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modeling tests
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@Siddharth2207
Siddharth2207 committed Feb 26, 2024
1 parent c7495cd commit 64d7002
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Showing 6 changed files with 269 additions and 41 deletions.
1 change: 1 addition & 0 deletions .gitignore
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Expand Up @@ -2,3 +2,4 @@ out
cache
broadcast
.env
test/csvs/*
2 changes: 1 addition & 1 deletion lib/h20.pubstrats
Submodule h20.pubstrats updated from fbe6e5 to b34a36
32 changes: 19 additions & 13 deletions src/TrancheMirror.sol
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Expand Up @@ -68,15 +68,19 @@ function uint2str(uint256 _i) pure returns (string memory _uintAsString) {
}
return string(bstr);
}

library LibTrancheSpreadOrders {
using Strings for address;

function getTrancheSpreadBuyOrder(Vm vm, address orderBookSubparser)
using Strings for address;//100 000000000000000000 //909909909909909909

function getTrancheSpreadOrder(
Vm vm,
address orderBookSubparser,
uint256 testTrancheSpace,
uint256 spreadRatio
)
internal
returns (bytes memory trancheRefill)
{
string[] memory ffi = new string[](29);
string[] memory ffi = new string[](31);
ffi[0] = "rain";
ffi[1] = "dotrain";
ffi[2] = "compose";
Expand All @@ -91,21 +95,23 @@ library LibTrancheSpreadOrders {
ffi[11] = "--bind";
ffi[12] = "reserve-token=0x0d500B1d8E8eF31E21C99d1Db9A6444d3ADf1270";
ffi[13] = "--bind";
ffi[14] = "get-tranche-space='get-real-tranche-space";
ffi[14] = "get-tranche-space='get-test-tranche-space";
ffi[15] = "--bind";
ffi[16] = "set-tranche-space='set-real-tranche-space";
ffi[16] = "set-tranche-space='set-test-tranche-space";
ffi[17] = "--bind";
ffi[18] = "tranche-reserve-amount-growth='tranche-reserve-amount-growth-constant";
ffi[18] = string.concat("test-tranche-space=", uint2str(testTrancheSpace));
ffi[19] = "--bind";
ffi[20] = string.concat("tranche-reserve-amount-base=", uint2str(1e18));
ffi[20] = "tranche-reserve-amount-growth='tranche-reserve-amount-growth-constant";
ffi[21] = "--bind";
ffi[22] = "tranche-reserve-io-ratio-growth='tranche-reserve-io-ratio-linear";
ffi[22] = string.concat("tranche-reserve-amount-base=", uint2str(100e18));
ffi[23] = "--bind";
ffi[24] = string.concat("tranche-reserve-io-ratio-base=", uint2str(111e16));
ffi[24] = "tranche-reserve-io-ratio-growth='tranche-reserve-io-ratio-linear";
ffi[25] = "--bind";
ffi[26] = string.concat("spread-ratio=", uint2str(101e16));
ffi[26] = string.concat("tranche-reserve-io-ratio-base=", uint2str(111e16));
ffi[27] = "--bind";
ffi[28] = string.concat("tranche-space-edge-guard-threshold=", uint2str(1e16));
ffi[28] = string.concat("spread-ratio=", uint2str(spreadRatio));
ffi[29] = "--bind";
ffi[30] = string.concat("tranche-space-edge-guard-threshold=", uint2str(1e16));


trancheRefill = bytes.concat(getSubparserPrelude(orderBookSubparser), vm.ffi(ffi));
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66 changes: 39 additions & 27 deletions test/TrancheMirrorTest.t.sol
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Expand Up @@ -7,34 +7,46 @@ import "test/util/TrancheMirrorUtils.sol";
import "src/TrancheMirror.sol";

contract TrancheMirrorTest is TrancheMirrorUtils {

function testParseOrder() public {
console2.log("PARSER : ",address(PARSER));
console2.log("INTERPRETER : ",address(INTERPRETER));
console2.log("STORE : ",address(STORE));
console2.log("EXPRESSION_DEPLOYER : ",address(EXPRESSION_DEPLOYER));
console2.log("ORDERBOOK_SUPARSER : ",address(ORDERBOOK_SUPARSER));


