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Similar Match Source Code This contract matches the deployed Bytecode of the Source Code for Contract 0xA2373661...e8597176A The constructor portion of the code might be different and could alter the actual behaviour of the contract
Contract Name:
FCNVault
Compiler Version
v0.8.17+commit.8df45f5f
Optimization Enabled:
Yes with 200 runs
Other Settings:
default evmVersion
Contract Source Code (Solidity Standard Json-Input format)
// SPDX-License-Identifier: UNLICENSED pragma solidity ^0.8.13; import { ERC20 } from "@openzeppelin/contracts/token/ERC20/ERC20.sol"; import { SafeERC20 } from "@openzeppelin/contracts/token/ERC20/utils/SafeERC20.sol"; import { Ownable } from "@openzeppelin/contracts/access/Ownable.sol"; import { FCNProduct } from "./FCNProduct.sol"; import { FCNVaultMetadata, VaultStatus } from "./Structs.sol"; contract FCNVault is ERC20, Ownable { using SafeERC20 for ERC20; address public asset; FCNProduct public fcnProduct; /** * @notice Creates a new FCNVault that is owned by the FCNProduct * @param _asset is the address of the underlying asset * @param _tokenName is the name of the token * @param _tokenSymbol is the name of the token symbol */ constructor(address _asset, string memory _tokenName, string memory _tokenSymbol) ERC20(_tokenName, _tokenSymbol) { asset = _asset; fcnProduct = FCNProduct(owner()); } function decimals() public view virtual override returns (uint8) { return 6; } /** * @notice Returns underlying amount associated for the vault */ function totalAssets() public view returns (uint256) { (, , , , , uint256 underlyingAmount, , , , , , , , , , ) = fcnProduct.vaults(address(this)); return underlyingAmount; } /** * @notice Converts units of shares to assets * @param shares is the number of vault tokens */ function convertToAssets(uint256 shares) public view returns (uint256) { uint256 _totalSupply = totalSupply(); if (_totalSupply == 0) return 0; return (shares * totalAssets()) / _totalSupply; } /** * @notice Converts units assets to shares * @param assets is the amount of underlying assets */ function convertToShares(uint256 assets) public view returns (uint256) { uint256 _totalSupply = totalSupply(); uint256 _totalAssets = totalAssets(); if (_totalAssets == 0 || _totalSupply == 0) return assets; return (assets * _totalSupply) / _totalAssets; } /** * Product can deposit into the vault * @param assets is the number of underlying assets to be deposited * @param receiver is the address of the original depositor */ function deposit(uint256 assets, address receiver) public onlyOwner returns (uint256) { uint256 shares = convertToShares(assets); _mint(receiver, shares); return shares; } /** * Redeem a given amount of shares in return for assets * Shares are burned from the caller * @param shares is the amount of shares (vault tokens) to be redeemed */ function redeem(uint256 shares) external onlyOwner returns (uint256) { uint256 assets = convertToAssets(shares); _burn(msg.sender, shares); return assets; } }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.7.0) (access/Ownable.sol) pragma solidity ^0.8.0; import "../utils/Context.sol"; /** * @dev Contract module which provides a basic access control mechanism, where * there is an account (an owner) that can be granted exclusive access to * specific functions. * * By default, the owner account will be the one that deploys the contract. This * can later be changed with {transferOwnership}. * * This module is used through inheritance. It will make available the modifier * `onlyOwner`, which can be applied to your functions to restrict their use to * the owner. */ abstract contract Ownable is Context { address private _owner; event OwnershipTransferred(address indexed previousOwner, address indexed newOwner); /** * @dev Initializes the contract setting the deployer as the initial owner. */ constructor() { _transferOwnership(_msgSender()); } /** * @dev Throws if called by any account other than the owner. */ modifier onlyOwner() { _checkOwner(); _; } /** * @dev Returns the address of the current owner. */ function owner() public view virtual returns (address) { return _owner; } /** * @dev Throws if the sender is not the owner. */ function _checkOwner() internal view virtual { require(owner() == _msgSender(), "Ownable: caller is not the owner"); } /** * @dev Leaves the contract without owner. It will not be possible to call * `onlyOwner` functions anymore. Can only be called by the current owner. * * NOTE: Renouncing ownership will leave the contract without an owner, * thereby removing any functionality that is only available to the owner. */ function renounceOwnership() public virtual onlyOwner { _transferOwnership(address(0)); } /** * @dev Transfers ownership of the contract to a new account (`newOwner`). * Can only be called by the current owner. */ function transferOwnership(address newOwner) public virtual onlyOwner { require(newOwner != address(0), "Ownable: new owner is the zero address"); _transferOwnership(newOwner); } /** * @dev Transfers ownership of the contract to a new account (`newOwner`). * Internal function without access restriction. */ function _transferOwnership(address newOwner) internal virtual { address oldOwner = _owner; _owner = newOwner; emit OwnershipTransferred(oldOwner, newOwner); } }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (interfaces/IERC20.sol) pragma solidity ^0.8.0; import "../token/ERC20/IERC20.sol";
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.8.0) (security/ReentrancyGuard.sol) pragma solidity ^0.8.0; /** * @dev Contract module that helps prevent reentrant calls to a function. * * Inheriting from `ReentrancyGuard` will make the {nonReentrant} modifier * available, which can be applied to functions to make sure there are no nested * (reentrant) calls to them. * * Note that because there is a single `nonReentrant` guard, functions marked as * `nonReentrant` may not call one another. This can be worked around by making * those functions `private`, and then adding `external` `nonReentrant` entry * points to them. * * TIP: If you would like to learn more about reentrancy and alternative ways * to protect against it, check out our blog post * https://blog.openzeppelin.com/reentrancy-after-istanbul/[Reentrancy After Istanbul]. */ abstract contract ReentrancyGuard { // Booleans are more expensive than uint256 or any type that takes up a full // word because each write operation emits an extra SLOAD to first read the // slot's contents, replace the bits taken up by the boolean, and then write // back. This is the compiler's defense against contract upgrades and // pointer aliasing, and it cannot be disabled. // The values being non-zero value makes deployment a bit more expensive, // but in exchange the refund on every call to nonReentrant will be lower in // amount. Since refunds are capped to a percentage of the total // transaction's gas, it is best to keep them low in cases like this one, to // increase the likelihood of the full refund coming into effect. uint256 private constant _NOT_ENTERED = 1; uint256 private constant _ENTERED = 2; uint256 private _status; constructor() { _status = _NOT_ENTERED; } /** * @dev Prevents a contract from calling itself, directly or indirectly. * Calling a `nonReentrant` function from another `nonReentrant` * function is not supported. It is possible to prevent this from happening * by making the `nonReentrant` function external, and making it call a * `private` function that does the actual work. */ modifier nonReentrant() { _nonReentrantBefore(); _; _nonReentrantAfter(); } function _nonReentrantBefore() private { // On the first call to nonReentrant, _status will be _NOT_ENTERED require(_status != _ENTERED, "ReentrancyGuard: reentrant call"); // Any calls to nonReentrant after this point will fail _status = _ENTERED; } function _nonReentrantAfter() private { // By storing the original value once again, a refund is triggered (see // https://eips.ethereum.org/EIPS/eip-2200) _status = _NOT_ENTERED; } }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.8.0) (token/ERC20/ERC20.sol) pragma solidity ^0.8.0; import "./IERC20.sol"; import "./extensions/IERC20Metadata.sol"; import "../../utils/Context.sol"; /** * @dev Implementation of the {IERC20} interface. * * This implementation is agnostic to the way tokens are created. This means * that a supply mechanism has to be added in a derived contract using {_mint}. * For a generic mechanism see {ERC20PresetMinterPauser}. * * TIP: For a detailed writeup see our guide * https://forum.openzeppelin.com/t/how-to-implement-erc20-supply-mechanisms/226[How * to implement supply mechanisms]. * * We have followed general OpenZeppelin Contracts guidelines: functions revert * instead returning `false` on failure. This behavior is nonetheless * conventional and does not conflict with the expectations of ERC20 * applications. * * Additionally, an {Approval} event is emitted on calls to {transferFrom}. * This allows applications to reconstruct the allowance for all accounts just * by listening to said events. Other implementations of the EIP may not emit * these events, as it isn't required by the specification. * * Finally, the non-standard {decreaseAllowance} and {increaseAllowance} * functions have been added to mitigate the well-known issues around setting * allowances. See {IERC20-approve}. */ contract ERC20 is Context, IERC20, IERC20Metadata { mapping(address => uint256) private _balances; mapping(address => mapping(address => uint256)) private _allowances; uint256 private _totalSupply; string private _name; string private _symbol; /** * @dev Sets the values for {name} and {symbol}. * * The default value of {decimals} is 18. To select a different value for * {decimals} you should overload it. * * All two of these values are immutable: they can only be set once during * construction. */ constructor(string memory name_, string memory symbol_) { _name = name_; _symbol = symbol_; } /** * @dev Returns the name of the token. */ function name() public view virtual override returns (string memory) { return _name; } /** * @dev Returns the symbol of the token, usually a shorter version of the * name. */ function symbol() public view virtual override returns (string memory) { return _symbol; } /** * @dev Returns the number of decimals used to get its user representation. * For example, if `decimals` equals `2`, a balance of `505` tokens should * be displayed to a user as `5.05` (`505 / 10 ** 2`). * * Tokens usually opt for a value of 18, imitating the relationship between * Ether and Wei. This is the value {ERC20} uses, unless this function is * overridden; * * NOTE: This information is only used for _display_ purposes: it in * no way affects any of the arithmetic of the contract, including * {IERC20-balanceOf} and {IERC20-transfer}. */ function decimals() public