Recreate scenario 1 using fork testing setup. #128
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| #test_fork(network: "mainnet-fork", height: 143292255) | ||
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| import Test | ||
| import BlockchainHelpers | ||
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| import "test_helpers.cdc" | ||
| import "evm_state_helpers.cdc" | ||
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| // FlowYieldVaults platform | ||
| import "FlowYieldVaults" | ||
| // other | ||
| import "FlowToken" | ||
| import "MOET" | ||
| import "FlowYieldVaultsStrategiesV2" | ||
| import "FlowALPv0" | ||
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| // ============================================================================ | ||
| // CADENCE ACCOUNTS | ||
| // ============================================================================ | ||
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| access(all) let flowYieldVaultsAccount = Test.getAccount(0xb1d63873c3cc9f79) | ||
| access(all) let flowALPAccount = Test.getAccount(0x6b00ff876c299c61) | ||
| access(all) let bandOracleAccount = Test.getAccount(0x6801a6222ebf784a) | ||
| access(all) let whaleFlowAccount = Test.getAccount(0x92674150c9213fc9) | ||
| access(all) let coaOwnerAccount = Test.getAccount(0xe467b9dd11fa00df) | ||
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| access(all) var strategyIdentifier = Type<@FlowYieldVaultsStrategiesV2.FUSDEVStrategy>().identifier | ||
| access(all) var flowTokenIdentifier = Type<@FlowToken.Vault>().identifier | ||
| access(all) var moetTokenIdentifier = Type<@MOET.Vault>().identifier | ||
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| // ============================================================================ | ||
| // PROTOCOL ADDRESSES | ||
| // ============================================================================ | ||
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| // Uniswap V3 Factory on Flow EVM mainnet | ||
| access(all) let factoryAddress = "0xca6d7Bb03334bBf135902e1d919a5feccb461632" | ||
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| // ============================================================================ | ||
| // VAULT & TOKEN ADDRESSES | ||
| // ============================================================================ | ||
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| // FUSDEV - Morpho VaultV2 (ERC4626) | ||
| // Underlying asset: PYUSD0 | ||
| access(all) let morphoVaultAddress = "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D" | ||
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| // PYUSD0 - Stablecoin (FUSDEV's underlying asset) | ||
| access(all) let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750" | ||
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| // MOET - Flow ALP USD | ||
| access(all) let moetAddress = "0x213979bB8A9A86966999b3AA797C1fcf3B967ae2" | ||
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| // WFLOW - Wrapped Flow | ||
| access(all) let wflowAddress = "0xd3bF53DAC106A0290B0483EcBC89d40FcC961f3e" | ||
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| // ============================================================================ | ||
| // STORAGE SLOT CONSTANTS | ||
| // ============================================================================ | ||
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| // Token balanceOf mapping slots (for EVM.store to manipulate balances) | ||
| access(all) let moetBalanceSlot = 0 as UInt256 | ||
| access(all) let pyusd0BalanceSlot = 1 as UInt256 | ||
| access(all) let fusdevBalanceSlot = 12 as UInt256 | ||
| access(all) let wflowBalanceSlot = 3 as UInt256 | ||
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| // Morpho vault storage slots | ||
| access(all) let morphoVaultTotalSupplySlot = 11 as UInt256 | ||
| access(all) let morphoVaultTotalAssetsSlot = 15 as UInt256 | ||
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| // ============================================================================ | ||
