Forked Rebalance Simulation 3c

cadence/tests/forked_rebalance_scenario3c_test.cdc

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+#test_fork(network: "mainnet-fork", height: 143292255)
+
+import Test
+import BlockchainHelpers
+
+import "test_helpers.cdc"
+import "evm_state_helpers.cdc"
+
+import "FlowYieldVaults"
+import "FlowToken"
+import "MOET"
+import "FlowYieldVaultsStrategiesV2"
+import "FlowALPv0"
+
+// ============================================================================
+// CADENCE ACCOUNTS
+// ============================================================================
+
+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)
+
+access(all) var strategyIdentifier = Type<@FlowYieldVaultsStrategiesV2.FUSDEVStrategy>().identifier
+access(all) var flowTokenIdentifier = Type<@FlowToken.Vault>().identifier
+access(all) var moetTokenIdentifier = Type<@MOET.Vault>().identifier
+
+// ============================================================================
+// PROTOCOL ADDRESSES
+// ============================================================================
+
+// Uniswap V3 Factory on Flow EVM mainnet
+access(all) let factoryAddress = "0xca6d7Bb03334bBf135902e1d919a5feccb461632"
+
+// ============================================================================
+// VAULT & TOKEN ADDRESSES
+// ============================================================================
+
+// FUSDEV - Morpho VaultV2 (ERC4626)
+// Underlying asset: PYUSD0
+access(all) let morphoVaultAddress = "0xd069d989e2F44B70c65347d1853C0c67e10a9F8D"
+
+// PYUSD0 - Stablecoin (FUSDEV's underlying asset)
+access(all) let pyusd0Address = "0x99aF3EeA856556646C98c8B9b2548Fe815240750"
+
+// MOET - Flow ALP USD
+access(all) let moetAddress = "0x213979bB8A9A86966999b3AA797C1fcf3B967ae2"
+
+// WFLOW - Wrapped Flow
+access(all) let wflowAddress = "0xd3bF53DAC106A0290B0483EcBC89d40FcC961f3e"
+
+// ============================================================================
+// STORAGE SLOT CONSTANTS
+// ============================================================================
+
+// 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
+
+// Morpho vault storage slots
+access(all) let morphoVaultTotalSupplySlot = 11 as UInt256
+access(all) let morphoVaultTotalAssetsSlot = 15 as UInt256
+
+access(all)
+fun setup() {
+    // Deploy all contracts for mainnet fork
+    deployContractsForFork()
+
+    // 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: feeAdjustedPrice(1.0, fee: 100, reverse: false),
+        tokenABalanceSlot: pyusd0BalanceSlot,
+        tokenBBalanceSlot: fusdevBalanceSlot,
+        signer: coaOwnerAccount
+    )
+
+    setPoolToPrice(
+        factoryAddress: factoryAddress,
+        tokenAAddress: pyusd0Address,
+        tokenBAddress: wflowAddress,
+        fee: 3000,
+        priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 3000, reverse: false),
+        tokenABalanceSlot: pyusd0BalanceSlot,
+        tokenBBalanceSlot: wflowBalanceSlot,
+        signer: coaOwnerAccount
+    )
+
+    setPoolToPrice(
+        factoryAddress: factoryAddress,
+        tokenAAddress: moetAddress,
+        tokenBAddress: morphoVaultAddress,
+        fee: 100,
+        priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: false),
+        tokenABalanceSlot: moetBalanceSlot,
+        tokenBBalanceSlot: fusdevBalanceSlot,
+        signer: coaOwnerAccount
+    )
+
+    setPoolToPrice(
+        factoryAddress: factoryAddress,
+        tokenAAddress: moetAddress,
+        tokenBAddress: pyusd0Address,
+        fee: 100,
+        priceTokenBPerTokenA: feeAdjustedPrice(1.0, fee: 100, reverse: false),
+        tokenABalanceSlot: moetBalanceSlot,
+        tokenBBalanceSlot: pyusd0BalanceSlot,
+        signer: coaOwnerAccount
+    )
+
+    // 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)
+
+	let reserveAmount = 100_000_00.0
+    transferFlow(signer: whaleFlowAccount, recipient: flowALPAccount.address, amount: reserveAmount)
+	mintMoet(signer: flowALPAccount, to: flowALPAccount.address, amount: reserveAmount, beFailed: false)
+
+	// Fund FlowYieldVaults account for scheduling fees (atomic initial scheduling)
+    transferFlow(signer: whaleFlowAccount, recipient: flowYieldVaultsAccount.address, amount: 100.0)
+}
+
+access(all) var testSnapshot: UInt64 = 0
+access(all)
+fun test_ForkedRebalanceYieldVaultScenario3C() {
+    let fundingAmount = 1000.0
+    let flowPriceIncrease = 2.0
+    let yieldPriceIncrease = 2.0
+
+    // Expected values from Google sheet calculations
+    let expectedYieldTokenValues = [615.38461539, 1230.76923077, 994.08284024]
+    let expectedFlowCollateralValues = [1000.0, 2000.0, 3230.76923077]
+    let expectedDebtValues = [615.38461539, 1230.76923077, 1988.16568047]
+
+    let user = Test.createAccount()
+
+    // Likely 0.0
+    let flowBalanceBefore = getBalance(address: user.address, vaultPublicPath: /public/flowTokenReceiver)!
