mev-beta/orig/test/fuzzing/price_fuzzing_test.go

//go:build math_fuzz
// +build math_fuzz

package fuzzing

import (
	"math/big"
	"math/rand"
	"testing"
	"time"

	"github.com/stretchr/testify/assert"
	"github.com/stretchr/testify/require"

	"github.com/fraktal/mev-beta/pkg/uniswap"
)

func init() {
	rand.Seed(time.Now().UnixNano())
}

// FuzzPricingConversions performs fuzz testing on pricing conversion functions
func FuzzPricingConversions(f *testing.F) {
	// Add seed values for fuzzing
	f.Add(float64(1.0))
	f.Add(float64(0.001))
	f.Add(float64(1000.0))
	f.Add(float64(0.000001))
	f.Add(float64(1000000.0))

	f.Fuzz(func(t *testing.T, price float64) {
		// Skip invalid inputs
		if price <= 0 || price != price { // NaN check
			t.Skip("Invalid price input")
		}

		// Skip extreme values that would cause overflow
		if price > 1e15 || price < 1e-15 {
			t.Skip("Price too extreme")
		}

		// Convert price to sqrtPriceX96 and back
		priceBigFloat := new(big.Float).SetFloat64(price)
		sqrtPriceX96 := uniswap.PriceToSqrtPriceX96(priceBigFloat)

		// Verify sqrtPriceX96 is positive
		require.True(t, sqrtPriceX96.Sign() > 0, "sqrtPriceX96 must be positive")

		convertedPrice := uniswap.SqrtPriceX96ToPrice(sqrtPriceX96)
		convertedPriceFloat, _ := convertedPrice.Float64()

		// Verify conversion accuracy
		require.True(t, convertedPriceFloat > 0, "Converted price must be positive")

		// Check round-trip consistency (allow some tolerance for floating point precision)
		tolerance := 0.01                   // 1% tolerance
		if price > 0.01 && price < 100000 { // For reasonable price ranges
			relativeError := abs(price-convertedPriceFloat) / price
			assert.True(t, relativeError < tolerance,
				"Round-trip conversion failed: original=%.6f, converted=%.6f, error=%.6f",
				price, convertedPriceFloat, relativeError)
		}
	})
}

// FuzzTickConversions performs fuzz testing on tick conversion functions
func FuzzTickConversions(f *testing.F) {
	// Add seed values for fuzzing
	f.Add(int(0))
	f.Add(int(100000))
	f.Add(int(-100000))
	f.Add(int(500000))
	f.Add(int(-500000))

	f.Fuzz(func(t *testing.T, tick int) {
		// Skip ticks outside valid range
		if tick < -887272 || tick > 887272 {
			t.Skip("Tick outside valid range")
		}

		// Convert tick to sqrtPriceX96 and back
		sqrtPriceX96 := uniswap.TickToSqrtPriceX96(tick)

		// Verify sqrtPriceX96 is positive
		require.True(t, sqrtPriceX96.Sign() > 0, "sqrtPriceX96 must be positive")

		convertedTick := uniswap.SqrtPriceX96ToTick(sqrtPriceX96)

		// Check round-trip consistency (should be exact for ticks)
		tickDifference := abs64(int64(tick) - int64(convertedTick))
		assert.True(t, tickDifference <= 1,
			"Tick round-trip failed: original=%d, converted=%d, difference=%d",
			tick, convertedTick, tickDifference)
	})
}

// FuzzSqrtPriceX96Operations performs fuzz testing on sqrtPriceX96 operations
func FuzzSqrtPriceX96Operations(f *testing.F) {
	// Add seed values for fuzzing
	f.Add("79228162514264337593543950336")  // 2^96 (price = 1)
	f.Add("158456325028528675187087900672") // 2 * 2^96 (price = 4)
	f.Add("39614081257132168796771975168")  // 2^95 (price = 0.25)
	f.Add("1122334455667788990011223344")   // Random value
	f.Add("999888777666555444333222111")    // Another random value

	f.Fuzz(func(t *testing.T, sqrtPriceX96Str string) {
		sqrtPriceX96 := new(big.Int)
		_, ok := sqrtPriceX96.SetString(sqrtPriceX96Str, 10)
		if !ok {
			t.Skip("Invalid sqrtPriceX96 string")
		}

		// Skip if sqrtPriceX96 is zero or negative
		if sqrtPriceX96.Sign() <= 0 {
			t.Skip("sqrtPriceX96 must be positive")
		}

		// Skip extremely large values to prevent overflow
		maxValue := new(big.Int)
		maxValue.SetString("1461446703485210103287273052203988822378723970341", 10)
		if sqrtPriceX96.Cmp(maxValue) > 0 {
			t.Skip("sqrtPriceX96 too large")
		}

		// Skip extremely small values
		minValue := new(big.Int)
		minValue.SetString("4295128739", 10)
		if sqrtPriceX96.Cmp(minValue) < 0 {
			t.Skip("sqrtPriceX96 too small")
		}

		// Convert sqrtPriceX96 to price
		price := uniswap.SqrtPriceX96ToPrice(sqrtPriceX96)
		require.NotNil(t, price, "Price should not be nil")

		priceFloat, accuracy := price.Float64()
		if accuracy != big.Exact {
			t.Skip("Price conversion not exact, value too large")
		}

		require.True(t, priceFloat > 0, "Price must be positive")

		// Convert sqrtPriceX96 to tick
		tick := uniswap.SqrtPriceX96ToTick(sqrtPriceX96)

