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Add Flash Crash Severe Simulation #240

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3 changes: 3 additions & 0 deletions cadence/contracts/mocks/FlowTransactionScheduler.cdc
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Original file line number Diff line number Diff line change
@@ -1,3 +1,6 @@
// This contract extends the original contract by adding a reset method,
// which is useful in tests for clearing any pre-existing scheduled transactions.
// https://github.com/onflow/flow-core-contracts/blob/master/contracts/FlowTransactionScheduler.cdc
import "FungibleToken"
import "FlowToken"
import "FlowFees"
Expand Down
154 changes: 86 additions & 68 deletions cadence/tests/scripts/simulations/generate_fixture.py
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Original file line number Diff line number Diff line change
Expand Up @@ -147,7 +147,7 @@ def build_fixture(daily: list[dict], scenario: str, start: str, end: str) -> dic
return {
"scenario": scenario,
"duration_days": len(daily),
"btc_prices": [d["price"] for d in daily],
"prices": [d["price"] for d in daily],
"dates": [d["date"] for d in daily],
"agents": [
{
Expand Down Expand Up @@ -177,8 +177,8 @@ def build_fixture(daily: list[dict], scenario: str, start: str, end: str) -> dic
},
},
"constants": {
"btc_collateral_factor": 0.8,
"btc_liquidation_threshold": 0.85,
"collateral_factor": 0.8,
"liquidation_threshold": 0.85,
"yield_apr": 0.1,
"direct_mint_yt": True,
},
Expand Down Expand Up @@ -218,20 +218,18 @@ def cmd_fetch(args: argparse.Namespace) -> None:
# ---------------------------------------------------------------------------


def generate_cdc(data: dict) -> str:
scenario = data["scenario"]
is_daily = "duration_days" in data
def _get_prices(data: dict) -> list:
"""Get price array from fixture, supporting both 'prices' and legacy 'btc_prices' keys."""
return data.get("prices") or data["btc_prices"]


def _get_constants(data: dict) -> dict:
"""Get constants dict from fixture."""
return data["constants"]

lines: list[str] = []
lines.append("import Test")
lines.append("")
lines.append(f"// AUTO-GENERATED from {scenario}.json — do not edit manually")
lines.append(
"// Run: python3 generate_fixture.py generate <input.json> <output.cdc>"
)
lines.append("")

# --- Inline struct definitions ---
def _emit_structs(lines: list[str]) -> None:
"""Emit the shared struct definitions."""
lines.append("access(all) struct SimAgent {")
lines.append(" access(all) let count: Int")
lines.append(" access(all) let initialHF: UFix64")
Expand Down Expand Up @@ -291,10 +289,59 @@ def generate_cdc(data: dict) -> str:
lines.append("}")
lines.append("")


def _emit_agents(lines: list[str], prefix: str, agents: list[dict]) -> None:
"""Emit a single agent array."""
lines.append(f"access(all) let {prefix}_agents: [SimAgent] = [")
for i, agent in enumerate(agents):
comma = "," if i < len(agents) - 1 else ""
debt = agent["debt_per_agent"] if isinstance(agent["debt_per_agent"], (int, float)) else 0
total_debt = agent.get("total_system_debt", 0)
lines.append(" SimAgent(")
lines.append(f" count: {agent['count']},")
lines.append(f" initialHF: {to_ufix64(agent['initial_hf'])},")
lines.append(f" rebalancingHF: {to_ufix64(agent['rebalancing_hf'])},")
lines.append(f" targetHF: {to_ufix64(agent['target_hf'])},")
lines.append(f" debtPerAgent: {to_ufix64(float(debt))},")
lines.append(f" totalSystemDebt: {to_ufix64(float(total_debt))}")
lines.append(f" ){comma}")
lines.append("]")
lines.append("")


def _emit_expected(lines: list[str], prefix: str, expected: dict) -> None:
"""Emit expected outcome variables."""
lines.append(
f"access(all) let {prefix}_expectedLiquidationCount: Int = {expected['liquidation_count']}"
)
lines.append(
f"access(all) let {prefix}_expectedAllAgentsSurvive: Bool = {'true' if expected['all_agents_survive'] else 'false'}"
)
lines.append("")


def generate_cdc(data: dict) -> str:
scenario = data["scenario"]
is_daily = "duration_days" in data
has_sub_scenarios = "scenarios" in data
prices = _get_prices(data)
constants = _get_constants(data)

lines: list[str] = []
lines.append("import Test")
lines.append("")
lines.append(f"// AUTO-GENERATED from {scenario}.json — do not edit manually")
lines.append(
"// Run: python3 generate_fixture.py generate <input.json> <output.cdc>"
)
lines.append("")