view virtual override returns (uint8) { return 18; } /** * @dev See {IERC20-totalSupply}. */ function totalSupply() public view virtual override returns (uint256) { return _totalSupply; } /** * @dev See {IERC20-balanceOf}. */ function balanceOf(address account) public view virtual override returns (uint256) { return _balances[account]; } /** * @dev See {IERC20-transfer}. * * Requirements: * * - `to` cannot be the zero address. * - the caller must have a balance of at least `amount`. */ function transfer(address to, uint256 amount) public virtual override returns (bool) { address owner = _msgSender(); _transfer(owner, to, amount); return true; } /** * @dev See {IERC20-allowance}. */ function allowance(address owner, address spender) public view virtual override returns (uint256) { return _allowances[owner][spender]; } /** * @dev See {IERC20-approve}. * * NOTE: If `amount` is the maximum `uint256`, the allowance is not updated on * `transferFrom`. This is semantically equivalent to an infinite approval. * * Requirements: * * - `spender` cannot be the zero address. */ function approve(address spender, uint256 amount) public virtual override returns (bool) { address owner = _msgSender(); _approve(owner, spender, amount); return true; } /** * @dev See {IERC20-transferFrom}. * * Emits an {Approval} event indicating the updated allowance. This is not * required by the EIP. See the note at the beginning of {ERC20}. * * NOTE: Does not update the allowance if the current allowance * is the maximum `uint256`. * * Requirements: * * - `from` and `to` cannot be the zero address. * - `from` must have a balance of at least `amount`. * - the caller must have allowance for ``from``'s tokens of at least * `amount`. */ function transferFrom( address from, address to, uint256 amount ) public virtual override returns (bool) { address spender = _msgSender(); _spendAllowance(from, spender, amount); _transfer(from, to, amount); return true; } /** * @dev Atomically increases the allowance granted to `spender` by the caller. * * This is an alternative to {approve} that can be used as a mitigation for * problems described in {IERC20-approve}. * * Emits an {Approval} event indicating the updated allowance. * * Requirements: * * - `spender` cannot be the zero address. */ function increaseAllowance(address spender, uint256 addedValue) public virtual returns (bool) { address owner = _msgSender(); _approve(owner, spender, allowance(owner, spender) + addedValue); return true; } /** * @dev Atomically decreases the allowance granted to `spender` by the caller. * * This is an alternative to {approve} that can be used as a mitigation for * problems described in {IERC20-approve}. * * Emits an {Approval} event indicating the updated allowance. * * Requirements: * * - `spender` cannot be the zero address. * - `spender` must have allowance for the caller of at least * `subtractedValue`. */ function decreaseAllowance(address spender, uint256 subtractedValue) public virtual returns (bool) { address owner = _msgSender(); uint256 currentAllowance = allowance(owner, spender); require(currentAllowance >= subtractedValue, "ERC20: decreased allowance below zero"); unchecked { _approve(owner, spender, currentAllowance - subtractedValue); } return true; } /** * @dev Moves `amount` of tokens from `from` to `to`. * * This internal function is equivalent to {transfer}, and can be used to * e.g. implement automatic token fees, slashing mechanisms, etc. * * Emits a {Transfer} event. * * Requirements: * * - `from` cannot be the zero address. * - `to` cannot be the zero address. * - `from` must have a balance of at least `amount`. */ function _transfer( address from, address to, uint256 amount ) internal virtual { require(from != address(0), "ERC20: transfer from the zero address"); require(to != address(0), "ERC20: transfer to the zero address"); _beforeTokenTransfer(from, to, amount); uint256 fromBalance = _balances[from]; require(fromBalance >= amount, "ERC20: transfer amount exceeds balance"); unchecked { _balances[from] = fromBalance - amount; // Overflow not possible: the sum of all balances is capped by totalSupply, and the sum is preserved by // decrementing then incrementing. _balances[to] += amount; } emit Transfer(from, to, amount); _afterTokenTransfer(from, to, amount); } /** @dev Creates `amount` tokens and assigns them to `account`, increasing * the total supply. * * Emits a {Transfer} event with `from` set to the zero address. * * Requirements: * * - `account` cannot be the zero address. */ function _mint(address account, uint256 amount) internal virtual { require(account != address(0), "ERC20: mint to the zero address"); _beforeTokenTransfer(address(0), account, amount); _totalSupply += amount; unchecked { // Overflow not possible: balance + amount is at most totalSupply + amount, which is checked above. _balances[account] += amount; } emit Transfer(address(0), account, amount); _afterTokenTransfer(address(0), account, amount); } /** * @dev Destroys `amount` tokens from `account`, reducing the * total supply. * * Emits a {Transfer} event with `to` set to the zero address. * * Requirements: * * - `account` cannot be the zero address. * - `account` must have at least `amount` tokens. */ function _burn(address account, uint256 amount) internal virtual { require(account != address(0), "ERC20: burn from the zero address"); _beforeTokenTransfer(account, address(0), amount); uint256 accountBalance = _balances[account]; require(accountBalance >= amount, "ERC20: burn amount exceeds balance"); unchecked { _balances[account] = accountBalance - amount; // Overflow not possible: amount <= accountBalance <= totalSupply. _totalSupply -= amount; } emit Transfer(account, address(0), amount); _afterTokenTransfer(account, address(0), amount); } /** * @dev Sets `amount` as the allowance of `spender` over the `owner` s tokens. * * This internal function is equivalent to `approve`, and can be used to * e.g. set automatic allowances for certain subsystems, etc. * * Emits an {Approval} event. * * Requirements: * * - `owner` cannot be the zero address. * - `spender` cannot be the zero address. */ function _approve( address owner, address spender, uint256 amount ) internal virtual { require(owner != address(0), "ERC20: approve from the zero address"); require(spender != address(0), "ERC20: approve to the zero address"); _allowances[owner][spender] = amount; emit Approval(owner, spender, amount); } /** * @dev Updates `owner` s allowance for `spender` based on spent `amount`. * * Does not update the allowance amount in case of infinite allowance. * Revert if not enough allowance is available. * * Might emit an {Approval} event. */ function _spendAllowance( address owner, address spender, uint256 amount ) internal virtual { uint256 currentAllowance = allowance(owner, spender); if (currentAllowance != type(uint256).max) { require(currentAllowance >= amount, "ERC20: insufficient allowance"); unchecked { _approve(owner, spender, currentAllowance - amount); } } } /** * @dev Hook that is called before any transfer of tokens. This includes * minting and burning. * * Calling conditions: * * - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens * will be transferred to `to`. * - when `from` is zero, `amount` tokens will be minted for `to`. * - when `to` is zero, `amount` of ``from``'s tokens will be burned. * - `from` and `to` are never both zero. * * To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks]. */ function _beforeTokenTransfer( address from, address to, uint256 amount ) internal virtual {} /** * @dev Hook that is called after any transfer of tokens. This includes * minting and burning. * * Calling conditions: * * - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens * has been transferred to `to`. * - when `from` is zero, `amount` tokens have been minted for `to`. * - when `to` is zero, `amount` of ``from``'s tokens have been burned. * - `from` and `to` are never both zero. * * To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks]. */ function _afterTokenTransfer( address from, address to, uint256 amount ) internal virtual {} }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (token/ERC20/extensions/draft-IERC20Permit.sol) pragma solidity ^0.8.0; /** * @dev Interface of the ERC20 Permit extension allowing approvals to be made via signatures, as defined in * https://eips.ethereum.org/EIPS/eip-2612[EIP-2612]. * * Adds the {permit} method, which can be used to change an account's ERC20 allowance (see {IERC20-allowance}) by * presenting a message signed by the account. By not relying on {IERC20-approve}, the token holder account doesn't * need to send a transaction, and thus is not required to hold Ether at all. */ interface IERC20Permit { /** * @dev Sets `value` as the allowance of `spender` over ``owner``'s tokens, * given ``owner``'s signed approval. * * IMPORTANT: The same issues {IERC20-approve} has related to transaction * ordering also apply here. * * Emits an {Approval} event. * * Requirements: * * - `spender` cannot be the zero address. * - `deadline` must be a timestamp in the future. * - `v`, `r` and `s` must be a valid `secp256k1` signature from `owner` * over the EIP712-formatted function arguments. * - the signature must use ``owner``'s current nonce (see {nonces}). * * For more information on the signature format, see the * https://eips.ethereum.org/EIPS/eip-2612#specification[relevant EIP * section]. */ function permit( address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s ) external; /** * @dev Returns the current nonce for `owner`. This value must be * included whenever a signature is generated for {permit}. * * Every successful call to {permit} increases ``owner``'s nonce by one. This * prevents a signature from being used multiple times. */ function nonces(address owner) external view returns (uint256); /** * @dev Returns the domain separator used in the encoding of the signature for {permit}, as defined by {EIP712}. */ // solhint-disable-next-line func-name-mixedcase function DOMAIN_SEPARATOR() external view returns (bytes32); }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (token/ERC20/extensions/IERC20Metadata.sol) pragma solidity ^0.8.0; import "../IERC20.sol"; /** * @dev Interface for the optional metadata functions from the ERC20 standard. * * _Available since v4.1._ */ interface IERC20Metadata is IERC20 { /** * @dev Returns the name of the token. */ function name() external view returns (string memory); /** * @dev Returns the symbol of the token. */ function symbol() external view returns (string memory); /** * @dev Returns the decimals places of the token. */ function decimals() external view returns (uint8); }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.6.0) (token/ERC20/IERC20.sol) pragma solidity ^0.8.0; /** * @dev Interface of the ERC20 standard as defined in the EIP. */ interface IERC20 { /** * @dev Emitted when `value` tokens are moved from one account (`from`) to * another (`to`). * * Note that `value` may be zero. */ event Transfer(address indexed from, address indexed to, uint256 value); /** * @dev Emitted when the allowance of a `spender` for an `owner` is set by * a call to {approve}. `value` is the new allowance. */ event Approval(address indexed owner, address indexed spender, uint256 value); /** * @dev Returns the amount of tokens in existence. */ function totalSupply() external view returns (uint256); /** * @dev Returns the amount of tokens owned by `account`. */ function balanceOf(address account) external view returns (uint256); /** * @dev Moves `amount` tokens from the caller's account to `to`. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transfer(address to, uint256 amount) external returns (bool); /** * @dev Returns the remaining number of tokens that `spender` will be * allowed to spend on behalf of `owner` through {transferFrom}. This is * zero by default. * * This value changes when {approve} or {transferFrom} are called. */ function allowance(address owner, address spender) external view returns (uint256); /** * @dev Sets `amount` as the allowance of `spender` over the caller's tokens. * * Returns a boolean value indicating whether the operation succeeded. * * IMPORTANT: Beware that changing an allowance with this method brings the risk * that someone may use both the old and the new allowance by unfortunate * transaction ordering. One possible solution to mitigate this race * condition is to first reduce the spender's allowance to 0 and set the * desired value afterwards: * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729 * * Emits an {Approval} event. */ function approve(address spender, uint256 amount) external returns (bool); /** * @dev Moves `amount` tokens from `from` to `to` using the * allowance mechanism. `amount` is then deducted from the caller's * allowance. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transferFrom( address from, address to, uint256 amount ) external returns (bool); }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.8.0) (token/ERC20/utils/SafeERC20.sol) pragma solidity ^0.8.0; import "../IERC20.sol"; import "../extensions/draft-IERC20Permit.sol"; import "../../../utils/Address.sol"; /** * @title SafeERC20 * @dev Wrappers around ERC20 operations that throw on failure (when the token * contract returns false). Tokens that return no value (and instead revert or * throw on failure) are also supported, non-reverting calls are assumed to be * successful. * To use this library you can add a `using SafeERC20 for IERC20;` statement to your contract, * which allows you to call the safe operations as `token.safeTransfer(...)`, etc. */ library SafeERC20 { using Address for address; function safeTransfer( IERC20 token, address to, uint256 value ) internal { _callOptionalReturn(token, abi.encodeWithSelector(token.transfer.selector, to, value)); } function safeTransferFrom( IERC20 token, address from, address to, uint256 value ) internal { _callOptionalReturn(token, abi.encodeWithSelector(token.transferFrom.selector, from, to, value)); } /** * @dev Deprecated. This function has issues similar to the ones found in * {IERC20-approve}, and its usage is discouraged. * * Whenever possible, use {safeIncreaseAllowance} and * {safeDecreaseAllowance} instead. */ function safeApprove( IERC20 token, address spender, uint256 value ) internal { // safeApprove should only be called when setting an initial allowance, // or when resetting it to zero. To increase and decrease it, use // 'safeIncreaseAllowance' and 'safeDecreaseAllowance' require( (value == 0) || (token.allowance(address(this), spender) == 0), "SafeERC20: approve from non-zero to non-zero allowance" ); _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, value)); } function safeIncreaseAllowance( IERC20 token, address spender, uint256 value ) internal { uint256 newAllowance = token.allowance(address(this), spender) + value; _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance)); } function safeDecreaseAllowance( IERC20 token, address spender, uint256 value ) internal { unchecked { uint256 oldAllowance = token.allowance(address(this), spender); require(oldAllowance >= value, "SafeERC20: decreased allowance below zero"); uint256 newAllowance = oldAllowance - value; _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance)); } } function safePermit( IERC20Permit token, address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s ) internal { uint256 nonceBefore = token.nonces(owner); token.permit(owner, spender, value, deadline, v, r, s); uint256 nonceAfter = token.nonces(owner); require(nonceAfter == nonceBefore + 1, "SafeERC20: permit did not succeed"); } /** * @dev Imitates a Solidity high-level call (i.e. a regular function call to a contract), relaxing the requirement * on the return value: the return value is optional (but if data is returned, it must not be false). * @param token The token targeted by the call. * @param data The call data (encoded using abi.encode or one of its variants). */ function _callOptionalReturn(IERC20 token, bytes memory data) private { // We need to perform a low level call here, to bypass Solidity's return data size checking mechanism, since // we're implementing it ourselves. We use {Address-functionCall} to perform this call, which verifies that // the target address contains contract code and also asserts for success in the low-level call. bytes memory returndata = address(token).functionCall(data, "SafeERC20: low-level call failed"); if (returndata.length > 0) { // Return data is optional require(abi.decode(returndata, (bool)), "SafeERC20: ERC20 operation did not succeed"); } } }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.8.0) (utils/Address.sol) pragma solidity ^0.8.1; /** * @dev Collection of functions related to the address type */ library Address { /** * @dev Returns true if `account` is a contract. * * [IMPORTANT] * ==== * It is unsafe to assume that an address for which this function returns * false is an externally-owned account (EOA) and not a contract. * * Among others, `isContract` will return false for the following * types of addresses: * * - an externally-owned account * - a contract in construction * - an address where a contract will be created * - an address where a contract lived, but was destroyed * ==== * * [IMPORTANT] * ==== * You shouldn't rely on `isContract` to protect against flash loan attacks! * * Preventing calls from contracts is highly discouraged. It breaks composability, breaks support for smart wallets * like Gnosis Safe, and does not provide security since it can be circumvented by calling from a contract * constructor. * ==== */ function isContract(address account) internal view returns (bool) { // This method relies on extcodesize/address.code.length, which returns 0 // for contracts in construction, since the code is only stored at the end // of the constructor execution. return account.code.length > 0; } /** * @dev Replacement for Solidity's `transfer`: sends `amount` wei to * `recipient`, forwarding all available gas and reverting on errors. * * https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost * of certain opcodes, possibly making contracts go over the 2300 gas limit * imposed by `transfer`, making them unable to receive funds via * `transfer`. {sendValue} removes this limitation. * * https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more]. * * IMPORTANT: because control is transferred to `recipient`, care must be * taken to not create reentrancy vulnerabilities. Consider using * {ReentrancyGuard} or the * https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern]. */ function sendValue(address payable recipient, uint256 amount) internal { require(address(this).balance >= amount, "Address: insufficient balance"); (bool success, ) = recipient.call{value: amount}(""); require(success, "Address: unable to send value, recipient may have reverted"); } /** * @dev Performs a Solidity function call using a low level `call`. A * plain `call` is an unsafe replacement for a function call: use this * function instead. * * If `target` reverts with a revert reason, it is bubbled up by this * function (like regular Solidity function calls). * * Returns the raw returned data. To convert to the expected return value, * use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`]. * * Requirements: * * - `target` must be a contract. * - calling `target` with `data` must not revert. * * _Available since v3.1._ */ function functionCall(address target, bytes memory data) internal returns (bytes memory) { return functionCallWithValue(target, data, 0, "Address: low-level call failed"); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], but with * `errorMessage` as a fallback revert reason when `target` reverts. * * _Available since v3.1._ */ function functionCall( address target, bytes memory data, string memory errorMessage ) internal returns (bytes memory) { return functionCallWithValue(target, data, 0, errorMessage); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], * but also transferring `value` wei to `target`. * * Requirements: * * - the calling contract must have an ETH balance of at least `value`. * - the called Solidity function must be `payable`. * * _Available since v3.1._ */ function functionCallWithValue( address target, bytes memory data, uint256 value ) internal returns (bytes memory) { return functionCallWithValue(target, data, value, "Address: low-level call with value failed"); } /** * @dev Same as {xref-Address-functionCallWithValue-address-bytes-uint256-}[`functionCallWithValue`], but * with `errorMessage` as a fallback revert reason when `target` reverts. * * _Available since v3.1._ */ function functionCallWithValue( address target, bytes memory data, uint256 value, string memory errorMessage ) internal returns (bytes memory) { require(address(this).balance >= value, "Address: insufficient balance for call"); (bool success, bytes memory returndata) = target.call{value: value}(data); return verifyCallResultFromTarget(target, success, returndata, errorMessage); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], * but performing a static call. * * _Available since v3.3._ */ function functionStaticCall(address target, bytes memory data) internal view returns (bytes memory) { return functionStaticCall(target, data, "Address: low-level static call failed"); } /** * @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`], * but performing a static call. * * _Available since v3.3._ */ function functionStaticCall( address target, bytes memory data, string memory errorMessage ) internal view returns (bytes memory) { (bool success, bytes memory returndata) = target.staticcall(data); return