		// Verify tick is in valid range
		assert.True(t, tick >= -887272 && tick <= 887272,
			"Tick %d outside valid range", tick)

		// Convert back to sqrtPriceX96
		backToSqrtPrice := uniswap.TickToSqrtPriceX96(tick)

		// Check consistency (allow small difference due to rounding)
		diff := new(big.Int).Sub(sqrtPriceX96, backToSqrtPrice)
		diff.Abs(diff)

		// Allow difference of up to 0.01% of original value
		tolerance := new(big.Int).Div(sqrtPriceX96, big.NewInt(10000))
		assert.True(t, diff.Cmp(tolerance) <= 0,
			"sqrtPriceX96 round-trip failed: original=%s, converted=%s, diff=%s",
			sqrtPriceX96.String(), backToSqrtPrice.String(), diff.String())
	})
}

// FuzzPriceImpactCalculations performs fuzz testing on price impact calculations
func FuzzPriceImpactCalculations(f *testing.F) {
	// Add seed values for fuzzing
	f.Add(int64(1000000), int64(1000000000000000000))    // Small swap, large liquidity
	f.Add(int64(1000000000), int64(1000000000000000000)) // Large swap, large liquidity
	f.Add(int64(1000000), int64(1000000000))             // Small swap, small liquidity
	f.Add(int64(100000000), int64(1000000000))           // Large swap, small liquidity

	f.Fuzz(func(t *testing.T, swapAmount int64, liquidity int64) {
		// Skip invalid inputs
		if swapAmount <= 0 || liquidity <= 0 {
			t.Skip("Invalid swap amount or liquidity")
		}

		// Skip extreme values
		if swapAmount > 1e18 || liquidity > 1e18 {
			t.Skip("Values too extreme")
		}

		// Calculate price impact as percentage
		// Simple approximation: impact ≈ (swapAmount / liquidity) * 100
		impactFloat := float64(swapAmount) / float64(liquidity) * 100

		// Verify price impact is reasonable
		assert.True(t, impactFloat >= 0, "Price impact must be non-negative")
		assert.True(t, impactFloat <= 100, "Price impact should not exceed 100%")

		// For very large swaps relative to liquidity, impact should be significant
		if float64(swapAmount) > float64(liquidity)*0.1 {
			assert.True(t, impactFloat > 1, "Large swaps should have significant price impact")
		}

		// For very small swaps relative to liquidity, impact should be minimal
		if float64(swapAmount) < float64(liquidity)*0.001 {
			assert.True(t, impactFloat < 1, "Small swaps should have minimal price impact")
		}
	})
}

// FuzzMathematicalProperties performs fuzz testing on mathematical properties
func FuzzMathematicalProperties(f *testing.F) {
	// Add seed values for fuzzing
	f.Add(float64(1.0), float64(2.0))
	f.Add(float64(0.5), float64(0.25))
	f.Add(float64(100.0), float64(200.0))
	f.Add(float64(0.001), float64(0.002))

	f.Fuzz(func(t *testing.T, price1 float64, price2 float64) {
		// Skip invalid inputs
		if price1 <= 0 || price2 <= 0 || price1 != price1 || price2 != price2 {
			t.Skip("Invalid price inputs")
		}

		// Skip extreme values
		if price1 > 1e10 || price2 > 1e10 || price1 < 1e-10 || price2 < 1e-10 {
			t.Skip("Prices too extreme")
		}

		// Convert prices to sqrtPriceX96
		price1BigFloat := new(big.Float).SetFloat64(price1)
		price2BigFloat := new(big.Float).SetFloat64(price2)

		sqrtPrice1 := uniswap.PriceToSqrtPriceX96(price1BigFloat)
		sqrtPrice2 := uniswap.PriceToSqrtPriceX96(price2BigFloat)

		// Test monotonicity: if price1 < price2, then sqrtPrice1 < sqrtPrice2
		if price1 < price2 {
			assert.True(t, sqrtPrice1.Cmp(sqrtPrice2) < 0,
				"Monotonicity violated: price1=%.6f < price2=%.6f but sqrtPrice1=%s >= sqrtPrice2=%s",
				price1, price2, sqrtPrice1.String(), sqrtPrice2.String())
		} else if price1 > price2 {
			assert.True(t, sqrtPrice1.Cmp(sqrtPrice2) > 0,
				"Monotonicity violated: price1=%.6f > price2=%.6f but sqrtPrice1=%s <= sqrtPrice2=%s",
				price1, price2, sqrtPrice1.String(), sqrtPrice2.String())
		}

		// Test that sqrt(price1 * price2) ≈ geometric mean of sqrtPrices
		geometricMean := price1 * price2
		if geometricMean > 0 {
			geometricMeanSqrt := new(big.Float).SetFloat64(geometricMean)
			geometricMeanSqrt.Sqrt(geometricMeanSqrt)

			geometricMeanSqrtX96 := uniswap.PriceToSqrtPriceX96(geometricMeanSqrt)

			// Calculate geometric mean of sqrtPrices
			// This is complex with big integers, so we'll skip this test for extreme values
			if sqrtPrice1.BitLen() < 200 && sqrtPrice2.BitLen() < 200 {
				// Test passes if we can perform the calculation without overflow
				assert.NotNil(t, geometricMeanSqrtX96)
			}
		}
	})
}

// Helper function for absolute value of float64
func abs(x float64) float64 {
	if x < 0 {
		return -x
	}
	return x
}

// Helper function for absolute value of int64
func abs64(x int64) int64 {
	if x < 0 {
		return -x
	}
	return x
}