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modify calculations
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@daopunk
daopunk committed May 18, 2024
1 parent d95dcfb commit 7b03072
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Showing 3 changed files with 59 additions and 31 deletions.
61 changes: 43 additions & 18 deletions test/e2e/E2ESaviour.t.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -19,13 +19,15 @@ import {Authorizable, IAuthorizable} from '@contracts/utils/Authorizable.sol';

contract E2ESaviourSetup is Common {
uint256 public constant TREASURY_AMOUNT = 1_000_000_000_000_000_000_000_000_000 ether;
uint256 public constant PROTOCOL_AMOUNT = 1_000_000_000 ether;
uint256 public constant USER_AMOUNT = 1000 ether;

ODSaviour public saviour;
address public treasury;

address public aliceProxy;
address public bobProxy;
address public deployerProxy;

mapping(address proxy => uint256 safeId) public vaults;

Expand All @@ -46,6 +48,7 @@ contract E2ESaviourSetup is Common {
_mintTKN(treasury, TREASURY_AMOUNT, address(saviour));
aliceProxy = _userSetup(alice, USER_AMOUNT, 'AliceProxy');
bobProxy = _userSetup(bob, USER_AMOUNT, 'BobProxy');
deployerProxy = _userSetup(deployer, PROTOCOL_AMOUNT, 'DeployerProxy');
}

function _userSetup(address _user, uint256 _amount, string memory _name) internal returns (address _proxy) {
Expand Down Expand Up @@ -153,6 +156,7 @@ contract E2ESaviourTestAccessControl is E2ESaviourSetup {
}

function test_saveSafe(bytes32 _cType, address _safe) public {
saviour.modifyParameters('setVaultStatus', abi.encode(1, true));
vm.prank(address(liquidationEngine));
(bool _ok,,) = saviour.saveSAFE(address(liquidationEngine), _cType, _safe);
assertTrue(_ok);
Expand Down Expand Up @@ -205,6 +209,7 @@ contract E2ESaviourTestRiskSetup is E2ESaviourSetup {
_setAndRefreshData();
_depositCollatAndGenDebt(vaults[aliceProxy], DEPOSIT, MINT, aliceProxy);
_depositCollatAndGenDebt(vaults[bobProxy], DEPOSIT, MINT, bobProxy);
_depositCollatAndGenDebt(vaults[deployerProxy], PROTOCOL_AMOUNT, MINT, deployerProxy);
}

/**
Expand Down Expand Up @@ -270,6 +275,12 @@ contract E2ESaviourTestRisk is E2ESaviourTestRiskSetup {
assertTrue(percentSafetyCRatio / percentOracleRead > 0);
}

function test_oracle() public view {
IOracleRelayer.OracleRelayerCollateralParams memory oracleParams = oracleRelayer.cParams(TKN);
IDelayedOracle oracle = oracleParams.oracle;
assertEq(address(tknOracle), address(oracle));
}

function test_setUp() public view {
(uint256 _collateral, uint256 _debt) = saviour.getCurrentCollateralAndDebt(TKN, aliceNFV.safeHandler);
assertEq(_collateral, DEPOSIT);
Expand Down Expand Up @@ -308,16 +319,11 @@ contract E2ESaviourTestRisk is E2ESaviourTestRiskSetup {

function test_triggerLiquidationScenario() public {
(uint256 _riskRatioBefore, int256 _percentOverSafetyBefore) = _readRisk(aliceNFV.safeHandler);
emit log_named_uint('Vault Risk [start]', _riskRatioBefore);
uint256 tknPriceBefore = tknOracle.read();
uint256 systemCoinPrice = systemCoinOracle.read();
emit log_named_uint('TKN Price [start]', tknPriceBefore);
emit log_named_uint('System Coin Price', systemCoinPrice);
tknOracle.setPriceAndValidity(tknPriceBefore - 0.05 ether, true);
uint256 tknPriceAfter = tknOracle.read();
emit log_named_uint('TKN Price [update]', tknPriceAfter);
(uint256 _riskRatioAfter, int256 _percentOverSafetyAfter) = _readRisk(aliceNFV.safeHandler);
emit log_named_uint('Vault Risk[update]', _riskRatioAfter);
assertTrue(_riskRatioBefore > _riskRatioAfter);
}
}
Expand Down Expand Up @@ -440,6 +446,8 @@ contract E2ESaviourTestLiquidateAndSave is E2ESaviourTestLiquidateSetup {