PARSER.parse(
LibTrancheSpreadOrders.getTrancheSpreadBuyOrder(
vm,
address(ORDERBOOK_SUPARSER)
)
);
}

function testParseOrderRainlang() public {
console2.log("PARSER : ",address(PARSER));
console2.log("INTERPRETER : ",address(INTERPRETER));
console2.log("STORE : ",address(STORE));
console2.log("EXPRESSION_DEPLOYER : ",address(EXPRESSION_DEPLOYER));
console2.log("ORDERBOOK_SUPARSER : ",address(ORDERBOOK_SUPARSER));

bytes memory rainlang = "_: decimal18-saturating-sub(2 2);";
PARSER.parse(
rainlang
);
function test_trancheModelling() public {
string memory file = "./test/csvs/tranche-space.csv";
if (vm.exists(file)) vm.removeFile(file);

FullyQualifiedNamespace namespace =
LibNamespace.qualifyNamespace(StateNamespace.wrap(uint256(uint160(ORDER_OWNER))), address(ORDERBOOK));

uint256[][] memory buyOrderContext = getBuyOrderContext(11223344);


for (uint256 i = 0; i < 200; i++) {
uint256 trancheSpace = uint256(1e17 * i);

address expression;
{
(bytes memory bytecode, uint256[] memory constants) = PARSER.parse(
LibTrancheSpreadOrders.getTrancheSpreadOrder(
vm,
address(ORDERBOOK_SUPARSER),
trancheSpace,
101e16
)
);
(,, expression,) = EXPRESSION_DEPLOYER.deployExpression2(bytecode, constants);
}

(uint256[] memory buyStack,) = IInterpreterV2(INTERPRETER).eval2(
IInterpreterStoreV1(address(STORE)),
namespace,
LibEncodedDispatch.encode2(expression, SourceIndexV2.wrap(0), type(uint32).max),
buyOrderContext,
new uint256[](0)
);

string memory line = string.concat(uint2str(trancheSpace), ",", uint2str(buyStack[1]), ",", uint2str(buyStack[0]));

vm.writeLine(file, line);

}
}
}

95 changes: 95 additions & 0 deletions test/util/TrancheMirrorUtils.sol
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Expand Up @@ -62,4 +62,99 @@ contract TrancheMirrorUtils is RainContracts, Test {
CLONE_FACTORY = ICloneableFactoryV2(0x6d0c39093C21dA1230aCDD911420BBfA353A3FBA);
}

function getSellOrderContext(uint256 orderHash) internal view returns (uint256[][] memory context) {
// Sell Order Context
context = new uint256[][](5);
{
{
uint256[] memory baseContext = new uint256[](2);
context[0] = baseContext;
}
{
uint256[] memory callingContext = new uint256[](3);
// order hash
callingContext[0] = orderHash;
// owner
callingContext[1] = uint256(uint160(address(ORDER_OWNER)));
// counterparty
callingContext[2] = uint256(uint160(address(ORDERBOOK)));
context[1] = callingContext;
}
{
uint256[] memory calculationsContext = new uint256[](0);
context[2] = calculationsContext;
}
{
uint256[] memory inputsContext = new uint256[](CONTEXT_VAULT_IO_ROWS);
inputsContext[0] = uint256(uint160(address(WETH_TOKEN)));
inputsContext[1] = 18;
context[3] = inputsContext;
}
{
uint256[] memory outputsContext = new uint256[](CONTEXT_VAULT_IO_ROWS);
outputsContext[0] = uint256(uint160(address(IEON_TOKEN)));
outputsContext[1] = 18;
context[4] = outputsContext;
}
}
}

function getBuyOrderContext(uint256 orderHash) internal view returns (uint256[][] memory context) {
// Buy Order Context
context = new uint256[][](5);
{
{
uint256[] memory baseContext = new uint256[](2);
context[0] = baseContext;
}
{
uint256[] memory callingContext = new uint256[](3);
// order hash
callingContext[0] = orderHash;
// owner
callingContext[1] = uint256(uint160(address(ORDERBOOK)));
// counterparty
callingContext[2] = uint256(uint160(address(ARB_INSTANCE)));
context[1] = callingContext;
}
{
uint256[] memory calculationsContext = new uint256[](0);
context[2] = calculationsContext;
}
{
uint256[] memory inputsContext = new uint256[](CONTEXT_VAULT_IO_ROWS);
inputsContext[0] = uint256(uint160(address(IEON_TOKEN)));
inputsContext[1] = 18;
context[3] = inputsContext;
}
{
uint256[] memory outputsContext = new uint256[](CONTEXT_VAULT_IO_ROWS);
outputsContext[0] = uint256(uint160(address(WETH_TOKEN)));
outputsContext[1] = 18;
context[4] = outputsContext;
}
}
}

