Configuration scripts for new deployments

addresses/context/arbitrum.json

@@ -18,5 +18,13 @@
   {
     "address": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1",
     "name": "WETH"
+  },
+  {
+    "address": "0xaf88d065e77c8cc2239327c5edb3a432268e5831",
+    "name": "USDC"
+  },
+  {
+    "address": "0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9",
+    "name": "USDT"
   }
 ]

script/core/ActivateMarket.s.sol

@@ -14,6 +14,7 @@ import {ActivateSemibook} from "./ActivateSemibook.s.sol";
  TKN1_IN_GWEI=$(cast --to-wei $(bc -l <<< 1/$NATIVE_IN_USDC) gwei) \
  TKN2_IN_GWEI=$(cast --to-wei $(bc -l <<< 1/$NATIVE_IN_ETH) gwei) \
  FEE=30 \
+ COVER_FACTOR=1000 \
  forge script --fork-url mumbai ActivateMarket*/
 
 contract ActivateMarket is Deployer {
@@ -25,7 +26,8 @@ contract ActivateMarket is Deployer {
       tkn2: IERC20(envAddressOrName("TKN2")),
       tkn1_in_gwei: vm.envUint("TKN1_IN_GWEI"),
       tkn2_in_gwei: vm.envUint("TKN2_IN_GWEI"),
-      fee: vm.envUint("FEE")
+      fee: vm.envUint("FEE"),
+      coverFactor: vm.envUint("COVER_FACTOR")
     });
   }
 
@@ -54,10 +56,11 @@ contract ActivateMarket is Deployer {
     IERC20 tkn2,
     uint tkn1_in_gwei,
     uint tkn2_in_gwei,
-    uint fee
+    uint fee,
+    uint coverFactor
   ) public {
     (MgvStructs.GlobalPacked global,) = mgv.config(address(0), address(0));
-    innerRun(mgv, global.gasprice(), reader, tkn1, tkn2, tkn1_in_gwei, tkn2_in_gwei, fee);
+    innerRun(mgv, global.gasprice(), reader, tkn1, tkn2, tkn1_in_gwei, tkn2_in_gwei, fee, coverFactor);
   }
 
   /**
@@ -72,15 +75,17 @@ contract ActivateMarket is Deployer {
     IERC20 tkn2,
     uint tkn1_in_gwei,
     uint tkn2_in_gwei,
-    uint fee
+    uint fee,
+    uint coverFactor
   ) public {
     new ActivateSemibook().innerRun({
       mgv: mgv,
       gaspriceOverride: gaspriceOverride,
       outbound_tkn: tkn1,
       inbound_tkn: tkn2,
       outbound_in_gwei: tkn1_in_gwei,
-      fee: fee
+      fee: fee,
+      coverFactor: coverFactor
     });
 
     new ActivateSemibook().innerRun({
@@ -89,7 +94,8 @@ contract ActivateMarket is Deployer {
       outbound_tkn: tkn2,
       inbound_tkn: tkn1,
       outbound_in_gwei: tkn2_in_gwei,
-      fee: fee
+      fee: fee,
+      coverFactor: coverFactor
     });
 
     new UpdateMarket().innerRun({tkn0: tkn1, tkn1: tkn2, reader: reader});

script/core/ActivateSemibook.s.sol

@@ -8,8 +8,6 @@ import {Mangrove} from "mgv_src/Mangrove.sol";
 import {IERC20} from "mgv_src/IERC20.sol";
 import {MgvStructs} from "mgv_src/MgvLib.sol";
 
-uint constant COVER_FACTOR = 1000;
-
 /* 
   Activates a semibook on mangrove.
     outbound: outbound token
@@ -22,20 +20,61 @@ uint constant COVER_FACTOR = 1000;
   2. Multiply by 10^9
   3. Round to nearest integer*/
 
