diff --git a/strategies/limit-order-multiple.rain b/strategies/wlth/wlth-limit-order-multiple.rain similarity index 72% rename from strategies/limit-order-multiple.rain rename to strategies/wlth/wlth-limit-order-multiple.rain index d6d6274..6afd04e 100644 --- a/strategies/limit-order-multiple.rain +++ b/strategies/wlth/wlth-limit-order-multiple.rain @@ -1,77 +1,89 @@ +# 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: - polygon-dolz: - rpc: https://polygon-mainnet.g.alchemy.com/v2/y3BXawVv5uuP_g8BaDlKbKoTBGHo9zD9 - chain-id: 137 - network-id: 137 - currency: MATIC + base-community: + rpc: https://rpc.ankr.com/base/8e4cac5728d95471ae55724953c7ae6f19a227ac05146276f09717692b732dae + chain-id: 8453 + network-id: 8453 + currency: ETH subgraphs: - polygon-dolz: https://api.thegraph.com/subgraphs/name/h20liquidity/polygon-0xc95a5f8e + base-community: https://api.thegraph.com/subgraphs/name/h20liquidity/base-0x2aee87 orderbooks: - polygon-dolz: - address: 0xc95A5f8eFe14d7a20BD2E5BAFEC4E71f8Ce0B9A6 - network: polygon-dolz - subgraph: polygon-dolz + base-community: + address: 0x2AeE87D75CD000583DAEC7A28db103B1c0c18b76 + network: base-community + subgraph: base-community deployers: - polygon-dolz: - address: 0xB3aC858bEAf7814892d3946A8C109A7D701DF8E7 - network: polygon-dolz + base-community: + address: 0x56394785a22b3BE25470a0e03eD9E0a939C47b9b + network: base-community tokens: - polygon-dolz: - network: polygon-dolz - address: 0x6ab4E20f36ca48B61ECd66c0450fDf665Fa130be - polygon-usdt: - network: polygon-dolz - address: 0xc2132D05D31c914a87C6611C10748AEb04B58e8F + base-wlth: + network: base-community + address: 0x99b2B1A2aDB02B38222ADcD057783D7e5D1FCC7D + base-usdc: + network: base-community + address: 0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913 orders: # vault-id generated with `openssl rand -hex 32` - polygon-dolz-sell: - orderbook: polygon-dolz + base-wlth-sell: + orderbook: base-community inputs: - - token: polygon-usdt - vault-id: 0x6049f8ee79b82dd5bc82b368114bb0a69f34d539b04b43208241e1f68da134a8 + - token: base-usdc + vault-id: 0x4cdcdc67a7a737779706b4490be2bef03155001562525dbe78200bc0839f8c35 outputs: - - token: polygon-dolz - vault-id: 0x6049f8ee79b82dd5bc82b368114bb0a69f34d539b04b43208241e1f68da134a8 - polygon-dolz-buy: - orderbook: polygon-dolz + - token: base-wlth + vault-id: 0x4cdcdc67a7a737779706b4490be2bef03155001562525dbe78200bc0839f8c35 + base-wlth-buy: + orderbook: base-community inputs: - - token: polygon-dolz - vault-id: 0x6049f8ee79b82dd5bc82b368114bb0a69f34d539b04b43208241e1f68da134a8 + - token: base-wlth + vault-id: 0x4cdcdc67a7a737779706b4490be2bef03155001562525dbe78200bc0839f8c35 outputs: - - token: polygon-usdt - vault-id: 0x6049f8ee79b82dd5bc82b368114bb0a69f34d539b04b43208241e1f68da134a8 + - token: base-usdc + vault-id: 0x4cdcdc67a7a737779706b4490be2bef03155001562525dbe78200bc0839f8c35 scenarios: limit-orders: - network: polygon-dolz - deployer: polygon-dolz - orderbook: polygon-dolz + network: base-community + deployer: base-community + orderbook: base-community bindings: # Ask for now, registry in future. - uniswap-words: 0xbc609623F5020f6Fc7481024862cD5EE3FFf52D7 - orderbook-subparser: 0x8f037f2a3fF2dee510486D9C63A47A245991a4C1 + uniswap-words: 0xD6B34F97d4A8Cb38D0544dB241CB3f335866f490 + orderbook-subparser: 0x8D96ea3EF24D7123882c51CE4325b89bc0d63f9e scenarios: buy: bindings: # io-ratio and amount for first order. - io-ratio-1: 100 + io-ratio-1: 35 ouptut-amount-1: 1 # io-ratio and amount for second order. - io-ratio-2: 105 + io-ratio-2: 36 ouptut-amount-2: 1.5 # io-ratio and amount for third order. - io-ratio-3: 110 + io-ratio-3: 37 ouptut-amount-3: 2 # io-ratio and amount for third order. - io-ratio-4: 115 + io-ratio-4: 38 ouptut-amount-4: 2.5 # io-ratio and amount for third order. - io-ratio-5: 120 + io-ratio-5: 39 ouptut-amount-5: 3 scenarios: prod: @@ -91,20 +103,20 @@ scenarios: sell: bindings: # io-ratio and amount for first order. - io-ratio-1: 0.0080 - ouptut-amount-1: 100 + io-ratio-1: 0.02 + ouptut-amount-1: 50 # io-ratio and amount for second order. - io-ratio-2: 0.0085 - ouptut-amount-2: 150 + io-ratio-2: 0.021 + ouptut-amount-2: 75 # io-ratio and amount for third order. - io-ratio-3: 0.0090 - ouptut-amount-3: 200 + io-ratio-3: 0.022 + ouptut-amount-3: 100 # io-ratio and amount for third order. - io-ratio-4: 0.0095 - ouptut-amount-4: 250 + io-ratio-4: 0.023 + ouptut-amount-4: 125 # io-ratio and amount for third order. - io-ratio-5: 0.0100 - ouptut-amount-5: 300 + io-ratio-5: 0.024 + ouptut-amount-5: 150 scenarios: prod: bindings: @@ -123,7 +135,7 @@ scenarios: charts: - buy-dolz-metrics: + base-wlth-buy-metrics: scenario: limit-orders.buy.metric metrics: - label: io-ratio-1 @@ -147,7 +159,7 @@ charts: - label: amount-5 value: 0.3.11 - sell-dolz-metrics: + base-wlth-sell-metrics: scenario: limit-orders.sell.metric metrics: - label: io-ratio-1 @@ -240,12 +252,12 @@ charts: y: 0.3.0 deployments: - dolz-buy: + base-wlth-buy: scenario: limit-orders.buy.prod - order: polygon-dolz-buy - dolz-sell: + order: base-wlth-buy + base-wlth-sell: scenario: limit-orders.sell.prod - order: polygon-dolz-sell + order: base-wlth-sell --- #uniswap-words !The subparser for the Uniswap words #orderbook-subparser !The subparser for the Orderbook words @@ -327,4 +339,4 @@ 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)); \ No newline at end of file + :set(trade-count-key add(trade-count 1)); diff --git a/strategies/wlth/wlth-limit-order-single.rain b/strategies/wlth/wlth-limit-order-single.rain new file mode 100644 index 0000000..fe54a0a --- /dev/null +++ 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)); \ No newline at end of file diff --git a/test/DcaOracleUniv3Test.t.sol b/test/DcaOracleUniv3Test.t.sol index 7bc9c62..90ec60c 100644 --- a/test/DcaOracleUniv3Test.t.sol +++ b/test/DcaOracleUniv3Test.t.sol @@ -92,7 +92,7 @@ contract DcaOracleUniv3Test is StrategyTests { 10000e6, expectedRatio, expectedAmountOutputMax, - "strategies/dca-oracle-polygon-univ3.rain", + "strategies/dca-oracle-univ3.rain", "polygon-dolz-dca-univ3.buy.deviation.prod", "./lib/h20.test-std/lib/rain.orderbook", "./lib/h20.test-std/lib/rain.orderbook/Cargo.toml", @@ -126,7 +126,7 @@ contract DcaOracleUniv3Test is StrategyTests { 10000e18, expectedRatio, expectedAmountOutputMax, - "strategies/dca-oracle-polygon-univ3.rain", + "strategies/dca-oracle-univ3.rain", "polygon-dolz-dca-univ3.sell.deviation.prod", "./lib/h20.test-std/lib/rain.orderbook", "./lib/h20.test-std/lib/rain.orderbook/Cargo.toml", @@ -156,7 +156,7 @@ contract DcaOracleUniv3Test is StrategyTests { 10000e6, 0, 0, - "strategies/dca-oracle-polygon-univ3.rain", + "strategies/dca-oracle-univ3.rain", "polygon-dolz-dca-univ3.buy.deviation.prod", "./lib/h20.test-std/lib/rain.orderbook", "./lib/h20.test-std/lib/rain.orderbook/Cargo.toml", @@ -205,7 +205,7 @@ contract DcaOracleUniv3Test is StrategyTests { 10000e18, 0, 