Merge pull request #40 from h20liquidity/2024-08-02-tranche-init

Tranche Init
h20liquidity · Aug 13, 2024 · b308427 · b308427
2 parents 83e79fa + a8b68fd
commit b308427
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Showing 12 changed files with 509 additions and 218 deletions.
diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml
@@ -26,6 +26,24 @@ jobs:
         with:
           submodules: recursive
           fetch-depth: 0
+
+      # https://github.com/actions/runner-images/issues/2840#issuecomment-2272410832
+      - run: |
+          sudo rm -rf \
+            "$AGENT_TOOLSDIRECTORY" \
+            /opt/google/chrome \
+            /opt/microsoft/msedge \
+            /opt/microsoft/powershell \
+            /opt/pipx \
+            /usr/lib/mono \
+            /usr/local/julia* \
+            /usr/local/lib/android \
+            /usr/local/lib/node_modules \
+            /usr/local/share/chromium \
+            /usr/local/share/powershell \
+            /usr/share/dotnet \
+            /usr/share/swift
+          df -h      
 
       - name: Install Nix
         uses: DeterminateSystems/nix-installer-action@v4

diff --git a/flake.lock b/flake.lock
diff --git a/foundry.toml b/foundry.toml
@@ -6,6 +6,11 @@ libs = ["lib"]
 solc = "0.8.25"
 
 # See more config options https://github.com/foundry-rs/foundry/blob/master/crates/config/README.md#all-options
+optimizer = true
+optimizer_runs = 1000000
+evm_version = "cancun"
+bytecode_hash = "none"
+cbor_metadata = false
 
 # Needed for dotrain compose
 ffi = true 

diff --git a/lib/h20.test-std b/lib/h20.test-std
diff --git a/strategies/dca-orcale-univ3.rain b/strategies/dca-orcale-univ3.rain
@@ -17,11 +17,11 @@ networks:
     currency: ETH
 
 subgraphs:
-  base-community: https://api.thegraph.com/subgraphs/name/h20liquidity/base-0x2aee87
+  base-community: https://api.goldsky.com/api/public/project_clv14x04y9kzi01saerx7bxpg/subgraphs/ob4-base/0.3/gn
 
 orderbooks:
   base-community:
-    address: 0xA2f56F8F74B7d04d61f281BE6576b6155581dcBA
+    address: 0x7A44459893F99b9d9a92d488eb5d16E4090f0545
     network: base-community
     subgraph: base-community
 
@@ -65,7 +65,7 @@ scenarios:
         bindings:
           # Ask for now, registry in future.
           uniswap-words: 0xD6B34F97d4A8Cb38D0544dB241CB3f335866f490
-          orderbook-subparser: 0x8D96ea3EF24D7123882c51CE4325b89bc0d63f9e 
+          orderbook-subparser: 0x762adD85a30A83722feF2e029087C9D110B6a7b3 
 
           # Uniswap V3 factory addresses and init code
           uniswap-v3-factory: 0x33128a8fC17869897dcE68Ed026d694621f6FDfD
@@ -169,10 +169,8 @@ scenarios:
                   backtest:
                     runs: 1
                     blocks:
-                      type: RangeWithInterval
-                      value:
-                        range: [17245659..17257087]
-                        interval: 1000
+                      range: [17245659..17257087]
+                      interval: 1000
                     bindings:
                       enforce-twap-check: '''enforce-twap-check-chart'
                       ensure-min-ratio: '''ensure-min-ratio-chart'
@@ -264,10 +262,8 @@ scenarios:
                   backtest:
                     runs: 1
                     blocks:
-                      type: RangeWithInterval
-                      value:
-                        range: [17245659..17257087]
-                        interval: 1000
+                      range: [17245659..17257087]
+                      interval: 1000
                     bindings:
                       enforce-twap-check: '''enforce-twap-check-chart'
                       ensure-min-ratio: '''ensure-min-ratio-chart'
@@ -699,3 +695,6 @@ deployments:
     )
     "Partial trade"
   );
+
+#post-add-order
+ :;
diff --git a/strategies/multiple-limit.rain b/strategies/multiple-limit.rain
@@ -18,11 +18,11 @@ networks:
     currency: ETH
 
 subgraphs:
-  base-community: https://api.thegraph.com/subgraphs/name/h20liquidity/base-0x2aee87
+  base-community: https://api.goldsky.com/api/public/project_clv14x04y9kzi01saerx7bxpg/subgraphs/ob4-base/0.3/gn
 
 orderbooks:
   base-community:
-    address: 0xA2f56F8F74B7d04d61f281BE6576b6155581dcBA
+    address: 0x7A44459893F99b9d9a92d488eb5d16E4090f0545
     network: base-community
     subgraph: base-community
 
@@ -66,7 +66,7 @@ scenarios:
       bindings:
         # Ask for now, registry in future.
         uniswap-words: 0xD6B34F97d4A8Cb38D0544dB241CB3f335866f490
-        orderbook-subparser: 0x8D96ea3EF24D7123882c51CE4325b89bc0d63f9e
+        orderbook-subparser: 0x762adD85a30A83722feF2e029087C9D110B6a7b3
 
