosition(pid: pid) + + log("\n=== PRECISION COMPARISON (After Flow Price Increase) ===") + log("Expected Yield Tokens: \(expectedYieldTokenValues[1])") + log("Actual Yield Tokens: \(yieldTokensAfterFlowPriceIncrease)") + let diff1 = yieldTokensAfterFlowPriceIncrease > expectedYieldTokenValues[1] ? yieldTokensAfterFlowPriceIncrease - expectedYieldTokenValues[1] : expectedYieldTokenValues[1] - yieldTokensAfterFlowPriceIncrease + let sign1 = yieldTokensAfterFlowPriceIncrease > expectedYieldTokenValues[1] ? "+" : "-" + log("Difference: \(sign1)\(diff1)") + log("") + log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[1])") + log("Actual Flow Collateral Value: \(flowCollateralValueAfterFlowIncrease)") + log("Actual Flow Collateral Amount: \(flowCollateralAfterFlowIncrease) Flow tokens") + let flowDiff1 = flowCollateralValueAfterFlowIncrease > expectedFlowCollateralValues[1] ? flowCollateralValueAfterFlowIncrease - expectedFlowCollateralValues[1] : expectedFlowCollateralValues[1] - flowCollateralValueAfterFlowIncrease + let flowSign1 = flowCollateralValueAfterFlowIncrease > expectedFlowCollateralValues[1] ? "+" : "-" + log("Difference: \(flowSign1)\(flowDiff1)") + log("") + log("Expected MOET Debt: \(expectedDebtValues[1])") + log("Actual MOET Debt: \(debtAfterFlowIncrease)") + let debtDiff1 = debtAfterFlowIncrease > expectedDebtValues[1] ? debtAfterFlowIncrease - expectedDebtValues[1] : expectedDebtValues[1] - debtAfterFlowIncrease + let debtSign1 = debtAfterFlowIncrease > expectedDebtValues[1] ? "+" : "-" + log("Difference: \(debtSign1)\(debtDiff1)") + log("=========================================================\n") + + Test.assert( + equalAmounts(a:yieldTokensAfterFlowPriceIncrease, b:expectedYieldTokenValues[1], tolerance: 0.1), + message: "Expected yield tokens after flow price increase to be \(expectedYieldTokenValues[1]) but got \(yieldTokensAfterFlowPriceIncrease)" + ) + Test.assert( + equalAmounts(a:flowCollateralValueAfterFlowIncrease, b:expectedFlowCollateralValues[1], tolerance: 0.1), + message: "Expected flow collateral value after flow price increase to be \(expectedFlowCollateralValues[1]) but got \(flowCollateralValueAfterFlowIncrease)" + ) + Test.assert( + equalAmounts(a:debtAfterFlowIncrease, b:expectedDebtValues[1], tolerance: 0.1), + message: "Expected MOET debt after flow price increase to be \(expectedDebtValues[1]) but got \(debtAfterFlowIncrease)" + ) + + // === YIELD VAULT PRICE INCREASE TO 1.3 === + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: UInt256(1), + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: yieldPriceIncrease, + signer: user + ) + + // AutoBalancer sells FUSDEV -> PYUSD0 (reverse on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0 / UFix128(yieldPriceIncrease), fee: 100, reverse: true), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + // Position rebalance borrows PYUSD0 -> FUSDEV (forward on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0 / UFix128(yieldPriceIncrease), fee: 100, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: true, beFailed: false) + //rebalancePosition(signer: protocolAccount, pid: 0, force: true, beFailed: false) + + let yieldTokensAfterYieldPriceIncrease = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let flowCollateralAfterYieldIncrease = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValueAfterYieldIncrease = flowCollateralAfterYieldIncrease * flowPriceIncrease // Flow price remains at 1.5 + let debtAfterYieldIncrease = getPYUSD0DebtFromPosition(pid: pid) + + log("\n=== PRECISION COMPARISON (After Yield Price Increase) ===") + log("Expected Yield Tokens: \(expectedYieldTokenValues[2])") + log("Actual Yield Tokens: \(yieldTokensAfterYieldPriceIncrease)") + let diff2 = yieldTokensAfterYieldPriceIncrease > expectedYieldTokenValues[2] ? yieldTokensAfterYieldPriceIncrease - expectedYieldTokenValues[2] : expectedYieldTokenValues[2] - yieldTokensAfterYieldPriceIncrease + let sign2 = yieldTokensAfterYieldPriceIncrease > expectedYieldTokenValues[2] ? "+" : "-" + log("Difference: \(sign2)\(diff2)") + log("") + log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[2])") + log("Actual Flow Collateral Value: \(flowCollateralValueAfterYieldIncrease)") + log("Actual Flow Collateral Amount: \(flowCollateralAfterYieldIncrease) Flow tokens") + let flowDiff2 = flowCollateralValueAfterYieldIncrease > expectedFlowCollateralValues[2] ? flowCollateralValueAfterYieldIncrease - expectedFlowCollateralValues[2] : expectedFlowCollateralValues[2] - flowCollateralValueAfterYieldIncrease + let flowSign2 = flowCollateralValueAfterYieldIncrease > expectedFlowCollateralValues[2] ? "+" : "-" + log("Difference: \(flowSign2)\(flowDiff2)") + log("") + log("Expected MOET Debt: \(expectedDebtValues[2])") + log("Actual MOET Debt: \(debtAfterYieldIncrease)") + let debtDiff2 = debtAfterYieldIncrease > expectedDebtValues[2] ? debtAfterYieldIncrease - expectedDebtValues[2] : expectedDebtValues[2] - debtAfterYieldIncrease + let debtSign2 = debtAfterYieldIncrease > expectedDebtValues[2] ? "+" : "-" + log("Difference: \(debtSign2)\(debtDiff2)") + log("=========================================================\n") + + Test.assert( + equalAmounts(a:yieldTokensAfterYieldPriceIncrease, b:expectedYieldTokenValues[2], tolerance: 0.1), + message: "Expected yield tokens after yield price increase to be \(expectedYieldTokenValues[2]) but got \(yieldTokensAfterYieldPriceIncrease)" + ) + Test.assert( + equalAmounts(a:flowCollateralValueAfterYieldIncrease, b:expectedFlowCollateralValues[2], tolerance: 0.1), + message: "Expected flow collateral value after yield price increase to be \(expectedFlowCollateralValues[2]) but got \(flowCollateralValueAfterYieldIncrease)" + ) + Test.assert( + equalAmounts(a:debtAfterYieldIncrease, b:expectedDebtValues[2], tolerance: 0.1), + message: "Expected MOET debt after yield price increase to be \(expectedDebtValues[2]) but got \(debtAfterYieldIncrease)" + ) + + // FUSDEV -> PYUSD0 for the yield balance check (we want to sell FUSDEV) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0 / UFix128(yieldPriceIncrease), fee: 100, reverse: true), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + // Check getYieldVaultBalance vs actual available balance before closing + let yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0])! + + // Get the actual available balance from the position + let positionDetails = getPositionDetails(pid: pid, beFailed: false) + var positionFlowBalance = 0.0 + for balance in positionDetails.balances { + if balance.vaultType == Type<@FlowToken.Vault>() && balance.direction == FlowALPv0.BalanceDirection.Credit { + positionFlowBalance = balance.balance + break + } + } + + log("\n=== DIAGNOSTIC: YieldVault Balance vs Position Available ===") + log("getYieldVaultBalance() reports: \(yieldVaultBalance)") + log("Position Flow balance: \(positionFlowBalance)") + log("Difference: \(positionFlowBalance - yieldVaultBalance)") + log("========================================\n") + + // Skip closeYieldVault for now due to getYieldVaultBalance precision issues + // closeYieldVault(signer: user, id: yieldVaultIDs![0], beFailed: false) + + log("\n=== TEST COMPLETE ===") +} + + diff --git a/cadence/tests/forked_rebalance_scenario3c_test.cdc b/cadence/tests/forked_rebalance_scenario3c_test.cdc new file mode 100644 index 00000000..74050fb3 --- /dev/null +++ b/cadence/tests/forked_rebalance_scenario3c_test.cdc @@ -0,0 +1,345 @@ +// Simulation spreadsheet: https://docs.google.com/spreadsheets/d/11DCzwZjz5K-78aKEWxt9NI-ut5LtkSyOT0TnRPUG7qY/edit?pli=1&gid=539924856#gid=539924856 + +#test_fork(network: "mainnet-fork", height: 147316310) + +import Test +import BlockchainHelpers + +import "test_helpers.cdc" +import "evm_state_helpers.cdc" + +import "FlowYieldVaults" +import "FlowToken" +import "FlowYieldVaultsStrategiesV2" +import "FlowALPv0" + +// ============================================================================ +// CADENCE ACCOUNTS +// ============================================================================ + +access(all) let flowYieldVaultsAccount = Test.getAccount(0xb1d63873c3cc9f79) +access(all) let flowALPAccount = Test.getAccount(0x6b00ff876c299c61) +access(all) let bandOracleAccount = Test.getAccount(0x6801a6222ebf784a) +access(all) let whaleFlowAccount = Test.getAccount(0x92674150c9213fc9) +access(all) let coaOwnerAccount = Test.getAccount(0xe467b9dd11fa00df) + +access(all) var strategyIdentifier = Type<@FlowYieldVaultsStrategiesV2.FUSDEVStrategy>().identifier +access(all) var flowTokenIdentifier = Type<@FlowToken.Vault>().identifier + +// ============================================================================ +// PROTOCOL ADDRESSES +// ============================================================================ + +// Uniswap V3 Factory on Flow EVM mainnet +access(all) let factoryAddress = "0xca6d7Bb03334bBf135902e1d919a5feccb461632" + +// ============================================================================ +// VAULT & TOKEN ADDRESSES +// ============================================================================ + +// FUSDEV - Morpho VaultV2 (ERC4626) +// Underlying asset: PYUSD0 +access(all) let morphoVaultAddress = "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D" + +// PYUSD0 - Stablecoin (FUSDEV's underlying asset) +access(all) let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750" + +// WFLOW - Wrapped Flow +access(all) let wflowAddress = "0xd3bF53DAC106A0290B0483EcBC89d40FcC961f3e" + +// ============================================================================ +// STORAGE SLOT CONSTANTS +// ============================================================================ + +// Token balanceOf mapping slots (for EVM.store to manipulate balances) +access(all) let pyusd0BalanceSlot = 1 as UInt256 +access(all) let fusdevBalanceSlot = 12 as UInt256 +access(all) let wflowBalanceSlot = 3 as UInt256 + +// Morpho vault storage slots +access(all) let morphoVaultTotalSupplySlot = 11 as UInt256 +access(all) let morphoVaultTotalAssetsSlot = 15 as UInt256 + +access(all) +fun setup() { + // Deploy all contracts for mainnet fork + deployContractsForFork() + + // Setup Uniswap V3 pools with structurally valid state + // This sets slot0, observations, liquidity, ticks, bitmap, positions, and POOL token balances + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: wflowAddress, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 3000, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: wflowBalanceSlot, + signer: coaOwnerAccount + ) + + // BandOracle is only used for FLOW price for FlowALP collateral + let symbolPrices: {String: UFix64} = { + "FLOW": 1.0, + "USD": 1.0, + "PYUSD": 1.0 + } + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: symbolPrices) + + let reserveAmount = 100_000_00.0 + transferFlow(signer: whaleFlowAccount, recipient: flowALPAccount.address, amount: reserveAmount) + // Fund FlowYieldVaults account for scheduling fees (atomic initial scheduling) + transferFlow(signer: whaleFlowAccount, recipient: flowYieldVaultsAccount.address, amount: 100.0) +} + +access(all) var testSnapshot: UInt64 = 0 +access(all) +fun test_ForkedRebalanceYieldVaultScenario3C() { + let fundingAmount = 1000.0 + let flowPriceIncrease = 2.0 + let yieldPriceIncrease = 2.0 + + // Expected values from Google sheet calculations + let expectedYieldTokenValues = [615.38461539, 1230.76923077, 994.08284024] + let expectedFlowCollateralValues = [1000.0, 2000.0, 3230.76923077] + let expectedDebtValues = [615.38461539, 1230.76923077, 1988.16568047] + + let user = Test.createAccount() + + // Likely 0.0 + let flowBalanceBefore = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! + transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: fundingAmount) + grantBeta(flowYieldVaultsAccount, user) + + // Set vault to baseline 1:1 price + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: 1.0, + signer: user + ) + + // Refresh oracle prices to avoid stale timestamp + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { "FLOW": 1.0, "USD": 1.0, "PYUSD": 1.0 }) + + createYieldVault( + signer: user, + strategyIdentifier: strategyIdentifier, + vaultIdentifier: flowTokenIdentifier, + amount: fundingAmount, + beFailed: false + ) + + // Capture the actual position ID from the FlowCreditMarket.Opened event + var pid = (getLastPositionOpenedEvent(Test.eventsOfType(Type())) as! FlowALPv0.Opened).pid + log("[TEST] Captured Position ID from event: \(pid)") + + var yieldVaultIDs = getYieldVaultIDs(address: user.address) + log("[TEST] YieldVault ID: \(yieldVaultIDs![0])") + Test.assert(yieldVaultIDs != nil, message: "Expected user's YieldVault IDs to be non-nil but encountered nil") + Test.assertEqual(1, yieldVaultIDs!.length) + + let yieldTokensBefore = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let debtBefore = getPYUSD0DebtFromPosition(pid: pid) + let flowCollateralBefore = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValueBefore = flowCollateralBefore * 1.0 + + log("\n=== PRECISION COMPARISON (Initial State) ===") + log("Expected Yield Tokens: \(expectedYieldTokenValues[0])") + log("Actual Yield Tokens: \(yieldTokensBefore)") + let diff0 = yieldTokensBefore > expectedYieldTokenValues[0] ? yieldTokensBefore - expectedYieldTokenValues[0] : expectedYieldTokenValues[0] - yieldTokensBefore + let sign0 = yieldTokensBefore > expectedYieldTokenValues[0] ? "+" : "-" + log("Difference: \(sign0)\(diff0)") + log("") + log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[0])") + log("Actual Flow Collateral Value: \(flowCollateralValueBefore)") + let flowDiff0 = flowCollateralValueBefore > expectedFlowCollateralValues[0] ? flowCollateralValueBefore - expectedFlowCollateralValues[0] : expectedFlowCollateralValues[0] - flowCollateralValueBefore + let flowSign0 = flowCollateralValueBefore > expectedFlowCollateralValues[0] ? "+" : "-" + log("Difference: \(flowSign0)\(flowDiff0)") + log("") + log("Expected MOET Debt: \(expectedDebtValues[0])") + log("Actual MOET Debt: \(debtBefore)") + let debtDiff0 = debtBefore > expectedDebtValues[0] ? debtBefore - expectedDebtValues[0] : expectedDebtValues[0] - debtBefore + let debtSign0 = debtBefore > expectedDebtValues[0] ? "+" : "-" + log("Difference: \(debtSign0)\(debtDiff0)") + log("=========================================================\n") + + Test.assert( + equalAmounts(a: yieldTokensBefore, b: expectedYieldTokenValues[0], tolerance: 0.3), + message: "Expected yield tokens to be \(expectedYieldTokenValues[0]) but got \(yieldTokensBefore)" + ) + Test.assert( + equalAmounts(a: flowCollateralValueBefore, b: expectedFlowCollateralValues[0], tolerance: 0.3), + message: "Expected flow collateral value to be \(expectedFlowCollateralValues[0]) but got \(flowCollateralValueBefore)" + ) + Test.assert( + equalAmounts(a: debtBefore, b: expectedDebtValues[0], tolerance: 0.3), + message: "Expected MOET debt to be \(expectedDebtValues[0]) but got \(debtBefore)" + ) + + // === FLOW PRICE INCREASE TO 2.0 === + log("\n=== FLOW PRICE → 2.0x ===") + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { + "FLOW": flowPriceIncrease, + "USD": 1.0, + "PYUSD": 1.0 + }) + + // FLOW=$2, so 1 WFLOW = flowPriceIncrease PYUSD0 + // Recollat traverses PYUSD0→WFLOW (reverse on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(flowPriceIncrease), fee: 3000, reverse: true), + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) + + let yieldTokensAfterFlowPriceIncrease = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let flowCollateralAfterFlowIncrease = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValueAfterFlowIncrease = flowCollateralAfterFlowIncrease * flowPriceIncrease + let debtAfterFlowIncrease = getPYUSD0DebtFromPosition(pid: pid) + + log("\n=== PRECISION COMPARISON (After Flow Price Increase) ===") + log("Expected Yield Tokens: \(expectedYieldTokenValues[1])") + log("Actual Yield Tokens: \(yieldTokensAfterFlowPriceIncrease)") + let diff1 = yieldTokensAfterFlowPriceIncrease > expectedYieldTokenValues[1] ? yieldTokensAfterFlowPriceIncrease - expectedYieldTokenValues[1] : expectedYieldTokenValues[1] - yieldTokensAfterFlowPriceIncrease + let sign1 = yieldTokensAfterFlowPriceIncrease > expectedYieldTokenValues[1] ? "+" : "-" + log("Difference: \(sign1)\(diff1)") + log("") + log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[1])") + log("Actual Flow Collateral Value: \(flowCollateralValueAfterFlowIncrease)") + log("Actual Flow Collateral Amount: \(flowCollateralAfterFlowIncrease) Flow tokens") + let flowDiff1 = flowCollateralValueAfterFlowIncrease > expectedFlowCollateralValues[1] ? flowCollateralValueAfterFlowIncrease - expectedFlowCollateralValues[1] : expectedFlowCollateralValues[1] - flowCollateralValueAfterFlowIncrease + let flowSign1 = flowCollateralValueAfterFlowIncrease > expectedFlowCollateralValues[1] ? "+" : "-" + log("Difference: \(flowSign1)\(flowDiff1)") + log("") + log("Expected MOET Debt: \(expectedDebtValues[1])") + log("Actual MOET Debt: \(debtAfterFlowIncrease)") + let debtDiff1 = debtAfterFlowIncrease > expectedDebtValues[1] ? debtAfterFlowIncrease - expectedDebtValues[1] : expectedDebtValues[1] - debtAfterFlowIncrease + let debtSign1 = debtAfterFlowIncrease > expectedDebtValues[1] ? "+" : "-" + log("Difference: \(debtSign1)\(debtDiff1)") + log("=========================================================\n") + + Test.assert( + equalAmounts(a: yieldTokensAfterFlowPriceIncrease, b: expectedYieldTokenValues[1], tolerance: 0.3), + message: "Expected yield tokens after flow price increase to be \(expectedYieldTokenValues[1]) but got \(yieldTokensAfterFlowPriceIncrease)" + ) + Test.assert( + equalAmounts(a: flowCollateralValueAfterFlowIncrease, b: expectedFlowCollateralValues[1], tolerance: 0.3), + message: "Expected flow collateral value after flow price increase to be \(expectedFlowCollateralValues[1]) but got \(flowCollateralValueAfterFlowIncrease)" + ) + Test.assert( + equalAmounts(a: debtAfterFlowIncrease, b: expectedDebtValues[1], tolerance: 0.3), + message: "Expected MOET debt after flow price increase to be \(expectedDebtValues[1]) but got \(debtAfterFlowIncrease)" + ) + + // === YIELD VAULT PRICE INCREASE TO 2.0 === + log("\n=== YIELD VAULT PRICE → 2.0x ===") + + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: 2.0, + signer: user + ) + + // FUSDEV is now worth 2x: 1 FUSDEV = yieldPriceIncrease PYUSD0 + // Recollat traverses FUSDEV→PYUSD0 (forward on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: morphoVaultAddress, + tokenBAddress: pyusd0Address, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(yieldPriceIncrease), fee: 100, reverse: false), + tokenABalanceSlot: fusdevBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + // 1 FUSDEV = yieldPriceIncrease PYUSD0 (FUSDEV is now worth 2x) + // Surplus swaps PYUSD0→FUSDEV (reverse on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: morphoVaultAddress, + tokenBAddress: pyusd0Address, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(yieldPriceIncrease), fee: 100, reverse: true), + tokenABalanceSlot: fusdevBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: true, beFailed: false) + rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) + + let yieldTokensAfterYieldPriceIncrease = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let flowCollateralAfterYieldIncrease = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValueAfterYieldIncrease = flowCollateralAfterYieldIncrease * flowPriceIncrease + let debtAfterYieldIncrease = getPYUSD0DebtFromPosition(pid: pid) + + log("\n=== PRECISION COMPARISON (After Yield Price Increase) ===") + log("Expected Yield Tokens: \(expectedYieldTokenValues[2])") + log("Actual Yield Tokens: \(yieldTokensAfterYieldPriceIncrease)") + let diff2 = yieldTokensAfterYieldPriceIncrease > expectedYieldTokenValues[2] ? yieldTokensAfterYieldPriceIncrease - expectedYieldTokenValues[2] : expectedYieldTokenValues[2] - yieldTokensAfterYieldPriceIncrease + let sign2 = yieldTokensAfterYieldPriceIncrease > expectedYieldTokenValues[2] ? "+" : "-" + log("Difference: \(sign2)\(diff2)") + log("") + log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[2])") + log("Actual Flow Collateral Value: \(flowCollateralValueAfterYieldIncrease)") + log("Actual Flow Collateral Amount: \(flowCollateralAfterYieldIncrease) Flow tokens") + let flowDiff2 = flowCollateralValueAfterYieldIncrease > expectedFlowCollateralValues[2] ? flowCollateralValueAfterYieldIncrease - expectedFlowCollateralValues[2] : expectedFlowCollateralValues[2] - flowCollateralValueAfterYieldIncrease + let flowSign2 = flowCollateralValueAfterYieldIncrease > expectedFlowCollateralValues[2] ? "+" : "-" + log("Difference: \(flowSign2)\(flowDiff2)") + log("") + log("Expected MOET Debt: \(expectedDebtValues[2])") + log("Actual MOET Debt: \(debtAfterYieldIncrease)") + let debtDiff2 = debtAfterYieldIncrease > expectedDebtValues[2] ? debtAfterYieldIncrease - expectedDebtValues[2] : expectedDebtValues[2] - debtAfterYieldIncrease + let debtSign2 = debtAfterYieldIncrease > expectedDebtValues[2] ? "+" : "-" + log("Difference: \(debtSign2)\(debtDiff2)") + log("=========================================================\n") + + // Wider tolerance for yield-price step: Morpho redeem at 2.0x share price + FUSDEV→PYUSD0→WFLOW + // multi-hop swap compounds ERC4626 integer rounding (~0.08 on YT, ~0.25 on collateral value) + Test.assert( + equalAmounts(a: yieldTokensAfterYieldPriceIncrease, b: expectedYieldTokenValues[2], tolerance: 0.3), + message: "Expected yield tokens after yield price increase to be \(expectedYieldTokenValues[2]) but got \(yieldTokensAfterYieldPriceIncrease)" + ) + Test.assert( + // Wider tolerance: surplus FUSDEV→PYUSD0→WFLOW multi-hop swap at 2.0x yield price + // compounds Cadence↔EVM rounding (~0.25 on collateral, ~0.15 on debt) + equalAmounts(a: flowCollateralValueAfterYieldIncrease, b: expectedFlowCollateralValues[2], tolerance: 0.3), + message: "Expected flow collateral value after yield price increase to be \(expectedFlowCollateralValues[2]) but got \(flowCollateralValueAfterYieldIncrease)" + ) + Test.assert( + equalAmounts(a: debtAfterYieldIncrease, b: expectedDebtValues[2], tolerance: 0.2), + message: "Expected MOET debt after yield price increase to be \(expectedDebtValues[2]) but got \(debtAfterYieldIncrease)" + ) + + // TODO: closeYieldVault currently fails due to precision issues + // closeYieldVault(signer: user, id: yieldVaultIDs![0], beFailed: false) + + log("\n=== TEST COMPLETE ===") +} diff --git a/cadence/tests/forked_rebalance_scenario3d_test.cdc b/cadence/tests/forked_rebalance_scenario3d_test.cdc new file mode 100644 index 00000000..d7601f16 --- /dev/null +++ b/cadence/tests/forked_rebalance_scenario3d_test.cdc @@ -0,0 +1,355 @@ +// Simulation spreadsheet: https://docs.google.com/spreadsheets/d/11DCzwZjz5K-78aKEWxt9NI-ut5LtkSyOT0TnRPUG7qY/edit?pli=1&gid=539924856#gid=539924856 + +#test_fork(network: "mainnet-fork", height: 147316310) + +import Test +import BlockchainHelpers + +import "test_helpers.cdc" +import "evm_state_helpers.cdc" + +import "FlowYieldVaults" +import "FlowToken" +import "FlowYieldVaultsStrategiesV2" +import "FlowALPv0" + + +// ============================================================================ +// CADENCE ACCOUNTS +// ============================================================================ + +access(all) let flowYieldVaultsAccount = Test.getAccount(0xb1d63873c3cc9f79) +access(all) let flowALPAccount = Test.getAccount(0x6b00ff876c299c61) +access(all) let bandOracleAccount = Test.getAccount(0x6801a6222ebf784a) +access(all) let whaleFlowAccount = Test.getAccount(0x92674150c9213fc9) +access(all) let coaOwnerAccount = Test.getAccount(0xe467b9dd11fa00df) + +access(all) var strategyIdentifier = Type<@FlowYieldVaultsStrategiesV2.FUSDEVStrategy>().identifier +access(all) var flowTokenIdentifier = Type<@FlowToken.Vault>().identifier + +// ============================================================================ +// PROTOCOL ADDRESSES +// ============================================================================ + +// Uniswap V3 Factory on Flow EVM mainnet +access(all) let factoryAddress = "0xca6d7Bb03334bBf135902e1d919a5feccb461632" + +// ============================================================================ +// VAULT & TOKEN ADDRESSES +// ============================================================================ + +// FUSDEV - Morpho VaultV2 (ERC4626) +// Underlying asset: PYUSD0 +access(all) let morphoVaultAddress = "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D" + +// PYUSD0 - Stablecoin (FUSDEV's underlying asset) +access(all) let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750" + +// WFLOW - Wrapped Flow +access(all) let wflowAddress = "0xd3bF53DAC106A0290B0483EcBC89d40FcC961f3e" + +// ============================================================================ +// STORAGE SLOT CONSTANTS +// ============================================================================ + +// Token balanceOf mapping slots (for EVM.store to manipulate balances) +access(all) let pyusd0BalanceSlot = 1 as UInt256 +access(all) let fusdevBalanceSlot = 12 as UInt256 +access(all) let wflowBalanceSlot = 3 as UInt256 + +// Morpho vault storage slots +access(all) let morphoVaultTotalSupplySlot = 11 as UInt256 +access(all) let morphoVaultTotalAssetsSlot = 15 as UInt256 + +access(all) +fun setup() { + // Deploy all contracts for mainnet fork + deployContractsForFork() + + // Setup Uniswap V3 pools with structurally valid state + // This sets slot0, observations, liquidity, ticks, bitmap, positions, and POOL token balances + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: wflowAddress, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 3000, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: wflowBalanceSlot, + signer: coaOwnerAccount + ) + + // BandOracle is only used for FLOW price for FlowALP collateral + let symbolPrices: {String: UFix64} = { + "FLOW": 1.0, + "USD": 1.0, + "PYUSD": 1.0 + } + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: symbolPrices) + + let reserveAmount = 100_000_00.0 + transferFlow(signer: whaleFlowAccount, recipient: flowALPAccount.address, amount: reserveAmount) + + // Fund FlowYieldVaults account for scheduling fees (atomic initial scheduling) + transferFlow(signer: whaleFlowAccount, recipient: flowYieldVaultsAccount.address, amount: 100.0) +} + +access(all) var testSnapshot: UInt64 = 0 +access(all) +fun test_ForkedRebalanceYieldVaultScenario3D() { + let fundingAmount = 1000.0 + let flowPriceDecrease = 0.5 + let yieldPriceIncrease = 1.5 + + // Expected values from Google sheet calculations + let expectedYieldTokenValues = [615.38461539, 307.69230769, 268.24457594] + let expectedFlowCollateralValues = [1000.0, 500.0, 653.84615385] + let expectedDebtValues = [615.38461539, 307.69230769, 402.36686391] + + let user = Test.createAccount() + + // Likely 0.0 + let flowBalanceBefore = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! + transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: fundingAmount) + grantBeta(flowYieldVaultsAccount, user) + + // Set vault to baseline 1:1 price + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: 1.0, + signer: user + ) + + // Refresh oracle prices to avoid stale timestamp + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { "FLOW": 1.0, "USD": 1.0, "PYUSD": 1.0 }) + + createYieldVault( + signer: user, + strategyIdentifier: strategyIdentifier, + vaultIdentifier: flowTokenIdentifier, + amount: fundingAmount, + beFailed: false + ) + + // Capture the actual position ID from the FlowCreditMarket.Opened event + var pid = (getLastPositionOpenedEvent(Test.eventsOfType(Type())) as! FlowALPv0.Opened).pid + log("[TEST] Captured Position ID from event: \(pid)") + + var yieldVaultIDs = getYieldVaultIDs(address: user.address) + log("[TEST] YieldVault ID: \(yieldVaultIDs![0])") + Test.assert(yieldVaultIDs != nil, message: "Expected user's YieldVault IDs to be non-nil but encountered nil") + Test.assertEqual(1, yieldVaultIDs!.length) + + let yieldTokensBefore = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let debtBefore = getPYUSD0DebtFromPosition(pid: pid) + let flowCollateralBefore = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValueBefore = flowCollateralBefore * 1.0 + + log("\n=== PRECISION COMPARISON (Initial State) ===") + log("Expected Yield Tokens: \(expectedYieldTokenValues[0])") + log("Actual Yield Tokens: \(yieldTokensBefore)") + let diff0 = yieldTokensBefore > expectedYieldTokenValues[0] ? yieldTokensBefore - expectedYieldTokenValues[0] : expectedYieldTokenValues[0] - yieldTokensBefore + let sign0 = yieldTokensBefore > expectedYieldTokenValues[0] ? "+" : "-" + log("Difference: \(sign0)\(diff0)") + log("") + log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[0])") + log("Actual Flow Collateral Value: \(flowCollateralValueBefore)") + let flowDiff0 = flowCollateralValueBefore > expectedFlowCollateralValues[0] ? flowCollateralValueBefore - expectedFlowCollateralValues[0] : expectedFlowCollateralValues[0] - flowCollateralValueBefore + let flowSign0 = flowCollateralValueBefore > expectedFlowCollateralValues[0] ? "+" : "-" + log("Difference: \(flowSign0)\(flowDiff0)") + log("") + log("Expected MOET Debt: \(expectedDebtValues[0])") + log("Actual MOET Debt: \(debtBefore)") + let debtDiff0 = debtBefore > expectedDebtValues[0] ? debtBefore - expectedDebtValues[0] : expectedDebtValues[0] - debtBefore + let debtSign0 = debtBefore > expectedDebtValues[0] ? "+" : "-" + log("Difference: \(debtSign0)\(debtDiff0)") + log("=========================================================\n") + + Test.assert( + equalAmounts(a: yieldTokensBefore, b: expectedYieldTokenValues[0], tolerance: 0.1), + message: "Expected yield tokens to be \(expectedYieldTokenValues[0]) but got \(yieldTokensBefore)" + ) + Test.assert( + equalAmounts(a: flowCollateralValueBefore, b: expectedFlowCollateralValues[0], tolerance: 0.1), + message: "Expected flow collateral value to be \(expectedFlowCollateralValues[0]) but got \(flowCollateralValueBefore)" + ) + Test.assert( + equalAmounts(a: debtBefore, b: expectedDebtValues[0], tolerance: 0.1), + message: "Expected MOET debt to be \(expectedDebtValues[0]) but got \(debtBefore)" + ) + + // === FLOW PRICE DECREASE TO 0.5 === + log("\n=== FLOW PRICE → 0.5x ===") + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { + "FLOW": flowPriceDecrease, + "USD": 1.0, + "PYUSD": 1.0 + }) + + // FLOW=$0.5, so 1 WFLOW = flowPriceDecrease PYUSD0 + // Undercollat sells FUSDEV→PYUSD0→WFLOW; last hop is PYUSD0→WFLOW (reverse on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(flowPriceDecrease), fee: 3000, reverse: true), + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + // PYUSD0/FUSDEV pool: fee adjustment depends on rebalance type + // Deficit (flowPrice < 1.0): swaps FUSDEV→PYUSD0 (reverse on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: true), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) + + let yieldTokensAfterFlowPriceDecrease = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let flowCollateralAfterFlowDecrease = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValueAfterFlowDecrease = flowCollateralAfterFlowDecrease * flowPriceDecrease + let debtAfterFlowDecrease = getPYUSD0DebtFromPosition(pid: pid) + + log("\n=== PRECISION COMPARISON (After Flow Price Decrease) ===") + log("Expected Yield Tokens: \(expectedYieldTokenValues[1])") + log("Actual Yield Tokens: \(yieldTokensAfterFlowPriceDecrease)") + let diff1 = yieldTokensAfterFlowPriceDecrease > expectedYieldTokenValues[1] ? yieldTokensAfterFlowPriceDecrease - expectedYieldTokenValues[1] : expectedYieldTokenValues[1] - yieldTokensAfterFlowPriceDecrease + let sign1 = yieldTokensAfterFlowPriceDecrease > expectedYieldTokenValues[1] ? "+" : "-" + log("Difference: \(sign1)\(diff1)") + log("") + log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[1])") + log("Actual Flow Collateral Value: \(flowCollateralValueAfterFlowDecrease)") + log("Actual Flow Collateral Amount: \(flowCollateralAfterFlowDecrease) Flow tokens") + let flowDiff1 = flowCollateralValueAfterFlowDecrease > expectedFlowCollateralValues[1] ? flowCollateralValueAfterFlowDecrease - expectedFlowCollateralValues[1] : expectedFlowCollateralValues[1] - flowCollateralValueAfterFlowDecrease + let flowSign1 = flowCollateralValueAfterFlowDecrease > expectedFlowCollateralValues[1] ? "+" : "-" + log("Difference: \(flowSign1)\(flowDiff1)") + log("") + log("Expected MOET Debt: \(expectedDebtValues[1])") + log("Actual MOET Debt: \(debtAfterFlowDecrease)") + let debtDiff1 = debtAfterFlowDecrease > expectedDebtValues[1] ? debtAfterFlowDecrease - expectedDebtValues[1] : expectedDebtValues[1] - debtAfterFlowDecrease + let debtSign1 = debtAfterFlowDecrease > expectedDebtValues[1] ? "+" : "-" + log("Difference: \(debtSign1)\(debtDiff1)") + log("=========================================================\n") + + Test.assert( + equalAmounts(a: yieldTokensAfterFlowPriceDecrease, b: expectedYieldTokenValues[1], tolerance: 0.1), + message: "Expected yield tokens after flow price decrease to be \(expectedYieldTokenValues[1]) but got \(yieldTokensAfterFlowPriceDecrease)" + ) + Test.assert( + equalAmounts(a: flowCollateralValueAfterFlowDecrease, b: expectedFlowCollateralValues[1], tolerance: 0.1), + message: "Expected flow collateral value after flow price decrease to be \(expectedFlowCollateralValues[1]) but got \(flowCollateralValueAfterFlowDecrease)" + ) + Test.assert( + equalAmounts(a: debtAfterFlowDecrease, b: expectedDebtValues[1], tolerance: 0.1), + message: "Expected MOET debt after flow price decrease to be \(expectedDebtValues[1]) but got \(debtAfterFlowDecrease)" + ) + + // === YIELD VAULT PRICE INCREASE TO 1.5 === + log("\n=== YIELD VAULT PRICE → 1.5x ===") + + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: yieldPriceIncrease, + signer: user + ) + + // FUSDEV is now worth 1.5x: 1 FUSDEV = yieldPriceIncrease PYUSD0 + // Surplus swaps FUSDEV→PYUSD0 (forward on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: morphoVaultAddress, + tokenBAddress: pyusd0Address, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(yieldPriceIncrease), fee: 100, reverse: false), + tokenABalanceSlot: fusdevBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + // 1 FUSDEV = yieldPriceIncrease PYUSD0 (FUSDEV is now worth 1.5x) + // Overcollat swaps PYUSD0→FUSDEV (reverse on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: morphoVaultAddress, + tokenBAddress: pyusd0Address, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(yieldPriceIncrease), fee: 100, reverse: true), + tokenABalanceSlot: fusdevBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: true, beFailed: false) + + let yieldTokensAfterYieldPriceIncrease = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let flowCollateralAfterYieldIncrease = getFlowCollateralFromPosition(pid: pid) + let flowCollateralValueAfterYieldIncrease = flowCollateralAfterYieldIncrease * flowPriceDecrease // Flow price remains at 0.5 + let debtAfterYieldIncrease = getPYUSD0DebtFromPosition(pid: pid) + + log("\n=== PRECISION COMPARISON (After Yield Price Increase) ===") + log("Expected Yield Tokens: \(expectedYieldTokenValues[2])") + log("Actual Yield Tokens: \(yieldTokensAfterYieldPriceIncrease)") + let diff2 = yieldTokensAfterYieldPriceIncrease > expectedYieldTokenValues[2] ? yieldTokensAfterYieldPriceIncrease - expectedYieldTokenValues[2] : expectedYieldTokenValues[2] - yieldTokensAfterYieldPriceIncrease + let sign2 = yieldTokensAfterYieldPriceIncrease > expectedYieldTokenValues[2] ? "+" : "-" + log("Difference: \(sign2)\(diff2)") + log("") + log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[2])") + log("Actual Flow Collateral Value: \(flowCollateralValueAfterYieldIncrease)") + log("Actual Flow Collateral Amount: \(flowCollateralAfterYieldIncrease) Flow tokens") + let flowDiff2 = flowCollateralValueAfterYieldIncrease > expectedFlowCollateralValues[2] ? flowCollateralValueAfterYieldIncrease - expectedFlowCollateralValues[2] : expectedFlowCollateralValues[2] - flowCollateralValueAfterYieldIncrease + let flowSign2 = flowCollateralValueAfterYieldIncrease > expectedFlowCollateralValues[2] ? "+" : "-" + log("Difference: \(flowSign2)\(flowDiff2)") + log("") + log("Expected MOET Debt: \(expectedDebtValues[2])") + log("Actual MOET Debt: \(debtAfterYieldIncrease)") + let debtDiff2 = debtAfterYieldIncrease > expectedDebtValues[2] ? debtAfterYieldIncrease - expectedDebtValues[2] : expectedDebtValues[2] - debtAfterYieldIncrease + let debtSign2 = debtAfterYieldIncrease > expectedDebtValues[2] ? "+" : "-" + log("Difference: \(debtSign2)\(debtDiff2)") + log("=========================================================\n") + + Test.assert( + equalAmounts(a: yieldTokensAfterYieldPriceIncrease, b: expectedYieldTokenValues[2], tolerance: 0.1), + message: "Expected yield tokens after yield price increase to be \(expectedYieldTokenValues[2]) but got \(yieldTokensAfterYieldPriceIncrease)" + ) + Test.assert( + equalAmounts(a: flowCollateralValueAfterYieldIncrease, b: expectedFlowCollateralValues[2], tolerance: 0.1), + message: "Expected flow collateral value after yield price increase to be \(expectedFlowCollateralValues[2]) but got \(flowCollateralValueAfterYieldIncrease)" + ) + Test.assert( + equalAmounts(a: debtAfterYieldIncrease, b: expectedDebtValues[2], tolerance: 0.1), + message: "Expected MOET debt after yield price increase to be \(expectedDebtValues[2]) but got \(debtAfterYieldIncrease)" + ) + + // TODO: closeYieldVault currently fails due to precision issues + // closeYieldVault(signer: user, id: yieldVaultIDs![0], beFailed: false) + + log("\n=== TEST COMPLETE ===") +} diff --git a/cadence/tests/forked_rebalance_scenario4_test.cdc b/cadence/tests/forked_rebalance_scenario4_test.cdc new file mode 100644 index 00000000..da709e1e --- /dev/null +++ b/cadence/tests/forked_rebalance_scenario4_test.cdc @@ -0,0 +1,514 @@ +#test_fork(network: "mainnet-fork", height: 147316310) + +import Test +import BlockchainHelpers + +import "test_helpers.cdc" +import "evm_state_helpers.cdc" + +import "FlowToken" +import "YieldToken" +import "FlowYieldVaultsStrategiesV2" +import "FlowALPv0" + +// ============================================================================ +// CADENCE ACCOUNTS +// ============================================================================ + +access(all) let flowYieldVaultsAccount = Test.getAccount(0xb1d63873c3cc9f79) +access(all) let flowALPAccount = Test.getAccount(0x6b00ff876c299c61) +access(all) let bandOracleAccount = Test.getAccount(0x6801a6222ebf784a) +access(all) let whaleFlowAccount = Test.getAccount(0x92674150c9213fc9) +access(all) let coaOwnerAccount = Test.getAccount(0xe467b9dd11fa00df) + +access(all) var strategyIdentifier = Type<@FlowYieldVaultsStrategiesV2.FUSDEVStrategy>().identifier +access(all) var flowTokenIdentifier = Type<@FlowToken.Vault>().identifier + +// ============================================================================ +// PROTOCOL ADDRESSES +// ============================================================================ + +// Uniswap V3 Factory on Flow EVM mainnet +access(all) let factoryAddress = "0xca6d7Bb03334bBf135902e1d919a5feccb461632" + +// ============================================================================ +// VAULT & TOKEN ADDRESSES +// ============================================================================ + +// FUSDEV - Morpho VaultV2 (ERC4626) +// Underlying asset: PYUSD0 +access(all) let morphoVaultAddress = "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D" + +// PYUSD0 - Stablecoin (FUSDEV's underlying asset) +access(all) let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750" + +// WFLOW - Wrapped Flow +access(all) let wflowAddress = "0xd3bF53DAC106A0290B0483EcBC89d40FcC961f3e" + +// ============================================================================ +// STORAGE SLOT CONSTANTS +// ============================================================================ + +// Token balanceOf mapping slots (for EVM.store to manipulate balances) +access(all) let pyusd0BalanceSlot = 1 as UInt256 +access(all) let fusdevBalanceSlot = 12 as UInt256 +access(all) let