verifyCallResultFromTarget(target, success, returndata, errorMessage); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], * but performing a delegate call. * * _Available since v3.4._ */ function functionDelegateCall(address target, bytes memory data) internal returns (bytes memory) { return functionDelegateCall(target, data, "Address: low-level delegate call failed"); } /** * @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`], * but performing a delegate call. * * _Available since v3.4._ */ function functionDelegateCall( address target, bytes memory data, string memory errorMessage ) internal returns (bytes memory) { (bool success, bytes memory returndata) = target.delegatecall(data); return verifyCallResultFromTarget(target, success, returndata, errorMessage); } /** * @dev Tool to verify that a low level call to smart-contract was successful, and revert (either by bubbling * the revert reason or using the provided one) in case of unsuccessful call or if target was not a contract. * * _Available since v4.8._ */ function verifyCallResultFromTarget( address target, bool success, bytes memory returndata, string memory errorMessage ) internal view returns (bytes memory) { if (success) { if (returndata.length == 0) { // only check isContract if the call was successful and the return data is empty // otherwise we already know that it was a contract require(isContract(target), "Address: call to non-contract"); } return returndata; } else { _revert(returndata, errorMessage); } } /** * @dev Tool to verify that a low level call was successful, and revert if it wasn't, either by bubbling the * revert reason or using the provided one. * * _Available since v4.3._ */ function verifyCallResult( bool success, bytes memory returndata, string memory errorMessage ) internal pure returns (bytes memory) { if (success) { return returndata; } else { _revert(returndata, errorMessage); } } function _revert(bytes memory returndata, string memory errorMessage) private pure { // Look for revert reason and bubble it up if present if (returndata.length > 0) { // The easiest way to bubble the revert reason is using memory via assembly /// @solidity memory-safe-assembly assembly { let returndata_size := mload(returndata) revert(add(32, returndata), returndata_size) } } else { revert(errorMessage); } } }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (utils/Context.sol) pragma solidity ^0.8.0; /** * @dev Provides information about the current execution context, including the * sender of the transaction and its data. While these are generally available * via msg.sender and msg.data, they should not be accessed in such a direct * manner, since when dealing with meta-transactions the account sending and * paying for execution may not be the actual sender (as far as an application * is concerned). * * This contract is only required for intermediate, library-like contracts. */ abstract contract Context { function _msgSender() internal view virtual returns (address) { return msg.sender; } function _msgData() internal view virtual returns (bytes calldata) { return msg.data; } }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.8.0) (utils/math/Math.sol) pragma solidity ^0.8.0; /** * @dev Standard math utilities missing in the Solidity language. */ library Math { enum Rounding { Down, // Toward negative infinity Up, // Toward infinity Zero // Toward zero } /** * @dev Returns the largest of two numbers. */ function max(uint256 a, uint256 b) internal pure returns (uint256) { return a > b ? a : b; } /** * @dev Returns the smallest of two numbers. */ function min(uint256 a, uint256 b) internal pure returns (uint256) { return a < b ? a : b; } /** * @dev Returns the average of two numbers. The result is rounded towards * zero. */ function average(uint256 a, uint256 b) internal pure returns (uint256) { // (a + b) / 2 can overflow. return (a & b) + (a ^ b) / 2; } /** * @dev Returns the ceiling of the division of two numbers. * * This differs from standard division with `/` in that it rounds up instead * of rounding down. */ function ceilDiv(uint256 a, uint256 b) internal pure returns (uint256) { // (a + b - 1) / b can overflow on addition, so we distribute. return a == 0 ? 0 : (a - 1) / b + 1; } /** * @notice Calculates floor(x * y / denominator) with full precision. Throws if result overflows a uint256 or denominator == 0 * @dev Original credit to Remco Bloemen under MIT license (https://xn--2-umb.com/21/muldiv) * with further edits by Uniswap Labs also under MIT license. */ function mulDiv( uint256 x, uint256 y, uint256 denominator ) internal pure returns (uint256 result) { unchecked { // 512-bit multiply [prod1 prod0] = x * y. Compute the product mod 2^256 and mod 2^256 - 1, then use // use the Chinese Remainder Theorem to reconstruct the 512 bit result. The result is stored in two 256 // variables such that product = prod1 * 2^256 + prod0. uint256 prod0; // Least significant 256 bits of the product uint256 prod1; // Most significant 256 bits of the product assembly { let mm := mulmod(x, y, not(0)) prod0 := mul(x, y) prod1 := sub(sub(mm, prod0), lt(mm, prod0)) } // Handle non-overflow cases, 256 by 256 division. if (prod1 == 0) { return prod0 / denominator; } // Make sure the result is less than 2^256. Also prevents denominator == 0. require(denominator > prod1); /////////////////////////////////////////////// // 512 by 256 division. /////////////////////////////////////////////// // Make division exact by subtracting the remainder from [prod1 prod0]. uint256 remainder; assembly { // Compute remainder using mulmod. remainder := mulmod(x, y, denominator) // Subtract 256 bit number from 512 bit number. prod1 := sub(prod1, gt(remainder, prod0)) prod0 := sub(prod0, remainder) } // Factor powers of two out of denominator and compute largest power of two divisor of denominator. Always >= 1. // See https://cs.stackexchange.com/q/138556/92363. // Does not overflow because the denominator cannot be zero at this stage in the function. uint256 twos = denominator & (~denominator + 1); assembly { // Divide denominator by twos. denominator := div(denominator, twos) // Divide [prod1 prod0] by twos. prod0 := div(prod0, twos) // Flip twos such that it is 2^256 / twos. If twos is zero, then it becomes one. twos := add(div(sub(0, twos), twos), 1) } // Shift in bits from prod1 into prod0. prod0 |= prod1 * twos; // Invert denominator mod 2^256. Now that denominator is an odd number, it has an inverse modulo 2^256 such // that denominator * inv = 1 mod 2^256. Compute the inverse by starting with a seed that is correct for // four bits. That is, denominator * inv = 1 mod 2^4. uint256 inverse = (3 * denominator) ^ 2; // Use the Newton-Raphson iteration to improve the precision. Thanks to Hensel's lifting lemma, this also works // in modular arithmetic, doubling the correct bits in each step. inverse *= 2 - denominator * inverse; // inverse mod 2^8 inverse *= 2 - denominator * inverse; // inverse mod 2^16 inverse *= 2 - denominator * inverse; // inverse mod 2^32 inverse *= 2 - denominator * inverse; // inverse mod 2^64 inverse *= 2 - denominator * inverse; // inverse mod 2^128 inverse *= 2 - denominator * inverse; // inverse mod 2^256 // Because the division is now exact we can divide by multiplying with the modular inverse of denominator. // This will give us the correct result modulo 2^256. Since the preconditions guarantee that the outcome is // less than 2^256, this is the final result. We don't need to compute the high bits of the result and prod1 // is no longer required. result = prod0 * inverse; return result; } } /** * @notice Calculates x * y / denominator with full precision, following the selected rounding direction. */ function mulDiv( uint256 x, uint256 y, uint256 denominator, Rounding rounding ) internal pure returns (uint256) { uint256 result = mulDiv(x, y, denominator); if (rounding == Rounding.Up && mulmod(x, y, denominator) > 0) { result += 1; } return result; } /** * @dev Returns the square root of a number. If the number is not a perfect square, the value is rounded down. * * Inspired by Henry S. Warren, Jr.'s "Hacker's Delight" (Chapter 11). */ function sqrt(uint256 a) internal pure returns (uint256) { if (a == 0) { return 0; } // For our first guess, we get the biggest power of 2 which is smaller than the square root of the target. // // We know that the "msb" (most significant bit) of our target number `a` is a power of 2 such that we have // `msb(a) <= a < 2*msb(a)`. This value can be written `msb(a)=2**k` with `k=log2(a)`. // // This can be rewritten `2**log2(a) <= a < 2**(log2(a) + 1)` // → `sqrt(2**k) <= sqrt(a) < sqrt(2**(k+1))` // → `2**(k/2) <= sqrt(a) < 2**((k+1)/2) <= 2**(k/2 + 1)` // // Consequently, `2**(log2(a) / 2)` is a good first approximation of `sqrt(a)` with at least 1 correct bit. uint256 result = 1 << (log2(a) >> 1); // At this point `result` is an estimation with one bit of precision. We know the true value is a uint128, // since it is the square root of a uint256. Newton's method converges quadratically (precision doubles at // every iteration). We thus need at most 7 iteration to turn our partial result with one bit of precision // into the expected uint128 result. unchecked { result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; return min(result, a / result); } } /** * @notice Calculates sqrt(a), following the selected rounding direction. */ function sqrt(uint256 a, Rounding rounding) internal pure returns (uint256) { unchecked { uint256 result = sqrt(a); return result + (rounding == Rounding.Up && result * result < a ? 1 : 0); } } /** * @dev Return the log in base 2, rounded down, of a positive value. * Returns 0 if given 0. */ function log2(uint256 value) internal pure returns (uint256) { uint256 result = 0; unchecked { if (value >> 128 > 0) { value >>= 128; result += 128; } if (value >> 64 > 0) { value >>= 64; result += 64; } if (value >> 32 > 0) { value >>= 32; result += 32; } if (value >> 16 > 0) { value >>= 16; result += 16; } if (value >> 8 > 0) { value >>= 8; result += 8; } if (value >> 4 > 0) { value >>= 4; result += 4; } if (value >> 2 > 0) { value >>= 2; result += 2; } if (value >> 1 > 0) { result += 1; } } return result; } /** * @dev Return the log in base 2, following the selected rounding direction, of a positive value. * Returns 0 if given 0. */ function log2(uint256 value, Rounding rounding) internal pure returns (uint256) { unchecked { uint256 result = log2(value); return result + (rounding == Rounding.Up && 1 << result < value ? 1 : 0); } } /** * @dev Return the log in base 10, rounded down, of a positive value. * Returns 0 if given 0. */ function log10(uint256 value) internal pure returns (uint256) { uint256 result = 0; unchecked { if (value >= 10**64) { value /= 10**64; result += 64; } if (value >= 10**32) { value /= 10**32; result += 32; } if (value >= 10**16) { value /= 10**16; result += 16; } if (value >= 10**8) { value /= 10**8; result += 8; } if (value >= 10**4) { value /= 10**4; result += 4; } if (value >= 10**2) { value /= 10**2; result += 2; } if (value >= 10**1) { result += 1; } } return result; } /** * @dev Return the log in base 10, following the selected rounding direction, of a positive value. * Returns 0 if given 0. */ function log10(uint256 value, Rounding rounding) internal pure returns (uint256) { unchecked { uint256 result = log10(value); return result + (rounding == Rounding.Up && 10**result < value ? 1 : 0); } } /** * @dev Return the log in base 256, rounded down, of a positive value. * Returns 0 if given 0. * * Adding one to the result gives the number of pairs of hex symbols needed to represent `value` as a hex string. */ function log256(uint256 value) internal pure returns (uint256) { uint256 result = 0; unchecked { if (value >> 128 > 0) { value >>= 128; result += 16; } if (value >> 64 > 0) { value >>= 64; result += 8; } if (value >> 32 > 0) { value >>= 32; result += 4; } if (value >> 16 > 0) { value >>= 16; result += 2; } if (value >> 8 > 0) { result += 1; } } return result; } /** * @dev Return the log in base 10, following the selected rounding direction, of a positive value. * Returns 0 if given 0. */ function log256(uint256 value, Rounding rounding) internal pure returns (uint256) { unchecked { uint256 result = log256(value); return result + (rounding == Rounding.Up && 1 << (result * 8) < value ? 1 : 0); } } }
// SPDX-License-Identifier: UNLICENSED pragma solidity ^0.8.17; import { Math } from "@openzeppelin/contracts/utils/math/Math.sol"; import { Deposit, FCNVaultMetadata, OptionBarrierType, OptionBarrier, VaultStatus, Withdrawal } from "./Structs.sol"; import { IOracle } from "./interfaces/IOracle.sol"; import { ICegaState } from "./interfaces/ICegaState.sol"; library Calculations { uint256 public constant DAYS_IN_YEAR = 365; uint256 public constant SECONDS_TO_DAYS = 86400; uint256 public constant BPS_DECIMALS = 10 ** 4; uint256 public constant LARGE_CONSTANT = 10 ** 18; uint256 public constant ORACLE_STALE_DELAY = 1 days; /** * @notice Calculates the current yield accumulated to the current day for a given vault */ function calculateCurrentYield(FCNVaultMetadata storage self) public { require(self.vaultStatus == VaultStatus.Traded, "500:WS"); uint256 currentTime = block.timestamp; if (currentTime > self.tradeExpiry) { self.vaultStatus = VaultStatus.TradeExpired; return; } uint256 numberOfDaysPassed = (currentTime - self.tradeDate) / SECONDS_TO_DAYS; self.totalCouponPayoff = calculateCouponPayment(self.underlyingAmount, self.aprBps, numberOfDaysPassed); } /** * @notice Permissionless method that reads price from oracle contracts and checks if barrier is triggered * @param cegaStateAddress is the address of the CegaState contract that stores the oracle addresses */ function checkBarriers(FCNVaultMetadata storage self, address cegaStateAddress) public { if (self.isKnockedIn == true) { return; } require(self.vaultStatus == VaultStatus.Traded, "500:WS"); for (uint256 i = 0; i < self.optionBarriersCount; i++) { OptionBarrier storage optionBarrier = self.optionBarriers[i]; // Knock In: Check if current price is less than barrier if (optionBarrier.barrierType == OptionBarrierType.KnockIn) { address oracle = getOracleAddress(optionBarrier, cegaStateAddress); (, int256 answer, uint256 startedAt, , ) = IOracle(oracle).latestRoundData(); require(block.timestamp - ORACLE_STALE_DELAY <= startedAt, "400:T"); if (uint256(answer) <= optionBarrier.barrierAbsoluteValue) { self.isKnockedIn = true; } } } } /** * @notice Calculates the final payoff for a given vault * @param self is the FCNVaultMetadata * @param cegaStateAddress is address of cegaState */ function calculateVaultFinalPayoff( FCNVaultMetadata storage self, address cegaStateAddress ) public returns (uint256) { uint256 totalPrincipal; uint256 totalCouponPayment; uint256 principalToReturnBps = BPS_DECIMALS; require( (self.vaultStatus == VaultStatus.TradeExpired || self.vaultStatus == VaultStatus.PayoffCalculated), "500:WS" ); // Calculate coupon payment totalCouponPayment = calculateCouponPayment(self.underlyingAmount, self.aprBps, self.tenorInDays); // Calculate principal if (self.isKnockedIn) { principalToReturnBps = calculateKnockInRatio(self, cegaStateAddress); } totalPrincipal = (self.underlyingAmount * principalToReturnBps) / BPS_DECIMALS; uint256 vaultFinalPayoff = totalPrincipal + totalCouponPayment; self.totalCouponPayoff = totalCouponPayment; self.vaultFinalPayoff = vaultFinalPayoff; self.vaultStatus = VaultStatus.PayoffCalculated; return vaultFinalPayoff; } /** * @notice Calculates the percentage of principal to return to users if a knock in occurs. * Iterates through all knock-in barriers and checks the ratio of (spot/strike) for each asset * Returns the minimum of the knock-in ratios. * @param self is the FCNVaultMetadata * @param cegaStateAddress is address of cegaState */ function calculateKnockInRatio( FCNVaultMetadata storage self, address cegaStateAddress ) public view returns (uint256) { OptionBarrier[] memory optionBarriers = self.optionBarriers; uint256 optionBarriersCount = self.optionBarriersCount; uint256 minRatioBps = LARGE_CONSTANT; for (uint256 i = 0; i < optionBarriersCount; i++) { OptionBarrier memory optionBarrier = optionBarriers[i]; address oracle = getOracleAddress(optionBarrier, cegaStateAddress); (, int256 answer, uint256 startedAt, , ) = IOracle(oracle).latestRoundData(); require(block.timestamp - ORACLE_STALE_DELAY <= startedAt, "400:T"); // Only calculate the ratio if it is a knock in barrier if (optionBarrier.barrierType == OptionBarrierType.KnockIn) { uint256 ratioBps = (uint256(answer) * LARGE_CONSTANT) / optionBarrier.strikeAbsoluteValue; minRatioBps = Math.min(ratioBps, minRatioBps); } } return ((minRatioBps * BPS_DECIMALS)) / LARGE_CONSTANT; } /** * @notice Calculates the fees that should be collected from a given vault * @param managementFeeBps is the management fee in bps * @param yieldFeeBps is the yield fee in bps */ function calculateFees( FCNVaultMetadata storage self, uint256 managementFeeBps, uint256 yieldFeeBps ) public view returns (uint256, uint256, uint256) { uint256 totalFee = 0; uint256 managementFee = 0; uint256 yieldFee = 0; uint256 underlyingAmount = self.underlyingAmount; uint256 numberOfDaysPassed = (self.tradeExpiry - self.vaultStart) / SECONDS_TO_DAYS; managementFee = (underlyingAmount * numberOfDaysPassed * managementFeeBps * LARGE_CONSTANT) / DAYS_IN_YEAR / BPS_DECIMALS / LARGE_CONSTANT; if (self.vaultFinalPayoff > underlyingAmount) { uint256 profit = self.vaultFinalPayoff - underlyingAmount; yieldFee = (profit * yieldFeeBps) / BPS_DECIMALS; } totalFee = managementFee + yieldFee; return (totalFee, managementFee, yieldFee); } /** * @notice Calculates the coupon payment accumulated for a given number of daysPassed * @param underlyingAmount is the amount of assets * @param aprBps is the apr in bps * @param daysPassed is the number of days that coupon payments have been accured for */ function calculateCouponPayment( uint256 underlyingAmount, uint256 aprBps, uint256 daysPassed ) private pure returns (uint256) { return (underlyingAmount * daysPassed * aprBps * LARGE_CONSTANT) / DAYS_IN_YEAR / BPS_DECIMALS / LARGE_CONSTANT; } /** * @notice Gets the oracle address for a given optionBarrier * @param optionBarrier is the option barrier * @param cegaStateAddress is the address of the Cega state contract */ function getOracleAddress( OptionBarrier memory optionBarrier, address cegaStateAddress ) private view returns (address) { ICegaState cegaState = ICegaState(cegaStateAddress); address oracle = cegaState.oracleAddresses(optionBarrier.oracleName); require(oracle != address(0), "400:Unregistered"); return oracle; } }
// SPDX-License-Identifier: UNLICENSED pragma solidity ^0.8.17; import { IERC20 } from "@openzeppelin/contracts/interfaces/IERC20.sol"; import { SafeERC20 } from "@openzeppelin/contracts/token/ERC20/utils/SafeERC20.sol"; import { Math } from "@openzeppelin/contracts/utils/math/Math.sol"; import { ReentrancyGuard } from "@openzeppelin/contracts/security/ReentrancyGuard.sol"; import { ICegaState } from "./interfaces/ICegaState.sol"; import { Deposit, FCNVaultMetadata, OptionBarrierType, OptionBarrier, VaultStatus, Withdrawal } from "./Structs.sol"; import { FCNVault } from "./FCNVault.sol"; import { Calculations } from "./Calculations.sol"; contract FCNProduct is ReentrancyGuard { using SafeERC20 for IERC20; using Calculations for FCNVaultMetadata; event FCNProductCreated( address indexed cegaState, address indexed asset, string name, uint256 managementFeeBps, uint256 yieldFeeBps, uint256 maxDepositAmountLimit, uint256 minDepositAmount, uint256 minWithdrawalAmount ); event ManagementFeeBpsUpdated(uint256 managementFeeBps); event YieldFeeBpsUpdated(uint256 yieldFeeBps); event MinDepositAmountUpdated(uint256 minDepositAmount); event MinWithdrawalAmountUpdated(uint256 minWithdrawalAmount); event IsDepositQueueOpenUpdated(bool isDepositQueueOpen); event MaxDepositAmountLimitUpdated(uint256 maxDepositAmountLimit); event VaultCreated(address indexed vaultAddress, string _tokenSymbol, string _tokenName, uint256 _vaultStart); event VaultMetadataUpdated(address indexed vaultAddress); event VaultRemoved(address indexed vaultAddress); event TradeDataSet( address indexed vaultAddress, uint256 _tradeDate, uint256 _tradeExpiry, uint256 _aprBps, uint256 _tenorInDays ); event OptionBarrierAdded( address indexed vaultAddress, uint256 barrierBps, uint256 barrierAbsoluteValue, uint256 strikeBps, uint256 strikeAbsoluteValue, string asset, string oracleName, OptionBarrierType barrierType ); event OptionBarrierUpated( address indexed vaultAddress, uint256 index, string _asset, uint256 _strikeAbsoluteValue, uint256 _barrierAbsoluteValue ); event OptionBarrierOracleUpdated(address indexed vaultAddress, uint256 index, string _asset, string _oracleName); event OptionBarrierRemoved(address indexed vaultAddress, uint256 index, string asset); event VaultStatusUpdated(address indexed vaultAddress, VaultStatus vaultStatus); event DepositQueued(address indexed receiver, uint256 amount); event DepositProcessed(address indexed vaultAddress, address indexed receiver, uint256 amount); event KnockInStatusUpdated(address indexed vaultAddress, bool isKnockIn); event FeesCollected( address indexed vaultAddress, uint256 managementFee, uint256 yieldFee, uint256 totalFee, VaultStatus vaultStatus ); event WithdrawalQueued(address indexed vaultAddress, address indexed receiver, uint256 amountShares); event WithdrawalProcessed( address indexed vaultAddress, address indexed receiver, uint256 amountShares, uint256 amountAssets ); event VaultRollover(address indexed vaultAddress, uint256 vaultStart, VaultStatus vaultStatus); event VaultFinalPayoffCalculated(address indexed vaultAddress, uint256 finalPayoffAmount, VaultStatus