| // FEE COMPENSATING CONSTANTS | ||
| // ============================================================================ | ||
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| // helps match expected values by increasing the amount of tokens we would get | ||
| // normally amount of tokens we would get is true_price * (1 - fee_rate) | ||
| // now we get true_price / (1 - fee_rate) * (1 - fee_rate) = true_price | ||
| access(all) let fee3000Premium: UFix64 = 1.0 / (1.0-0.003) | ||
| access(all) let fee100Premium: UFix64 = 1.0 / (1.0 - 0.0001) | ||
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| access(all) | ||
| fun setup() { | ||
| // Deploy all contracts for mainnet fork | ||
| deployContractsForFork() | ||
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| // Setup Uniswap V3 pools with structurally valid state | ||
| // This sets slot0, observations, liquidity, ticks, bitmap, positions, and POOL token balances | ||
| setPoolToPrice( | ||
| factoryAddress: factoryAddress, | ||
| tokenAAddress: pyusd0Address, | ||
| tokenBAddress: morphoVaultAddress, | ||
| fee: 100, | ||
| priceTokenBPerTokenA: fee100Premium, | ||
| tokenABalanceSlot: pyusd0BalanceSlot, | ||
| tokenBBalanceSlot: fusdevBalanceSlot, | ||
| signer: coaOwnerAccount | ||
| ) | ||
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| setPoolToPrice( | ||
| factoryAddress: factoryAddress, | ||
| tokenAAddress: pyusd0Address, | ||
| tokenBAddress: wflowAddress, | ||
| fee: 3000, | ||
| priceTokenBPerTokenA: fee3000Premium, | ||
| tokenABalanceSlot: pyusd0BalanceSlot, | ||
| tokenBBalanceSlot: wflowBalanceSlot, | ||
| signer: coaOwnerAccount | ||
| ) | ||
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| setPoolToPrice( | ||
| factoryAddress: factoryAddress, | ||
| tokenAAddress: moetAddress, | ||
| tokenBAddress: morphoVaultAddress, | ||
| fee: 100, | ||
| priceTokenBPerTokenA: fee100Premium, | ||
| tokenABalanceSlot: moetBalanceSlot, | ||
| tokenBBalanceSlot: fusdevBalanceSlot, | ||
| signer: coaOwnerAccount | ||
| ) | ||
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| setPoolToPrice( | ||
| factoryAddress: factoryAddress, | ||
| tokenAAddress: moetAddress, | ||
| tokenBAddress: pyusd0Address, | ||
| fee: 100, | ||
| priceTokenBPerTokenA: fee100Premium, | ||
| tokenABalanceSlot: moetBalanceSlot, | ||
| tokenBBalanceSlot: pyusd0BalanceSlot, | ||
| signer: coaOwnerAccount | ||
| ) | ||
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| // BandOracle is only used for FLOW price for FlowALP collateral | ||
| let symbolPrices: {String: UFix64} = { | ||
| "FLOW": 1.0, | ||
| "USD": 1.0 | ||
| } | ||
| setBandOraclePrices(signer: bandOracleAccount, symbolPrices: symbolPrices) | ||
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| let reserveAmount = 100_000_00.0 | ||
| transferFlow(signer: whaleFlowAccount, recipient: flowALPAccount.address, amount: reserveAmount) | ||
| mintMoet(signer: flowALPAccount, to: flowALPAccount.address, amount: reserveAmount, beFailed: false) | ||
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| // Fund FlowYieldVaults account for scheduling fees (atomic initial scheduling) | ||
| transferFlow(signer: whaleFlowAccount, recipient: flowYieldVaultsAccount.address, amount: 100.0) | ||
| } | ||
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| access(all) var testSnapshot: UInt64 = 0 | ||
| access(all) | ||
| fun test_ForkedRebalanceYieldVaultScenario1() { | ||
| let fundingAmount = 1000.0 | ||
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| let user = Test.createAccount() | ||
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| let flowPrices = [0.5, 0.8, 1.0, 1.2, 1.5, 2.0, 3.0, 5.0] | ||
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| // Expected values from Google sheet calculations | ||
| let expectedYieldTokenValues: {UFix64: UFix64} = { | ||
| 0.5: 307.69230769, | ||
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Contributor
There was a problem hiding this comment. The |
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| 0.8: 492.30769231, | ||