wflowBalanceSlot = 3 as UInt256 + +// Morpho vault storage slots +access(all) let morphoVaultTotalSupplySlot = 11 as UInt256 +access(all) let morphoVaultTotalAssetsSlot = 15 as UInt256 + +access(all) var snapshot: UInt64 = 0 +access(all) let TARGET_HEALTH: UFix128 = 1.3 +access(all) let SOLVENT_HEALTH_FLOOR: UFix128 = 1.0 + +access(all) +fun safeReset() { + let cur = getCurrentBlockHeight() + if cur > snapshot { + Test.reset(to: snapshot) + } +} + +access(all) +fun setup() { + deployContractsForFork() + // Refresh oracle prices before seeding — position creation reads the oracle + transferFlow(signer: whaleFlowAccount, recipient: flowALPAccount.address, amount: 100.0) + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { "FLOW": 1.0, "USD": 1.0, "PYUSD": 1.0 }) + seedPoolWithPYUSD0(poolSigner: flowALPAccount, amount: 70_000.0) + snapshot = getCurrentBlockHeight() +} + +/// Configure the environment after resetting to the post-deploy snapshot. +/// Each test resets to `snapshot` then calls this with its own starting prices. +access(all) +fun setupEnv(flowPrice: UFix128, yieldPrice: UFix128) { + // Setup Uniswap V3 pools with structurally valid state + // This sets slot0, observations, liquidity, ticks, bitmap, positions, and POOL token balances + // PYUSD = 1.0, FUSDEV = yieldPrice, FLOW = flowPrice + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0/yieldPrice, fee: 100, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: wflowAddress, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(1.0/flowPrice, fee: 3000, reverse: false), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: wflowBalanceSlot, + signer: coaOwnerAccount + ) + + // BandOracle is used for FLOW and USD prices + let symbolPrices = { + "FLOW": UFix64(flowPrice), // Start at 0.03 + "USD": 1.0, + "PYUSD": 1.0 + } + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: symbolPrices) + + let reserveAmount = 100_000_00.0 + transferFlow(signer: whaleFlowAccount, recipient: flowALPAccount.address, amount: reserveAmount) + + // Fund FlowYieldVaults account for scheduling fees + transferFlow(signer: whaleFlowAccount, recipient: flowYieldVaultsAccount.address, amount: 100.0) + + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: UFix64(yieldPrice), + signer: coaOwnerAccount + ) +} + + +access(all) +fun test_RebalanceLowCollateralHighYieldPrices() { + // Scenario 4: Large FLOW position at real-world low FLOW price + // FLOW drops further while YT price surges — tests closeYieldVault at extreme price ratios + safeReset() + setupEnv(flowPrice: 0.03, yieldPrice: 1000.0) + + let fundingAmount = 1_000_000.0 + let flowPriceDecrease = 0.02// FLOW: $0.03 → $0.02 + let yieldPriceIncrease = 1500.0 // YT: $1000.0 → $1500.0 + + let user = Test.createAccount() + transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: fundingAmount) + grantBeta(flowYieldVaultsAccount, user) + + // Refresh oracle prices to avoid stale timestamp (keep FLOW at the setupEnv price of $0.03) + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { "FLOW": 0.03, "USD": 1.0, "PYUSD": 1.0 }) + + createYieldVault( + signer: user, + strategyIdentifier: strategyIdentifier, + vaultIdentifier: flowTokenIdentifier, + amount: fundingAmount, + beFailed: false + ) + + // Capture the actual position ID from the FlowCreditMarket.Opened event + var pid = (getLastPositionOpenedEvent(Test.eventsOfType(Type())) as! FlowALPv0.Opened).pid + + var yieldVaultIDs = getYieldVaultIDs(address: user.address) + Test.assert(yieldVaultIDs != nil, message: "Expected user's YieldVault IDs to be non-nil but encountered nil") + Test.assertEqual(1, yieldVaultIDs!.length) + log("[Scenario4] YieldVault ID: \(yieldVaultIDs![0]), position ID: \(pid)") + + // --- Phase 1: FLOW price drops from $0.03 to $0.02 --- + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { + "FLOW": flowPriceDecrease, + "USD": 1.0, + "PYUSD": 1.0 + }) + + // Update WFLOW/PYUSD0 pool to reflect new FLOW price + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(flowPriceDecrease), fee: 3000, reverse: true), + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + // Position rebalance sells FUSDEV -> PYUSD0 to repay debt (reverse direction) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0/1000.0, fee: 100, reverse: true), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + let ytBefore = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let debtBefore = getPYUSD0DebtFromPosition(pid: pid) + let collateralBefore = getFlowCollateralFromPosition(pid: pid) + + log("\n[Scenario4] Pre-rebalance state (vault created @ FLOW=$0.03, YT=$1000.0; FLOW oracle now $\(flowPriceDecrease))") + log(" YT balance: \(ytBefore) YT") + log(" FLOW collateral: \(collateralBefore) FLOW (value: \(collateralBefore * flowPriceDecrease) MOET @ $\(flowPriceDecrease)/FLOW)") + log(" MOET debt: \(debtBefore) MOET") + + rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) + + let ytAfterFlowDrop = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let debtAfterFlowDrop = getPYUSD0DebtFromPosition(pid: pid) + let collateralAfterFlowDrop = getFlowCollateralFromPosition(pid: pid) + + log("\n[Scenario4] After rebalance (FLOW=$\(flowPriceDecrease), YT=$1000.0)") + log(" YT balance: \(ytAfterFlowDrop) YT") + log(" FLOW collateral: \(collateralAfterFlowDrop) FLOW (value: \(collateralAfterFlowDrop * flowPriceDecrease) MOET)") + log(" MOET debt: \(debtAfterFlowDrop) MOET") + + // The position was undercollateralized after FLOW price drop, so the topUpSource + // (AutoBalancer YT → MOET) should have repaid some debt, reducing both YT and MOET debt. + Test.assert(debtAfterFlowDrop < debtBefore, + message: "Expected MOET debt to decrease after rebalancing undercollateralized position, got \(debtAfterFlowDrop) (was \(debtBefore))") + Test.assert(ytAfterFlowDrop < ytBefore, + message: "Expected AutoBalancer YT to decrease after using topUpSource to repay debt, got \(ytAfterFlowDrop) (was \(ytBefore))") + // FLOW collateral is not touched by debt repayment + Test.assert(equalAmounts(a: collateralAfterFlowDrop, b: collateralBefore, tolerance: 0.001), + message: "Expected FLOW collateral to be unchanged after debt repayment rebalance, got \(collateralAfterFlowDrop) (was \(collateralBefore))") + + // --- Phase 2: YT price rises from $1000.0 to $1500.0 --- + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: UInt256(1), + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: yieldPriceIncrease, + signer: user + ) + + // AutoBalancer sells FUSDEV -> PYUSD0 (forward on this pool: tokenA -> tokenB) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: morphoVaultAddress, + tokenBAddress: pyusd0Address, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(yieldPriceIncrease), fee: 100, reverse: false), + tokenABalanceSlot: fusdevBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + // Position rebalance borrows PYUSD0 -> FUSDEV (reverse on this pool: tokenB -> tokenA) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: morphoVaultAddress, + tokenBAddress: pyusd0Address, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(yieldPriceIncrease), fee: 100, reverse: true), + tokenABalanceSlot: fusdevBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: true, beFailed: false) + + let ytAfterYTRise = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let debtAfterYTRise = getPYUSD0DebtFromPosition(pid: pid) + let collateralAfterYTRise = getFlowCollateralFromPosition(pid: pid) + + log("\n[Scenario4] After rebalance (FLOW=$\(flowPriceDecrease), YT=$\(yieldPriceIncrease))") + log(" YT balance: \(ytAfterYTRise) YT") + log(" FLOW collateral: \(collateralAfterYTRise) FLOW (value: \(collateralAfterYTRise * flowPriceDecrease) MOET)") + log(" MOET debt: \(debtAfterYTRise) MOET") + + // The AutoBalancer's YT is now worth 50% more, making its value exceed the deposit threshold. + // It should push excess YT → FLOW into the position, increasing collateral and reducing YT. + Test.assert(ytAfterYTRise < ytAfterFlowDrop, + message: "Expected AutoBalancer YT to decrease after pushing excess value to position, got \(ytAfterYTRise) (was \(ytAfterFlowDrop))") + Test.assert(collateralAfterYTRise > collateralAfterFlowDrop, + message: "Expected FLOW collateral to increase after AutoBalancer pushed YT→FLOW to position, got \(collateralAfterYTRise) (was \(collateralAfterFlowDrop))") + + let flowBalanceBefore = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! + + closeYieldVault(signer: user, id: yieldVaultIDs![0], beFailed: false) + + // After close, the vault should no longer exist and the user should have received their FLOW back + let flowBalanceAfter = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! + Test.assert(flowBalanceAfter > flowBalanceBefore, + message: "Expected user FLOW balance to increase after closing vault, got \(flowBalanceAfter) (was \(flowBalanceBefore))") + + yieldVaultIDs = getYieldVaultIDs(address: user.address) + Test.assert(yieldVaultIDs == nil || yieldVaultIDs!.length == 0, + message: "Expected no yield vaults after close but found \(yieldVaultIDs?.length ?? 0)") + + log("\n[Scenario4] Test complete") +} + +access(all) +fun test_RebalanceHighCollateralLowYieldPrices() { + // Scenario 5: High-value collateral with moderate price drop + // Tests rebalancing when FLOW drops 20% from $1000 → $800 + // This scenario tests whether position can handle moderate drops without liquidation + safeReset() + setupEnv(flowPrice: 1000.0, yieldPrice: 1.0) + + let fundingAmount = 100.0 + let initialFlowPrice = 1000.00 // Starting price for this scenario + let flowPriceDecrease = 800.00 // FLOW: $1000 → $800 (20% drop) + let yieldPriceIncrease = 1.5 // YT: $1.0 → $1.5 + + let user = Test.createAccount() + transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: fundingAmount) + grantBeta(flowYieldVaultsAccount, user) + + // Refresh oracle prices to avoid stale timestamp (keep FLOW at the setupEnv price of $1000) + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { "FLOW": 1000.0, "USD": 1.0, "PYUSD": 1.0 }) + + createYieldVault( + signer: user, + strategyIdentifier: strategyIdentifier, + vaultIdentifier: flowTokenIdentifier, + amount: fundingAmount, + beFailed: false + ) + + // Capture the actual position ID from the FlowCreditMarket.Opened event + var pid = (getLastPositionOpenedEvent(Test.eventsOfType(Type())) as! FlowALPv0.Opened).pid + + var yieldVaultIDs = getYieldVaultIDs(address: user.address) + Test.assert(yieldVaultIDs != nil, message: "Expected user's YieldVault IDs to be non-nil but encountered nil") + Test.assertEqual(1, yieldVaultIDs!.length) + log("[Scenario5] YieldVault ID: \(yieldVaultIDs![0]), position ID: \(pid)") + + let initialCollateral = getFlowCollateralFromPosition(pid: pid) + let initialDebt = getPYUSD0DebtFromPosition(pid: pid) + let initialHealth = getPositionHealth(pid: pid, beFailed: false) + let initialCollateralValue = initialCollateral * initialFlowPrice + log("[Scenario5] Initial state (FLOW=$\(initialFlowPrice), YT=$1.0)") + log(" Funding: \(initialCollateral) FLOW") + log(" Collateral value: $\(initialCollateralValue)") + log(" Actual debt: $\(initialDebt) MOET") + log(" Initial health: \(initialHealth)") + + // --- Phase 1: FLOW price drops from $1000 to $800 (20% drop) --- + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { + "FLOW": flowPriceDecrease, + "USD": 1.0, + "PYUSD": 1.0 + }) + + // Update WFLOW/PYUSD0 pool to reflect new FLOW price + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: wflowAddress, + tokenBAddress: pyusd0Address, + fee: 3000, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(flowPriceDecrease), fee: 3000, reverse: true), + tokenABalanceSlot: wflowBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + // Position rebalance sells FUSDEV -> PYUSD0 to repay debt (reverse direction) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: true), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + let ytBefore = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let debtBefore = getPYUSD0DebtFromPosition(pid: pid) + let collateralBefore = getFlowCollateralFromPosition(pid: pid) + + // Read health from FlowALP so this test tracks protocol configuration changes. + let healthBeforeRebalance = getPositionHealth(pid: pid, beFailed: false) + let collateralValueBefore = collateralBefore * flowPriceDecrease + + log("[Scenario5] After price drop to $\(flowPriceDecrease) (BEFORE rebalance)") + log(" YT balance: \(ytBefore) YT") + log(" FLOW collateral: \(collateralBefore) FLOW") + log(" Collateral value: $\(collateralValueBefore) MOET") + log(" MOET debt: \(debtBefore) MOET") + log(" Health: \(healthBeforeRebalance)") + + // The price drop should push health below the rebalance target while keeping the position solvent. + Test.assert(healthBeforeRebalance < TARGET_HEALTH, + message: "Expected health to drop below TARGET_HEALTH (\(TARGET_HEALTH)) after 20% FLOW price drop, got \(healthBeforeRebalance)") + Test.assert(healthBeforeRebalance > SOLVENT_HEALTH_FLOOR, + message: "Expected health to remain above \(SOLVENT_HEALTH_FLOOR) after 20% FLOW price drop, got \(healthBeforeRebalance)") + + // Rebalance to restore health to the strategy target. + log("[Scenario5] Rebalancing position...") + rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) + + let ytAfterFlowDrop = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let debtAfterFlowDrop = getPYUSD0DebtFromPosition(pid: pid) + let collateralAfterFlowDrop = getFlowCollateralFromPosition(pid: pid) + let healthAfterRebalance = getPositionHealth(pid: pid, beFailed: false) + + log("[Scenario5] After rebalance (FLOW=$\(flowPriceDecrease), YT=$1.0)") + log(" YT balance: \(ytAfterFlowDrop) YT") + log(" FLOW collateral: \(collateralAfterFlowDrop) FLOW") + log(" Collateral value: $\(collateralAfterFlowDrop * flowPriceDecrease) MOET") + log(" MOET debt: \(debtAfterFlowDrop) MOET") + log(" Health: \(healthAfterRebalance)") + + // The position was undercollateralized (health < TARGET_HEALTH) after the FLOW price drop, + // so the topUpSource (AutoBalancer YT → MOET) should have repaid some debt. + Test.assert(debtAfterFlowDrop < debtBefore, + message: "Expected MOET debt to decrease after rebalancing undercollateralized position, got \(debtAfterFlowDrop) (was \(debtBefore))") + Test.assert(ytAfterFlowDrop < ytBefore, + message: "Expected AutoBalancer YT to decrease after using topUpSource to repay debt, got \(ytAfterFlowDrop) (was \(ytBefore))") + // Debt repayment only affects the MOET debit — FLOW collateral is untouched. + Test.assert(equalAmounts(a: collateralAfterFlowDrop, b: collateralBefore, tolerance: 0.000001), + message: "Expected FLOW collateral to be unchanged after debt repayment, got \(collateralAfterFlowDrop) (was \(collateralBefore))") + // The AutoBalancer has sufficient YT to cover the full repayment needed to reach the target. + Test.assert(equalAmounts128(a: healthAfterRebalance, b: TARGET_HEALTH, tolerance: 0.00000001), + message: "Expected health to be fully restored to TARGET_HEALTH (\(TARGET_HEALTH)) after rebalance, got \(healthAfterRebalance)") + + // --- Phase 2: YT price rises from $1.0 to $1.5 --- + log("[Scenario5] Phase 2: YT price increases to $\(yieldPriceIncrease)") + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: UInt256(1), + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: yieldPriceIncrease, + signer: user + ) + + // Recollat traverses FUSDEV→PYUSD0 (forward on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: morphoVaultAddress, + tokenBAddress: pyusd0Address, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(yieldPriceIncrease), fee: 100, reverse: false), + tokenABalanceSlot: fusdevBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + // Surplus swaps PYUSD0→FUSDEV (reverse on this pool) + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: morphoVaultAddress, + tokenBAddress: pyusd0Address, + fee: 100, + priceTokenBPerTokenA: feeAdjustedPrice(UFix128(yieldPriceIncrease), fee: 100, reverse: true), + tokenABalanceSlot: fusdevBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + signer: coaOwnerAccount + ) + + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: true, beFailed: false) + + let ytAfterYTRise = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let debtAfterYTRise = getPYUSD0DebtFromPosition(pid: pid) + let collateralAfterYTRise = getFlowCollateralFromPosition(pid: pid) + let healthAfterYTRise = getPositionHealth(pid: pid, beFailed: false) + + log("[Scenario5] After YT rise (FLOW=$\(flowPriceDecrease), YT=$\(yieldPriceIncrease))") + log(" YT balance: \(ytAfterYTRise) YT") + log(" FLOW collateral: \(collateralAfterYTRise) FLOW") + log(" Collateral value: $\(collateralAfterYTRise * flowPriceDecrease) MOET") + log(" MOET debt: \(debtAfterYTRise) MOET") + log(" Health: \(healthAfterYTRise)") + + // The AutoBalancer's YT is now worth 50% more, exceeding the upper threshold. + // It pushes excess YT → FLOW into the position, reducing YT and increasing FLOW collateral. + Test.assert(ytAfterYTRise < ytAfterFlowDrop, + message: "Expected AutoBalancer YT to decrease after pushing excess value to position, got \(ytAfterYTRise) (was \(ytAfterFlowDrop))") + Test.assert(collateralAfterYTRise > collateralAfterFlowDrop, + message: "Expected FLOW collateral to increase after AutoBalancer pushed YT→FLOW to position, got \(collateralAfterYTRise) (was \(collateralAfterFlowDrop))") + + // Rebalance both position and yield vault before closing to ensure everything is settled + log("\n[Scenario5] Rebalancing position and yield vault before close...") + rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: true, beFailed: false) + + let ytBeforeClose = getAutoBalancerBalance(id: yieldVaultIDs![0])! + let debtBeforeClose = getPYUSD0DebtFromPosition(pid: pid) + let collateralBeforeClose = getFlowCollateralFromPosition(pid: pid) + log("[Scenario5] After final rebalance before close:") + log(" YT balance: \(ytBeforeClose) YT") + log(" FLOW collateral: \(collateralBeforeClose) FLOW") + log(" MOET debt: \(debtBeforeClose) MOET") + + let flowBalanceBefore = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! + + // Close the yield vault + // log("\n[Scenario5] Closing yield vault...") + // TODO: closeYieldVault currently fails due to precision issues + // closeYieldVault(signer: user, id: yieldVaultIDs![0], beFailed: false) + + // // User should receive their collateral back; vault should be destroyed. + // let flowBalanceAfter = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! + // Test.assert(flowBalanceAfter > flowBalanceBefore, + // message: "Expected user FLOW balance to increase after closing vault, got \(flowBalanceAfter) (was \(flowBalanceBefore))") + + // yieldVaultIDs = getYieldVaultIDs(address: user.address) + // Test.assert(yieldVaultIDs == nil || yieldVaultIDs!.length == 0, + // message: "Expected no yield vaults after close but found \(yieldVaultIDs?.length ?? 0)") +} diff --git a/cadence/tests/scripts/simulations/btc_daily_2025.json b/cadence/tests/scripts/simulations/btc_daily_2025.json new file mode 100644 index 00000000..f822ce5f --- /dev/null +++ b/cadence/tests/scripts/simulations/btc_daily_2025.json @@ -0,0 +1,781 @@ +{ + "scenario": "btc_daily_2025", + "duration_days": 365, + "btc_prices": [ + 94419.76, + 96886.88, + 98107.43, + 98236.23, + 98314.96, + 102078.09, + 96922.71, + 95043.52, + 92484.04, + 94701.46, + 94566.59, + 94488.44, + 94516.53, + 96534.04, + 100504.49, + 99756.91, + 104462.04, + 104408.07, + 101089.61, + 102016.66, + 106146.26, + 103653.07, + 103960.17, + 104819.48, + 104714.65, + 102682.5, + 102087.69, + 101332.48, + 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"total_system_debt": 20000000 + } + ], + "pools": { + "moet_yt": { + "size": 500000, + "concentration": 0.95, + "token0_ratio": 0.75, + "fee_tier": 0.0005 + }, + "moet_btc": { + "size": 5000000, + "concentration": 0.8, + "fee_tier": 0.003 + } + }, + "constants": { + "btc_collateral_factor": 0.8, + "btc_liquidation_threshold": 0.85, + "yield_apr": 0.1, + "direct_mint_yt": true + }, + "expected": { + "liquidation_count": 0, + "all_agents_survive": true + }, + "notes": "20% BTC crash over 5 min, floor for 20 min, exponential recovery. No oracle manipulation, no liquidity evaporation, no random noise." +} \ No newline at end of file diff --git a/cadence/tests/scripts/simulations/generate_fixture.py b/cadence/tests/scripts/simulations/generate_fixture.py new file mode 100644 index 00000000..e146dd82 --- /dev/null +++ b/cadence/tests/scripts/simulations/generate_fixture.py @@ -0,0 +1,440 @@ +#!