vaultStatus); event BarriersChecked(address indexed vaultAddress, bool isKnockedIn); event AssetsReceivedFromCegaState(address indexed vaultAddress, uint256 amount); event AssetsSentToTrade( address indexed vaultAddress, address indexed receiver, uint256 amount, VaultStatus vaultStatus ); ICegaState public cegaState; address public immutable asset; string public name; uint256 public managementFeeBps; // basis points uint256 public yieldFeeBps; // basis points bool public isDepositQueueOpen; uint256 public maxDepositAmountLimit; uint256 public minDepositAmount; uint256 public minWithdrawalAmount; uint256 public sumVaultUnderlyingAmounts; uint256 public queuedDepositsTotalAmount; uint256 public queuedDepositsCount; mapping(address => FCNVaultMetadata) public vaults; address[] public vaultAddresses; Deposit[] public depositQueue; mapping(address => Withdrawal[]) public withdrawalQueues; /** * @notice Creates a new FCNProduct * @param _cegaState is the address of the CegaState contract * @param _asset is the underlying asset this product accepts * @param _name is the name of the product * @param _managementFeeBps is the management fee in bps * @param _yieldFeeBps is the yield fee in bps * @param _maxDepositAmountLimit is the deposit limit for the product * @param _minDepositAmount is the minimum units of underlying for a user to deposit * @param _minWithdrawalAmount is the minimum units of vault shares for a user to withdraw */ constructor( address _cegaState, address _asset, string memory _name, uint256 _managementFeeBps, uint256 _yieldFeeBps, uint256 _maxDepositAmountLimit, uint256 _minDepositAmount, uint256 _minWithdrawalAmount ) { require(_managementFeeBps < 1e4, "400:IB"); require(_yieldFeeBps < 1e4, "400:IB"); require(_minDepositAmount > 0, "400:IU"); require(_minWithdrawalAmount > 0, "400:IU"); cegaState = ICegaState(_cegaState); asset = _asset; name = _name; managementFeeBps = _managementFeeBps; yieldFeeBps = _yieldFeeBps; maxDepositAmountLimit = _maxDepositAmountLimit; isDepositQueueOpen = false; minDepositAmount = _minDepositAmount; minWithdrawalAmount = _minWithdrawalAmount; emit FCNProductCreated( _cegaState, _asset, _name, _managementFeeBps, _yieldFeeBps, _maxDepositAmountLimit, _minDepositAmount, _minWithdrawalAmount ); } /** * @notice Asserts whether the sender has the DEFAULT_ADMIN_ROLE */ modifier onlyDefaultAdmin() { require(cegaState.isDefaultAdmin(msg.sender), "403:DA"); _; } /** * @notice Asserts whether the sender has the TRADER_ADMIN_ROLE */ modifier onlyTraderAdmin() { require(cegaState.isTraderAdmin(msg.sender), "403:TA"); _; } /** * @notice Asserts whether the sender has the OPERATOR_ADMIN_ROLE */ modifier onlyOperatorAdmin() { require(cegaState.isOperatorAdmin(msg.sender), "403:OA"); _; } /** * @notice Asserts that the vault has been initialized & is a Cega Vault * @param vaultAddress is the address of the vault */ modifier onlyValidVault(address vaultAddress) { require(vaults[vaultAddress].vaultStart != 0, "400:VA"); _; } /** * @notice Returns array of vault addresses associated with the product */ function getVaultAddresses() public view returns (address[] memory) { return vaultAddresses; } /** * @notice Returns vault metadata for a given vault address, includes OptionBarrier array in output * @param vaultAddress is the address of the vault */ function getVaultMetadata(address vaultAddress) public view returns (FCNVaultMetadata memory) { return vaults[vaultAddress]; } /** * @notice Sets the management fee for the product * @param _managementFeeBps is the management fee in bps (100% = 10000) */ function setManagementFeeBps(uint256 _managementFeeBps) public onlyOperatorAdmin { require(_managementFeeBps < 1e4, "400:IB"); managementFeeBps = _managementFeeBps; emit ManagementFeeBpsUpdated(_managementFeeBps); } /** * @notice Sets the yieldfee for the product * @param _yieldFeeBps is the management fee in bps (100% = 10000) */ function setYieldFeeBps(uint256 _yieldFeeBps) public onlyOperatorAdmin { require(_yieldFeeBps < 1e4, "400:IB"); yieldFeeBps = _yieldFeeBps; emit YieldFeeBpsUpdated(_yieldFeeBps); } /** * @notice Sets the min deposit amount for the product * @param _minDepositAmount is the minimum units of underlying for a user to deposit */ function setMinDepositAmount(uint256 _minDepositAmount) public onlyOperatorAdmin { require(_minDepositAmount > 0, "400:IU"); minDepositAmount = _minDepositAmount; emit MinDepositAmountUpdated(_minDepositAmount); } /** * @notice Sets the min withdrawal amount for the product * @param _minWithdrawalAmount is the minimum units of vault shares for a user to withdraw */ function setMinWithdrawalAmount(uint256 _minWithdrawalAmount) public onlyOperatorAdmin { require(_minWithdrawalAmount > 0, "400:IU"); minWithdrawalAmount = _minWithdrawalAmount; emit MinWithdrawalAmountUpdated(_minWithdrawalAmount); } /** * @notice Toggles whether the product is open or closed for deposits * @param _isDepositQueueOpen is a boolean for whether the deposit queue is accepting deposits */ function setIsDepositQueueOpen(bool _isDepositQueueOpen) public onlyOperatorAdmin { isDepositQueueOpen = _isDepositQueueOpen; emit IsDepositQueueOpenUpdated(_isDepositQueueOpen); } /** * @notice Sets the maximum deposit limit for the product * @param _maxDepositAmountLimit is the deposit limit for the product */ function setMaxDepositAmountLimit(uint256 _maxDepositAmountLimit) public onlyTraderAdmin { require(queuedDepositsTotalAmount + sumVaultUnderlyingAmounts <= _maxDepositAmountLimit, "400:TooSmall"); maxDepositAmountLimit = _maxDepositAmountLimit; emit MaxDepositAmountLimitUpdated(_maxDepositAmountLimit); } /** * @notice Creates a new vault for the product & maps the new vault address to the vaultMetadata * @param _tokenName is the name of the token for the vault * @param _tokenSymbol is the symbol for the vault's token * @param _vaultStart is the timestamp of the vault's start */ function createVault( string memory _tokenName, string memory _tokenSymbol, uint256 _vaultStart ) public onlyTraderAdmin returns (address vaultAddress) { require(_vaultStart != 0, "400:VS"); FCNVault vault = new FCNVault(asset, _tokenName, _tokenSymbol); address newVaultAddress = address(vault); vaultAddresses.push(newVaultAddress); // vaultMetadata & all of its fields are automatically initialized if it doesn't already exist in the mapping FCNVaultMetadata storage vaultMetadata = vaults[newVaultAddress]; vaultMetadata.vaultStart = _vaultStart; vaultMetadata.vaultAddress = newVaultAddress; // Leverage is always set to 1 vaultMetadata.leverage = 1; emit VaultCreated(newVaultAddress, _tokenSymbol, _tokenName, _vaultStart); return newVaultAddress; } /** * @notice defaultAdmin has the ability to override & change the vaultMetadata * If a value is not input, it will override to the default value * @param vaultAddress is the address of the vault * @param metadata is the vault's metadata that we want to change to */ function setVaultMetadata( address vaultAddress, FCNVaultMetadata calldata metadata ) public onlyDefaultAdmin onlyValidVault(vaultAddress) { require(metadata.vaultStart > 0, "400:VS"); require(metadata.leverage == 1, "400:L"); vaults[vaultAddress] = metadata; emit VaultMetadataUpdated(vaultAddress); } /** * @notice defaultAdmin has the ability to remove a Vault * @param i is the index of the vault in the vaultAddresses array */ function removeVault(uint256 i) public onlyDefaultAdmin { address vaultAddress = vaultAddresses[i]; vaultAddresses[i] = vaultAddresses[vaultAddresses.length - 1]; vaultAddresses.pop(); delete vaults[vaultAddress]; emit VaultRemoved(vaultAddress); } /** * @notice Trader admin sets the trade data after the auction * @param vaultAddress is the address of the vault * @param _tradeDate is the official timestamp of when the options contracts begins * @param _tradeExpiry is the timestamp of when the trade will expire * @param _aprBps is the APR in bps * @param _tenorInDays is the length of the options contract */ function setTradeData( address vaultAddress, uint256 _tradeDate, uint256 _tradeExpiry, uint256 _aprBps, uint256 _tenorInDays ) public onlyTraderAdmin onlyValidVault(vaultAddress) { FCNVaultMetadata storage metadata = vaults[vaultAddress]; require(metadata.vaultStatus == VaultStatus.NotTraded, "500:WS"); require(_tradeDate >= metadata.vaultStart, "400:TD"); require(_tradeExpiry > _tradeDate, "400:TE"); // allow for a 1 day difference in input tenor and derived tenor uint256 derivedDays = (_tradeExpiry - _tradeDate) / 1 days; if (derivedDays < _tenorInDays) { require(_tenorInDays - derivedDays <= 1, "400:TN"); } else { require(derivedDays - _tenorInDays <= 1, "400:TN"); } metadata.tradeDate = _tradeDate; metadata.tradeExpiry = _tradeExpiry; metadata.aprBps = _aprBps; metadata.tenorInDays = _tenorInDays; emit TradeDataSet(vaultAddress, _tradeDate, _tradeExpiry, _aprBps, _tenorInDays); } /** * @notice Trader admin can add an option with barriers to a given vault * @param vaultAddress is the address of the vault * @param optionBarrier is the data for the option with barriers */ function addOptionBarrier( address vaultAddress, OptionBarrier calldata optionBarrier ) public onlyTraderAdmin onlyValidVault(vaultAddress) { FCNVaultMetadata storage metadata = vaults[vaultAddress]; require( metadata.vaultStatus == VaultStatus.DepositsClosed || metadata.vaultStatus == VaultStatus.NotTraded, "500:WS" ); metadata.optionBarriers.push(optionBarrier); metadata.optionBarriersCount++; emit OptionBarrierAdded( vaultAddress, optionBarrier.barrierBps, optionBarrier.barrierAbsoluteValue, optionBarrier.strikeBps, optionBarrier.strikeAbsoluteValue, optionBarrier.asset, optionBarrier.oracleName, optionBarrier.barrierType ); } /** * @notice Trader admin has ability to update price fixings & observation time. * @param vaultAddress is the address of the vault * @param index is the index of the option barrier we want to update * @param _asset is the ticker symbol of the asset we want to update * (included as a safety check since the asset name should match the option barrier at given index) * @param _strikeAbsoluteValue is the actual strike price of the asset * @param _barrierAbsoluteValue is the actual price that will cause the barrier to be triggered */ function updateOptionBarrier( address vaultAddress, uint256 index, string calldata _asset, uint256 _strikeAbsoluteValue, uint256 _barrierAbsoluteValue ) public onlyTraderAdmin onlyValidVault(vaultAddress) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; require(_strikeAbsoluteValue > 0, "400:SV"); require(_barrierAbsoluteValue > 0, "400:BV"); OptionBarrier storage optionBarrier = vaultMetadata.optionBarriers[index]; require(keccak256(abi.encodePacked(optionBarrier.asset)) == keccak256(abi.encodePacked(_asset)), "400:AS"); optionBarrier.strikeAbsoluteValue = _strikeAbsoluteValue; optionBarrier.barrierAbsoluteValue = _barrierAbsoluteValue; emit