Merge pull request #12 from h20liquidity/dcatki-community-strategies

limit-order-single
h20liquidity · Jul 8, 2024 · 05f2c05 · 05f2c05
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diff --git a/strategies/wlth/wlth-limit-order-single.rain b/strategies/wlth/wlth-limit-order-single.rain
@@ -0,0 +1,185 @@
+# Limit Order Strategy
+# 5 buy and sell targets
+# Each target you set buy price and amount and sell price and amount
+# Target Network: Base
+# Quote (Input / Incoming): USDC or WLTH
+# Base (Output / Outgoing): WLTH or USDC
+# Token contract: https://basescan.org/address/0x99b2B1A2aDB02B38222ADcD057783D7e5D1FCC7D
+# Token github: NA
+# Liquidity protocol: Uniswap V3
+# Liquidity pool address: https://www.dextools.io/app/en/base/pair-explorer/0x1536ee1506e24e5a36be99c73136cd82907a902e?t=1717921711270
+# Liquidity pool fee: 0.3%
+
+networks:
+  base-community: 
+    rpc: https://rpc.ankr.com/base/8e4cac5728d95471ae55724953c7ae6f19a227ac05146276f09717692b732dae
+    chain-id: 8453 
+    network-id: 8453 
+    currency: ETH
+
+subgraphs:
+  base-community: https://api.thegraph.com/subgraphs/name/h20liquidity/base-0x2aee87
+
+orderbooks:
+  base-community:
+    address: 0x2AeE87D75CD000583DAEC7A28db103B1c0c18b76
+    network: base-community
+    subgraph: base-community
+
+deployers:
+  base-community:
+    address: 0x56394785a22b3BE25470a0e03eD9E0a939C47b9b
+    network: base-community
+
+tokens:
+  base-wlth:
+    network: base-community
+    address: 0x99b2B1A2aDB02B38222ADcD057783D7e5D1FCC7D
+  base-usdc:
+    network: base-community
+    address: 0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913
+
+orders:
+  # vault-id generated with `openssl rand -hex 32`
+  base-wlth-sell:
+    orderbook: base-community
+    inputs:
+      - token: base-usdc
+        vault-id: 0xbc203ee43d814ca260b6400b46f2a3362e6bb0306291ced89ba06856626cc548
+    outputs:
+      - token: base-wlth
+        vault-id: 0xbc203ee43d814ca260b6400b46f2a3362e6bb0306291ced89ba06856626cc548 
+  base-wlth-buy:
+    orderbook: base-community
+    inputs:
+      - token: base-wlth
+        vault-id: 0xaa376e00ebecd7042fccde4feb69390a78001ecea37352f1dab8b3d9023f54f7
+    outputs:
+      - token: base-usdc
+        vault-id: 0xaa376e00ebecd7042fccde4feb69390a78001ecea37352f1dab8b3d9023f54f7
+
+scenarios:
+    limit-orders:
+      network: base-community
+      deployer: base-community
+      orderbook: base-community
+      bindings:
+        # Ask for now, registry in future.
+        uniswap-words: 0xD6B34F97d4A8Cb38D0544dB241CB3f335866f490
+        orderbook-subparser: 0x8D96ea3EF24D7123882c51CE4325b89bc0d63f9e
+      scenarios:
+        buy:
+          bindings:
+            # io-ratio and amount for first order. 
+            io-ratio-1: 35
+            ouptut-amount-1: 1
+          scenarios:
+            prod:
+              bindings:
+                plottables: '''plottables-prod'
+                get-trade-count: '''get-trade-count-prod'
+            metric:
+              runs: 1
+              bindings:
+                plottables: '''plottables-metric'
+                get-trade-count: '''get-trade-count-prod'
+        sell:
+          bindings:
+            # io-ratio and amount for first order. 