+    transferFlow(signer: whaleFlowAccount, recipient: user.address, amount: fundingAmount)
+    grantBeta(flowYieldVaultsAccount, user)
+
+    // Set vault to baseline 1:1 price
+    setVaultSharePrice(
+        vaultAddress: morphoVaultAddress,
+        assetAddress: pyusd0Address,
+        assetBalanceSlot: pyusd0BalanceSlot,
+        totalSupplySlot: morphoVaultTotalSupplySlot,
+        vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot,
+        priceMultiplier: 1.0,
+        signer: user
+    )
+
+    createYieldVault(
+        signer: user,
+        strategyIdentifier: strategyIdentifier,
+        vaultIdentifier: flowTokenIdentifier,
+        amount: fundingAmount,
+        beFailed: false
+    )
+
+    // 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)")
+
+    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)
+
+    let yieldTokensBefore = getAutoBalancerBalance(id: yieldVaultIDs![0])!
+    let debtBefore = getMOETDebtFromPosition(pid: pid)
+    let flowCollateralBefore = getFlowCollateralFromPosition(pid: pid)
+    let flowCollateralValueBefore = flowCollateralBefore * 1.0
+
+    log("\n=== PRECISION COMPARISON (Initial State) ===")
+    log("Expected Yield Tokens: \(expectedYieldTokenValues[0])")
+    log("Actual Yield Tokens:   \(yieldTokensBefore)")
+    let diff0 = yieldTokensBefore > expectedYieldTokenValues[0] ? yieldTokensBefore - expectedYieldTokenValues[0] : expectedYieldTokenValues[0] - yieldTokensBefore
+    let sign0 = yieldTokensBefore > expectedYieldTokenValues[0] ? "+" : "-"
+    log("Difference:            \(sign0)\(diff0)")
+    log("")
+    log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[0])")
+    log("Actual Flow Collateral Value:   \(flowCollateralValueBefore)")
+    let flowDiff0 = flowCollateralValueBefore > expectedFlowCollateralValues[0] ? flowCollateralValueBefore - expectedFlowCollateralValues[0] : expectedFlowCollateralValues[0] - flowCollateralValueBefore
+    let flowSign0 = flowCollateralValueBefore > expectedFlowCollateralValues[0] ? "+" : "-"
+    log("Difference:                     \(flowSign0)\(flowDiff0)")
+    log("")
+    log("Expected MOET Debt: \(expectedDebtValues[0])")
+    log("Actual MOET Debt:   \(debtBefore)")
+    let debtDiff0 = debtBefore > expectedDebtValues[0] ? debtBefore - expectedDebtValues[0] : expectedDebtValues[0] - debtBefore
+    let debtSign0 = debtBefore > expectedDebtValues[0] ? "+" : "-"
+    log("Difference:         \(debtSign0)\(debtDiff0)")
+    log("=========================================================\n")
+
+    Test.assert(
+        equalAmounts(a: yieldTokensBefore, b: expectedYieldTokenValues[0], tolerance: 0.01),
+        message: "Expected yield tokens to be \(expectedYieldTokenValues[0]) but got \(yieldTokensBefore)"
+    )
+    Test.assert(
+        equalAmounts(a: flowCollateralValueBefore, b: expectedFlowCollateralValues[0], tolerance: 0.01),
