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trend-trader tests
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@Siddharth2207
Siddharth2207 committed Mar 2, 2024
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1 change: 1 addition & 0 deletions .gitignore
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# Dotenv file
.env
test/csvs/*
4 changes: 4 additions & 0 deletions foundry.toml
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Expand Up @@ -15,5 +15,9 @@ optimizer_runs = 100000
bytecode_hash = "none"
cbor_metadata = false

fs_permissions = [
{ access = "read-write", path = "test/csvs"}
]

[fuzz]
runs = 1024
188 changes: 188 additions & 0 deletions src/lib/LibTrendTrade.sol
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// SPDX-License-Identifier: UNLICENSED
pragma solidity =0.8.19;

import {Vm} from "forge-std/Vm.sol";
import {Strings} from "openzeppelin-contracts/contracts/utils/Strings.sol";

library LibTrendTrade {

using Strings for address;
using Strings for uint256;

struct TrendTradeTest {
address orderBookSubparser;
address uniswapSubparser;
uint256 testMeanReserveAmount18;
uint256 testLastTime;
uint256 testNow;
uint256 testTrendNumerator;
uint256 testTrendDenominator;
uint256 testTrendUpFactor;
uint256 testTrendDownFactor;
uint256 cooldown;
uint256 jitteryBinomialBits;
}

struct TrendTrade {
address orderBookSubparser;
address uniswapSubparser;
address tokenAddress;
uint256 tokenDecimals;
address reserveToken;
uint256 reserveDecimals;
uint256 meanAmount;
uint256 cooldown;
uint256 bounty;
uint256 jitteryBinomialBits;
uint256 twapLongTime;
uint256 twapShortTime;
uint256 trendUpFactor;
uint256 trendDownFactor;
}

function getTestTrendOrder(
Vm vm,
TrendTradeTest memory tradeTest
) internal returns (bytes memory testTrend){

string[] memory ffi = new string[](35);
ffi[0] = "rain";
ffi[1] = "dotrain";
ffi[2] = "compose";
ffi[3] = "-i";
ffi[4] = "src/trend-trader.rain";
ffi[5] = "--entrypoint";
ffi[6] = "test-calculate-io";
ffi[7] = "--entrypoint";
ffi[8] = "test-handle-io";
ffi[9] = "--bind";
ffi[10] = string.concat("tkn-address=0x692AC1e363ae34b6B489148152b12e2785a3d8d6");
ffi[11] = "--bind";
ffi[12] = string.concat("tkn-decimals=18");
ffi[13] = "--bind";
ffi[14] = string.concat("reserve-address=0xc2132D05D31c914a87C6611C10748AEb04B58e8F");
ffi[15] = "--bind";
ffi[16] = string.concat("reserve-decimals=6");
ffi[17] = "--bind";
ffi[18] = string.concat("test-mean-reserve-amount18=", tradeTest.testMeanReserveAmount18.toString());
ffi[19] = "--bind";
ffi[20] = string.concat("test-last-time=", tradeTest.testLastTime.toString());
ffi[21] = "--bind";
ffi[22] = string.concat("test-now=", tradeTest.testNow.toHexString());
ffi[23] = "--bind";
ffi[24] = string.concat("test-trend-numerator=", tradeTest.testTrendNumerator.toString());
ffi[25] = "--bind";
ffi[26] = string.concat("test-trend-denominator=", tradeTest.testTrendDenominator.toString());
ffi[27] = "--bind";
ffi[28] = string.concat("test-trend-up-factor=", tradeTest.testTrendUpFactor.toString());
ffi[29] = "--bind";
ffi[30] = string.concat("test-trend-down-factor=", tradeTest.testTrendDownFactor.toString());
ffi[31] = "--bind";
ffi[32] = string.concat("mean-cooldown=", tradeTest.cooldown.toString());
ffi[33] = "--bind";
ffi[34] = string.concat("jittery-binomial-bits=", tradeTest.jitteryBinomialBits.toString());

testTrend = bytes.concat(getSubparserPrelude(tradeTest.orderBookSubparser,tradeTest.uniswapSubparser), vm.ffi(ffi));

