Update to overlay-market/[email protected] (#30)

* Update to overlay-market/[email protected] * Update pm("overlay-market/[email protected]") and gh actions * Fix compile issues * Fix tests/state/conftest.py * Fix test estimates for state * Fix test position for state * Fix tol in position tests for state * Fix fee disperser conftest for v1-core upgrade
overlay-market · Jun 8, 2022 · 3eac8c1 · 3eac8c1
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diff --git a/.github/workflows/test-python.yaml b/.github/workflows/test-python.yaml
@@ -58,10 +58,10 @@ jobs:
 
       - name: Create env file for Brownie pm
         run: |
-          touch ~/.brownie/packages/overlay-market/[email protected].2/.env
-          echo WEB3_INFURA_PROJECT_ID=${{ secrets.WEB3_INFURA_PROJECT_ID }} >> ~/.brownie/packages/overlay-market/[email protected].2/.env
-          echo ETHERSCAN_TOKEN=${{ secrets.ETHERSCAN_TOKEN }} >> ~/.brownie/packages/overlay-market/[email protected].2/.env
-          cat ~/.brownie/packages/overlay-market/[email protected].2/.env
+          touch ~/.brownie/packages/overlay-market/[email protected].4/.env
+          echo WEB3_INFURA_PROJECT_ID=${{ secrets.WEB3_INFURA_PROJECT_ID }} >> ~/.brownie/packages/overlay-market/[email protected].4/.env
+          echo ETHERSCAN_TOKEN=${{ secrets.ETHERSCAN_TOKEN }} >> ~/.brownie/packages/overlay-market/[email protected].4/.env
+          cat ~/.brownie/packages/overlay-market/[email protected].4/.env
 
       - name: Run Tests
         run: brownie test -vv -s --gas
diff --git a/brownie-config.yaml b/brownie-config.yaml
@@ -11,7 +11,7 @@ dotenv: .env
 # require OpenZepplin, Uniswap Contracts
 dependencies:
   - OpenZeppelin/[email protected]
-  - overlay-market/[email protected].2
+  - overlay-market/[email protected].4
   - Uniswap/[email protected]
   - Uniswap/[email protected]
 
@@ -23,6 +23,6 @@ compiler:
       runs: 800
     remappings:
       - "@openzeppelin=OpenZeppelin/[email protected]"
-      - "@overlay/v1-core=overlay-market/[email protected].2"
+      - "@overlay/v1-core=overlay-market/[email protected].4"
       - "@uniswap/v3-core=Uniswap/[email protected]"
       - "@uniswap/v3-periphery=Uniswap/[email protected]"
diff --git a/contracts/state/OverlayV1EstimateState.sol b/contracts/state/OverlayV1EstimateState.sol
@@ -6,6 +6,7 @@ import "@overlay/v1-core/contracts/libraries/FixedPoint.sol";
 import "@overlay/v1-core/contracts/libraries/Oracle.sol";
 import "@overlay/v1-core/contracts/libraries/Position.sol";
 import "@overlay/v1-core/contracts/libraries/Risk.sol";
+import "@overlay/v1-core/contracts/libraries/Tick.sol";
 
 import "../interfaces/state/IOverlayV1EstimateState.sol";
 
@@ -19,6 +20,7 @@ abstract contract OverlayV1EstimateState is
     OverlayV1PriceState,
     OverlayV1OIState
 {
+    using FixedCast for uint256;
     using FixedPoint for uint256;
     using Position for Position.Info;
 
@@ -37,18 +39,31 @@ abstract contract OverlayV1EstimateState is
         uint256 oi = _oiFromNotional(data, notional);
         uint256 fractionOfCapOi = _fractionOfCapOi(market, data, oi);
 
