From 7902992ccefa4303fd8b863f9a71fc8bd9132963 Mon Sep 17 00:00:00 2001 From: realisation Date: Tue, 16 Nov 2021 19:35:27 -0500 Subject: [PATCH 01/30] conftest alterations to test uni mock alone --- contracts/shims/UniTest.sol | 102 ++++++++++++++++++++++++++++++++++++ tests/markets/conftest.py | 33 ++++++++---- tests/markets/test_test.py | 7 +++ 3 files changed, 133 insertions(+), 9 deletions(-) create mode 100644 tests/markets/test_test.py diff --git a/contracts/shims/UniTest.sol b/contracts/shims/UniTest.sol index d8bf3b52..e788f18c 100644 --- a/contracts/shims/UniTest.sol +++ b/contracts/shims/UniTest.sol @@ -9,14 +9,21 @@ import "../libraries/UniswapV3OracleLibrary/UniswapV3OracleLibraryV2.sol"; contract UniTest { + uint256 internal X96 = 0x1000000000000000000000000; + address base0; address quote0; + bool eth0is0; IUniswapV3Pool feed0; address base1; address quote1; + bool eth1is0; IUniswapV3Pool feed1; + uint constant microWindow = 600; + uint constant macroWindow = 3600; + constructor ( address _base0, address _quote0, @@ -25,12 +32,107 @@ contract UniTest { address _quote1, address _feed1 ) { + base0 = _base0; quote0 = _quote0; + eth0is0 = IUniswapV3Pool(_feed0).token0() == _base0; feed0 = IUniswapV3Pool(_feed0); + base1 = _base1; quote1 = _quote1; + eth1is0 = IUniswapV3Pool(_feed0).token0() == _base0; feed1 = IUniswapV3Pool(_feed1); + + } + + function testPriceGrab () public { + + int56[] memory _ticks; + uint160[] memory _liqs; + + uint _ovlPrice; + uint _marketLiquidity; + + int24 _microTick; + int24 _macroTick; + + uint32[] memory _secondsAgo = new uint32[](3); + _secondsAgo[2] = uint32(macroWindow); + _secondsAgo[1] = uint32(microWindow); + + ( _ticks, _liqs ) = IUniswapV3Pool(feed0).observe(_secondsAgo); + + _macroTick = int24(( _ticks[0] - _ticks[2]) / int56(int32(int(macroWindow)))); + + _microTick = int24((_ticks[0] - _ticks[1]) / int56(int32(int(microWindow)))); + + uint _macro = OracleLibraryV2.getQuoteAtTick(_microTick, 1e18, base0, quote0); + uint _micro = OracleLibraryV2.getQuoteAtTick(_macroTick, 1e18, base0, quote0); + + } + + + function testPriceFetch () public returns ( + uint micro_, + uint macro_, + uint depth_ + ) { + + int56[] memory _ticks; + uint160[] memory _liqs; + + uint _ovlPrice; + uint _marketLiquidity; + + int24 _microTick; + int24 _macroTick; + + { + + uint32[] memory _secondsAgo = new uint32[](3); + _secondsAgo[2] = uint32(macroWindow); + _secondsAgo[1] = uint32(microWindow); + + ( _ticks, _liqs ) = IUniswapV3Pool(feed0).observe(_secondsAgo); + + _macroTick = int24(( _ticks[0] - _ticks[2]) / int56(int32(int(macroWindow)))); + + _microTick = int24((_ticks[0] - _ticks[1]) / int56(int32(int(microWindow)))); + + uint _sqrtPrice = TickMath.getSqrtRatioAtTick(_microTick); + + uint _liquidity = (uint160(microWindow) << 128) / ( _liqs[0] - _liqs[1] ); + + _marketLiquidity = eth0is0 + ? ( uint256(_liquidity) << 96 ) / _sqrtPrice + : FullMath.mulDiv(uint256(_liquidity), _sqrtPrice, X96); + + } + + + { + + uint32[] memory _secondsAgo = new uint32[](2); + + _secondsAgo[1] = uint32(macroWindow); + + ( _ticks, ) = IUniswapV3Pool(feed1).observe(_secondsAgo); + + _ovlPrice = OracleLibraryV2.getQuoteAtTick( + int24((_ticks[0] - _ticks[1]) / int56(int32(int(macroWindow)))), + 1e18, + base1, + quote1 + ); + + } + + return ( + OracleLibraryV2.getQuoteAtTick(_microTick, 1e18, base0, quote0), + OracleLibraryV2.getQuoteAtTick(_macroTick, 1e18, base0, quote0), + _ovlPrice + ); + } function testUniLiq ( diff --git a/tests/markets/conftest.py b/tests/markets/conftest.py index 9c238ab2..dd0f1b3b 100644 --- a/tests/markets/conftest.py +++ b/tests/markets/conftest.py @@ -118,7 +118,7 @@ def depth_info(self): ) -def get_uni_feeds(feed_owner, feed_info): +def get_uni_feeds (feed_owner, feed_info): market_obs = feed_info.market_info[0] market_shims = feed_info.market_info[1] @@ -301,7 +301,7 @@ def notamarket(accounts): @pytest.fixture(scope="module") -def uni_test(gov, rewards, accounts): +def uni_test(rewards, feed_infos): # dai_eth = "0xc2e9f25be6257c210d7adf0d4cd6e3e881ba25f8" usdc_eth = "0x8ad599c3a0ff1de082011efddc58f1908eb6e6d8" @@ -317,16 +317,31 @@ def uni_test(gov, rewards, accounts): # link = "0x514910771AF9Ca656af840dff83E8264EcF986CA" aave = "0x7Fc66500c84A76Ad7e9c93437bFc5Ac33E2DDaE9" - # we are trying to find amount USDC in OVL terms + factory, market, depth, _ = get_uni_feeds(rewards, feed_infos) + market_token0 = "0x6B175474E89094C44Da98b954EedeAC495271d0F" + market_token1 = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" + depth_token0 = "0xBB0E17EF65F82Ab018d8EDd776e8DD940327B28b" + depth_token1 = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" unitest = rewards.deploy( UniTest, - eth, - usdc, - usdc_eth, - aave, - eth, - aave_eth + market_token1, + market_token0, + market, + depth_token0, + depth_token1, + depth ) + + # unitest = rewards.deploy( + # UniTest, + # eth, + # usdc, + # usdc_eth, + # aave, + # eth, + # aave_eth + # ) + yield unitest diff --git a/tests/markets/test_test.py b/tests/markets/test_test.py new file mode 100644 index 00000000..34e8b0eb --- /dev/null +++ b/tests/markets/test_test.py @@ -0,0 +1,7 @@ + + +def test_uni(gov, uni_test): + + uni_test.testPriceFetch({'from':gov}) + + uni_test.testPriceGrab({'from':gov}) \ No newline at end of file From ed89c83c334749fb3fb2d15a17a47bd7b42c80b2 Mon Sep 17 00:00:00 2001 From: realisation Date: Tue, 16 Nov 2021 19:35:47 -0500 Subject: [PATCH 02/30] removed print statements from reflect feed --- scripts/reflect_feeds.py | 5 ----- 1 file changed, 5 deletions(-) diff --git a/scripts/reflect_feeds.py b/scripts/reflect_feeds.py index 390ac020..88e94fe6 100644 --- a/scripts/reflect_feeds.py +++ b/scripts/reflect_feeds.py @@ -23,9 +23,6 @@ def reflect_feed(path): earliest = feed[0]['observation'][0] diff = 0 - print("len feed", len(feed)) - - print("feed12",feed[311]) obs = [] shims = [] @@ -65,8 +62,6 @@ def reflect_feed(path): time = START + x - print("time", time, "x", x, "breadth", breadth) - brownie.chain.mine(timestamp=time) pbnj = .00573 From c4fa332d96d0e7c39d3676521bd707cddbb4c303 Mon Sep 17 00:00:00 2001 From: realisation Date: Tue, 16 Nov 2021 19:36:05 -0500 Subject: [PATCH 03/30] script to deploy uni mock to ropsten with all mock data --- scripts/ropsten_deployment/__init__.py | 0 .../deploy_mock_feed_weth_dai.py | 63 +++++++++++++++++++ 2 files changed, 63 insertions(+) create mode 100644 scripts/ropsten_deployment/__init__.py create mode 100644 scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py diff --git a/scripts/ropsten_deployment/__init__.py b/scripts/ropsten_deployment/__init__.py new file mode 100644 index 00000000..e69de29b diff --git a/scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py b/scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py new file mode 100644 index 00000000..d61c57ca --- /dev/null +++ b/scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py @@ -0,0 +1,63 @@ +from brownie import \ + accounts, \ + chain, \ + interface, \ + UniswapV3FactoryMock, \ + UniswapV3OracleMock +import json +import os + +FEED_OWNER = accounts.load('tester') + +DAI = "0x6B175474E89094C44Da98b954EedeAC495271d0F" +WETH = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" +TOKEN0 = DAI +TOKEN1 = WETH + +ONE_DAY = 86400 + +def main(): + + base = os.path.dirname(os.path.abspath(__file__)) + path = os.path.join(base, '../../feeds/univ3_dai_weth_raw_uni.json') + + with open(os.path.normpath(path)) as file: + data = json.load(file) + + now = chain.time() + + mock_start = now - 3600 + + earliest = data[0]['observation'][0] + + obs = [] + shims = [] + + for d in data: + ob = d['observation'] + shim = d['shim'] + time_diff = ob[0] - earliest + ob[0] = shim[0] = mock_start + time_diff + obs.append(ob) + shims.append(shim) + + uv3_factory = FEED_OWNER.deploy(UniswapV3FactoryMock) + + uv3_factory.createPool(TOKEN0, TOKEN1) + + uv3_pool = UniswapV3OracleMock.at(uv3_factory.allPools(0)) + + ob_chunks = [ obs[x:x+175] for x in range(0, len(obs), 175)] + shim_chunks = [ shims[x:x+175] for x in range(0, len(shims), 175)] + + for i in range(len(ob_chunks)): + success = False + while not success: + try: + load_tx = uv3_pool.loadObservations( + ob_chunks[i], + shim_chunks[i], + { 'from': FEED_OWNER } ) + success = True + except: + pass From 408a6c967c6bbb78be6011f0942985b4a59cab82 Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 17 Nov 2021 15:02:21 -0500 Subject: [PATCH 04/30] reversed feed before loading observations --- scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py b/scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py index d61c57ca..128d05ae 100644 --- a/scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py +++ b/scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py @@ -24,9 +24,13 @@ def main(): with open(os.path.normpath(path)) as file: data = json.load(file) + data.reverse() + + data = data[:350] + now = chain.time() - mock_start = now - 3600 + mock_start = now - 4200 earliest = data[0]['observation'][0] From dabb1ac0f60d43cb43e5e9dc93447fb288c396d7 Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 17 Nov 2021 15:15:24 -0500 Subject: [PATCH 05/30] mock feed for axs plus minor improvements --- .../deploy_mock_feed_weth_axs.py | 67 +++++++++++++++++++ .../deploy_mock_feed_weth_dai.py | 13 ++-- 2 files changed, 74 insertions(+), 6 deletions(-) create mode 100644 scripts/ropsten_deployment/deploy_mock_feed_weth_axs.py diff --git a/scripts/ropsten_deployment/deploy_mock_feed_weth_axs.py b/scripts/ropsten_deployment/deploy_mock_feed_weth_axs.py new file mode 100644 index 00000000..cf9d4081 --- /dev/null +++ b/scripts/ropsten_deployment/deploy_mock_feed_weth_axs.py @@ -0,0 +1,67 @@ +from brownie import \ + accounts, \ + chain, \ + UniswapV3FactoryMock, \ + UniswapV3OracleMock +import json +import os + +FEED_OWNER = accounts.load('tester') + +AXS = "0xBB0E17EF65F82Ab018d8EDd776e8DD940327B28b" +WETH = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" +TOKEN0 = AXS +TOKEN1 = WETH + +ONE_DAY = 86400 + +def main(): + + base = os.path.dirname(os.path.abspath(__file__)) + path = os.path.join(base, '../../feeds/univ3_axs_weth_raw_uni.json') + + with open(os.path.normpath(path)) as file: + data = json.load(file) + + data.reverse() + + data = data[:700] + + now = chain.time() + + mock_start = now - 4200 + + earliest = data[0]['observation'][0] + + obs = [] + shims = [] + + for d in data: + ob = d['observation'] + shim = d['shim'] + time_diff = ob[0] - earliest + ob[0] = shim[0] = mock_start + time_diff + obs.append(ob) + shims.append(shim) + + uv3_factory = FEED_OWNER.deploy(UniswapV3FactoryMock) + + uv3_factory.createPool(TOKEN0, TOKEN1) + + uv3_pool = UniswapV3OracleMock.at(uv3_factory.allPools(0)) + + ob_chunks = [ obs[x:x+175] for x in range(0, len(obs), 175) ] + shim_chunks = [ shims[x:x+175] for x in range(0, len(shims), 175) ] + + for i in range(len(ob_chunks)): + success = False + while not success: + try: + uv3_pool.loadObservations( + ob_chunks[i], + shim_chunks[i], + { 'from': FEED_OWNER } ) + success = True + except: print("Retrying.") + + print("WETH/AXS Mock Address: ", uv3_pool.address) diff --git a/scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py b/scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py index 128d05ae..de490e60 100644 --- a/scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py +++ b/scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py @@ -26,7 +26,7 @@ def main(): data.reverse() - data = data[:350] + data = data[:700] now = chain.time() @@ -51,17 +51,18 @@ def main(): uv3_pool = UniswapV3OracleMock.at(uv3_factory.allPools(0)) - ob_chunks = [ obs[x:x+175] for x in range(0, len(obs), 175)] - shim_chunks = [ shims[x:x+175] for x in range(0, len(shims), 175)] + ob_chunks = [ obs[x:x+175] for x in range(0, len(obs), 175) ] + shim_chunks = [ shims[x:x+175] for x in range(0, len(shims), 175) ] for i in range(len(ob_chunks)): success = False while not success: try: - load_tx = uv3_pool.loadObservations( + uv3_pool.loadObservations( ob_chunks[i], shim_chunks[i], { 'from': FEED_OWNER } ) success = True - except: - pass + except: print("Retrying.") + + print("WETH/DAI Mock Address: ", uv3_pool.address) From f0cf6aae167ba10627cccc7c21499941fbceb277 Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 17 Nov 2021 18:08:47 -0500 Subject: [PATCH 06/30] rennamed weth_axs feed deploy --- ...eploy_mock_feed_weth_axs.py => 1_deploy_mock_feed_weth_axs.py} | 0 1 file changed, 0 insertions(+), 0 deletions(-) rename scripts/ropsten_deployment/{deploy_mock_feed_weth_axs.py => 1_deploy_mock_feed_weth_axs.py} (100%) diff --git a/scripts/ropsten_deployment/deploy_mock_feed_weth_axs.py b/scripts/ropsten_deployment/1_deploy_mock_feed_weth_axs.py similarity index 100% rename from scripts/ropsten_deployment/deploy_mock_feed_weth_axs.py rename to scripts/ropsten_deployment/1_deploy_mock_feed_weth_axs.py From 533c875c438ae222e08768d7eb58687978fc34b7 Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 17 Nov 2021 18:09:11 -0500 Subject: [PATCH 07/30] rennamed weth dai feed deploy --- ...eploy_mock_feed_weth_dai.py => 2_deploy_mock_feed_weth_dai.py} | 0 1 file changed, 0 insertions(+), 0 deletions(-) rename scripts/ropsten_deployment/{deploy_mock_feed_weth_dai.py => 2_deploy_mock_feed_weth_dai.py} (100%) diff --git a/scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py b/scripts/ropsten_deployment/2_deploy_mock_feed_weth_dai.py similarity index 100% rename from scripts/ropsten_deployment/deploy_mock_feed_weth_dai.py rename to scripts/ropsten_deployment/2_deploy_mock_feed_weth_dai.py From 0973fd44ddc93b5a20b291e110812266a0b28e24 Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 17 Nov 2021 18:09:25 -0500 Subject: [PATCH 08/30] deploy ovl token --- .../3_deploy_overlay_token.py | 18 ++++++++++++++++++ 1 file changed, 18 insertions(+) create mode 100644 scripts/ropsten_deployment/3_deploy_overlay_token.py diff --git a/scripts/ropsten_deployment/3_deploy_overlay_token.py b/scripts/ropsten_deployment/3_deploy_overlay_token.py new file mode 100644 index 00000000..955599cc --- /dev/null +++ b/scripts/ropsten_deployment/3_deploy_overlay_token.py @@ -0,0 +1,18 @@ + +from brownie import ( + accounts, + OverlayToken +) + + +GOV = accounts.load('tester') + +TOTAL_SUPPLY = 8_000_000e18 + +def main(): + + ovl = GOV.deploy(OverlayToken) + + ovl.mint(GOV, TOTAL_SUPPLY, { 'from': GOV }) + + print("Overlay Token Address: ", ovl.address) From e3f1a58c1b05de3257ee97e2b660db7b740e59ca Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 17 Nov 2021 18:09:33 -0500 Subject: [PATCH 09/30] deploy mothership --- .../ropsten_deployment/4_deploy_mothership.py | 31 +++++++++++++++++++ 1 file changed, 31 insertions(+) create mode 100644 scripts/ropsten_deployment/4_deploy_mothership.py diff --git a/scripts/ropsten_deployment/4_deploy_mothership.py b/scripts/ropsten_deployment/4_deploy_mothership.py new file mode 100644 index 00000000..1d8d388e --- /dev/null +++ b/scripts/ropsten_deployment/4_deploy_mothership.py @@ -0,0 +1,31 @@ +from brownie import ( + accounts, + OverlayToken, + OverlayV1Mothership +) + + +FEE = .0015e18 +FEE_BURN_RATE = .5e18 +MARGIN_BURN_RATE = .5e18 + +OVL_TOKEN = '0x69d2D936ad815E733f31346e470e4Ad23eF7404b' + +GOV = accounts.load('tester') + +def main(): + + mothership = GOV.deploy(OverlayV1Mothership, + GOV, + FEE, + FEE_BURN_RATE, + MARGIN_BURN_RATE ) + + mothership.setOVL(OVL_TOKEN, { 'from': GOV }) + + ovl = OverlayToken.at(OVL_TOKEN) + + ovl.grantRole(ovl.ADMIN_ROLE(), mothership, { 'from': GOV }) + + print("Overlay V1 Mothership Address: ", mothership.address) + \ No newline at end of file From 9499c2f4aa9548b6c0b6ac95da165d2431b535d1 Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 17 Nov 2021 18:09:51 -0500 Subject: [PATCH 10/30] deploy eth dai market --- .../5_deploy_eth_dai_market.py | 72 +++++++++++++++++++ 1 file changed, 72 insertions(+) create mode 100644 scripts/ropsten_deployment/5_deploy_eth_dai_market.py diff --git a/scripts/ropsten_deployment/5_deploy_eth_dai_market.py b/scripts/ropsten_deployment/5_deploy_eth_dai_market.py new file mode 100644 index 00000000..18680ddb --- /dev/null +++ b/scripts/ropsten_deployment/5_deploy_eth_dai_market.py @@ -0,0 +1,72 @@ + +from brownie import ( + accounts, + OverlayV1UniswapV3Market +) + +MOTHERSHIP = '0x6a01c92B4D5f25955AE65E3b7cdD49Fe406E3244' +OVL_TOKEN = '0x69d2D936ad815E733f31346e470e4Ad23eF7404b' + + +GOV = accounts.load('tester') + +TEN_MINUTES = 600 +ONE_HOUR = 3600 +SEVEN_DAYS = 604800 + +BASE_AMOUNT = 1e18 +PRICE_WINDOW_MACRO = ONE_HOUR +PRICE_WINDOW_MICRO = TEN_MINUTES +PRICE_FRAME_CAP = 5e18 +K = 343454218783234 +SPREAD = .00573e18 +COMPOUND_PERIOD = 600 +LAMBDA = 0 +OI_CAP = 800_000e18 + + +BRRRR_EXPECTED = 26_320e18 +BRRRR_WINDOW_MACRO = SEVEN_DAYS +BRRRR_WINDOW_MICRO = TEN_MINUTES + +WETH_DAI = '0x8F9D6f24A514d64a2B8Accb86340B97f79b7FcFB' +WETH_AXS = '0x85EE547E369304e3BAe60BF9a554deE5CAC78032' + +WETH = '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2' + +MARKET_QUOTE = WETH + +MARKET_FEED = WETH_DAI +OVL_FEED = WETH_AXS + + +def main(): + + market = GOV.deploy( + OverlayV1UniswapV3Market, + MOTHERSHIP, + OVL_FEED, + MARKET_FEED, + MARKET_QUOTE, + WETH, + BASE_AMOUNT, + PRICE_WINDOW_MACRO, + PRICE_WINDOW_MICRO, + PRICE_FRAME_CAP + ) + + market.setEverything( + K, + SPREAD, + COMPOUND_PERIOD, + LAMBDA, + OI_CAP, + BRRRR_EXPECTED, + BRRRR_WINDOW_MACRO, + BRRRR_WINDOW_MICRO, + { 'from': GOV } + ) + + print("Overlay WETH/DAI Market Address: ", market) + + From 4af8f5a66e5c5a05a8149faf4fe4a143085b40e2 Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 17 Nov 2021 18:10:06 -0500 Subject: [PATCH 11/30] deploy ovl collateral --- .../6_deploy_ovl_collateral.py | 36 +++++++++++++++++++ 1 file changed, 36 insertions(+) create mode 100644 scripts/ropsten_deployment/6_deploy_ovl_collateral.py diff --git a/scripts/ropsten_deployment/6_deploy_ovl_collateral.py b/scripts/ropsten_deployment/6_deploy_ovl_collateral.py new file mode 100644 index 00000000..faee7e29 --- /dev/null +++ b/scripts/ropsten_deployment/6_deploy_ovl_collateral.py @@ -0,0 +1,36 @@ +from brownie import ( + accounts, + OverlayV1UniswapV3Market, + OverlayV1OVLCollateral +) + +URI = "https://degenscore.com" + +OVL_TOKEN = '0x69d2D936ad815E733f31346e470e4Ad23eF7404b' + +MOTHERSHIP = '0x6a01c92B4D5f25955AE65E3b7cdD49Fe406E3244' +ETH_DAI_MARKET = '0xCbE8FD47bD799B078A0b6cE88e6A76554c581C1a' + +GOV = accounts.load('tester') + +MARGIN_MAINTENANCE = .06e18 +MARGIN_REWARD_RATE = .5e18 +MAX_LEVERAGE = 100 + +def main(): + + ovl_collateral = GOV.deploy(OverlayV1OVLCollateral, + URI, MOTHERSHIP) + + ovl_collateral.setMarketInfo( + ETH_DAI_MARKET, + MARGIN_MAINTENANCE, + MARGIN_REWARD_RATE, + MAX_LEVERAGE, + { 'from': GOV }) + + market = OverlayV1UniswapV3Market.at(ETH_DAI_MARKET) + + market.addCollateral(ovl_collateral, { 'from': GOV }) + + print("Overlay Collateral Address: ", market.address) \ No newline at end of file From 79eaf016ab7d5ad1f6a17f0d7230cb3ddfb692e4 Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 17 Nov 2021 18:18:14 -0500 Subject: [PATCH 12/30] rennamed scripts to conform to python imports --- scripts/ropsten_deployment/deploy_0_all.py | 1 + ..._axs.py => deploy_1_mock_feed_weth_axs.py} | 4 ++- ..._dai.py => deploy_2_mock_feed_weth_dai.py} | 0 ...lay_token.py => deploy_3_overlay_token.py} | 0 ...y_mothership.py => deploy_4_mothership.py} | 0 ...i_market.py => deploy_5_eth_dai_market.py} | 0 ...llateral.py => deploy_6_ovl_collateral.py} | 0 scripts/ropsten_deployment/query_mock_feed.py | 29 +++++++++++++++++++ 8 files changed, 33 insertions(+), 1 deletion(-) create mode 100644 scripts/ropsten_deployment/deploy_0_all.py rename scripts/ropsten_deployment/{1_deploy_mock_feed_weth_axs.py => deploy_1_mock_feed_weth_axs.py} (96%) rename scripts/ropsten_deployment/{2_deploy_mock_feed_weth_dai.py => deploy_2_mock_feed_weth_dai.py} (100%) rename scripts/ropsten_deployment/{3_deploy_overlay_token.py => deploy_3_overlay_token.py} (100%) rename scripts/ropsten_deployment/{4_deploy_mothership.py => deploy_4_mothership.py} (100%) rename scripts/ropsten_deployment/{5_deploy_eth_dai_market.py => deploy_5_eth_dai_market.py} (100%) rename scripts/ropsten_deployment/{6_deploy_ovl_collateral.py => deploy_6_ovl_collateral.py} (100%) create mode 100644 scripts/ropsten_deployment/query_mock_feed.py diff --git a/scripts/ropsten_deployment/deploy_0_all.py b/scripts/ropsten_deployment/deploy_0_all.py new file mode 100644 index 00000000..e8875c66 --- /dev/null +++ b/scripts/ropsten_deployment/deploy_0_all.py @@ -0,0 +1 @@ +import 1_deploy_mockfeed_weth_axs \ No newline at end of file diff --git a/scripts/ropsten_deployment/1_deploy_mock_feed_weth_axs.py b/scripts/ropsten_deployment/deploy_1_mock_feed_weth_axs.py similarity index 96% rename from scripts/ropsten_deployment/1_deploy_mock_feed_weth_axs.py rename to scripts/ropsten_deployment/deploy_1_mock_feed_weth_axs.py index cf9d4081..8be47993 100644 --- a/scripts/ropsten_deployment/1_deploy_mock_feed_weth_axs.py +++ b/scripts/ropsten_deployment/deploy_1_mock_feed_weth_axs.py @@ -15,7 +15,7 @@ ONE_DAY = 86400 -def main(): +def deploy_mock_feed_weth_axs(): base = os.path.dirname(os.path.abspath(__file__)) path = os.path.join(base, '../../feeds/univ3_axs_weth_raw_uni.json') @@ -65,3 +65,5 @@ def main(): except: print("Retrying.") print("WETH/AXS Mock Address: ", uv3_pool.address) + + return uv3_pool.address diff --git a/scripts/ropsten_deployment/2_deploy_mock_feed_weth_dai.py b/scripts/ropsten_deployment/deploy_2_mock_feed_weth_dai.py similarity index 100% rename from scripts/ropsten_deployment/2_deploy_mock_feed_weth_dai.py rename to scripts/ropsten_deployment/deploy_2_mock_feed_weth_dai.py diff --git a/scripts/ropsten_deployment/3_deploy_overlay_token.py b/scripts/ropsten_deployment/deploy_3_overlay_token.py similarity index 100% rename from scripts/ropsten_deployment/3_deploy_overlay_token.py rename to scripts/ropsten_deployment/deploy_3_overlay_token.py diff --git a/scripts/ropsten_deployment/4_deploy_mothership.py b/scripts/ropsten_deployment/deploy_4_mothership.py similarity index 100% rename from scripts/ropsten_deployment/4_deploy_mothership.py rename to scripts/ropsten_deployment/deploy_4_mothership.py diff --git a/scripts/ropsten_deployment/5_deploy_eth_dai_market.py b/scripts/ropsten_deployment/deploy_5_eth_dai_market.py similarity index 100% rename from scripts/ropsten_deployment/5_deploy_eth_dai_market.py rename to scripts/ropsten_deployment/deploy_5_eth_dai_market.py diff --git a/scripts/ropsten_deployment/6_deploy_ovl_collateral.py b/scripts/ropsten_deployment/deploy_6_ovl_collateral.py similarity index 100% rename from scripts/ropsten_deployment/6_deploy_ovl_collateral.py rename to scripts/ropsten_deployment/deploy_6_ovl_collateral.py diff --git a/scripts/ropsten_deployment/query_mock_feed.py b/scripts/ropsten_deployment/query_mock_feed.py new file mode 100644 index 00000000..68bac05f --- /dev/null +++ b/scripts/ropsten_deployment/query_mock_feed.py @@ -0,0 +1,29 @@ + +from brownie import \ + chain, \ + UniswapV3OracleMock + + + +def main(): + + uv3_pool = UniswapV3OracleMock.at('0x155F4dB9c0B7Aa9a84d25228205B0aC1d1971683') + + card = uv3_pool.cardinality() + + print('card', card) + + ob = uv3_pool.observations(card-1) + shim = uv3_pool.shims(card-1) + + print("ob", ob) + print("shim", shim) + + now = chain.time() + + print("now", now) + + ( obs, shims ) = uv3_pool.observe( [60], { 'gas': 1250000 } ) + print("obs", obs) + print("shims", shims) + From 49e3ddb6afde3c7989e97aff4f29ef7c7b2dc37a Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 17 Nov 2021 18:52:39 -0500 Subject: [PATCH 13/30] combined all deploy scripts into rough draft deployment script --- .../ropsten_deployment/deploy_rough_draft.py | 272 ++++++++++++++++++ 1 file changed, 272 insertions(+) create mode 100644 scripts/ropsten_deployment/deploy_rough_draft.py diff --git a/scripts/ropsten_deployment/deploy_rough_draft.py b/scripts/ropsten_deployment/deploy_rough_draft.py new file mode 100644 index 00000000..8fc14c91 --- /dev/null +++ b/scripts/ropsten_deployment/deploy_rough_draft.py @@ -0,0 +1,272 @@ +import json +import os +from brownie import ( + accounts, + chain, + OverlayToken, + OverlayV1Mothership, + OverlayV1OVLCollateral, + OverlayV1UniswapV3Market, + UniswapV3FactoryMock, + UniswapV3OracleMock, +) + + +DEPLOYER = accounts.load('tester') + +AXS = "0xBB0E17EF65F82Ab018d8EDd776e8DD940327B28b" +WETH = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" +MOCK_OVL_FEED_TOKEN0 = AXS +MOCK_OVL_FEED_TOKEN1 = WETH + +ONE_DAY = 86400 + + +def FIRST_deploy_ovl_mock_feed(): + + base = os.path.dirname(os.path.abspath(__file__)) + path = os.path.join(base, '../../feeds/univ3_axs_weth_raw_uni.json') + + with open(os.path.normpath(path)) as file: + data = json.load(file) + + data.reverse() + + data = data[:700] + + now = chain.time() + + mock_start = now - 4200 + + earliest = data[0]['observation'][0] + + obs = [] + shims = [] + + for d in data: + ob = d['observation'] + shim = d['shim'] + time_diff = ob[0] - earliest + ob[0] = shim[0] = mock_start + time_diff + obs.append(ob) + shims.append(shim) + + uv3_factory = DEPLOYER.deploy(UniswapV3FactoryMock) + + uv3_factory.createPool(MOCK_OVL_FEED_TOKEN0, MOCK_OVL_FEED_TOKEN1) + + uv3_pool = UniswapV3OracleMock.at(uv3_factory.allPools(0)) + + ob_chunks = [ obs[x:x+175] for x in range(0, len(obs), 175) ] + shim_chunks = [ shims[x:x+175] for x in range(0, len(shims), 175) ] + + for i in range(len(ob_chunks)): + success = False + while not success: + try: + uv3_pool.loadObservations( + ob_chunks[i], + shim_chunks[i], + { 'from': DEPLOYER } ) + success = True + except: print("Retrying.") + + print("WETH/AXS Mock Address: ", uv3_pool.address) + + return uv3_pool + + +DAI = "0x6B175474E89094C44Da98b954EedeAC495271d0F" +WETH = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" +MOCK_ETH_DAI_FEED_TOKEN0 = DAI +MOCK_ETH_DAI_FEED_TOKEN1 = WETH +def SECOND_deploy_weth_dai_mock_feed(): + + base = os.path.dirname(os.path.abspath(__file__)) + path = os.path.join(base, '../../feeds/univ3_dai_weth_raw_uni.json') + + with open(os.path.normpath(path)) as file: + data = json.load(file) + + data.reverse() + + data = data[:700] + + now = chain.time() + + mock_start = now - 4200 + + earliest = data[0]['observation'][0] + + obs = [] + shims = [] + + for d in data: + ob = d['observation'] + shim = d['shim'] + time_diff = ob[0] - earliest + ob[0] = shim[0] = mock_start + time_diff + obs.append(ob) + shims.append(shim) + + uv3_factory = DEPLOYER.deploy(UniswapV3FactoryMock) + + uv3_factory.createPool( + MOCK_ETH_DAI_FEED_TOKEN0, + MOCK_ETH_DAI_FEED_TOKEN1 + ) + + uv3_pool = UniswapV3OracleMock.at(uv3_factory.allPools(0)) + + ob_chunks = [ obs[x:x+175] for x in range(0, len(obs), 175) ] + shim_chunks = [ shims[x:x+175] for x in range(0, len(shims), 175) ] + + for i in range(len(ob_chunks)): + success = False + while not success: + try: + uv3_pool.loadObservations( + ob_chunks[i], + shim_chunks[i], + { 'from': DEPLOYER } ) + success = True + except: print("Retrying.") + + print("WETH/DAI Mock Address: ", uv3_pool.address) + + return uv3_pool + + +TOTAL_SUPPLY = 8_000_000e18 +def THIRD_deploy_ovl_token(): + + ovl = DEPLOYER.deploy(OverlayToken) + + ovl.mint(DEPLOYER, TOTAL_SUPPLY, { 'from': DEPLOYER }) + + print("Overlay Token Address: ", ovl.address) + + return ovl + +FEE = .0015e18 +FEE_BURN_RATE = .5e18 +MARGIN_BURN_RATE = .5e18 +def FOURTH_deploy_mothership(ovl_token): + + mothership = DEPLOYER.deploy(OverlayV1Mothership, + DEPLOYER, + FEE, + FEE_BURN_RATE, + MARGIN_BURN_RATE ) + + ovl_token.grantRole( + ovl_token.ADMIN_ROLE(), + mothership, + { 'from': DEPLOYER } ) + + return mothership + + +TEN_MINUTES = 600 +ONE_HOUR = 3600 +SEVEN_DAYS = 604800 + +BASE_AMOUNT = 1e18 +PRICE_WINDOW_MACRO = ONE_HOUR +PRICE_WINDOW_MICRO = TEN_MINUTES +PRICE_FRAME_CAP = 5e18 +K = 343454218783234 +SPREAD = .00573e18 +COMPOUND_PERIOD = 600 +LAMBDA = 0 +OI_CAP = 800_000e18 +BRRRR_EXPECTED = 26_320e18 +BRRRR_WINDOW_MACRO = SEVEN_DAYS +BRRRR_WINDOW_MICRO = TEN_MINUTES +def FIFTH_deploy_overlay_eth_dai_market( + mothership, + market_feed, + ovl_feed +): + + market = DEPLOYER.deploy( + OverlayV1UniswapV3Market, + mothership, + ovl_feed, + market_feed, + WETH, # TODO: What is the deal with this market quote. + WETH, + BASE_AMOUNT, + PRICE_WINDOW_MACRO, + PRICE_WINDOW_MICRO, + PRICE_FRAME_CAP + ) + + market.setEverything( + K, + SPREAD, + COMPOUND_PERIOD, + LAMBDA, + OI_CAP, + BRRRR_EXPECTED, + BRRRR_WINDOW_MACRO, + BRRRR_WINDOW_MICRO, + { 'from': DEPLOYER } + ) + + print("Overlay WETH/DAI Market Address: ", market) + + return market + + +URI = "https://degenscore.com" +MARGIN_MAINTENANCE = .06e18 +MARGIN_REWARD_RATE = .5e18 +MAX_LEVERAGE = 100 +def SIXTH_deploy_ovl_collateral(mothership, eth_dai_market): + + ovl_collateral = DEPLOYER.deploy( + OverlayV1OVLCollateral, + URI, mothership + ) + + ovl_collateral.setMarketInfo( + eth_dai_market, + MARGIN_MAINTENANCE, + MARGIN_REWARD_RATE, + MAX_LEVERAGE, + { 'from': DEPLOYER } + ) + + eth_dai_market.addCollateral(ovl_collateral, { 'from': DEPLOYER }) + + print("Overlay Collateral Address: ", ovl_collateral.address) + + return ovl_collateral + + +def main(): + + mock_ovl_feed = FIRST_deploy_ovl_mock_feed() + + mock_weth_dai_feed = SECOND_deploy_weth_dai_mock_feed() + + ovl_token = THIRD_deploy_ovl_token() + + mothership = FOURTH_deploy_mothership(ovl_token) + + eth_dai_market = FIFTH_deploy_overlay_eth_dai_market( + mothership, + mock_weth_dai_feed, + mock_ovl_feed, + ) + + ovl_collateral = SIXTH_deploy_ovl_collateral( + mothership, + eth_dai_market + ) + + print("deployed") + + + From 31c9d5497b6d27ce07fb82801835cc80bb0119ec Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 17 Nov 2021 18:53:15 -0500 Subject: [PATCH 14/30] deleted deployment scripts in separate files --- scripts/balancer_query.py | 0 scripts/ropsten_deployment/deploy_0_all.py | 1 - .../deploy_1_mock_feed_weth_axs.py | 69 ------------------ .../deploy_2_mock_feed_weth_dai.py | 68 ------------------ .../deploy_3_overlay_token.py | 18 ----- .../ropsten_deployment/deploy_4_mothership.py | 31 -------- .../deploy_5_eth_dai_market.py | 72 ------------------- .../deploy_6_ovl_collateral.py | 36 ---------- 8 files changed, 295 deletions(-) create mode 100644 scripts/balancer_query.py delete mode 100644 scripts/ropsten_deployment/deploy_0_all.py delete mode 100644 scripts/ropsten_deployment/deploy_1_mock_feed_weth_axs.py delete mode 100644 scripts/ropsten_deployment/deploy_2_mock_feed_weth_dai.py delete mode 100644 scripts/ropsten_deployment/deploy_3_overlay_token.py delete mode 100644 scripts/ropsten_deployment/deploy_4_mothership.py delete mode 100644 scripts/ropsten_deployment/deploy_5_eth_dai_market.py delete mode 100644 scripts/ropsten_deployment/deploy_6_ovl_collateral.py diff --git a/scripts/balancer_query.py b/scripts/balancer_query.py new file mode 100644 index 00000000..e69de29b diff --git a/scripts/ropsten_deployment/deploy_0_all.py b/scripts/ropsten_deployment/deploy_0_all.py deleted file mode 100644 index e8875c66..00000000 --- a/scripts/ropsten_deployment/deploy_0_all.py +++ /dev/null @@ -1 +0,0 @@ -import 1_deploy_mockfeed_weth_axs \ No newline at end of file diff --git a/scripts/ropsten_deployment/deploy_1_mock_feed_weth_axs.py b/scripts/ropsten_deployment/deploy_1_mock_feed_weth_axs.py deleted file mode 100644 index 8be47993..00000000 --- a/scripts/ropsten_deployment/deploy_1_mock_feed_weth_axs.py +++ /dev/null @@ -1,69 +0,0 @@ -from brownie import \ - accounts, \ - chain, \ - UniswapV3FactoryMock, \ - UniswapV3OracleMock -import json -import os - -FEED_OWNER = accounts.load('tester') - -AXS = "0xBB0E17EF65F82Ab018d8EDd776e8DD940327B28b" -WETH = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" -TOKEN0 = AXS -TOKEN1 = WETH - -ONE_DAY = 86400 - -def deploy_mock_feed_weth_axs(): - - base = os.path.dirname(os.path.abspath(__file__)) - path = os.path.join(base, '../../feeds/univ3_axs_weth_raw_uni.json') - - with open(os.path.normpath(path)) as file: - data = json.load(file) - - data.reverse() - - data = data[:700] - - now = chain.time() - - mock_start = now - 4200 - - earliest = data[0]['observation'][0] - - obs = [] - shims = [] - - for d in data: - ob = d['observation'] - shim = d['shim'] - time_diff = ob[0] - earliest - ob[0] = shim[0] = mock_start + time_diff - obs.append(ob) - shims.append(shim) - - uv3_factory = FEED_OWNER.deploy(UniswapV3FactoryMock) - - uv3_factory.createPool(TOKEN0, TOKEN1) - - uv3_pool = UniswapV3OracleMock.at(uv3_factory.allPools(0)) - - ob_chunks = [ obs[x:x+175] for x in range(0, len(obs), 175) ] - shim_chunks = [ shims[x:x+175] for x in range(0, len(shims), 175) ] - - for i in range(len(ob_chunks)): - success = False - while not success: - try: - uv3_pool.loadObservations( - ob_chunks[i], - shim_chunks[i], - { 'from': FEED_OWNER } ) - success = True - except: print("Retrying.") - - print("WETH/AXS Mock Address: ", uv3_pool.address) - - return uv3_pool.address diff --git a/scripts/ropsten_deployment/deploy_2_mock_feed_weth_dai.py b/scripts/ropsten_deployment/deploy_2_mock_feed_weth_dai.py deleted file mode 100644 index de490e60..00000000 --- a/scripts/ropsten_deployment/deploy_2_mock_feed_weth_dai.py +++ /dev/null @@ -1,68 +0,0 @@ -from brownie import \ - accounts, \ - chain, \ - interface, \ - UniswapV3FactoryMock, \ - UniswapV3OracleMock -import json -import os - -FEED_OWNER = accounts.load('tester') - -DAI = "0x6B175474E89094C44Da98b954EedeAC495271d0F" -WETH = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" -TOKEN0 = DAI -TOKEN1 = WETH - -ONE_DAY = 86400 - -def main(): - - base = os.path.dirname(os.path.abspath(__file__)) - path = os.path.join(base, '../../feeds/univ3_dai_weth_raw_uni.json') - - with open(os.path.normpath(path)) as file: - data = json.load(file) - - data.reverse() - - data = data[:700] - - now = chain.time() - - mock_start = now - 4200 - - earliest = data[0]['observation'][0] - - obs = [] - shims = [] - - for d in data: - ob = d['observation'] - shim = d['shim'] - time_diff = ob[0] - earliest - ob[0] = shim[0] = mock_start + time_diff - obs.append(ob) - shims.append(shim) - - uv3_factory = FEED_OWNER.deploy(UniswapV3FactoryMock) - - uv3_factory.createPool(TOKEN0, TOKEN1) - - uv3_pool = UniswapV3OracleMock.at(uv3_factory.allPools(0)) - - ob_chunks = [ obs[x:x+175] for x in range(0, len(obs), 175) ] - shim_chunks = [ shims[x:x+175] for x in range(0, len(shims), 175) ] - - for i in range(len(ob_chunks)): - success = False - while not success: - try: - uv3_pool.loadObservations( - ob_chunks[i], - shim_chunks[i], - { 'from': FEED_OWNER } ) - success = True - except: print("Retrying.") - - print("WETH/DAI Mock Address: ", uv3_pool.address) diff --git a/scripts/ropsten_deployment/deploy_3_overlay_token.py b/scripts/ropsten_deployment/deploy_3_overlay_token.py deleted file mode 100644 index 955599cc..00000000 --- a/scripts/ropsten_deployment/deploy_3_overlay_token.py +++ /dev/null @@ -1,18 +0,0 @@ - -from brownie import ( - accounts, - OverlayToken -) - - -GOV = accounts.load('tester') - -TOTAL_SUPPLY = 8_000_000e18 - -def main(): - - ovl = GOV.deploy(OverlayToken) - - ovl.mint(GOV, TOTAL_SUPPLY, { 'from': GOV }) - - print("Overlay Token Address: ", ovl.address) diff --git a/scripts/ropsten_deployment/deploy_4_mothership.py b/scripts/ropsten_deployment/deploy_4_mothership.py deleted file mode 100644 index 1d8d388e..00000000 --- a/scripts/ropsten_deployment/deploy_4_mothership.py +++ /dev/null @@ -1,31 +0,0 @@ -from brownie import ( - accounts, - OverlayToken, - OverlayV1Mothership -) - - -FEE = .0015e18 -FEE_BURN_RATE = .5e18 -MARGIN_BURN_RATE = .5e18 - -OVL_TOKEN = '0x69d2D936ad815E733f31346e470e4Ad23eF7404b' - -GOV = accounts.load('tester') - -def main(): - - mothership = GOV.deploy(OverlayV1Mothership, - GOV, - FEE, - FEE_BURN_RATE, - MARGIN_BURN_RATE ) - - mothership.setOVL(OVL_TOKEN, { 'from': GOV }) - - ovl = OverlayToken.at(OVL_TOKEN) - - ovl.grantRole(ovl.ADMIN_ROLE(), mothership, { 'from': GOV }) - - print("Overlay V1 Mothership Address: ", mothership.address) - \ No newline at end of file diff --git a/scripts/ropsten_deployment/deploy_5_eth_dai_market.py b/scripts/ropsten_deployment/deploy_5_eth_dai_market.py deleted file mode 100644 index 18680ddb..00000000 --- a/scripts/ropsten_deployment/deploy_5_eth_dai_market.py +++ /dev/null @@ -1,72 +0,0 @@ - -from brownie import ( - accounts, - OverlayV1UniswapV3Market -) - -MOTHERSHIP = '0x6a01c92B4D5f25955AE65E3b7cdD49Fe406E3244' -OVL_TOKEN = '0x69d2D936ad815E733f31346e470e4Ad23eF7404b' - - -GOV = accounts.load('tester') - -TEN_MINUTES = 600 -ONE_HOUR = 3600 -SEVEN_DAYS = 604800 - -BASE_AMOUNT = 1e18 -PRICE_WINDOW_MACRO = ONE_HOUR -PRICE_WINDOW_MICRO = TEN_MINUTES -PRICE_FRAME_CAP = 5e18 -K = 343454218783234 -SPREAD = .00573e18 -COMPOUND_PERIOD = 600 -LAMBDA = 0 -OI_CAP = 800_000e18 - - -BRRRR_EXPECTED = 26_320e18 -BRRRR_WINDOW_MACRO = SEVEN_DAYS -BRRRR_WINDOW_MICRO = TEN_MINUTES - -WETH_DAI = '0x8F9D6f24A514d64a2B8Accb86340B97f79b7FcFB' -WETH_AXS = '0x85EE547E369304e3BAe60BF9a554deE5CAC78032' - -WETH = '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2' - -MARKET_QUOTE = WETH - -MARKET_FEED = WETH_DAI -OVL_FEED = WETH_AXS - - -def main(): - - market = GOV.deploy( - OverlayV1UniswapV3Market, - MOTHERSHIP, - OVL_FEED, - MARKET_FEED, - MARKET_QUOTE, - WETH, - BASE_AMOUNT, - PRICE_WINDOW_MACRO, - PRICE_WINDOW_MICRO, - PRICE_FRAME_CAP - ) - - market.setEverything( - K, - SPREAD, - COMPOUND_PERIOD, - LAMBDA, - OI_CAP, - BRRRR_EXPECTED, - BRRRR_WINDOW_MACRO, - BRRRR_WINDOW_MICRO, - { 'from': GOV } - ) - - print("Overlay WETH/DAI Market Address: ", market) - - diff --git a/scripts/ropsten_deployment/deploy_6_ovl_collateral.py b/scripts/ropsten_deployment/deploy_6_ovl_collateral.py deleted file mode 100644 index faee7e29..00000000 --- a/scripts/ropsten_deployment/deploy_6_ovl_collateral.py +++ /dev/null @@ -1,36 +0,0 @@ -from brownie import ( - accounts, - OverlayV1UniswapV3Market, - OverlayV1OVLCollateral -) - -URI = "https://degenscore.com" - -OVL_TOKEN = '0x69d2D936ad815E733f31346e470e4Ad23eF7404b' - -MOTHERSHIP = '0x6a01c92B4D5f25955AE65E3b7cdD49Fe406E3244' -ETH_DAI_MARKET = '0xCbE8FD47bD799B078A0b6cE88e6A76554c581C1a' - -GOV = accounts.load('tester') - -MARGIN_MAINTENANCE = .06e18 -MARGIN_REWARD_RATE = .5e18 -MAX_LEVERAGE = 100 - -def main(): - - ovl_collateral = GOV.deploy(OverlayV1OVLCollateral, - URI, MOTHERSHIP) - - ovl_collateral.setMarketInfo( - ETH_DAI_MARKET, - MARGIN_MAINTENANCE, - MARGIN_REWARD_RATE, - MAX_LEVERAGE, - { 'from': GOV }) - - market = OverlayV1UniswapV3Market.at(ETH_DAI_MARKET) - - market.addCollateral(ovl_collateral, { 'from': GOV }) - - print("Overlay Collateral Address: ", market.address) \ No newline at end of file From c4e32ea92dcc4ba3f030e5854c992b21bac3650d Mon Sep 17 00:00:00 2001 From: realisation Date: Fri, 19 Nov 2021 13:55:39 -0500 Subject: [PATCH 15/30] updated local deploy script --- scripts/{ => local_deployment}/deploy.py | 26 +++++++++++++++++------- 1 file changed, 19 insertions(+), 7 deletions(-) rename scripts/{ => local_deployment}/deploy.py (94%) diff --git a/scripts/deploy.py b/scripts/local_deployment/deploy.py similarity index 94% rename from scripts/deploy.py rename to scripts/local_deployment/deploy.py index 67ba7f17..827092e2 100644 --- a/scripts/deploy.py +++ b/scripts/local_deployment/deploy.py @@ -5,12 +5,15 @@ OverlayV1Mothership, \ OverlayV1OVLCollateral, \ OverlayV1UniswapV3Market, \ - OverlayToken, \ + OverlayTokenNew, \ chain, \ accounts import os import json +def print_logs(tx): + for i in range(len(tx.events['log'])): + print(tx.events['log'][i]['k'] + ": " + str(tx.events['log'][i]['v'])) ''' OVERLAY TOKEN PARAMETERS ''' TOKEN_TOTAL_SUPPLY = 8000000e18 @@ -95,7 +98,7 @@ def deploy_uni_pool(factory, token0, token1, path): def deploy_ovl(): - ovl = GOV.deploy(OverlayToken) + ovl = GOV.deploy(OverlayTokenNew) ovl.mint(ALICE, TOKEN_TOTAL_SUPPLY / 2, { "from": GOV }) ovl.mint(BOB, TOKEN_TOTAL_SUPPLY / 2, { "from": GOV }) @@ -130,16 +133,14 @@ def deploy_market(mothership, feed_depth, feed_market): WETH, AMOUNT_IN, PRICE_WINDOW_MACRO, - PRICE_WINDOW_MICRO + PRICE_WINDOW_MICRO, + PRICE_FRAME_CAP ) market.setEverything( K, - PRICE_FRAME_CAP, SPREAD, - UPDATE_PERIOD, COMPOUND_PERIOD, - IMPACT_WINDOW, LAMBDA, STATIC_CAP, BRRRR_EXPECTED, @@ -192,9 +193,16 @@ def build_position ( collateral, leverage, is_long, + 0, { "from": taker } ) + print("REVERT MESSAGE", tx_build.revert_msg) + + print_logs(tx_build) + + print("BUILD TX", tx_build) + position = tx_build.events['Build']['positionId'] oi = tx_build.events['Build']['oi'] debt = tx_build.events['Build']['debt'] @@ -223,6 +231,10 @@ def unwind_position( { "from": unwinder } ) + print("TX UNWIND", tx_unwind) + + print_logs(tx_unwind) + def transfer_position_shares( collateral_manager, @@ -286,7 +298,7 @@ def main(): ALICE ) - chain.mine( timedelta=market.updatePeriod() * 2 ) + chain.mine( timedelta=market.compoundingPeriod() * 2 ) position_2 = build_position( ovl_collateral, From a3d643f03867bc685bb25e6c5aa63a638074c00c Mon Sep 17 00:00:00 2001 From: realisation Date: Fri, 19 Nov 2021 14:16:23 -0500 Subject: [PATCH 16/30] corrected path for feeds in local deploy --- scripts/local_deployment/deploy.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/scripts/local_deployment/deploy.py b/scripts/local_deployment/deploy.py index 827092e2..6e66054c 100644 --- a/scripts/local_deployment/deploy.py +++ b/scripts/local_deployment/deploy.py @@ -275,9 +275,9 @@ def main(): uni_factory = deploy_uni_factory() - feed_depth = deploy_uni_pool(uni_factory, AXS, WETH, '../feeds/univ3_axs_weth') + feed_depth = deploy_uni_pool(uni_factory, AXS, WETH, '../../feeds/univ3_axs_weth') - feed_market = deploy_uni_pool(uni_factory, DAI, WETH, '../feeds/univ3_dai_weth') + feed_market = deploy_uni_pool(uni_factory, DAI, WETH, '../../feeds/univ3_dai_weth') ovl = deploy_ovl() From ee3fcc8e7c927329bc986a8d5c95145ee0b0564f Mon Sep 17 00:00:00 2001 From: Jonah Lin <57741810+linjonah@users.noreply.github.com> Date: Fri, 19 Nov 2021 13:47:09 -0800 Subject: [PATCH 17/30] remove print_logs --- scripts/local_deployment/deploy.py | 123 ++++++++++++++++------------- 1 file changed, 68 insertions(+), 55 deletions(-) diff --git a/scripts/local_deployment/deploy.py b/scripts/local_deployment/deploy.py index 6e66054c..a38035f8 100644 --- a/scripts/local_deployment/deploy.py +++ b/scripts/local_deployment/deploy.py @@ -11,10 +11,12 @@ import os import json + def print_logs(tx): for i in range(len(tx.events['log'])): print(tx.events['log'][i]['k'] + ": " + str(tx.events['log'][i]['v'])) + ''' OVERLAY TOKEN PARAMETERS ''' TOKEN_TOTAL_SUPPLY = 8000000e18 @@ -73,10 +75,10 @@ def deploy_uni_pool(factory, token0, token1, path): base = os.path.dirname(os.path.abspath(__file__)) - with open(os.path.normpath(os.path.join(base, path + '_raw_uni_framed.json'))) as f: + with open(os.path.normpath(os.path.join(base, path + '_raw_uni_framed.json'))) as f: data = json.load(f) - with open(os.path.normpath(os.path.join(base, path + '_reflected.json'))) as f: + with open(os.path.normpath(os.path.join(base, path + '_reflected.json'))) as f: beginning = json.load(f)['timestamp'][0] factory.createPool(token0, token1) @@ -88,7 +90,7 @@ def deploy_uni_pool(factory, token0, token1, path): uniswapv3_pool.loadObservations( data['observations'], data['shims'], - { 'from': FEED_OWNER } + {'from': FEED_OWNER} ) chain.mine(timestamp=beginning) @@ -99,8 +101,8 @@ def deploy_uni_pool(factory, token0, token1, path): def deploy_ovl(): ovl = GOV.deploy(OverlayTokenNew) - ovl.mint(ALICE, TOKEN_TOTAL_SUPPLY / 2, { "from": GOV }) - ovl.mint(BOB, TOKEN_TOTAL_SUPPLY / 2, { "from": GOV }) + ovl.mint(ALICE, TOKEN_TOTAL_SUPPLY / 2, {"from": GOV}) + ovl.mint(BOB, TOKEN_TOTAL_SUPPLY / 2, {"from": GOV}) return ovl @@ -108,16 +110,16 @@ def deploy_ovl(): def deploy_mothership(ovl): mothership = GOV.deploy( - OverlayV1Mothership, - FEE_TO, - FEE, - FEE_BURN_RATE, + OverlayV1Mothership, + FEE_TO, + FEE, + FEE_BURN_RATE, MARGIN_BURN_RATE ) - mothership.setOVL(ovl, { "from": GOV }) + mothership.setOVL(ovl, {"from": GOV}) - ovl.grantRole(ovl.ADMIN_ROLE(), mothership, { "from": GOV }) + ovl.grantRole(ovl.ADMIN_ROLE(), mothership, {"from": GOV}) return mothership @@ -146,10 +148,10 @@ def deploy_market(mothership, feed_depth, feed_market): BRRRR_EXPECTED, BRRRR_WINDOW_MACRO, BRRRR_WINDOW_MICRO, - { "from": GOV } + {"from": GOV} ) - mothership.initializeMarket(market, { "from": GOV }) + mothership.initializeMarket(market, {"from": GOV}) return market @@ -167,24 +169,25 @@ def deploy_ovl_collateral(mothership, market, ovl): MARGIN_MAINTENANCE, MARGIN_REWARD_RATE, MAX_LEVERAGE, - { "from": GOV } + {"from": GOV} ) - market.addCollateral(ovl_collateral, { "from": GOV }) + market.addCollateral(ovl_collateral, {"from": GOV}) - mothership.initializeCollateral(ovl_collateral, { "from": GOV }) + mothership.initializeCollateral(ovl_collateral, {"from": GOV}) - ovl.approve(ovl_collateral, 1e50, { "from": ALICE }) - ovl.approve(ovl_collateral, 1e50, { "from": BOB }) + ovl.approve(ovl_collateral, 1e50, {"from": ALICE}) + ovl.approve(ovl_collateral, 1e50, {"from": BOB}) return ovl_collateral -def build_position ( - collateral_manager, - market, - collateral, - leverage, - is_long, + +def build_position( + collateral_manager, + market, + collateral, + leverage, + is_long, taker ): @@ -194,13 +197,11 @@ def build_position ( leverage, is_long, 0, - { "from": taker } + {"from": taker} ) print("REVERT MESSAGE", tx_build.revert_msg) - print_logs(tx_build) - print("BUILD TX", tx_build) position = tx_build.events['Build']['positionId'] @@ -218,6 +219,7 @@ def build_position ( 'is_long': is_long } + def unwind_position( collateral_manager, position_id, @@ -228,13 +230,11 @@ def unwind_position( tx_unwind = collateral_manager.unwind( position_id, position_shares, - { "from": unwinder } + {"from": unwinder} ) print("TX UNWIND", tx_unwind) - print_logs(tx_unwind) - def transfer_position_shares( collateral_manager, @@ -250,9 +250,10 @@ def transfer_position_shares( position_id, amount, "", - { "from": sender } + {"from": sender} ) + def transfer_position_shares_batch( collateral_manager, sender, @@ -267,7 +268,7 @@ def transfer_position_shares_batch( position_ids, amounts, "", - { "from": sender } + {"from": sender} ) @@ -275,9 +276,11 @@ def main(): uni_factory = deploy_uni_factory() - feed_depth = deploy_uni_pool(uni_factory, AXS, WETH, '../../feeds/univ3_axs_weth') + feed_depth = deploy_uni_pool( + uni_factory, AXS, WETH, '../../feeds/univ3_axs_weth') - feed_market = deploy_uni_pool(uni_factory, DAI, WETH, '../../feeds/univ3_dai_weth') + feed_market = deploy_uni_pool( + uni_factory, DAI, WETH, '../../feeds/univ3_dai_weth') ovl = deploy_ovl() @@ -287,7 +290,7 @@ def main(): ovl_collateral = deploy_ovl_collateral(mothership, market, ovl) - chain.mine( timedelta=market.compoundingPeriod() * 3 ) + chain.mine(timedelta=market.compoundingPeriod() * 3) position_1 = build_position( ovl_collateral, @@ -298,7 +301,7 @@ def main(): ALICE ) - chain.mine( timedelta=market.compoundingPeriod() * 2 ) + chain.mine(timedelta=market.compoundingPeriod() * 2) position_2 = build_position( ovl_collateral, @@ -310,10 +313,10 @@ def main(): ) transfer_position_shares( - ovl_collateral, - ALICE, - BOB, - position_1['id'], + ovl_collateral, + ALICE, + BOB, + position_1['id'], position_1['oi'] / 2 ) @@ -365,11 +368,11 @@ def main(): ) transfer_position_shares_batch( - ovl_collateral, - ALICE, - BOB, - [ position_3['id'], position_4['id'], position_5['id'] ], - [ position_3['oi'], position_4['oi'] / 2, position_5['oi'] / 4 ] + ovl_collateral, + ALICE, + BOB, + [position_3['id'], position_4['id'], position_5['id']], + [position_3['oi'], position_4['oi'] / 2, position_5['oi'] / 4] ) chain.mine(timedelta=UPDATE_PERIOD) @@ -396,13 +399,23 @@ def main(): f.write('BOB={}\n'.format(BOB)) f.write('GOV={}\n'.format(GOV)) f.write('FEE_TO={}\n'.format(FEE_TO)) - f.write('BOB_POSITION_1={}\n'.format(ovl_collateral.balanceOf(BOB, position_1['id']))) - f.write('BOB_POSITION_2={}\n'.format(ovl_collateral.balanceOf(BOB, position_2['id']))) - f.write('BOB_POSITION_3={}\n'.format(ovl_collateral.balanceOf(BOB, position_3['id']))) - f.write('BOB_POSITION_4={}\n'.format(ovl_collateral.balanceOf(BOB, position_4['id']))) - f.write('BOB_POSITION_5={}\n'.format(ovl_collateral.balanceOf(BOB, position_5['id']))) - f.write('ALICE_POSITION_1={}\n'.format(ovl_collateral.balanceOf(ALICE, position_1['id']))) - f.write('ALICE_POSITION_2={}\n'.format(ovl_collateral.balanceOf(ALICE, position_2['id']))) - f.write('ALICE_POSITION_3={}\n'.format(ovl_collateral.balanceOf(ALICE, position_3['id']))) - f.write('ALICE_POSITION_4={}\n'.format(ovl_collateral.balanceOf(ALICE, position_4['id']))) - f.write('ALICE_POSITION_5={}\n'.format(ovl_collateral.balanceOf(ALICE, position_5['id']))) \ No newline at end of file + f.write('BOB_POSITION_1={}\n'.format( + ovl_collateral.balanceOf(BOB, position_1['id']))) + f.write('BOB_POSITION_2={}\n'.format( + ovl_collateral.balanceOf(BOB, position_2['id']))) + f.write('BOB_POSITION_3={}\n'.format( + ovl_collateral.balanceOf(BOB, position_3['id']))) + f.write('BOB_POSITION_4={}\n'.format( + ovl_collateral.balanceOf(BOB, position_4['id']))) + f.write('BOB_POSITION_5={}\n'.format( + ovl_collateral.balanceOf(BOB, position_5['id']))) + f.write('ALICE_POSITION_1={}\n'.format( + ovl_collateral.balanceOf(ALICE, position_1['id']))) + f.write('ALICE_POSITION_2={}\n'.format( + ovl_collateral.balanceOf(ALICE, position_2['id']))) + f.write('ALICE_POSITION_3={}\n'.format( + ovl_collateral.balanceOf(ALICE, position_3['id']))) + f.write('ALICE_POSITION_4={}\n'.format( + ovl_collateral.balanceOf(ALICE, position_4['id']))) + f.write('ALICE_POSITION_5={}\n'.format( + ovl_collateral.balanceOf(ALICE, position_5['id']))) From 30de79597e1c75c44a84acee68af234b86566f94 Mon Sep 17 00:00:00 2001 From: realisation Date: Fri, 19 Nov 2021 17:10:18 -0500 Subject: [PATCH 18/30] removed prints --- scripts/local_deployment/deploy.py | 12 ------------ 1 file changed, 12 deletions(-) diff --git a/scripts/local_deployment/deploy.py b/scripts/local_deployment/deploy.py index a38035f8..678f90e5 100644 --- a/scripts/local_deployment/deploy.py +++ b/scripts/local_deployment/deploy.py @@ -11,12 +11,6 @@ import os import json - -def print_logs(tx): - for i in range(len(tx.events['log'])): - print(tx.events['log'][i]['k'] + ": " + str(tx.events['log'][i]['v'])) - - ''' OVERLAY TOKEN PARAMETERS ''' TOKEN_TOTAL_SUPPLY = 8000000e18 @@ -200,10 +194,6 @@ def build_position( {"from": taker} ) - print("REVERT MESSAGE", tx_build.revert_msg) - - print("BUILD TX", tx_build) - position = tx_build.events['Build']['positionId'] oi = tx_build.events['Build']['oi'] debt = tx_build.events['Build']['debt'] @@ -233,8 +223,6 @@ def unwind_position( {"from": unwinder} ) - print("TX UNWIND", tx_unwind) - def transfer_position_shares( collateral_manager, From f1c8afd5fa55d1093ea30965344dcbd6b5d20fb2 Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 1 Dec 2021 17:35:01 -0500 Subject: [PATCH 19/30] adjusted deploy script to have real mocked erc20 in feed --- scripts/local_deployment/deploy.py | 10 ++++++++-- 1 file changed, 8 insertions(+), 2 deletions(-) diff --git a/scripts/local_deployment/deploy.py b/scripts/local_deployment/deploy.py index 678f90e5..2b72ad3f 100644 --- a/scripts/local_deployment/deploy.py +++ b/scripts/local_deployment/deploy.py @@ -6,6 +6,7 @@ OverlayV1OVLCollateral, \ OverlayV1UniswapV3Market, \ OverlayTokenNew, \ + ERC20Mock, \ chain, \ accounts import os @@ -262,13 +263,18 @@ def transfer_position_shares_batch( def main(): + _ = GOV.deploy(ERC20Mock, "just so token1 Date: Wed, 1 Dec 2021 18:07:23 -0500 Subject: [PATCH 20/30] fixed deployment bug setting the market feed to the depth feed --- contracts/mocks/UniswapV3FactoryMock.sol | 6 ++++++ scripts/local_deployment/deploy.py | 4 +++- 2 files changed, 9 insertions(+), 1 deletion(-) diff --git a/contracts/mocks/UniswapV3FactoryMock.sol b/contracts/mocks/UniswapV3FactoryMock.sol index ce607809..e8d2829b 100644 --- a/contracts/mocks/UniswapV3FactoryMock.sol +++ b/contracts/mocks/UniswapV3FactoryMock.sol @@ -21,6 +21,12 @@ contract UniswapV3FactoryMock { } + function allPoolsLength () public view returns (uint) { + + return allPools.length; + + } + function loadObservations( address pool, OracleMock.Observation[] calldata _observations, diff --git a/scripts/local_deployment/deploy.py b/scripts/local_deployment/deploy.py index 2b72ad3f..fe7c09f8 100644 --- a/scripts/local_deployment/deploy.py +++ b/scripts/local_deployment/deploy.py @@ -80,7 +80,9 @@ def deploy_uni_pool(factory, token0, token1, path): IUniswapV3OracleMock = getattr(interface, 'IUniswapV3OracleMock') - uniswapv3_pool = IUniswapV3OracleMock(factory.allPools(0)) + uniswapv3_pool = IUniswapV3OracleMock( + factory.allPools(factory.allPoolsLength() - 1) + ) uniswapv3_pool.loadObservations( data['observations'], From b2098edac50cae03c253e7ce2ecf5fadcc2c5a3a Mon Sep 17 00:00:00 2001 From: realisation Date: Wed, 1 Dec 2021 23:04:33 -0500 Subject: [PATCH 21/30] added wbtc_weth feed --- feeds/univ3_wbtc_weth_raw_uni.json | 48302 ++++++++++++++++++++ feeds/univ3_wbtc_weth_raw_uni_framed.json | 1 + feeds/univ3_wbtc_weth_reflected.json | 1 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'../feeds/univ3_dai_weth' - reflect_feed(dai_weth_path) + wbtc_weth_path = '../feeds/univ3_wbtc_weth' - reflect_feed(axs_weth_path) + # reflect_feed(dai_weth_path) + + # reflect_feed(axs_weth_path) + + reflect_feed(wbtc_weth_path) From 6bdcada735ad437a920f55451cc38fcbec260b86 Mon Sep 17 00:00:00 2001 From: realisation Date: Thu, 2 Dec 2021 16:12:40 -0500 Subject: [PATCH 22/30] script to test log multiplexing --- contracts/OverlayV1UniswapV3InverseMarket.sol | 185 ++++++++++ ...erlayV1UniswapV3InverseMultiplexMarket.sol | 245 +++++++++++++ .../OverlayV1UniswapV3MultiplexMarket.sol | 324 ------------------ contracts/shims/UniTest.sol | 97 +++++- network-config.yaml | 132 +++++++ scripts/log_check.py | 33 ++ 6 files changed, 682 insertions(+), 334 deletions(-) create mode 100644 contracts/OverlayV1UniswapV3InverseMarket.sol create mode 100644 contracts/OverlayV1UniswapV3InverseMultiplexMarket.sol delete mode 100644 contracts/OverlayV1UniswapV3MultiplexMarket.sol create mode 100644 network-config.yaml create mode 100644 scripts/log_check.py diff --git a/contracts/OverlayV1UniswapV3InverseMarket.sol b/contracts/OverlayV1UniswapV3InverseMarket.sol new file mode 100644 index 00000000..fc6da071 --- /dev/null +++ b/contracts/OverlayV1UniswapV3InverseMarket.sol @@ -0,0 +1,185 @@ +// SPDX-License-Identifier: MIT +pragma solidity ^0.8.7; + +import "./libraries/FixedPoint.sol"; +import "./libraries/UniswapV3OracleLibrary/UniswapV3OracleLibraryV2.sol"; +import "./interfaces/IUniswapV3Pool.sol"; +import "./market/OverlayV1Market.sol"; +import "./libraries/UniswapV3OracleLibrary/TickMath.sol"; + +contract OverlayV1UniswapV3InverseMarket is OverlayV1Market { + + using FixedPoint for uint256; + + uint256 internal X96 = 0x1000000000000000000000000; + + uint256 public immutable macroWindow; // window size for main TWAP + uint256 public immutable microWindow; // window size for bid/ask TWAP + + address public immutable ovlFeed; + address public immutable base; + address public immutable quote; + uint128 internal immutable baseAmount; + + bool internal immutable baseIs0; + + constructor( + address _mothership, + address _ovlFeed, + address _quote, + address _base, + uint128 _baseAmount, + uint256 _macroWindow, + uint256 _microWindow, + uint256 _priceFrameCap + ) OverlayV1Market ( + _mothership + ) OverlayV1Comptroller ( + _microWindow + ) OverlayV1OI ( + _microWindow + ) OverlayV1PricePoint ( + _priceFrameCap + ) { + + // immutables + baseIs0 = IUniswapV3Pool(_ovlFeed).token0() == _base; + ovlFeed = _ovlFeed; + baseAmount = _baseAmount; + macroWindow = _macroWindow; + microWindow = _microWindow; + + address _token0 = IUniswapV3Pool(_ovlFeed).token0(); + address _token1 = IUniswapV3Pool(_ovlFeed).token1(); + + base = _token0 != _quote ? _token0 : _token1; + quote = _token0 == _quote ? _token0 : _token1; + + int24 _tick = OracleLibraryV2.consult( + _ovlFeed, + uint32(_macroWindow), + uint32(0) + ); + + _pricePoints.push(PricePoint( + _tick, + _tick, + 0 + )); + + uint _price = OracleLibraryV2.getQuoteAtTick( + _tick, + uint128(_baseAmount), + _token0 != _quote ? _token0 : _token1, + _token0 == _quote ? _token0 : _token1 + ); + + emit NewPricePoint(_price, _price, 0); + + } + + + /// @notice Reads the current price and depth information + /// @dev Reads price and depth of market feed + /// @return price_ Price point + function fetchPricePoint () public view override returns ( + PricePoint memory price_ + ) { + + int56[] memory _ticks; + uint160[] memory _liqs; + + uint _ovlPrice; + uint _baseLiquidity; + + int24 _microTick; + int24 _macroTick; + + { + + uint32[] memory _secondsAgo = new uint32[](3); + _secondsAgo[1] = uint32(microWindow); + _secondsAgo[2] = uint32(macroWindow); + + ( _ticks, _liqs ) = IUniswapV3Pool(ovlFeed).observe(_secondsAgo); + + _macroTick = int24(( _ticks[0] - _ticks[2]) / int56(int32(int(macroWindow)))); + + _microTick = int24((_ticks[0] - _ticks[1]) / int56(int32(int(microWindow)))); + + uint _sqrtPrice = TickMath.getSqrtRatioAtTick(_microTick); + + uint _liquidity = (uint160(microWindow) << 128) / ( _liqs[0] - _liqs[1] ); + + _baseLiquidity = baseIs0 + ? ( uint256(_liquidity) << 96 ) / _sqrtPrice + : FullMath.mulDiv(uint256(_liquidity), _sqrtPrice, X96); + + _ovlPrice = OracleLibraryV2.getQuoteAtTick( + int24((_ticks[0] - _ticks[1]) / int56(int32(int(macroWindow)))), + baseAmount, + quote, + base + ); + + } + + + price_ = PricePoint( + _microTick, + _macroTick, + computeDepth(_baseLiquidity, _ovlPrice) + ); + + } + + + /// @notice Arithmetic to get depth + /// @dev Derived from cnstant product formula X*Y=K and tailored + /// to Uniswap V3 selective liquidity provision. + /// @param _marketLiquidity Amount of liquidity in market in ETH terms. + /// @param _ovlPrice Price of OVL against ETH. + /// @return depth_ Depth criteria for market in OVL terms. + function computeDepth ( + uint _marketLiquidity, + uint _ovlPrice + ) public override view returns ( + uint depth_ + ) { + + depth_ = ((_marketLiquidity * 1e18) / _ovlPrice) + .mulUp(lmbda) + .divDown(2e18); + + } + + function _tickToPrice ( + int24 _tick + ) public override view returns ( + uint quote_ + ) { + + uint160 sqrtRatioX96 = TickMath.getSqrtRatioAtTick(_tick); + + // better precision if no overflow when squared + if (sqrtRatioX96 <= type(uint128).max) { + + uint256 ratioX192 = uint256(sqrtRatioX96) * sqrtRatioX96; + + quote_ = base < quote + ? FullMath.mulDiv(ratioX192, baseAmount, 1 << 192) + : FullMath.mulDiv(1 << 192, baseAmount, ratioX192); + + } else { + + uint256 ratioX128 = FullMath.mulDiv(sqrtRatioX96, sqrtRatioX96, 1 << 64); + + quote_ = base < quote + ? FullMath.mulDiv(ratioX128, baseAmount, 1 << 128) + : FullMath.mulDiv(1 << 128, baseAmount, ratioX128); + + } + + } + +} diff --git a/contracts/OverlayV1UniswapV3InverseMultiplexMarket.sol b/contracts/OverlayV1UniswapV3InverseMultiplexMarket.sol new file mode 100644 index 00000000..348f4fee --- /dev/null +++ b/contracts/OverlayV1UniswapV3InverseMultiplexMarket.sol @@ -0,0 +1,245 @@ +// // SPDX-License-Identifier: MIT +// pragma solidity ^0.8.7; + +// import "./libraries/FixedPoint.sol"; +// import "./libraries/UniswapV3OracleLibrary/UniswapV3OracleLibraryV2.sol"; +// import "./interfaces/IUniswapV3Pool.sol"; +// import "./market/OverlayV1Market.sol"; +// import "./libraries/UniswapV3OracleLibrary/TickMath.sol"; + +// contract OverlayV1UniswapV3InverseMultiplexMarket is OverlayV1Market { + +// using FixedPoint for uint256; + +// uint256 internal X96 = 0x1000000000000000000000000; + +// uint256 public immutable macroWindow; // window size for main TWAP +// uint256 public immutable microWindow; // window size for bid/ask TWAP + +// address public immutable ovlFeed; +// address public immutable ovlBase; +// address public immutable ovlQuote; +// uint128 internal immutable ovlBaseAmount; +// bool internal immutable ovlBaseIs0; + +// address public immutable marketFeed; +// address public immutable marketBase; +// address public immutable marketQuote; +// uint128 internal immutable marketBaseAmount; + +// constructor( +// address _mothership, +// address _ovlFeed, // OVL/ETH +// address _ovlQuote , // ETH +// address _marketFeed, // ETH/USD +// address _marketQuote, // USD +// uint128 _baseAmount, +// uint256 _macroWindow, +// uint256 _microWindow, +// uint256 _priceFrameCap +// ) OverlayV1Market ( +// _mothership +// ) OverlayV1Comptroller ( +// _microWindow +// ) OverlayV1OI ( +// _microWindow +// ) OverlayV1PricePoint ( +// _priceFrameCap +// ) { + +// macroWindow = _macroWindow; +// microWindow = _microWindow; + +// // immutables +// ovlFeed = _ovlFeed; +// ovlBaseIs0 = IUniswapV3Pool(_ovlFeed).token0() != _ovlQuote; +// ovlBaseAmount = _ovlBaseAmount; + +// address _token0 = IUniswapV3Pool(_ovlFeed).token0(); +// address _token1 = IUniswapV3Pool(_ovlFeed).token1(); + +// ovlBase = _token0 != _ovlQuote ? _token0 : _token1; +// ovlQuote = _token0 == _ovlQuote ? _token0 : _token1; + +// ovlFeed = _ovlFeed; +// marketBaseIs0 = IUniswapV3Pool(_marketFeed).token0() != _marketQuote; +// marketBaseAmount = _marketBaseAmount; + +// marketFeed = _marketFeed; + +// address _token0 = IUniswapV3Pool(_marketFeed).token0(); +// address _token1 = IUniswapV3Pool(_marketFeed).token1(); + +// marketBase = _token0 != _marketQuote ? _token0 : _token1; +// marketQuote = _token1 == _marketQuote ? _token0 : _token1; + +// int24 _tick = OracleLibraryV2.consult( +// // _marketFeed, +// // uint32(_macroWindow), +// // uint32(0) +// // ); + +// // _pricePoints.push(PricePoint( +// // _tick, +// // _tick, +// // 0 +// // )); + +// // uint _price = OracleLibraryV2.getQuoteAtTick( +// // _tick, +// // uint128(_ovlBaseAmount), +// // _token0 != _quote ? _token0 : _token1, +// // _token0 == _quote ? _token0 : _token1 +// // ); + +// // emit NewPricePoint(_price, _price, 0); + +// } + + +// /// @notice Reads the current price and depth information +// /// @dev Reads price and depth of market feed +// /// @return price_ Price point +// function fetchPricePoint () public view override returns ( +// PricePoint memory price_ +// ) { + +// int56[] memory _ticks; +// uint160[] memory _liqs; + +// uint _ovlPrice; +// uint _marketLiquidity; + +// int24 _microTick; +// int24 _macroTick; + +// { + +// uint32[] memory _secondsAgo = new uint32[](3); +// _secondsAgo[2] = uint32(macroWindow); +// _secondsAgo[1] = uint32(microWindow); + +// ( _ticks, _liqs ) = IUniswapV3Pool(marketFeed).observe(_secondsAgo); + +// _macroTick = int24(( _ticks[0] - _ticks[2]) / int56(int32(int(macroWindow)))); + +// _microTick = int24((_ticks[0] - _ticks[1]) / int56(int32(int(microWindow)))); + +// uint _sqrtPrice = TickMath.getSqrtRatioAtTick(_microTick); + +// uint _liquidity = (uint160(microWindow) << 128) / ( _liqs[0] - _liqs[1] ); + +// _marketLiquidity = marketBaseIs0 +// ? ( uint256(_liquidity) << 96 ) / _sqrtPrice +// : FullMath.mulDiv(uint256(_liquidity), _sqrtPrice, X96); + +// } + + +// { + +// uint32[] memory _secondsAgo = new uint32[](2); + +// _secondsAgo[1] = uint32(macroWindow); + +// ( _ticks, ) = IUniswapV3Pool(ovlFeed).observe(_secondsAgo); + +// _ovlPrice = OracleLibraryV2.getQuoteAtTick( +// int24((_ticks[0] - _ticks[1]) / int56(int32(int(macroWindow)))), +// 1e18, +// ovl, +// eth +// ); + +// } + +// price_ = PricePoint( +// _microTick, +// _macroTick, +// computeDepth(_marketLiquidity, _ovlPrice) +// ); + +// } + +// // ( int56[] memory _ticks, ) = IUniswapV3Pool(feed0).observe(_secondsAgo); + +// // _macroPrice = OracleLibraryV2.getQuoteAtTick( +// // int24((_ticks[2] - _ticks[0]) / int56(int32(macroWindow))), +// // in0, +// // base0, +// // quote0 +// // ); + +// // _microPrice = OracleLibraryV2.getQuoteAtTick( +// // int24((_ticks[2] - _ticks[1]) / int56(int32(microWindow))), +// // in0, +// // base0, +// // quote0 +// // ); + +// // ( _ticks, ) = IUniswapV3Pool(feed1).observe(_secondsAgo); + +// // _macroPrice = _macroPrice.mulUp(OracleLibraryV2.getQuoteAtTick( +// // int24((_ticks[2] - _ticks[0]) / int56(int32(macroWindow))), +// // in1, +// // base1, +// // quote1 +// // )); + +// // _macroPrice = _macroPrice.mulUp(OracleLibraryV2.getQuoteAtTick( +// // int24((_ticks[2] - _ticks[1]) / int56(int32(microWindow))), +// // in1, +// // base1, +// // quote1 +// // )); + + +// /// @notice Arithmetic to get depth +// /// @dev Derived from cnstant product formula X*Y=K and tailored +// /// to Uniswap V3 selective liquidity provision. +// /// @param _marketLiquidity Amount of liquidity in market in ETH terms. +// /// @param _ovlPrice Price of OVL against ETH. +// /// @return depth_ Depth criteria for market in OVL terms. +// function computeDepth ( +// uint _marketLiquidity, +// uint _ovlPrice +// ) public override view returns ( +// uint depth_ +// ) { + +// depth_ = ((_marketLiquidity * 1e18) / _ovlPrice) +// .mulUp(lmbda) +// .divDown(2e18); + +// } + +// function _tickToPrice ( +// int24 _tick +// ) public override view returns ( +// uint quote_ +// ) { + +// // uint160 sqrtRatioX96 = TickMath.getSqrtRatioAtTick(_tick); + +// // // better precision if no overflow when squared +// // if (sqrtRatioX96 <= type(uint128).max) { + +// // uint256 ratioX192 = uint256(sqrtRatioX96) * sqrtRatioX96; + +// // quote_ = base < quote +// // ? FullMath.mulDiv(ratioX192, baseAmount, 1 << 192) +// // : FullMath.mulDiv(1 << 192, baseAmount, ratioX192); + +// // } else { + +// // uint256 ratioX128 = FullMath.mulDiv(sqrtRatioX96, sqrtRatioX96, 1 << 64); + +// // quote_ = base < quote +// // ? FullMath.mulDiv(ratioX128, baseAmount, 1 << 128) +// // : FullMath.mulDiv(1 << 128, baseAmount, ratioX128); + +// // } + +// } + +// } diff --git a/contracts/OverlayV1UniswapV3MultiplexMarket.sol b/contracts/OverlayV1UniswapV3MultiplexMarket.sol deleted file mode 100644 index 6cc9b152..00000000 --- a/contracts/OverlayV1UniswapV3MultiplexMarket.sol +++ /dev/null @@ -1,324 +0,0 @@ -// // SPDX-License-Identifier: MIT -// pragma solidity ^0.8.7; - -// import "./libraries/FixedPoint.sol"; -// import "./libraries/UniswapV3OracleLibrary/UniswapV3OracleLibraryV2.sol"; -// import "./interfaces/IUniswapV3Pool.sol"; -// import "./market/OverlayV1Market.sol"; - -// contract OverlayV1UniswapV3MultiplexMarket is OverlayV1Market { - -// using FixedPoint for uint256; - -// uint32 public immutable macroWindow; // window size for main TWAP -// uint32 public immutable microWindow; // window size for bid/ask TWAP - -// address public immutable feed0; -// address public immutable base0; -// address public immutable quote0; -// uint128 public immutable in0; - -// address public immutable feed1; -// address public immutable base1; -// address public immutable quote1; -// uint128 public immutable in1; - -// uint256 public toUpdate; -// uint256 public updated; -// uint256 public compounded; - -// constructor( -// address _mothership, -// address _uniV3Feed0, -// address _quote0, -// uint128 _amountIn0, -// address _uniV3Feed1, -// address _quote1, -// uint128 _amountIn1, -// uint32 _macroWindow, -// uint32 _microWindow -// ) OverlayV1Market( -// _mothership -// ) { - -// // immutables -// macroWindow = _macroWindow; -// microWindow = _microWindow; - -// feed0 = _uniV3Feed0; -// feed1 = _uniV3Feed0; - -// address _f0Token0 = IUniswapV3Pool(_uniV3Feed0).token0(); -// address _f0Token1 = IUniswapV3Pool(_uniV3Feed0).token1(); -// address _f1Token0 = IUniswapV3Pool(_uniV3Feed1).token0(); -// address _f1Token1 = IUniswapV3Pool(_uniV3Feed1).token1(); - -// base0 = _f0Token0 != _quote0 ? _f0Token0 : _f0Token1; -// base1 = _f1Token0 != _quote0 ? _f1Token0 : _f1Token1; -// quote0 = _f0Token0 == _quote0 ? _f0Token0 : _f0Token1; -// quote1 = _f1Token0 == _quote0 ? _f1Token0 : _f1Token1; - -// in0 = _amountIn0; -// in1 = _amountIn0; - -// uint _price = OracleLibraryV2.getQuoteAtTick( -// OracleLibraryV2.consult(_uniV3Feed0, uint32(_macroWindow), uint32(0)), -// uint128(_amountIn0), -// _f0Token0 != _quote0 ? _f0Token0 : _f0Token1, -// _f0Token0 == _quote0 ? _f0Token0 : _f0Token1 -// ); - -// _price = _price.mulUp(OracleLibraryV2.getQuoteAtTick( -// OracleLibraryV2.consult(_uniV3Feed1, uint32(_macroWindow), uint32(0)), -// uint128(_amountIn1), -// _f1Token0 != _quote1 ? _f1Token0 : _f1Token1, -// _f1Token0 == _quote1 ? _f1Token0 : _f1Token1 -// )); - -// setpricePointNext(PricePoint(_price, _price, _price)); - -// toUpdate = type(uint256).max; -// updated = block.timestamp; -// compounded = block.timestamp; - -// } - -// function price ( -// uint32 _at -// ) public view returns ( -// PricePoint memory -// ) { - -// uint32[] memory _secondsAgo = new uint32[](3); -// _secondsAgo[0] = _at + macroWindow; -// _secondsAgo[1] = _at + microWindow; -// _secondsAgo[2] = _at; - -// uint _microPrice; -// uint _macroPrice; - -// ( int56[] memory _ticks, ) = IUniswapV3Pool(feed0).observe(_secondsAgo); - -// _macroPrice = OracleLibraryV2.getQuoteAtTick( -// int24((_ticks[2] - _ticks[0]) / int56(int32(macroWindow))), -// in0, -// base0, -// quote0 -// ); - -// _microPrice = OracleLibraryV2.getQuoteAtTick( -// int24((_ticks[2] - _ticks[1]) / int56(int32(microWindow))), -// in0, -// base0, -// quote0 -// ); - -// ( _ticks, ) = IUniswapV3Pool(feed1).observe(_secondsAgo); - -// _macroPrice = _macroPrice.mulUp(OracleLibraryV2.getQuoteAtTick( -// int24((_ticks[2] - _ticks[0]) / int56(int32(macroWindow))), -// in1, -// base1, -// quote1 -// )); - -// _macroPrice = _macroPrice.mulUp(OracleLibraryV2.getQuoteAtTick( -// int24((_ticks[2] - _ticks[1]) / int56(int32(microWindow))), -// in1, -// base1, -// quote1 -// )); - -// return insertSpread(_microPrice, _macroPrice); - -// } -// function depth () internal view override returns (uint256 depth_) {} - -// function epochs ( -// uint _time, -// uint _from, -// uint _between -// ) public view returns ( -// uint updatesThen_, -// uint updatesNow_, -// uint tUpdate_, -// uint t1Update_, -// uint compoundings_, -// uint tCompounding_, -// uint t1Compounding_ -// ) { - -// uint _updatePeriod = updatePeriod; -// uint _compoundPeriod = compoundingPeriod; -// uint _compounded = compounded; - -// if (_between < _time) { - -// updatesThen_ = ( _between - _from ) / _updatePeriod; - -// updatesNow_ = ( _time - _between ) / _updatePeriod; - -// } else { - -// updatesNow_ = ( _time - _from ) / _updatePeriod; - -// } - -// tUpdate_ = _from + ( ( updatesThen_ + updatesNow_ ) * _updatePeriod ); - -// t1Update_ = tUpdate_ + _updatePeriod; - -// compoundings_ = ( _time - compounded ) / _compoundPeriod; - -// tCompounding_ = _compounded + ( compoundings_ * _compoundPeriod ); - -// t1Compounding_ = tCompounding_ + _compoundPeriod; - -// } - -// function staticUpdate () internal override returns (bool updated_) { - -// uint _toUpdate = toUpdate; -// uint _updated = updated; - -// ( uint _updatesThen,,,, -// uint _compoundings, -// uint _tCompounding, ) = epochs(block.timestamp, _updated, _toUpdate); - -// // only update if there is a position to update -// if (0 < _updatesThen) { - -// uint32 _then = uint32(block.timestamp - _toUpdate); -// PricePoint memory _price = price(_then); -// setpricePointNext(_price); -// updated = _toUpdate; -// toUpdate = type(uint256).max; -// updated_ = true; - -// } - -// if (0 < _compoundings) { -// updateFunding(_compoundings); -// compounded = _tCompounding; -// } - -// } - -// function entryUpdate () internal override returns ( -// uint256 t1Compounding_ -// ) { - -// uint _toUpdate = toUpdate; - -// ( uint _updatesThen,,, -// uint _tp1Update, -// uint _compoundings, -// uint _tCompounding, -// uint _t1Compounding ) = epochs(block.timestamp, updated, _toUpdate); - -// if (0 < _updatesThen) { -// uint32 _then = uint32(block.timestamp - _toUpdate); -// PricePoint memory _price = price(_then); -// setpricePointNext(_price); -// updated = _toUpdate; -// } - -// if (0 < _compoundings) { -// updateFunding(_compoundings); -// compounded = _tCompounding; -// } - -// if (_toUpdate != _tp1Update) toUpdate = _tp1Update; - -// t1Compounding_ = _t1Compounding; - -// } - -// function exitUpdate () internal override returns (uint tCompounding_) { - -// uint _toUpdate = toUpdate; - -// ( uint _updatesThen, -// uint _updatesNow, -// uint _tUpdate,, -// uint _compoundings, -// uint _tCompounding, ) = epochs(block.timestamp, updated, _toUpdate); - - -// if (0 < _updatesThen) { - -// uint32 _then = uint32(block.timestamp - _toUpdate); -// PricePoint memory _price = price(_then); -// setpricePointNext(_price); - -// } - -// if (0 < _updatesNow) { - -// uint32 _then = uint32(block.timestamp - _tUpdate); -// PricePoint memory _price = price(_then); -// setpricePointNext(_price); - -// updated = _tUpdate; -// toUpdate = type(uint256).max; - -// } - -// if (0 < _compoundings) { - -// updateFunding(1); -// updateFunding(_compoundings - 1); - -// } - -// tCompounding_ = _tCompounding; - -// } - -// function oi () public view returns ( -// uint oiLong_, -// uint oiShort_ -// ) { - -// ( ,,,,uint _compoundings,, ) = epochs(block.timestamp, updated, toUpdate); - -// oiLong_ = __oiLong__; -// oiShort_ = __oiShort__; -// uint _k = k; -// uint _queuedOiLong = queuedOiLong; -// uint _queuedOiShort = queuedOiShort; - -// if (0 < _compoundings) { - -// ( oiLong_, oiShort_, ) = computeFunding( -// oiLong_, -// oiShort_, -// 1, -// _k -// ); - -// ( oiLong_, oiShort_, ) = computeFunding( -// oiLong_ += _queuedOiLong, -// oiShort_ += _queuedOiShort, -// _compoundings - 1, -// _k -// ); - -// } else { - -// oiLong_ += _queuedOiLong; -// oiShort_ += _queuedOiShort; - -// } - -// } - -// function oiLong () external view returns (uint oiLong_) { -// ( oiLong_, ) = oi(); -// } - -// function oiShort () external view returns (uint oiShort_) { -// ( ,oiShort_ ) = oi(); -// } - -// } diff --git a/contracts/shims/UniTest.sol b/contracts/shims/UniTest.sol index e788f18c..a1a69a7a 100644 --- a/contracts/shims/UniTest.sol +++ b/contracts/shims/UniTest.sol @@ -9,42 +9,108 @@ import "../libraries/UniswapV3OracleLibrary/UniswapV3OracleLibraryV2.sol"; contract UniTest { + event log(string k, uint v); + event log(string k, int v); + uint256 internal X96 = 0x1000000000000000000000000; address base0; address quote0; - bool eth0is0; + bool base0is0; + uint128 baseAmount0; IUniswapV3Pool feed0; address base1; address quote1; - bool eth1is0; + uint128 baseAmount1; + bool base1is0; IUniswapV3Pool feed1; uint constant microWindow = 600; uint constant macroWindow = 3600; constructor ( + uint128 _baseAmount0, address _base0, address _quote0, address _feed0, + uint128 _baseAmount1, address _base1, address _quote1, address _feed1 ) { + baseAmount0 = _baseAmount0; base0 = _base0; quote0 = _quote0; - eth0is0 = IUniswapV3Pool(_feed0).token0() == _base0; + base0is0 = IUniswapV3Pool(_feed0).token0() == _base0; feed0 = IUniswapV3Pool(_feed0); + baseAmount1 = _baseAmount1; base1 = _base1; quote1 = _quote1; - eth1is0 = IUniswapV3Pool(_feed0).token0() == _base0; + base1is0 = IUniswapV3Pool(_feed0).token0() == _base1; feed1 = IUniswapV3Pool(_feed1); } + function sanity () public view returns (string memory) { + + return "sanity"; + + } + + function testMultiplex () public { + + int56[] memory _ticks; + + uint _usdEthPrice; + int24 _usdEthTick; + uint _ethBtcPrice; + int24 _ethBtcTick; + + uint32[] memory _secondsAgo = new uint32[](2); + _secondsAgo[1] = 1; + + ( _ticks, ) = IUniswapV3Pool(feed0).observe(_secondsAgo); + + _usdEthTick = int24(_ticks[0] - _ticks[1]); + _usdEthPrice = OracleLibraryV2.getQuoteAtTick( + _usdEthTick, + baseAmount0, + base0, + quote0 + ); + + ( _ticks, ) = IUniswapV3Pool(feed1).observe(_secondsAgo); + + _ethBtcTick = int24(_ticks[0] - _ticks[1]); + _ethBtcPrice = OracleLibraryV2.getQuoteAtTick( + _ethBtcTick, + baseAmount1, + base1, + quote1 + ); + + emit log("usd/eth tick", _usdEthTick); + emit log("eth/btc tick", _ethBtcTick); + + emit log("usd/eth price", _usdEthPrice); + emit log("eth/btc price", _ethBtcPrice); + + int24 _multiplexTick = _usdEthTick - _ethBtcTick; + + uint _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexTick, + 1e8, + quote0, + base1 + ); + + emit log("multiplex tick", _multiplexTick); + + } + function testPriceGrab () public { int56[] memory _ticks; @@ -62,12 +128,23 @@ contract UniTest { ( _ticks, _liqs ) = IUniswapV3Pool(feed0).observe(_secondsAgo); - _macroTick = int24(( _ticks[0] - _ticks[2]) / int56(int32(int(macroWindow)))); + _macroTick = int24((_ticks[0] - _ticks[2]) / int56(int32(int(macroWindow)))); _microTick = int24((_ticks[0] - _ticks[1]) / int56(int32(int(microWindow)))); - uint _macro = OracleLibraryV2.getQuoteAtTick(_microTick, 1e18, base0, quote0); - uint _micro = OracleLibraryV2.getQuoteAtTick(_macroTick, 1e18, base0, quote0); + uint _macro = OracleLibraryV2.getQuoteAtTick( + _microTick, + baseAmount0, + base0, + quote0 + ); + + uint _micro = OracleLibraryV2.getQuoteAtTick( + _macroTick, + baseAmount0, + base0, + quote0 + ); } @@ -103,7 +180,7 @@ contract UniTest { uint _liquidity = (uint160(microWindow) << 128) / ( _liqs[0] - _liqs[1] ); - _marketLiquidity = eth0is0 + _marketLiquidity = base0is0 ? ( uint256(_liquidity) << 96 ) / _sqrtPrice : FullMath.mulDiv(uint256(_liquidity), _sqrtPrice, X96); @@ -120,7 +197,7 @@ contract UniTest { _ovlPrice = OracleLibraryV2.getQuoteAtTick( int24((_ticks[0] - _ticks[1]) / int56(int32(int(macroWindow)))), - 1e18, + baseAmount1, base1, quote1 ); @@ -171,7 +248,7 @@ contract UniTest { uint _price = OracleLibraryV2.getQuoteAtTick( int24((_ticks[1] - _ticks[0]) / int56(int32(_ago))), - 1e18, + baseAmount1, base1, quote1 ); diff --git a/network-config.yaml b/network-config.yaml new file mode 100644 index 00000000..c68e13e5 --- /dev/null +++ b/network-config.yaml @@ -0,0 +1,132 @@ +development: +- cmd: ganache-cli + cmd_settings: + accounts: 10 + evm_version: istanbul + gas_limit: 12000000 + mnemonic: brownie + port: 8545 + host: http://127.0.0.1 + id: development + name: Ganache-CLI +- cmd: ethnode + cmd_settings: + port: 8545 + host: http://127.0.0.1 + id: geth-dev + name: Geth Dev +- cmd: ganache-cli + cmd_settings: + accounts: 10 + evm_version: istanbul + fork: mainnet + gas_limit: 12000000 + mnemonic: brownie + port: 8545 + host: http://127.0.0.1 + id: mainnet-fork + name: Ganache-CLI (Mainnet Fork) + timeout: 120 +- cmd: ganache-cli + cmd_settings: + accounts: 10 + evm_version: istanbul + fork: bsc-main + gas_limit: 12000000 + mnemonic: brownie + port: 8545 + host: http://127.0.0.1 + id: bsc-main-fork + name: Ganache-CLI (BSC-Mainnet Fork) + timeout: 120 +- cmd: ganache-cli + cmd_settings: + accounts: 10 + evm_version: istanbul + fork: ftm-main + gas_limit: 12000000 + mnemonic: brownie + port: 8545 + host: http://127.0.0.1 + id: ftm-main-fork + name: Ganache-CLI (FTM-Mainnet Fork) + timeout: 120 +live: +- name: Ethereum + networks: + - chainid: 1 + explorer: https://api.etherscan.io/api + host: https://mainnet.infura.io/v3/$WEB3_INFURA_PROJECT_ID + id: mainnet + name: Mainnet (Infura) + - chainid: 3 + explorer: https://api-ropsten.etherscan.io/api + host: https://ropsten.infura.io/v3/$WEB3_INFURA_PROJECT_ID + id: ropsten + name: Ropsten (Infura) + - chainid: 4 + explorer: https://api-rinkeby.etherscan.io/api + host: https://rinkeby.infura.io/v3/$WEB3_INFURA_PROJECT_ID + id: rinkeby + name: Rinkeby (Infura) + - chainid: 5 + explorer: https://api-goerli.etherscan.io/api + host: https://goerli.infura.io/v3/$WEB3_INFURA_PROJECT_ID + id: goerli + name: Goerli (Infura) + - chainid: 42 + explorer: https://api-kovan.etherscan.io/api + host: https://kovan.infura.io/v3/$WEB3_INFURA_PROJECT_ID + id: kovan + name: Kovan (Infura) + - chainid: 1 + explorer: https://api.etherscan.io/api/ + host: https://eth-mainnet.alchemyapi.io/v2/pMbzOQEB8xmNhfpsOdTXj3td_pPnJmPh + id: alchemy + name: alchemy + - chainid: 1 + explorer: https://api.etherscan.io/api + host: https://api.archivenode.io/ycke40ehjyiuxn9ycke40e8zevysuond/erigon + id: archivenode + name: archivenode + - chainid: 1 + explorer: https://api.etherscan.io/api + host: https://api.archivenode.io/ycke40ehjyiuxn9ycke40e8zevysuond/nethermind + id: archivenodenethermind + name: archivenodenethermind +- name: Ethereum Classic + networks: + - chainid: 61 + explorer: https://blockscout.com/etc/mainnet/api + host: https://www.ethercluster.com/etc + id: etc + name: Mainnet + - chainid: 6 + explorer: https://blockscout.com/etc/kotti/api + host: https://www.ethercluster.com/kotti + id: kotti + name: Kotti +- name: Binance Smart Chain + networks: + - chainid: 97 + explorer: https://api-testnet.bscscan.com/api + host: https://data-seed-prebsc-1-s1.binance.org:8545 + id: bsc-test + name: Testnet + - chainid: 56 + explorer: https://api.bscscan.com/api + host: https://bsc-dataseed.binance.org + id: bsc-main + name: Mainnet +- name: Fantom Opera + networks: + - chainid: 4002 + explorer: https://explorer.testnet.fantom.network + host: https://rpc.testnet.fantom.network + id: ftm-test + name: Testnet + - chainid: 250 + explorer: https://api.ftmscan.com/api + host: https://rpcapi.fantom.network + id: ftm-main + name: Mainnet diff --git a/scripts/log_check.py b/scripts/log_check.py new file mode 100644 index 00000000..3e7be64b --- /dev/null +++ b/scripts/log_check.py @@ -0,0 +1,33 @@ + +from brownie import ( + accounts, + network, + UniTest +) + + +def print_logs(tx): + for i in range(len(tx.events['log'])): + print(tx.events['log'][i]['k'] + ": " + str(tx.events['log'][i]['v'])) + + +def main(): + + multiplex_tester = accounts[6].deploy( + UniTest, + 1e18, # weth base amount + "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth base + "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", # usdc quote + "0x8ad599c3a0ff1de082011efddc58f1908eb6e6d8", # usdc/weth uni + 1e8, # wbtc base amount + "0x2260fac5e5542a773aa44fbcfedf7c193bc2c599", # wbtc base + "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote + "0xcbcdf9626bc03e24f779434178a73a0b4bad62ed", # weth/wbtc uni + ) + + print("deployed") + + tx = multiplex_tester.testMultiplex() + + print_logs(tx) + From 98280e6c1507270bcf4238b4a5c9fedc74550fae Mon Sep 17 00:00:00 2001 From: realisation Date: Thu, 2 Dec 2021 20:33:44 -0500 Subject: [PATCH 23/30] research. --- contracts/shims/UniTest.sol | 93 +++++++++++++++++++++++++++++++++++-- scripts/log_check.py | 6 +++ 2 files changed, 96 insertions(+), 3 deletions(-) diff --git a/contracts/shims/UniTest.sol b/contracts/shims/UniTest.sol index a1a69a7a..b7e1a1d0 100644 --- a/contracts/shims/UniTest.sol +++ b/contracts/shims/UniTest.sol @@ -6,6 +6,7 @@ import "../interfaces/IUniswapV3Pool.sol"; import "../libraries/UniswapV3OracleLibrary/TickMath.sol"; import "../libraries/UniswapV3OracleLibrary/FullMath.sol"; import "../libraries/UniswapV3OracleLibrary/UniswapV3OracleLibraryV2.sol"; +import "../libraries/FixedPoint.sol"; contract UniTest { @@ -26,6 +27,8 @@ contract UniTest { bool base1is0; IUniswapV3Pool feed1; + uint128 multiplexBaseAmount; + uint constant microWindow = 600; uint constant macroWindow = 3600; @@ -37,7 +40,8 @@ contract UniTest { uint128 _baseAmount1, address _base1, address _quote1, - address _feed1 + address _feed1, + uint128 _multiplexBaseAmount ) { baseAmount0 = _baseAmount0; @@ -52,6 +56,8 @@ contract UniTest { base1is0 = IUniswapV3Pool(_feed0).token0() == _base1; feed1 = IUniswapV3Pool(_feed1); + multiplexBaseAmount = _multiplexBaseAmount; + } function sanity () public view returns (string memory) { @@ -98,15 +104,96 @@ contract UniTest { emit log("usd/eth price", _usdEthPrice); emit log("eth/btc price", _ethBtcPrice); - int24 _multiplexTick = _usdEthTick - _ethBtcTick; + int24 _multiplexTick = _usdEthTick + _ethBtcTick; uint _multiplexPrice = OracleLibraryV2.getQuoteAtTick( _multiplexTick, - 1e8, + multiplexBaseAmount, + base1, + quote1 + ); + + emit log("adding multiplex price base=base1 ", _multiplexPrice); + + _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexTick, + multiplexBaseAmount, + quote1, + base1 + ); + + emit log("adding multiplex price base=quote1", _multiplexPrice); + + _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexTick, + multiplexBaseAmount, + base0, + quote1 + ); + + emit log("adding multiplex price base=base0 ", _multiplexPrice); + + _multiplexTick = _ethBtcTick - _usdEthTick; + + _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexTick, + multiplexBaseAmount, + base1, + quote1 + ); + + emit log("subtracting usdeth from ethbtc multiplex price base=base1 ", _multiplexPrice); + + _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexTick, + multiplexBaseAmount, + quote1, + base1 + ); + + emit log("subtracting usdeth from ethbtc multiplex price base=quote1", _multiplexPrice); + + _multiplexTick = _usdEthTick - _ethBtcTick; + + _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexTick, + multiplexBaseAmount, + base1, + quote1 + ); + + emit log("subtracting ethbtc from usdeth multiplex price base=base1 ", _multiplexPrice); + + _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexTick, + multiplexBaseAmount, + quote1, + base1 + ); + + emit log("subtracting ethbtc from usdeth multiplex price base=quote1", _multiplexPrice); + + _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexTick, + multiplexBaseAmount, quote0, base1 ); + emit log("subtracting ethbtc from usdeth multiplex price base=quote0", _multiplexPrice); + + _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexTick, + multiplexBaseAmount, + base0, + quote1 + ); + + emit log("subtracting ethbtc from usdeth multiplex price base=base0", _multiplexPrice); + + emit log("quote1>base1", quote1 > base1 ? 