function eval(bytes memory rainlang, uint256[][] memory context) public returns (uint256[] memory) {
(bytes memory bytecode, uint256[] memory constants) = PARSER.parse(rainlang);
(,, address expression,) = EXPRESSION_DEPLOYER.deployExpression2(bytecode, constants);
return evalDeployedExpression(expression, ORDER_HASH, context);
}

function evalDeployedExpression(address expression, bytes32 orderHash, uint256[][] memory context) public view returns (uint256[] memory) {

FullyQualifiedNamespace namespace =
LibNamespace.qualifyNamespace(StateNamespace.wrap(uint256(uint160(ORDER_OWNER))), address(ORDERBOOK));

(uint256[] memory stack,) = IInterpreterV2(INTERPRETER).eval2(
IInterpreterStoreV1(address(STORE)),
namespace,
LibEncodedDispatch.encode2(expression, SourceIndexV2.wrap(0), type(uint16).max),
context,
new uint256[](0)
);
return stack;
}

}
114 changes: 114 additions & 0 deletions test/vg/tranche-space-amount.vg
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@@ -0,0 +1,114 @@
{
"$schema": "https://vega.github.io/schema/vega/v5.json",
"title": {
"text": "IOEN Tranche Space Strategy: Buy Order",
"subtitle": [
"",
"Distributor token : Polygon IOEN",
"Reserve token : Polygon WETH",
"Tranche reserve base amount : 100 ETH",
"Tranche reserve base io ratio : 1.11",
"Tranche space threshold : 0.01",
"Spread Ratio : 1.01"
],
"encode":{
"title": {
"update": {
"fontSize": {"value": 15}
}
},
"subtitle": {
"interactive": true,
"hover": {
"fontStyle": {"value": "normal"}
}
}
}
},
"width": 800,
"height": 500,
"padding": 15,
"autosize": "pad",
"data": [{
"name": "tranche-space",
"transform": [
{ "type": "formula","as": "trancheSpaceScaled", "expr": "(datum.trancheSpace)/(1e+18)" },
{ "type": "formula","as": "amountScaled", "expr": "(datum.amount)/(1e+18)" },
{ "type": "formula","as": "ratioScaled", "expr": "(datum.ratio)/(1e+18)" }

],
"format": {
"type": "csv",
"parse": {
"trancheSpace": "number",
"amount": "number",
"ratio": "number"
},
"header": ["trancheSpace","amount","ratio"]
},
"url": "../csvs/tranche-space.csv"
}],
"scales": [{
"name": "x",
"type": "linear",
"range": "width",
"domain": {"data": "tranche-space", "field": "trancheSpaceScaled"}
}, {
"name": "y",
"type": "linear",
"range": "height",
"domain": {"data": "tranche-space", "field": "amountScaled"}
}],
"axes": [
{
"orient": "bottom",
"scale": "x",
"title": "Fixed point tranche space",
"encode": {
"labels": {
"update": {
"fontSize": {"value": 14}
}
},
"title": {
"update": {
"fontSize": {"value": 14}
}
}
}
},
{
"orient": "left",
"scale": "y",
"grid": true,
"title": "Fixed point amount",
"encode": {
"labels": {
"update": {
"fontSize": {"value": 14}
}
},
"title": {
"update": {
"fontSize": {"value": 14}
}
}
}
}

],
"marks": [{
"type": "symbol",
"from": {"data": "tranche-space"},
"encode": {
"enter": {
"x": {"type": "quantitative","scale": "x", "field": "trancheSpaceScaled"},
"y": {"type": "quantitative","scale": "y", "field": "amountScaled"},
"fill": {"value": "steelblue"},
"angle": {"value": 45},
"shape": {"value": "cross"},
"size": {"value": 30}
}
}
}]
}

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