0, - "strategies/dca-oracle-polygon-univ3.rain", + "strategies/dca-oracle-univ3.rain", "polygon-dolz-dca-univ3.sell.deviation.prod", "./lib/h20.test-std/lib/rain.orderbook", "./lib/h20.test-std/lib/rain.orderbook/Cargo.toml", @@ -286,7 +286,7 @@ contract DcaOracleUniv3Test is StrategyTests { 100000e6, expectedRatio, expectedAmountOutputMax, - "strategies/dca-oracle-polygon-univ3.rain", + "strategies/dca-oracle-univ3.rain", "polygon-dolz-dca-univ3.buy.test", "./lib/h20.test-std/lib/rain.orderbook", "./lib/h20.test-std/lib/rain.orderbook/Cargo.toml", @@ -337,7 +337,7 @@ contract DcaOracleUniv3Test is StrategyTests { 10000e18, expectedRatio, expectedAmountOutputMax, - "strategies/dca-oracle-polygon-univ3.rain", + "strategies/dca-oracle-univ3.rain", "polygon-dolz-dca-univ3.sell.test", "./lib/h20.test-std/lib/rain.orderbook", "./lib/h20.test-std/lib/rain.orderbook/Cargo.toml", @@ -370,7 +370,7 @@ contract DcaOracleUniv3Test is StrategyTests { 10000e18, 0, 0, - "strategies/dca-oracle-polygon-univ3.rain", + "strategies/dca-oracle-univ3.rain", "polygon-dolz-dca-univ3.sell.deviation.prod", "./lib/h20.test-std/lib/rain.orderbook", "./lib/h20.test-std/lib/rain.orderbook/Cargo.toml", diff --git a/test/PolygonLimitOrders.t.sol b/test/wlth/WlthLimitOrderMultipleTest.t.sol similarity index 72% rename from test/PolygonLimitOrders.t.sol rename to test/wlth/WlthLimitOrderMultipleTest.t.sol index ca26da5..a23869d 100644 --- a/test/PolygonLimitOrders.t.sol +++ b/test/wlth/WlthLimitOrderMultipleTest.t.sol @@ -26,29 +26,29 @@ import "h20.test-std/lib/LibProcessStream.sol"; uint256 constant VAULT_ID = uint256(keccak256("vault")); -/// @dev https://polygonscan.com/address/0x6ab4E20f36ca48B61ECd66c0450fDf665Fa130be -IERC20 constant POLYGON_DOLZ = IERC20(0x6ab4E20f36ca48B61ECd66c0450fDf665Fa130be); +/// @dev https://basescan.org/address/0x99b2B1A2aDB02B38222ADcD057783D7e5D1FCC7D +IERC20 constant BASE_WLTH= IERC20(0x99b2B1A2aDB02B38222ADcD057783D7e5D1FCC7D); -/// @dev https://polygonscan.com/address/0xc2132D05D31c914a87C6611C10748AEb04B58e8F -IERC20 constant POLYGON_USDT = IERC20(0xc2132D05D31c914a87C6611C10748AEb04B58e8F); +/// @dev https://basescan.org/address/0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913 +IERC20 constant BASE_USDC = IERC20(0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913); -function polygonDolzIo() pure returns (IO memory) { - return IO(address(POLYGON_DOLZ), 18, VAULT_ID); +function baseWlthIo() pure returns (IO memory) { + return IO(address(BASE_WLTH), 18, VAULT_ID); } -function polygonUsdtIo() pure returns (IO memory) { - return IO(address(POLYGON_USDT), 6, VAULT_ID); -} -contract DcaOracleUniv3Test is StrategyTests { +function baseUsdcIo() pure returns (IO memory) { + return IO(address(BASE_USDC), 6, VAULT_ID); +} + +contract WlthLimitOrderMultipleTest is StrategyTests { using SafeERC20 for IERC20; using Strings for address; - uint256 constant FORK_BLOCK_NUMBER = 59037467; - + uint256 constant FORK_BLOCK_NUMBER = 16817115; function selectFork() internal { - uint256 fork = vm.createFork(vm.envString("RPC_URL_POLYGON")); + uint256 fork = vm.createFork(vm.envString("RPC_URL_BASE")); vm.selectFork(fork); vm.rollFork(FORK_BLOCK_NUMBER); } @@ -60,35 +60,39 @@ contract DcaOracleUniv3Test is StrategyTests { function setUp() public { selectFork(); - PARSER = IParserV1(0x7A44459893F99b9d9a92d488eb5d16E4090f0545); - INTERPRETER = IInterpreterV2(0x762adD85a30A83722feF2e029087C9D110B6a7b3); - STORE = IInterpreterStoreV2(0x59401C9302E79Eb8AC6aea659B8B3ae475715e86); - EXPRESSION_DEPLOYER = IExpressionDeployerV3(0xB3aC858bEAf7814892d3946A8C109A7D701DF8E7); - ORDERBOOK = IOrderBookV3(0xc95A5f8eFe14d7a20BD2E5BAFEC4E71f8Ce0B9A6); - ARB_INSTANCE = IOrderBookV3ArbOrderTaker(0x9a8545FA798A7be7F8E1B8DaDD79c9206357C015); - ROUTE_PROCESSOR = IRouteProcessor(address(0xE7eb31f23A5BefEEFf76dbD2ED6AdC822568a5d2)); + 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 testPolygonLimitOrdersSell() public { + function testWlthLimitOrdersSell() public { IO[] memory inputVaults = new IO[](1); - inputVaults[0] = polygonUsdtIo(); + inputVaults[0] = baseUsdcIo(); IO[] memory outputVaults = new IO[](1); - outputVaults[0] = polygonDolzIo(); + outputVaults[0] = baseWlthIo(); LibStrategyDeployment.StrategyDeployment memory strategy = LibStrategyDeployment.StrategyDeployment( - getEncodedBuyDolzRoute(address(ARB_INSTANCE)), - getEncodedSellDolzRoute(address(ARB_INSTANCE)), + getEncodedBuyWlthRoute(address(ARB_INSTANCE)), + getEncodedSellWlthRoute(address(ARB_INSTANCE)), 0, 0, 1e6, 10000e18, 0, 0, - "strategies/limit-order-multiple.rain", + "strategies/wlth/wlth-limit-order-multiple.rain", "limit-orders.sell.prod", "./lib/h20.test-std/lib/rain.orderbook", "./lib/h20.test-std/lib/rain.orderbook/Cargo.toml", @@ -106,8 +110,8 @@ contract DcaOracleUniv3Test is StrategyTests { Vm.Log[] memory entries = vm.getRecordedLogs(); (uint256 strategyAmount, uint256 strategyRatio) = getCalculationContext(entries); - assertEq(strategyRatio, 0.008e18); - assertEq(strategyAmount, 100e18); + assertEq(strategyRatio, 0.02e18); + assertEq(strategyAmount, 50e18); } { vm.recordLogs(); @@ -117,8 +121,8 @@ contract DcaOracleUniv3Test is StrategyTests { Vm.Log[] memory entries = vm.getRecordedLogs(); (uint256 strategyAmount, uint256 strategyRatio) = getCalculationContext(entries); - assertEq(strategyRatio, 0.0085e18); - assertEq(strategyAmount, 150e18); + assertEq(strategyRatio, 0.021e18); + assertEq(strategyAmount, 75e18); } { vm.recordLogs(); @@ -128,8 +132,8 @@ contract DcaOracleUniv3Test is StrategyTests { Vm.Log[] memory entries = vm.getRecordedLogs(); (uint256 strategyAmount, uint256 strategyRatio) = getCalculationContext(entries); - assertEq(strategyRatio, 0.0090e18); - assertEq(strategyAmount, 200e18); + assertEq(strategyRatio, 0.022e18); + assertEq(strategyAmount, 100e18); } { vm.recordLogs(); @@ -139,8 +143,8 @@ contract DcaOracleUniv3Test is StrategyTests { Vm.Log[] memory entries = vm.getRecordedLogs(); (uint256 strategyAmount, uint256 strategyRatio) = getCalculationContext(entries); - assertEq(strategyRatio, 0.0095e18); - assertEq(strategyAmount, 250e18); + assertEq(strategyRatio, 0.023e18); + assertEq(strategyAmount, 125e18); } { vm.recordLogs(); @@ -150,32 +154,33 @@ contract DcaOracleUniv3Test is StrategyTests { Vm.Log[] memory entries = vm.getRecordedLogs(); (uint256 strategyAmount, uint256 strategyRatio) = getCalculationContext(entries); - assertEq(strategyRatio, 0.01e18); - assertEq(strategyAmount, 300e18); + assertEq(strategyRatio, 0.024e18); + assertEq(strategyAmount, 150e18); } { vm.expectRevert("Max order count"); takeArbOrder(order, strategy.takerRoute, strategy.inputTokenIndex, strategy.outputTokenIndex); - } + } + } - function testPolygonLimitOrdersBuy() public { + function testWlthLimitOrdersBuy() public { IO[] memory inputVaults = new IO[](1); - inputVaults[0] = polygonDolzIo(); + inputVaults[0] = baseWlthIo(); IO[] memory outputVaults = new