+        message: "Expected flow collateral value to be \(expectedFlowCollateralValues[0]) but got \(flowCollateralValueBefore)"
+    )
+    Test.assert(
+        equalAmounts(a: debtBefore, b: expectedDebtValues[0], tolerance: 0.01),
+        message: "Expected MOET debt to be \(expectedDebtValues[0]) but got \(debtBefore)"
+    )
+
+    // === FLOW PRICE INCREASE TO 2.0 ===
+    log("\n=== FLOW PRICE → 2.0x ===")
+    setBandOraclePrices(signer: bandOracleAccount, symbolPrices: {
+        "FLOW": flowPriceIncrease,
+        "USD": 1.0
+    })
+
+    // FLOW=$2, so 1 WFLOW = flowPriceIncrease PYUSD0
+    // Recollat traverses PYUSD0→WFLOW (reverse on this pool)
+    setPoolToPrice(
+        factoryAddress: factoryAddress,
+        tokenAAddress: wflowAddress,
+        tokenBAddress: pyusd0Address,
+        fee: 3000,
+        priceTokenBPerTokenA: feeAdjustedPrice(UFix128(flowPriceIncrease), fee: 3000, reverse: true),
+        tokenABalanceSlot: wflowBalanceSlot,
+        tokenBBalanceSlot: pyusd0BalanceSlot,
+        signer: coaOwnerAccount
+    )
+
+    rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: true, beFailed: false)
+    rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false)
+
+    let yieldTokensAfterFlowPriceIncrease = getAutoBalancerBalance(id: yieldVaultIDs![0])!
+    let flowCollateralAfterFlowIncrease = getFlowCollateralFromPosition(pid: pid)
+    let flowCollateralValueAfterFlowIncrease = flowCollateralAfterFlowIncrease * flowPriceIncrease
+    let debtAfterFlowIncrease = getMOETDebtFromPosition(pid: pid)
+
+    log("\n=== PRECISION COMPARISON (After Flow Price Increase) ===")
+    log("Expected Yield Tokens: \(expectedYieldTokenValues[1])")
+    log("Actual Yield Tokens:   \(yieldTokensAfterFlowPriceIncrease)")
+    let diff1 = yieldTokensAfterFlowPriceIncrease > expectedYieldTokenValues[1] ? yieldTokensAfterFlowPriceIncrease - expectedYieldTokenValues[1] : expectedYieldTokenValues[1] - yieldTokensAfterFlowPriceIncrease
+    let sign1 = yieldTokensAfterFlowPriceIncrease > expectedYieldTokenValues[1] ? "+" : "-"
+    log("Difference:            \(sign1)\(diff1)")
+    log("")
+    log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[1])")
+    log("Actual Flow Collateral Value:   \(flowCollateralValueAfterFlowIncrease)")
+    log("Actual Flow Collateral Amount:  \(flowCollateralAfterFlowIncrease) Flow tokens")
+    let flowDiff1 = flowCollateralValueAfterFlowIncrease > expectedFlowCollateralValues[1] ? flowCollateralValueAfterFlowIncrease - expectedFlowCollateralValues[1] : expectedFlowCollateralValues[1] - flowCollateralValueAfterFlowIncrease
+    let flowSign1 = flowCollateralValueAfterFlowIncrease > expectedFlowCollateralValues[1] ? "+" : "-"
+    log("Difference:                     \(flowSign1)\(flowDiff1)")
+    log("")
+    log("Expected MOET Debt: \(expectedDebtValues[1])")
+    log("Actual MOET Debt:   \(debtAfterFlowIncrease)")
