Simulation tests and preview functions accuracy tests (#83)

* fix: set offset factor when deploying

* feat: base contract for integration tests

* feat: e2e simulation

* wip: measure accuracy of preview functions

* chore: add comments

* fix: deploy scripts constructors

* fix: use `assets.collateral` in `convertCollateralToUnderlying`

* feat: handle surplus equity in `rebalanceBeforeWithdraw`

* Enforces a reversion in case the `minForRebalance` limit is breached (#88)

* feat: add check for over exposure

* build: update failing tests

* build: add test case for `RatioOutsideRange`

* build: remove duplicate test file

* Reversion due to high slippage in `redeem` and `deposit` (#85)

* feat: extend `SwapperStorage` to contain oracles and slippages for tokens

* feat: setters/getters for new `Swapper` storage variables

* feat: add slippage limit check

* style: reorder functions

* feat: alter how max slippage works

* style: forge fmt

* build: setter tests for new swapper functions

* fix: minor issue in accounting for `fromAmount` in swap

* build: add slippage to `SwapAdapterMock` and test slippage check in `Swapper`

* feat: additional parameters in initializers

* build: update tests

* fix: maxDeviationUSD calclulation

* style: forge fmt

* build: test slippageTooHigh setup WIP

* style: forge fmt

* build: test `rebalanceUp` reversion when slippage is too high

* fix: remove commented code

* WIP: test helper

* build: testFail case for `rebalanceDownToDebt` when slippage is too high

* style: forge fmt

* build: setup context for testing `MaxSlippageExceeded` reversion in tests

* build: tests for slippage reversion in `deposit` and `redeem`

* fix: typo, deposit reversion test case

* Update fork block number and adjust test cases (#84)

* build: update fork block number constant

* build: update supply/borrow caps in lending pool

* fix: WIP debugging LoanLogic tests

* fix: `_changeSupplyAndBorrowCap` typo

* style: forge fmt

* fix: add `CbETH` supply and borrow caps in `LoopStrategy` constructor

* fix: order of operations in convertUSDToAsset conversion

* fix: previewRedeem tests precision

* build: increase gap of slippage in slippage test

* natspec: extend comment

* fix: increase slippage in mockadapter

* style: forge fmt

---------

Co-authored-by: DuXXuD <duxxud@gmail.com>

* build: add capacity for `SwapperMock` to have real/estimated offsets for testing

* build: add tests for surplus equity due to swap

* fix: remove console logs

* fix: deploy config change

* feat: add integration base test

* fix: move out preview accuracy testing

* fix: handle maxSlippageUSD = 0

* chore: renaming

* chore: move scenarios to unit folder

* chore: remove unused imports

* chore: gitignore simulation output

* fix: moving scenario tests

* fix: moving scenario tests

* chore: imports fix

* upd gitignore

* gitignore: ignore simulation output

* fix: import console

* fix: gitignore test failing without dir

* add gitignore simulation output back

---------

Co-authored-by: NouDaimon <peric.iason@gmail.com>
Co-authored-by: NouDaimon <81045441+NouDaimon@users.noreply.github.com>

.env.samle

@@ -1,6 +1,6 @@
 # Base mainnet RPC, used in tests on a forked mainnet
 BASE_MAINNET_RPC_URL=
 # Tenderly base fork used for deployments to testnet
-TENDERLY_RPC_FORK=
+FORK_RPC=
 # Deployer private key
 DEPLOYER_PK=

.gitignore

@@ -28,3 +28,5 @@ out/
 # pnpm
 pnpm-lock.yaml
 
+# simulation output
+test/integration/output

deploy/DeployTenderlyFork.s.sol → deploy/DeployFork.s.sol

@@ -2,8 +2,8 @@
 
 pragma solidity 0.8.21;
 
-import "forge-std/script.sol";
-import { TenderlyForkConfig } from "./config/TenderlyForkConfig.sol";
+import { Script } from "forge-std/Script.sol";
+import { DeployForkConfig } from "./config/DeployForkConfig.sol";
 import { IERC20 } from "@openzeppelin/contracts/interfaces/IERC20.sol";
 import { ERC1967Proxy } from
     "@openzeppelin/contracts/proxy/ERC1967/ERC1967Proxy.sol";
@@ -33,15 +33,16 @@ import { LoopStrategy, ILoopStrategy } from "../src/LoopStrategy.sol";
 import { WrappedTokenAdapter } from
     "../src/swap/adapter/WrappedTokenAdapter.sol";
 import { AerodromeAdapter } from "../src/swap/adapter/AerodromeAdapter.sol";
+import "forge-std/console.sol";
 