+        // get the attributes needed to calculate position oiShares:
+        // oiLong/Short, oiLongShares/oiShortShares
+        (uint256 oiLong, uint256 oiShort) = _ois(market);
+        uint256 oiShares = Position.calcOiShares(
+            oi,
+            isLong ? oiLong : oiShort,
+            isLong ? market.oiLongShares() : market.oiShortShares()
+        );
+
         // prices
         uint256 midPrice = _mid(data);
         uint256 price = isLong
             ? _ask(market, data, fractionOfCapOi)
             : _bid(market, data, fractionOfCapOi);
+
+        // TODO: test
         position_ = Position.Info({
-            notional: uint96(notional),
-            debt: uint96(debt),
-            entryToMidRatio: Position.calcEntryToMidRatio(price, midPrice),
+            notionalInitial: uint96(notional),
+            debtInitial: uint96(debt),
+            midTick: Tick.priceToTick(midPrice),
+            entryTick: Tick.priceToTick(price),
             isLong: isLong,
             liquidated: false,
-            oiShares: oi
+            oiShares: uint240(oiShares),
+            fractionRemaining: FixedPoint.ONE.toUint16Fixed()
         });
     }
 
@@ -57,7 +72,7 @@ abstract contract OverlayV1EstimateState is
         uint256 fraction = FixedPoint.ONE;
 
         // debt estimate is simply initial debt of position
-        debt_ = position.debtCurrent(fraction);
+        debt_ = Position.debtInitial(position, fraction);
     }
 
     function _costEstimate(Position.Info memory position) internal view returns (uint256 cost_) {
@@ -84,7 +99,7 @@ abstract contract OverlayV1EstimateState is
         uint256 maintenanceMarginFraction = market.params(
             uint256(Risk.Parameters.MaintenanceMarginFraction)
         );
-        uint256 q = position.notionalInitial(FixedPoint.ONE);
+        uint256 q = Position.notionalInitial(position, FixedPoint.ONE);
         maintenanceMargin_ = q.mulUp(maintenanceMarginFraction);
     }
 

diff --git a/contracts/state/OverlayV1PositionState.sol b/contracts/state/OverlayV1PositionState.sol
@@ -31,22 +31,26 @@ abstract contract OverlayV1PositionState is
     ) internal view returns (Position.Info memory position_) {
         bytes32 key = keccak256(abi.encodePacked(owner, id));
         (
-            uint96 notional,
-            uint96 debt,
-            uint48 entryToMidRatio,
+            uint96 notionalInitial,
+            uint96 debtInitial,
+            int24 midTick,
+            int24 entryTick,
             bool isLong,
             bool liquidated,
-            uint256 oiShares
+            uint240 oiShares,
+            uint16 fractionRemaining
         ) = market.positions(key);
 
         // assemble the position info struct
         position_ = Position.Info({
-            notional: notional,
-            debt: debt,
-            entryToMidRatio: entryToMidRatio,
+            notionalInitial: notionalInitial,
+            debtInitial: debtInitial,
+            midTick: midTick,
+            entryTick: entryTick,
             isLong: isLong,
             liquidated: liquidated,
-            oiShares: oiShares
+            oiShares: oiShares,
+            fractionRemaining: fractionRemaining
         });
     }
 
@@ -56,7 +60,7 @@ abstract contract OverlayV1PositionState is
         uint256 fraction = FixedPoint.ONE;
 
         // return the debt
-        debt_ = position.debtCurrent(fraction);
+        debt_ = Position.debtInitial(position, fraction);
     }
 
     /// @dev current cost basis of individual position
@@ -101,9 +105,9 @@ abstract contract OverlayV1PositionState is
         uint256 fraction = FixedPoint.ONE;
 
         // get attributes needed to calculate current collateral amount:
-        // notionalInitial, debtCurrent, oiInitial, oiCurrent
-        uint256 q = position.notionalInitial(fraction);
-        uint256 d = position.debtCurrent(fraction);
+        // notionalInitial, debtInitial, oiInitial, oiCurrent
+        uint256 q = Position.notionalInitial(position, fraction);
+        uint256 d = Position.debtInitial(position, fraction);
         uint256 oiInitial = position.oiInitial(fraction);
 
         // calculate oiCurrent from aggregate oi values
@@ -305,7 +309,7 @@ abstract contract OverlayV1PositionState is
         uint256 maintenanceMarginFraction = market.params(
             uint256(Risk.Parameters.MaintenanceMarginFraction)
         );
-        uint256 q = position.notionalInitial(FixedPoint.ONE);
+        uint256 q = Position.notionalInitial(position, FixedPoint.ONE);
         maintenanceMargin_ = q.mulUp(maintenanceMarginFraction);
     }
 

diff --git a/tests/feedisperser/conftest.py b/tests/feedisperser/conftest.py
@@ -4,7 +4,7 @@
 
 @pytest.fixture(scope="module")
 def ovl_v1_core(pm):
-    return pm("overlay-market/[email protected].2")
+    return pm("overlay-market/[email protected].4")
 
 
 @pytest.fixture(scope="module")
@@ -43,14 +43,22 @@ def governor_role():
 
 
 @pytest.fixture(scope="module", params=[8000000])
-def create_token(ovl_v1_core, gov, alice, bob, governor_role, request):
+def create_token(ovl_v1_core, gov, alice, bob, minter_role, governor_role,
+                 request):
     sup = request.param
 
     def create_token(supply=sup):
         ovl = ovl_v1_core.OverlayV1Token
         tok = gov.deploy(ovl)
+
+        # grant governor role
         tok.grantRole(governor_role, gov, {"from": gov})
+
+        # mint the token then renounce minter role
+        tok.grantRole(minter_role, gov, {"from": gov})
         tok.mint(gov, supply * 10 ** tok.decimals(), {"from": gov})
+        tok.renounceRole(minter_role, gov, {"from": gov})
+
         tok.transfer(alice, (supply/2) * 10 ** tok.decimals(), {"from": gov})
         tok.transfer(bob, (supply/2) * 10 ** tok.decimals(), {"from": gov})
         return tok

diff --git a/tests/state/conftest.py b/tests/state/conftest.py
@@ -4,7 +4,7 @@
 
 @pytest.fixture(scope="module")
 def ovl_v1_core(pm):
-    return pm("overlay-market/[email protected].2")
+    return pm("overlay-market/[email protected].4")
 
 
 @pytest.fixture(scope="module")
@@ -32,21 +32,6 @@ def fee_recipient(accounts):
     yield accounts[4]
 
 
-@pytest.fixture(scope="module", params=[8000000])
-def create_token(ovl_v1_core, gov, alice, bob, request):
-    sup = request.param
-
-    def create_token(supply=sup):
-        ovl = ovl_v1_core.OverlayV1Token
-        tok = gov.deploy(ovl)
-        tok.mint(gov, supply * 10 ** tok.decimals(), {"from": gov})
-        tok.transfer(alice, (supply/2) * 10 ** tok.decimals(), {"from": gov})
-        tok.transfer(bob, (supply/2) * 10 ** tok.decimals(), {"from": gov})
-        return tok
-
-    yield create_token
-
-
 @pytest.fixture(scope="module")
 def minter_role():
     yield web3.solidityKeccak(['string'], ["MINTER"])
@@ -62,6 +47,26 @@ def governor_role():
     yield web3.solidityKeccak(['string'], ["GOVERNOR"])
 