+            io-ratio-1: 0.02
+            ouptut-amount-1: 50
+          scenarios:
+            prod:
+              bindings:
+                plottables: '''plottables-prod'
+                get-trade-count: '''get-trade-count-prod'
+            metric:
+              runs: 1
+              bindings:
+                plottables: '''plottables-metric'
+                get-trade-count: '''get-trade-count-prod'
+
+
+charts:
+  base-wlth-buy-metrics:
+    scenario: limit-orders.buy.metric
+    metrics:
+      - label: io-ratio-1
+        value: 0.3.2
+      - label: amount-1
+        value: 0.3.3
+
+  base-wlth-sell-metrics:
+    scenario: limit-orders.sell.metric
+    metrics:
+      - label: io-ratio-1
+        value: 0.3.2
+      - label: amount-1
+        value: 0.3.3
+
+deployments:
+  base-wlth-buy:
+    scenario: limit-orders.buy.prod
+    order: base-wlth-buy
+  base-wlth-sell:
+    scenario: limit-orders.sell.prod
+    order: base-wlth-sell
+---
+#uniswap-words !The subparser for the Uniswap words
+#orderbook-subparser !The subparser for the Orderbook words
+
+#io-ratio-1 !IO ratio for first order.
+#ouptut-amount-1 !Output amount for first order.
+
+#io-ratio-2 !IO ratio for second order.
+#ouptut-amount-2 !Output amount for second order.
+
+#io-ratio-3 !IO ratio for third order.
+#ouptut-amount-3 !Output amount for third order.
+
+#io-ratio-4 !IO ratio for fourth order.
+#ouptut-amount-4 !Output amount for fourth order.
+
+#io-ratio-5 !IO ratio for fifth order.
+#ouptut-amount-5 !Output amount for fifth order.
+
+#count-key "count-key"
+#plottables !Binding to plot values.
+#get-trade-count !Binding to get trade count.
+#test-trade-count !Test trade count for plotting.
+
+#plottables-prod
+  _ _: ;
+
+#plottables-metric
+  amount io-ratio: ,
+  _: io-ratio-1,
+  _: ouptut-amount-1;
+
+#get-trade-count-prod
+  trade-count-key: hash(order-hash() count-key), 
+  trade-count: get(trade-count-key);
+
+#get-ratio-amount
+  trade-count: call<'get-trade-count>(),
+  ouput-amount: conditions(
+    equal-to(trade-count 0) ouptut-amount-1
+    "Max order count"    
+  ),
+  io-ratio: conditions(
+    equal-to(trade-count 0) io-ratio-1
+    "Max order count"    
+  );
+
+#calculate-io
+  using-words-from uniswap-words orderbook-subparser
+
+  trade-count
+  final-amount
+  final-ratio: call<'get-ratio-amount>(),
+  :call<'plottables>(final-amount final-ratio); 
+
+#handle-io
+  trade-count-key: hash(order-hash() count-key), 
+  trade-count: get(trade-count-key), 
+  :set(trade-count-key add(trade-count 1));
diff --git a/test/wlth/WlthLimitOrderSingleTest.t.sol b/test/wlth/WlthLimitOrderSingleTest.t.sol
@@ -0,0 +1,190 @@
+// SPDX-License-Identifier: CAL
+pragma solidity =0.8.25;
+import {console2, Test} from "forge-std/Test.sol";
+
+import {
+    IOrderBookV3,
+    IO,
+    OrderV2,
+    OrderConfigV2,
+    TakeOrderConfigV2,
+    TakeOrdersConfigV2
+} from "rain.orderbook.interface/interface/IOrderBookV3.sol";
+import {IOrderBookV3ArbOrderTaker} from "rain.orderbook.interface/interface/IOrderBookV3ArbOrderTaker.sol";
+import {IParserV1} from "rain.interpreter.interface/interface/IParserV1.sol";
+import {IExpressionDeployerV3} from "rain.interpreter.interface/interface/IExpressionDeployerV3.sol";
+import { EvaluableConfigV3, SignedContextV1} from "rain.interpreter.interface/interface/IInterpreterCallerV2.sol";
+import {IInterpreterV2,SourceIndexV2} from "rain.interpreter.interface/interface/IInterpreterV2.sol";
+import {IInterpreterStoreV2} from "rain.interpreter.interface/interface/IInterpreterStoreV2.sol";