/// todo clean up and refactor to remove duplicate code in other setups
contract E2ESaviourTestFuzz is E2ESaviourTestRiskSetup {
using Math for uint256;

ERC20ForTest public token;

function setUp() public virtual override {
Expand Down Expand Up @@ -475,37 +483,56 @@ contract E2ESaviourTestFuzz is E2ESaviourTestRiskSetup {
}

function _devalueCollateral(uint256 _devaluation) internal {
uint256 tknPrice = tknOracle.read();
bound(_devaluation, 0.1 ether, 0.2 ether);
tknOracle.setPriceAndValidity(tknPrice - _devaluation, true);
uint256 _tknPrice = tknOracle.read();
emit log_named_uint('TKN Price', _tknPrice);
emit log_named_uint('DEVAL Price', _devaluation);
tknOracle.setPriceAndValidity(_tknPrice - _devaluation, true);
_setAndRefreshData();
oracleRelayer.updateCollateralPrice(TKN);
_setAndRefreshData();
}

function test_algorithm(uint256 _devaluation) public {
_devaluation = bound(_devaluation, 0.1 ether, 1 ether - 1);
_devalueCollateral(_devaluation);

ISAFEEngine.SAFEEngineCollateralData memory _safeEngCData = safeEngine.cData(TKN);
ISAFEEngine.SAFE memory _safeData = safeEngine.safes(TKN, aliceNFV.safeHandler);

(uint256 _currCollateral, uint256 _currDebt) = saviour.getCurrentCollateralAndDebt(TKN, aliceNFV.safeHandler);
uint256 _accumulatedRate = _safeEngCData.accumulatedRate;
uint256 _liquidationPrice = _safeEngCData.liquidationPrice;
uint256 _safetyPrice = _safeEngCData.safetyPrice;

uint256 _collatXliqPrice = _currCollateral.wmul(_liquidationPrice);
uint256 _debtXaccumuRate = _currDebt.wmul(_accumulatedRate);

if (_collatXliqPrice < _debtXaccumuRate) {
uint256 _reqAmount = (_debtXaccumuRate - _collatXliqPrice).wdiv(_safetyPrice);
uint256 _newCollatXliqPrice = (_currCollateral + _reqAmount).wmul(_liquidationPrice);

assertTrue(_newCollatXliqPrice > _debtXaccumuRate);
}
}

function test_liquidateProtectedSafe(uint256 _devaluation) public {
emit log_named_uint('Liquidation Price ***', liquidationPrice);
emit log_named_uint('Accumulated Rate ***', accumulatedRate);
_devaluation = bound(_devaluation, 1, 1 ether - 1);
(uint256 _collateralA, uint256 _debtA) = saviour.getCurrentCollateralAndDebt(TKN, aliceNFV.safeHandler);
assertTrue(_collateralA > 0 && _debtA > 0);
assertTrue((_collateralA * liquidationPrice) >= (_debtA * accumulatedRate));

_devalueCollateral(_devaluation);
emit log_named_uint('Liquidation Price ***', liquidationPrice);
emit log_named_uint('Accumulated Rate ***', accumulatedRate);
(uint256 _collateralB, uint256 _debtB) = saviour.getCurrentCollateralAndDebt(TKN, aliceNFV.safeHandler);
if (liquidationPrice != 0 && (_collateralB * liquidationPrice) < (_debtB * accumulatedRate)) {
liquidationEngine.liquidateSAFE(TKN, aliceNFV.safeHandler);
}

(uint256 _collateralC, uint256 _debtC) = saviour.getCurrentCollateralAndDebt(TKN, aliceNFV.safeHandler);
assertTrue(_collateralC >= _collateralA);
assertEq(_debtC, _debtA);
}

function test_liquidateUnprotectedSafe(uint256 _devaluation) public {
emit log_named_uint('Liquidation Price ***', liquidationPrice);
emit log_named_uint('Accumulated Rate ***', accumulatedRate);
_devaluation = bound(_devaluation, 1, 1 ether - 1);
uint256 _collateralC;
uint256 _debtC;

