Fuzzing fixes

lib/agent0/agent0/interactive_fuzz/fuzz_hyperdrive_balance.py

@@ -62,7 +62,8 @@ def fuzz_hyperdrive_balance(num_trades: int, chain_config: LocalChain.Config, lo
     trade_list = generate_trade_list(num_trades, rng, interactive_hyperdrive)
 
     # Open some trades
-    trade_events = open_random_trades(trade_list, chain, rng, interactive_hyperdrive, advance_time=True)
+    # TODO set advance time to be true, but ensure all open positions are within one position duration
+    trade_events = open_random_trades(trade_list, chain, rng, interactive_hyperdrive, advance_time=False)
 
     # Close the trades
     close_random_trades(trade_events, rng)
@@ -75,7 +76,11 @@ def fuzz_hyperdrive_balance(num_trades: int, chain_config: LocalChain.Config, lo
         invariant_check(initial_effective_share_reserves, interactive_hyperdrive)
     except FuzzAssertionException as error:
         dump_state_dir = chain.save_state(save_prefix="fuzz_long_short_maturity_values")
-        additional_info = {"fuzz_random_seed": random_seed, "dump_state_dir": dump_state_dir}
+        additional_info = {
+            "fuzz_random_seed": random_seed,
+            "dump_state_dir": dump_state_dir,
+            "trade_ticker": interactive_hyperdrive.get_ticker(),
+        }
         additional_info.update(error.exception_data)
         report = build_crash_trade_result(
             error, interactive_hyperdrive.hyperdrive_interface, agent.agent, additional_info=additional_info

lib/agent0/agent0/interactive_fuzz/fuzz_long_short_maturity_values.py

@@ -120,7 +120,11 @@ def fuzz_long_short_maturity_values(
             invariant_check(trade, close_event, starting_checkpoint, maturity_checkpoint, interactive_hyperdrive)
         except FuzzAssertionException as error:
             dump_state_dir = chain.save_state(save_prefix="fuzz_long_short_maturity_values")
-            additional_info = {"fuzz_random_seed": random_seed, "dump_state_dir": dump_state_dir}
+            additional_info = {
+                "fuzz_random_seed": random_seed,
+                "dump_state_dir": dump_state_dir,
+                "trade_ticker": interactive_hyperdrive.get_ticker(),
+            }
             additional_info.update(error.exception_data)
             report = build_crash_trade_result(
                 error, interactive_hyperdrive.hyperdrive_interface, agent.agent, additional_info=additional_info

lib/agent0/agent0/interactive_fuzz/fuzz_path_independence.py

@@ -6,6 +6,7 @@
 import sys
 from typing import Any, NamedTuple, Sequence
 
+import pandas as pd
 from fixedpointmath import FixedPoint
 
 from agent0.hyperdrive.crash_report import build_crash_trade_result, log_hyperdrive_crash_report
@@ -84,18 +85,21 @@ def fuzz_path_independence(
     logging.info("Close trades in random order; check final state...")
     check_data: dict[str, Any] | None = None
     first_run_state_dump_dir: str | None = None
+    first_run_ticker: pd.DataFrame | None = None
     for iteration in range(num_paths_checked):
         print(f"{iteration=}")
         logging.info("iteration %s out of %s", iteration, num_paths_checked - 1)
         # Load the snapshot
         chain.load_snapshot()
 
         # Randomly grab some trades & close them one at a time
+        # TODO guarantee closing trades within the same checkpoint
         close_random_trades(trade_events, rng)
 
         # Check the reserve amounts; they should be unchanged now that all of the trades are closed
         pool_state_df = interactive_hyperdrive.get_pool_state(coerce_float=False)
 
+        # TODO add present value check here
         # On first run, save final state
         if check_data is None:
             check_data = {}
@@ -108,6 +112,7 @@ def fuzz_path_independence(
             check_data["effective_share_reserves"] = effective_share_reserves
             check_data["minimum_share_reserves"] = pool_state.pool_config.minimum_share_reserves
             first_run_state_dump_dir = chain.save_state(save_prefix="fuzz_path_independence")
+            first_run_ticker = interactive_hyperdrive.get_ticker()
 
         # On subsequent run, check against the saved final state
         else:
@@ -123,6 +128,8 @@ def fuzz_path_independence(
                     "fuzz_random_seed": random_seed,
                     "first_run_state_dump_dir": first_run_state_dump_dir,
                     "dump_state_dir": dump_state_dir,
+                    "first_run_trade_ticker": first_run_ticker,
+                    "trade_ticker": interactive_hyperdrive.get_ticker(),
                 }
                 additional_info.update(error.exception_data)
                 report = build_crash_trade_result(
@@ -234,17 +241,6 @@ def invariant_check(
     exception_data: dict[str, Any] = {}
     pool_state = interactive_hyperdrive.hyperdrive_interface.get_hyperdrive_state()
 