| 1.0: 615.38461538, | ||
| 1.2: 738.46153846, | ||
| 1.5: 923.07692308, | ||
| 2.0: 1230.76923077, | ||
| 3.0: 1846.15384615, | ||
| 5.0: 3076.92307692 | ||
| } | ||
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| // Likely 0.0 | ||
| let flowBalanceBefore = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! | ||
| transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: fundingAmount) | ||
| grantBeta(flowYieldVaultsAccount, user) | ||
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| // Set vault to baseline 1:1 price | ||
| // Use 1 billion (1e9) as base to prevent slippage, safe from UFix64 overflow | ||
| setVaultSharePrice( | ||
| vaultAddress: morphoVaultAddress, | ||
| assetAddress: pyusd0Address, | ||
| assetBalanceSlot: pyusd0BalanceSlot, | ||
| totalSupplySlot: morphoVaultTotalSupplySlot, | ||
| vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot, | ||
| baseAssets: 1000000000.0, | ||
| priceMultiplier: 1.0, | ||
| signer: user | ||
| ) | ||
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| createYieldVault( | ||
| signer: user, | ||
| strategyIdentifier: strategyIdentifier, | ||
| vaultIdentifier: flowTokenIdentifier, | ||
| amount: fundingAmount, | ||
| beFailed: false | ||
| ) | ||
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| // Capture the actual position ID from the FlowCreditMarket.Opened event | ||
| var pid = (getLastPositionOpenedEvent(Test.eventsOfType(Type<FlowALPv0.Opened>())) as! FlowALPv0.Opened).pid | ||
| log("[TEST] Captured Position ID from event: \(pid)") | ||
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| var yieldVaultIDs = getYieldVaultIDs(address: user.address) | ||
| log("[TEST] YieldVault ID: \(yieldVaultIDs![0])") | ||
| Test.assert(yieldVaultIDs != nil, message: "Expected user's YieldVault IDs to be non-nil but encountered nil") | ||
| Test.assertEqual(1, yieldVaultIDs!.length) | ||
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| var yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0]) | ||
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| log("[TEST] Initial yield vault balance: \(yieldVaultBalance ?? 0.0)") | ||
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| rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: true, beFailed: false) | ||
| rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false) | ||
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| testSnapshot = getCurrentBlockHeight() | ||
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| for flowPrice in flowPrices { | ||
| if (getCurrentBlockHeight() > testSnapshot) { | ||
| Test.reset(to: testSnapshot) | ||
| } | ||
| yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0]) | ||
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| log("[TEST] YieldVault balance before flow price \(flowPrice) \(yieldVaultBalance ?? 0.0)") | ||
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| // === FLOW PRICE CHANGES === | ||
| setBandOraclePrices(signer: bandOracleAccount, symbolPrices: { | ||
| "FLOW": flowPrice, | ||
| "USD": 1.0 | ||
| }) | ||
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| // Update PYUSD0/FLOW pool to match new Flow price | ||
| // priceTokenBPerTokenA = how many tokens of tokenB we get for 1 token of tokenA | ||
| // if flow price = 2.0 then priceTokenBPerTokenA = 1.0 / 2.0 = 0.5 | ||
| setPoolToPrice( | ||
| factoryAddress: factoryAddress, | ||
| tokenAAddress: pyusd0Address, | ||
| tokenBAddress: wflowAddress, | ||
| fee: 3000, | ||
| priceTokenBPerTokenA: fee3000Premium / flowPrice, | ||
| tokenABalanceSlot: pyusd0BalanceSlot, | ||
| tokenBBalanceSlot: wflowBalanceSlot, | ||
| signer: coaOwnerAccount | ||
| ) | ||
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| yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0]) | ||
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| log("[TEST] YieldVault balance before flow price \(flowPrice) rebalance: \(yieldVaultBalance ?? 0.0)") | ||
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| // Get yield token balance before rebalance | ||