         # Uniswap V3 factory addresses and init code
         uniswap-v3-factory: 0x33128a8fC17869897dcE68Ed026d694621f6FDfD
@@ -111,8 +111,6 @@ scenarios:
             backtest:
               runs: 1
               blocks:
-                type: RangeWithInterval
-                value:
                 range: [17245659..17257087]
                 interval: 1000
               bindings:
@@ -155,8 +153,6 @@ scenarios:
             backtest:
               runs: 1
               blocks:
-                type: RangeWithInterval
-                value:
                 range: [17245659..17257087]
                 interval: 1000
               bindings:
@@ -393,3 +389,6 @@ deployments:
   trade-count-key: hash(order-hash() count-key), 
   trade-count: get(trade-count-key), 
   :set(trade-count-key add(trade-count 1));
+
+#post-add-order
+ :;
diff --git a/strategies/stop-limit.rain b/strategies/stop-limit.rain
@@ -14,11 +14,11 @@ networks:
     currency: ETH
 
 subgraphs:
-  base-community: https://api.thegraph.com/subgraphs/name/h20liquidity/base-0x2aee87
+  base-community: https://api.goldsky.com/api/public/project_clv14x04y9kzi01saerx7bxpg/subgraphs/ob4-base/0.3/gn
 
 orderbooks:
   base-community:
-    address: 0xA2f56F8F74B7d04d61f281BE6576b6155581dcBA
+    address: 0x7A44459893F99b9d9a92d488eb5d16E4090f0545
     network: base-community
     subgraph: base-community
 
@@ -62,7 +62,7 @@ scenarios:
       bindings:
         # Ask for now, registry in future.
         uniswap-words: 0xD6B34F97d4A8Cb38D0544dB241CB3f335866f490
-        orderbook-subparser: 0x8D96ea3EF24D7123882c51CE4325b89bc0d63f9e
+        orderbook-subparser: 0x762adD85a30A83722feF2e029087C9D110B6a7b3
 
         # Uniswap V3 factory addresses and init code
         uniswap-v3-factory: 0x33128a8fC17869897dcE68Ed026d694621f6FDfD
@@ -102,10 +102,8 @@ scenarios:
             backtest:
               runs: 1
               blocks:
-                type: RangeWithInterval
-                value:
-                  range: [17245659..17257087]
-                  interval: 1000
+                range: [17245659..17257087]
+                interval: 1000
               bindings:
                 plottables: '''plottables-backtest'
                 get-trade-count: '''get-trade-count-prod'
@@ -141,10 +139,8 @@ scenarios:
             backtest:
               runs: 1
               blocks:
-                type: RangeWithInterval
-                value:
-                  range: [17245659..17257087]
-                  interval: 1000
+                range: [17245659..17257087]
+                interval: 1000
               bindings:
                 plottables: '''plottables-backtest'
                 get-trade-count: '''get-trade-count-prod'
@@ -351,4 +347,7 @@ deployments:
 #handle-io
   trade-count-key: hash(order-hash() count-key), 
   trade-count: get(trade-count-key), 
-  :set(trade-count-key add(trade-count 1));
+  :set(trade-count-key add(trade-count 1));
+
+#post-add-order
+ :;
diff --git a/strategies/trireme/dca-oracle-univ2.rain b/strategies/trireme/dca-oracle-univ2.rain
@@ -162,10 +162,8 @@ scenarios:
               backtest:
                 runs: 1
                 blocks:
-                  type: RangeWithInterval
-                  value:
-                    range: [59857426..]
-                    interval: 1000
+                  range: [59857426..]
+                  interval: 1000
                 bindings:
                   plottables: '''plottables-backtest'
                   ensure-min-ratio: '''ensure-min-ratio-chart'
@@ -242,10 +240,8 @@ scenarios:
               backtest:
                 runs: 1
                 blocks:
-                  type: RangeWithInterval
-                  value:
-                    range: [59857426..]
-                    interval: 1000
+                  range: [59857426..]
+                  interval: 1000
                 bindings:
                   plottables: '''plottables-backtest'
                   ensure-min-ratio: '''ensure-min-ratio-chart'
@@ -676,4 +672,7 @@ deployments:
       scale-n-dynamic(output-token-decimals() calculated-max-output())
     )
     "Partial trade"
-  );
+  );
+
+#post-add-order
+ :;
+12 −12		flake.lock
+2 −13		foundry.toml
+1 −1		lib/rain.orderbook
+20 −7		src/StrategyTests.sol
+8 −10		src/abstract/OrderBookStrategyTest.sol
+31 −2		src/lib/LibComposeOrder.sol
+1 −1		src/lib/LibProcessStream.sol
+4 −2		src/lib/LibStrategyDeployment.sol
+32 −16		test/DeployedStrategyTest.t.sol
+1 −1		test/ProcessRouteTest.t.sol
+20 −6		test/strategies/base-order.rain