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wip mean reversal
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@Siddharth2207
Siddharth2207 committed Jul 3, 2024
1 parent c65ea89 commit 9b40cc9
Showing 1 changed file with 83 additions and 30 deletions.
113 changes: 83 additions & 30 deletions test/PolygonMeanReversalTest.t.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -44,7 +44,7 @@ contract DcaOracleUniv3Test is StrategyTests {
using SafeERC20 for IERC20;
using Strings for address;

uint256 constant FORK_BLOCK_NUMBER = 58830935;
uint256 constant FORK_BLOCK_NUMBER = 58903129;


function selectFork() internal {
Expand Down Expand Up @@ -72,21 +72,23 @@ contract DcaOracleUniv3Test is StrategyTests {
ORDER_OWNER = address(0x19f95a84aa1C48A2c6a7B2d5de164331c86D030C);
}


function testPolygonMeanReversal() public {

IO[] memory inputVaults = new IO[](1);
inputVaults[0] = polygonGeodIo();
inputVaults[0] = polygonUsdcIo();

IO[] memory outputVaults = new IO[](1);
outputVaults[0] = polygonUsdcIo();
outputVaults[0] = polygonGeodIo();

LibStrategyDeployment.StrategyDeployment memory strategy = LibStrategyDeployment.StrategyDeployment(
getEncodedSellGeodRoute(address(ARB_INSTANCE)),
{
LibStrategyDeployment.StrategyDeployment memory strategy = LibStrategyDeployment.StrategyDeployment(
getEncodedBuyGeodRoute(address(ARB_INSTANCE)),
getEncodedSellGeodRoute(address(ARB_INSTANCE)),
0,
0,
100000e18,
1000e6,
100000e18,
0,
0,
"strategies/polygon-mean-reversal.rain",
Expand All @@ -97,34 +99,85 @@ contract DcaOracleUniv3Test is StrategyTests {
outputVaults
);

OrderV2 memory order = addOrderDepositOutputTokens(strategy);
OrderV2 memory order = addOrderDepositOutputTokens(strategy);

takeArbOrder(order, strategy.takerRoute, strategy.inputTokenIndex, strategy.outputTokenIndex);
}

vm.warp(block.timestamp + 3600);
{
(bytes memory bytecode, uint256[] memory constants) = PARSER.parse(
LibComposeOrders.getComposedOrder(
vm, strategy.strategyFile, strategy.strategyScenario, strategy.buildPath, strategy.manifestPath
)
);
(,,address expression,) = EXPRESSION_DEPLOYER.deployExpression2(bytecode, constants);
uint256[][] memory context = getOrderContext(uint256(keccak256("order-hash")));
context[3][0] = uint256(uint160(address(POLYGON_GEOD)));
context[4][0] = uint256(uint160(address(POLYGON_USDC)));


// Eval Order
(uint256[] memory stack,) = INTERPRETER.eval2(
STORE,
getNamespace(),
LibEncodedDispatch.encode2(expression, SourceIndexV2.wrap(0), type(uint16).max),
context,
new uint256[](0)
);

for(uint256 i = 0 ; i < stack.length; i++){
console2.log("stack[%s] : %s",i, stack[i]);
}
LibStrategyDeployment.StrategyDeployment memory strategy = LibStrategyDeployment.StrategyDeployment(
getEncodedSellGeodRoute(address(ARB_INSTANCE)),
getEncodedBuyGeodRoute(address(ARB_INSTANCE)),
0,
0,
100000e18,
10000e6,
0,
0,
"strategies/polygon-mean-reversal.rain",
"polygon-mean.geod.prod",
"./lib/h20.test-std/lib/rain.orderbook",
"./lib/h20.test-std/lib/rain.orderbook/Cargo.toml",
outputVaults,
inputVaults
);

OrderV2 memory order = addOrderDepositOutputTokens(strategy);

takeArbOrder(order, strategy.takerRoute, strategy.inputTokenIndex, strategy.outputTokenIndex);

}
// {
// {
// moveExternalPrice(
// strategy.inputVaults[strategy.inputTokenIndex].token,
// strategy.outputVaults[strategy.outputTokenIndex].token,
// strategy.makerAmount,
// strategy.makerRoute
// );
// }

// vm.warp(block.timestamp + 300 * 4); //0.000205946754237946
// //0.005152016104224044
// // {
// // moveExternalPrice(
// // strategy.inputVaults[strategy.inputTokenIndex].token,
// // strategy.outputVaults[strategy.outputTokenIndex].token,
// // strategy.makerAmount,
// // strategy.makerRoute
// // );
// // }

// // vm.warp(block.timestamp + 300 * 10);
// }

// {
// (bytes memory bytecode, uint256[] memory constants) = PARSER.parse(
// LibComposeOrders.getComposedOrder(
// vm, strategy.strategyFile, strategy.strategyScenario, strategy.buildPath, strategy.manifestPath
// )
// );
// (,,address expression,) = EXPRESSION_DEPLOYER.deployExpression2(bytecode, constants);
// uint256[][] memory context = getOrderContext(uint256(keccak256("order-hash")));
// context[3][0] = uint256(uint160(address(POLYGON_GEOD)));
// context[4][0] = uint256(uint160(address(POLYGON_USDC)));


// // Eval Order
// (uint256[] memory stack,) = INTERPRETER.eval2(
// STORE,
// getNamespace(),
// LibEncodedDispatch.encode2(expression, SourceIndexV2.wrap(0), type(uint16).max),
// context,
// new uint256[](0)
// );

// for(uint256 i = 0 ; i < stack.length; i++){
// console2.log("stack[%s] : %s",i, stack[i]);
// }

// }
}

function getBounty(Vm.Log[] memory entries)
Expand Down

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