| let yieldTokensBefore = getAutoBalancerBalance(id: yieldVaultIDs![0]) ?? 0.0 | ||
| let currentValueBefore = getAutoBalancerCurrentValue(id: yieldVaultIDs![0]) ?? 0.0 | ||
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| rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: false, beFailed: false) | ||
| rebalancePosition(signer: flowALPAccount, pid: pid, force: false, beFailed: false) | ||
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| yieldVaultBalance = getYieldVaultBalance(address: user.address, yieldVaultID: yieldVaultIDs![0]) | ||
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| log("[TEST] YieldVault balance after flow before \(flowPrice): \(yieldVaultBalance ?? 0.0)") | ||
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| // Get yield token balance after rebalance | ||
| let yieldTokensAfter = getAutoBalancerBalance(id: yieldVaultIDs![0]) ?? 0.0 | ||
| let currentValueAfter = getAutoBalancerCurrentValue(id: yieldVaultIDs![0]) ?? 0.0 | ||
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| // Get expected yield tokens from Google sheet calculations | ||
| let expectedYieldTokens = expectedYieldTokenValues[flowPrice] ?? 0.0 | ||
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| log("\n=== SCENARIO 1 DETAILS for Flow Price \(flowPrice) ===") | ||
| log("YieldVault Balance: \(yieldVaultBalance ?? 0.0)") | ||
| log("Yield Tokens Before: \(yieldTokensBefore)") | ||
| log("Yield Tokens After: \(yieldTokensAfter)") | ||
| log("Expected Yield Tokens: \(expectedYieldTokens)") | ||
| let precisionDiff = yieldTokensAfter > expectedYieldTokens ? yieldTokensAfter - expectedYieldTokens : expectedYieldTokens - yieldTokensAfter | ||
| let precisionSign = yieldTokensAfter > expectedYieldTokens ? "+" : "-" | ||
| log("Precision Difference: \(precisionSign)\(precisionDiff)") | ||
| let percentDiff = expectedYieldTokens > 0.0 ? (precisionDiff / expectedYieldTokens) * 100.0 : 0.0 | ||
| log("Percent Difference: \(precisionSign)\(percentDiff)%") | ||
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| // check if percent difference is within tolerance | ||
| let percentToleranceCheck = equalAmounts(a: percentDiff, b: 0.0, tolerance: forkedPercentTolerance) | ||
| Test.assert(percentToleranceCheck, message: "Percent difference \(percentDiff)% is not within tolerance \(forkedPercentTolerance)%") | ||
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| let yieldChange = yieldTokensAfter > yieldTokensBefore ? yieldTokensAfter - yieldTokensBefore : yieldTokensBefore - yieldTokensAfter | ||
| let yieldSign = yieldTokensAfter > yieldTokensBefore ? "+" : "-" | ||
| log("Yield Token Change: \(yieldSign)\(yieldChange)") | ||
| log("Current Value Before: \(currentValueBefore)") | ||
| log("Current Value After: \(currentValueAfter)") | ||
| let valueChange = currentValueAfter > currentValueBefore ? currentValueAfter - currentValueBefore : currentValueBefore - currentValueAfter | ||
| let valueSign = currentValueAfter > currentValueBefore ? "+" : "-" | ||
| log("Value Change: \(valueSign)\(valueChange)") | ||
| log("=============================================\n") | ||
| } | ||
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| // closeYieldVault(signer: user, id: yieldVaultIDs![0], beFailed: false) | ||
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| let flowBalanceAfter = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)! | ||
| log("[TEST] flow balance after \(flowBalanceAfter)") | ||
| } | ||
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👌 This makes sense to me, we should be able to get our numbers much, much closer like this.
The only thing we need to be mindful of is that this adjustment and swaps only happen in a single direction. Conceptually, I would think that this should be the case (why swap both ways & pay extra fees if you never needed to swap the tokens in the first place), but just wanted to flag this if we start to see any irreducible discrepancies.
The other option is that we could just tighten our assertions by calculating fee adjusted values to test against.