OptionBarrierUpated(vaultAddress, index, _asset, _strikeAbsoluteValue, _barrierAbsoluteValue); } /** * @notice Operator admin has ability to update the oracle for an option barrier. * @param vaultAddress is the address of the vault * @param index is the index of the option barrier we want to update * @param _asset is the ticker symbol of the asset we want to update * (included as a safety check since the asset name should match the option barrier at given index) * @param newOracleName is the name of the new oracle (must also register this name in CegaState) */ function updateOptionBarrierOracle( address vaultAddress, uint256 index, string calldata _asset, string memory newOracleName ) public onlyOperatorAdmin onlyValidVault(vaultAddress) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; require( vaultMetadata.vaultStatus == VaultStatus.DepositsClosed || vaultMetadata.vaultStatus == VaultStatus.NotTraded, "500:WS" ); OptionBarrier storage optionBarrier = vaultMetadata.optionBarriers[index]; require(keccak256(abi.encodePacked(optionBarrier.asset)) == keccak256(abi.encodePacked(_asset)), "400:AS"); require(cegaState.oracleAddresses(newOracleName) != address(0), "400:OR"); optionBarrier.oracleName = newOracleName; emit OptionBarrierOracleUpdated(vaultAddress, index, _asset, newOracleName); } /** * @notice Trader admin has ability to remove an option barrier. * The index for all option barriers to the right of the index are shifted by one to the left. * @param vaultAddress is the address of the vault * @param index is the index of the option barrier we want to remove * @param _asset is the ticker symbol of the asset we want to update * (included as a safety check since the asset should match the option barrier at given index) */ function removeOptionBarrier( address vaultAddress, uint256 index, string calldata _asset ) public onlyTraderAdmin onlyValidVault(vaultAddress) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; require( vaultMetadata.vaultStatus == VaultStatus.DepositsClosed || vaultMetadata.vaultStatus == VaultStatus.NotTraded, "500:WS" ); OptionBarrier[] storage optionBarriers = vaultMetadata.optionBarriers; require( keccak256(abi.encodePacked(optionBarriers[index].asset)) == keccak256(abi.encodePacked(_asset)), "400:AS" ); // swap and pop optionBarriers[index] = optionBarriers[optionBarriers.length - 1]; optionBarriers.pop(); vaultMetadata.optionBarriersCount -= 1; emit OptionBarrierRemoved(vaultAddress, index, _asset); } /** * Operator admin has ability to override the vault's status * @param vaultAddress is the address of the vault * @param _vaultStatus is the new status for the vault */ function setVaultStatus( address vaultAddress, VaultStatus _vaultStatus ) public onlyOperatorAdmin onlyValidVault(vaultAddress) { FCNVaultMetadata storage metadata = vaults[vaultAddress]; metadata.vaultStatus = _vaultStatus; emit VaultStatusUpdated(vaultAddress, _vaultStatus); } /** * Trader admin has ability to set the vault to "DepositsOpen" state * @param vaultAddress is the address of the vault */ function openVaultDeposits(address vaultAddress) public onlyTraderAdmin onlyValidVault(vaultAddress) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; require(vaultMetadata.vaultStatus == VaultStatus.DepositsClosed, "500:WS"); vaultMetadata.vaultStatus = VaultStatus.DepositsOpen; emit VaultStatusUpdated(vaultAddress, VaultStatus.DepositsOpen); } /** * Default admin has an override to set the knock in status for a vault * @param vaultAddress is the address of the vault * @param newState is the new state for isKnockedIn */ function setKnockInStatus( address vaultAddress, bool newState ) public onlyDefaultAdmin onlyValidVault(vaultAddress) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; vaultMetadata.isKnockedIn = newState; emit KnockInStatusUpdated(vaultAddress, newState); } /** * Transfers assets from the user to the product * @param amount is the amount of assets being deposited */ function addToDepositQueue(uint256 amount) public nonReentrant { require(isDepositQueueOpen, "500:NotOpen"); require(amount >= minDepositAmount, "400:DA"); queuedDepositsCount += 1; queuedDepositsTotalAmount += amount; require(queuedDepositsTotalAmount + sumVaultUnderlyingAmounts <= maxDepositAmountLimit, "500:TooBig"); IERC20(asset).safeTransferFrom(msg.sender, address(this), amount); depositQueue.push(Deposit({ amount: amount, receiver: msg.sender })); emit DepositQueued(msg.sender, amount); } /** * Processes the product's deposit queue into a specific vault * @param vaultAddress is the address of the vault * @param maxProcessCount is the number of elements in the deposit queue to be processed */ function processDepositQueue( address vaultAddress, uint256 maxProcessCount ) public nonReentrant onlyTraderAdmin onlyValidVault(vaultAddress) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; require(vaultMetadata.vaultStatus == VaultStatus.DepositsOpen, "500:WS"); FCNVault vault = FCNVault(vaultAddress); require(!(vaultMetadata.underlyingAmount == 0 && vault.totalSupply() > 0), "500:Z"); uint256 processCount = Math.min(queuedDepositsCount, maxProcessCount); Deposit storage deposit; while (processCount > 0) { deposit = depositQueue[queuedDepositsCount - 1]; queuedDepositsTotalAmount -= deposit.amount; vault.deposit(deposit.amount, deposit.receiver); vaultMetadata.underlyingAmount += deposit.amount; sumVaultUnderlyingAmounts += deposit.amount; vaultMetadata.currentAssetAmount += deposit.amount; depositQueue.pop(); queuedDepositsCount -= 1; processCount -= 1; emit DepositProcessed(vaultAddress, deposit.receiver, deposit.amount); } if (queuedDepositsCount == 0) { vaultMetadata.vaultStatus = VaultStatus.NotTraded; emit VaultStatusUpdated(vaultAddress, VaultStatus.NotTraded); } } /** * @notice Queues a withdrawal for the token holder of a specific vault token * @param vaultAddress is the address of the vault * @param amountShares is the number of vault tokens to be redeemed */ function addToWithdrawalQueue( address vaultAddress, uint256 amountShares ) public nonReentrant onlyValidVault(vaultAddress) { require(amountShares >= minWithdrawalAmount, "400:WA"); FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; IERC20(vaultAddress).safeTransferFrom(msg.sender, address(this), amountShares); Withdrawal[] storage withdrawalQueue = withdrawalQueues[vaultAddress]; withdrawalQueue.push(Withdrawal({ amountShares: amountShares, receiver: msg.sender })); vaultMetadata.queuedWithdrawalsCount += 1; vaultMetadata.queuedWithdrawalsSharesAmount += amountShares; emit WithdrawalQueued(vaultAddress, msg.sender, amountShares); } /** * @notice Permissionless method that reads price from oracle contracts and checks if barrier is triggered * @param vaultAddress is address of the vault */ function checkBarriers(address vaultAddress) public onlyValidVault(vaultAddress) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; vaultMetadata.checkBarriers(address(cegaState)); emit BarriersChecked(vaultAddress, vaultMetadata.isKnockedIn); } /** * @notice Calculates the final payoff for a given vault * @param vaultAddress is address of the vault */ function calculateVaultFinalPayoff( address vaultAddress ) public onlyValidVault(vaultAddress) returns (uint256 vaultFinalPayoff) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; vaultFinalPayoff = vaultMetadata.calculateVaultFinalPayoff(address(cegaState)); emit VaultFinalPayoffCalculated(vaultAddress, vaultFinalPayoff, VaultStatus.PayoffCalculated); } /** * @notice Calculates the percentage of principal to return to users if a knock in occurs. * Iterates through all knock-in barriers and checks the ratio of (spot/strike) for each asset * Returns the minimum of the knock-in ratios. * @param vaultAddress is address of the vault */ function calculateKnockInRatio(address vaultAddress) public view returns (uint256 knockInRatio) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; return vaultMetadata.calculateKnockInRatio(address(cegaState)); } /** * @notice receive assets and allocate the underlying asset to the specified vault's balance * @param vaultAddress is the address of the vault * @param amount is the amount to transfer */ function receiveAssetsFromCegaState( address vaultAddress, uint256 amount ) public nonReentrant onlyValidVault(vaultAddress) { require(msg.sender == address(cegaState), "403:CS"); FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; IERC20(asset).safeTransferFrom(msg.sender, address(this), amount); vaultMetadata.currentAssetAmount += amount; emit AssetsReceivedFromCegaState(vaultAddress, amount); } /** * @notice Calculates the fees that should be collected from a given vault * @param vaultAddress is the address of the vault */ function calculateFees( address vaultAddress ) public view returns (uint256 totalFee, uint256 managementFee, uint256 yieldFee) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; return vaultMetadata.calculateFees(managementFeeBps, yieldFeeBps); } /** * @notice Transfers the correct amount of fees to the fee recipient * @param vaultAddress is the address of the vault */ function collectFees(address vaultAddress) public nonReentrant onlyTraderAdmin onlyValidVault(vaultAddress) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; require(vaultMetadata.vaultStatus == VaultStatus.PayoffCalculated, "500:WS"); (uint256 totalFees, uint256 managementFee, uint256 yieldFee) = calculateFees(vaultAddress); totalFees = Math.min(totalFees, vaultMetadata.vaultFinalPayoff); IERC20(asset).safeTransfer(cegaState.feeRecipient(), totalFees); vaultMetadata.currentAssetAmount -= totalFees; vaultMetadata.vaultStatus = VaultStatus.FeesCollected; sumVaultUnderlyingAmounts -= vaultMetadata.underlyingAmount; vaultMetadata.underlyingAmount = vaultMetadata.vaultFinalPayoff - totalFees; sumVaultUnderlyingAmounts += vaultMetadata.underlyingAmount; emit FeesCollected(vaultAddress, managementFee, yieldFee, totalFees, VaultStatus.FeesCollected); } /** * @notice Processes all the queued withdrawals in the withdrawal queue * @param vaultAddress is the address of the vault * @param maxProcessCount is the maximum number of withdrawals to process in the queue */ function processWithdrawalQueue( address vaultAddress, uint256 maxProcessCount ) public nonReentrant onlyTraderAdmin onlyValidVault(vaultAddress) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; // Needs zombie state so that we can restore the vault require( vaultMetadata.vaultStatus == VaultStatus.FeesCollected || vaultMetadata.vaultStatus == VaultStatus.Zombie, "500:WS" ); Withdrawal[] storage withdrawalQueue = withdrawalQueues[vaultAddress]; FCNVault vault = FCNVault(vaultAddress); uint256 processCount = Math.min(vaultMetadata.queuedWithdrawalsCount, maxProcessCount); uint256 amountAssets; Withdrawal memory withdrawal; while (processCount > 0) { withdrawal = withdrawalQueue[vaultMetadata.queuedWithdrawalsCount - 