test: stage

panoptic-labs · Nov 27, 2023 · 7222205 · 7222205
1 parent c622124
commit 7222205
Showing 1 changed file with 171 additions and 0 deletions.
diff --git a/test/foundry/core/CollateralTracker.t.sol b/test/foundry/core/CollateralTracker.t.sol
@@ -3762,6 +3762,7 @@ contract CollateralTrackerTest is Test, PositionUtils {
         int24 atTick,
         uint256 swapSizeSeed
     ) public {
+        vm.assume(pool != USDC_WETH_100);
         vm.assume(strikeSeed != strikeSeed2);
 
         {
@@ -3921,6 +3922,176 @@ contract CollateralTrackerTest is Test, PositionUtils {
         }
     }
 
+    function test_Success_collateralCheck_ITMcallSpread_assetTT0(
+        uint256 x,
+        uint128 positionSizeSeed,
+        uint256 widthSeed,
+        uint256 widthSeed2,
+        int256 strikeSeed,
+        int256 strikeSeed2,
+        int24 atTick,
+        uint256 swapSizeSeed
+    ) public {
+        vm.assume(strikeSeed != strikeSeed2);
+
+        uint128 required;
+
+        {
+            _initWorld(x);
+            vm.assume(pool != USDC_WETH_100);
+
+            // initalize a custom Panoptic pool
+            _deployCustomPanopticPool(token0, token1, pool);
+
+            // Invoke all interactions with the Collateral Tracker from user Bob
+            vm.startPrank(Bob);
+
+            // give Bob the max amount of tokens
+            _grantTokens(Bob);
+
+            // approve collateral tracker to move tokens on Bob's behalf
+            IERC20Partial(token0).approve(address(collateralToken0), type(uint128).max);
+            IERC20Partial(token1).approve(address(collateralToken1), type(uint128).max);
+
+            // award corresponding shares
+            _mockMaxDeposit(Bob);
+
+            // have Bob sell
+            (width, strike) = PositionUtils.getITMSW(
+                widthSeed,
+                strikeSeed,
+                uint24(tickSpacing),
+                currentTick,
+                0
+            );
+
+            (width1, strike1) = PositionUtils.getITMSW(
+                widthSeed2,
+                strikeSeed2,
+                uint24(tickSpacing),
+                currentTick,
+                0
+            );
+
+            tokenId = uint256(0).addUniv3pool(poolId).addLeg(0, 1, 0, 0, 0, 0, strike, width);
+            tokenId = tokenId.addLeg(1, 1, 0, 0, 0, 1, strike1, width1);
+            positionIdList.push(tokenId);
+
+            positionSize0 = uint128(bound(positionSizeSeed, 2, 2 ** 104));
+            _assumePositionValidity(Bob, tokenId, positionSize0);
+            _spreadTokensRequired(tokenId1, positionSize0);
+
+            panopticPool.mintOptions(
+                positionIdList,
+                positionSize0,
+                type(uint64).max,
+                TickMath.MIN_TICK,
+                TickMath.MAX_TICK
+            );
+        }
+
+        {
+            // Alice buys
+            changePrank(Alice);
+
+            // give Bob the max amount of tokens
+            _grantTokens(Alice);
+
+            // approve collateral tracker to move tokens on Bob's behalf
+            IERC20Partial(token0).approve(address(collateralToken0), type(uint128).max);
+            IERC20Partial(token1).approve(address(collateralToken1), type(uint128).max);
+
+            // award corresponding shares
+            _mockMaxDeposit(Alice);
+
+            tokenId1 = uint256(0).addUniv3pool(poolId).addLeg(0, 1, 0, 1, 0, 1, strike, width);
+            tokenId1 = tokenId1.addLeg(1, 1, 0, 0, 0, 0, strike1, width1);
+            positionIdList1.push(tokenId1);
+
+            _assumePositionValidity(Alice, tokenId1, positionSize0 / 2);
+            required = _spreadTokensRequired(tokenId1, positionSize0 / 2);
+
+            panopticPool.mintOptions(
+                positionIdList1,
+                positionSize0 / 2,
+                type(uint64).max,
+                TickMath.MIN_TICK,
+                TickMath.MAX_TICK
+            );
+        }
+
+        // mimic pool activity
+        twoWaySwap(swapSizeSeed);
+
+        // check requirement at fuzzed tick
+        {
+            atTick = int24(bound(atTick, TickMath.MIN_TICK, TickMath.MAX_TICK));
+            atTick = (atTick / tickSpacing) * tickSpacing;
+
+            (int128 premium0, int128 premium1, uint256[2][] memory posBalanceArray) = panopticPool
+                .calculateAccumulatedFeesBatch(Alice, positionIdList1);
+
+            uint256 tokenData0 = collateralToken0.getAccountMarginDetails(
+                Alice,
+                atTick,
+                posBalanceArray,
+                premium0
+            );
+            uint256 tokenData1 = collateralToken1.getAccountMarginDetails(
+                Alice,
+                atTick,
+                posBalanceArray,
+                premium1
+            );
+
+            (, uint64 poolUtilization0, uint64 poolUtilization1) = panopticPool
+                .optionPositionBalance(Alice, tokenId1);
+
+            uint128 poolUtilizations = uint128(poolUtilization0) +
+                (uint128(poolUtilization1) << 64);
+
+            // only add premium requirement if there is net premia owed
+            required += premium0 < 0 ? uint128(-premium0) : 0;
+            premium1 = premium1 < 0 ? -premium1 : int128(0);
+            assertEq(required, tokenData0.leftSlot(), "required token0");
+            assertEq(premium1, int128(tokenData1.leftSlot()), "required token1");
+        }
+
+        {
+            (, currentTick, , , , , ) = pool.slot0();
+
+            (int128 premium0, int128 premium1, uint256[2][] memory posBalanceArray) = panopticPool
+                .calculateAccumulatedFeesBatch(Alice, positionIdList1);
+
+            uint256 tokenData0 = collateralToken0.getAccountMarginDetails(
+                Alice,
+                currentTick,
+                posBalanceArray,
+                premium0
+            );
+            uint256 tokenData1 = collateralToken1.getAccountMarginDetails(
+                Alice,
+                currentTick,
+                posBalanceArray,
+                premium1
+            );
+
+            (uint256 calcBalanceCross, uint256 calcThresholdCross) = PanopticMath
+                .convertCollateralData(tokenData0, tokenData1, 1, currentTick);
+
+            (tokenData0, tokenData1) = panopticHelper.checkCollateral(
+                panopticPool,
+                Alice,
+                currentTick,
+                1,
+                positionIdList1
+            );
+
+            assertEq(tokenData0, calcBalanceCross, "0");
+            assertEq(tokenData1, calcThresholdCross, "1");
+        }
+    }
+
     /* identical leg spreads */
 
     function test_Success_collateralCheck_OTMCallIdenticalSpread(