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Add Base Case Stress Test Forked Time Series Simulation #237

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72da2e4
Add helpers for time series simulations
jribbink Mar 30, 2026
5e31321
Add Base Case Stress Test forked time series simulation
jribbink Mar 30, 2026
707675b
Add missing helpers
jribbink Mar 31, 2026
ddb50da
Merge branch 'jribbink/time-series-helpers' into jribbink/base-case-sims
jribbink Mar 31, 2026
a167f73
Remove `_test` suffix to avoid CI runs
jribbink Mar 31, 2026
224ef61
Add comment for the FlowTransactionScheduler.cdc mock
jribbink Apr 1, 2026
539f8ba
Add pool liquidity & concentration value
jribbink Apr 1, 2026
3b20461
Distribute starting HF values to add entropy to multi-agent configura…
jribbink Apr 1, 2026
7dd931e
Address feedback
jribbink Apr 2, 2026
b67ffa2
Cleanup pool concentration helpers
jribbink Apr 2, 2026
510297a
Merge `main` into `jribbink/base-case-sims`
jribbink Apr 3, 2026
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22 changes: 11 additions & 11 deletions cadence/tests/evm_state_helpers.cdc
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Original file line number Diff line number Diff line change
Expand Up @@ -27,9 +27,7 @@ access(all) fun setVaultSharePrice(

/* --- Uniswap V3 Pool State Manipulation --- */

/// Set Uniswap V3 pool to a specific price via EVM.store
/// Creates pool if it doesn't exist, then manipulates state
/// Price is specified as UFix128 for high precision (24 decimal places)
/// Set Uniswap V3 pool to a specific price with infinite liquidity (zero slippage).
access(all) fun setPoolToPrice(
factoryAddress: String,
tokenAAddress: String,
Expand All @@ -45,16 +43,17 @@ access(all) fun setPoolToPrice(
code: Test.readFile("transactions/set_uniswap_v3_pool_price.cdc"),
authorizers: [signer.address],
signers: [signer],
arguments: [factoryAddress, tokenAAddress, tokenBAddress, fee, priceTokenBPerTokenA, tokenABalanceSlot, tokenBBalanceSlot, 0.0, 0.0, 1.0]
arguments: [factoryAddress, tokenAAddress, tokenBAddress, fee, priceTokenBPerTokenA, tokenABalanceSlot, tokenBBalanceSlot, 0.0, 0 as Int256, 0.0, 1.0]
)
)
Test.expect(seedResult, Test.beSucceeded())
}

/// Set Uniswap V3 pool to a specific price with finite TVL and concentrated liquidity.
/// tvl: total pool TVL in USD (e.g. 10_000_000.0 for $10M)
/// concentration: fraction 0.0-1.0 (e.g. 0.80 for 80% of liquidity in narrow range)
/// tokenBPriceUSD: USD price of tokenB (e.g. 1.0 for stablecoins)
/// tvl: total pool TVL in USD (e.g. 500_000.0)
/// tickRange: ±ticks from current price (e.g. 100 = ±1% for tick_spacing=10)
/// tvlFraction: fraction of TVL placed as liquidity (e.g. 0.95 = 95%)
/// tokenBPriceUSD: USD price of tokenB (1.0 for stablecoins)
access(all) fun setPoolToPriceWithTVL(
factoryAddress: String,
tokenAAddress: String,
Expand All @@ -63,17 +62,18 @@ access(all) fun setPoolToPriceWithTVL(
priceTokenBPerTokenA: UFix128,
tokenABalanceSlot: UInt256,
tokenBBalanceSlot: UInt256,
signer: Test.TestAccount,
tvl: UFix64,
concentration: UFix64,
tokenBPriceUSD: UFix64,
signer: Test.TestAccount
tickRange: Int,
tvlFraction: UFix64,
tokenBPriceUSD: UFix64
) {
let seedResult = Test.executeTransaction(
Test.Transaction(
code: Test.readFile("transactions/set_uniswap_v3_pool_price.cdc"),
authorizers: [signer.address],
signers: [signer],
arguments: [factoryAddress, tokenAAddress, tokenBAddress, fee, priceTokenBPerTokenA, tokenABalanceSlot, tokenBBalanceSlot, tvl, concentration, tokenBPriceUSD]
arguments: [factoryAddress, tokenAAddress, tokenBAddress, fee, priceTokenBPerTokenA, tokenABalanceSlot, tokenBBalanceSlot, tvl, Int256(tickRange), tvlFraction, tokenBPriceUSD]
)
)
Test.expect(seedResult, Test.beSucceeded())
Expand Down
21 changes: 12 additions & 9 deletions cadence/tests/evm_state_helpers_test.cdc
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Original file line number Diff line number Diff line change
Expand Up @@ -195,10 +195,11 @@ fun test_ConcentratedLiquiditySlippage() {
priceTokenBPerTokenA: 1.0,
tokenABalanceSlot: wflowBalanceSlot,
tokenBBalanceSlot: pyusd0BalanceSlot,
signer: testAccount,
tvl: 500_000.0,
concentration: 0.80,
tokenBPriceUSD: 1.0,
signer: testAccount
tickRange: 100,
tvlFraction: 0.80,
tokenBPriceUSD: 1.0
)

let concBefore = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)!
Expand Down Expand Up @@ -229,10 +230,11 @@ fun test_ConcentratedLiquiditySlippage() {
priceTokenBPerTokenA: 1.0,
tokenABalanceSlot: wflowBalanceSlot,
tokenBBalanceSlot: pyusd0BalanceSlot,
signer: testAccount,
tvl: 5_000_000.0,
concentration: 0.80,
tokenBPriceUSD: 1.0,
signer: testAccount
tickRange: 100,
tvlFraction: 0.80,
tokenBPriceUSD: 1.0
)

let bigBefore = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)!
Expand Down Expand Up @@ -263,10 +265,11 @@ fun test_ConcentratedLiquiditySlippage() {
priceTokenBPerTokenA: 1.0,
tokenABalanceSlot: wflowBalanceSlot,
tokenBBalanceSlot: pyusd0BalanceSlot,
signer: testAccount,
tvl: 500_000.0,
concentration: 0.80,
tokenBPriceUSD: 1.0,
signer: testAccount
tickRange: 100,
tvlFraction: 0.80,
tokenBPriceUSD: 1.0
)

let smallBefore = getBalance(address: testAccount.address, vaultPublicPath: pyusd0PublicPath)!
Expand Down
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