/usr/bin/env python3 +"""Simulation fixture tooling: fetch BTC prices and generate Cadence helpers. + +Subcommands +----------- +fetch Scrape daily BTC/USD close prices from CoinMarketCap and write a fixture JSON. +generate Convert a fixture JSON into a Cadence test-helper (.cdc) file. + +Examples +-------- + # Fetch 2025 daily BTC prices + python3 generate_fixture.py fetch --output btc_daily_2025.json \\ + --start 2025-01-01 --end 2025-12-31 + + # Convert to Cadence helpers + python3 generate_fixture.py generate btc_daily_2025.json \\ + ../../btc_daily_2025_helpers.cdc +""" + +import argparse +import json +import os +import ssl +import time +from datetime import datetime, timezone +from urllib.request import urlopen, Request +from urllib.error import HTTPError + + +# --------------------------------------------------------------------------- +# Shared helpers +# --------------------------------------------------------------------------- + + +def to_ufix64(v: float) -> str: + """Format a float as a Cadence UFix64 literal (8 decimal places).""" + return f"{v:.8f}" + + +# --------------------------------------------------------------------------- +# fetch: pull daily BTC/USD prices from CoinMarketCap data API +# --------------------------------------------------------------------------- + +CMC_BTC_ID = 1 +CMC_USD_ID = 2781 +CMC_CHUNK_DAYS = 90 + + +def _ssl_context() -> ssl.SSLContext: + ctx = ssl.create_default_context() + try: + import certifi + + ctx.load_verify_locations(certifi.where()) + except ImportError: + ctx.check_hostname = False + ctx.verify_mode = ssl.CERT_NONE + return ctx + + +def _http_get_json(url: str) -> dict: + """GET a JSON endpoint with retries on 429.""" + req = Request( + url, + headers={ + "Accept": "application/json", + "User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36", + }, + ) + ctx = _ssl_context() + for attempt in range(3): + try: + with urlopen(req, timeout=30, context=ctx) as resp: + return json.loads(resp.read()) + except HTTPError as exc: + if exc.code == 429 and attempt < 2: + wait = 10 * (attempt + 1) + print(f" Rate-limited (429), retrying in {wait}s ...") + time.sleep(wait) + continue + raise + raise RuntimeError("HTTP request failed after retries") + + +def _fetch_cmc_chunk(time_start: int, time_end: int) -> list[dict]: + """Fetch a single chunk of daily BTC prices from CMC data API.""" + url = ( + f"https://api.coinmarketcap.com/data-api/v3/cryptocurrency/historical" + f"?id={CMC_BTC_ID}&convertId={CMC_USD_ID}" + f"&timeStart={time_start}&timeEnd={time_end}" + ) + body = _http_get_json(url) + results: list[dict] = [] + for item in body["data"]["quotes"]: + q = item["quote"] + date_str = item["timeOpen"][:10] + results.append({"date": date_str, "price": round(q["close"], 2)}) + return results + + +def fetch_daily_prices(start: str, end: str) -> list[dict]: + """Return [{date, price}, ...] daily BTC/USD close prices from CoinMarketCap. + + Fetches in 90-day chunks to stay within API limits. + """ + from datetime import timedelta + + start_dt = datetime.strptime(start, "%Y-%m-%d").replace(tzinfo=timezone.utc) + end_dt = datetime.strptime(end, "%Y-%m-%d").replace( + hour=23, minute=59, second=59, tzinfo=timezone.utc + ) + + now = datetime.now(tz=timezone.utc) + if end_dt > now: + end_dt = now + + all_daily: list[dict] = [] + chunk_start = start_dt + + while chunk_start < end_dt: + chunk_end = min(chunk_start + timedelta(days=CMC_CHUNK_DAYS), end_dt) + ts_start = int(chunk_start.timestamp()) + ts_end = int(chunk_end.timestamp()) + + print( + f" Fetching {chunk_start.strftime('%Y-%m-%d')} -> {chunk_end.strftime('%Y-%m-%d')} ..." + ) + chunk = _fetch_cmc_chunk(ts_start, ts_end) + all_daily.extend(chunk) + + chunk_start = chunk_end + timedelta(seconds=1) + if chunk_start < end_dt: + time.sleep(1) + + seen: set[str] = set() + deduped: list[dict] = [] + for entry in all_daily: + if entry["date"] not in seen: + seen.add(entry["date"]) + deduped.append(entry) + deduped.sort(key=lambda d: d["date"]) + return deduped + + +def build_fixture(daily: list[dict], scenario: str, start: str, end: str) -> dict: + """Assemble a fixture dict from daily price data.""" + return { + "scenario": scenario, + "duration_days": len(daily), + "btc_prices": [d["price"] for d in daily], + "dates": [d["date"] for d in daily], + "agents": [ + { + "count": 1, + "initial_hf": 1.15, + "rebalancing_hf": 1.05, + "target_hf": 1.08, + "debt_per_agent": 133333, + "total_system_debt": 20000000, + } + ], + "pools": { + "pyusd0_yt": { + "size": 500000, + "concentration": 0.95, + "fee_tier": 0.0005, + }, + "pyusd0_btc": { + "size": 5000000, + "concentration": 0.8, + "fee_tier": 0.003, + }, + "pyusd_btc": { + "size": 10000000, + "concentration": 0.8, + "fee_tier": 0.003, + }, + "pyusd0_fusdev": { + "size": 500000, + "concentration": 0.95, + "fee_tier": 0.0001, + }, + }, + "constants": { + "btc_collateral_factor": 0.8, + "btc_liquidation_threshold": 0.85, + "yield_apr": 0.1, + "direct_mint_yt": True, + }, + "expected": { + "liquidation_count": 0, + "all_agents_survive": True, + }, + "notes": ( + f"Daily BTC/USD close prices from CoinMarketCap, {start} to {end}. " + f"{len(daily)} data points." + ), + } + + +def cmd_fetch(args: argparse.Namespace) -> None: + print(f"Fetching daily BTC/USD prices {args.start} -> {args.end} ...") + daily = fetch_daily_prices(args.start, args.end) + print(f" Retrieved {len(daily)} daily prices") + + if not daily: + raise SystemExit("No price data returned — check date range") + + print(f" First: {daily[0]['date']} ${daily[0]['price']:,.2f}") + print(f" Last: {daily[-1]['date']} ${daily[-1]['price']:,.2f}") + + scenario = args.scenario or f"btc_daily_{args.start[:4]}" + fixture = build_fixture(daily, scenario, args.start, args.end) + + os.makedirs(os.path.dirname(args.output) or ".", exist_ok=True) + with open(args.output, "w") as f: + json.dump(fixture, f, indent=2) + print(f" Wrote {args.output}") + + +# --------------------------------------------------------------------------- +# generate: convert fixture JSON -> Cadence _helpers.cdc +# --------------------------------------------------------------------------- + + +def generate_cdc(data: dict) -> str: + scenario = data["scenario"] + is_daily = "duration_days" in data + + lines: list[str] = [] + lines.append("import Test") + lines.append("") + lines.append(f"// AUTO-GENERATED from {scenario}.json — do not edit manually") + lines.append( + "// Run: python3 generate_fixture.py generate " + ) + lines.append("") + + # --- Inline struct definitions --- + lines.append("access(all) struct SimAgent {") + lines.append(" access(all) let count: Int") + lines.append(" access(all) let initialHF: UFix64") + lines.append(" access(all) let rebalancingHF: UFix64") + lines.append(" access(all) let targetHF: UFix64") + lines.append(" access(all) let debtPerAgent: UFix64") + lines.append(" access(all) let totalSystemDebt: UFix64") + lines.append("") + lines.append(" init(") + lines.append(" count: Int,") + lines.append(" initialHF: UFix64,") + lines.append(" rebalancingHF: UFix64,") + lines.append(" targetHF: UFix64,") + lines.append(" debtPerAgent: UFix64,") + lines.append(" totalSystemDebt: UFix64") + lines.append(" ) {") + lines.append(" self.count = count") + lines.append(" self.initialHF = initialHF") + lines.append(" self.rebalancingHF = rebalancingHF") + lines.append(" self.targetHF = targetHF") + lines.append(" self.debtPerAgent = debtPerAgent") + lines.append(" self.totalSystemDebt = totalSystemDebt") + lines.append(" }") + lines.append("}") + lines.append("") + + lines.append("access(all) struct SimPool {") + lines.append(" access(all) let size: UFix64") + lines.append(" access(all) let concentration: UFix64") + lines.append(" access(all) let feeTier: UFix64") + lines.append("") + lines.append(" init(size: UFix64, concentration: UFix64, feeTier: UFix64) {") + lines.append(" self.size = size") + lines.append(" self.concentration = concentration") + lines.append(" self.feeTier = feeTier") + lines.append(" }") + lines.append("}") + lines.append("") + + lines.append("access(all) struct SimConstants {") + lines.append(" access(all) let btcCollateralFactor: UFix64") + lines.append(" access(all) let btcLiquidationThreshold: UFix64") + lines.append(" access(all) let yieldAPR: UFix64") + lines.append(" access(all) let directMintYT: Bool") + lines.append("") + lines.append(" init(") + lines.append(" btcCollateralFactor: UFix64,") + lines.append(" btcLiquidationThreshold: UFix64,") + lines.append(" yieldAPR: UFix64,") + lines.append(" directMintYT: Bool") + lines.append(" ) {") + lines.append(" self.btcCollateralFactor = btcCollateralFactor") + lines.append(" self.btcLiquidationThreshold = btcLiquidationThreshold") + lines.append(" self.yieldAPR = yieldAPR") + lines.append(" self.directMintYT = directMintYT") + lines.append(" }") + lines.append("}") + lines.append("") + + # --- Price array --- + lines.append(f"access(all) let {scenario}_prices: [UFix64] = [") + for i, price in enumerate(data["btc_prices"]): + comma = "," if i < len(data["btc_prices"]) - 1 else "" + lines.append(f" {to_ufix64(price)}{comma}") + lines.append("]") + lines.append("") + + # --- Date labels (daily fixtures only) --- + if is_daily and "dates" in data: + lines.append(f"access(all) let {scenario}_dates: [String] = [") + for i, date in enumerate(data["dates"]): + comma = "," if i < len(data["dates"]) - 1 else "" + lines.append(f' "{date}"{comma}') + lines.append("]") + lines.append("") + + # --- Agent array --- + lines.append(f"access(all) let {scenario}_agents: [SimAgent] = [") + for i, agent in enumerate(data["agents"]): + comma = "," if i < len(data["agents"]) - 1 else "" + debt = ( + agent["debt_per_agent"] + if isinstance(agent["debt_per_agent"], (int, float)) + else 0 + ) + total_debt = agent.get("total_system_debt", 0) + lines.append(" SimAgent(") + lines.append(f" count: {agent['count']},") + lines.append(f" initialHF: {to_ufix64(agent['initial_hf'])},") + lines.append(f" rebalancingHF: {to_ufix64(agent['rebalancing_hf'])},") + lines.append(f" targetHF: {to_ufix64(agent['target_hf'])},") + lines.append(f" debtPerAgent: {to_ufix64(float(debt))},") + lines.append(f" totalSystemDebt: {to_ufix64(float(total_debt))}") + lines.append(f" ){comma}") + lines.append("]") + lines.append("") + + # --- Pool dict --- + lines.append(f"access(all) let {scenario}_pools: {{String: SimPool}} = {{") + pool_items = list(data["pools"].items()) + for i, (name, pool) in enumerate(pool_items): + comma = "," if i < len(pool_items) - 1 else "" + lines.append(f' "{name}": SimPool(') + lines.append(f" size: {to_ufix64(float(pool['size']))},") + lines.append(f" concentration: {to_ufix64(pool['concentration'])},") + lines.append(f" feeTier: {to_ufix64(pool['fee_tier'])}") + lines.append(f" ){comma}") + lines.append("}") + lines.append("") + + # --- Constants --- + c = data["constants"] + lines.append(f"access(all) let {scenario}_constants: SimConstants = SimConstants(") + lines.append(f" btcCollateralFactor: {to_ufix64(c['btc_collateral_factor'])},") + lines.append( + f" btcLiquidationThreshold: {to_ufix64(c['btc_liquidation_threshold'])}," + ) + lines.append(f" yieldAPR: {to_ufix64(c['yield_apr'])},") + lines.append(f" directMintYT: {'true' if c['direct_mint_yt'] else 'false'}") + lines.append(")") + lines.append("") + + # --- Expected outcomes --- + e = data["expected"] + lines.append( + f"access(all) let {scenario}_expectedLiquidationCount: Int = {e['liquidation_count']}" + ) + lines.append( + f"access(all) let {scenario}_expectedAllAgentsSurvive: Bool = {'true' if e['all_agents_survive'] else 'false'}" + ) + lines.append("") + + # --- Duration & notes --- + if is_daily: + lines.append( + f"access(all) let {scenario}_durationDays: Int = {data['duration_days']}" + ) + else: + lines.append( + f"access(all) let {scenario}_durationMinutes: Int = {data['duration_minutes']}" + ) + lines.append(f'access(all) let {scenario}_notes: String = "{data["notes"]}"') + lines.append("") + + return "\n".join(lines) + + +def cmd_generate(args: argparse.Namespace) -> None: + with open(args.input) as f: + data = json.load(f) + + cdc = generate_cdc(data) + + os.makedirs(os.path.dirname(args.output) or ".", exist_ok=True) + with open(args.output, "w") as f: + f.write(cdc) + + scenario = data["scenario"] + n_prices = len(data["btc_prices"]) + print(f"Generated {args.output} ({n_prices} prices, scenario: {scenario})") + + +# --------------------------------------------------------------------------- +# CLI +# --------------------------------------------------------------------------- + + +def main() -> None: + parser = argparse.ArgumentParser( + description="Simulation fixture tooling: fetch prices & generate Cadence helpers" + ) + sub = parser.add_subparsers(dest="command", required=True) + + # -- fetch -- + fetch_p = sub.add_parser( + "fetch", help="Fetch daily BTC/USD prices from CoinMarketCap" + ) + fetch_p.add_argument("--start", required=True, help="Start date YYYY-MM-DD") + fetch_p.add_argument("--end", required=True, help="End date YYYY-MM-DD") + fetch_p.add_argument("--output", required=True, help="Output JSON path") + fetch_p.add_argument( + "--scenario", default=None, help="Scenario name (default: btc_daily_)" + ) + + # -- generate -- + gen_p = sub.add_parser( + "generate", help="Convert fixture JSON to Cadence _helpers.cdc" + ) + gen_p.add_argument("input", help="Input fixture JSON path") + gen_p.add_argument("output", help="Output .cdc path") + + args = parser.parse_args() + + if args.command == "fetch": + cmd_fetch(args) + elif args.command == "generate": + cmd_generate(args) + + +if __name__ == "__main__": + main() diff --git a/cadence/tests/simulation_btc_daily_2025.cdc b/cadence/tests/simulation_btc_daily_2025.cdc new file mode 100644 index 00000000..20f5f5e0 --- /dev/null +++ b/cadence/tests/simulation_btc_daily_2025.cdc @@ -0,0 +1,465 @@ +#test_fork(network: "mainnet-fork", height: 147316310) + +import Test +import BlockchainHelpers + +import "test_helpers.cdc" +import "evm_state_helpers.cdc" +import "btc_daily_2025_helpers.cdc" + +import "FlowYieldVaults" +import "FlowToken" +import "FlowYieldVaultsStrategiesV2" +import "FlowALPv0" +import "DeFiActions" + + +// ============================================================================ +// CADENCE ACCOUNTS +// ============================================================================ + +access(all) let flowYieldVaultsAccount = Test.getAccount(0xb1d63873c3cc9f79) +access(all) let flowALPAccount = Test.getAccount(0x6b00ff876c299c61) +access(all) let bandOracleAccount = Test.getAccount(0x6801a6222ebf784a) +access(all) let whaleFlowAccount = Test.getAccount(0x92674150c9213fc9) +access(all) let coaOwnerAccount = Test.getAccount(0xe467b9dd11fa00df) + +// WBTC on Flow EVM: 717dae2baf7656be9a9b01dee31d571a9d4c9579 +access(all) let WBTC_TOKEN_ID = "A.1e4aa0b87d10b141.EVMVMBridgedToken_717dae2baf7656be9a9b01dee31d571a9d4c9579.Vault" +access(all) let WBTC_TYPE = CompositeType(WBTC_TOKEN_ID)! + +// 0x01b7e73CDAd95D407e8696E04194a75F19744801 + +access(all) var strategyIdentifier = Type<@FlowYieldVaultsStrategiesV2.FUSDEVStrategy>().identifier +access(all) var wbtcTokenIdentifier = WBTC_TOKEN_ID + +// ============================================================================ +// PROTOCOL ADDRESSES +// ============================================================================ + +access(all) let factoryAddress = "0xca6d7Bb03334bBf135902e1d919a5feccb461632" + +// ============================================================================ +// VAULT & TOKEN ADDRESSES +// ============================================================================ + +access(all) let morphoVaultAddress = "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D" +access(all) let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750" +access(all) let wbtcAddress = "0x717dae2baf7656be9a9b01dee31d571a9d4c9579" + +// ============================================================================ +// STORAGE SLOT CONSTANTS +// ============================================================================ + +access(all) let pyusd0BalanceSlot = 1 as UInt256 +access(all) let fusdevBalanceSlot = 12 as UInt256 +access(all) let wbtcBalanceSlot = 5 as UInt256 + +access(all) let morphoVaultTotalSupplySlot = 11 as UInt256 +access(all) let morphoVaultTotalAssetsSlot = 15 as UInt256 + +// ============================================================================ +// SIMULATION CONFIG +// ============================================================================ + +access(all) let numAgents = 1 + +access(all) let fundingPerAgent = 1.0 + +access(all) let initialPrice = btc_daily_2025_prices[0] + +access(all) let yieldAPR = btc_daily_2025_constants.yieldAPR +access(all) let daysPerYear = 365.0 +access(all) let secondsPerDay = 86400.0 + +// Collateral factor for BTC in the FlowALP pool. +// This determines how much of the collateral value counts toward borrowing capacity. +// effectiveCollateral = collateralValue * collateralFactor +// effectiveHF = effectiveCollateral / debt +// +// Position rebalance thresholds (in effective HF terms): +// - minHealth = 1.1: triggers top-up from source when effectiveHF < 1.1 +// - targetHealth = 1.3: rebalance aims to restore effectiveHF to 1.3 +// - maxHealth = 1.5: triggers push to sink when effectiveHF > 1.5 +// See: lib/FlowALP/cadence/contracts/FlowALPv0.cdc:544-546 (InternalPosition.init defaults) +access(all) let collateralFactor = 0.8 + +// Vault (AutoBalancer) rebalance thresholds. +// The vault tracks yield token value relative to historical deposits. +// vaultRatio = currentValue / valueOfDeposits +// +// Vault rebalance triggers when: +// - vaultRatio < 0.95 (lowerThreshold): pulls from source to buy more yield tokens +// - vaultRatio > 1.05 (upperThreshold): pushes to sink to sell yield tokens +// See: lib/FlowALP/FlowActions/cadence/contracts/interfaces/DeFiActions.cdc:763-764 +// See: cadence/contracts/FlowYieldVaultsStrategiesV2.cdc:706-707 (FUSDEVStrategy defaults) +access(all) let vaultLowerThreshold = 0.95 +access(all) let vaultUpperThreshold = 1.05 + +// ============================================================================ +// SETUP +// ============================================================================ + +access(all) +fun setup() { + deployContractsForFork() + + // it removes all the existing scheduled transactions, it is useful to speed up the tests, + // because otherwise, the existing 41 scheduled transactions will be executed every time we + // move the time forward, and each taking about 40ms, which make the tests very slow + // after 365 days of simulation, the total delay would be 10mins. + // resetting the transaction scheduler will not affect the test results, new scheduled + // transaction can also be created by the tests. + resetTransactionScheduler() + + setPoolToPrice( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: 1.0, + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + signer: coaOwnerAccount + ) + + let reserveAmount = 100_000_00.0 + transferFlow(signer: whaleFlowAccount, recipient: flowALPAccount.address, amount: reserveAmount) + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { "BTC": 60000.0, "USD": 1.0, "PYUSD": 1.0 }) + seedPoolWithPYUSD0(poolSigner: flowALPAccount, amount: 70_000.0) + + transferFlow(signer: whaleFlowAccount, recipient: flowYieldVaultsAccount.address, amount: reserveAmount) + transferFlow(signer: whaleFlowAccount, recipient: coaOwnerAccount.address, amount: reserveAmount) +} + +// ============================================================================ +// HELPERS +// ============================================================================ + +access(all) fun getBTCCollateralFromPosition(pid: UInt64): UFix64 { + let positionDetails = getPositionDetails(pid: pid, beFailed: false) + for balance in positionDetails.balances { + if balance.vaultType == WBTC_TYPE { + if balance.direction == FlowALPv0.BalanceDirection.Credit { + return balance.balance + } + } + } + return 0.0 +} + +/// Compute deterministic YT (ERC4626 vault share) price at a given day. +/// price = 1.0 + yieldAPR * (day / 365) +access(all) fun ytPriceAtDay(_ day: Int): UFix64 { + return 1.0 + yieldAPR * (UFix64(day) / daysPerYear) +} + +/// Update all prices for a given simulation day. +access(all) fun applyPriceTick(btcPrice: UFix64, ytPrice: UFix64, user: Test.TestAccount) { + // Refresh ALL oracle symbols each tick — not just BTC. The mainnet BandOracleConnectors + // has a 1-hour staleThreshold, and the sim advances 1 day per tick. Any symbol not + // refreshed here will go stale and cause positionHealth() to revert. + setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { + "BTC": btcPrice, + "USD": 1.0, + "PYUSD": 1.0, + "FLOW": 1.0 + }) + + let btcPool = btc_daily_2025_pools["pyusd_btc"]! + let ytPool = btc_daily_2025_pools["pyusd0_fusdev"]! + + setPoolToPriceWithTVL( + factoryAddress: factoryAddress, + tokenAAddress: wbtcAddress, + tokenBAddress: pyusd0Address, + fee: 3000, + priceTokenBPerTokenA: UFix128(btcPrice), + tokenABalanceSlot: wbtcBalanceSlot, + tokenBBalanceSlot: pyusd0BalanceSlot, + tvl: btcPool.size, + concentration: btcPool.concentration, + tokenBPriceUSD: 1.0, + signer: coaOwnerAccount + ) + + setPoolToPriceWithTVL( + factoryAddress: factoryAddress, + tokenAAddress: pyusd0Address, + tokenBAddress: morphoVaultAddress, + fee: 100, + priceTokenBPerTokenA: UFix128(ytPrice), + tokenABalanceSlot: pyusd0BalanceSlot, + tokenBBalanceSlot: fusdevBalanceSlot, + tvl: ytPool.size, + concentration: ytPool.concentration, + tokenBPriceUSD: ytPrice, + signer: coaOwnerAccount + ) + + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: ytPrice, + signer: user + ) +} + +// ============================================================================ +// TEST: BTC Daily 2025 -- Daily Rebalancing with Real Prices +// ============================================================================ + +access(all) +fun test_BtcDaily2025_DailyRebalancing() { + let prices = btc_daily_2025_prices + let dates = btc_daily_2025_dates + + // Create agents + let users: [Test.TestAccount] = [] + let pids: [UInt64] = [] + let vaultIds: [UInt64] = [] + + // Apply initial pricing + applyPriceTick(btcPrice: initialPrice, ytPrice: ytPriceAtDay(0), user: coaOwnerAccount) + + var i = 0 + while i < numAgents { + let user = Test.createAccount() + transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: 10.0) + mintBTC(signer: user, amount: fundingPerAgent) + grantBeta(flowYieldVaultsAccount, user) + + setVaultSharePrice( + vaultAddress: morphoVaultAddress, + assetAddress: pyusd0Address, + assetBalanceSlot: pyusd0BalanceSlot, + totalSupplySlot: morphoVaultTotalSupplySlot, + vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, + priceMultiplier: 1.0, + signer: user + ) + + createYieldVault( + signer: user, + strategyIdentifier: strategyIdentifier, + vaultIdentifier: wbtcTokenIdentifier, + amount: fundingPerAgent, + beFailed: false + ) + + let pid = (getLastPositionOpenedEvent(Test.eventsOfType(Type())) as! FlowALPv0.Opened).pid + let yieldVaultIDs = getYieldVaultIDs(address: user.address)! + let vaultId = yieldVaultIDs[0] + + users.append(user) + pids.append(pid) + vaultIds.append(vaultId) + + log(" Agent \(i): pid=\(pid) vaultId=\(vaultId)") + i = i + 1 + } + + log("\n=== BTC DAILY 2025 SIMULATION ===") + log("Agents: \(numAgents)") + log("Funding per agent: \(fundingPerAgent) BTC (~\(fundingPerAgent * initialPrice) PYUSD0)") + log("Duration: \(btc_daily_2025_durationDays) days") + log("Price points: \(prices.length)") + log("Initial BTC price: $\(prices[0])") + log("Notes: \(btc_daily_2025_notes)") + log("") + log("Rebalance Triggers:") + log(" HF (Position): triggers when HF < 1.1 or HF > 1.5, rebalances to HF = 1.3") + log(" VR (Vault): triggers when VR < 0.95 or VR > 1.05, rebalances to VR ~ 1.0") + + var liquidationCount = 0 + var previousBTCPrice = initialPrice + var lowestPrice = initialPrice + var highestPrice = initialPrice + var lowestHF = 100.0 + var prevVaultRebalanceCount = 0 + var prevPositionRebalanceCount = 0 + + let startTimestamp = getCurrentBlockTimestamp() + + var day = 0 + while day < prices.length { + let absolutePrice = prices[day] + let ytPrice = ytPriceAtDay(day) + + if absolutePrice < lowestPrice { + lowestPrice = absolutePrice + } + if absolutePrice > highestPrice { + highestPrice = absolutePrice + } + + // Advance blockchain time by 1 day per step + let expectedTimestamp = startTimestamp + UFix64(day) * secondsPerDay + let currentTimestamp = getCurrentBlockTimestamp() + if expectedTimestamp > currentTimestamp { + Test.moveTime(by: Fix64(expectedTimestamp - currentTimestamp)) + } + + // Apply all price updates + applyPriceTick(btcPrice: absolutePrice, ytPrice: ytPrice, user: users[0]) + + // Calculate HF BEFORE rebalancing to see pre-rebalance state + // effectiveHF = (collateralValue * collateralFactor) / debt + // This is what determines rebalance triggers (minHealth=1.1, maxHealth=1.5) + var preRebalanceHF: UFix64 = 0.0 + var a = 0 + while a < numAgents { + if a == 0 { + let btcCollateral = getBTCCollateralFromPosition(pid: pids[a]) + let btcCollateralValue = btcCollateral * absolutePrice + let effectiveCollateral = btcCollateralValue * collateralFactor + let debt = getPYUSD0DebtFromPosition(pid: pids[a]) + if debt > 0.0 { + preRebalanceHF = effectiveCollateral / debt + } + } + a = a + 1 + } + + // Calculate vault ratio BEFORE rebalancing (single script call for efficiency) + // vaultRatio = currentValue / valueOfDeposits + // Triggers when ratio < 0.95 or ratio > 1.05 + var preVaultRatio: UFix64 = 1.0 + let preMetrics = getAutoBalancerMetrics(id: vaultIds[0]) ?? [0.0, 0.0] + if preMetrics[1] > 0.0 { + preVaultRatio = preMetrics[0] / preMetrics[1] + } + + // Potentially rebalance all agents (not forced) + a = 0 + while a < numAgents { + rebalanceYieldVault(signer: flowYieldVaultsAccount, id: vaultIds[a], force: false, beFailed: false) + rebalancePosition(signer: flowALPAccount, pid: pids[a], force: false, beFailed: false) + a = a + 1 + } + + // Count actual rebalances that occurred this day + let currentVaultRebalanceCount = Test.eventsOfType(Type()).length + let currentPositionRebalanceCount = Test.eventsOfType(Type()).length + let dayVaultRebalances = currentVaultRebalanceCount - prevVaultRebalanceCount + let dayPositionRebalances = currentPositionRebalanceCount - prevPositionRebalanceCount + prevVaultRebalanceCount = currentVaultRebalanceCount + prevPositionRebalanceCount = currentPositionRebalanceCount + + // Calculate vault ratio AFTER rebalancing (single script call for efficiency) + var postVaultRatio: UFix64 = 1.0 + let postMetrics = getAutoBalancerMetrics(id: vaultIds[0]) ?? [0.0, 0.0] + if postMetrics[1] > 0.0 { + postVaultRatio = postMetrics[0] / postMetrics[1] + } + + // Calculate HF AFTER rebalancing + a = 0 + while a < numAgents { + let btcCollateral = getBTCCollateralFromPosition(pid: pids[a]) + let btcCollateralValue = btcCollateral * absolutePrice + let effectiveCollateral = btcCollateralValue * collateralFactor + let debt = getPYUSD0DebtFromPosition(pid: pids[a]) + + if debt > 0.0 { + let postRebalanceHF = effectiveCollateral / debt + // Track lowest HF (use pre-rebalance to capture the actual low point) + if preRebalanceHF < lowestHF && preRebalanceHF > 0.0 { + lowestHF = preRebalanceHF + } + + // Log weekly + at price extremes + // Show both pre and post values to see rebalance effects: + // HF: position health factor (triggers at <1.1 or >1.5) + // VR: vault ratio (triggers at <0.95 or >1.05) + if a == 0 && (day % 7 == 0 || absolutePrice == lowestPrice || absolutePrice == highestPrice) { + log(" [day \(day)] \(dates[day]) price=$\(absolutePrice) yt=\(ytPrice) HF=\(preRebalanceHF)->\(postRebalanceHF) VR=\(preVaultRatio)->\(postVaultRatio) vaultRebalances=\(dayVaultRebalances) positionRebalances=\(dayPositionRebalances)") + } + + // Liquidation occurs when effectiveHF < 1.0 (check pre-rebalance) + if preRebalanceHF < 1.0 && preRebalanceHF > 0.0 { + liquidationCount = liquidationCount + 1 + log(" *** LIQUIDATION agent=\(a) on day \(day) (\(dates[day]))! HF=\(preRebalanceHF) ***") + } + } + a = a + 1 + } + + previousBTCPrice = absolutePrice + day = day + 1 + } + + // Count actual rebalance events (not just attempts) + let vaultRebalanceEvents = Test.eventsOfType(Type()) + let positionRebalanceEvents = Test.eventsOfType(Type()) + let vaultRebalanceCount = vaultRebalanceEvents.length + let positionRebalanceCount = positionRebalanceEvents.length + + // Final state + let finalBTCCollateral = getBTCCollateralFromPosition(pid: pids[0]) + let finalDebt = getPYUSD0DebtFromPosition(pid: pids[0]) + let finalYieldTokens = getAutoBalancerBalance(id: vaultIds[0])! + let finalYtPrice = ytPriceAtDay(prices.length - 1) + // Compute effective HF to match contract's rebalancing logic + let finalEffectiveHF = (finalBTCCollateral * previousBTCPrice * collateralFactor) / finalDebt + + // P&L: net equity = collateral_value + yt_value - debt (all in PYUSD0 terms) + let collateralValue = finalBTCCollateral * previousBTCPrice + let ytValue = finalYieldTokens * finalYtPrice + let netEquity = collateralValue + ytValue - finalDebt + let initialDeposit = fundingPerAgent * initialPrice + + // UFix64 is unsigned, so track sign separately to avoid underflow + let profit = netEquity >= initialDeposit + let pnlAbs = profit ? (netEquity - initialDeposit) : (initialDeposit - netEquity) + let pnlPctAbs = pnlAbs / initialDeposit + let pnlSign = profit ? "+" : "-" + + let netEquityBTC = netEquity / previousBTCPrice + let btcProfit = netEquityBTC >= fundingPerAgent + let pnlBTCAbs = btcProfit ? (netEquityBTC - fundingPerAgent) : (fundingPerAgent - netEquityBTC) + let pnlPctBTCAbs = pnlBTCAbs / fundingPerAgent + let pnlBTCSign = btcProfit ? "+" : "-" + + let priceUp = previousBTCPrice >= initialPrice + let priceChangeAbs = priceUp ? (previousBTCPrice - initialPrice) : (initialPrice - previousBTCPrice) + let priceChangePct = priceChangeAbs / initialPrice + let priceChangeSign = priceUp ? "+" : "-" + + log("\n=== SIMULATION RESULTS ===") + log("Agents: \(numAgents)") + log("Days simulated: \(prices.length)") + log("Rebalance attempts: \(prices.length * numAgents)") + log("Vault rebalances: \(vaultRebalanceCount)") + log("Position rebalances: \(positionRebalanceCount)") + log("Liquidation count: \(liquidationCount)") + log("") + log("--- Price ---") + log("Initial BTC price: $\(initialPrice)") + log("Lowest BTC price: $\(lowestPrice)") + log("Highest BTC price: $\(highestPrice)") + log("Final BTC price: $\(prices[prices.length - 1])") + log("Price change: \(priceChangeSign)\(priceChangePct)") + log("") + log("--- Position (effective HF with collateralFactor=\(collateralFactor)) ---") + log("Lowest HF observed: \(lowestHF)") + log("Final HF (agent 0): \(finalEffectiveHF)") + log("Final collateral: \(finalBTCCollateral) BTC (value: \(collateralValue) PYUSD0)") + log("Final debt: \(finalDebt) PYUSD0") + log("Final yield tokens: \(finalYieldTokens) (value: \(ytValue) PYUSD0 @ yt=\(finalYtPrice))") + log("") + log("--- P&L ---") + log("Initial deposit: \(fundingPerAgent) BTC (~\(fundingPerAgent * initialPrice) PYUSD0)") + log("Net equity (PYUSD0): \(netEquity) (P&L: \(pnlSign)\(pnlAbs), \(pnlSign)\(pnlPctAbs))") + log("Net equity (BTC): \(netEquityBTC) (P&L: \(pnlBTCSign)\(pnlBTCAbs), \(pnlBTCSign)\(pnlPctBTCAbs))") + log("===========================\n") + + Test.assertEqual(btc_daily_2025_expectedLiquidationCount, liquidationCount) + Test.assert(finalEffectiveHF > 1.0, message: "Expected final effective HF > 1.0 but got \(finalEffectiveHF)") + Test.assert(lowestHF > 1.0, message: "Expected lowest effective HF > 1.0 but got \(lowestHF)") + + log("=== TEST PASSED: Zero liquidations over 1 year of real BTC prices (\(numAgents) agents) ===") +} diff --git a/cadence/tests/test_helpers.cdc b/cadence/tests/test_helpers.cdc index a246f3b7..f7751928 100644 --- a/cadence/tests/test_helpers.cdc +++ b/cadence/tests/test_helpers.cdc @@ -9,8 +9,32 @@ import "FlowYieldVaults" access(all) let serviceAccount = Test.serviceAccount() -/* --- Test execution helpers --- */ +access(all) struct DeploymentConfig { + access(all) let uniswapFactoryAddress: String + access(all) let uniswapRouterAddress: String + access(all) let uniswapQuoterAddress: String + access(all) let pyusd0Address: String + access(all) let morphoVaultAddress: String + access(all) let wflowAddress: String + + init( + uniswapFactoryAddress: String, + uniswapRouterAddress: String, + uniswapQuoterAddress: String, + pyusd0Address: String, + morphoVaultAddress: String, + wflowAddress: String + ) { + self.uniswapFactoryAddress = uniswapFactoryAddress + self.uniswapRouterAddress = uniswapRouterAddress + self.uniswapQuoterAddress = uniswapQuoterAddress + self.pyusd0Address = pyusd0Address + self.morphoVaultAddress = morphoVaultAddress + self.wflowAddress = wflowAddress + } +} +/* --- Test execution helpers --- */ access(all) fun _executeScript(_ path: String, _ args: [AnyStruct]): Test.ScriptResult { return Test.executeScript(Test.readFile(path), args) @@ -145,11 +169,84 @@ fun tempUpsertBridgeTemplateChunks(_ serviceAccount: Test.TestAccount) { // Common test setup function that deploys all required contracts access(all) fun deployContracts() { - + let config = DeploymentConfig( + uniswapFactoryAddress: "0x986Cb42b0557159431d48fE0A40073296414d410", + uniswapRouterAddress: "0x92657b195e22b69E4779BBD09Fa3CD46F0CF8e39", + uniswapQuoterAddress: "0x8dd92c8d0C3b304255fF9D98ae59c3385F88360C", + pyusd0Address: "0xaCCF0c4EeD4438Ad31Cd340548f4211a465B6528", + morphoVaultAddress: "0x0000000000000000000000000000000000000000", + wflowAddress: "0x0000000000000000000000000000000000000000" + ) + // TODO: remove this step once the VM bridge templates are updated for test env // see https://github.com/onflow/flow-go/issues/8184 tempUpsertBridgeTemplateChunks(serviceAccount) + + _deploy(config: config) + + var err = Test.deployContract( + name: "MockStrategies", + path: "../contracts/mocks/MockStrategies.cdc", + arguments: [] + ) + Test.expect(err, Test.beNil()) + + err = Test.deployContract( + name: "MockStrategy", + path: "../contracts/mocks/MockStrategy.cdc", + arguments: [] + ) + Test.expect(err, Test.beNil()) + + // Emulator-specific setup (already exists on mainnet fork) + let wflowAddress = getEVMAddressAssociated(withType: Type<@FlowToken.Vault>().identifier) + ?? panic("Failed to get WFLOW address via VM Bridge association with FlowToken.Vault") + setupBetaAccess() + setupPunchswap(deployer: serviceAccount, wflowAddress: wflowAddress) +} + +access(all) fun deployContractsForFork() { + let config = DeploymentConfig( + uniswapFactoryAddress: "0xca6d7Bb03334bBf135902e1d919a5feccb461632", + uniswapRouterAddress: "0xeEDC6Ff75e1b10B903D9013c358e446a73d35341", + uniswapQuoterAddress: "0x370A8DF17742867a44e56223EC20D82092242C85", + pyusd0Address: "0x99aF3EeA856556646C98c8B9b2548Fe815240750", + morphoVaultAddress: "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D", + wflowAddress: "0xd3bF53DAC106A0290B0483EcBC89d40FcC961f3e" + ) + // Deploy EVM mock + var err = Test.deployContract(name: "EVM", path: "../contracts/mocks/EVM.cdc", arguments: []) + + // Redeploy FlowTransactionScheduler mock (replaces forked mainnet contract with reset-capable version) + err = Test.deployContract(name: "FlowTransactionScheduler", path: "../contracts/mocks/FlowTransactionScheduler.cdc", arguments: []) + + _deploy(config: config) + + // Deploy StrategiesV2 on fork (replaces mainnet's stale copy so the updated + // FlowYieldVaults.Strategy interface conformance check passes) + var forkErr = Test.deployContract( + name: "FlowYieldVaultsStrategiesV2", + path: "../contracts/FlowYieldVaultsStrategiesV2.cdc", + arguments: [ + config.uniswapFactoryAddress, + config.uniswapRouterAddress, + config.uniswapQuoterAddress + ] + ) + Test.expect(forkErr, Test.beNil()) + + // Deploy local BandOracleConnectors (stale check commented out) to override + // mainnet's version which reverts on stale oracle data + forkErr = Test.deployContract( + name: "BandOracleConnectors", + path: "../../lib/FlowALP/FlowActions/cadence/contracts/connectors/band-oracle/BandOracleConnectors.cdc", + arguments: [] + ) + Test.expect(forkErr, Test.beNil()) +} + +access(self) fun _deploy(config: DeploymentConfig) { // DeFiActions contracts var err = Test.deployContract( name: "DeFiActionsUtils", @@ -162,12 +259,15 @@ access(all) fun deployContracts() { path: "../../lib/FlowALP/cadence/lib/FlowALPMath.cdc", arguments: [] ) + Test.expect(err, Test.beNil()) + err = Test.deployContract( name: "DeFiActions", path: "../../lib/FlowALP/FlowActions/cadence/contracts/interfaces/DeFiActions.cdc", arguments: [] ) Test.expect(err, Test.beNil()) + err = Test.deployContract( name: "SwapConnectors", path: "../../lib/FlowALP/FlowActions/cadence/contracts/connectors/SwapConnectors.cdc", @@ -280,6 +380,7 @@ access(all) fun deployContracts() { arguments: [] ) Test.expect(err, Test.beNil()) + err = Test.deployContract( name: "FlowYieldVaults", path: "../contracts/FlowYieldVaults.cdc", @@ -332,7 +433,7 @@ access(all) fun deployContracts() { arguments: [] ) Test.expect(err, Test.beNil()) - + err = Test.deployContract( name: "ERC4626PriceOracles", path: "../../lib/FlowALP/FlowActions/cadence/contracts/connectors/evm/ERC4626PriceOracles.cdc", @@ -354,36 +455,18 @@ access(all) fun deployContracts() { ) Test.expect(err, Test.beNil()) - let onboarder = Test.createAccount() - transferFlow(signer: serviceAccount, recipient: onboarder.address, amount: 100.0) - let onboardMoet = _executeTransaction( - "../../lib/flow-evm-bridge/cadence/transactions/bridge/onboarding/onboard_by_type.cdc", - [Type<@MOET.Vault>()], - onboarder - ) - Test.expect(onboardMoet, Test.beSucceeded()) - - err = Test.deployContract( - name: "MockStrategies", - path: "../contracts/mocks/MockStrategies.cdc", - arguments: [] - ) - Test.expect(err, Test.beNil()) - - err = Test.deployContract( - name: "FlowYieldVaultsStrategiesV2", - path: "../contracts/FlowYieldVaultsStrategiesV2.cdc", - arguments: [ - "0x986Cb42b0557159431d48fE0A40073296414d410", - "0x92657b195e22b69E4779BBD09Fa3CD46F0CF8e39", - "0x8dd92c8d0C3b304255fF9D98ae59c3385F88360C" - ] - ) - - Test.expect(err, Test.beNil()) + let moetAddress = getEVMAddressAssociated(withType: Type<@MOET.Vault>().identifier) + if moetAddress == nil { + let onboarder = Test.createAccount() + transferFlow(signer: serviceAccount, recipient: onboarder.address, amount: 100.0) + let onboardMoet = _executeTransaction( + "../../lib/flow-evm-bridge/cadence/transactions/bridge/onboarding/onboard_by_type.cdc", + [Type<@MOET.Vault>()], + onboarder + ) + Test.expect(onboardMoet, Test.beSucceeded()) + } - // Deploy Morpho contracts (latest local code) to the forked environment - log("Deploying Morpho contracts...") err = Test.deployContract( name: "ERC4626Utils", path: "../../lib/FlowALP/FlowActions/cadence/contracts/utils/ERC4626Utils.cdc", @@ -398,46 +481,28 @@ access(all) fun deployContracts() { ) Test.expect(err, Test.beNil()) - err = Test.deployContract( - name: "MorphoERC4626SinkConnectors", - path: "../../lib/FlowALP/FlowActions/cadence/contracts/connectors/evm/morpho/MorphoERC4626SinkConnectors.cdc", - arguments: [] - ) - Test.expect(err, Test.beNil()) - - err = Test.deployContract( - name: "MorphoERC4626SwapConnectors", - path: "../../lib/FlowALP/FlowActions/cadence/contracts/connectors/evm/morpho/MorphoERC4626SwapConnectors.cdc", - arguments: [] + /*err = Test.deployContract( + name: "FlowYieldVaultsStrategiesV2", + path: "../contracts/FlowYieldVaultsStrategiesV2.cdc", + arguments: [ + config.uniswapFactoryAddress, + config.uniswapRouterAddress, + config.uniswapQuoterAddress + ] ) - Test.expect(err, Test.beNil()) + Test.expect(err, Test.beNil())*/ // FLOW looping strategy - err = Test.deployContract( + /*err = Test.deployContract( name: "PMStrategiesV1", path: "../contracts/PMStrategiesV1.cdc", arguments: [ - "0x0000000000000000000000000000000000000000", - "0x0000000000000000000000000000000000000000", - "0x0000000000000000000000000000000000000000" + config.uniswapRouterAddress, + config.uniswapQuoterAddress, + config.pyusd0Address ] ) - - Test.expect(err, Test.beNil()) - - // Mocked Strategy - err = Test.deployContract( - name: "MockStrategy", - path: "../contracts/mocks/MockStrategy.cdc", - arguments: [] - ) - Test.expect(err, Test.beNil()) - - let wflowAddress = getEVMAddressAssociated(withType: Type<@FlowToken.Vault>().identifier) - ?? panic("Failed to get WFLOW address via VM Bridge association with FlowToken.Vault") - - setupBetaAccess() - setupPunchswap(deployer: serviceAccount, wflowAddress: wflowAddress) + Test.expect(err, Test.beNil())*/ } access(all) @@ -506,6 +571,30 @@ fun getAutoBalancerCurrentValue(id: UInt64): UFix64? { return res.returnValue as! UFix64? } +access(all) +fun getAutoBalancerValueOfDeposits(id: UInt64): UFix64? { + let res = _executeScript("../scripts/flow-yield-vaults/get_auto_balancer_value_of_deposits_by_id.cdc", [id]) + Test.expect(res, Test.beSucceeded()) + return res.returnValue as! UFix64? +} + +access(all) +fun getAutoBalancerBaseline(id: UInt64): UFix64? { + let res = _executeScript("../scripts/flow-yield-vaults/get_auto_balancer_baseline_by_id.cdc", [id]) + Test.expect(res, Test.beSucceeded()) + return res.returnValue as! UFix64? +} + +/// Returns [currentValue, valueOfDeposits] for the AutoBalancer in a single script call. +/// This is more efficient than calling getAutoBalancerCurrentValue and getAutoBalancerValueOfDeposits separately. +access(all) +fun getAutoBalancerMetrics(id: UInt64): [UFix64]? { + let res = _executeScript("../scripts/flow-yield-vaults/get_auto_balancer_metrics_by_id.cdc", [id]) + Test.expect(res, Test.beSucceeded()) + return res.returnValue as! [UFix64]? +} + + access(all) fun getPositionDetails(pid: UInt64, beFailed: Bool): FlowALPv0.PositionDetails { let res = _executeScript("../../lib/FlowALP/cadence/scripts/flow-alp/position_details.cdc", @@ -553,6 +642,38 @@ fun positionAvailableBalance( return res.returnValue as! UFix64 } +access(all) +fun setDepositLimitFraction(signer: Test.TestAccount, tokenTypeIdentifier: String, fraction: UFix64) { + let setRes = _executeTransaction( + "../../lib/FlowALP/cadence/transactions/flow-alp/pool-governance/set_deposit_limit_fraction.cdc", + [tokenTypeIdentifier, fraction], + signer + ) + Test.expect(setRes, Test.beSucceeded()) +} + +access(all) +fun resetTransactionScheduler() { + let result = _executeTransaction( + "transactions/reset_scheduler.cdc", + [], + serviceAccount + ) + Test.expect(result, Test.beSucceeded()) +} + +/// Set position health thresholds (minHealth, targetHealth, maxHealth) on an existing position. +/// This borrows the Pool from the flowALP account and directly modifies the InternalPosition. +access(all) +fun setPositionHealth(signer: Test.TestAccount, pid: UInt64, minHealth: UFix64, targetHealth: UFix64, maxHealth: UFix64) { + let result = _executeTransaction( + "transactions/set_position_health.cdc", + [pid, minHealth, targetHealth, maxHealth], + signer + ) + Test.expect(result, Test.beSucceeded()) +} + /* --- Transaction Helpers --- */ access(all) @@ -562,6 +683,9 @@ fun createAndStorePool(signer: Test.TestAccount, defaultTokenIdentifier: String, [defaultTokenIdentifier], signer ) + if createRes.error != nil { + log("createAndStorePool error: ".concat(createRes.error!.message)) + } Test.expect(createRes, beFailed ? Test.beFailed() : Test.beSucceeded()) } @@ -583,16 +707,6 @@ fun addSupportedTokenFixedRateInterestCurve( Test.expect(additionRes, Test.beSucceeded()) } -access(all) -fun setDepositLimitFraction(signer: Test.TestAccount, tokenTypeIdentifier: String, fraction: UFix64) { - let setRes = _executeTransaction( - "../../lib/FlowALP/cadence/transactions/flow-alp/pool-governance/set_deposit_limit_fraction.cdc", - [tokenTypeIdentifier, fraction], - signer - ) - Test.expect(setRes, Test.beSucceeded()) -} - access(all) fun rebalancePosition(signer: Test.TestAccount, pid: UInt64, force: Bool, beFailed: Bool) { let rebalanceRes = _executeTransaction( @@ -719,6 +833,33 @@ fun equalAmounts(a: UFix64, b: UFix64, tolerance: UFix64): Bool { return b - a <= tolerance } +/// Sets multiple BandOracle prices at once +/// +access(all) +fun setBandOraclePrices(signer: Test.TestAccount, symbolPrices: {String: UFix64}) { + // Move time by 1 second to ensure that the resolve time is in the future + // This prevents race conditions between consecutive calls to setBandOraclePrices + Test.moveTime(by: 1.0) + + let symbolsRates: {String: UInt64} = {} + for symbol in symbolPrices.keys { + // BandOracle uses 1e9 multiplier for prices + // e.g., $1.00 = 1_000_000_000, $0.50 = 500_000_000 + // Split into whole + fractional to avoid UFix64 overflow for large prices (e.g. BTC > $184) + let price = symbolPrices[symbol]! + let whole = UInt64(price) + let frac = price - UFix64(whole) + symbolsRates[symbol] = whole * 1_000_000_000 + UInt64(frac * 1_000_000_000.0) + } + + let setRes = _executeTransaction( + "../../lib/FlowALP/FlowActions/cadence/tests/transactions/band-oracle/update_data.cdc", + [ symbolsRates ], + signer + ) + Test.expect(setRes, Test.beSucceeded()) +} + access(all) fun equalAmounts128(a: UFix128, b: UFix128, tolerance: UFix128): Bool { if a > b { @@ -850,6 +991,126 @@ fun transferFlow(signer: Test.TestAccount, recipient: Address, amount: UFix64) { Test.expect(transferResult, Test.beSucceeded()) } +access(all) +fun setupGenericVault(signer: Test.TestAccount, vaultIdentifier: String) { + let setupResult = _executeTransaction( + "../../lib/flow-evm-bridge/cadence/transactions/example-assets/setup/setup_generic_vault.cdc", + [vaultIdentifier], + signer + ) + Test.expect(setupResult, Test.beSucceeded()) +} + +access(all) +fun transferBTC(signer: Test.TestAccount, recipient: Test.TestAccount, amount: UFix64) { + setupGenericVault( + signer: recipient, + vaultIdentifier: "A.1e4aa0b87d10b141.EVMVMBridgedToken_717dae2baf7656be9a9b01dee31d571a9d4c9579.Vault" + ) + let transferResult = _executeTransaction( + "transactions/transfer_wbtc.cdc", + [recipient.address, amount], + signer + ) + Test.expect(transferResult, Test.beSucceeded()) +} + +access(all) +fun setERC20Balance( + signer: Test.TestAccount, + tokenAddress: String, + holderAddress: String, + balanceSlot: UInt256, + amount: UInt256 +) { + let res = _executeTransaction( + "transactions/set_erc20_balance.cdc", + [tokenAddress, holderAddress, balanceSlot, amount], + signer + ) + Test.expect(res, Test.beSucceeded()) +} + +access(all) +fun mintBTC(signer: Test.TestAccount, amount: UFix64) { + let wbtcAddress = "0x717dae2baf7656be9a9b01dee31d571a9d4c9579" + let wbtcTokenId = "A.1e4aa0b87d10b141.EVMVMBridgedToken_717dae2baf7656be9a9b01dee31d571a9d4c9579.Vault" + let wbtcBalanceSlot: UInt256 = 5 + + // Ensure signer has a COA (needs some FLOW for gas) + if getCOA(signer.address) == nil { + createCOA(signer, fundingAmount: 1.0) + } + let coaAddress = getCOA(signer.address)! + + // Set wBTC ERC20 balance for the signer's COA on EVM + // wBTC has 8 decimals, so multiply amount by 1e8 + // Split to avoid UFix64 overflow for large amounts + let whole = UInt256(amount) + let frac = amount - UFix64(UInt64(amount)) + let amountSmallestUnit = whole * 100_000_000 + UInt256(frac * 100_000_000.0) + setERC20Balance( + signer: signer, + tokenAddress: wbtcAddress, + holderAddress: coaAddress, + balanceSlot: wbtcBalanceSlot, + amount: amountSmallestUnit + ) + + // Bridge wBTC from EVM to Cadence + let bridgeRes = _executeTransaction( + "../../lib/flow-evm-bridge/cadence/transactions/bridge/tokens/bridge_tokens_from_evm.cdc", + [wbtcTokenId, amountSmallestUnit], + signer + ) + Test.expect(bridgeRes, Test.beSucceeded()) +} + +/// Mints PYUSD0 (6-decimal EVM token) to the signer by setting ERC20 balance and bridging from EVM. +access(all) +fun mintPYUSD0(signer: Test.TestAccount, amount: UFix64) { + let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750" + let pyusd0TokenId = "A.1e4aa0b87d10b141.EVMVMBridgedToken_99af3eea856556646c98c8b9b2548fe815240750.Vault" + let pyusd0BalanceSlot: UInt256 = 1 + + if getCOA(signer.address) == nil { + createCOA(signer, fundingAmount: 1.0) + } + let coaAddress = getCOA(signer.address)! + + // PYUSD0 has 6 decimals + let whole = UInt256(amount) + let frac = amount - UFix64(UInt64(amount)) + let amountSmallestUnit = whole * 1_000_000 + UInt256(frac * 1_000_000.0) + setERC20Balance( + signer: signer, + tokenAddress: pyusd0Address, + holderAddress: coaAddress, + balanceSlot: pyusd0BalanceSlot, + amount: amountSmallestUnit + ) + + let bridgeRes = _executeTransaction( + "../../lib/flow-evm-bridge/cadence/transactions/bridge/tokens/bridge_tokens_from_evm.cdc", + [pyusd0TokenId, amountSmallestUnit], + signer + ) + Test.expect(bridgeRes, Test.beSucceeded()) +} + +/// Seeds the FlowALP pool reserves with PYUSD0 by minting and depositing via a temporary position. +access(all) +fun seedPoolWithPYUSD0(poolSigner: Test.TestAccount, amount: UFix64) { + mintPYUSD0(signer: poolSigner, amount: amount) + let pyusd0VaultPath = StoragePath(identifier: "EVMVMBridgedToken_99af3eea856556646c98c8b9b2548fe815240750Vault")! + let res = _executeTransaction( + "transactions/seed_pool_reserves.cdc", + [amount, pyusd0VaultPath], + poolSigner + ) + Test.expect(res, Test.beSucceeded()) +} + access(all) fun createCOA(_ signer: Test.TestAccount, fundingAmount: UFix64) { let createCOAResult = _executeTransaction( @@ -1030,13 +1291,21 @@ access(all) fun getFlowCollateralFromPosition(pid: UInt64): UFix64 { // Helper function to get MOET debt from position access(all) fun getMOETDebtFromPosition(pid: UInt64): UFix64 { + return getDebtFromPosition(pid: pid, type: Type<@MOET.Vault>()) +} + +// Helper function to get PYUSD0 debt from position +access(all) fun getPYUSD0DebtFromPosition(pid: UInt64): UFix64 { + let pyusd0VaultType = CompositeType("A.1e4aa0b87d10b141.EVMVMBridgedToken_99af3eea856556646c98c8b9b2548fe815240750.Vault")! + return getDebtFromPosition(pid: pid, type: pyusd0VaultType) +} + +// Helper function to get debt of a specific token type from a position +access(all) fun getDebtFromPosition(pid: UInt64, type: Type): UFix64 { let positionDetails = getPositionDetails(pid: pid, beFailed: false) for balance in positionDetails.balances { - if balance.vaultType == Type<@MOET.Vault>() { - // Debit means it's borrowed (debt) - if balance.direction == FlowALPv0.BalanceDirection.Debit { - return balance.balance - } + if balance.vaultType == type && balance.direction == FlowALPv0.BalanceDirection.Debit { + return balance.balance } } return 0.0 diff --git a/cadence/tests/transactions/deposit_flow_to_coa.cdc b/cadence/tests/transactions/deposit_flow_to_coa.cdc new file mode 100644 index 00000000..1534312a --- /dev/null +++ b/cadence/tests/transactions/deposit_flow_to_coa.cdc @@ -0,0 +1,16 @@ +// Deposits FLOW from signer's FlowToken vault to the signer's COA (native EVM balance). +// Use before swaps/bridges that need the COA to pay gas or bridge fees. +import "FungibleToken" +import "FlowToken" +import "EVM" + +transaction(amount: UFix64) { + prepare(signer: auth(Storage, BorrowValue) &Account) { + let coa = signer.storage.borrow(from: /storage/evm) + ?? panic("No COA at /storage/evm") + let flowVault = signer.storage.borrow(from: /storage/flowTokenVault) + ?? panic("No FlowToken vault") + let deposit <- flowVault.withdraw(amount: amount) as! @FlowToken.Vault + coa.deposit(from: <-deposit) + } +} diff --git a/cadence/tests/transactions/execute_morpho_deposit.cdc b/cadence/tests/transactions/execute_morpho_deposit.cdc new file mode 100644 index 00000000..b6f673fd --- /dev/null +++ b/cadence/tests/transactions/execute_morpho_deposit.cdc @@ -0,0 +1,72 @@ +// Morpho ERC4626 deposit: asset -> vault shares using MorphoERC4626SwapConnectors. +// Signer must have COA, FlowToken vault (for bridge fees), asset vault with balance, and shares vault (created if missing). +import "FungibleToken" +import "FungibleTokenMetadataViews" +import "MetadataViews" +import "FlowToken" +import "EVM" +import "FlowEVMBridgeConfig" +import "DeFiActions" +import "FungibleTokenConnectors" +import "MorphoERC4626SwapConnectors" + +transaction( + assetVaultIdentifier: String, + erc4626VaultEVMAddressHex: String, + amountIn: UFix64 +) { + prepare(signer: auth(Storage, Capabilities, BorrowValue) &Account) { + let erc4626VaultEVMAddress = EVM.addressFromString(erc4626VaultEVMAddressHex) + let sharesType = FlowEVMBridgeConfig.getTypeAssociated(with: erc4626VaultEVMAddress) + ?? panic("ERC4626 vault not associated with a Cadence type") + + let assetVaultData = MetadataViews.resolveContractViewFromTypeIdentifier( + resourceTypeIdentifier: assetVaultIdentifier, + viewType: Type() + ) as? FungibleTokenMetadataViews.FTVaultData + ?? panic("Could not resolve FTVaultData for asset") + let sharesVaultData = MetadataViews.resolveContractViewFromTypeIdentifier( + resourceTypeIdentifier: sharesType.identifier, + viewType: Type() + ) as? FungibleTokenMetadataViews.FTVaultData + ?? panic("Could not resolve FTVaultData for shares") + + if signer.storage.borrow<&{FungibleToken.Vault}>(from: sharesVaultData.storagePath) == nil { + signer.storage.save(<-sharesVaultData.createEmptyVault(), to: sharesVaultData.storagePath) + signer.capabilities.unpublish(sharesVaultData.receiverPath) + signer.capabilities.unpublish(sharesVaultData.metadataPath) + let receiverCap = signer.capabilities.storage.issue<&{FungibleToken.Vault}>(sharesVaultData.storagePath) + signer.capabilities.publish(receiverCap, at: sharesVaultData.receiverPath) + signer.capabilities.publish(receiverCap, at: sharesVaultData.metadataPath) + } + + let coa = signer.capabilities.storage.issue(/storage/evm) + let feeVault = signer.capabilities.storage.issue(/storage/flowTokenVault) + let feeSource = FungibleTokenConnectors.VaultSinkAndSource( + min: nil, + max: nil, + vault: feeVault, + uniqueID: nil + ) + + let swapper = MorphoERC4626SwapConnectors.Swapper( + vaultEVMAddress: erc4626VaultEVMAddress, + coa: coa, + feeSource: feeSource, + uniqueID: nil, + isReversed: false + ) + + let assetVault = signer.storage.borrow(from: assetVaultData.storagePath) + ?? panic("Missing asset vault") + let sharesVault = signer.storage.borrow<&{FungibleToken.Vault}>(from: sharesVaultData.storagePath) + ?? panic("Missing shares vault") + + let inVault <- assetVault.withdraw(amount: amountIn) + let quote = swapper.quoteOut(forProvided: amountIn, reverse: false) + let outVault <- swapper.swap(quote: quote, inVault: <-inVault) + sharesVault.deposit(from: <-outVault) + } + + execute {} +} diff --git a/cadence/tests/transactions/execute_univ3_swap.cdc b/cadence/tests/transactions/execute_univ3_swap.cdc new file mode 100644 index 00000000..54be4017 --- /dev/null +++ b/cadence/tests/transactions/execute_univ3_swap.cdc @@ -0,0 +1,90 @@ +// Generic Uniswap V3 swap: inToken -> outToken on COA. +// Pulls in-token from the COA's EVM balance via EVMTokenConnectors.Source (bridge fee from signer's FlowToken vault), +// then swaps inToken -> outToken. Set the COA's in-token balance first (e.g. set_evm_token_balance for WFLOW). +import "FungibleToken" +import "FungibleTokenMetadataViews" +import "ViewResolver" +import "FlowToken" +import "EVM" +import "FlowEVMBridgeUtils" +import "FlowEVMBridgeConfig" +import "DeFiActions" +import "FungibleTokenConnectors" +import "EVMTokenConnectors" +import "UniswapV3SwapConnectors" + +transaction( + factoryAddress: String, + routerAddress: String, + quoterAddress: String, + inTokenAddress: String, + outTokenAddress: String, + poolFee: UInt64, + amountIn: UFix64 +) { + let coaCap: Capability + let tokenSource: {DeFiActions.Source} + let outReceiver: &{FungibleToken.Vault} + + prepare(signer: auth(Storage, Capabilities, BorrowValue, SaveValue, IssueStorageCapabilityController, PublishCapability, UnpublishCapability) &Account) { + self.coaCap = signer.capabilities.storage.issue(/storage/evm) + + let inAddr = EVM.addressFromString(inTokenAddress) + let inType = FlowEVMBridgeConfig.getTypeAssociated(with: inAddr)! + let feeVault = signer.capabilities.storage.issue(/storage/flowTokenVault) + self.tokenSource = FungibleTokenConnectors.VaultSinkAndSource( + min: nil, + max: nil, + vault: feeVault, + uniqueID: nil + ) + + let outAddr = EVM.addressFromString(outTokenAddress) + let outType = FlowEVMBridgeConfig.getTypeAssociated(with: outAddr)! + let tokenContractAddress = FlowEVMBridgeUtils.getContractAddress(fromType: outType)! + let tokenContractName = FlowEVMBridgeUtils.getContractName(fromType: outType)! + let viewResolver = getAccount(tokenContractAddress).contracts.borrow<&{ViewResolver}>(name: tokenContractName)! + let vaultData = viewResolver.resolveContractView( + resourceType: outType, + viewType: Type() + ) as! FungibleTokenMetadataViews.FTVaultData? + ?? panic("No FTVaultData for out token") + if signer.storage.borrow<&{FungibleToken.Vault}>(from: vaultData.storagePath) == nil { + signer.storage.save(<-vaultData.createEmptyVault(), to: vaultData.storagePath) + signer.capabilities.unpublish(vaultData.receiverPath) + signer.capabilities.unpublish(vaultData.metadataPath) + let receiverCap = signer.capabilities.storage.issue<&{FungibleToken.Vault}>(vaultData.storagePath) + let metadataCap = signer.capabilities.storage.issue<&{FungibleToken.Vault}>(vaultData.storagePath) + signer.capabilities.publish(receiverCap, at: vaultData.receiverPath) + signer.capabilities.publish(metadataCap, at: vaultData.metadataPath) + } + self.outReceiver = signer.storage.borrow<&{FungibleToken.Vault}>(from: vaultData.storagePath)! + } + + execute { + let inAddr = EVM.addressFromString(inTokenAddress) + let outAddr = EVM.addressFromString(outTokenAddress) + let inType = FlowEVMBridgeConfig.getTypeAssociated(with: inAddr)! + let outType = FlowEVMBridgeConfig.getTypeAssociated(with: outAddr)! + + let inVault <- self.tokenSource.withdrawAvailable(maxAmount: amountIn) + + let factory = EVM.addressFromString(factoryAddress) + let router = EVM.addressFromString(routerAddress) + let quoter = EVM.addressFromString(quoterAddress) + let swapper = UniswapV3SwapConnectors.Swapper( + factoryAddress: factory, + routerAddress: router, + quoterAddress: quoter, + tokenPath: [inAddr, outAddr], + feePath: [UInt32(poolFee)], + inVault: inType, + outVault: outType, + coaCapability: self.coaCap, + uniqueID: nil + ) + let quote = swapper.quoteOut(forProvided: inVault.balance, reverse: false) + let outVault <- swapper.swap(quote: quote, inVault: <-inVault) + self.outReceiver.deposit(from: <-outVault) + } +} diff --git a/cadence/tests/transactions/reset_scheduler.cdc b/cadence/tests/transactions/reset_scheduler.cdc new file mode 100644 index 00000000..7087e883 --- /dev/null +++ b/cadence/tests/transactions/reset_scheduler.cdc @@ -0,0 +1,12 @@ +import FlowTransactionScheduler from "MockFlowTransactionScheduler" + +/// Clears all queued/scheduled transactions from the shared scheduler. +transaction { + prepare(signer: auth(BorrowValue) &Account) { + let scheduler = signer.storage.borrow( + from: FlowTransactionScheduler.storagePath + ) ?? panic("Could not borrow SharedScheduler from signer's storage") + + scheduler.reset() + } +} diff --git a/cadence/tests/transactions/seed_pool_reserves.cdc b/cadence/tests/transactions/seed_pool_reserves.cdc new file mode 100644 index 00000000..29c1540e --- /dev/null +++ b/cadence/tests/transactions/seed_pool_reserves.cdc @@ -0,0 +1,37 @@ +import "FungibleToken" +import "FlowALPv0" +import "DeFiActions" +import "FungibleTokenConnectors" + +/// Seeds the FlowALP pool reserves by creating a position with the provided funds. +/// The position borrows nothing (no drawdown), so the funds sit as collateral in the pool reserves. +transaction(amount: UFix64, vaultStoragePath: StoragePath) { + let funds: @{FungibleToken.Vault} + let