Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Tranche Init #40

Merged
merged 11 commits into from
Aug 13, 2024
Merged

Tranche Init #40

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
11 commits
Select commit Hold shift + click to select a range
1e0f97a
Tranche Init
Siddharth2207 Aug 2, 2024
4f10c7a
bump dep
Siddharth2207 Aug 2, 2024
0d95323
bump dep
Siddharth2207 Aug 2, 2024
c976e69
update tranche init
Siddharth2207 Aug 3, 2024
55094f4
bump dep
Siddharth2207 Aug 12, 2024
34c9f60
update ob contract address
Siddharth2207 Aug 12, 2024
90043dd
update init tranche
Siddharth2207 Aug 12, 2024
b43012d
bump dep
Siddharth2207 Aug 13, 2024
ebfc580
bump dep
Siddharth2207 Aug 13, 2024
2cf6845
update init tranche
Siddharth2207 Aug 13, 2024
a8b68fd
fix ci
Siddharth2207 Aug 13, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
18 changes: 18 additions & 0 deletions .github/workflows/test.yml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -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
Expand Down
24 changes: 12 additions & 12 deletions flake.lock
View file
Open in desktop

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

5 changes: 5 additions & 0 deletions foundry.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -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
Expand Down
2 changes: 1 addition & 1 deletion lib/h20.test-std
Open in desktop
Submodule h20.test-std updated 11 files
+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
21 changes: 10 additions & 11 deletions strategies/dca-orcale-univ3.rain
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -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

Expand Down Expand Up @@ -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
Expand Down Expand Up @@ -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'
Expand Down Expand Up @@ -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'
Expand Down Expand Up @@ -699,3 +695,6 @@ deployments:
)
"Partial trade"
);

#post-add-order
:;
13 changes: 6 additions & 7 deletions strategies/multiple-limit.rain
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -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

Expand Down Expand Up @@ -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
Expand Down Expand Up @@ -111,8 +111,6 @@ scenarios:
backtest:
runs: 1
blocks:
type: RangeWithInterval
value:
range: [17245659..17257087]
interval: 1000
bindings:
Expand Down Expand Up @@ -155,8 +153,6 @@ scenarios:
backtest:
runs: 1
blocks:
type: RangeWithInterval
value:
range: [17245659..17257087]
interval: 1000
bindings:
Expand Down Expand Up @@ -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
:;
23 changes: 11 additions & 12 deletions strategies/stop-limit.rain
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -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

Expand Down Expand Up @@ -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
Expand Down Expand Up @@ -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'
Expand Down Expand Up @@ -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'
Expand Down Expand Up @@ -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
:;
17 changes: 8 additions & 9 deletions strategies/trireme/dca-oracle-univ2.rain
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -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'
Expand Down Expand Up @@ -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'
Expand Down Expand Up @@ -676,4 +672,7 @@ deployments:
scale-n-dynamic(output-token-decimals() calculated-max-output())
)
"Partial trade"
);
);

#post-add-order
:;
Loading
Loading