Basis trading contract v1

[deepsp94]

1. Contract is meant to hold only one user's weth deposit.
2. Update function checks funding and goes long or stays idle
3. Withdraw function works when contract is long or idle

[mikeyrf]

Except for some small changes, this looks good so far. Need integration tests for interacting with Overlay v1-core, but then good to merge.

Haven't thoroughly reviewed security wise, but will once move beyond the MVP.

[deepsp94]

@mikeyrf i'm good to review and merge this branch when you're back.
Still have one concern here though:

v1-vaults/tests/basistrade/integrations/overlay-v1-core/test_unwind.py

Line 44 in 64515b8

chain.mine(timedelta=2*24*60*60)

Without the chain.mine() snippet, this test sometimes fails. Attached logs.
unwind_fail_log.pdf

Would be nice if you could help improve this test.

[mikeyrf]

Sounds good. Let's get to this when I'm back, but some things to check:

• Possibly due to precision loss when storing midTick and entryTick in Position.Info but this should be good to within 1bps. Your error is around 4 bps
• Possibly due to some time elapsed between state reported values for your expect and the timestamp associated with the unwind tx. Where the time elapsed would create more funding payments and changes to the TWAP

To check whether it's related to the TWAP changing, you can use the mock feed setup in the v1 core tests (where you set the price manually).

[deepsp94]

Hey @mikeyrf, this test passes now since I'm using the mock feed. Looks like it was a TWAP issue after all.

v1-vaults/tests/basistrade/integrations/overlay-v1-core/test_unwind.py

Line 36 in 9226bbd

def test_pos_unwind_as_expected(eth_basis_trade, state, mock_market,

However, to be able to use the mock market in the unwind and build functions of my contract, i had to expose it as an argument.
Here:

v1-vaults/contracts/EthBasisTrade.sol

Line 157 in 9226bbd

address _marketAddress

and here:

v1-vaults/contracts/EthBasisTrade.sol

Line 168 in 9226bbd

address _marketAddress

This is how the unwind (and build too) test looked before. I was using the weth/ovl market by default: https://github.com/overlay-market/v1-vaults/blame/64515b894b0f8ce80180571132ee5629f28f0122/contracts/EthBasisTrade.sol#L164

Lemme know your thoughts/if you think there's a better way to go about it.