+import {StrategyTests, IRouteProcessor, LibStrategyDeployment, LibComposeOrders} from "h20.test-std/StrategyTests.sol";
+import {LibEncodedDispatch} from "rain.interpreter.interface/lib/caller/LibEncodedDispatch.sol";
+import {StateNamespace, LibNamespace, FullyQualifiedNamespace} from "rain.interpreter.interface/lib/ns/LibNamespace.sol";
+import {Strings} from "openzeppelin-contracts/contracts/utils/Strings.sol";
+import {SafeERC20, IERC20} from "openzeppelin-contracts/contracts/token/ERC20/utils/SafeERC20.sol";
+import "h20.test-std/lib/LibProcessStream.sol";
+
+uint256 constant VAULT_ID = uint256(keccak256("vault"));
+
+
+/// @dev https://basescan.org/address/0x99b2B1A2aDB02B38222ADcD057783D7e5D1FCC7D
+IERC20 constant BASE_WLTH= IERC20(0x99b2B1A2aDB02B38222ADcD057783D7e5D1FCC7D); 
+
+/// @dev https://basescan.org/address/0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913
+IERC20 constant BASE_USDC = IERC20(0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913);
+
+function baseWlthIo() pure returns (IO memory) {
+    return IO(address(BASE_WLTH), 18, VAULT_ID);
+}
+
+function baseUsdcIo() pure returns (IO memory) {
+    return IO(address(BASE_USDC), 6, VAULT_ID);
+} 
+
+contract WlthLimitOrderSingleTest is StrategyTests { 
+
+    using SafeERC20 for IERC20;
+    using Strings for address;
+
+    uint256 constant FORK_BLOCK_NUMBER = 16817764;
+
+    function selectFork() internal {
+        uint256 fork = vm.createFork(vm.envString("RPC_URL_BASE"));
+        vm.selectFork(fork);
+        vm.rollFork(FORK_BLOCK_NUMBER);
+    }
+
+    function getNamespace() public view returns (FullyQualifiedNamespace) {
+        return LibNamespace.qualifyNamespace(StateNamespace.wrap(0), address(this));
+    }
+
+    function setUp() public {
+        selectFork();
+
+        PARSER = IParserV1(0xF836f2746B407136a5bCB515495949B1edB75184);
+        STORE = IInterpreterStoreV2(0x6E4b01603edBDa617002A077420E98C86595748E); 
+        INTERPRETER = IInterpreterV2(0x379b966DC6B117dD47b5Fc5308534256a4Ab1BCC); 
+        EXPRESSION_DEPLOYER = IExpressionDeployerV3(0x56394785a22b3BE25470a0e03eD9E0a939C47b9b); 
+        ORDERBOOK = IOrderBookV3(0x2AeE87D75CD000583DAEC7A28db103B1c0c18b76);
+        ARB_INSTANCE = IOrderBookV3ArbOrderTaker(0x199b22ce0c9fD88476cCaA2d2aB253Af38BAE3Ae);
+        ROUTE_PROCESSOR = IRouteProcessor(address(0x83eC81Ae54dD8dca17C3Dd4703141599090751D1)); 
+        EXTERNAL_EOA = address(0x654FEf5Fb8A1C91ad47Ba192F7AA81dd3C821427);
+        APPROVED_EOA = address(0x669845c29D9B1A64FFF66a55aA13EB4adB889a88);
+        ORDER_OWNER = address(0x19f95a84aa1C48A2c6a7B2d5de164331c86D030C); 
+
+        EXTERNAL_EOA = address(0x654FEf5Fb8A1C91ad47Ba192F7AA81dd3C821427);
+        APPROVED_EOA = address(0x669845c29D9B1A64FFF66a55aA13EB4adB889a88);
+        ORDER_OWNER = address(0x19f95a84aa1C48A2c6a7B2d5de164331c86D030C);
+    } 
+
+    function testWlthLimitOrdersSell() public {
+        IO[] memory inputVaults = new IO[](1);
+        inputVaults[0] = baseUsdcIo();
+
+        IO[] memory outputVaults = new IO[](1);
+        outputVaults[0] = baseWlthIo();
+
+        LibStrategyDeployment.StrategyDeployment memory strategy = LibStrategyDeployment.StrategyDeployment(
+            getEncodedBuyWlthRoute(address(ARB_INSTANCE)),
+            getEncodedSellWlthRoute(address(ARB_INSTANCE)),
+            0,
+            0,
+            1e6,
+            10000e18,
+            0,
+            0,
+            "strategies/wlth/wlth-limit-order-single.rain",
+            "limit-orders.sell.prod",
+            "./lib/h20.test-std/lib/rain.orderbook",
+            "./lib/h20.test-std/lib/rain.orderbook/Cargo.toml",
+            inputVaults,
+            outputVaults
+        );
+
+        OrderV2 memory order = addOrderDepositOutputTokens(strategy); 
+
+        {
+            vm.recordLogs();
+            // `arb()` called
+            takeArbOrder(order, strategy.takerRoute, strategy.inputTokenIndex, strategy.outputTokenIndex);
+
+            Vm.Log[] memory entries = vm.getRecordedLogs();
+            (uint256 strategyAmount, uint256 strategyRatio) = getCalculationContext(entries);
+
+            assertEq(strategyRatio, 0.02e18);
+            assertEq(strategyAmount, 50e18);
+        }
+        {
+            vm.expectRevert("Max order count");
+            takeArbOrder(order, strategy.takerRoute, strategy.inputTokenIndex, strategy.outputTokenIndex);
+        } 
+
+    }
+
+    function testWlthLimitOrdersBuy() public {
+        IO[] memory inputVaults = new IO[](1);
+        inputVaults[0] = baseWlthIo();
+
+        IO[] memory outputVaults = new IO[](1);
+        outputVaults[0] = baseUsdcIo();
+
+        LibStrategyDeployment.StrategyDeployment memory strategy = LibStrategyDeployment.StrategyDeployment(
+            getEncodedSellWlthRoute(address(ARB_INSTANCE)),
+            getEncodedBuyWlthRoute(address(ARB_INSTANCE)),
+            0,
+            0,
+            100000e18,
+            10000e6,
+            0,
+            0,
+            "strategies/wlth/wlth-limit-order-single.rain",
+            "limit-orders.buy.prod",
+            "./lib/h20.test-std/lib/rain.orderbook",
+            "./lib/h20.test-std/lib/rain.orderbook/Cargo.toml",
+            inputVaults,
+            outputVaults
+        );
+
+        OrderV2 memory order = addOrderDepositOutputTokens(strategy); 
+
+        {
+            moveExternalPrice(
+                strategy.inputVaults[strategy.inputTokenIndex].token,
+                strategy.outputVaults[strategy.outputTokenIndex].token,
+                strategy.makerAmount,
+                strategy.makerRoute
+            );
+        }
+        {
+            vm.recordLogs();
+            // `arb()` called
+            takeArbOrder(order, strategy.takerRoute, strategy.inputTokenIndex, strategy.outputTokenIndex);
+
+            Vm.Log[] memory entries = vm.getRecordedLogs();
+            (uint256 strategyAmount, uint256 strategyRatio) = getCalculationContext(entries);
+
+            assertEq(strategyRatio, 35e18);
+            assertEq(strategyAmount, 1e18);
+        }
+        {
+            vm.expectRevert("Max order count");
+            takeArbOrder(order, strategy.takerRoute, strategy.inputTokenIndex, strategy.outputTokenIndex);
+        }
+    }
+
+    function getEncodedBuyWlthRoute(address toAddress) internal pure returns (bytes memory) {
+        bytes memory ROUTE_PRELUDE =
+            hex"02833589fCD6eDb6E08f4c7C32D4f71b54bdA0291301ffff011536EE1506e24e5A36Be99C73136cD82907A902E01";
+
+        return abi.encode(bytes.concat(ROUTE_PRELUDE, abi.encodePacked(address(toAddress))));
+    }
+
+    function getEncodedSellWlthRoute(address toAddress) internal pure returns (bytes memory) {
+        bytes memory ROUTE_PRELUDE =
+            hex"0299b2B1A2aDB02B38222ADcD057783D7e5D1FCC7D01ffff011536EE1506e24e5A36Be99C73136cD82907A902E00";
+
+        return abi.encode(bytes.concat(ROUTE_PRELUDE, abi.encodePacked(address(toAddress))));
+    }
+
+}
+
+