test(oracle): add twap oracle tests
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// SPDX-License-Identifier: MIT
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pragma solidity 0.8.36;
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import {Test} from "forge-std/Test.sol";
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import {StdInvariant} from "forge-std/StdInvariant.sol";
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import {Vm} from "forge-std/Vm.sol";
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import {FluxClFactory} from "../src/FluxClFactory.sol";
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import {FluxClPool} from "../src/FluxClPool.sol";
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import {TestErc20} from "../src/TestErc20.sol";
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import {IErc20} from "../src/interfaces/IErc20.sol";
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import {IFluxMintCallback} from "../src/interfaces/IFluxMintCallback.sol";
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import {IFluxSwapCallback} from "../src/interfaces/IFluxSwapCallback.sol";
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import {TickMath} from "../src/libraries/TickMath.sol";
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import {OracleLibrary} from "../src/libraries/OracleLibrary.sol";
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contract OracleUser is IFluxMintCallback, IFluxSwapCallback {
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function fluxMintCallback(uint256 amount0Owed, uint256 amount1Owed, bytes calldata data) external {
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(address token0, address token1) = abi.decode(data, (address, address));
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if (amount0Owed > 0) IErc20(token0).transfer(msg.sender, amount0Owed);
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if (amount1Owed > 0) IErc20(token1).transfer(msg.sender, amount1Owed);
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}
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function fluxSwapCallback(int256 amount0Delta, int256 amount1Delta, bytes calldata data) external {
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(address token0, address token1) = abi.decode(data, (address, address));
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if (amount0Delta > 0) IErc20(token0).transfer(msg.sender, uint256(amount0Delta));
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if (amount1Delta > 0) IErc20(token1).transfer(msg.sender, uint256(amount1Delta));
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}
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function mint(FluxClPool pool, int24 tickLower, int24 tickUpper, uint128 amount, bytes calldata data) external {
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pool.mint(address(this), tickLower, tickUpper, amount, data);
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}
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function swap(FluxClPool pool, bool zeroForOne, int256 amountSpecified, uint160 limit, bytes calldata data)
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external
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{
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pool.swap(address(this), zeroForOne, amountSpecified, limit, data);
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}
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}
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contract FluxOracleTest is Test {
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uint160 private constant priceOne = 79228162514264337593543950336;
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FluxClFactory private factory;
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FluxClPool private pool;
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TestErc20 private token0;
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TestErc20 private token1;
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OracleUser private user;
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bytes private cb;
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function setUp() public {
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vm.warp(1_000_000);
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factory = new FluxClFactory();
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TestErc20 tokenA = new TestErc20("Alpha", "ALPHA", 0);
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TestErc20 tokenB = new TestErc20("Beta", "BETA", 0);
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(address a, address b) =
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address(tokenA) < address(tokenB) ? (address(tokenA), address(tokenB)) : (address(tokenB), address(tokenA));
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token0 = TestErc20(a);
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token1 = TestErc20(b);
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cb = abi.encode(a, b);
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pool = FluxClPool(factory.createPool(a, b, 3000));
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pool.initialize(priceOne);
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user = new OracleUser();
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token0.mint(address(user), 1e33);
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token1.mint(address(user), 1e33);
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user.mint(pool, -600000, 600000, 1e20, cb);
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}
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function testCardinalityGrows() public {
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(,,, uint16 cardinalityBefore, uint16 cardinalityNextBefore,) = pool.slot0();
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assertEq(cardinalityBefore, 1);
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assertEq(cardinalityNextBefore, 1);
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pool.increaseObservationCardinalityNext(20);
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(,,,, uint16 cardinalityNextAfter,) = pool.slot0();
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assertEq(cardinalityNextAfter, 20);
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for (uint256 i = 0; i < 25; i++) {
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vm.warp(block.timestamp + 60);
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user.swap(pool, true, 1e18, TickMath.minSqrtRatio + 1, cb);
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}
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(,,, uint16 cardinalityAfter,,) = pool.slot0();
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assertEq(cardinalityAfter, 20);
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}
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function testTwapReflectsPriceDrop() public {
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pool.increaseObservationCardinalityNext(50);
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for (uint256 i = 0; i < 30; i++) {
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vm.warp(block.timestamp + 120);
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user.swap(pool, true, 1e18, TickMath.minSqrtRatio + 1, cb);
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}
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vm.warp(block.timestamp + 120);
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(, int24 spotTick,,,,) = pool.slot0();
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int24 meanTick = OracleLibrary.consult(address(pool), 1800);
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assertLt(meanTick, 0);
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assertGt(meanTick, spotTick);
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assertGt(meanTick, TickMath.minTick);
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}
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function testObserveInterpolatesCumulative() public {
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pool.increaseObservationCardinalityNext(10);
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vm.warp(block.timestamp + 300);
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user.swap(pool, true, 1e18, TickMath.minSqrtRatio + 1, cb);
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vm.warp(block.timestamp + 300);
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uint32[] memory secondsAgos = new uint32[](3);
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secondsAgos[0] = 500;
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secondsAgos[1] = 200;
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secondsAgos[2] = 0;
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(int56[] memory cumulatives,) = pool.observe(secondsAgos);
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assertLt(cumulatives[2], cumulatives[1]);
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assertLe(cumulatives[1], cumulatives[0]);
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}
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function testQuoteAtTickAtPriceOne() public view {
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uint256 quote = OracleLibrary.getQuoteAtTick(0, 1e18, address(token0), address(token1));
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assertApproxEqRel(quote, 1e18, 1e12);
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}
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function testObserveRevertsForTooOldWindow() public {
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pool.increaseObservationCardinalityNext(3);
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vm.warp(block.timestamp + 100);
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user.swap(pool, true, 1e18, TickMath.minSqrtRatio + 1, cb);
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uint32[] memory secondsAgos = new uint32[](2);
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secondsAgos[0] = 100000;
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secondsAgos[1] = 0;
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vm.expectRevert(bytes("Oracle: OLD"));
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pool.observe(secondsAgos);
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}
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}
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contract OracleMonotonicHandler is IFluxMintCallback, IFluxSwapCallback {
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Vm private constant vm = Vm(address(uint160(uint256(keccak256("hevm cheat code")))));
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FluxClPool public pool;
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TestErc20 public token0;
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TestErc20 public token1;
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bool public orderingHeld = true;
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constructor(FluxClPool poolAddress, TestErc20 first, TestErc20 second) {
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pool = poolAddress;
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token0 = first;
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token1 = second;
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token0.mint(address(this), 1e33);
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token1.mint(address(this), 1e33);
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}
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function fluxMintCallback(uint256 amount0Owed, uint256 amount1Owed, bytes calldata) external {
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if (amount0Owed > 0) token0.transfer(msg.sender, amount0Owed);
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if (amount1Owed > 0) token1.transfer(msg.sender, amount1Owed);
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}
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function fluxSwapCallback(int256 amount0Delta, int256 amount1Delta, bytes calldata) external {
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if (amount0Delta > 0) token0.transfer(msg.sender, uint256(amount0Delta));
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if (amount1Delta > 0) token1.transfer(msg.sender, uint256(amount1Delta));
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}
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function seed() external {
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pool.mint(address(this), -600000, 600000, 1e24, "");
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}
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function warpAndSwap(uint16 dtSeed, uint256 amountSeed, bool zeroForOne) external {
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uint256 dt = 1 + (uint256(dtSeed) % 600);
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vm.warp(block.timestamp + dt);
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int256 amount = int256(1e12 + (amountSeed % 1e22));
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uint160 limit = zeroForOne ? TickMath.minSqrtRatio + 1 : TickMath.maxSqrtRatio - 1;
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try pool.swap(address(this), zeroForOne, amount, limit, "") {} catch {}
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_checkOrdering();
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}
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function _checkOrdering() private {
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(,, uint16 index, uint16 cardinality,,) = pool.slot0();
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uint32 prev;
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bool started;
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for (uint16 i = 0; i < cardinality; i++) {
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uint16 slot = uint16((uint256(index) + 1 + i) % cardinality);
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(uint32 ts,,, bool initialized) = pool.observations(slot);
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if (!initialized) continue;
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if (started && ts < prev) orderingHeld = false;
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prev = ts;
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started = true;
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}
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}
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}
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contract FluxOracleInvariantTest is StdInvariant, Test {
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uint160 private constant priceOne = 79228162514264337593543950336;
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FluxClPool private pool;
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OracleMonotonicHandler private handler;
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function setUp() public {
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vm.warp(1_000_000);
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FluxClFactory factory = new FluxClFactory();
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TestErc20 tokenA = new TestErc20("Alpha", "ALPHA", 0);
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TestErc20 tokenB = new TestErc20("Beta", "BETA", 0);
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(address a, address b) =
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address(tokenA) < address(tokenB) ? (address(tokenA), address(tokenB)) : (address(tokenB), address(tokenA));
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pool = FluxClPool(factory.createPool(a, b, 3000));
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pool.initialize(priceOne);
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handler = new OracleMonotonicHandler(pool, TestErc20(a), TestErc20(b));
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pool.increaseObservationCardinalityNext(30);
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handler.seed();
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bytes4[] memory selectors = new bytes4[](1);
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selectors[0] = OracleMonotonicHandler.warpAndSwap.selector;
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targetSelector(FuzzSelector({addr: address(handler), selectors: selectors}));
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targetContract(address(handler));
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}
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function invariantObservationTimestampsAreMonotonic() public view {
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assertTrue(handler.orderingHeld());
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}
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}
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