+    let debtDiff1 = debtAfterFlowIncrease > expectedDebtValues[1] ? debtAfterFlowIncrease - expectedDebtValues[1] : expectedDebtValues[1] - debtAfterFlowIncrease
+    let debtSign1 = debtAfterFlowIncrease > expectedDebtValues[1] ? "+" : "-"
+    log("Difference:         \(debtSign1)\(debtDiff1)")
+    log("=========================================================\n")
+
+    Test.assert(
+        equalAmounts(a: yieldTokensAfterFlowPriceIncrease, b: expectedYieldTokenValues[1], tolerance: 0.01),
+        message: "Expected yield tokens after flow price increase to be \(expectedYieldTokenValues[1]) but got \(yieldTokensAfterFlowPriceIncrease)"
+    )
+    Test.assert(
+        equalAmounts(a: flowCollateralValueAfterFlowIncrease, b: expectedFlowCollateralValues[1], tolerance: 0.01),
+        message: "Expected flow collateral value after flow price increase to be \(expectedFlowCollateralValues[1]) but got \(flowCollateralValueAfterFlowIncrease)"
+    )
+    Test.assert(
+        equalAmounts(a: debtAfterFlowIncrease, b: expectedDebtValues[1], tolerance: 0.01),
+        message: "Expected MOET debt after flow price increase to be \(expectedDebtValues[1]) but got \(debtAfterFlowIncrease)"
+    )
+
+    // === YIELD VAULT PRICE INCREASE TO 2.0 ===
+    log("\n=== YIELD VAULT PRICE → 2.0x ===")
+
+    setVaultSharePrice(
+        vaultAddress: morphoVaultAddress,
+        assetAddress: pyusd0Address,
+        assetBalanceSlot: pyusd0BalanceSlot,
+        totalSupplySlot: morphoVaultTotalSupplySlot,
+        vaultTotalAssetsSlot: morphoVaultTotalAssetsSlot,
+        priceMultiplier: 2.0,
+        signer: user
+    )
+
+    // FUSDEV is now worth 2x: 1 FUSDEV = yieldPriceIncrease PYUSD0
+    // Recollat traverses FUSDEV→PYUSD0 (forward on this pool)
+    setPoolToPrice(
+        factoryAddress: factoryAddress,
+        tokenAAddress: morphoVaultAddress,
+        tokenBAddress: pyusd0Address,
+        fee: 100,
+        priceTokenBPerTokenA: feeAdjustedPrice(UFix128(yieldPriceIncrease), fee: 100, reverse: false),
+        tokenABalanceSlot: fusdevBalanceSlot,
+        tokenBBalanceSlot: pyusd0BalanceSlot,
+        signer: coaOwnerAccount
+    )
+
+    // 1 FUSDEV = yieldPriceIncrease MOET (FUSDEV is now worth 2x)
+    // Surplus swaps MOET→FUSDEV (reverse on this pool)
+    setPoolToPrice(
+        factoryAddress: factoryAddress,
+        tokenAAddress: morphoVaultAddress,
+        tokenBAddress: moetAddress,
+        fee: 100,
+        priceTokenBPerTokenA: feeAdjustedPrice(UFix128(yieldPriceIncrease), fee: 100, reverse: true),
+        tokenABalanceSlot: fusdevBalanceSlot,
+        tokenBBalanceSlot: moetBalanceSlot,
+        signer: coaOwnerAccount
+    )
+
+    rebalanceYieldVault(signer: flowYieldVaultsAccount, id: yieldVaultIDs![0], force: true, beFailed: false)
+    rebalancePosition(signer: flowALPAccount, pid: pid, force: true, beFailed: false)
+
+    let yieldTokensAfterYieldPriceIncrease = getAutoBalancerBalance(id: yieldVaultIDs![0])!