-/// @title DeployTenderlyFork
+/// @title DeployFork
 /// @notice Deploys and setups all contracts needed for ILM LoopStrategy, when collateral is CbETH and borrow asset is WETH
 /// @notice Made for using on fork of the Base Mainnet.
 /// @notice Assumes that deployer has roles for the Seamless pool configuration (ACL_ADMIN and POOL_ADMIN)
 /// @notice To obtain roles on the fork, run the simulation on Tenderly UI.  
 /// @dev deploy with the command: 
-/// @dev forge script ./deploy/DeployTenderlyFork.s.sol --rpc-url ${TENDERLY_FORK_RPC} --broadcast --slow --delay 20 --force
-contract DeployTenderlyFork is Script, TenderlyForkConfig {
+/// @dev forge script ./deploy/DeployFork.s.sol --rpc-url ${FORK_RPC} --broadcast --slow --delay 20 --force
+contract DeployForkScript is Script, DeployForkConfig {
   IERC20 public constant CbETH = IERC20(BASE_MAINNET_CbETH);
   IERC20 public constant WETH = IERC20(BASE_MAINNET_WETH);
   IPoolAddressesProvider public constant poolAddressesProvider = IPoolAddressesProvider(SEAMLESS_ADDRESS_PROVIDER_BASE_MAINNET);
@@ -56,8 +57,7 @@ contract DeployTenderlyFork is Script, TenderlyForkConfig {
   LoopStrategy public strategy;
 
   function run() public {
-    deployerPrivateKey = vm.envUint("DEPLOYER_PK");
-    deployerAddress = vm.addr(deployerPrivateKey);
+    _setDeployer(vm.envUint("DEPLOYER_PK"));
 
     _deployWrappedCbETH();
     _setupWrappedCbETH();
@@ -72,6 +72,11 @@ contract DeployTenderlyFork is Script, TenderlyForkConfig {
     _setupRoles();
   }
 
+  function _setDeployer(uint256 _deployerPrivateKey) internal {
+    deployerPrivateKey = _deployerPrivateKey; 
+    deployerAddress = vm.addr(deployerPrivateKey);
+  }
+
   function _logAddress(string memory _name, address _address) internal view {
     console.log("%s: %s", _name, _address);
   }
@@ -141,7 +146,9 @@ contract DeployTenderlyFork is Script, TenderlyForkConfig {
           address(swapperImplementation),
           abi.encodeWithSelector(
               Swapper.Swapper_init.selector, 
-              deployerAddress
+              deployerAddress,
+              IPriceOracleGetter(poolAddressesProvider.getPriceOracle()),
+              swapperOffsetDeviation
           )
       );
 
@@ -159,8 +166,7 @@ contract DeployTenderlyFork is Script, TenderlyForkConfig {
 
     // WrappedCbETH Adapter
     wrappedTokenAdapter = new WrappedTokenAdapter();
-    wrappedTokenAdapter.WrappedTokenAdapter__Init(deployerAddress);
-    wrappedTokenAdapter.setSwapper(address(swapper));
+    wrappedTokenAdapter.WrappedTokenAdapter__Init(deployerAddress, address(swapper));
     wrappedTokenAdapter.setWrapper(
       CbETH, 
       IERC20(address(wrappedCbETH)), 
@@ -171,9 +177,8 @@ contract DeployTenderlyFork is Script, TenderlyForkConfig {
     // CbETH <-> WETH Aerodrome Adapter
     aerodromeAdapter = new AerodromeAdapter();
     aerodromeAdapter.AerodromeAdapter__Init(
-        deployerAddress, AERODROME_ROUTER, AERODROME_FACTORY
+        deployerAddress, AERODROME_ROUTER, AERODROME_FACTORY, address(swapper)
     );
-    aerodromeAdapter.setSwapper(address(swapper));
 
