feat: univ3 unhedged by fp-crypto · Pull Request #28 · fp-crypto/joint-strategy

fp-crypto · 2022-03-18T18:19:58Z

No description provided.

…values

* fix: renamed SOLID specific tests and added run_check for dex * fix: necessary changes to setup the UniV3Joint * fix: set pool state variable during initialize * fix: add collection call to the burnLP function and couple of return values * fix: fixed return values * fix: fixed call to estimated provider assets from joint * chore: included hardhat chain id in eth addresses * feat: test harvesting to open and close positions * fix: re-use getReward function collecting the owed tokens

* feat: test lossy harvest swapping both from token A and token B * chore: rename harvesting test file * feat: swap values based on pool reserves * feat: included choppy harvest test function * feat: choppy harvest passing * feat: added percentage reserve movement * feat: uni_v3_pool fixture reading abi from USDC-WETH pool * feat: added views for tick and liquidity stuff * feat: simulate swap fixture * feat: added limit price option to sell token * feat: function testing price moving 1 tick left and right * feat: testing multiple tick movement outside the provided range * fix: increased RATIO_PRECISION for lower profit values * fix: change percentageMaxLoss based on current value * feat: new univ3 helper fuctions to buy token and empty pool reserve of one token * fix: fixed choppy harvest to ensure wanted trades are always < than available reserves * feat: added empty pool test * chore: remove debugging events * chore: remove debugging estimating function * feat: added uni v3 function to rebelance pool between tests * feat: added RATIO_PRECISION fixture * feat: added CRV swap test parameter * feat: added checkAllowance function * feat: added option to rebalance using CRV pool instead of uniswap pool * chore: rename library from SimulateSwap to UniswapHelperViews * chore: create testing library for views only used to created testing scenarios and remove them from uniswap views library * chore: renamed getFeeGrowth view to getEeesEarned * fix: removed variabls used only once to optimize * chore: added license information for interfaces * chore: documentation for all functions + added liquidity check when burning LP * feat: added security functions tomanually burn the LP and collect rewards specifying the min and max ticks and set the min and max ticks manually * chore: added comments to libraries part * chore: renamed WETH to referenceToken * chore: add natspec documentation * feat: return value for CRV swap * feat: ensure lossy scenarios when swapping through CRV by reducing reserves * fix: tests passing * chore: change libraries name * chore: change useUnipool to useCRVPool * feat: renamed to UniV3StablesJoint * feat: make CRV swaps work with any token * feat: included setTicksFromCurrent function * chore: tests cleanup * fix: change tests to ensure they run with other decimals and tighter pools * feat: included clone + migration tests

fp-crypto · 2022-05-17T17:03:33Z

#32 (comment)

jmonteer

looks pretty good.

still some deep diving to do... mainly in libraries.

contracts/ProviderStrategy.sol

contracts/Joint.sol

contracts/DEXes/UniV3StablesJoint.sol

jmonteer · 2022-05-18T00:40:59Z

contracts/DEXes/UniV3StablesJoint.sol

+     * contract
+     */
+    function getReward() internal override {
+        IUniswapV3Pool(pool).collect(


do you need to update the position first so fees are accumulated in tokensOwed0 and 1?

Ideally yes but I have not found an external function in Uni to update it so the function is always used after a position updating call (burnLP for example) and we need to include a burnLP(0) (does not revert, already tested) in the call to collect rewards manually. I propose also to change the name to collectOwedTokens as this is used both to collect rewards and principal

contracts/DEXes/UniV3StablesJoint.sol

16slim · 2022-05-18T15:16:39Z

Implemented main comments from j in https://github.com/fp-crypto/joint-strategy/pull/34/files

An additional comment that I have is that the swapTokenForTokenManually is declared in the Joint.sol but it's an empty implementation so we still need to finish that one, shouldn't be very complex as the swap internal function is already working

contracts/Joint.sol

16slim · 2022-05-19T09:14:05Z

Changes implemented here: #34

@jmonteer

* fix: refactor swapRewardTokens as per @jmonteer comment * fix: removed else case in findSwapTo as it wasn´t adding any value * fix: gas savings as per @jmonteer comments * fix: change modifier of setCRVPool to onlyGovernance * fix: minor gas savings * fix: convert pool to address * chore: change getReward for collectOwedTokens and burn 0 LP before harvesting the rewards manually * fix: minor gas saving * feat: add revert if CRV index is not found * fix: comment typo * fix: comment typo * chore: removed unused line * fix: turn harvest and harvestTrigger virtual so any inheriting Joint can override it * fix: change findSwapTo argument to from_token * fix: re-organized the burn + collect functions * fix: remove setCRVPool function to avoid address injection * fix: added force parameter to setTicksManually * fix: edited the if condition and natspec on setTicksManually * fix: re-factor findSwapTo * feat: implemented swapTokenForTokenManually * chore: minor changes to tests to make them more robust * feat: new test for the manual operation of the strategy * fix: remove modifier and empty implementation from swap manually