IO[](1); - outputVaults[0] = polygonUsdtIo(); + outputVaults[0] = baseUsdcIo(); LibStrategyDeployment.StrategyDeployment memory strategy = LibStrategyDeployment.StrategyDeployment( - getEncodedSellDolzRoute(address(ARB_INSTANCE)), - getEncodedBuyDolzRoute(address(ARB_INSTANCE)), + getEncodedSellWlthRoute(address(ARB_INSTANCE)), + getEncodedBuyWlthRoute(address(ARB_INSTANCE)), 0, 0, - 2000000e18, + 100000e18, 10000e6, 0, 0, - "strategies/limit-order-multiple.rain", + "strategies/wlth/wlth-limit-order-multiple.rain", "limit-orders.buy.prod", "./lib/h20.test-std/lib/rain.orderbook", "./lib/h20.test-std/lib/rain.orderbook/Cargo.toml", @@ -202,7 +207,7 @@ contract DcaOracleUniv3Test is StrategyTests { Vm.Log[] memory entries = vm.getRecordedLogs(); (uint256 strategyAmount, uint256 strategyRatio) = getCalculationContext(entries); - assertEq(strategyRatio, 100e18); + assertEq(strategyRatio, 35e18); assertEq(strategyAmount, 1e18); } { @@ -213,7 +218,7 @@ contract DcaOracleUniv3Test is StrategyTests { Vm.Log[] memory entries = vm.getRecordedLogs(); (uint256 strategyAmount, uint256 strategyRatio) = getCalculationContext(entries); - assertEq(strategyRatio, 105e18); + assertEq(strategyRatio, 36e18); assertEq(strategyAmount, 1.5e18); } { @@ -224,7 +229,7 @@ contract DcaOracleUniv3Test is StrategyTests { Vm.Log[] memory entries = vm.getRecordedLogs(); (uint256 strategyAmount, uint256 strategyRatio) = getCalculationContext(entries); - assertEq(strategyRatio, 110e18); + assertEq(strategyRatio, 37e18); assertEq(strategyAmount, 2e18); } { @@ -235,7 +240,7 @@ contract DcaOracleUniv3Test is StrategyTests { Vm.Log[] memory entries = vm.getRecordedLogs(); (uint256 strategyAmount, uint256 strategyRatio) = getCalculationContext(entries); - assertEq(strategyRatio, 115e18); + assertEq(strategyRatio, 38e18); assertEq(strategyAmount, 2.5e18); } { @@ -246,7 +251,7 @@ contract DcaOracleUniv3Test is StrategyTests { Vm.Log[] memory entries = vm.getRecordedLogs(); (uint256 strategyAmount, uint256 strategyRatio) = getCalculationContext(entries); - assertEq(strategyRatio, 120e18); + assertEq(strategyRatio, 39e18); assertEq(strategyAmount, 3e18); } { @@ -255,18 +260,21 @@ contract DcaOracleUniv3Test is StrategyTests { } } - function getEncodedBuyDolzRoute(address toAddress) internal pure returns (bytes memory) { + function getEncodedBuyWlthRoute(address toAddress) internal pure returns (bytes memory) { bytes memory ROUTE_PRELUDE = - hex"02c2132D05D31c914a87C6611C10748AEb04B58e8F01ffff01C56DDB5C93B8E92B9409DCE43a9169aa643495b800"; + hex"02833589fCD6eDb6E08f4c7C32D4f71b54bdA0291301ffff011536EE1506e24e5A36Be99C73136cD82907A902E01"; return abi.encode(bytes.concat(ROUTE_PRELUDE, abi.encodePacked(address(toAddress)))); } - function getEncodedSellDolzRoute(address toAddress) internal pure returns (bytes memory) { + function getEncodedSellWlthRoute(address toAddress) internal pure returns (bytes memory) { bytes memory ROUTE_PRELUDE = - hex"026ab4E20f36ca48B61ECd66c0450fDf665Fa130be01ffff01C56DDB5C93B8E92B9409DCE43a9169aa643495b801"; + hex"0299b2B1A2aDB02B38222ADcD057783D7e5D1FCC7D01ffff011536EE1506e24e5A36Be99C73136cD82907A902E00"; return abi.encode(bytes.concat(ROUTE_PRELUDE, abi.encodePacked(address(toAddress)))); } -} \ No newline at end of file +} + + + diff --git a/test/wlth/WlthLimitOrderSingleTest.t.sol b/test/wlth/WlthLimitOrderSingleTest.t.sol new file mode 100644 index 0000000..4c26576 --- /dev/null +++ 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)))); + } + +} + +