-contract ActivateSemibook is Test2, Deployer {
+contract ActivateUtils is Test2 {
+  function measureTransferGas(IERC20 tkn) public returns (uint) {
+    address someone = freshAddress();
+    deal(address(tkn), someone, 10);
+    vm.prank(someone);
+    tkn.approve(address(this), type(uint).max);
+    /* WARNING: gas metering is done by local execution, which means that on
+     * networks that have different EIPs activated, there will be discrepancies. */
+    uint post;
+    uint pre = gasleft();
+    tkn.transferFrom(someone, address(this), 1);
+    post = gasleft();
+    return pre - post;
+  }
+
+  function evaluateGasbase(IERC20 outbound_tkn, IERC20 inbound_tkn) public returns (uint gasbase) {
+    uint outbound_gas = measureTransferGas(outbound_tkn);
+    uint inbound_gas = measureTransferGas(inbound_tkn);
+    gasbase = 2 * (outbound_gas + inbound_gas);
+  }
+
+  function evaluateDensity(IERC20 outbound_tkn, uint coverFactor, uint gasprice, uint outbound_in_gwei)
+    public
+    view
+    returns (uint density)
+  {
+    uint outbound_decimals = outbound_tkn.decimals();
+    density = (coverFactor * gasprice * 10 ** outbound_decimals) / outbound_in_gwei;
+    // min density of at least 1 wei of outbound token
+    density = density == 0 ? 1 : density;
+  }
+}
+
+contract ActivateSemibook is Deployer, ActivateUtils {
   function run() public {
     innerRun({
       mgv: Mangrove(envAddressOrName("MGV", "Mangrove")),
       outbound_tkn: IERC20(envAddressOrName("OUTBOUND_TKN")),
       inbound_tkn: IERC20(envAddressOrName("INBOUND_TKN")),
       outbound_in_gwei: vm.envUint("OUTBOUND_IN_GWEI"),
-      fee: vm.envUint("FEE")
+      fee: vm.envUint("FEE"),
+      coverFactor: vm.envUint("COVER_FACTOR")
     });
   }
 
-  function innerRun(Mangrove mgv, IERC20 outbound_tkn, IERC20 inbound_tkn, uint outbound_in_gwei, uint fee) public {
+  function innerRun(
+    Mangrove mgv,
+    IERC20 outbound_tkn,
+    IERC20 inbound_tkn,
+    uint outbound_in_gwei,
+    uint fee,
+    uint coverFactor
+  ) public {
     (MgvStructs.GlobalPacked global,) = mgv.config(address(0), address(0));
-    innerRun(mgv, global.gasprice(), outbound_tkn, inbound_tkn, outbound_in_gwei, fee);
+    innerRun(mgv, global.gasprice(), outbound_tkn, inbound_tkn, outbound_in_gwei, fee, coverFactor);
   }
 
   function innerRun(
@@ -44,7 +83,8 @@ contract ActivateSemibook is Test2, Deployer {
     IERC20 outbound_tkn,
     IERC20 inbound_tkn,
     uint outbound_in_gwei,
-    uint fee
+    uint fee,
+    uint coverFactor
   ) public {
     /*
 
@@ -53,32 +93,32 @@ contract ActivateSemibook is Test2, Deployer {
     sequence.
 
     */
-    uint outbound_gas = measureTransferGas(outbound_tkn);
-    uint inbound_gas = measureTransferGas(inbound_tkn);
-    uint gasbase = 2 * (outbound_gas + inbound_gas);
+    uint gasbase = evaluateGasbase(outbound_tkn, inbound_tkn);
     console.log("Measured gasbase: %d", gasbase);
 
     /* 
 
     The density is the minimal amount of tokens bought per unit of gas spent.
     The heuristic is: The gas cost of executing an order should represent at
-    most 1/COVER_FACTOR the value being bought. In other words: multiply the
+    most 1/coverFactor the value being bought. In other words: multiply the
     price of gas in tokens (obtained from the price of gas in gwei and the price
-    of tokens in gwei) by COVER_FACTOR to get the density.
+    of tokens in gwei) by coverFactor to get the density.
 