Expand All @@ -514,9 +541,7 @@ contract E2ESaviourTestFuzz is E2ESaviourTestRiskSetup {
assertTrue((_collateralA * liquidationPrice) >= (_debtA * accumulatedRate));

_devalueCollateral(_devaluation);
emit log_named_uint('Liquidation Price ***', liquidationPrice);
emit log_named_uint('Accumulated Rate ***', accumulatedRate);
(uint256 _collateralB, uint256 _debtB) = saviour.getCurrentCollateralAndDebt(TKN, aliceNFV.safeHandler);
(uint256 _collateralB, uint256 _debtB) = saviour.getCurrentCollateralAndDebt(TKN, bobNFV.safeHandler);

if (liquidationPrice != 0 && (_collateralB * liquidationPrice) < (_debtB * accumulatedRate)) {
liquidationEngine.liquidateSAFE(TKN, bobNFV.safeHandler);
Expand Down
27 changes: 15 additions & 12 deletions test/e2e/e2eSaviour/contracts/ODSaviour.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -85,18 +85,21 @@ contract ODSaviour is Authorizable, Modifiable, ModifiablePerCollateral, IODSavi

uint256 _reqCollateral;
{
ISAFEEngine.SAFEEngineCollateralData memory _safeEngCData = safeEngine.cData(_cType);
ISAFEEngine.SAFE memory _safeData = safeEngine.safes(_cType, _safe);

(uint256 _currCollateral, uint256 _currDebt) = getCurrentCollateralAndDebt(_cType, _safe);
uint256 _accumulatedRate = safeEngine.cData(_cType).accumulatedRate;
uint256 _accumulatedRate = _safeEngCData.accumulatedRate;
uint256 _liquidationPrice = _safeEngCData.liquidationPrice;
uint256 _safetyPrice = _safeEngCData.safetyPrice;

uint256 _currCRatio = ((_currCollateral.wmul(_oracle.read())).wdiv(_currDebt.wmul(_accumulatedRate)));
uint256 _safetyCRatio = _oracleParams.safetyCRatio / 1e18;
uint256 _collatXliqPrice = _currCollateral.wmul(_liquidationPrice);
uint256 _debtXaccumuRate = _currDebt.wmul(_accumulatedRate);

if (_safetyCRatio > _currCRatio) {
uint256 _diffCRatio = _safetyCRatio.wdiv(_currCRatio);
_reqCollateral = (_currCollateral.wmul(_diffCRatio)) - _currCollateral;
} else {
revert SafetyRatioMet();
}
_reqCollateral = (_debtXaccumuRate - _collatXliqPrice).wdiv(_safetyPrice);
uint256 _newCollatXliqPrice = (_reqCollateral + _currCollateral).wmul(_liquidationPrice);

if (_newCollatXliqPrice <= _debtXaccumuRate) revert SafetyRatioNotMet();
}
IERC20 _token = _saviourTokenAddresses[_cType];
_token.transferFrom(saviourTreasury, address(this), _reqCollateral);
Expand All @@ -121,9 +124,9 @@ contract ODSaviour is Authorizable, Modifiable, ModifiablePerCollateral, IODSavi
bytes32 _cType,
address _safe
) public view returns (uint256 _currCollateral, uint256 _currDebt) {
ISAFEEngine.SAFE memory _safeEngineData = safeEngine.safes(_cType, _safe);
_currCollateral = _safeEngineData.lockedCollateral;
_currDebt = _safeEngineData.generatedDebt;
ISAFEEngine.SAFE memory _safeData = safeEngine.safes(_cType, _safe);
_currCollateral = _safeData.lockedCollateral;
_currDebt = _safeData.generatedDebt;
}

function _initializeCollateralType(bytes32 _cType, bytes memory _collateralParams) internal virtual override {
Expand Down
2 changes: 1 addition & 1 deletion test/e2e/e2eSaviour/interfaces/IODSaviour.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@ interface IODSaviour is ISAFESaviour {
error VaultNotAllowed(uint256 _vaultId);
error CollateralTransferFailed();
error OnlyLiquidationEngine();
error SafetyRatioMet();
error SafetyRatioNotMet();
error AlreadyInitialized(bytes32);
error UninitializedCollateral(bytes32);
error CollateralMustBeInitialized(bytes32);
Expand Down

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