1]; amountAssets = vault.redeem(withdrawal.amountShares); vaultMetadata.underlyingAmount -= amountAssets; sumVaultUnderlyingAmounts -= amountAssets; vaultMetadata.queuedWithdrawalsSharesAmount -= withdrawal.amountShares; IERC20(asset).safeTransfer(withdrawal.receiver, amountAssets); vaultMetadata.currentAssetAmount -= amountAssets; withdrawalQueue.pop(); vaultMetadata.queuedWithdrawalsCount -= 1; processCount -= 1; emit WithdrawalProcessed(vaultAddress, withdrawal.receiver, withdrawal.amountShares, amountAssets); } if (vaultMetadata.queuedWithdrawalsCount == 0) { if (vaultMetadata.underlyingAmount == 0 && vault.totalSupply() > 0) { vaultMetadata.vaultStatus = VaultStatus.Zombie; emit VaultStatusUpdated(vaultAddress, VaultStatus.Zombie); } else { vaultMetadata.vaultStatus = VaultStatus.WithdrawalQueueProcessed; emit VaultStatusUpdated(vaultAddress, VaultStatus.WithdrawalQueueProcessed); } } } /** * @notice Resets the vault to the default state after the trade is settled * @param vaultAddress is the address of the vault */ function rolloverVault(address vaultAddress) public onlyTraderAdmin onlyValidVault(vaultAddress) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; require(vaultMetadata.vaultStatus == VaultStatus.WithdrawalQueueProcessed, "500:WS"); require(vaultMetadata.tradeExpiry != 0, "400:TE"); vaultMetadata.vaultStart = vaultMetadata.tradeExpiry; vaultMetadata.tradeDate = 0; vaultMetadata.tradeExpiry = 0; vaultMetadata.aprBps = 0; vaultMetadata.vaultStatus = VaultStatus.DepositsClosed; vaultMetadata.totalCouponPayoff = 0; vaultMetadata.vaultFinalPayoff = 0; vaultMetadata.isKnockedIn = false; emit VaultRollover(vaultAddress, vaultMetadata.vaultStart, VaultStatus.DepositsClosed); } /** * @notice Trader sends assets from the product to a third party wallet address * @param vaultAddress is the address of the vault * @param receiver is the receiver of the assets * @param amount is the amount of the assets to be sent */ function sendAssetsToTrade( address vaultAddress, address receiver, uint256 amount ) public nonReentrant onlyTraderAdmin onlyValidVault(vaultAddress) { require(cegaState.marketMakerAllowList(receiver), "400:NotAllowed"); FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; require(amount <= vaultMetadata.currentAssetAmount, "400:TooBig"); IERC20(asset).safeTransfer(receiver, amount); vaultMetadata.currentAssetAmount = vaultMetadata.currentAssetAmount - amount; vaultMetadata.vaultStatus = VaultStatus.Traded; emit AssetsSentToTrade(vaultAddress, receiver, amount, VaultStatus.Traded); } /** * @notice Calculates the current yield accumulated to the current day for a given vault * @param vaultAddress is the address of the vault */ function calculateCurrentYield(address vaultAddress) public onlyValidVault(vaultAddress) { FCNVaultMetadata storage vaultMetadata = vaults[vaultAddress]; vaultMetadata.calculateCurrentYield(); } }
// SPDX-License-Identifier: MIT pragma solidity ^0.8.17; interface IAggregatorV3 { function decimals() external view returns (uint8); function description() external view returns (string memory); function version() external view returns (uint256); function getRoundData( uint80 _roundId ) external view returns (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound); function latestRoundData() external view returns (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound); }
// SPDX-License-Identifier: UNLICENSED pragma solidity ^0.8.17; interface ICegaState { function marketMakerAllowList(address marketMaker) external view returns (bool); function products(string memory productName) external view returns (address); function oracleAddresses(string memory oracleName) external view returns (address); function oracleNames() external view returns (string[] memory); function productNames() external view returns (string[] memory); function feeRecipient() external view returns (address); function isDefaultAdmin(address sender) external view returns (bool); function isTraderAdmin(address sender) external view returns (bool); function isOperatorAdmin(address sender) external view returns (bool); function isServiceAdmin(address sender) external view returns (bool); function getOracleNames() external view returns (string[] memory); function addOracle(string memory oracleName, address oracleAddress) external; function removeOracle(string memory oracleName) external; function getProductNames() external view returns (string[] memory); function addProduct(string memory productName, address product) external; function removeProduct(string memory productName) external; function updateMarketMakerPermission(address marketMaker, bool allow) external; function setFeeRecipient(address _feeRecipient) external; function moveAssetsToProduct(string memory productName, address vaultAddress, uint256 amount) external; }
// SPDX-License-Identifier: UNLICENSED pragma solidity ^0.8.17; import { IAggregatorV3 } from "./IAggregatorV3.sol"; import { RoundData } from "../Structs.sol"; interface IOracle is IAggregatorV3 { function decimals() external view returns (uint8); function description() external view returns (string memory); function version() external view returns (uint256); function cegaState() external view returns (address); function oracleData() external view returns (RoundData[] memory); function nextRoundId() external view returns (uint80); function addNextRoundData(RoundData calldata _roundData) external; function updateRoundData(uint80 roundId, RoundData calldata _roundData) external; function getRoundData( uint80 _roundId ) external view returns (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound); function latestRoundData() external view returns (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound); }
// SPDX-License-Identifier: UNLICENSED pragma solidity ^0.8.17; enum OptionBarrierType { None, KnockIn } struct Deposit { uint256 amount; address receiver; } struct Withdrawal { uint256 amountShares; address receiver; } enum VaultStatus { DepositsClosed, DepositsOpen, NotTraded, Traded, TradeExpired, PayoffCalculated, FeesCollected, WithdrawalQueueProcessed, Zombie } struct OptionBarrier { uint256 barrierBps; uint256 barrierAbsoluteValue; uint256 strikeBps; uint256 strikeAbsoluteValue; string asset; string oracleName; OptionBarrierType barrierType; } struct FCNVaultMetadata { uint256 vaultStart; uint256 tradeDate; uint256 tradeExpiry; uint256 aprBps; uint256 tenorInDays; uint256 underlyingAmount; // This is how many assets were ever deposited into the vault uint256 currentAssetAmount; // This is how many assets are currently allocated for the vault (not sent for trade) uint256 totalCouponPayoff; uint256 vaultFinalPayoff; uint256 queuedWithdrawalsSharesAmount; uint256 queuedWithdrawalsCount; uint256 optionBarriersCount; uint256 leverage; address vaultAddress; VaultStatus vaultStatus; bool isKnockedIn; OptionBarrier[] optionBarriers; } struct RoundData { int256 answer; uint256 startedAt; uint256 updatedAt; uint80 answeredInRound; }
{ "metadata": { "bytecodeHash": "none" }, "optimizer": { "enabled": true, "runs": 200, "details": { "yul": true } }, "viaIR": true, "outputSelection": { "*": { "*": [ "evm.bytecode", "evm.deployedBytecode", "devdoc", "userdoc", "metadata", "abi" ] } }, "libraries": {} }
Contract Security Audit
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[{"inputs":[{"internalType":"address","name":"_asset","type":"address"},{"internalType":"string","name":"_tokenName","type":"string"},{"internalType":"string","name":"_tokenSymbol","type":"string"}],"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"owner","type":"address"},{"indexed":true,"internalType":"address","name":"spender","type":"address"},{"indexed":false,"internalType":"uint256","name":"value","type":"uint256"}],"name":"Approval","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"previousOwner","type":"address"},{"indexed":true,"internalType":"address","name":"newOwner","type":"address"}],"name":"OwnershipTransferred","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"from","type":"address"},{"indexed":true,"internalType":"address","name":"to","type":"address"},{"indexed":false,"internalType":"uint256","name":"value","type":"uint256"}],"name":"Transfer","type":"event"},{"inputs":[{"internalType":"address","name":"owner","type":"address"},{"internalType":"address","name":"spender","type":"address"}],"name":"allowance","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"}],"name":"approve","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"asset","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"account","type":"address"}],"name":"balanceOf","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"uint256","name":"shares","type":"uint256"}],"name":"convertToAssets","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"uint256","name":"assets","type":"uint256"}],"name":"convertToShares","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"decimals","outputs":[{"internalType":"uint8","name":"","type":"uint8"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"subtractedValue","type":"uint256"}],"name":"decreaseAllowance","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"assets","type":"uint256"},{"internalType":"address","name":"receiver","type":"address"}],"name":"deposit","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"fcnProduct","outputs":[{"internalType":"contract FCNProduct","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"addedValue","type":"uint256"}],"name":"increaseAllowance","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"name","outputs":[{"internalType":"string","name":"","type":"string"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"owner","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"uint256","name":"shares","type":"uint256"}],"name":"redeem","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"renounceOwnership","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"symbol","outputs":[{"internalType":"string","name":"","type":"string"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"totalAssets","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"totalSupply","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"}],"name":"transfer","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"from","type":"address"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"}],"name":"transferFrom","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"newOwner","type":"address"}],"name":"transferOwnership","outputs":[],"stateMutability":"nonpayable","type":"function"}]
Deployed Bytecode
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Multichain Portfolio | 30 Chains
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A contract address hosts a smart contract, which is a set of code stored on the blockchain that runs when predetermined conditions are met. Learn more about addresses in our Knowledge Base.