     Units:
-       - outbound_in_gwei is in gwei/display token units
-       - COVER_FACTOR is unitless
+       - outbound_in_gwei is in gwei of native token/display token units
+       - coverFactor is unitless
        - decN is in (base token units)/(display token units)
        - global.gasprice() is in gwei/gas
        - so density is in (base token units token)/gas
     */
-    uint outbound_decimals = outbound_tkn.decimals();
-    uint density = (COVER_FACTOR * gaspriceOverride * 10 ** outbound_decimals) / outbound_in_gwei;
-    // min density of at least 1 wei of outbound token
-    density = density == 0 ? 1 : density;
-    console.log("With gasprice: %d gwei, cover factor:%d", gaspriceOverride, COVER_FACTOR);
-    console.log("Derived density %s %s per gas unit", toFixed(density, outbound_decimals), outbound_tkn.symbol());
+    uint density = evaluateDensity(outbound_tkn, coverFactor, gaspriceOverride, outbound_in_gwei);
+    console.log("With gasprice: %d gwei, cover factor:%d", gaspriceOverride, coverFactor);
+    console.log(
+      "Derived density %d (%s %s per gas unit)",
+      density,
+      toFixed(density, outbound_tkn.decimals()),
+      outbound_tkn.symbol()
+    );
 
     broadcast();
     mgv.activate({
@@ -89,18 +129,4 @@ contract ActivateSemibook is Test2, Deployer {
       offer_gasbase: gasbase
     });
   }
-
-  function measureTransferGas(IERC20 tkn) internal returns (uint) {
-    address someone = freshAddress();
-    vm.prank(someone);
-    tkn.approve(address(this), type(uint).max);
-    deal(address(tkn), someone, 10);
-    /* WARNING: gas metering is done by local execution, which means that on
-     * networks that have different EIPs activated, there will be discrepancies. */
-    uint post;
-    uint pre = gasleft();
-    tkn.transferFrom(someone, address(this), 1);
-    post = gasleft();
-    return pre - post;
-  }
 }

script/deployers/EvalMarketParameters.s.sol

@@ -0,0 +1,56 @@
+// SPDX-License-Identifier:	AGPL-3.0
+pragma solidity ^0.8.13;
+
+import {ToyENS} from "mgv_lib/ToyENS.sol";
+
+import {Deployer} from "mgv_script/lib/Deployer.sol";
+
+import {ActivateUtils, IERC20} from "mgv_script/core/ActivateSemibook.s.sol";
+
+import {console} from "forge-std/console.sol";
+
+/**
+ * This scripts logs gasbase and density suggested values in order to activate the (TOKEN0, TOKEN1) market using a gasprice override to compute density
+ *
+ * TOKEN0 the name of the first token
+ * TOKEN1 the name of the second token
+ * NATIVE_IN_USD the price of a native token in USD with fixed decimals precision (say n)
+ * TOKEN[0/1]_IN_USD the price of token[0/1] in USD with the n decimals precision
+ * GASPRICE_OVERRIDE is the gasprice (in gwei) to consider to compute density
+ * COVER_FACTOR to compute density, i.e density =
+ *
+ *
+ * usage with Native token being AETH (with n=1):
+ * GASPRICE_OVERRIDE=1 NATIVE_IN_USD=1600 TOKEN0=USDC TOKEN1=USDT TOKEN0_IN_USD=1 TOKEN1_IN_USD=1 COVER_FACTOR=100 forge script EvalMarketParameters --fork-url arbitrum
+ */
+
+contract EvalMarketParameters is Deployer, ActivateUtils {
+  uint nativePrice;
+
+  function run() public {
+    nativePrice = vm.envUint("NATIVE_IN_USD");
+    uint gaspriceOverride = vm.envUint("GASPRICE_OVERRIDE");
+    IERC20 token0 = IERC20(envAddressOrName("TOKEN0"));
+    IERC20 token1 = IERC20(envAddressOrName("TOKEN1"));
+    uint price0 = vm.envUint("TOKEN0_IN_USD");
+    uint price1 = vm.envUint("TOKEN1_IN_USD");
+    uint coverFactor = vm.envUint("COVER_FACTOR");
+
+    innerRun(token0, token1, price0, price1, gaspriceOverride, coverFactor);
+  }
+
+  function toGweiOfNative(uint price) internal view returns (uint) {
+    return (price * 10 ** 9) / nativePrice;
+  }
+
+  function innerRun(IERC20 token0, IERC20 token1, uint price0, uint price1, uint gaspriceOverride, uint coverFactor)
+    public
+  {
+    uint gasbase = evaluateGasbase(token0, token1);
+    console.log("gasbase:", gasbase);
+    uint density0 = evaluateDensity(token0, coverFactor, gaspriceOverride, toGweiOfNative(price0));
+    console.log("density for outbound %s: %d", token0.symbol(), density0);
+    uint density1 = evaluateDensity(token1, coverFactor, gaspriceOverride, toGweiOfNative(price1));
+    console.log("density for outbound %s: %d", token1.symbol(), density1);
+  }
+}