     IRouter.Route[] memory routesCbETHtoWETH = new IRouter.Route[](1);
     routesCbETHtoWETH[0] = IRouter.Route({
@@ -213,7 +218,10 @@ contract DeployTenderlyFork is Script, TenderlyForkConfig {
 
       vm.startBroadcast(deployerPrivateKey);
       swapper.setRoute(IERC20(address(wrappedCbETH)), WETH, stepsWrappedToWETH);
+      swapper.setOffsetFactor(IERC20(address(wrappedCbETH)), WETH, swapperOffsetFactor);
+
       swapper.setRoute(WETH, IERC20(address(wrappedCbETH)), stepsWETHtoWrapped);
+      swapper.setOffsetFactor(WETH, IERC20(address(wrappedCbETH)), swapperOffsetFactor);
       vm.stopBroadcast();
   }
 

deploy/config/TenderlyForkConfig.sol → deploy/config/DeployForkConfig.sol

@@ -6,19 +6,19 @@ import { BaseMainnetConstants } from "./BaseMainnetConstants.sol";
 import { CollateralRatio } from "../../src/types/DataTypes.sol";
 import { USDWadRayMath } from "../../src/libraries/math/USDWadRayMath.sol";
 
-/// @title TenderlyForkConfig
-/// @notice configuration and constants used on Tenderly fork deployment
-abstract contract TenderlyForkConfig is BaseMainnetConstants {
+/// @title DeployForkConfig
+/// @notice configuration and constants used on fork deployment
+abstract contract DeployForkConfig is BaseMainnetConstants {
 
   string public constant STRATEGY_ERC20_NAME = "CbETH/WETH Seamless ILM";
   string public constant STRATEGY_ERC20_SYMBOL = "ilmCbETH";
 
   CollateralRatio public collateralRatioTargets = CollateralRatio({
     target: USDWadRayMath.usdDiv(300, 200), // 3x
-    minForRebalance: USDWadRayMath.usdDiv(400, 300),  // 4x
+    minForRebalance: USDWadRayMath.usdDiv(330, 230),  // 3.3x
     maxForRebalance: USDWadRayMath.usdDiv(270, 170),  // 2.7x
-    maxForDepositRebalance: USDWadRayMath.usdDiv(301, 201),  // 3.01x 
-    minForWithdrawRebalance: USDWadRayMath.usdDiv(299, 199)  // 2.99x
+    maxForDepositRebalance: USDWadRayMath.usdDiv(299, 199), // 2.99x
+    minForWithdrawRebalance: USDWadRayMath.usdDiv(301, 201)  // 3.01x 
   });
 
   uint256 public constant ratioMargin = 10 ** 4; // 0.01% ratio margin
@@ -35,4 +35,7 @@ abstract contract TenderlyForkConfig is BaseMainnetConstants {
   uint256 public constant wrappedCbETH_LTV = 90_00;
   uint256 public constant wrappedCbETH_LiquidationTrashold = 92_00;
   uint256 public constant wrappedCbETH_LiquidationBonus = 100_00 + 5_00;
+
+  uint256 public constant swapperOffsetFactor = 750000; // 0.75 %
+  uint256 public constant swapperOffsetDeviation = 99000000; // 99%
 }

foundry.toml

@@ -9,6 +9,7 @@ solc = "0.8.21"
 block_number = 5950437
 verbosity = 2
 evm_version = "paris"
+fs_permissions = [{ access = "write", path = "./"}]
 
 [fmt]
 line_length = 80

src/LoopStrategy.sol

@@ -599,7 +599,7 @@ contract LoopStrategy is
         uint256 collateralAmountAsset
     ) internal virtual returns (uint256 underlyingAmountAsset) {
         if (assets.underlying != assets.collateral) {
-            IWrappedERC20PermissionedDeposit(address(assets.underlying))
+            IWrappedERC20PermissionedDeposit(address(assets.collateral))
                 .withdraw(collateralAmountAsset);
         }
         underlyingAmountAsset = collateralAmountAsset;

src/libraries/RebalanceLogic.sol

@@ -143,8 +143,10 @@ library RebalanceLogic {
 
             // shares lose equity equal to the amount of equity lost for
             // the rebalance to pay the adjusted debt
-            shareEquityUSD -=
-                initialEquityUSD - (state.collateralUSD - state.debtUSD);
+            if (initialEquityUSD > (state.collateralUSD - state.debtUSD)) {
+                shareEquityUSD -=
+                    initialEquityUSD - (state.collateralUSD - state.debtUSD);
+            }
         }
 
         // convert equity to collateral asset

src/swap/Swapper.sol

@@ -237,9 +237,14 @@ contract Swapper is ISwapper, AccessControlUpgradeable, UUPSUpgradeable {
         uint256 maxSlippageUSD = fromAmountUSD.usdMul(
             offsetUSD + maxDeviationUSD
         ).usdDiv(USDWadRayMath.USD);
+
+        // for the very low amounts allow 1 wei of slippage
+        if (maxSlippageUSD == 0) {
+            maxSlippageUSD = 1;
+        }
 
         if (fromAmountUSD - maxSlippageUSD > toAmountUSD) {
             revert MaxSlippageExceeded();
         }
     }
-}
+}

test/config/TestConstants.sol

@@ -22,6 +22,22 @@ abstract contract TestConstants {
     address public constant AERODROME_FACTORY =
         0x420DD381b31aEf6683db6B902084cB0FFECe40Da;
 
+    address public constant CHAINLINK_CBETH_USD_ORACLE =
+        0xd7818272B9e248357d13057AAb0B417aF31E817d;
+
     // USDbC has 6 decimals
     uint256 public constant ONE_USDbC = 1e6;
+
+    address public constant SEAMLESS_ATOKEN_IMPL =
+        0x27076A995387458da63b23d9AFe3df851727A8dB;
+    address public constant SEAMLESS_STABLE_DEBT_TOKEN_IMPL =
+        0xb4D5e163738682A955404737f88FDCF15C1391bF;
+    address public constant SEAMLESS_VARIABLE_DEBT_TOKEN_IMPL =
+        0x3800DA378e17A5B8D07D0144c321163591475977;
+    address public constant SEAMLESS_CBETH_INTEREST_RATE_STRATEGY_ADDRESS =
+        0xcEd653F5C689eC80881b1A8b9Ab2b64DF2B963Bd;
+    address public constant SEAMLESS_TREASURY =
+        0x982F3A0e3183896f9970b8A9Ea6B69Cd53AF1089;
+    address public constant SEAMLESS_INCENTIVES_CONTROLLER =
+        0x91Ac2FfF8CBeF5859eAA6DdA661feBd533cD3780;
 }

test/integration/IntegrationBase.sol

@@ -0,0 +1,44 @@
+// SPDX-License-Identifier: BUSL-1.1
+
+pragma solidity ^0.8.21;
+
+import { Test } from "forge-std/Test.sol";
+
+import { IACLManager } from "@aave/contracts/interfaces/IACLManager.sol";
+import { DeployForkScript } from "../../deploy/DeployFork.s.sol";
+import { VmSafe } from "forge-std/Vm.sol";
+
+/// @notice Setup contract for the integration tests
+/// @notice deploys all related contracts on the fork, and setup lending pool parameters
+contract IntegrationBase is Test, DeployForkScript {
+
+    string internal BASE_RPC_URL = vm.envString("BASE_MAINNET_RPC_URL");
+
+    VmSafe.Wallet public testDeployer = vm.createWallet("deployer");
+
+    function setUp() public virtual {
+        vm.createSelectFork(BASE_RPC_URL);
+
+        _setDeployer(testDeployer.privateKey);
+
+        address aclAdmin = poolAddressesProvider.getACLAdmin();
+        vm.startPrank(aclAdmin);
+        IACLManager(poolAddressesProvider.getACLManager()).addPoolAdmin(
+            testDeployer.addr
+        );
+        poolAddressesProvider.setACLAdmin(testDeployer.addr);
+        vm.stopPrank();
+
+        _deployWrappedCbETH();
+        _setupWrappedCbETH();
+        _setupWETHborrowCap();
+
+        _deploySwapper();
+        _deploySwapAdapters();
+        _setupSwapperRoutes();
+
+        _deployLoopStrategy();
+
+        _setupRoles();
+    }
+}

test/integration/IntegrationBaseTest.sol

@@ -0,0 +1,28 @@
+// SPDX-License-Identifier: BUSL-1.1
+
+pragma solidity ^0.8.21;
+
+import { Test } from "forge-std/Test.sol";
+
+import { IntegrationBase } from "./IntegrationBase.sol";
+
+/// @notice Test confirming deployment is done correctly and we can deposit and redeem funds
+contract IntegrationBaseTest is IntegrationBase {
+
+    /// @dev test confirming deployment is done correctly and we can deposit and redeem funds
+    function test_integrationBaseTest() public {
+      address user = makeAddr("user");
+
+      uint256 amount = 1 ether;
+
+      vm.startPrank(user);
+      deal(address(CbETH), user, amount);
+      CbETH.approve(address(strategy), amount);
+
+      uint256 shares = strategy.deposit(amount, user);
+
+      strategy.redeem(shares / 2, user, user);
+
+      vm.stopPrank();
+    }
+}