1 : 0); + emit log("quote0>base0", quote0 > base0 ? 1 : 0); + emit log("multiplex tick", _multiplexTick); } diff --git a/scripts/log_check.py b/scripts/log_check.py index 3e7be64b..dfc1a1f1 100644 --- a/scripts/log_check.py +++ b/scripts/log_check.py @@ -23,6 +23,12 @@ def main(): "0x2260fac5e5542a773aa44fbcfedf7c193bc2c599", # wbtc base "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote "0xcbcdf9626bc03e24f779434178a73a0b4bad62ed", # weth/wbtc uni + 1e8 # multiplex base amount + # 1e18, # ens base amount + # "0xc18360217d8f7ab5e7c516566761ea12ce7f9d72", # ens base + # "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote + # "0x92560c178ce069cc014138ed3c2f5221ba71f58a", # weth/ens uni + # 1e6 # multiplex quote amount ) print("deployed") From ee7bf614904d4143edddfbe1be5429ffc74386aa Mon Sep 17 00:00:00 2001 From: realisation Date: Fri, 3 Dec 2021 11:00:42 -0500 Subject: [PATCH 24/30] progress. --- contracts/shims/UniTest.sol | 97 +++++++++++++++++-------------------- scripts/log_check.py | 34 +++++++++---- 2 files changed, 68 insertions(+), 63 deletions(-) diff --git a/contracts/shims/UniTest.sol b/contracts/shims/UniTest.sol index b7e1a1d0..7de01174 100644 --- a/contracts/shims/UniTest.sol +++ b/contracts/shims/UniTest.sol @@ -104,95 +104,64 @@ contract UniTest { emit log("usd/eth price", _usdEthPrice); emit log("eth/btc price", _ethBtcPrice); - int24 _multiplexTick = _usdEthTick + _ethBtcTick; - - uint _multiplexPrice = OracleLibraryV2.getQuoteAtTick( - _multiplexTick, - multiplexBaseAmount, - base1, - quote1 - ); + emit log("multiplexBaseAmount", multiplexBaseAmount); - emit log("adding multiplex price base=base1 ", _multiplexPrice); + int24 _multiplexTick = _usdEthTick + _ethBtcTick; - _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + uint _multiplexPrice = getQuoteAtTick( _multiplexTick, multiplexBaseAmount, - quote1, - base1 + true ); - emit log("adding multiplex price base=quote1", _multiplexPrice); + emit log("adding && reciprocal ", _multiplexPrice); - _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexPrice = getQuoteAtTick( _multiplexTick, multiplexBaseAmount, - base0, - quote1 + false ); - emit log("adding multiplex price base=base0 ", _multiplexPrice); + emit log("adding && !reciprocal ", _multiplexPrice); _multiplexTick = _ethBtcTick - _usdEthTick; - _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexPrice = getQuoteAtTick( _multiplexTick, multiplexBaseAmount, - base1, - quote1 + true ); - emit log("subtracting usdeth from ethbtc multiplex price base=base1 ", _multiplexPrice); + emit log("ethbtc - usdeth && reciprocal ", _multiplexPrice); - _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexPrice = getQuoteAtTick( _multiplexTick, multiplexBaseAmount, - quote1, - base1 + false ); - emit log("subtracting usdeth from ethbtc multiplex price base=quote1", _multiplexPrice); + emit log("ethbtc - usdeth && !reciprocal ", _multiplexPrice); _multiplexTick = _usdEthTick - _ethBtcTick; - _multiplexPrice = OracleLibraryV2.getQuoteAtTick( - _multiplexTick, - multiplexBaseAmount, - base1, - quote1 - ); - - emit log("subtracting ethbtc from usdeth multiplex price base=base1 ", _multiplexPrice); - - _multiplexPrice = OracleLibraryV2.getQuoteAtTick( - _multiplexTick, - multiplexBaseAmount, - quote1, - base1 - ); - - emit log("subtracting ethbtc from usdeth multiplex price base=quote1", _multiplexPrice); - - _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexPrice = getQuoteAtTick( _multiplexTick, multiplexBaseAmount, - quote0, - base1 + true ); - emit log("subtracting ethbtc from usdeth multiplex price base=quote0", _multiplexPrice); + emit log("usdeth - ethbtc && reciprocal ", _multiplexPrice); - _multiplexPrice = OracleLibraryV2.getQuoteAtTick( + _multiplexPrice = getQuoteAtTick( _multiplexTick, multiplexBaseAmount, - base0, - quote1 + false ); - emit log("subtracting ethbtc from usdeth multiplex price base=base0", _multiplexPrice); + emit log("usdeth - ethbtc && !reciprocal ", _multiplexPrice); - emit log("quote1>base1", quote1 > base1 ? 1 : 0); - emit log("quote0>base0", quote0 > base0 ? 1 : 0); + emit log("1 if quote0>base0", quote0 > base0 ? 1 : 0); + emit log("1 if quote1>base1", quote1 > base1 ? 1 : 0); emit log("multiplex tick", _multiplexTick); @@ -360,4 +329,26 @@ contract UniTest { } + + function getQuoteAtTick( + int24 tick, + uint128 baseAmount, + bool reciprocal + ) internal pure returns (uint256 quoteAmount) { + uint160 sqrtRatioX96 = TickMath.getSqrtRatioAtTick(tick); + + // Calculate quoteAmount with better precision if it doesn't overflow when multiplied by itself + if (sqrtRatioX96 <= type(uint128).max) { + uint256 ratioX192 = uint256(sqrtRatioX96) * sqrtRatioX96; + quoteAmount = reciprocal + ? FullMath.mulDiv(ratioX192, baseAmount, 1 << 192) + : FullMath.mulDiv(1 << 192, baseAmount, ratioX192); + } else { + uint256 ratioX128 = FullMath.mulDiv(sqrtRatioX96, sqrtRatioX96, 1 << 64); + quoteAmount = reciprocal + ? FullMath.mulDiv(ratioX128, baseAmount, 1 << 128) + : FullMath.mulDiv(1 << 128, baseAmount, ratioX128); + } + } + } \ No newline at end of file diff --git a/scripts/log_check.py b/scripts/log_check.py index dfc1a1f1..c3ece9da 100644 --- a/scripts/log_check.py +++ b/scripts/log_check.py @@ -15,20 +15,34 @@ def main(): multiplex_tester = accounts[6].deploy( UniTest, + # 1e18, # weth base amount + # "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth base + # "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", # usdc quote + # "0x8ad599c3a0ff1de082011efddc58f1908eb6e6d8", # usdc/weth uni 1e18, # weth base amount "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth base - "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", # usdc quote - "0x8ad599c3a0ff1de082011efddc58f1908eb6e6d8", # usdc/weth uni - 1e8, # wbtc base amount - "0x2260fac5e5542a773aa44fbcfedf7c193bc2c599", # wbtc base + "0xdac17f958d2ee523a2206206994597c13d831ec7", # usdt quote + "0x4e68ccd3e89f51c3074ca5072bbac773960dfa36", # usdt/weth uni + # 1e8, # wbtc base amount + # "0x2260fac5e5542a773aa44fbcfedf7c193bc2c599", # wbtc base + # "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote + # "0xcbcdf9626bc03e24f779434178a73a0b4bad62ed", # weth/wbtc uni + # 1e8 # multiplex base amount + 1e18, # ens base amount + "0xc18360217d8f7ab5e7c516566761ea12ce7f9d72", # ens base "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote - "0xcbcdf9626bc03e24f779434178a73a0b4bad62ed", # weth/wbtc uni - 1e8 # multiplex base amount - # 1e18, # ens base amount - # "0xc18360217d8f7ab5e7c516566761ea12ce7f9d72", # ens base + "0x92560c178ce069cc014138ed3c2f5221ba71f58a", # weth/ens uni + 1e18 # multiplex base amount + # 1e18, # uni base amount + # "0x1f9840a85d5af5bf1d1762f925bdaddc4201f984", # uni base + # "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote + # "0x1d42064fc4beb5f8aaf85f4617ae8b3b5b8bd801", # weth/uni uni + # 1e18 # multiplex base amount + # 1e6, # weth base amount + # "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", # usdc base # "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote - # "0x92560c178ce069cc014138ed3c2f5221ba71f58a", # weth/ens uni - # 1e6 # multiplex quote amount + # "0x8ad599c3a0ff1de082011efddc58f1908eb6e6d8", # usdc/weth uni + # 1e6 ) print("deployed") From d1e3fd103f316374cb1786f2536615cf3daa996f Mon Sep 17 00:00:00 2001 From: realisation Date: Fri, 3 Dec 2021 13:48:01 -0500 Subject: [PATCH 25/30] removed test test --- tests/markets/test_test.py | 7 ------- 1 file changed, 7 deletions(-) delete mode 100644 tests/markets/test_test.py diff --git a/tests/markets/test_test.py b/tests/markets/test_test.py deleted file mode 100644 index 34e8b0eb..00000000 --- a/tests/markets/test_test.py +++ /dev/null @@ -1,7 +0,0 @@ - - -def test_uni(gov, uni_test): - - uni_test.testPriceFetch({'from':gov}) - - uni_test.testPriceGrab({'from':gov}) \ No newline at end of file From 1008a701ffc594df4d5acc92bb20a87c97b12b9b Mon Sep 17 00:00:00 2001 From: realisation Date: Fri, 3 Dec 2021 14:17:57 -0500 Subject: [PATCH 26/30] flake8 linted scripts dir --- scripts/local_deployment/deploy.py | 15 +- scripts/log_check.py | 14 +- scripts/old_deploy.py | 157 ------------------ scripts/query_subgraph.py | 71 +++++--- scripts/reflect_feeds.py | 29 ++-- .../ropsten_deployment/deploy_rough_draft.py | 81 ++++----- scripts/ropsten_deployment/query_mock_feed.py | 7 +- 7 files changed, 121 insertions(+), 253 deletions(-) delete mode 100644 scripts/old_deploy.py diff --git a/scripts/local_deployment/deploy.py b/scripts/local_deployment/deploy.py index fe7c09f8..ce43908d 100644 --- a/scripts/local_deployment/deploy.py +++ b/scripts/local_deployment/deploy.py @@ -1,4 +1,3 @@ -from brownie import * from brownie import interface from brownie import \ UniswapV3FactoryMock, \ @@ -70,10 +69,12 @@ def deploy_uni_pool(factory, token0, token1, path): base = os.path.dirname(os.path.abspath(__file__)) - with open(os.path.normpath(os.path.join(base, path + '_raw_uni_framed.json'))) as f: + with open(os.path.normpath( + os.path.join(base, path + '_raw_uni_framed.json'))) as f: data = json.load(f) - with open(os.path.normpath(os.path.join(base, path + '_reflected.json'))) as f: + with open(os.path.normpath( + os.path.join(base, path + '_reflected.json'))) as f: beginning = json.load(f)['timestamp'][0] factory.createPool(token0, token1) @@ -220,7 +221,7 @@ def unwind_position( unwinder ): - tx_unwind = collateral_manager.unwind( + tx_unwind = collateral_manager.unwind( # noqa: F841 position_id, position_shares, {"from": unwinder} @@ -235,7 +236,7 @@ def transfer_position_shares( amount ): - tx_transfer = collateral_manager.safeTransferFrom( + tx_transfer = collateral_manager.safeTransferFrom( # noqa: F841 sender, receiver, position_id, @@ -253,7 +254,7 @@ def transfer_position_shares_batch( amounts ): - tx_transfer = collateral_manager.safeBatchTransferFrom( + tx_transfer = collateral_manager.safeBatchTransferFrom( # noqa: F841 sender, receiver, position_ids, @@ -373,7 +374,7 @@ def main(): chain.mine(timedelta=UPDATE_PERIOD) - position_6 = build_position( + position_6 = build_position( # noqa: F841 ovl_collateral, market, 5e18, diff --git a/scripts/log_check.py b/scripts/log_check.py index c3ece9da..d58954af 100644 --- a/scripts/log_check.py +++ b/scripts/log_check.py @@ -1,7 +1,6 @@ from brownie import ( accounts, - network, UniTest ) @@ -20,18 +19,18 @@ def main(): # "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", # usdc quote # "0x8ad599c3a0ff1de082011efddc58f1908eb6e6d8", # usdc/weth uni 1e18, # weth base amount - "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth base - "0xdac17f958d2ee523a2206206994597c13d831ec7", # usdt quote - "0x4e68ccd3e89f51c3074ca5072bbac773960dfa36", # usdt/weth uni + "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth base + "0xdac17f958d2ee523a2206206994597c13d831ec7", # usdt quote + "0x4e68ccd3e89f51c3074ca5072bbac773960dfa36", # usdt/weth uni # 1e8, # wbtc base amount # "0x2260fac5e5542a773aa44fbcfedf7c193bc2c599", # wbtc base # "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote # "0xcbcdf9626bc03e24f779434178a73a0b4bad62ed", # weth/wbtc uni # 1e8 # multiplex base amount 1e18, # ens base amount - "0xc18360217d8f7ab5e7c516566761ea12ce7f9d72", # ens base - "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote - "0x92560c178ce069cc014138ed3c2f5221ba71f58a", # weth/ens uni + "0xc18360217d8f7ab5e7c516566761ea12ce7f9d72", # ens base + "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote + "0x92560c178ce069cc014138ed3c2f5221ba71f58a", # weth/ens uni 1e18 # multiplex base amount # 1e18, # uni base amount # "0x1f9840a85d5af5bf1d1762f925bdaddc4201f984", # uni base @@ -50,4 +49,3 @@ def main(): tx = multiplex_tester.testMultiplex() print_logs(tx) - diff --git a/scripts/old_deploy.py b/scripts/old_deploy.py deleted file mode 100644 index 245924b7..00000000 --- a/scripts/old_deploy.py +++ /dev/null @@ -1,157 +0,0 @@ -from brownie import * -from brownie import interface -from brownie import\ - OverlayV1UniswapV3Deployer,\ - OverlayV1UniswapV3Factory,\ - OverlayV1UniswapV3Market,\ - OverlayToken,\ - UniswapV3FactoryMock,\ - UniswapV3OracleMock -import brownie -import os -import json - -testers = { - 'jonah': '0x089A180a1fDf7bEF50D1BA45b5456E14f6E44255', - 'jack': '0x8Fac841807E21807F511dAf3C04a34cd78661F4c', - 'mikey': '0x8C959E3536Ce22783bB3E83D96CA2851F442f8af', - 'wesley': '0x860067B16bF47ab580ba90ce3ae3DC03dF124BF7', - 'adam': '0xFde3b96AD8d5F8116c4e646909AFBED4a6104004' -} - -deployments = { - 'ovl': '0x754deD0a3518F087D4f1D69FFe57423C5e4794ea', - 'ovl_univ3_deployer': '0xFb7a3449547D97e7518ab68cF003A0De8c4DdEB1', - 'univ3_factory_mock': '0xfD087bF0d465A02935C609109F2d3Fb5B23C7074', - 'univ3_pool_oracle_mock': '0xddf60439641d1fdfeb4d179156abd84f4a725f11', - 'ovl_v1_uni_v3_factory': '0x9b642848aaEeeFFc1caecCD5CC29F394A876a599', - 'ovl_v1_uni_v3_pool': '0x018184e4f0d1760778f53e7675c578ee3fe2e778' -} - -def get_mock_data(): - base = os.path.dirname(os.path.abspath(__file__)) - path = 'univ3_mock_feeds_1.json' - with open(os.path.join(base, path)) as f: - feeds = json.load(f) - return feeds - -def seed_ovl(ovl_address, people): - account = accounts.load('tester') - _from = {'from':account} - ovl = interface.IOverlayToken(ovl_address); - supply = 8000000e18 - ovl.mint(account, supply, _from) - for k, v in people.items(): - ovl.transfer(v, 80000e18, _from) - -def add_observations (address: str): - - mock_data = get_mock_data() - obs = mock_data['UniswapV3: WETH / DAI .3%']['tick_cumulatives'] - chunks = [obs[i:i + 200] for i in range(0, len(obs), 200)] - - uv3_mock = interface.IUniswapV3OracleMock(address) - total_obs = uv3_mock.observationsLength() - i = int(total_obs / 200) - - account = accounts.load('tester') - - while i < len(chunks): - uv3_mock.addObservations(chunks[i], { 'from': account }) - total_obs = uv3_mock.observationsLength() - i += 1 - -def deploy_market_from_factory (factory, uv3mock): - - tester = accounts.load('tester') - - factory = Contract(factory) - - market = factory.createMarket( - uv3mock, - 150, - 5, - 100, - 1e40, - 3293944666953, - 9007199254740992, - True, - 600, - 1e18, - { 'from': tester } - ) - - -def deploy_all (): - - account = accounts.load('tester') - _from = { 'from': account } - - mock_data = get_mock_data() - obs = mock_data['UniswapV3: WETH / DAI .3%']['tick_cumulatives'] - chunks = [obs[i:i + 200] for i in range(0, len(obs), 200)] - - ovl = OverlayToken.deploy(_from) - print("deployed ovl") - deployer = OverlayV1UniswapV3Deployer.deploy(_from) - print("deployed univ3 market deployer") - - uv3_factory_mock = UniswapV3FactoryMock.deploy(_from) - print("deployed univ3 mock factory") - - uv3_factory_mock.createPool( - "0x6B175474E89094C44Da98b954EedeAC495271d0F", - "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", - 600 - ); - - print("created mock univ3 pool") - - uv3_mock_addr = uv3_factory_mock.allPools(0) - uv3_mock = interface.IUniswapV3OracleMock(uv3_mock_addr) - uv3_mock.addObservations(chunks[0],_from) - - print("seeded mock pool with observations") - - factory = OverlayV1UniswapV3Factory.deploy( - ovl.address, - deployer.address, - uv3_factory_mock.address, - 15, - 5000, - 100, - account.address, - 60, - 50, - 25, - _from - ) - - print("deployed overlay v1 uniswap factory") - ovl.grantRole(ovl.ADMIN_ROLE(), factory.address, _from) - - market = factory.createMarket( - uv3_mock.address, - 150, - 5, - 100, - 1e40, - 3293944666953, - 9007199254740992, - True, - 600, - 1e18, - _from - ) - - print("deployed overlay v1 uniswap market") - - -def main(): - # seed_ovl_to_people("0x754deD0a3518F087D4f1D69FFe57423C5e4794ea", testers) - # add_observations(deployments['univ3_pool_oracle_mock']) - - deploy_market_from_factory( - deployments['ovl_v1_uni_v3_factory'], - deployments['univ3_pool_oracle_mock'] - ) diff --git a/scripts/query_subgraph.py b/scripts/query_subgraph.py index e389fa1a..4cb1b44b 100644 --- a/scripts/query_subgraph.py +++ b/scripts/query_subgraph.py @@ -1,10 +1,6 @@ -from re import I import requests -from pytest import approx import json -import os from os import environ -from pathlib import Path # Python 3.6+ only from brownie.convert import to_address from dotenv import load_dotenv @@ -12,23 +8,29 @@ load_dotenv(".subgraph.test.env") -def ENV(key): + +def ENV(key): value = environ.get(key) - if "0x" in value: return to_address(value) - else: return value + if "0x" in value: + return to_address(value) + else: + return