poolCap: Capability + let signer: auth(Storage, Capabilities) &Account + + prepare(acct: auth(BorrowValue, Storage, Capabilities) &Account) { + self.signer = acct + let vaultRef = acct.storage.borrow(from: vaultStoragePath) + ?? panic("No vault at \(vaultStoragePath)") + self.funds <- vaultRef.withdraw(amount: amount) + self.poolCap = acct.storage.load>( + from: FlowALPv0.PoolCapStoragePath + ) ?? panic("No pool cap") + } + + execute { + let poolRef = self.poolCap.borrow() ?? panic("Invalid pool cap") + let noopSinkCap = self.signer.capabilities.storage.issue(/storage/flowTokenVault) + let noopSink = FungibleTokenConnectors.VaultSink(max: nil, depositVault: noopSinkCap, uniqueID: nil) + let noopSource = FungibleTokenConnectors.VaultSource(min: nil, withdrawVault: noopSinkCap, uniqueID: nil) + let position <- poolRef.createPosition( + funds: <-self.funds, + issuanceSink: noopSink, + repaymentSource: noopSource, + pushToDrawDownSink: false + ) + self.signer.storage.save(self.poolCap, to: FlowALPv0.PoolCapStoragePath) + destroy position + } +} diff --git a/cadence/tests/transactions/set_erc20_balance.cdc b/cadence/tests/transactions/set_erc20_balance.cdc new file mode 100644 index 00000000..24af3423 --- /dev/null +++ b/cadence/tests/transactions/set_erc20_balance.cdc @@ -0,0 +1,36 @@ +import EVM from "MockEVM" + +/// Sets the ERC20 balanceOf for a given holder address via direct storage manipulation. +/// +/// @param tokenAddress: hex EVM address of the ERC20 contract +/// @param holderAddress: hex EVM address whose balance to set +/// @param balanceSlot: the storage slot index of the _balances mapping in the ERC20 contract +/// @param amount: the raw balance value to write (in smallest token units, e.g. satoshis for wBTC) +/// +transaction(tokenAddress: String, holderAddress: String, balanceSlot: UInt256, amount: UInt256) { + prepare(signer: auth(Storage) &Account) { + let token = EVM.addressFromString(tokenAddress) + + var addrHex = holderAddress + if holderAddress.slice(from: 0, upTo: 2) == "0x" { + addrHex = holderAddress.slice(from: 2, upTo: holderAddress.length) + } + let addrBytes = addrHex.decodeHex() + let holder = EVM.EVMAddress(bytes: addrBytes.toConstantSized<[UInt8; 20]>()!) + + let encoded = EVM.encodeABI([holder, balanceSlot]) + let slotHash = String.encodeHex(HashAlgorithm.KECCAK_256.hash(encoded)) + + let raw = amount.toBigEndianBytes() + var padded: [UInt8] = [] + var padCount = 32 - raw.length + while padCount > 0 { + padded.append(0) + padCount = padCount - 1 + } + padded = padded.concat(raw) + let valueHex = String.encodeHex(padded) + + EVM.store(target: token, slot: slotHash, value: valueHex) + } +} diff --git a/cadence/tests/transactions/set_erc4626_vault_price.cdc b/cadence/tests/transactions/set_erc4626_vault_price.cdc new file mode 100644 index 00000000..b9c10956 --- /dev/null +++ b/cadence/tests/transactions/set_erc4626_vault_price.cdc @@ -0,0 +1,138 @@ +import EVM from "MockEVM" +import "ERC4626Utils" +import "FlowEVMBridgeUtils" + +// Helper: Compute Solidity mapping storage slot +access(all) fun computeMappingSlot(_ values: [AnyStruct]): String { + let encoded = EVM.encodeABI(values) + let hashBytes = HashAlgorithm.KECCAK_256.hash(encoded) + return "0x\(String.encodeHex(hashBytes))" +} + +// Helper: Convert UInt256 to zero-padded 64-char hex string (32 bytes) with 0x prefix +access(all) fun slotHex(_ value: UInt256): String { + let raw = value.toBigEndianBytes() + var padded: [UInt8] = [] + var padCount = 32 - raw.length + while padCount > 0 { + padded.append(0) + padCount = padCount - 1 + } + padded = padded.concat(raw) + return "0x\(String.encodeHex(padded))" +} + +// Helper: Compute ERC20 balanceOf storage slot +access(all) fun computeBalanceOfSlot(holderAddress: String, balanceSlot: UInt256): String { + var addrHex = holderAddress + if holderAddress.slice(from: 0, upTo: 2) == "0x" { + addrHex = holderAddress.slice(from: 2, upTo: holderAddress.length) + } + let addrBytes = addrHex.decodeHex() + let address = EVM.EVMAddress(bytes: addrBytes.toConstantSized<[UInt8; 20]>()!) + return computeMappingSlot([address, balanceSlot]) +} + +// Atomically set ERC4626 vault share price +// This manipulates both the underlying asset balance and vault's _totalAssets storage slot +// priceMultiplier: share price as a multiplier (e.g. 2.0 for 2x price) +transaction( + vaultAddress: String, + assetAddress: String, + assetBalanceSlot: UInt256, + totalSupplySlot: UInt256, + vaultTotalAssetsSlot: UInt256, + priceMultiplier: UFix64 +) { + prepare(signer: &Account) {} + + execute { + let vault = EVM.addressFromString(vaultAddress) + let asset = EVM.addressFromString(assetAddress) + + // Query asset decimals from the ERC20 contract + let zeroAddress = EVM.addressFromString("0x0000000000000000000000000000000000000000") + let decimalsCalldata = EVM.encodeABIWithSignature("decimals()", []) + let decimalsResult = EVM.dryCall( + from: zeroAddress, + to: asset, + data: decimalsCalldata, + gasLimit: 100000, + value: EVM.Balance(attoflow: 0) + ) + assert(decimalsResult.status == EVM.Status.successful, message: "Failed to query asset decimals") + let assetDecimals = (EVM.decodeABI(types: [Type()], data: decimalsResult.data)[0] as! UInt8) + + // Query vault decimals + let vaultDecimalsResult = EVM.dryCall( + from: zeroAddress, + to: vault, + data: decimalsCalldata, + gasLimit: 100000, + value: EVM.Balance(attoflow: 0) + ) + assert(vaultDecimalsResult.status == EVM.Status.successful, message: "Failed to query vault decimals") + let vaultDecimals = (EVM.decodeABI(types: [Type()], data: vaultDecimalsResult.data)[0] as! UInt8) + + // Use 2^117 as base — massive value to drown out interest accrual noise, + // with room for multipliers up to ~2048x within 128-bit _totalAssets field + let targetAssets: UInt256 = 1 << 117 + // Apply price multiplier via raw fixed-point arithmetic + // UFix64 internally stores value * 10^8, so we extract the raw representation + // and do: finalTargetAssets = targetAssets * rawMultiplier / 10^8 + let multiplierBytes = priceMultiplier.toBigEndianBytes() + var rawMultiplier: UInt256 = 0 + for byte in multiplierBytes { + rawMultiplier = (rawMultiplier << 8) + UInt256(byte) + } + let scale: UInt256 = 100_000_000 // 10^8 + let finalTargetAssets = (targetAssets * rawMultiplier) / scale + + // For a 1:1 price (1 share = 1 asset), we need: + // totalAssets (in assetDecimals) / totalSupply (vault decimals) = 1 + // So: supply_raw = assets_raw * 10^(vaultDecimals - assetDecimals) + // IMPORTANT: Supply should be based on BASE assets, not multiplied assets (to change price per share) + let decimalDifference = vaultDecimals - assetDecimals + let supplyMultiplier = FlowEVMBridgeUtils.pow(base: 10, exponent: decimalDifference) + let finalTargetSupply = targetAssets * supplyMultiplier + + let supplyValue = String.encodeHex(finalTargetSupply.toBigEndianBytes()) + EVM.store(target: vault, slot: slotHex(totalSupplySlot), value: supplyValue) + + // Update asset.balanceOf(vault) to finalTargetAssets + let vaultBalanceSlot = computeBalanceOfSlot(holderAddress: vaultAddress, balanceSlot: assetBalanceSlot) + let targetAssetsValue = String.encodeHex(finalTargetAssets.toBigEndianBytes()) + EVM.store(target: asset, slot: vaultBalanceSlot, value: targetAssetsValue) + + // Set vault storage slot (lastUpdate, maxRate, totalAssets packed) + // For testing, we'll set maxRate to 0 to disable interest rate caps + let currentTimestamp = UInt64(getCurrentBlock().timestamp) + let lastUpdateBytes = currentTimestamp.toBigEndianBytes() + let maxRateBytes: [UInt8] = [0, 0, 0, 0, 0, 0, 0, 0] // maxRate = 0 + + // Pad finalTargetAssets to 16 bytes for the slot (bytes 16-31, 16 bytes in slot) + let assetsBytesForSlot = finalTargetAssets.toBigEndianBytes() + var paddedAssets: [UInt8] = [] + var assetsPadCount = 16 - assetsBytesForSlot.length + while assetsPadCount > 0 { + paddedAssets.append(0) + assetsPadCount = assetsPadCount - 1 + } + if assetsBytesForSlot.length <= 16 { + paddedAssets.appendAll(assetsBytesForSlot) + } else { + paddedAssets.appendAll(assetsBytesForSlot.slice(from: assetsBytesForSlot.length - 16, upTo: assetsBytesForSlot.length)) + } + + // Pack the slot: [lastUpdate(8)] [maxRate(8)] [totalAssets(16)] + var newSlotBytes: [UInt8] = [] + newSlotBytes.appendAll(lastUpdateBytes) + newSlotBytes.appendAll(maxRateBytes) + newSlotBytes.appendAll(paddedAssets) + + assert(newSlotBytes.length == 32, message: "Vault storage slot must be exactly 32 bytes, got \(newSlotBytes.length) (lastUpdate: \(lastUpdateBytes.length), maxRate: \(maxRateBytes.length), assets: \(paddedAssets.length))") + + let newSlotValue = String.encodeHex(newSlotBytes) + EVM.store(target: vault, slot: slotHex(vaultTotalAssetsSlot), value: newSlotValue) + } +} diff --git a/cadence/tests/transactions/set_position_health.cdc b/cadence/tests/transactions/set_position_health.cdc new file mode 100644 index 00000000..8ce62303 --- /dev/null +++ b/cadence/tests/transactions/set_position_health.cdc @@ -0,0 +1,19 @@ +import FlowALPv0 from "FlowALPv0" + +transaction(pid: UInt64, minHealth: UFix64, targetHealth: UFix64, maxHealth: UFix64) { + prepare(signer: auth(BorrowValue) &Account) { + let pool = signer.storage.borrow( + from: FlowALPv0.PoolStoragePath + ) ?? panic("Could not borrow Pool") + + let position = pool.borrowPosition(pid: pid) + + // Each setter enforces minHealth < targetHealth < maxHealth independently, + // so we must widen the range before narrowing to avoid intermediate violations. + position.setMinHealth(1.00000001) + position.setMaxHealth(UFix128.max) + position.setTargetHealth(UFix128(targetHealth)) + position.setMinHealth(UFix128(minHealth)) + position.setMaxHealth(UFix128(maxHealth)) + } +} diff --git a/cadence/tests/transactions/set_uniswap_v3_pool_price.cdc b/cadence/tests/transactions/set_uniswap_v3_pool_price.cdc new file mode 100644 index 00000000..856628ce --- /dev/null +++ b/cadence/tests/transactions/set_uniswap_v3_pool_price.cdc @@ -0,0 +1,777 @@ +import EVM from "MockEVM" + +// Helper: Compute Solidity mapping storage slot +access(all) fun computeMappingSlot(_ values: [AnyStruct]): String { + let encoded = EVM.encodeABI(values) + let hashBytes = HashAlgorithm.KECCAK_256.hash(encoded) + return "0x\(String.encodeHex(hashBytes))" +} + +// Helper: Compute ERC20 balanceOf storage slot +access(all) fun computeBalanceOfSlot(holderAddress: String, balanceSlot: UInt256): String { + var addrHex = holderAddress + if holderAddress.slice(from: 0, upTo: 2) == "0x" { + addrHex = holderAddress.slice(from: 2, upTo: holderAddress.length) + } + let addrBytes = addrHex.decodeHex() + let address = EVM.EVMAddress(bytes: addrBytes.toConstantSized<[UInt8; 20]>()!) + return computeMappingSlot([address, balanceSlot]) +} + +// Helper: Convert UInt256 to zero-padded 64-char hex string (32 bytes) +access(all) fun toHex32(_ value: UInt256): String { + let raw = value.toBigEndianBytes() + var padded: [UInt8] = [] + var padCount = 32 - raw.length + while padCount > 0 { + padded.append(0) + padCount = padCount - 1 + } + padded = padded.concat(raw) + return String.encodeHex(padded) +} + +// Helper: Convert a slot number (UInt256) to its padded hex string for EVM.store/load +access(all) fun slotHex(_ slotNum: UInt256): String { + return "0x\(toHex32(slotNum))" +} + +// Helper: Parse a hex slot string back to UInt256 +access(all) fun slotToNum(_ slot: String): UInt256 { + var hex = slot + if hex.length > 2 && hex.slice(from: 0, upTo: 2) == "0x" { + hex = hex.slice(from: 2, upTo: hex.length) + } + let bytes = hex.decodeHex() + var num = 0 as UInt256 + for byte in bytes { + num = num * 256 + UInt256(byte) + } + return num +} + +// Properly seed Uniswap V3 pool with STRUCTURALLY VALID state +// This creates: slot0, observations, liquidity, ticks (with initialized flag), bitmap, and token balances +// Pass 0.0 for tvl and concentration to create a full-range infinite liquidity pool (useful for no slippage) +transaction( + factoryAddress: String, + tokenAAddress: String, + tokenBAddress: String, + fee: UInt64, + priceTokenBPerTokenA: UFix128, + tokenABalanceSlot: UInt256, + tokenBBalanceSlot: UInt256, + tvl: UFix64, + concentration: UFix64, + tokenBPriceUSD: UFix64 +) { + let coa: auth(EVM.Call) &EVM.CadenceOwnedAccount + prepare(signer: auth(Storage) &Account) { + self.coa = signer.storage.borrow(from: /storage/evm) + ?? panic("Could not borrow COA") + } + + execute { + // Convert UFix128 (scale 1e24) to num/den fraction for exact integer arithmetic + let priceBytes = priceTokenBPerTokenA.toBigEndianBytes() + var priceNum: UInt256 = 0 + for byte in priceBytes { + priceNum = (priceNum << 8) + UInt256(byte) + } + let priceDen: UInt256 = 1_000_000_000_000_000_000_000_000 // 1e24 + + // Sort tokens (Uniswap V3 requires token0 < token1) + let factory = EVM.addressFromString(factoryAddress) + let token0 = EVM.addressFromString(tokenAAddress < tokenBAddress ? tokenAAddress : tokenBAddress) + let token1 = EVM.addressFromString(tokenAAddress < tokenBAddress ? tokenBAddress : tokenAAddress) + let token0BalanceSlot = tokenAAddress < tokenBAddress ? tokenABalanceSlot : tokenBBalanceSlot + let token1BalanceSlot = tokenAAddress < tokenBAddress ? tokenBBalanceSlot : tokenABalanceSlot + + // Price is token1/token0. If tokenA < tokenB, priceTokenBPerTokenA = token1/token0 = num/den. + // If tokenA > tokenB, we need to invert: token1/token0 = den/num. + let poolPriceNum = tokenAAddress < tokenBAddress ? priceNum : priceDen + let poolPriceDen = tokenAAddress < tokenBAddress ? priceDen : priceNum + + // Read decimals from EVM + let token0Decimals = getTokenDecimals(evmContractAddress: token0) + let token1Decimals = getTokenDecimals(evmContractAddress: token1) + let decOffset = Int(token1Decimals) - Int(token0Decimals) + + // Compute sqrtPriceX96 from price fraction with full precision. + // poolPrice = poolPriceNum / poolPriceDen (token1/token0 in whole-token terms) + // rawPrice = poolPrice * 10^decOffset (converts to smallest-unit ratio) + // sqrtPriceX96 = floor(sqrt(rawPrice) * 2^96) computed via 512-bit binary search. + + let targetSqrtPriceX96 = sqrtPriceX96FromPrice( + priceNum: poolPriceNum, + priceDen: poolPriceDen, + decOffset: decOffset + ) + let targetTick = getTickAtSqrtRatio(sqrtPriceX96: targetSqrtPriceX96) + + // First check if pool already exists + var getPoolCalldata = EVM.encodeABIWithSignature( + "getPool(address,address,uint24)", + [token0, token1, UInt256(fee)] + ) + var getPoolResult = self.coa.dryCall( + to: factory, + data: getPoolCalldata, + gasLimit: 100000, + value: EVM.Balance(attoflow: 0) + ) + + assert(getPoolResult.status == EVM.Status.successful, message: "Failed to query pool from factory") + + // Decode pool address + var poolAddr = (EVM.decodeABI(types: [Type()], data: getPoolResult.data)[0] as! EVM.EVMAddress) + let zeroAddress = EVM.EVMAddress(bytes: [0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]) + + // If pool doesn't exist, create and initialize it + if poolAddr.bytes == zeroAddress.bytes { + // Pool doesn't exist, create it + var calldata = EVM.encodeABIWithSignature( + "createPool(address,address,uint24)", + [token0, token1, UInt256(fee)] + ) + var result = self.coa.call( + to: factory, + data: calldata, + gasLimit: 5000000, + value: EVM.Balance(attoflow: 0) + ) + + assert(result.status == EVM.Status.successful, message: "Pool creation failed") + + // Get the newly created pool address + getPoolResult = self.coa.dryCall(to: factory, data: getPoolCalldata, gasLimit: 100000, value: EVM.Balance(attoflow: 0)) + + assert(getPoolResult.status == EVM.Status.successful && getPoolResult.data.length >= 20, message: "Failed to get pool address after creation") + + poolAddr = (EVM.decodeABI(types: [Type()], data: getPoolResult.data)[0] as! EVM.EVMAddress) + + // Initialize the pool with the target price + calldata = EVM.encodeABIWithSignature( + "initialize(uint160)", + [targetSqrtPriceX96] + ) + result = self.coa.call( + to: poolAddr, + data: calldata, + gasLimit: 5000000, + value: EVM.Balance(attoflow: 0) + ) + + assert(result.status == EVM.Status.successful, message: "Pool initialization failed") + } + + let poolAddress = poolAddr.toString() + + // Read pool parameters (tickSpacing) + let tickSpacingCalldata = EVM.encodeABIWithSignature("tickSpacing()", []) + let spacingResult = self.coa.dryCall( + to: poolAddr, + data: tickSpacingCalldata, + gasLimit: 100000, + value: EVM.Balance(attoflow: 0) + ) + assert(spacingResult.status == EVM.Status.successful, message: "Failed to read tickSpacing") + + let tickSpacing = (EVM.decodeABI(types: [Type()], data: spacingResult.data)[0] as! Int256) + + // Compute tick range, liquidity, and token balances based on TVL mode + let Q96: UInt256 = UInt256(1) << 96 + var tickLower: Int256 = 0 + var tickUpper: Int256 = 0 + var liquidityAmount: UInt256 = 0 + var token0Balance: UInt256 = 0 + var token1Balance: UInt256 = 0 + + if tvl > 0.0 && concentration > 0.0 && concentration < 1.0 { + // --- Concentrated liquidity mode --- + let halfWidth = 1.0 - concentration + + // sqrt(1 +/- halfWidth) via integer sqrt at 1e16 scale for 8-digit precision + let PRECISION: UInt256 = 10_000_000_000_000_000 + let SQRT_PRECISION: UInt256 = 100_000_000 + let halfWidthScaled = UInt256(UInt64(halfWidth * 100_000_000.0)) * 100_000_000 + + let upperMultNum = isqrt(PRECISION + halfWidthScaled) + let lowerMultNum = isqrt(PRECISION - halfWidthScaled) + + var sqrtPriceUpper = targetSqrtPriceX96 * upperMultNum / SQRT_PRECISION + var sqrtPriceLower = targetSqrtPriceX96 * lowerMultNum / SQRT_PRECISION + + let MAX_SQRT: UInt256 = 1461446703485210103287273052203988822378723970341 + let MIN_SQRT: UInt256 = 4295128739 + if sqrtPriceUpper > MAX_SQRT { sqrtPriceUpper = MAX_SQRT } + if sqrtPriceLower < MIN_SQRT + 1 { sqrtPriceLower = MIN_SQRT + 1 } + + let rawTickUpper = getTickAtSqrtRatio(sqrtPriceX96: sqrtPriceUpper) + let rawTickLower = getTickAtSqrtRatio(sqrtPriceX96: sqrtPriceLower) + + // Align tickLower down, tickUpper up to tickSpacing + tickLower = rawTickLower / tickSpacing * tickSpacing + if rawTickLower < 0 && rawTickLower % tickSpacing != 0 { + tickLower = tickLower - tickSpacing + } + tickUpper = rawTickUpper / tickSpacing * tickSpacing + if rawTickUpper > 0 && rawTickUpper % tickSpacing != 0 { + tickUpper = tickUpper + tickSpacing + } + + assert(tickLower < tickUpper, message: "Concentrated tick range is empty after alignment") + + let sqrtPa = getSqrtRatioAtTick(tick: tickLower) + let sqrtPb = getSqrtRatioAtTick(tick: tickUpper) + + // Convert TVL/2 from USD to token1 smallest units using token prices + let effectiveBPrice = tokenBPriceUSD > 0.0 ? tokenBPriceUSD : 1.0 + var token1PriceUSD = effectiveBPrice + if tokenAAddress >= tokenBAddress { + // token1 = tokenA; tokenA is worth priceTokenBPerTokenA * tokenBPrice in USD + token1PriceUSD = UFix64(priceTokenBPerTokenA) * effectiveBPrice + } + let tvlHalfToken1 = tvl / 2.0 / token1PriceUSD + let tvlHalfWhole = UInt256(UInt64(tvlHalfToken1)) + var tvlHalfSmallest = tvlHalfWhole + var td: UInt8 = 0 + while td < token1Decimals { + tvlHalfSmallest = tvlHalfSmallest * 10 + td = td + 1 + } + + // L = tvlHalfSmallest * Q96 / (sqrtP - sqrtPa) + let sqrtPDiffA = targetSqrtPriceX96 - sqrtPa + assert(sqrtPDiffA > 0, message: "sqrtP must be > sqrtPa for liquidity calculation") + liquidityAmount = tvlHalfSmallest * Q96 / sqrtPDiffA + + // token1 = L * (sqrtP - sqrtPa) / Q96 + token1Balance = liquidityAmount * sqrtPDiffA / Q96 + + // token0 = L * (sqrtPb - sqrtP) / sqrtPb * Q96 / sqrtP + let sqrtPDiffB = sqrtPb - targetSqrtPriceX96 + token0Balance = liquidityAmount * sqrtPDiffB / sqrtPb * Q96 / targetSqrtPriceX96 + } else { + // --- Full-range infinite liquidity mode (backward compatible) --- + tickLower = (-887272 as Int256) / tickSpacing * tickSpacing + tickUpper = (887272 as Int256) / tickSpacing * tickSpacing + liquidityAmount = 340282366920938463463374607431768211455 // 2^128 - 1 + + token0Balance = 1000000000 + var ti: UInt8 = 0 + while ti < token0Decimals { + token0Balance = token0Balance * 10 + ti = ti + 1 + } + token1Balance = 1000000000 + ti = 0 + while