+    let flowCollateralAfterYieldIncrease = getFlowCollateralFromPosition(pid: pid)
+    let flowCollateralValueAfterYieldIncrease = flowCollateralAfterYieldIncrease * flowPriceIncrease
+    let debtAfterYieldIncrease = getMOETDebtFromPosition(pid: pid)
+
+    log("\n=== PRECISION COMPARISON (After Yield Price Increase) ===")
+    log("Expected Yield Tokens: \(expectedYieldTokenValues[2])")
+    log("Actual Yield Tokens:   \(yieldTokensAfterYieldPriceIncrease)")
+    let diff2 = yieldTokensAfterYieldPriceIncrease > expectedYieldTokenValues[2] ? yieldTokensAfterYieldPriceIncrease - expectedYieldTokenValues[2] : expectedYieldTokenValues[2] - yieldTokensAfterYieldPriceIncrease
+    let sign2 = yieldTokensAfterYieldPriceIncrease > expectedYieldTokenValues[2] ? "+" : "-"
+    log("Difference:            \(sign2)\(diff2)")
+    log("")
+    log("Expected Flow Collateral Value: \(expectedFlowCollateralValues[2])")
+    log("Actual Flow Collateral Value:   \(flowCollateralValueAfterYieldIncrease)")
+    log("Actual Flow Collateral Amount:  \(flowCollateralAfterYieldIncrease) Flow tokens")
+    let flowDiff2 = flowCollateralValueAfterYieldIncrease > expectedFlowCollateralValues[2] ? flowCollateralValueAfterYieldIncrease - expectedFlowCollateralValues[2] : expectedFlowCollateralValues[2] - flowCollateralValueAfterYieldIncrease
+    let flowSign2 = flowCollateralValueAfterYieldIncrease > expectedFlowCollateralValues[2] ? "+" : "-"
+    log("Difference:                     \(flowSign2)\(flowDiff2)")
+    log("")
+    log("Expected MOET Debt: \(expectedDebtValues[2])")
+    log("Actual MOET Debt:   \(debtAfterYieldIncrease)")
+    let debtDiff2 = debtAfterYieldIncrease > expectedDebtValues[2] ? debtAfterYieldIncrease - expectedDebtValues[2] : expectedDebtValues[2] - debtAfterYieldIncrease
+    let debtSign2 = debtAfterYieldIncrease > expectedDebtValues[2] ? "+" : "-"
+    log("Difference:         \(debtSign2)\(debtDiff2)")
+    log("=========================================================\n")
+
+    Test.assert(
+        equalAmounts(a: yieldTokensAfterYieldPriceIncrease, b: expectedYieldTokenValues[2], tolerance: 0.01),
+        message: "Expected yield tokens after yield price increase to be \(expectedYieldTokenValues[2]) but got \(yieldTokensAfterYieldPriceIncrease)"
+    )
+    Test.assert(
+        equalAmounts(a: flowCollateralValueAfterYieldIncrease, b: expectedFlowCollateralValues[2], tolerance: 0.01),
+        message: "Expected flow collateral value after yield price increase to be \(expectedFlowCollateralValues[2]) but got \(flowCollateralValueAfterYieldIncrease)"
+    )
+    Test.assert(
+        equalAmounts(a: debtAfterYieldIncrease, b: expectedDebtValues[2], tolerance: 0.01),
+        message: "Expected MOET debt after yield price increase to be \(expectedDebtValues[2]) but got \(debtAfterYieldIncrease)"
+    )
+
+    // TODO: closeYieldVault currently fails due to precision issues
+    // closeYieldVault(signer: user, id: yieldVaultIDs![0], beFailed: false)
+
+    log("\n=== TEST COMPLETE ===")
+}
+
+
+// Helper function to get Flow collateral from position
+access(all) fun getFlowCollateralFromPosition(pid: UInt64): UFix64 {
+    let positionDetails = getPositionDetails(pid: pid, beFailed: false)
+    for balance in positionDetails.balances {
+        if balance.vaultType == Type<@FlowToken.Vault>() {
+            if balance.direction == FlowALPv0.BalanceDirection.Credit {
+                return balance.balance
+            }
+        }
+    }
+    return 0.0
+}
+
+
+// Helper function to get MOET debt from position
+access(all) fun getMOETDebtFromPosition(pid: UInt64): UFix64 {
+    let positionDetails = getPositionDetails(pid: pid, beFailed: false)
+    for balance in positionDetails.balances {
+        if balance.vaultType == Type<@MOET.Vault>() {
+            if balance.direction == FlowALPv0.BalanceDirection.Debit {
+                return balance.balance
+            }
+        }
+    }
+    return 0.0
+}
+