 
+@pytest.fixture(scope="module", params=[8000000])
+def create_token(ovl_v1_core, gov, alice, bob, minter_role, request):
+    sup = request.param
+
+    def create_token(supply=sup):
+        ovl = ovl_v1_core.OverlayV1Token
+        tok = gov.deploy(ovl)
+
+        # mint the token then renounce minter role
+        tok.grantRole(minter_role, gov, {"from": gov})
+        tok.mint(gov, supply * 10 ** tok.decimals(), {"from": gov})
+        tok.renounceRole(minter_role, gov, {"from": gov})
+
+        tok.transfer(alice, (supply/2) * 10 ** tok.decimals(), {"from": gov})
+        tok.transfer(bob, (supply/2) * 10 ** tok.decimals(), {"from": gov})
+        return tok
+
+    yield create_token
+
+
 @pytest.fixture(scope="module")
 def ovl(create_token):
     yield create_token()

diff --git a/tests/state/test_estimate.py b/tests/state/test_estimate.py
@@ -2,7 +2,7 @@
 from brownie.test import given, strategy
 from decimal import Decimal
 
-from .utils import calculate_mid_ratio, RiskParameter
+from .utils import price_to_tick, RiskParameter
 
 
 @given(
@@ -21,9 +21,18 @@ def test_position_estimate(state, market, feed, alice, ovl, leverage, is_long):
     # NOTE: state.mid() tested in test_price.py
     mid_price = state.mid(market)
 
-    # calculate the oi
+    # oi total and oi total shares on side
+    # NOTE: state.ois() tested in test_oi.py
+    oi_long, oi_short = state.ois(market)
+    oi_total = oi_long if is_long else oi_short
+    oi_total_shares = market.oiLongShares() \
+        if is_long else market.oiShortShares()
+
+    # calculate the oi and oi shares
     # NOTE: state.fractionOfCapOi() tested in test_oi.py
     oi = int(Decimal(notional) * Decimal(1e18) / Decimal(mid_price))
+    oi_shares = int(Decimal(oi) * Decimal(oi_total_shares)
+                    / Decimal(oi_total)) if oi_total > 0 else oi
     fraction_oi = state.fractionOfCapOi(market, oi)
 
     # get the entry price
@@ -35,13 +44,16 @@ def test_position_estimate(state, market, feed, alice, ovl, leverage, is_long):
     expect_notional = notional
     expect_debt = expect_notional - collateral
     expect_is_long = is_long
-    expect_mid_ratio = calculate_mid_ratio(entry_price, mid_price)
+    expect_mid_tick = price_to_tick(mid_price)
+    expect_entry_tick = price_to_tick(entry_price)
     expect_liquidated = False
-    expect_oi_shares = oi
+    expect_oi_shares = oi_shares
+    expect_fraction_remaining = 10000
 
     # check market position is same as position returned from state
-    expect = (expect_notional, expect_debt, expect_mid_ratio, expect_is_long,
-              expect_liquidated, expect_oi_shares)
+    expect = (expect_notional, expect_debt, expect_mid_tick, expect_entry_tick,
+              expect_is_long, expect_liquidated, expect_oi_shares,
+              expect_fraction_remaining)
     actual = state.positionEstimate(market, collateral, leverage, is_long)
     assert expect == actual
 
@@ -93,13 +105,13 @@ def test_oi_estimate(state, market, feed, alice, ovl, is_long):
     mid_price = state.mid(market)
 
     # calculate the oi
-    # NOTE: state.fractionOfCapOi() tested in test_oi.py
     oi = int(Decimal(notional) * Decimal(1e18) / Decimal(mid_price))
 
     # check position's oi is same as position returned from state
+    # NOTE: rel 1e-4 given tick precision to 1bps
     expect = oi
     actual = state.oiEstimate(market, collateral, leverage, is_long)
-    assert expect == actual
+    assert expect == approx(actual, rel=1e-4)
 
 
 @given(is_long=strategy('bool'))
@@ -166,7 +178,8 @@ def test_liquidation_price_estimate(state, market, feed, alice, ovl, is_long):
         if is_long else entry_price + dp
 
     # check position's maintenance is same as position returned from state
+    # NOTE: rel 1e-4 given tick precision to 1bps
     expect = int(expect_liquidation_price)
     actual = int(state.liquidationPriceEstimate(
         market, collateral, leverage, is_long))
-    assert expect == approx(actual)
+    assert expect == approx(actual, rel=1e-4)