fix: bug with sbtc_router

contracts/SynthetixRouterStrategy.sol

@@ -326,16 +326,18 @@ contract SynthetixRouterStrategy is RouterStrategy, Synthetix {
             uint256 _debtPayment
         )
     {
-        uint256 totalDebt = vault.strategies(address(this)).totalDebt;
-        uint256 totalAssetsAfterProfit = estimatedTotalAssets();
+        uint256 _totalDebt = vault.strategies(address(this)).totalDebt;
+        uint256 _estimatedTotal = estimatedTotalAssets();
         uint256 _balanceOfWant = balanceOfWant();
 
         _debtPayment = Math.min(_debtOutstanding, _balanceOfWant);
 
-        if (totalDebt <= totalAssetsAfterProfit) {
-            _profit = _balanceOfWant.sub(_debtPayment);
+        uint256 _remainderWant = _balanceOfWant.sub(_debtPayment);
+
+        if (_totalDebt <= _estimatedTotal) {
+            _profit = Math.min(_remainderWant, _estimatedTotal.sub(_totalDebt));
         } else {
-            _loss = totalDebt.sub(totalAssetsAfterProfit);
+            _loss = _totalDebt.sub(_estimatedTotal);
         }
     }
 }

tests/SynthetixRouter/test_sbtc_router_prod.py

@@ -0,0 +1,254 @@
+import pytest
+from brownie import chain, Contract, accounts, ZERO_ADDRESS, Wei, reverts
+from eth_abi import encode_single
+
+DUST_THRESHOLD = 100_000
+
+
+def test_deposit_and_withdraw_wo_profit(susd_whale):
+    old_router_strat = Contract("0x4a4A5549F4B2eF519ca9abA38f4e2d13c23e32B7")
+    sbtc_router = Contract("0x86fd69EDDcc0d185fC2678aA02Aeae67f614b76e")
+    hedging_vault = Contract(sbtc_router.vault())
+    sbtc_vault = Contract(sbtc_router.yVault())
+
+    susd = Contract(sbtc_router.want())
+    sbtc = Contract(sbtc_vault.token())
+    gov = accounts.at(hedging_vault.governance(), True)
+
+    hedging_vault.migrateStrategy(old_router_strat, sbtc_router, {"from": gov})
+
+    susd.approve(hedging_vault, 2 ** 256 - 1, {"from": susd_whale})
+
+    prev_assets = sbtc_router.estimatedTotalAssets()
+    susd_to_deposit = (
+        30_000 * 1e18
+        if susd.balanceOf(susd_whale) > 30_000 * 1e18
+        else susd.balanceOf(susd_whale)
+    )
+
+    assert susd_to_deposit > 0
+
+    hedging_vault.deposit(susd_to_deposit, {"from": susd_whale})
+
+    chain.sleep(360 + 1)
+    chain.mine(1)
+
+    tx = sbtc_router.harvest({"from": gov})
+
+    print(f"First harvest {tx.events['Harvested']}")
+    assert tx.events["Harvested"]["loss"] == 0
+
+    new_assets = sbtc_router.estimatedTotalAssets()
+
+    assert new_assets < (susd_to_deposit + prev_assets)
+    assert new_assets > (susd_to_deposit + prev_assets) * 0.9
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+
+    prev_sbtc_balance = sbtc_vault.totalAssets()
+    sbtc_router.depositInVault({"from": gov})
+    after_sbtc_balance = sbtc_vault.totalAssets()
+
+    assert after_sbtc_balance > prev_sbtc_balance
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+
+    with reverts():
+        hedging_vault.withdraw(susd_to_deposit, {"from": susd_whale})
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+    sbtc_router.setMaxLoss(100, {"from": gov})
+    sbtc_router.manualRemoveLiquidity(
+        hedging_vault.balanceOf(susd_whale) * hedging_vault.pricePerShare() / 1e18,
+        {"from": gov},
+    )
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+
+    prev_hedge_assets = hedging_vault.totalAssets()
+    hedging_vault.withdraw(
+        hedging_vault.balanceOf(susd_whale), susd_whale, 100, {"from": susd_whale}
+    )
+    after_hedge_assets = hedging_vault.totalAssets()
+
+    assert prev_hedge_assets > after_hedge_assets
+
+
+def test_deposit_and_withdraw_w_profit(susd_whale, sbtc_whale):
+    old_router_strat = Contract("0x4a4A5549F4B2eF519ca9abA38f4e2d13c23e32B7")
+    sbtc_router = Contract("0x86fd69EDDcc0d185fC2678aA02Aeae67f614b76e")
+    hedging_vault = Contract(sbtc_router.vault())
+    sbtc_vault = Contract(sbtc_router.yVault())
+
+    susd = Contract(sbtc_router.want())
+    sbtc = Contract(sbtc_vault.token())
+    gov = accounts.at(hedging_vault.governance(), True)
+
+    hedging_vault.migrateStrategy(old_router_strat, sbtc_router, {"from": gov})
+
+    susd.approve(hedging_vault, 2 ** 256 - 1, {"from": susd_whale})
+
+    prev_assets = sbtc_router.estimatedTotalAssets()
+    susd_to_deposit = (
+        30_000 * 1e18
+        if susd.balanceOf(susd_whale) > 30_000 * 1e18
+        else susd.balanceOf(susd_whale)
+    )
+
+    assert susd_to_deposit > 0
+