value + def get_balances_for_position_in_accounts_dot_balances(accounts, pos): - return { - to_address(balance['account']['address']):balance['shares'] - for sublist in [ x['balances'] for x in accounts if 0 < len(x['balances'])] - for balance in sublist + return { + to_address(balance['account']['address']): balance['shares'] + for sublist in [x['balances'] for x in accounts if 0 < len(x['balances'])] # noqa: E501 + for balance in sublist if balance['position'] == str(pos) } + def query(gql): - return json.loads(requests.post(subgraph, json={'query': gql}).text)['data'] + return json.loads(requests.post(subgraph, json={'query': gql}).text)['data'] # noqa: E501 + def test_alice_and_bob_exist(): @@ -42,7 +44,7 @@ def test_alice_and_bob_exist(): result = query(gql) - accounts = [ to_address(x['id']) for x in result['accounts'] ] + accounts = [to_address(x['id']) for x in result['accounts']] assert ENV("ALICE") in accounts, "Alice is not in returned accounts" assert ENV("BOB") in accounts, "Bob is not in returned accounts" @@ -71,15 +73,21 @@ def test_alice_and_bob_have_zero_position_1_shares(): accounts = result['accounts'] - position_1 = get_balances_for_position_in_accounts_dot_balances(accounts, 1) + position_1 = get_balances_for_position_in_accounts_dot_balances( + accounts, 1) - assert position_1[ENV('BOB')] == ENV('BOB_POSITION_1'), 'bobs position one shares are not zero' - assert position_1[ENV('ALICE')] == ENV('ALICE_POSITION_1'), 'alices position one shares are not zero' + assert position_1[ENV('BOB')] == ENV( + 'BOB_POSITION_1'), 'bobs position one shares are not zero' + assert position_1[ENV('ALICE')] == ENV( + 'ALICE_POSITION_1'), 'alices position one shares are not zero' - position_2 = get_balances_for_position_in_accounts_dot_balances(accounts, 2) + position_2 = get_balances_for_position_in_accounts_dot_balances( + accounts, 2) assert ENV('BOB') not in position_2, 'bob is in position 2' - assert ENV('ALICE_POSITION_2') == position_2[ENV('ALICE')], 'alice has unexpected position 2 shares' + assert ENV('ALICE_POSITION_2') == position_2[ENV( + 'ALICE')], 'alice has unexpected position 2 shares' + def test_batch_transfer_positions_3_to_5(): @@ -104,20 +112,29 @@ def test_batch_transfer_positions_3_to_5(): accounts = result['accounts'] - position_3 = get_balances_for_position_in_accounts_dot_balances(accounts, 3) + position_3 = get_balances_for_position_in_accounts_dot_balances( + accounts, 3) - assert position_3[ENV('ALICE')] == ENV('ALICE_POSITION_3'), 'alice has unexpected position 3 shares' - assert position_3[ENV('BOB')] == ENV('BOB_POSITION_3'), 'bob has unexpected position 3 shares' + assert position_3[ENV('ALICE')] == ENV( + 'ALICE_POSITION_3'), 'alice has unexpected position 3 shares' + assert position_3[ENV('BOB')] == ENV( + 'BOB_POSITION_3'), 'bob has unexpected position 3 shares' - position_4 = get_balances_for_position_in_accounts_dot_balances(accounts, 4) + position_4 = get_balances_for_position_in_accounts_dot_balances( + accounts, 4) - assert position_4[ENV('ALICE')] == ENV('ALICE_POSITION_4'), 'alice has unexpected position 4 shares' - assert position_4[ENV('BOB')] == ENV('BOB_POSITION_4'), 'bob has unexpected position 4 shares' + assert position_4[ENV('ALICE')] == ENV( + 'ALICE_POSITION_4'), 'alice has unexpected position 4 shares' + assert position_4[ENV('BOB')] == ENV( + 'BOB_POSITION_4'), 'bob has unexpected position 4 shares' - position_5 = get_balances_for_position_in_accounts_dot_balances(accounts, 5) + position_5 = get_balances_for_position_in_accounts_dot_balances( + accounts, 5) - assert position_5[ENV('ALICE')] == ENV('ALICE_POSITION_5'), 'alice has unexpected position 5 shares' - assert position_5[ENV('BOB')] == ENV('BOB_POSITION_5'), 'bob has unexpected position 5 shares' + assert position_5[ENV('ALICE')] == ENV( + 'ALICE_POSITION_5'), 'alice has unexpected position 5 shares' + assert position_5[ENV('BOB')] == ENV( + 'BOB_POSITION_5'), 'bob has unexpected position 5 shares' if __name__ == "__main__": diff --git a/scripts/reflect_feeds.py b/scripts/reflect_feeds.py index f30b9ec0..775649d5 100644 --- a/scripts/reflect_feeds.py +++ b/scripts/reflect_feeds.py @@ -10,10 +10,12 @@ START = chain.time() ONE_DAY = 86400 + def reflect_feed(path): base = os.path.dirname(os.path.abspath(__file__)) - with open(os.path.normpath(os.path.join(base, path + '_raw_uni.json'))) as f: + with open(os.path.normpath( + os.path.join(base, path + '_raw_uni.json'))) as f: feed = json.load(f) feed.reverse() @@ -22,8 +24,6 @@ def reflect_feed(path): now = chain.time() earliest = feed[0]['observation'][0] - diff = 0 - obs = [] shims = [] @@ -32,7 +32,8 @@ def reflect_feed(path): for f in feed: ob = f['observation'] shim = f['shim'] - if earliest + ONE_DAY < ob[0]: break + if earliest + ONE_DAY < ob[0]: + break time_diff = ob[0] - earliest ob[0] = shim[0] = mock_start + time_diff obs.append(ob) @@ -47,7 +48,7 @@ def reflect_feed(path): mock = IUniswapV3OracleMock(factory.allPools(0)) - mock.loadObservations( obs, shims, { 'from': accounts[0] } ) + mock.loadObservations(obs, shims, {'from': accounts[0]}) breadth = obs[-1][0] - obs[0][0] - 3600 @@ -68,9 +69,9 @@ def reflect_feed(path): ob = mock.observe([3600, 600, 1, 0]) - ten_min = 1.0001 ** (( ob[0][3] - ob[0][1] ) / 600) - one_hr = 1.0001 ** (( ob[0][3] - ob[0][0] ) / 3600) - spot = 1.0001 ** (( ob[0][3] - ob[0][2] )) + ten_min = 1.0001 ** ((ob[0][3] - ob[0][1]) / 600) + one_hr = 1.0001 ** ((ob[0][3] - ob[0][0]) / 3600) + spot = 1.0001 ** ((ob[0][3] - ob[0][2])) bid = min(ten_min, one_hr) * math.exp(-pbnj) ask = max(ten_min, one_hr) * math.exp(pbnj) @@ -81,7 +82,6 @@ def reflect_feed(path): bids.append(bid) asks.append(ask) - reflected = { 'timestamp': timestamps, 'one_hr': one_hrs, @@ -96,11 +96,14 @@ def reflect_feed(path): 'shims': shims } - with open(os.path.normpath(os.path.join(base, path + '_reflected.json')), 'w+') as f: - json.dump(reflected, f) + with open(os.path.normpath( + os.path.join(base, path + '_reflected.json')), 'w+') as f: + json.dump(reflected, f) + + with open(os.path.normpath( + os.path.join(base, path + '_raw_uni_framed.json')), 'w+') as f: + json.dump(mock, f) - with open(os.path.normpath(os.path.join(base, path + '_raw_uni_framed.json')), 'w+') as f: - json.dump(mock, f) def main(): diff --git a/scripts/ropsten_deployment/deploy_rough_draft.py b/scripts/ropsten_deployment/deploy_rough_draft.py index 8fc14c91..e9188903 100644 --- a/scripts/ropsten_deployment/deploy_rough_draft.py +++ b/scripts/ropsten_deployment/deploy_rough_draft.py @@ -57,8 +57,8 @@ def FIRST_deploy_ovl_mock_feed(): uv3_pool = UniswapV3OracleMock.at(uv3_factory.allPools(0)) - ob_chunks = [ obs[x:x+175] for x in range(0, len(obs), 175) ] - shim_chunks = [ shims[x:x+175] for x in range(0, len(shims), 175) ] + ob_chunks = [obs[x:x+175] for x in range(0, len(obs), 175)] + shim_chunks = [shims[x:x+175] for x in range(0, len(shims), 175)] for i in range(len(ob_chunks)): success = False @@ -67,9 +67,10 @@ def FIRST_deploy_ovl_mock_feed(): uv3_pool.loadObservations( ob_chunks[i], shim_chunks[i], - { 'from': DEPLOYER } ) + {'from': DEPLOYER}) success = True - except: print("Retrying.") + except: # noqa: E722 + print("Retrying.") print("WETH/AXS Mock Address: ", uv3_pool.address) @@ -80,6 +81,8 @@ def FIRST_deploy_ovl_mock_feed(): WETH = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" MOCK_ETH_DAI_FEED_TOKEN0 = DAI MOCK_ETH_DAI_FEED_TOKEN1 = WETH + + def SECOND_deploy_weth_dai_mock_feed(): base = os.path.dirname(os.path.abspath(__file__)) @@ -118,8 +121,8 @@ def SECOND_deploy_weth_dai_mock_feed(): uv3_pool = UniswapV3OracleMock.at(uv3_factory.allPools(0)) - ob_chunks = [ obs[x:x+175] for x in range(0, len(obs), 175) ] - shim_chunks = [ shims[x:x+175] for x in range(0, len(shims), 175) ] + ob_chunks = [obs[x:x+175] for x in range(0, len(obs), 175)] + shim_chunks = [shims[x:x+175] for x in range(0, len(shims), 175)] for i in range(len(ob_chunks)): success = False @@ -128,41 +131,47 @@ def SECOND_deploy_weth_dai_mock_feed(): uv3_pool.loadObservations( ob_chunks[i], shim_chunks[i], - { 'from': DEPLOYER } ) + {'from': DEPLOYER}) success = True - except: print("Retrying.") + except: # noqa: E722 + print("Retrying.") print("WETH/DAI Mock Address: ", uv3_pool.address) return uv3_pool - + TOTAL_SUPPLY = 8_000_000e18 + + def THIRD_deploy_ovl_token(): ovl = DEPLOYER.deploy(OverlayToken) - ovl.mint(DEPLOYER, TOTAL_SUPPLY, { 'from': DEPLOYER }) + ovl.mint(DEPLOYER, TOTAL_SUPPLY, {'from': DEPLOYER}) print("Overlay Token Address: ", ovl.address) return ovl + FEE = .0015e18 FEE_BURN_RATE = .5e18 MARGIN_BURN_RATE = .5e18 + + def FOURTH_deploy_mothership(ovl_token): mothership = DEPLOYER.deploy(OverlayV1Mothership, - DEPLOYER, - FEE, - FEE_BURN_RATE, - MARGIN_BURN_RATE ) + DEPLOYER, + FEE, + FEE_BURN_RATE, + MARGIN_BURN_RATE) ovl_token.grantRole( - ovl_token.ADMIN_ROLE(), - mothership, - { 'from': DEPLOYER } ) + ovl_token.ADMIN_ROLE(), + mothership, + {'from': DEPLOYER}) return mothership @@ -183,8 +192,10 @@ def FOURTH_deploy_mothership(ovl_token): BRRRR_EXPECTED = 26_320e18 BRRRR_WINDOW_MACRO = SEVEN_DAYS BRRRR_WINDOW_MICRO = TEN_MINUTES + + def FIFTH_deploy_overlay_eth_dai_market( - mothership, + mothership, market_feed, ovl_feed ): @@ -194,7 +205,7 @@ def FIFTH_deploy_overlay_eth_dai_market( mothership, ovl_feed, market_feed, - WETH, # TODO: What is the deal with this market quote. + WETH, # TODO: What is the deal with this market quote. WETH, BASE_AMOUNT, PRICE_WINDOW_MACRO, @@ -211,7 +222,7 @@ def FIFTH_deploy_overlay_eth_dai_market( BRRRR_EXPECTED, BRRRR_WINDOW_MACRO, BRRRR_WINDOW_MICRO, - { 'from': DEPLOYER } + {'from': DEPLOYER} ) print("Overlay WETH/DAI Market Address: ", market) @@ -223,10 +234,12 @@ def FIFTH_deploy_overlay_eth_dai_market( MARGIN_MAINTENANCE = .06e18 MARGIN_REWARD_RATE = .5e18 MAX_LEVERAGE = 100 + + def SIXTH_deploy_ovl_collateral(mothership, eth_dai_market): ovl_collateral = DEPLOYER.deploy( - OverlayV1OVLCollateral, + OverlayV1OVLCollateral, URI, mothership ) @@ -235,10 +248,10 @@ def SIXTH_deploy_ovl_collateral(mothership, eth_dai_market): MARGIN_MAINTENANCE, MARGIN_REWARD_RATE, MAX_LEVERAGE, - { 'from': DEPLOYER } + {'from': DEPLOYER} ) - eth_dai_market.addCollateral(ovl_collateral, { 'from': DEPLOYER }) + eth_dai_market.addCollateral(ovl_collateral, {'from': DEPLOYER}) print("Overlay Collateral Address: ", ovl_collateral.address) @@ -247,26 +260,20 @@ def SIXTH_deploy_ovl_collateral(mothership, eth_dai_market): def main(): - mock_ovl_feed = FIRST_deploy_ovl_mock_feed() + mock_ovl_feed = FIRST_deploy_ovl_mock_feed() - mock_weth_dai_feed = SECOND_deploy_weth_dai_mock_feed() + mock_weth_dai_feed = SECOND_deploy_weth_dai_mock_feed() - ovl_token = THIRD_deploy_ovl_token() + ovl_token = THIRD_deploy_ovl_token() - mothership = FOURTH_deploy_mothership(ovl_token) + mothership = FOURTH_deploy_mothership(ovl_token) - eth_dai_market = FIFTH_deploy_overlay_eth_dai_market( + eth_dai_market = FIFTH_deploy_overlay_eth_dai_market( mothership, - mock_weth_dai_feed, - mock_ovl_feed, + mock_weth_dai_feed, + mock_ovl_feed, ) - ovl_collateral = SIXTH_deploy_ovl_collateral( - mothership, - eth_dai_market - ) + ovl_collateral = SIXTH_deploy_ovl_collateral(mothership, eth_dai_market) # noqa: F841 E501 print("deployed") - - - diff --git a/scripts/ropsten_deployment/query_mock_feed.py b/scripts/ropsten_deployment/query_mock_feed.py index 68bac05f..932bacd7 100644 --- a/scripts/ropsten_deployment/query_mock_feed.py +++ b/scripts/ropsten_deployment/query_mock_feed.py @@ -4,10 +4,10 @@ UniswapV3OracleMock - def main(): - uv3_pool = UniswapV3OracleMock.at('0x155F4dB9c0B7Aa9a84d25228205B0aC1d1971683') + uv3_pool = UniswapV3OracleMock.at( + '0x155F4dB9c0B7Aa9a84d25228205B0aC1d1971683') card = uv3_pool.cardinality() @@ -23,7 +23,6 @@ def main(): print("now", now) - ( obs, shims ) = uv3_pool.observe( [60], { 'gas': 1250000 } ) + (obs, shims) = uv3_pool.observe([60], {'gas': 1250000}) print("obs", obs) print("shims", shims) - From 3766a1606ebf783532080694314b25ed7711b3c0 Mon Sep 17 00:00:00 2001 From: realisation Date: Fri, 3 Dec 2021 14:33:21 -0500 Subject: [PATCH 27/30] finished linting --- network-config.yaml | 132 -------------------------------------- tests/markets/conftest.py | 29 ++++----- 2 files changed, 14 insertions(+), 147 deletions(-) delete mode 100644 network-config.yaml diff --git a/network-config.yaml b/network-config.yaml deleted file mode 100644 index c68e13e5..00000000 --- a/network-config.yaml +++ /dev/null @@ -1,132 +0,0 @@ -development: -- cmd: ganache-cli - cmd_settings: - accounts: 10 - evm_version: istanbul - gas_limit: 12000000 - mnemonic: brownie - port: 8545 - host: http://127.0.0.1 - id: development - name: Ganache-CLI -- cmd: ethnode - cmd_settings: - port: 8545 - host: http://127.0.0.1 - id: geth-dev - name: Geth Dev -- cmd: ganache-cli - cmd_settings: - accounts: 10 - evm_version: istanbul - fork: mainnet - gas_limit: 12000000 - mnemonic: brownie - port: 8545 - host: http://127.0.0.1 - id: mainnet-fork - name: Ganache-CLI (Mainnet Fork) - timeout: 120 -- cmd: ganache-cli - cmd_settings: - accounts: 10 - evm_version: istanbul - fork: bsc-main - gas_limit: 12000000 - mnemonic: brownie - port: 8545 - host: http://127.0.0.1 - id: bsc-main-fork - name: Ganache-CLI (BSC-Mainnet Fork) - timeout: 120 -- cmd: ganache-cli - cmd_settings: - accounts: 10 - evm_version: istanbul - fork: ftm-main - gas_limit: 12000000 - mnemonic: brownie - port: 8545 - host: http://127.0.0.1 - id: ftm-main-fork - name: Ganache-CLI (FTM-Mainnet Fork) - timeout: 120 -live: -- name: Ethereum - networks: - - chainid: 1 - explorer: https://api.etherscan.io/api - host: https://mainnet.infura.io/v3/$WEB3_INFURA_PROJECT_ID - id: mainnet - name: Mainnet (Infura) - - chainid: 3 - explorer: https://api-ropsten.etherscan.io/api - host: https://ropsten.infura.io/v3/$WEB3_INFURA_PROJECT_ID - id: ropsten - name: Ropsten (Infura) - - chainid: 4 - explorer: https://api-rinkeby.etherscan.io/api - host: https://rinkeby.infura.io/v3/$WEB3_INFURA_PROJECT_ID - id: rinkeby - name: Rinkeby (Infura) - - chainid: 5 - explorer: https://api-goerli.etherscan.io/api - host: https://goerli.infura.io/v3/$WEB3_INFURA_PROJECT_ID - id: goerli - name: Goerli (Infura) - - chainid: 42 - explorer: https://api-kovan.etherscan.io/api - host: https://kovan.infura.io/v3/$WEB3_INFURA_PROJECT_ID - id: kovan - name: Kovan (Infura) - - chainid: 1 - explorer: https://api.etherscan.io/api/ - host: https://eth-mainnet.alchemyapi.io/v2/pMbzOQEB8xmNhfpsOdTXj3td_pPnJmPh - id: alchemy - name: alchemy - - chainid: 1 - explorer: https://api.etherscan.io/api - host: https://api.archivenode.io/ycke40ehjyiuxn9ycke40e8zevysuond/erigon - id: archivenode - name: archivenode - - chainid: 1 - explorer: https://api.etherscan.io/api - host: https://api.archivenode.io/ycke40ehjyiuxn9ycke40e8zevysuond/nethermind - id: archivenodenethermind - name: archivenodenethermind -- name: Ethereum Classic - networks: - - chainid: 61 - explorer: https://blockscout.com/etc/mainnet/api - host: https://www.ethercluster.com/etc - id: etc - name: Mainnet - - chainid: 6 - explorer: https://blockscout.com/etc/kotti/api - host: https://www.ethercluster.com/kotti - id: kotti - name: Kotti -- name: Binance Smart Chain - networks: - - chainid: 97 - explorer: https://api-testnet.bscscan.com/api - host: https://data-seed-prebsc-1-s1.binance.org:8545 - id: bsc-test - name: Testnet - - chainid: 56 - explorer: https://api.bscscan.com/api - host: https://bsc-dataseed.binance.org - id: bsc-main - name: Mainnet -- name: Fantom Opera - networks: - - chainid: 4002 - explorer: https://explorer.testnet.fantom.network - host: https://rpc.testnet.fantom.network - id: ftm-test - name: Testnet - - chainid: 250 - explorer: https://api.ftmscan.com/api - host: https://rpcapi.fantom.network - id: ftm-main - name: Mainnet diff --git a/tests/markets/conftest.py b/tests/markets/conftest.py index dd0f1b3b..9787b395 100644 --- a/tests/markets/conftest.py +++ b/tests/markets/conftest.py @@ -118,7 +118,7 @@ def depth_info(self): ) -def get_uni_feeds (feed_owner, feed_info): +def get_uni_feeds(feed_owner, feed_info): market_obs = feed_info.market_info[0] market_shims = feed_info.market_info[1] @@ -182,7 +182,7 @@ def comptroller(gov, feed_infos, token, feed_owner): .5e18, # fee burn rate .5e18, # margin burn rate ], - "OverlayV1UniswapV3MarketZeroLambdaShim", [ + "OverlayV1UniswapV3MarketZeroLambdaShim", [ 1e18, # amount in PRICE_WINDOW_MACRO, # macro window PRICE_WINDOW_MICRO, # micro price window @@ -195,13 +195,13 @@ def comptroller(gov, feed_infos, token, feed_owner): BRRRR_EXPECTED, # brrrr expected BRRRR_WINDOW_MACRO, # brrrr window macro - roller window BRRRR_WINDOW_MICRO # brrrr window micro - accumulator window - ], - "OverlayV1OVLCollateral", [ - .06e18, # margin maintenance - .5e18, # margin reward rate - 100, # max leverage - ], - get_uni_feeds, + ], + "OverlayV1OVLCollateral", [ + .06e18, # margin maintenance + .5e18, # margin reward rate + 100, # max leverage + ], + get_uni_feeds, ), ]) def create_mothership(token, feed_infos, fees, alice, bob, gov, feed_owner, request): # noqa: E501 @@ -304,18 +304,18 @@ def notamarket(accounts): def uni_test(rewards, feed_infos): # dai_eth = "0xc2e9f25be6257c210d7adf0d4cd6e3e881ba25f8" - usdc_eth = "0x8ad599c3a0ff1de082011efddc58f1908eb6e6d8" + # usdc_eth = "0x8ad599c3a0ff1de082011efddc58f1908eb6e6d8" # wbtc_eth = "0xcbcdf9626bc03e24f779434178a73a0b4bad62ed" # uni_eth = "0x1d42064Fc4Beb5F8aAF85F4617AE8b3b5B8Bd801" # link_eth = "0xa6Cc3C2531FdaA6Ae1A3CA84c2855806728693e8" - aave_eth = "0x5aB53EE1d50eeF2C1DD3d5402789cd27bB52c1bB" + # aave_eth = "0x5aB53EE1d50eeF2C1DD3d5402789cd27bB52c1bB" - usdc = "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48" - eth = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" + # usdc = "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48" + # eth = "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" # wbtc = "0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599" # uni = "0x1f9840a85d5aF5bf1D1762F925BDADdC4201F984" # link = "0x514910771AF9Ca656af840dff83E8264EcF986CA" - aave = "0x7Fc66500c84A76Ad7e9c93437bFc5Ac33E2DDaE9" + # aave = "0x7Fc66500c84A76Ad7e9c93437bFc5Ac33E2DDaE9" factory, market, depth, _ = get_uni_feeds(rewards, feed_infos) market_token0 = "0x6B175474E89094C44Da98b954EedeAC495271d0F" @@ -333,7 +333,6 @@ def uni_test(rewards, feed_infos): depth ) - # unitest = rewards.deploy( # UniTest, # eth, From 8f1d7de96904816e0d80db44112ad6c91fa83c02 Mon Sep 17 00:00:00 2001 From: realisation Date: Sat, 4 Dec 2021 14:36:39 -0500 Subject: [PATCH 28/30] removed new solidity contracts --- contracts/OverlayV1UniswapV3InverseMarket.sol | 185 ------------- ...erlayV1UniswapV3InverseMultiplexMarket.sol | 245 ------------------ scripts/log_check.py | 51 ---- 3 files changed, 481 deletions(-) delete mode 100644 contracts/OverlayV1UniswapV3InverseMarket.sol delete mode 100644 contracts/OverlayV1UniswapV3InverseMultiplexMarket.sol delete mode 100644 scripts/log_check.py diff --git a/contracts/OverlayV1UniswapV3InverseMarket.sol b/contracts/OverlayV1UniswapV3InverseMarket.sol deleted file mode 100644 index fc6da071..00000000 --- a/contracts/OverlayV1UniswapV3InverseMarket.sol +++ /dev/null @@ -1,185 +0,0 @@ -// SPDX-License-Identifier: MIT -pragma solidity ^0.8.7; - -import "./libraries/FixedPoint.sol"; -import "./libraries/UniswapV3OracleLibrary/UniswapV3OracleLibraryV2.sol"; -import "./interfaces/IUniswapV3Pool.sol"; -import "./market/OverlayV1Market.sol"; -import "./libraries/UniswapV3OracleLibrary/TickMath.sol"; - -contract OverlayV1UniswapV3InverseMarket is OverlayV1Market { - - using FixedPoint for uint256; - - uint256 internal X96 = 0x1000000000000000000000000; - - uint256 public immutable macroWindow; // window size for main TWAP - uint256 public immutable microWindow; // window size for bid/ask TWAP - - address public immutable ovlFeed; - address public immutable base; - address public immutable quote; - uint128 internal immutable baseAmount; - - bool internal immutable baseIs0; - - constructor( - address _mothership, - address _ovlFeed, - address _quote, - address _base, - uint128 _baseAmount, - uint256 _macroWindow, - uint256 _microWindow, - uint256 _priceFrameCap - ) OverlayV1Market ( - _mothership - ) OverlayV1Comptroller ( - _microWindow - ) OverlayV1OI ( - _microWindow - ) OverlayV1PricePoint ( - _priceFrameCap - ) { - - // immutables - baseIs0 = IUniswapV3Pool(_ovlFeed).token0() == _base; - ovlFeed = _ovlFeed; - baseAmount = _baseAmount; - macroWindow = _macroWindow; - microWindow = _microWindow; - - address _token0 = IUniswapV3Pool(_ovlFeed).token0(); - address _token1 = IUniswapV3Pool(_ovlFeed).token1(); - - base = _token0 != _quote ? _token0 : _token1; - quote = _token0 == _quote ? _token0 : _token1; - - int24 _tick = OracleLibraryV2.consult( - _ovlFeed, - uint32(_macroWindow), - uint32(0) - ); - - _pricePoints.push(PricePoint( - _tick, - _tick, - 0 - )); - - uint _price = OracleLibraryV2.getQuoteAtTick( - _tick, - uint128(_baseAmount), - _token0 != _quote ? _token0 : _token1, - _token0 == _quote ? _token0 : _token1 - ); - - emit NewPricePoint(_price, _price, 0); - - } - - - /// @notice Reads the current price and depth information - /// @dev Reads price and depth of market feed - /// @return price_ Price point - function fetchPricePoint () public view override returns ( - PricePoint memory price_ - ) { - - int56[] memory _ticks; - uint160[] memory _liqs; - - uint _ovlPrice; - uint _baseLiquidity; - - int24 _microTick; - int24 _macroTick; - - { - - uint32[] memory _secondsAgo = new uint32[](3); - _secondsAgo[1] = uint32(microWindow); - _secondsAgo[2] = uint32(macroWindow); - - ( _ticks, _liqs ) = IUniswapV3Pool(ovlFeed).observe(_secondsAgo); - - _macroTick = int24(( _ticks[0] - _ticks[2]) / int56(int32(int(macroWindow)))); - - _microTick = int24((_ticks[0] - _ticks[1]) / int56(int32(int(microWindow)))); - - uint _sqrtPrice = TickMath.getSqrtRatioAtTick(_microTick); - - uint _liquidity = (uint160(microWindow) << 128) / ( _liqs[0] - _liqs[1] ); - - _baseLiquidity = baseIs0 - ? ( uint256(_liquidity) << 96 ) / _sqrtPrice - : FullMath.mulDiv(uint256(_liquidity), _sqrtPrice, X96); - - _ovlPrice = OracleLibraryV2.getQuoteAtTick( - int24((_ticks[0] - _ticks[1]) / int56(int32(int(macroWindow)))), - baseAmount, - quote, - base - ); - - } - - - price_ = PricePoint( - _microTick, - _macroTick, - computeDepth(_baseLiquidity, _ovlPrice) - ); - - } - - - /// @notice Arithmetic to get depth - /// @dev Derived from cnstant product formula X*Y=K and tailored - /// to Uniswap V3 selective liquidity provision. - /// @param _marketLiquidity Amount of liquidity in market in ETH terms. - /// @param _ovlPrice Price of OVL against ETH. - /// @return depth_ Depth criteria for market in OVL terms. - function computeDepth ( - uint _marketLiquidity, - uint _ovlPrice - ) public override view returns ( - uint depth_ - ) { - - depth_ = ((_marketLiquidity * 1e18) / _ovlPrice) - .mulUp(lmbda) - .divDown(2e18); - - } - - function _tickToPrice ( - int24 _tick - ) public override view returns ( - uint quote_ - ) { - - uint160 sqrtRatioX96 = TickMath.getSqrtRatioAtTick(_tick); - - // better precision if no overflow when squared - if (sqrtRatioX96 <= type(uint128).max) { - - uint256 ratioX192 = uint256(sqrtRatioX96) * sqrtRatioX96; - - quote_ = base < quote - ? FullMath.mulDiv(ratioX192, baseAmount, 1 << 192) - : FullMath.mulDiv(1 << 192, baseAmount, ratioX192); - - } else { - - uint256 ratioX128 = FullMath.mulDiv(sqrtRatioX96, sqrtRatioX96, 1 << 64); - - quote_ = base < quote - ? FullMath.mulDiv(ratioX128, baseAmount, 1 << 128) - : FullMath.mulDiv(1 << 128, baseAmount, ratioX128); - - } - - } - -} diff --git a/contracts/OverlayV1UniswapV3InverseMultiplexMarket.sol b/contracts/OverlayV1UniswapV3InverseMultiplexMarket.sol deleted file mode 100644 index 348f4fee..00000000 --- a/contracts/OverlayV1UniswapV3InverseMultiplexMarket.sol +++ /dev/null @@ -1,245 +0,0 @@ -// // SPDX-License-Identifier: MIT -// pragma solidity ^0.8.7; - -// import "./libraries/FixedPoint.sol"; -// import "./libraries/UniswapV3OracleLibrary/UniswapV3OracleLibraryV2.sol"; -// import "./interfaces/IUniswapV3Pool.sol"; -// import "./market/OverlayV1Market.sol"; -// import "./libraries/UniswapV3OracleLibrary/TickMath.sol"; - -// contract OverlayV1UniswapV3InverseMultiplexMarket is OverlayV1Market { - -// using FixedPoint for uint256; - -// uint256 internal X96 = 0x1000000000000000000000000; - -// uint256 public immutable macroWindow; // window size for main TWAP -// uint256 public immutable microWindow; // window size for bid/ask TWAP - -// address public immutable ovlFeed; -// address public immutable ovlBase; -// address public immutable ovlQuote; -// uint128 internal immutable ovlBaseAmount; -// bool internal immutable ovlBaseIs0; - -// address public immutable marketFeed; -// address public immutable marketBase; -// address public immutable marketQuote; -// uint128 internal immutable marketBaseAmount; - -// constructor( -// address _mothership, -// address _ovlFeed, // OVL/ETH -// address _ovlQuote , // ETH -// address _marketFeed, // ETH/USD -// address _marketQuote, // USD -// uint128 _baseAmount, -// uint256 _macroWindow, -// uint256 _microWindow, -// uint256 _priceFrameCap -// ) OverlayV1Market ( -// _mothership -// ) OverlayV1Comptroller ( -// _microWindow -// ) OverlayV1OI ( -// _microWindow -// ) OverlayV1PricePoint ( -// _priceFrameCap -// ) { - -// macroWindow = _macroWindow; -// microWindow = _microWindow; - -// // immutables -// ovlFeed = _ovlFeed; -// ovlBaseIs0 = IUniswapV3Pool(_ovlFeed).token0() != _ovlQuote; -// ovlBaseAmount = _ovlBaseAmount; - -// address _token0 = IUniswapV3Pool(_ovlFeed).token0(); -// address _token1 = IUniswapV3Pool(_ovlFeed).token1(); - -// ovlBase = _token0 != _ovlQuote ? _token0 : _token1; -// ovlQuote = _token0 == _ovlQuote ? _token0 : _token1; - -// ovlFeed = _ovlFeed; -// marketBaseIs0 = IUniswapV3Pool(_marketFeed).token0() != _marketQuote; -// marketBaseAmount = _marketBaseAmount; - -// marketFeed = _marketFeed; - -// address _token0 = IUniswapV3Pool(_marketFeed).token0(); -// address _token1 = IUniswapV3Pool(_marketFeed).token1(); - -// marketBase = _token0 != _marketQuote ? _token0 : _token1; -// marketQuote = _token1 == _marketQuote ? _token0 : _token1; - -// int24 _tick = OracleLibraryV2.consult( -// // _marketFeed, -// // uint32(_macroWindow), -// // uint32(0) -// // ); - -// // _pricePoints.push(PricePoint( -// // _tick, -// // _tick, -// // 0 -// // )); - -// // uint _price = OracleLibraryV2.getQuoteAtTick( -// // _tick, -// // uint128(_ovlBaseAmount), -// // _token0 != _quote ? _token0 : _token1, -// // _token0 == _quote ? _token0 : _token1 -// // ); - -// // emit NewPricePoint(_price, _price, 0); - -// } - - -// /// @notice Reads the current price and depth information -// /// @dev Reads price and depth of market feed -// /// @return price_ Price point -// function fetchPricePoint () public view override returns ( -// PricePoint memory price_ -// ) { - -// int56[] memory _ticks; -// uint160[] memory _liqs; - -// uint _ovlPrice; -// uint _marketLiquidity; - -// int24 _microTick; -// int24 _macroTick; - -// { - -// uint32[] memory _secondsAgo = new uint32[](3); -// _secondsAgo[2] = uint32(macroWindow); -// _secondsAgo[1] = uint32(microWindow); - -// ( _ticks, _liqs ) = IUniswapV3Pool(marketFeed).observe(_secondsAgo); - -// _macroTick = int24(( _ticks[0] - _ticks[2]) / int56(int32(int(macroWindow)))); - -// _microTick = int24((_ticks[0] - _ticks[1]) / int56(int32(int(microWindow)))); - -// uint _sqrtPrice = TickMath.getSqrtRatioAtTick(_microTick); - -// uint _liquidity = (uint160(microWindow) << 128) / ( _liqs[0] - _liqs[1] ); - -// _marketLiquidity = marketBaseIs0 -// ? ( uint256(_liquidity) << 96 ) / _sqrtPrice -// : FullMath.mulDiv(uint256(_liquidity), _sqrtPrice, X96); - -// } - - -// { - -// uint32[] memory _secondsAgo = new uint32[](2); - -// _secondsAgo[1] = uint32(macroWindow); - -// ( _ticks, ) = IUniswapV3Pool(ovlFeed).observe(_secondsAgo); - -// _ovlPrice = OracleLibraryV2.getQuoteAtTick( -// int24((_ticks[0] - _ticks[1]) / int56(int32(int(macroWindow)))), -// 1e18, -// ovl, -// eth -// ); - -// } - -// price_ = PricePoint( -// _microTick, -// _macroTick, -// computeDepth(_marketLiquidity, _ovlPrice) -// ); - -// } - -// // ( int56[] memory _ticks, ) = IUniswapV3Pool(feed0).observe(_secondsAgo); - -// // _macroPrice = OracleLibraryV2.getQuoteAtTick( -// // int24((_ticks[2] - _ticks[0]) / int56(int32(macroWindow))), -// // in0, -// // base0, -// // quote0 -// // ); - -// // _microPrice = OracleLibraryV2.getQuoteAtTick( -// // int24((_ticks[2] - _ticks[1]) / int56(int32(microWindow))), -// // in0, -// // base0, -// // quote0 -// // ); - -// // ( _ticks, ) = IUniswapV3Pool(feed1).observe(_secondsAgo); - -// // _macroPrice = _macroPrice.mulUp(OracleLibraryV2.getQuoteAtTick( -// // int24((_ticks[2] - _ticks[0]) / int56(int32(macroWindow))), -// // in1, -// // base1, -// // quote1 -// // )); - -// // _macroPrice = _macroPrice.mulUp(OracleLibraryV2.getQuoteAtTick( -// // int24((_ticks[2] - _ticks[1]) / int56(int32(microWindow))), -// // in1, -// // base1, -// // quote1 -// // )); - - -// /// @notice Arithmetic to get depth -// /// @dev Derived from cnstant product formula X*Y=K and tailored -// /// to Uniswap V3 selective liquidity provision. -// /// @param _marketLiquidity Amount of liquidity in market in ETH terms. -// /// @param _ovlPrice Price of OVL against ETH. -// /// @return depth_ Depth criteria for market in OVL terms. -// function computeDepth ( -// uint _marketLiquidity, -// uint _ovlPrice -// ) public override view returns ( -// uint depth_ -// ) { - -// depth_ = ((_marketLiquidity * 1e18) / _ovlPrice) -// .mulUp(lmbda) -// .divDown(2e18); - -// } - -// function _tickToPrice ( -// int24 _tick -// ) public override view returns ( -// uint quote_ -// ) { - -// // uint160 sqrtRatioX96 = TickMath.getSqrtRatioAtTick(_tick); - -// // // better precision if no overflow when squared -// // if (sqrtRatioX96 <= type(uint128).max) { - -// // uint256 ratioX192 = uint256(sqrtRatioX96) * sqrtRatioX96; - -// // quote_ = base < quote -// // ? FullMath.mulDiv(ratioX192, baseAmount, 1 << 192) -// // : FullMath.mulDiv(1 << 192, baseAmount, ratioX192); - -// // } else { - -// // uint256 ratioX128 = FullMath.mulDiv(sqrtRatioX96, sqrtRatioX96, 1 << 64); - -// // quote_ = base < quote -// // ? FullMath.mulDiv(ratioX128, baseAmount, 1 << 128) -// // : FullMath.mulDiv(1 << 128, baseAmount, ratioX128); - -// // } - -// } - -// } diff --git a/scripts/log_check.py b/scripts/log_check.py deleted file mode 100644 index d58954af..00000000 --- a/scripts/log_check.py +++ /dev/null @@ -1,51 +0,0 @@ - -from brownie import ( - accounts, - UniTest -) - - -def print_logs(tx): - for i in range(len(tx.events['log'])): - print(tx.events['log'][i]['k'] + ": " + str(tx.events['log'][i]['v'])) - - -def main(): - - multiplex_tester = accounts[6].deploy( - UniTest, - # 1e18, # weth base amount - # "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth base - # "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", # usdc quote - # "0x8ad599c3a0ff1de082011efddc58f1908eb6e6d8", # usdc/weth uni - 1e18, # weth base amount - "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth base - "0xdac17f958d2ee523a2206206994597c13d831ec7", # usdt quote - "0x4e68ccd3e89f51c3074ca5072bbac773960dfa36", # usdt/weth uni - # 1e8, # wbtc base amount - # "0x2260fac5e5542a773aa44fbcfedf7c193bc2c599", # wbtc base - # "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote - # "0xcbcdf9626bc03e24f779434178a73a0b4bad62ed", # weth/wbtc uni - # 1e8 # multiplex base amount - 1e18, # ens base amount - "0xc18360217d8f7ab5e7c516566761ea12ce7f9d72", # ens base - "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote - "0x92560c178ce069cc014138ed3c2f5221ba71f58a", # weth/ens uni - 1e18 # multiplex base amount - # 1e18, # uni base amount - # "0x1f9840a85d5af5bf1d1762f925bdaddc4201f984", # uni base - # "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote - # "0x1d42064fc4beb5f8aaf85f4617ae8b3b5b8bd801", # weth/uni uni - # 1e18 # multiplex base amount - # 1e6, # weth base amount - # "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", # usdc base - # "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", # weth quote - # "0x8ad599c3a0ff1de082011efddc58f1908eb6e6d8", # usdc/weth uni - # 1e6 - ) - - print("deployed") - - tx = multiplex_tester.testMultiplex() - - print_logs(tx) From 7aa40a11a44f53985282fde33bbd45f1c29b806b Mon Sep 17 00:00:00 2001 From: realisation Date: Sat, 4 Dec 2021 16:44:13 -0500 Subject: [PATCH 29/30] removed extra print statement --- tests/markets/collateral/ovl/test_build.py | 2 -- 1 file changed, 2 deletions(-) diff --git a/tests/markets/collateral/ovl/test_build.py b/tests/markets/collateral/ovl/test_build.py index 6858e5a8..0a1f427c 100644 --- a/tests/markets/collateral/ovl/test_build.py +++ b/tests/markets/collateral/ovl/test_build.py @@ -438,8 +438,6 @@ def test_entry_update_price_fetching( market_idx = market.pricePointNextIndex() - print("market_idx", market_idx) - # Mine to the entry time then build brownie.chain.mine(timestamp=price["entry"]["timestamp"]) From 4f93aca261952006055a560daf9acca26fbbe61d Mon Sep 17 00:00:00 2001 From: realisation Date: Mon, 13 Dec 2021 23:24:14 -0500 Subject: [PATCH 30/30] logging gas usage --- scripts/local_deployment/deploy.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/scripts/local_deployment/deploy.py b/scripts/local_deployment/deploy.py index ce43908d..1c8937f4 100644 --- a/scripts/local_deployment/deploy.py +++ b/scripts/local_deployment/deploy.py @@ -198,6 +198,8 @@ def build_position( {"from": taker} ) + print("build gas ", tx_build.gas_used) + position = tx_build.events['Build']['positionId'] oi = tx_build.events['Build']['oi'] debt = tx_build.events['Build']['debt'] @@ -227,6 +229,8 @@ def unwind_position( {"from": unwinder} ) + print("unwind gas ", tx_unwind.gas_used) + def transfer_position_shares( collateral_manager,