}

function getTrendBuyOrder(
Vm vm,
TrendTrade memory buyTrend
)
internal
returns (bytes memory buyOrder)
{
string[] memory ffi = new string[](33);
ffi[0] = "rain";
ffi[1] = "dotrain";
ffi[2] = "compose";
ffi[3] = "-i";
ffi[4] = "src/trend-trader.rain";
ffi[5] = "--entrypoint";
ffi[6] = "buy-calculate-io";
ffi[7] = "--entrypoint";
ffi[8] = "buy-handle-io";
ffi[9] = "--bind";
ffi[10] = string.concat("tkn-address=",buyTrend.tokenAddress.toHexString());
ffi[11] = "--bind";
ffi[12] = string.concat("tkn-decimals=",buyTrend.tokenDecimals.toString());
ffi[13] = "--bind";
ffi[14] = string.concat("reserve-address=",buyTrend.reserveToken.toHexString());
ffi[15] = "--bind";
ffi[16] = string.concat("reserve-decimals=",buyTrend.reserveDecimals.toString());
ffi[17] = "--bind";
ffi[18] = string.concat("buy-mean-reserve-amount18=", buyTrend.meanAmount.toString());
ffi[19] = "--bind";
ffi[20] = string.concat("mean-cooldown=", buyTrend.cooldown.toString());
ffi[21] = "--bind";
ffi[22] = string.concat("bounty=", buyTrend.bounty.toString());
ffi[23] = "--bind";
ffi[24] = string.concat("jittery-binomial-bits=", buyTrend.jitteryBinomialBits.toString());
ffi[25] = "--bind";
ffi[26] = string.concat("twap-long-time=", buyTrend.twapLongTime.toString());
ffi[27] = "--bind";
ffi[28] = string.concat("twap-short-time=", buyTrend.twapShortTime.toString());
ffi[29] = "--bind";
ffi[30] = string.concat("buy-trend-up-factor=", buyTrend.trendUpFactor.toString());
ffi[31] = "--bind";
ffi[32] = string.concat("buy-trend-down-factor=", buyTrend.trendDownFactor.toString());

buyOrder = bytes.concat(getSubparserPrelude(buyTrend.orderBookSubparser,buyTrend.uniswapSubparser), vm.ffi(ffi));
}

function getTrendSellOrder(
Vm vm,
TrendTrade memory sellTrend
)
internal
returns (bytes memory sellOrder)
{
string[] memory ffi = new string[](33);
ffi[0] = "rain";
ffi[1] = "dotrain";
ffi[2] = "compose";
ffi[3] = "-i";
ffi[4] = "src/trend-trader.rain";
ffi[5] = "--entrypoint";
ffi[6] = "sell-calculate-io";
ffi[7] = "--entrypoint";
ffi[8] = "sell-handle-io";
ffi[9] = "--bind";
ffi[10] = string.concat("tkn-address=",sellTrend.tokenAddress.toHexString());
ffi[11] = "--bind";
ffi[12] = string.concat("tkn-decimals=",sellTrend.tokenDecimals.toString());
ffi[13] = "--bind";
ffi[14] = string.concat("reserve-address=",sellTrend.reserveToken.toHexString());
ffi[15] = "--bind";
ffi[16] = string.concat("reserve-decimals=",sellTrend.reserveDecimals.toString());
ffi[17] = "--bind";
ffi[18] = string.concat("sell-mean-reserve-amount18=", sellTrend.meanAmount.toString());
ffi[19] = "--bind";
ffi[20] = string.concat("mean-cooldown=", sellTrend.cooldown.toString());
ffi[21] = "--bind";
ffi[22] = string.concat("bounty=", sellTrend.bounty.toString());
ffi[23] = "--bind";
ffi[24] = string.concat("jittery-binomial-bits=", sellTrend.jitteryBinomialBits.toString());
ffi[25] = "--bind";
ffi[26] = string.concat("twap-long-time=", sellTrend.twapLongTime.toString());
ffi[27] = "--bind";
ffi[28] = string.concat("twap-short-time=", sellTrend.twapShortTime.toString());
ffi[29] = "--bind";
ffi[30] = string.concat("sell-trend-up-factor=", sellTrend.trendUpFactor.toString());
ffi[31] = "--bind";
ffi[32] = string.concat("sell-trend-down-factor=", sellTrend.trendDownFactor.toString());

sellOrder = bytes.concat(getSubparserPrelude(sellTrend.orderBookSubparser,sellTrend.uniswapSubparser), vm.ffi(ffi));
}

function getSubparserPrelude(address obSubparser, address uniswapWords) internal pure returns (bytes memory) {
bytes memory RAINSTRING_OB_SUBPARSER = bytes(
string.concat(
"using-words-from ", obSubparser.toHexString(), " ", uniswapWords.toHexString(), " "
)
);
return RAINSTRING_OB_SUBPARSER;
}

}
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