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Negative interest invariance check #1680

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merged 2 commits into from
Sep 11, 2024
Merged

Negative interest invariance check #1680

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3ddf509
Adding in negative interest check
slundqui Sep 11, 2024
a938873
Checking negative interest between subsequent calls
slundqui Sep 11, 2024
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40 changes: 40 additions & 0 deletions src/agent0/hyperfuzz/system_fuzz/invariant_checks.py
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Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,7 @@

LP_SHARE_PRICE_EPSILON = 1e-4
TOTAL_SHARES_EPSILON = 1e-9
NEGATIVE_INTEREST_EPSILON = FixedPoint(scaled_value=10) # 10 wei


def run_invariant_checks(
Expand Down Expand Up @@ -117,6 +118,8 @@ def run_invariant_checks(
_check_present_value_greater_than_idle_shares(interface, pool_state),
# Critical
_check_previous_checkpoint_exists(interface, pool_state),
# Error
_check_negative_interest(interface, pool_state),
# TODO
# If at any point, we can open a long to make share price to 1
# Get spot price after long
Expand All @@ -136,6 +139,7 @@ def run_invariant_checks(
_check_solvency(pool_state),
_check_present_value_greater_than_idle_shares(interface, pool_state),
_check_previous_checkpoint_exists(interface, pool_state),
_check_negative_interest(interface, pool_state),
]

exception_message_base = ["Continuous Fuzz Bots Invariant Checks"]
Expand Down Expand Up @@ -197,6 +201,42 @@ class InvariantCheckResults(NamedTuple):
log_level: int | None


def _check_negative_interest(interface: HyperdriveReadInterface, pool_state: PoolState) -> InvariantCheckResults:
# Hyperdrive base & eth balances should always be zero
failed = False
exception_message: str | None = None
exception_data: dict[str, Any] = {}
log_level = None

# TODO we hack in a stateful variable into the interface here, since we need
# to check between subsequent calls here.
# Initial call, we look to see if the attribute exists
previous_pool_state: PoolState | None = getattr(interface, "_negative_interest_previous_pool_state", None)
# Always set the new state here
setattr(interface, "_negative_interest_previous_pool_state", pool_state)

if previous_pool_state is None:
# Skip this check on initial call, not a failure
return InvariantCheckResults(
failed=False, exception_message=exception_message, exception_data=exception_data, log_level=log_level
)

current_vault_share_price = pool_state.pool_info.vault_share_price
previous_vault_share_price = previous_pool_state.pool_info.vault_share_price

if (current_vault_share_price - previous_vault_share_price) <= -NEGATIVE_INTEREST_EPSILON:
exception_message = (
f"Negative interest detected. {current_vault_share_price=}, {previous_vault_share_price=}. "
f"Difference in wei: {current_vault_share_price.scaled_value - previous_vault_share_price.scaled_value}."
)
exception_data["invariance_check:current_vault_share_price"] = current_vault_share_price
exception_data["invariance_check:previous_vault_share_price"] = previous_vault_share_price
failed = True
log_level = logging.ERROR

return InvariantCheckResults(failed, exception_message, exception_data, log_level=log_level)


def _check_eth_balances(pool_state: PoolState) -> InvariantCheckResults:
# Hyperdrive base & eth balances should always be zero
failed = False
Expand Down
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