_emit_structs(lines)

# --- Price array ---
lines.append(f"access(all) let {scenario}_prices: [UFix64] = [")
for i, price in enumerate(data["btc_prices"]):
comma = "," if i < len(data["btc_prices"]) - 1 else ""
for i, price in enumerate(prices):
comma = "," if i < len(prices) - 1 else ""
lines.append(f" {to_ufix64(price)}{comma}")
lines.append("]")
lines.append("")
Expand All @@ -308,25 +355,13 @@ def generate_cdc(data: dict) -> str:
lines.append("]")
lines.append("")

# --- Agent array ---
lines.append(f"access(all) let {scenario}_agents: [SimAgent] = [")
for i, agent in enumerate(data["agents"]):
comma = "," if i < len(data["agents"]) - 1 else ""
debt = (
agent["debt_per_agent"]
if isinstance(agent["debt_per_agent"], (int, float))
else 0
)
total_debt = agent.get("total_system_debt", 0)
lines.append(" SimAgent(")
lines.append(f" count: {agent['count']},")
lines.append(f" initialHF: {to_ufix64(agent['initial_hf'])},")
lines.append(f" rebalancingHF: {to_ufix64(agent['rebalancing_hf'])},")
lines.append(f" targetHF: {to_ufix64(agent['target_hf'])},")
lines.append(f" debtPerAgent: {to_ufix64(float(debt))},")
lines.append(f" totalSystemDebt: {to_ufix64(float(total_debt))}")
lines.append(f" ){comma}")
lines.append("]")
# --- Constants ---
lines.append(f"access(all) let {scenario}_constants: SimConstants = SimConstants(")
lines.append(f" btcCollateralFactor: {to_ufix64(constants['btc_collateral_factor'])},")
lines.append(f" btcLiquidationThreshold: {to_ufix64(constants['btc_liquidation_threshold'])},")
lines.append(f" yieldAPR: {to_ufix64(constants['yield_apr'])},")
lines.append(f" directMintYT: {'true' if constants['direct_mint_yt'] else 'false'}")
lines.append(")")
lines.append("")

# --- Pool dict ---
Expand All @@ -342,39 +377,22 @@ def generate_cdc(data: dict) -> str:
lines.append("}")
lines.append("")

# --- Constants ---
c = data["constants"]
lines.append(f"access(all) let {scenario}_constants: SimConstants = SimConstants(")
lines.append(f" btcCollateralFactor: {to_ufix64(c['btc_collateral_factor'])},")
lines.append(
f" btcLiquidationThreshold: {to_ufix64(c['btc_liquidation_threshold'])},"
)
lines.append(f" yieldAPR: {to_ufix64(c['yield_apr'])},")
lines.append(f" directMintYT: {'true' if c['direct_mint_yt'] else 'false'}")
lines.append(")")
lines.append("")

# --- Expected outcomes ---
e = data["expected"]
lines.append(
f"access(all) let {scenario}_expectedLiquidationCount: Int = {e['liquidation_count']}"
)
lines.append(
f"access(all) let {scenario}_expectedAllAgentsSurvive: Bool = {'true' if e['all_agents_survive'] else 'false'}"
)
# --- Duration ---
if is_daily:
lines.append(f"access(all) let {scenario}_durationDays: Int = {data['duration_days']}")
elif "duration_minutes" in data:
lines.append(f"access(all) let {scenario}_durationMinutes: Int = {data['duration_minutes']}")
lines.append("")

# --- Duration & notes ---
if is_daily:
lines.append(
f"access(all) let {scenario}_durationDays: Int = {data['duration_days']}"
)
# --- Agents & expected outcomes ---
if has_sub_scenarios:
for sub in data["scenarios"]:
sub_prefix = f"{scenario}_{sub['name']}"
_emit_agents(lines, sub_prefix, sub["agents"])
_emit_expected(lines, sub_prefix, sub["expected"])
else:
lines.append(
f"access(all) let {scenario}_durationMinutes: Int = {data['duration_minutes']}"
)
lines.append(f'access(all) let {scenario}_notes: String = "{data["notes"]}"')
lines.append("")
_emit_agents(lines, scenario, data["agents"])
_emit_expected(lines, scenario, data["expected"])

return "\n".join(lines)

Expand All @@ -390,8 +408,8 @@ def cmd_generate(args: argparse.Namespace) -> None:
f.write(cdc)

scenario = data["scenario"]
n_prices = len(data["btc_prices"])
print(f"Generated {args.output} ({n_prices} prices, scenario: {scenario})")
prices = _get_prices(data)
print(f"Generated {args.output} ({len(prices)} prices, scenario: {scenario})")


# ---------------------------------------------------------------------------
Expand Down
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