Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Fix rounding in test #69

Closed
wants to merge 2 commits into from
Closed

Fix rounding in test #69

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
ae1eb0f
test: fix rounding in close factor comutation
MathisGD Oct 3, 2024
df94e37
chore: increase fuzz runs
MathisGD Oct 3, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
3 changes: 3 additions & 0 deletions foundry.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -8,4 +8,7 @@ optimizer_runs = 999999 # Etherscan does not support verifying contracts with mo
[profile.default.fmt]
wrap_comments = true

[fuzz]
runs = 10_000

# See more config options https://github.com/foundry-rs/foundry/blob/master/crates/config/README.md#all-options
52 changes: 27 additions & 25 deletions test/PreLiquidationTest.sol
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -168,12 +168,12 @@ contract PreLiquidationTest is BaseTest, IPreLiquidationCallback {
IMorphoRepayCallback(address(preLiquidation)).onMorphoRepay(0, hex"");
}

function preparePreLiquidation(
function _preparePreLiquidation(
PreLiquidationParams memory preLiquidationParams,
uint256 collateralAmount,
uint256 borrowAmount,
address liquidator
) public {
) internal {
preLiquidation = factory.createPreLiquidation(id, preLiquidationParams);

loanToken.mint(SUPPLIER, borrowAmount);
Expand All @@ -198,6 +198,19 @@ contract PreLiquidationTest is BaseTest, IPreLiquidationCallback {
vm.stopPrank();
}

function _closeFactor(PreLiquidationParams memory preLiquidationParams, uint256 ltv)
internal
view
returns (uint256)
{
return UtilsLib.min(
(ltv - preLiquidationParams.preLltv).wDivDown(marketParams.lltv - preLiquidationParams.preLltv).wMulDown(
preLiquidationParams.preCF2 - preLiquidationParams.preCF1
) + preLiquidationParams.preCF1,
preLiquidationParams.preCF2
);
}

function testNotPreLiquidatable(PreLiquidationParams memory preLiquidationParams, uint256 collateralAmount)
public
virtual
Expand All @@ -215,7 +228,7 @@ contract PreLiquidationTest is BaseTest, IPreLiquidationCallback {

collateralAmount = bound(collateralAmount, 10 ** 18, 10 ** 24);

preparePreLiquidation(preLiquidationParams, collateralAmount, 0, LIQUIDATOR);
_preparePreLiquidation(preLiquidationParams, collateralAmount, 0, LIQUIDATOR);

vm.expectRevert(ErrorsLib.NotPreLiquidatablePosition.selector);
preLiquidation.preLiquidate(BORROWER, 0, 1, hex"");
Expand All @@ -237,7 +250,7 @@ contract PreLiquidationTest is BaseTest, IPreLiquidationCallback {
preLiqOracle: marketParams.oracle
});

collateralAmount = bound(collateralAmount, 10 ** 19, 10 ** 24);
collateralAmount = bound(collateralAmount, 10 ** 18, 10 ** 24);
uint256 collateralPrice = IOracle(marketParams.oracle).price();
uint256 borrowLiquidationThreshold = collateralAmount.mulDivDown(
IOracle(marketParams.oracle).price(), ORACLE_PRICE_SCALE
Expand All @@ -246,24 +259,21 @@ contract PreLiquidationTest is BaseTest, IPreLiquidationCallback {
collateralAmount.mulDivDown(collateralPrice, ORACLE_PRICE_SCALE).wMulDown(preLiquidationParams.preLltv);
borrowAmount = bound(borrowAmount, borrowPreLiquidationThreshold + 1, borrowLiquidationThreshold);

preparePreLiquidation(preLiquidationParams, collateralAmount, borrowAmount, LIQUIDATOR);
_preparePreLiquidation(preLiquidationParams, collateralAmount, borrowAmount, LIQUIDATOR);

vm.startPrank(LIQUIDATOR);
Position memory position = MORPHO.position(id, BORROWER);
Market memory m = MORPHO.market(id);

uint256 ltv = uint256(position.borrowShares).toAssetsUp(m.totalBorrowAssets, m.totalBorrowShares).wDivDown(
uint256(position.collateral).mulDivDown(collateralPrice, ORACLE_PRICE_SCALE)
);

uint256 closeFactor = (ltv - preLiquidationParams.preLltv).wMulDown(
preLiquidationParams.preCF2 - preLiquidationParams.preCF1
).wDivDown(marketParams.lltv - preLiquidationParams.preLltv) + preLiquidationParams.preCF1;
uint256 repayableShares = position.borrowShares.wMulDown(closeFactor);
uint256 repayableShares = position.borrowShares.wMulDown(_closeFactor(preLiquidationParams, ltv));

uint256 liquidatorCollatBefore = collateralToken.balanceOf(LIQUIDATOR);
uint256 liquidatorLoanBefore = loanToken.balanceOf(LIQUIDATOR);

vm.prank(LIQUIDATOR);
(uint256 seizedAssets, uint256 repaidAssets) = preLiquidation.preLiquidate(BORROWER, 0, repayableShares, hex"");

uint256 liquidatorCollatAfter = collateralToken.balanceOf(LIQUIDATOR);
Expand All @@ -290,29 +300,24 @@ contract PreLiquidationTest is BaseTest, IPreLiquidationCallback {
});

collateralAmount = bound(collateralAmount, 10 ** 18, 10 ** 24);

uint256 collateralPrice = IOracle(marketParams.oracle).price();
uint256 borrowLiquidationThreshold = collateralAmount.mulDivDown(
IOracle(marketParams.oracle).price(), ORACLE_PRICE_SCALE
).wMulDown(marketParams.lltv);
uint256 borrowPreLiquidationThreshold =
collateralAmount.mulDivDown(collateralPrice, ORACLE_PRICE_SCALE).wMulDown(preLiquidationParams.preLltv);

borrowAmount = bound(borrowAmount, borrowPreLiquidationThreshold + 1, borrowLiquidationThreshold);

preparePreLiquidation(preLiquidationParams, collateralAmount, borrowAmount, address(this));
_preparePreLiquidation(preLiquidationParams, collateralAmount, borrowAmount, address(this));

Position memory position = MORPHO.position(marketParams.id(), BORROWER);
Market memory m = MORPHO.market(marketParams.id());
Position memory position = MORPHO.position(id, BORROWER);
Market memory m = MORPHO.market(id);

uint256 ltv = uint256(position.borrowShares).toAssetsUp(m.totalBorrowAssets, m.totalBorrowShares).wDivDown(
uint256(position.collateral).mulDivDown(collateralPrice, ORACLE_PRICE_SCALE)
);

uint256 closeFactor = (ltv - preLiquidationParams.preLltv).wMulDown(
preLiquidationParams.preCF2 - preLiquidationParams.preCF1
).wDivDown(marketParams.lltv - preLiquidationParams.preLltv) + preLiquidationParams.preCF1;
uint256 repayableShares = position.borrowShares.wMulDown(closeFactor);
uint256 repayableShares = position.borrowShares.wMulDown(_closeFactor(preLiquidationParams, ltv));

bytes memory data = abi.encode(this.testPreLiquidationCallback.selector, hex"");

Expand Down Expand Up @@ -352,7 +357,7 @@ contract PreLiquidationTest is BaseTest, IPreLiquidationCallback {
uint256 borrowThreshold = uint256(collateralAmount).mulDivDown(collateralPrice, ORACLE_PRICE_SCALE).wMulDown(
preLiquidationParams.preLltv
) - 1;
preparePreLiquidation(preLiquidationParams, collateralAmount, borrowThreshold, LIQUIDATOR);
_preparePreLiquidation(preLiquidationParams, collateralAmount, borrowThreshold, LIQUIDATOR);

vm.startPrank(LIQUIDATOR);

Expand All @@ -373,10 +378,7 @@ contract PreLiquidationTest is BaseTest, IPreLiquidationCallback {
vm.assume(ltv >= preLiquidationParams.preLltv);
vm.assume(ltv <= marketParams.lltv);

uint256 closeFactor = (ltv - preLiquidationParams.preLltv).wMulDown(
preLiquidationParams.preCF2 - preLiquidationParams.preCF1
).wDivDown(marketParams.lltv - preLiquidationParams.preLltv) + preLiquidationParams.preCF1;
uint256 repayableShares = position.borrowShares.wMulDown(closeFactor);
uint256 repayableShares = position.borrowShares.wMulDown(_closeFactor(preLiquidationParams, ltv));

preLiquidation.preLiquidate(BORROWER, 0, repayableShares, hex"");
}
Expand All @@ -402,7 +404,7 @@ contract PreLiquidationTest is BaseTest, IPreLiquidationCallback {
uint256 borrowThreshold = uint256(collateralAmount).mulDivDown(collateralPrice, ORACLE_PRICE_SCALE).wMulDown(
preLiquidationParams.preLltv
) - 1;
preparePreLiquidation(preLiquidationParams, collateralAmount, borrowThreshold, LIQUIDATOR);
_preparePreLiquidation(preLiquidationParams, collateralAmount, borrowThreshold, LIQUIDATOR);

vm.warp(block.timestamp + 12);
vm.roll(block.number + 1);
Expand Down