jmonteer · 2022-05-20T17:38:34Z

LGTM

…och implementation

…waps

16slim/operation triggers

jmonteer

LGTM

jmonteer · 2022-06-21T08:16:16Z

contracts/DEXes/UniV3StablesJoint.sol

+
+        uint256[] memory _pendingRewards = pendingRewards();
+
+        if (_pendingRewards[0] >= _minRewardToHarvest * (10**IERC20Extended(rewardTokens[0]).decimals()) / RATIO_PRECISION && 


I think I would replace && with || here but I see it would be very rare to see to have rewards only on one side

… pool

16slim/implement sec review

fp-crypto and others added 21 commits March 18, 2022 11:19

feat: progress on univ3

fe6e535

chore: intersitial

3ae8430

feat: solidity 0.8 port

e6c6ade

feat: univ3 unhedged

8a73ff3

fix: renamed SOLID specific tests and added run_check for dex

7ba814a

fix: necessary changes to setup the UniV3Joint

dfba11c

fix: set pool state variable during initialize

852ceeb

fix: add collection call to the burnLP function and couple of return …

48093e2

…values

fix: fixed return values

a5e02b8

fix: fixed call to estimated provider assets from joint

1180dc1

chore: included hardhat chain id in eth addresses

c707902

feat: test harvesting to open and close positions

12619f0

fix: re-use getReward function collecting the owed tokens

9b2e9e4

feat: tests working with usdc-usdt

8bddfcd

chore: intersitial

3eb8d28

interstitial

e44e281

feat: profitable harvest sceanrio passing

ced6088

chore: interstitial

8281795

Merge branch '16slim/uniV3' into fp-univ3-merge

853746f

jmonteer reviewed May 18, 2022

View reviewed changes

fp-crypto commented May 18, 2022

View reviewed changes

contracts/Joint.sol Outdated Show resolved Hide resolved

16slim mentioned this pull request May 19, 2022

16slim/implement fixes #34

Merged

feat: first draft at harvest and harvest trigger

7ca9702

16slim and others added 16 commits June 1, 2022 12:14

feat: add harvest and harvest triggers for the joints + should end ep…

331d0c3

…och implementation

fix: don't implement harvest trigger here

8da8817

fix: add callCost paramter

1288a65

feat: implement launchHarvest state variable

dc5e6d2

feat: test harvest triggers for joint and providers

4d5bb9b

feat: necessary changes to use uniswap official library to simulate s…

68fe897

…waps

fix: fix type in _initalizeUniV3StablesJoint

81b9dfa

fix: use _ prefix instead of new

b4d4b2f

fix: reverse order swap if

18e063e

fix: removed swap comment

16728d4

fix: removed unnecessary allowance revoke

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fix: changed if order in quote

dd8963f

fix: remove address injection in swap manually

a7a8a22

feat: add setUniPool funciton

856ef93

feat: get CRV pool index for 2-4 token pools

123b48d

Merge pull request #35 from fp-crypto/16slim/operation_triggers

9fdce53

16slim/operation triggers

jmonteer approved these changes Jun 21, 2022

View reviewed changes

16slim and others added 9 commits June 24, 2022 12:29

feat: check base fee in joint contract harvest trigger

886f3cf

feat: include factory interface

f0c0897

feat: include fee tier in univ3 joint and pool check when setting the…

0efb918

… pool

feat: include min amount out in swaps

1e0a50c

fix: added _ to internal variable

40d5166

feat: MEV protection for burnLPManually

bc26c8b

fix: tests passing with new fixes

18a7196

Merge pull request #36 from fp-crypto/16slim/implement_sec_review

82bd9cd

16slim/implement sec review

feat: add deployed flattened code

7d7aac1


		uint256[] memory _pendingRewards = pendingRewards();

		if (_pendingRewards[0] >= _minRewardToHarvest * (10**IERC20Extended(rewardTokens[0]).decimals()) / RATIO_PRECISION &&

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16slim commented May 19, 2022

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16slim commented May 18, 2022 •

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