ti < token1Decimals { + token1Balance = token1Balance * 10 + ti = ti + 1 + } + } + + // Pack slot0 for Solidity storage layout + // Struct fields packed right-to-left (LSB to MSB): + // sqrtPriceX96 (160 bits) | tick (24 bits) | observationIndex (16 bits) | + // observationCardinality (16 bits) | observationCardinalityNext (16 bits) | + // feeProtocol (8 bits) | unlocked (8 bits) + + // Convert tick to 24-bit two's complement + let tickMask = UInt256(((1 as Int256) << 24) - 1) // 0xFFFFFF + let tickU = UInt256( + targetTick < 0 + ? ((1 as Int256) << 24) + targetTick + : targetTick + ) & tickMask + + var packedValue = targetSqrtPriceX96 // bits [0:159] + packedValue = packedValue + (tickU << UInt256(160)) // bits [160:183] + // observationIndex = 0 // bits [184:199] + packedValue = packedValue + (UInt256(1) << UInt256(200)) // observationCardinality = 1 at bits [200:215] + packedValue = packedValue + (UInt256(1) << UInt256(216)) // observationCardinalityNext = 1 at bits [216:231] + // feeProtocol = 0 // bits [232:239] + packedValue = packedValue + (UInt256(1) << UInt256(240)) // unlocked = 1 at bits [240:247] + + let slot0Value = toHex32(packedValue) + assert(slot0Value.length == 64, message: "slot0 must be 64 hex chars") + + // --- Slot 0: slot0 (packed) --- + EVM.store(target: poolAddr, slot: slotHex(0), value: slot0Value) + + // Verify round-trip + let readBack = EVM.load(target: poolAddr, slot: slotHex(0)) + let readBackHex = String.encodeHex(readBack) + assert(readBackHex == slot0Value, message: "slot0 read-back mismatch - storage corruption!") + + // --- Slots 1-3: feeGrowthGlobal0X128, feeGrowthGlobal1X128, protocolFees = 0 --- + let zero32 = "0000000000000000000000000000000000000000000000000000000000000000" + EVM.store(target: poolAddr, slot: slotHex(1), value: zero32) + EVM.store(target: poolAddr, slot: slotHex(2), value: zero32) + EVM.store(target: poolAddr, slot: slotHex(3), value: zero32) + + // --- Slot 4: liquidity --- + EVM.store(target: poolAddr, slot: slotHex(4), value: toHex32(liquidityAmount)) + + // --- Initialize boundary ticks --- + // Tick storage layout per tick (4 consecutive slots): + // Slot 0: [liquidityNet (int128, upper 128 bits)] [liquidityGross (uint128, lower 128 bits)] + // Slot 1: feeGrowthOutside0X128 + // Slot 2: feeGrowthOutside1X128 + // Slot 3: packed(tickCumulativeOutside, secondsPerLiquidity, secondsOutside, initialized) + + // Pack tick slot 0: liquidityGross (lower 128) + liquidityNet (upper 128) + // For lower tick: liquidityNet = +L, for upper tick: liquidityNet = -L + let liquidityGross = liquidityAmount + let liquidityNetPositive = liquidityAmount + // Two's complement of -L in 128 bits: 2^128 - L + let twoTo128 = UInt256(1) << 128 + let liquidityNetNegative = twoTo128 - liquidityAmount + + // Lower tick: liquidityNet = +L (upper 128 bits), liquidityGross = L (lower 128 bits) + let tickLowerData0 = toHex32((liquidityNetPositive << 128) + liquidityGross) + + let tickLowerSlot = computeMappingSlot([tickLower, 5]) + let tickLowerSlotNum = slotToNum(tickLowerSlot) + + EVM.store(target: poolAddr, slot: tickLowerSlot, value: tickLowerData0) + EVM.store(target: poolAddr, slot: slotHex(tickLowerSlotNum + 1), value: zero32) // feeGrowthOutside0X128 + EVM.store(target: poolAddr, slot: slotHex(tickLowerSlotNum + 2), value: zero32) // feeGrowthOutside1X128 + // Slot 3: initialized=true (highest byte) + EVM.store(target: poolAddr, slot: slotHex(tickLowerSlotNum + 3), value: "0100000000000000000000000000000000000000000000000000000000000000") + + // Upper tick: liquidityNet = -L (upper 128 bits), liquidityGross = L (lower 128 bits) + let tickUpperData0 = toHex32((liquidityNetNegative << 128) + liquidityGross) + + let tickUpperSlot = computeMappingSlot([tickUpper, 5]) + let tickUpperSlotNum = slotToNum(tickUpperSlot) + + EVM.store(target: poolAddr, slot: tickUpperSlot, value: tickUpperData0) + EVM.store(target: poolAddr, slot: slotHex(tickUpperSlotNum + 1), value: zero32) + EVM.store(target: poolAddr, slot: slotHex(tickUpperSlotNum + 2), value: zero32) + EVM.store(target: poolAddr, slot: slotHex(tickUpperSlotNum + 3), value: "0100000000000000000000000000000000000000000000000000000000000000") + + // --- Set tick bitmaps (OR with existing values) --- + + let compressedLower = tickLower / tickSpacing + let wordPosLower = compressedLower / 256 + var bitPosLower = compressedLower % 256 + if bitPosLower < 0 { bitPosLower = bitPosLower + 256 } + + let compressedUpper = tickUpper / tickSpacing + let wordPosUpper = compressedUpper / 256 + var bitPosUpper = compressedUpper % 256 + if bitPosUpper < 0 { bitPosUpper = bitPosUpper + 256 } + + // Lower tick bitmap: OR with existing + let bitmapLowerSlot = computeMappingSlot([wordPosLower, 6]) + let existingLowerBitmap = bytesToUInt256(EVM.load(target: poolAddr, slot: bitmapLowerSlot)) + let newLowerBitmap = existingLowerBitmap | (UInt256(1) << UInt256(bitPosLower)) + EVM.store(target: poolAddr, slot: bitmapLowerSlot, value: toHex32(newLowerBitmap)) + + // Upper tick bitmap: OR with existing + let bitmapUpperSlot = computeMappingSlot([wordPosUpper, UInt256(6)]) + let existingUpperBitmap = bytesToUInt256(EVM.load(target: poolAddr, slot: bitmapUpperSlot)) + let newUpperBitmap = existingUpperBitmap | (UInt256(1) << UInt256(bitPosUpper)) + EVM.store(target: poolAddr, slot: bitmapUpperSlot, value: toHex32(newUpperBitmap)) + + // --- Slot 8: observations[0] (REQUIRED or swaps will revert!) --- + // Solidity packing (big-endian storage word): + // [initialized(1)] [secondsPerLiquidity(20)] [tickCumulative(7)] [blockTimestamp(4)] + let currentTimestamp = UInt32(getCurrentBlock().timestamp) + + var obs0Bytes: [UInt8] = [] + obs0Bytes.append(1) // initialized = true + obs0Bytes.appendAll([0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]) // secondsPerLiquidityCumulativeX128 + obs0Bytes.appendAll([0,0,0,0,0,0,0]) // tickCumulative + obs0Bytes.appendAll(currentTimestamp.toBigEndianBytes()) // blockTimestamp + + assert(obs0Bytes.length == 32, message: "observations[0] must be exactly 32 bytes") + + EVM.store(target: poolAddr, slot: slotHex(8), value: String.encodeHex(obs0Bytes)) + + // --- Fund pool with token balances --- + let token0BalanceSlotComputed = computeBalanceOfSlot(holderAddress: poolAddress, balanceSlot: token0BalanceSlot) + EVM.store(target: token0, slot: token0BalanceSlotComputed, value: toHex32(token0Balance)) + + let token1BalanceSlotComputed = computeBalanceOfSlot(holderAddress: poolAddress, balanceSlot: token1BalanceSlot) + EVM.store(target: token1, slot: token1BalanceSlotComputed, value: toHex32(token1Balance)) + } +} + +// ============================================================================ +// Canonical Uniswap V3 TickMath — ported from Solidity +// ============================================================================ + +/// Canonical port of TickMath.getSqrtRatioAtTick +/// Calculates sqrt(1.0001^tick) * 2^96 using the exact same bit-decomposition +/// and fixed-point constants as the Solidity implementation. +access(all) fun getSqrtRatioAtTick(tick: Int256): UInt256 { + let absTick: UInt256 = tick < 0 ? UInt256(-tick) : UInt256(tick) + assert(absTick <= 887272, message: "T") + + var ratio: UInt256 = (absTick & 0x1) != 0 + ? 0xfffcb933bd6fad37aa2d162d1a594001 + : 0x100000000000000000000000000000000 + + if (absTick & 0x2) != 0 { ratio = (ratio * 0xfff97272373d413259a46990580e213a) >> 128 } + if (absTick & 0x4) != 0 { ratio = (ratio * 0xfff2e50f5f656932ef12357cf3c7fdcc) >> 128 } + if (absTick & 0x8) != 0 { ratio = (ratio * 0xffe5caca7e10e4e61c3624eaa0941cd0) >> 128 } + if (absTick & 0x10) != 0 { ratio = (ratio * 0xffcb9843d60f6159c9db58835c926644) >> 128 } + if (absTick & 0x20) != 0 { ratio = (ratio * 0xff973b41fa98c081472e6896dfb254c0) >> 128 } + if (absTick & 0x40) != 0 { ratio = (ratio * 0xff2ea16466c96a3843ec78b326b52861) >> 128 } + if (absTick & 0x80) != 0 { ratio = (ratio * 0xfe5dee046a99a2a811c461f1969c3053) >> 128 } + if (absTick & 0x100) != 0 { ratio = (ratio * 0xfcbe86c7900a88aedcffc83b479aa3a4) >> 128 } + if (absTick & 0x200) != 0 { ratio = (ratio * 0xf987a7253ac413176f2b074cf7815e54) >> 128 } + if (absTick & 0x400) != 0 { ratio = (ratio * 0xf3392b0822b70005940c7a398e4b70f3) >> 128 } + if (absTick & 0x800) != 0 { ratio = (ratio * 0xe7159475a2c29b7443b29c7fa6e889d9) >> 128 } + if (absTick & 0x1000) != 0 { ratio = (ratio * 0xd097f3bdfd2022b8845ad8f792aa5825) >> 128 } + if (absTick & 0x2000) != 0 { ratio = (ratio * 0xa9f746462d870fdf8a65dc1f90e061e5) >> 128 } + if (absTick & 0x4000) != 0 { ratio = (ratio * 0x70d869a156d2a1b890bb3df62baf32f7) >> 128 } + if (absTick & 0x8000) != 0 { ratio = (ratio * 0x31be135f97d08fd981231505542fcfa6) >> 128 } + if (absTick & 0x10000) != 0 { ratio = (ratio * 0x9aa508b5b7a84e1c677de54f3e99bc9) >> 128 } + if (absTick & 0x20000) != 0 { ratio = (ratio * 0x5d6af8dedb81196699c329225ee604) >> 128 } + if (absTick & 0x40000) != 0 { ratio = (ratio * 0x2216e584f5fa1ea926041bedfe98) >> 128 } + if (absTick & 0x80000) != 0 { ratio = (ratio * 0x48a170391f7dc42444e8fa2) >> 128 } + + if tick > 0 { + // type(uint256).max / ratio + ratio = UInt256.max / ratio + } + + // Divide by 1<<32, rounding up: (ratio >> 32) + (ratio % (1 << 32) == 0 ? 0 : 1) + let remainder = ratio % (UInt256(1) << 32) + let sqrtPriceX96 = (ratio >> 32) + (remainder == 0 ? 0 : 1 as UInt256) + + return sqrtPriceX96 +} + +/// Canonical port of TickMath.getTickAtSqrtRatio +/// Calculates the greatest tick value such that getSqrtRatioAtTick(tick) <= sqrtPriceX96 +access(all) fun getTickAtSqrtRatio(sqrtPriceX96: UInt256): Int256 { + assert(sqrtPriceX96 >= 4295128739 && sqrtPriceX96 < 1461446703485210103287273052203988822378723970342 as UInt256, message: "R") + + let ratio = sqrtPriceX96 << 32 + var r = ratio + var msb: UInt256 = 0 + + // Find MSB using binary search + // f = (r > 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF) ? 128 : 0 + var f: UInt256 = r > 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF ? 128 : 0 + msb = msb | f + r = r >> f + + f = r > 0xFFFFFFFFFFFFFFFF ? 64 : 0 + msb = msb | f + r = r >> f + + f = r > 0xFFFFFFFF ? 32 : 0 + msb = msb | f + r = r >> f + + f = r > 0xFFFF ? 16 : 0 + msb = msb | f + r = r >> f + + f = r > 0xFF ? 8 : 0 + msb = msb | f + r = r >> f + + f = r > 0xF ? 4 : 0 + msb = msb | f + r = r >> f + + f = r > 0x3 ? 2 : 0 + msb = msb | f + r = r >> f + + f = r > 0x1 ? 1 : 0 + msb = msb | f + + if msb >= 128 { + r = ratio >> (msb - 127) + } else { + r = ratio << (127 - msb) + } + + // Compute log_2 in Q64.64 fixed-point + let _2_64: Int256 = 1 << 64 + var log_2: Int256 = (Int256(msb) - 128) * _2_64 + + // 14 iterations of squaring to refine the fractional part + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 63) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 62) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 61) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 60) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 59) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 58) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 57) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 56) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 55) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 54) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 53) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 52) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 51) + r = r >> f + + r = (r * r) >> 127 + f = r >> 128 + log_2 = log_2 | Int256(f << 50) + + // log_sqrt10001 = log_2 * 255738958999603826347141 (128.128 number) + let log_sqrt10001 = log_2 * 255738958999603826347141 + + // Compute tick bounds + let tickLow = Int256((log_sqrt10001 - 3402992956809132418596140100660247210) >> 128) + let tickHi = Int256((log_sqrt10001 + 291339464771989622907027621153398088495) >> 128) + + if tickLow == tickHi { + return tickLow + } + + // Check which tick is correct + let sqrtRatioAtTickHi = getSqrtRatioAtTick(tick: tickHi) + if sqrtRatioAtTickHi <= sqrtPriceX96 { + return tickHi + } + return tickLow +} + +// ============================================================================ +// 512-bit arithmetic for exact sqrtPriceX96 computation +// ============================================================================ + +/// Multiply two UInt256 values, returning a 512-bit result as [hi, lo]. +/// +/// Uses 64-bit limb decomposition to avoid any overflow in Cadence's non-wrapping arithmetic. +/// Each operand is split into four 64-bit limbs. Partial products (64×64→128 bits) fit +/// comfortably in UInt256, and we accumulate with carries tracked explicitly. +access(all) fun mul256x256(_ a: UInt256, _ b: UInt256): [UInt256; 2] { + let MASK64: UInt256 = (1 << 64) - 1 + + // Split a into 64-bit limbs: a = a3*2^192 + a2*2^128 + a1*2^64 + a0 + let a0 = a & MASK64 + let a1 = (a >> 64) & MASK64 + let a2 = (a >> 128) & MASK64 + let a3 = (a >> 192) & MASK64 + + // Split b into 64-bit limbs + let b0 = b & MASK64 + let b1 = (b >> 64) & MASK64 + let b2 = (b >> 128) & MASK64 + let b3 = (b >> 192) & MASK64 + + // Result has 8 limbs (r0..r7), each 64 bits. + // We accumulate into a carry variable as we go. + // For each output limb position k, sum all ai*bj where i+j=k, plus carry from previous. + + // Limb 0 (position 0): a0*b0 + var acc = a0 * b0 // max 128 bits, fits in UInt256 + let r0 = acc & MASK64 + acc = acc >> 64 + + // Limb 1 (position 64): a0*b1 + a1*b0 + acc = acc + a0 * b1 + a1 * b0 + let r1 = acc & MASK64 + acc = acc >> 64 + + // Limb 2 (position 128): a0*b2 + a1*b1 + a2*b0 + acc = acc + a0 * b2 + a1 * b1 + a2 * b0 + let r2 = acc & MASK64 + acc = acc >> 64 + + // Limb 3 (position 192): a0*b3 + a1*b2 + a2*b1 + a3*b0 + acc = acc + a0 * b3 + a1 * b2 + a2 * b1 + a3 * b0 + let r3 = acc & MASK64 + acc = acc >> 64 + + // Limb 4 (position 256): a1*b3 + a2*b2 + a3*b1 + acc = acc + a1 * b3 + a2 * b2 + a3 * b1 + let r4 = acc & MASK64 + acc = acc >> 64 + + // Limb 5 (position 320): a2*b3 + a3*b2 + acc = acc + a2 * b3 + a3 * b2 + let r5 = acc & MASK64 + acc = acc >> 64 + + // Limb 6 (position 384): a3*b3 + acc = acc + a3 * b3 + let r6 = acc & MASK64 + let r7 = acc >> 64 + + let lo = r0 + (r1 << 64) + (r2 << 128) + (r3 << 192) + let hi = r4 + (r5 << 64) + (r6 << 128) + (r7 << 192) + + return [hi, lo] +} + +/// Compare two 512-bit numbers: (aHi, aLo) <= (bHi, bLo) +access(all) fun lte512(aHi: UInt256, aLo: UInt256, bHi: UInt256, bLo: UInt256): Bool { + if aHi != bHi { return aHi < bHi } + return aLo <= bLo +} + +/// Compute sqrtPriceX96 = floor(sqrt(price) * 2^96) exactly from a price fraction. +/// +/// priceNum/priceDen: human price as an exact fraction (e.g. 1/3 for 0.333...) +/// decOffset: token1Decimals - token0Decimals +/// +/// The raw price in smallest-unit terms is: rawPrice = (priceNum/priceDen) * 10^decOffset +/// We represent this as a fraction: num / den, where both are UInt256. +/// +/// We want the largest y such that: y^2 / 2^192 <= num / den +/// Equivalently: y^2 * den <= num * 2^192 +/// +/// Both sides can exceed 256 bits (y is up to 160 bits, so y^2 is up to 320 bits), +/// so we use 512-bit arithmetic via mul256x256. +access(all) fun sqrtPriceX96FromPrice(priceNum: UInt256, priceDen: UInt256, decOffset: Int): UInt256 { + // Build num and den such that rawPrice = num / den + // rawPrice = (priceNum / priceDen) * 10^decOffset + var num = priceNum + var den = priceDen + + if decOffset >= 0 { + var p = 0 + while p < decOffset { + num = num * 10 + p = p + 1 + } + } else { + var p = 0 + while p < -decOffset { + den = den * 10 + p = p + 1 + } + } + + // We want largest y where y^2 * den <= num * 2^192 + // Compute RHS = num * 2^192 as 512-bit: num * 2^192 = (num << 192) split into (hi, lo) + // num << 192: if num fits in 64 bits, num << 192 fits in ~256 bits + // But to be safe, compute as: mul256x256(num, 2^192) + // 2^192 = UInt256, so this is just a shift — but num could be large after scaling. + // Use: rhsHi = num >> 64, rhsLo = num << 192 + let rhsHi = num >> 64 + let rhsLo = num << 192 + + // Binary search over y in [MIN_SQRT_RATIO, MAX_SQRT_RATIO] + let MIN_SQRT_RATIO: UInt256 = 4295128739 + let MAX_SQRT_RATIO: UInt256 = 1461446703485210103287273052203988822378723970341 + + var lo = MIN_SQRT_RATIO + var hi = MAX_SQRT_RATIO + + while lo < hi { + // Use upper-mid to find the greatest y satisfying the condition + let mid = lo + (hi - lo + 1) / 2 + + // Compute mid^2 * den as 512-bit + // sq[0] = hi, sq[1] = lo + let sq = mul256x256(mid, mid) + // Now multiply (sq[0], sq[1]) by den + // = sq[0]*den * 2^256 + sq[1]*den + // sq[1] * den may produce a 512-bit result + let loProd = mul256x256(sq[1], den) + let hiProd = sq[0] * den // fits if sq[0] is small (which it is for valid sqrt ratios) + let lhsHi = hiProd + loProd[0] + let lhsLo = loProd[1] + + if lte512(aHi: lhsHi, aLo: lhsLo, bHi: rhsHi, bLo: rhsLo) { + lo = mid + } else { + hi = mid - 1 + } + } + + return lo +} + +// ============================================================================ +// Byte helpers +// ============================================================================ + +/// Parse raw bytes (from EVM.load) into UInt256. Works for any length <= 32. +access(all) fun bytesToUInt256(_ bytes: [UInt8]): UInt256 { + var result: UInt256 = 0 + for byte in bytes { + result = result * 256 + UInt256(byte) + } + return result +} + +/// Integer square root via Newton's method. Returns floor(sqrt(x)). +access(all) fun isqrt(_ x: UInt256): UInt256 { + if x == 0 { return 0 } + var z = x + var y = (z + 1) / 2 + while y < z { + z = y + y = (z + x / z) / 2 + } + return z +} + +access(all) fun getTokenDecimals(evmContractAddress: EVM.EVMAddress): UInt8 { + let zeroAddress = EVM.addressFromString("0x0000000000000000000000000000000000000000") + let callResult = EVM.dryCall( + from: zeroAddress, + to: evmContractAddress, + data: EVM.encodeABIWithSignature("decimals()", []), + gasLimit: 100000, + value: EVM.Balance(attoflow: 0) + ) + + assert(callResult.status == EVM.Status.successful, message: "Call for EVM asset decimals failed") + return (EVM.decodeABI(types: [Type()], data: callResult.data)[0] as! UInt8) +} diff --git a/cadence/tests/transactions/transfer_wbtc.cdc b/cadence/tests/transactions/transfer_wbtc.cdc new file mode 100644 index 00000000..f3be55aa --- /dev/null +++ b/cadence/tests/transactions/transfer_wbtc.cdc @@ -0,0 +1,30 @@ +import "FungibleToken" + +transaction(recipient: Address, amount: UFix64) { + + let providerVault: auth(FungibleToken.Withdraw) &{FungibleToken.Vault} + let receiver: &{FungibleToken.Receiver} + + let storagePath: StoragePath + let receiverPath: PublicPath + + prepare(signer: auth(BorrowValue) &Account) { + self.storagePath = /storage/EVMVMBridgedToken_717dae2baf7656be9a9b01dee31d571a9d4c9579Vault + self.receiverPath = /public/EVMVMBridgedToken_717dae2baf7656be9a9b01dee31d571a9d4c9579Receiver + + self.providerVault = signer.storage.borrow( + from: self.storagePath + ) ?? panic("Could not borrow wBTC vault reference from signer") + + self.receiver = getAccount(recipient).capabilities.borrow<&{FungibleToken.Receiver}>(self.receiverPath) + ?? panic("Could not borrow receiver reference from recipient") + } + + execute { + self.receiver.deposit( + from: <-self.providerVault.withdraw( + amount: amount + ) + ) + } +} diff --git a/flow.json b/flow.json index 1b4b4fe5..b21b4f1d 100644 --- a/flow.json +++ b/flow.json @@ -288,9 +288,27 @@ "source": "./lib/FlowALP/cadence/contracts/mocks/MockDexSwapper.cdc", "aliases": { "emulator": "045a1763c93006ca", + "mainnet": "b1d63873c3cc9f79", + "mainnet-fork": "b1d63873c3cc9f79", "testing": "0000000000000007" } }, + "MockFlowTransactionScheduler": { + "source": "./cadence/contracts/mocks/FlowTransactionScheduler.cdc", + "aliases": { + "emulator": "f8d6e0586b0a20c7", + "mainnet": "e467b9dd11fa00df", + "testnet": "8c5303eaa26202d6" + } + }, + "MockEVM": { + "source": "./cadence/contracts/mocks/EVM.cdc", + "aliases": { + "emulator": "f8d6e0586b0a20c7", + "mainnet": "e467b9dd11fa00df", + "testnet": "8c5303eaa26202d6" + } + }, "MockOracle": { "source": "cadence/contracts/mocks/MockOracle.cdc", "aliases": {