+    hedging_vault.deposit(susd_to_deposit, {"from": susd_whale})
+
+    chain.sleep(360 + 1)
+    chain.mine(1)
+
+    tx = sbtc_router.harvest({"from": gov})
+
+    print(f"First harvest {tx.events['Harvested']}")
+    assert tx.events["Harvested"]["loss"] == 0
+
+    new_assets = sbtc_router.estimatedTotalAssets()
+
+    assert new_assets < (susd_to_deposit + prev_assets)
+    assert new_assets > (susd_to_deposit + prev_assets) * 0.9
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+
+    prev_sbtc_balance = sbtc_vault.totalAssets()
+    sbtc_router.depositInVault({"from": gov})
+    after_sbtc_balance = sbtc_vault.totalAssets()
+
+    assert after_sbtc_balance > prev_sbtc_balance
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+
+    # produce profit
+    sbtc.transfer(sbtc_vault, sbtc.balanceOf(sbtc_whale), {"from": sbtc_whale})
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+    sbtc_router.manualRemoveLiquidity(
+        hedging_vault.balanceOf(susd_whale) * hedging_vault.pricePerShare() / 1e18,
+        {"from": gov},
+    )
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+
+    prev_hedge_assets = hedging_vault.totalAssets()
+    hedging_vault.withdraw({"from": susd_whale})
+    after_hedge_assets = hedging_vault.totalAssets()
+
+    assert prev_hedge_assets > after_hedge_assets
+
+
+def test_deposit_harvest_and_revert_withdraw(susd_whale, sbtc_whale):
+    old_router_strat = Contract("0x4a4A5549F4B2eF519ca9abA38f4e2d13c23e32B7")
+    sbtc_router = Contract("0x86fd69EDDcc0d185fC2678aA02Aeae67f614b76e")
+    hedging_vault = Contract(sbtc_router.vault())
+    sbtc_vault = Contract(sbtc_router.yVault())
+
+    susd = Contract(sbtc_router.want())
+    sbtc = Contract(sbtc_vault.token())
+    gov = accounts.at(hedging_vault.governance(), True)
+
+    hedging_vault.migrateStrategy(old_router_strat, sbtc_router, {"from": gov})
+
+    susd.approve(hedging_vault, 2 ** 256 - 1, {"from": susd_whale})
+
+    chain.sleep(360 + 1)
+    chain.mine(1)
+
+    sbtc_router.setMaxLoss(100, {"from": gov})
+    sbtc_router.manualRemoveLiquidity(
+        abs(
+            sbtc_router.estimatedTotalAssets()
+            - hedging_vault.strategies(sbtc_router)["totalDebt"]
+        ),
+        {"from": gov},
+    )
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+
+    tx = sbtc_router.harvest({"from": gov})
+
+    print(f"Zero harvest {tx.events['Harvested']}")
+    assert tx.events["Harvested"]["loss"] == 0
+
+    chain.sleep(360 + 1)
+    chain.mine(1)
+
+    prev_assets = sbtc_router.estimatedTotalAssets()
+
+    susd_to_deposit = (
+        30_000 * 1e18
+        if susd.balanceOf(susd_whale) > 30_000 * 1e18
+        else susd.balanceOf(susd_whale)
+    )
+
+    assert susd_to_deposit > 0
+
+    hedging_vault.deposit(susd_to_deposit, {"from": susd_whale})
+
+    chain.sleep(360 + 1)
+    chain.mine(1)
+
+    tx = sbtc_router.harvest({"from": gov})
+
+    print(f"First harvest {tx.events['Harvested']}")
+    assert tx.events["Harvested"]["profit"] == 0
+
+    new_assets = sbtc_router.estimatedTotalAssets()
+
+    assert new_assets > (susd_to_deposit * 0.95 + prev_assets)
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+
+    prev_sbtc_balance = sbtc_vault.totalAssets()
+    sbtc_router.depositInVault({"from": gov})
+    after_sbtc_balance = sbtc_vault.totalAssets()
+
+    assert after_sbtc_balance > prev_sbtc_balance
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+    # converts from sbtc to susd
+    sbtc_router.manualRemoveFullLiquidity({"from": gov})
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+
+    # converts from susd to sbtc
+    tx = sbtc_router.harvest({"from": gov})
+
+    print(f"Second harvest {tx.events['Harvested']}")
+    assert tx.events["Harvested"]["loss"] > 0
+
+    prev_hedge_assets = hedging_vault.totalAssets()
+    # money has just been exchange for synth so we need to wait 6 min to withdraw
+    with reverts():
+        hedging_vault.withdraw({"from": susd_whale})
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+
+    # converts from sbtc to susd so it is free to withdraw
+    sbtc_router.manualRemoveFullLiquidity({"from": gov})
+
+    chain.sleep(3600 + 1)
+    chain.mine(1)
+
+    hedging_vault.withdraw(
+        hedging_vault.balanceOf(susd_whale), susd_whale, 100, {"from": susd_whale}
+    )
+    after_hedge_assets = hedging_vault.totalAssets()
+
+    assert prev_hedge_assets > after_hedge_assets