Initial commit

simulation/package.json

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+{
+  "name": "dbis-simulation",
+  "version": "1.0.0",
+  "description": "DBIS Simulation Framework for stress testing and risk analysis",
+  "main": "src/stress-test.ts",
+  "scripts": {
+    "stress": "tsx src/stress-test.ts",
+    "price-shock": "tsx src/price-shock.ts",
+    "ltv-bounding": "tsx src/ltv-bounding.ts",
+    "flash-liquidity": "tsx src/flash-liquidity.ts"
+  },
+  "dependencies": {
+    "ethers": "^6.9.0",
+    "dotenv": "^16.3.1"
+  },
+  "devDependencies": {
+    "@types/node": "^20.10.0",
+    "tsx": "^4.7.0",
+    "typescript": "^5.3.3"
+  }
+}
+

simulation/src/flash-liquidity.ts

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+import { ethers } from "ethers";
+import * as dotenv from "dotenv";
+
+dotenv.config();
+
+/**
+ * Flash Liquidity Simulator
+ * Simulates flash loan availability and borrowability
+ */
+export class FlashLiquiditySimulator {
+    private provider: ethers.Provider;
+
+    constructor(rpcUrl: string) {
+        this.provider = new ethers.JsonRpcProvider(rpcUrl);
+    }
+
+    /**
+     * Simulate flash loan availability
+     */
+    async simulateAvailability(asset: string, amount: bigint): Promise<FlashLiquidityResult> {
+        // Would check:
+        // - Available liquidity from each provider
+        // - Fee structures
+        // - Best provider selection
+
+        return {
+            available: true,
+            bestProvider: "AAVE",
+            fee: 0n,
+            maxAmount: 0n
+        };
+    }
+
+    /**
+     * Check borrowability
+     */
+    async checkBorrowability(asset: string, amount: bigint): Promise<boolean> {
+        // Would verify if amount can be borrowed
+        return true; // Simplified
+    }
+}
+
+interface FlashLiquidityResult {
+    available: boolean;
+    bestProvider: string;
+    fee: bigint;
+    maxAmount: bigint;
+}
+
+// Main entry point
+if (require.main === module) {
+    const rpcUrl = process.env.RPC_URL || "";
+    const simulator = new FlashLiquiditySimulator(rpcUrl);
+    const asset = process.argv[2] || "0x0000000000000000000000000000000000000000";
+    const amount = BigInt(process.argv[3] || "1000000000000000000"); // 1 ETH
+    simulator.simulateAvailability(asset, amount).then(console.log).catch(console.error);
+}
+

simulation/src/ltv-bounding.ts

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+import { ethers } from "ethers";
+import * as dotenv from "dotenv";
+
+dotenv.config();
+
+/**
+ * LTV Bounding Calculator
+ * Calculates safe loop counts and amortization requirements
+ */
+export class LTVBoundingCalculator {
+    private provider: ethers.Provider;
+
+    constructor(rpcUrl: string) {
+        this.provider = new ethers.JsonRpcProvider(rpcUrl);
+    }
+
+    /**
+     * Calculate safe loop count
+     */
+    async calculateSafeLoopCount(): Promise<number> {
+        // Would calculate maximum safe loops based on:
+        // - Current LTV
+        // - Target LTV
+        // - Available liquidity
+        // - Fee costs
+        
+        return 5; // Simplified
+    }
+
+    /**
+     * Calculate required amortization
+     */
+    async calculateRequiredAmortization(): Promise<AmortizationRequirement> {
+        // Would calculate:
+        // - Required debt repayment
+        // - Required collateral addition
+        // - Minimum HF improvement needed
+
+        return {
+            debtRepayment: 0n,
+            collateralAddition: 0n,
+            minHFImprovement: ethers.parseEther("0.05") // 5%
+        };
+    }
+}
+
+interface AmortizationRequirement {
+    debtRepayment: bigint;
+    collateralAddition: bigint;
+    minHFImprovement: bigint;
+}
+
+// Main entry point
+if (require.main === module) {
+    const rpcUrl = process.env.RPC_URL || "";
+    const calculator = new LTVBoundingCalculator(rpcUrl);
+    calculator.calculateSafeLoopCount().then(console.log).catch(console.error);
+    calculator.calculateRequiredAmortization().then(console.log).catch(console.error);
+}
+

simulation/src/price-shock.ts

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+import { ethers } from "ethers";
+import * as dotenv from "dotenv";
+
+dotenv.config();
+
+/**
+ * Price Shock Simulator
+ * Simulates various price shock scenarios
+ */
+export class PriceShockSimulator {
+    private provider: ethers.Provider;
+
+    constructor(rpcUrl: string) {
+        this.provider = new ethers.JsonRpcProvider(rpcUrl);
+    }
+
+    /**
+     * Simulate price shock and calculate impact
+     */
+    async simulate(priceChangePercent: number): Promise<PriceShockResult> {
+        console.log(`Simulating price shock: ${priceChangePercent}%`);
+
+        // Would:
+        // 1. Get current position
+        // 2. Apply price shock
+        // 3. Calculate new HF
+        // 4. Determine if liquidation risk exists
+        // 5. Calculate required action
+
+        return {
+            initialHF: 0n,
+            newHF: 0n,
+            hfChange: 0n,
+            liquidationRisk: false,
+            requiredAction: "NONE"
+        };
+    }
+}
+
+interface PriceShockResult {
+    initialHF: bigint;
+    newHF: bigint;
+    hfChange: bigint;
+    liquidationRisk: boolean;
+    requiredAction: string;
+}
+
+// Main entry point
+if (require.main === module) {
+    const rpcUrl = process.env.RPC_URL || "";
+    const simulator = new PriceShockSimulator(rpcUrl);
+    const shockPercent = parseFloat(process.argv[2] || "-20");
+    simulator.simulate(shockPercent).then(console.log).catch(console.error);
+}
+

simulation/src/stress-test.ts

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+import { ethers } from "ethers";
+import * as dotenv from "dotenv";
+
+dotenv.config();
+
+/**
+ * Stress Test Framework
+ * Tests system resilience under various stress scenarios
+ */
+export class StressTester {
+    private provider: ethers.Provider;
+
+    constructor(rpcUrl: string) {
+        this.provider = new ethers.JsonRpcProvider(rpcUrl);
+    }
+
+    /**
+     * Run stress test suite
+     */
+    async runStressTests(): Promise<void> {
+        console.log("🧪 Running stress tests...");
+
+        // Test scenarios
+        await this.testPriceShock(-10); // -10% price drop
+        await this.testPriceShock(-20); // -20% price drop
+        await this.testPriceShock(-40); // -40% price drop
+        await this.testPriceShock(-60); // -60% price drop
+
+        await this.testInterestRateSpike(5); // +5% interest rate
+        await this.testInterestRateSpike(10); // +10% interest rate
+
+        await this.testLiquidityContraction(50); // 50% liquidity reduction
+
+        console.log("✅ Stress tests completed");
+    }
+
+    /**
+     * Test price shock scenario
+     */
+    private async testPriceShock(priceChangePercent: number): Promise<void> {
+        console.log(`Testing price shock: ${priceChangePercent}%`);
+        // Would simulate price drop and check system behavior
+    }
+
+    /**
+     * Test interest rate spike
+     */
+    private async testInterestRateSpike(rateIncreasePercent: number): Promise<void> {
+        console.log(`Testing interest rate spike: +${rateIncreasePercent}%`);
+        // Would simulate interest rate increase and check HF impact
+    }
+
+    /**
+     * Test liquidity contraction
+     */
+    private async testLiquidityContraction(reductionPercent: number): Promise<void> {
+        console.log(`Testing liquidity contraction: ${reductionPercent}%`);
+        // Would simulate liquidity reduction and check flash loan availability
+    }
+}
+
+// Main entry point
+if (require.main === module) {
+    const rpcUrl = process.env.RPC_URL || "";
+    const tester = new StressTester(rpcUrl);
+    tester.runStressTests().catch(console.error);
+}
+