script/deployers/MumbaiActivateMarket.s.sol

@@ -68,7 +68,8 @@ contract MumbaiActivateMarket is Deployer {
       tkn2: token1,
       tkn1_in_gwei: toGweiOfMatic(price0),
       tkn2_in_gwei: toGweiOfMatic(price1),
-      fee: 0
+      fee: 0,
+      coverFactor: 1000
     });
 
     new ActivateMangroveOrder().innerRun({

script/deployers/MumbaiMangroveFullTestnetDeployer.s.sol

@@ -81,7 +81,8 @@ contract MumbaiMangroveFullTestnetDeployer is Deployer {
       tkn2: usdc,
       tkn1_in_gwei: toGweiOfMatic(prices[0]),
       tkn2_in_gwei: toGweiOfMatic(prices[1]),
-      fee: 0
+      fee: 0,
+      coverFactor: 1000
     });
     new ActivateMarket().innerRun({
       mgv: mgv,
@@ -91,7 +92,8 @@ contract MumbaiMangroveFullTestnetDeployer is Deployer {
       tkn2: dai,
       tkn1_in_gwei: toGweiOfMatic(prices[2]),
       tkn2_in_gwei: toGweiOfMatic(prices[0]),
-      fee: 0
+      fee: 0,
+      coverFactor: 1000
     });
     new ActivateMarket().innerRun({
       mgv: mgv,
@@ -101,7 +103,8 @@ contract MumbaiMangroveFullTestnetDeployer is Deployer {
       tkn2: usdc,
       tkn1_in_gwei: toGweiOfMatic(prices[2]),
       tkn2_in_gwei: toGweiOfMatic(prices[1]),
-      fee: 0
+      fee: 0,
+      coverFactor: 1000
     });
 
     // Activate MangroveOrder on markets

script/toy/MangroveJs.s.sol

@@ -112,10 +112,10 @@ contract MangroveJsDeploy is Deployer {
 
     ActivateMarket activateMarket = new ActivateMarket();
 
-    activateMarket.innerRun(mgv, mgvReader, tokenA, tokenB, 2 * 1e9, 3 * 1e9, 0);
-    activateMarket.innerRun(mgv, mgvReader, dai, usdc, 1e9 / 1000, 1e9 / 1000, 0);
-    activateMarket.innerRun(mgv, mgvReader, weth, dai, 1e9, 1e9 / 1000, 0);
-    activateMarket.innerRun(mgv, mgvReader, weth, usdc, 1e9, 1e9 / 1000, 0);
+    activateMarket.innerRun(mgv, mgvReader, tokenA, tokenB, 2 * 1e9, 3 * 1e9, 0, 1000);
+    activateMarket.innerRun(mgv, mgvReader, dai, usdc, 1e9 / 1000, 1e9 / 1000, 0, 1000);
+    activateMarket.innerRun(mgv, mgvReader, weth, dai, 1e9, 1e9 / 1000, 0, 1000);
+    activateMarket.innerRun(mgv, mgvReader, weth, usdc, 1e9, 1e9 / 1000, 0, 1000);
 
     MangroveOrderDeployer mgoeDeployer = new MangroveOrderDeployer();
     mgoeDeployer.innerRun({admin: broadcaster(), mgv: IMangrove(payable(mgv))});