-    # Base balance
-    expected_base_balance = FixedPoint(check_data["hyperdrive_base_balance"])
-    actual_base_balance = pool_state.hyperdrive_base_balance
-    if expected_base_balance != actual_base_balance:
-        difference_in_wei = abs(expected_base_balance.scaled_value - actual_base_balance.scaled_value)
-        exception_message.append(f"{expected_base_balance=} != {actual_base_balance=}, {difference_in_wei=}")
-        exception_data["invariance_check:expected_base_balance"] = expected_base_balance
-        exception_data["invariance_check:actual_base_balance"] = actual_base_balance
-        exception_data["invariance_check:base_balance_difference_in_wei"] = difference_in_wei
-        failed = True
-
     # Effective share reserves
     expected_effective_share_reserves = FixedPoint(check_data["effective_share_reserves"])
     actual_effective_share_reserves = interactive_hyperdrive.hyperdrive_interface.calc_effective_share_reserves(
@@ -262,19 +258,6 @@ def invariant_check(
         exception_data["invariance_check:effective_share_reserves_difference_in_wei"] = difference_in_wei
         failed = True
 
-    # Minimum share reserves
-    expected_minimum_share_reserves = check_data["minimum_share_reserves"]
-    actual_minimum_share_reserves = pool_state.pool_config.minimum_share_reserves
-    if expected_minimum_share_reserves != actual_minimum_share_reserves:
-        difference_in_wei = abs(expected_minimum_share_reserves - actual_minimum_share_reserves)
-        exception_message.append(
-            f"{expected_minimum_share_reserves=} != {actual_minimum_share_reserves=}, {difference_in_wei=}"
-        )
-        exception_data["invariance_check:expected_minimum_share_reserves"] = expected_minimum_share_reserves
-        exception_data["invariance_check:actual_minimum_share_reserves"] = actual_minimum_share_reserves
-        exception_data["invariance_check:minimum_share_reserves_difference_in_wei"] = difference_in_wei
-        failed = True
-
     # Check that the subset of columns in initial db pool state and the latest pool state are equal
     expected_pool_state_df = check_data["initial_pool_state_df"]
     actual_pool_state_df = check_data["final_pool_state_df"]

lib/agent0/agent0/interactive_fuzz/fuzz_profit_check.py

@@ -105,6 +105,7 @@ def fuzz_profit_check(chain_config: LocalChain.Config | None = None, log_to_stdo
         additional_info = {
             "fuzz_random_seed": random_seed,
             "dump_state_dir": dump_state_dir,
+            "trade_ticker": interactive_hyperdrive.get_ticker(),
         }
         additional_info.update(error.exception_data)
         # TODO do better checking here or make agent optional in build_crash_trade_result

lib/agent0/bin/fuzz_bot_invariant_checks.py

@@ -150,6 +150,7 @@ def run_invariant_checks(
         + pool_state.pool_info.shorts_outstanding / pool_state.pool_info.share_price
         + pool_state.gov_fees_accrued
         + pool_state.pool_info.withdrawal_shares_proceeds
+        + pool_state.pool_info.zombie_share_reserves
     )
     actual_vault_shares = pool_state.vault_shares
     if not fp_isclose(expected_vault_shares, actual_vault_shares, abs_tol=epsilon):
@@ -180,9 +181,7 @@ def run_invariant_checks(
         failed = True
 
     # The pool has more than the minimum share reserves
-    current_share_reserves = (
-        pool_state.pool_info.share_reserves * pool_state.pool_info.share_price - pool_state.pool_info.long_exposure
-    )
+    current_share_reserves = pool_state.pool_info.share_reserves
     minimum_share_reserves = pool_state.pool_config.minimum_share_reserves
     if not current_share_reserves >= minimum_share_reserves:
         exception_message.append(
@@ -198,6 +197,9 @@ def run_invariant_checks(
 
     # Creating a checkpoint should never fail
     # TODO: add get_block_transactions() to interface
+    # NOTE: This wold be prone to false positives.
+    #   If the transaction would have failed anyway, then we don't know
+    #   that it failed bc of checkpoint failure or bc e.g., open long was for too much
     transactions = latest_block.get("transactions", None)
     if transactions is not None and isinstance(transactions, Sequence):
         # If any transaction is to hyperdrive then assert a checkpoint happened

lib/agent0/bin/fuzz_bots.py

@@ -24,10 +24,13 @@
 # Username binding of bots
 USERNAME = "test_bots"
 # The amount of base token each bot receives
+# TODO update base budget to be 100% of liquidity, so that max trades cause large swings
+# May want to add weighting to random draw so large trades are unlikely, or have arb bot
+# ensure pool stays reasonable
 BASE_BUDGET_PER_BOT = FixedPoint(1000)
 ETH_BUDGET_PER_BOT = FixedPoint(10)
 # The slippage tolerance for trades
-SLIPPAGE_TOLERANCE = FixedPoint("0.0001")  # 0.1% slippage
+SLIPPAGE_TOLERANCE = FixedPoint("0.1")  # 10% slippage
 # Run this file with this flag set to true to close out all open positions
 LIQUIDATE = False
 

lib/hyperlogs/hyperlogs/json_encoder.py

@@ -8,6 +8,7 @@
 from typing import Any
 
 import numpy as np
+import pandas as pd
 from fixedpointmath import FixedPoint
 from hexbytes import HexBytes
 from numpy.random._generator import Generator
@@ -58,6 +59,8 @@ def default(self, o: Any) -> Any:
             return o.name
         if isinstance(o, bytes):
             return str(o)
+        if isinstance(o, pd.DataFrame):
+            return o.to_dict(orient="records")
         try:
             return o.__dict__
         except AttributeError: