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v0.5.15+commit.6a57276f
Contract Source Code (Solidity)
/** *Submitted for verification at Etherscan.io on 2020-10-22 */ // hevm: flattened sources of src/ProportionalLiquidity.sol pragma solidity >0.4.13 >=0.4.23 >=0.5.0 <0.6.0 >=0.5.7 <0.6.0; ////// lib/abdk-libraries-solidity/src/ABDKMath64x64.sol /* * ABDK Math 64.64 Smart Contract Library. Copyright © 2019 by ABDK Consulting. * Author: Mikhail Vladimirov <[email protected]> */ /* pragma solidity ^0.5.7; */ /** * Smart contract library of mathematical functions operating with signed * 64.64-bit fixed point numbers. Signed 64.64-bit fixed point number is * basically a simple fraction whose numerator is signed 128-bit integer and * denominator is 2^64. As long as denominator is always the same, there is no * need to store it, thus in Solidity signed 64.64-bit fixed point numbers are * represented by int128 type holding only the numerator. */ library ABDKMath64x64 { /** * Minimum value signed 64.64-bit fixed point number may have. */ int128 private constant MIN_64x64 = -0x80000000000000000000000000000000; /** * Maximum value signed 64.64-bit fixed point number may have. */ int128 private constant MAX_64x64 = 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF; /** * Convert signed 256-bit integer number into signed 64.64-bit fixed point * number. Revert on overflow. * * @param x signed 256-bit integer number * @return signed 64.64-bit fixed point number */ function fromInt (int256 x) internal pure returns (int128) { require (x >= -0x8000000000000000 && x <= 0x7FFFFFFFFFFFFFFF); return int128 (x << 64); } /** * Convert signed 64.64 fixed point number into signed 64-bit integer number * rounding down. * * @param x signed 64.64-bit fixed point number * @return signed 64-bit integer number */ function toInt (int128 x) internal pure returns (int64) { return int64 (x >> 64); } /** * Convert unsigned 256-bit integer number into signed 64.64-bit fixed point * number. Revert on overflow. * * @param x unsigned 256-bit integer number * @return signed 64.64-bit fixed point number */ function fromUInt (uint256 x) internal pure returns (int128) { require (x <= 0x7FFFFFFFFFFFFFFF); return int128 (x << 64); } /** * Convert signed 64.64 fixed point number into unsigned 64-bit integer * number rounding down. Revert on underflow. * * @param x signed 64.64-bit fixed point number * @return unsigned 64-bit integer number */ function toUInt (int128 x) internal pure returns (uint64) { require (x >= 0); return uint64 (x >> 64); } /** * Convert signed 128.128 fixed point number into signed 64.64-bit fixed point * number rounding down. Revert on overflow. * * @param x signed 128.128-bin fixed point number * @return signed 64.64-bit fixed point number */ function from128x128 (int256 x) internal pure returns (int128) { int256 result = x >> 64; require (result >= MIN_64x64 && result <= MAX_64x64); return int128 (result); } /** * Convert signed 64.64 fixed point number into signed 128.128 fixed point * number. * * @param x signed 64.64-bit fixed point number * @return signed 128.128 fixed point number */ function to128x128 (int128 x) internal pure returns (int256) { return int256 (x) << 64; } /** * Calculate x + y. Revert on overflow. * * @param x signed 64.64-bit fixed point number * @param y signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function add (int128 x, int128 y) internal pure returns (int128) { int256 result = int256(x) + y; require (result >= MIN_64x64 && result <= MAX_64x64); return int128 (result); } /** * Calculate x - y. Revert on overflow. * * @param x signed 64.64-bit fixed point number * @param y signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function sub (int128 x, int128 y) internal pure returns (int128) { int256 result = int256(x) - y; require (result >= MIN_64x64 && result <= MAX_64x64); return int128 (result); } /** * Calculate x * y rounding down. Revert on overflow. * * @param x signed 64.64-bit fixed point number * @param y signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function mul (int128 x, int128 y) internal pure returns (int128) { int256 result = int256(x) * y >> 64; require (result >= MIN_64x64 && result <= MAX_64x64); return int128 (result); } /** * Calculate x * y rounding towards zero, where x is signed 64.64 fixed point * number and y is signed 256-bit integer number. Revert on overflow. * * @param x signed 64.64 fixed point number * @param y signed 256-bit integer number * @return signed 256-bit integer number */ function muli (int128 x, int256 y) internal pure returns (int256) { if (x == MIN_64x64) { require (y >= -0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF && y <= 0x1000000000000000000000000000000000000000000000000); return -y << 63; } else { bool negativeResult = false; if (x < 0) { x = -x; negativeResult = true; } if (y < 0) { y = -y; // We rely on overflow behavior here negativeResult = !negativeResult; } uint256 absoluteResult = mulu (x, uint256 (y)); if (negativeResult) { require (absoluteResult <= 0x8000000000000000000000000000000000000000000000000000000000000000); return -int256 (absoluteResult); // We rely on overflow behavior here } else { require (absoluteResult <= 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF); return int256 (absoluteResult); } } } /** * Calculate x * y rounding down, where x is signed 64.64 fixed point number * and y is unsigned 256-bit integer number. Revert on overflow. * * @param x signed 64.64 fixed point number * @param y unsigned 256-bit integer number * @return unsigned 256-bit integer number */ function mulu (int128 x, uint256 y) internal pure returns (uint256) { if (y == 0) return 0; require (x >= 0); uint256 lo = (uint256 (x) * (y & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF)) >> 64; uint256 hi = uint256 (x) * (y >> 128); require (hi <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF); hi <<= 64; require (hi <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF - lo); return hi + lo; } /** * Calculate x / y rounding towards zero. Revert on overflow or when y is * zero. * * @param x signed 64.64-bit fixed point number * @param y signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function div (int128 x, int128 y) internal pure returns (int128) { require (y != 0); int256 result = (int256 (x) << 64) / y; require (result >= MIN_64x64 && result <= MAX_64x64); return int128 (result); } /** * Calculate x / y rounding towards zero, where x and y are signed 256-bit * integer numbers. Revert on overflow or when y is zero. * * @param x signed 256-bit integer number * @param y signed 256-bit integer number * @return signed 64.64-bit fixed point number */ function divi (int256 x, int256 y) internal pure returns (int128) { require (y != 0); bool negativeResult = false; if (x < 0) { x = -x; // We rely on overflow behavior here negativeResult = true; } if (y < 0) { y = -y; // We rely on overflow behavior here negativeResult = !negativeResult; } uint128 absoluteResult = divuu (uint256 (x), uint256 (y)); if (negativeResult) { require (absoluteResult <= 0x80000000000000000000000000000000); return -int128 (absoluteResult); // We rely on overflow behavior here } else { require (absoluteResult <= 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF); return int128 (absoluteResult); // We rely on overflow behavior here } } /** * Calculate x / y rounding towards zero, where x and y are unsigned 256-bit * integer numbers. Revert on overflow or when y is zero. * * @param x unsigned 256-bit integer number * @param y unsigned 256-bit integer number * @return signed 64.64-bit fixed point number */ function divu (uint256 x, uint256 y) internal pure returns (int128) { require (y != 0); uint128 result = divuu (x, y); require (result <= uint128 (MAX_64x64)); return int128 (result); } /** * Calculate -x. Revert on overflow. * * @param x signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function neg (int128 x) internal pure returns (int128) { require (x != MIN_64x64); return -x; } /** * Calculate |x|. Revert on overflow. * * @param x signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function abs (int128 x) internal pure returns (int128) { require (x != MIN_64x64); return x < 0 ? -x : x; } /** * Calculate 1 / x rounding towards zero. Revert on overflow or when x is * zero. * * @param x signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function inv (int128 x) internal pure returns (int128) { require (x != 0); int256 result = int256 (0x100000000000000000000000000000000) / x; require (result >= MIN_64x64 && result <= MAX_64x64); return int128 (result); } /** * Calculate arithmetics average of x and y, i.e. (x + y) / 2 rounding down. * * @param x signed 64.64-bit fixed point number * @param y signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function avg (int128 x, int128 y) internal pure returns (int128) { return int128 ((int256 (x) + int256 (y)) >> 1); } /** * Calculate geometric average of x and y, i.e. sqrt (x * y) rounding down. * Revert on overflow or in case x * y is negative. * * @param x signed 64.64-bit fixed point number * @param y signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function gavg (int128 x, int128 y) internal pure returns (int128) { int256 m = int256 (x) * int256 (y); require (m >= 0); require (m < 0x4000000000000000000000000000000000000000000000000000000000000000); return int128 (sqrtu (uint256 (m), uint256 (x) + uint256 (y) >> 1)); } /** * Calculate x^y assuming 0^0 is 1, where x is signed 64.64 fixed point number * and y is unsigned 256-bit integer number. Revert on overflow. * * @param x signed 64.64-bit fixed point number * @param y uint256 value * @return signed 64.64-bit fixed point number */ function pow (int128 x, uint256 y) internal pure returns (int128) { uint256 absoluteResult; bool negativeResult = false; if (x >= 0) { absoluteResult = powu (uint256 (x) << 63, y); } else { // We rely on overflow behavior here absoluteResult = powu (uint256 (uint128 (-x)) << 63, y); negativeResult = y & 1 > 0; } absoluteResult >>= 63; if (negativeResult) { require (absoluteResult <= 0x80000000000000000000000000000000); return -int128 (absoluteResult); // We rely on overflow behavior here } else { require (absoluteResult <= 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF); return int128 (absoluteResult); // We rely on overflow behavior here } } /** * Calculate sqrt (x) rounding down. Revert if x < 0. * * @param x signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function sqrt (int128 x) internal pure returns (int128) { require (x >= 0); return int128 (sqrtu (uint256 (x) << 64, 0x10000000000000000)); } /** * Calculate binary logarithm of x. Revert if x <= 0. * * @param x signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function log_2 (int128 x) internal pure returns (int128) { require (x > 0); int256 msb = 0; int256 xc = x; if (xc >= 0x10000000000000000) { xc >>= 64; msb += 64; } if (xc >= 0x100000000) { xc >>= 32; msb += 32; } if (xc >= 0x10000) { xc >>= 16; msb += 16; } if (xc >= 0x100) { xc >>= 8; msb += 8; } if (xc >= 0x10) { xc >>= 4; msb += 4; } if (xc >= 0x4) { xc >>= 2; msb += 2; } if (xc >= 0x2) msb += 1; // No need to shift xc anymore int256 result = msb - 64 << 64; uint256 ux = uint256 (x) << 127 - msb; for (int256 bit = 0x8000000000000000; bit > 0; bit >>= 1) { ux *= ux; uint256 b = ux >> 255; ux >>= 127 + b; result += bit * int256 (b); } return int128 (result); } /** * Calculate natural logarithm of x. Revert if x <= 0. * * @param x signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function ln (int128 x) internal pure returns (int128) { require (x > 0); return int128 ( uint256 (log_2 (x)) * 0xB17217F7D1CF79ABC9E3B39803F2F6AF >> 128); } /** * Calculate binary exponent of x. Revert on overflow. * * @param x signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function exp_2 (int128 x) internal pure returns (int128) { require (x < 0x400000000000000000); // Overflow if (x < -0x400000000000000000) return 0; // Underflow uint256 result = 0x80000000000000000000000000000000; if (x & 0x8000000000000000 > 0) result = result * 0x16A09E667F3BCC908B2FB1366EA957D3E >> 128; if (x & 0x4000000000000000 > 0) result = result * 0x1306FE0A31B7152DE8D5A46305C85EDEC >> 128; if (x & 0x2000000000000000 > 0) result = result * 0x1172B83C7D517ADCDF7C8C50EB14A791F >> 128; if (x & 0x1000000000000000 > 0) result = result * 0x10B5586CF9890F6298B92B71842A98363 >> 128; if (x & 0x800000000000000 > 0) result = result * 0x1059B0D31585743AE7C548EB68CA417FD >> 128; if (x & 0x400000000000000 > 0) result = result * 0x102C9A3E778060EE6F7CACA4F7A29BDE8 >> 128; if (x & 0x200000000000000 > 0) result = result * 0x10163DA9FB33356D84A66AE336DCDFA3F >> 128; if (x & 0x100000000000000 > 0) result = result * 0x100B1AFA5ABCBED6129AB13EC11DC9543 >> 128; if (x & 0x80000000000000 > 0) result = result * 0x10058C86DA1C09EA1FF19D294CF2F679B >> 128; if (x & 0x40000000000000 > 0) result = result * 0x1002C605E2E8CEC506D21BFC89A23A00F >> 128; if (x & 0x20000000000000 > 0) result = result * 0x100162F3904051FA128BCA9C55C31E5DF >> 128; if (x & 0x10000000000000 > 0) result = result * 0x1000B175EFFDC76BA38E31671CA939725 >> 128; if (x & 0x8000000000000 > 0) result = result * 0x100058BA01FB9F96D6CACD4B180917C3D >> 128; if (x & 0x4000000000000 > 0) result = result * 0x10002C5CC37DA9491D0985C348C68E7B3 >> 128; if (x & 0x2000000000000 > 0) result = result * 0x1000162E525EE054754457D5995292026 >> 128; if (x & 0x1000000000000 > 0) result = result * 0x10000B17255775C040618BF4A4ADE83FC >> 128; if (x & 0x800000000000 > 0) result = result * 0x1000058B91B5BC9AE2EED81E9B7D4CFAB >> 128; if (x & 0x400000000000 > 0) result = result * 0x100002C5C89D5EC6CA4D7C8ACC017B7C9 >> 128; if (x & 0x200000000000 > 0) result = result * 0x10000162E43F4F831060E02D839A9D16D >> 128; if (x & 0x100000000000 > 0) result = result * 0x100000B1721BCFC99D9F890EA06911763 >> 128; if (x & 0x80000000000 > 0) result = result * 0x10000058B90CF1E6D97F9CA14DBCC1628 >> 128; if (x & 0x40000000000 > 0) result = result * 0x1000002C5C863B73F016468F6BAC5CA2B >> 128; if (x & 0x20000000000 > 0) result = result * 0x100000162E430E5A18F6119E3C02282A5 >> 128; if (x & 0x10000000000 > 0) result = result * 0x1000000B1721835514B86E6D96EFD1BFE >> 128; if (x & 0x8000000000 > 0) result = result * 0x100000058B90C0B48C6BE5DF846C5B2EF >> 128; if (x & 0x4000000000 > 0) result = result * 0x10000002C5C8601CC6B9E94213C72737A >> 128; if (x & 0x2000000000 > 0) result = result * 0x1000000162E42FFF037DF38AA2B219F06 >> 128; if (x & 0x1000000000 > 0) result = result * 0x10000000B17217FBA9C739AA5819F44F9 >> 128; if (x & 0x800000000 > 0) result = result * 0x1000000058B90BFCDEE5ACD3C1CEDC823 >> 128; if (x & 0x400000000 > 0) result = result * 0x100000002C5C85FE31F35A6A30DA1BE50 >> 128; if (x & 0x200000000 > 0) result = result * 0x10000000162E42FF0999CE3541B9FFFCF >> 128; if (x & 0x100000000 > 0) result = result * 0x100000000B17217F80F4EF5AADDA45554 >> 128; if (x & 0x80000000 > 0) result = result * 0x10000000058B90BFBF8479BD5A81B51AD >> 128; if (x & 0x40000000 > 0) result = result * 0x1000000002C5C85FDF84BD62AE30A74CC >> 128; if (x & 0x20000000 > 0) result = result * 0x100000000162E42FEFB2FED257559BDAA >> 128; if (x & 0x10000000 > 0) result = result * 0x1000000000B17217F7D5A7716BBA4A9AE >> 128; if (x & 0x8000000 > 0) result = result * 0x100000000058B90BFBE9DDBAC5E109CCE >> 128; if (x & 0x4000000 > 0) result = result * 0x10000000002C5C85FDF4B15DE6F17EB0D >> 128; if (x & 0x2000000 > 0) result = result * 0x1000000000162E42FEFA494F1478FDE05 >> 128; if (x & 0x1000000 > 0) result = result * 0x10000000000B17217F7D20CF927C8E94C >> 128; if (x & 0x800000 > 0) result = result * 0x1000000000058B90BFBE8F71CB4E4B33D >> 128; if (x & 0x400000 > 0) result = result * 0x100000000002C5C85FDF477B662B26945 >> 128; if (x & 0x200000 > 0) result = result * 0x10000000000162E42FEFA3AE53369388C >> 128; if (x & 0x100000 > 0) result = result * 0x100000000000B17217F7D1D351A389D40 >> 128; if (x & 0x80000 > 0) result = result * 0x10000000000058B90BFBE8E8B2D3D4EDE >> 128; if (x & 0x40000 > 0) result = result * 0x1000000000002C5C85FDF4741BEA6E77E >> 128; if (x & 0x20000 > 0) result = result * 0x100000000000162E42FEFA39FE95583C2 >> 128; if (x & 0x10000 > 0) result = result * 0x1000000000000B17217F7D1CFB72B45E1 >> 128; if (x & 0x8000 > 0) result = result * 0x100000000000058B90BFBE8E7CC35C3F0 >> 128; if (x & 0x4000 > 0) result = result * 0x10000000000002C5C85FDF473E242EA38 >> 128; if (x & 0x2000 > 0) result = result * 0x1000000000000162E42FEFA39F02B772C >> 128; if (x & 0x1000 > 0) result = result * 0x10000000000000B17217F7D1CF7D83C1A >> 128; if (x & 0x800 > 0) result = result * 0x1000000000000058B90BFBE8E7BDCBE2E >> 128; if (x & 0x400 > 0) result = result * 0x100000000000002C5C85FDF473DEA871F >> 128; if (x & 0x200 > 0) result = result * 0x10000000000000162E42FEFA39EF44D91 >> 128; if (x & 0x100 > 0) result = result * 0x100000000000000B17217F7D1CF79E949 >> 128; if (x & 0x80 > 0) result = result * 0x10000000000000058B90BFBE8E7BCE544 >> 128; if (x & 0x40 > 0) result = result * 0x1000000000000002C5C85FDF473DE6ECA >> 128; if (x & 0x20 > 0) result = result * 0x100000000000000162E42FEFA39EF366F >> 128; if (x & 0x10 > 0) result = result * 0x1000000000000000B17217F7D1CF79AFA >> 128; if (x & 0x8 > 0) result = result * 0x100000000000000058B90BFBE8E7BCD6D >> 128; if (x & 0x4 > 0) result = result * 0x10000000000000002C5C85FDF473DE6B2 >> 128; if (x & 0x2 > 0) result = result * 0x1000000000000000162E42FEFA39EF358 >> 128; if (x & 0x1 > 0) result = result * 0x10000000000000000B17217F7D1CF79AB >> 128; result >>= 63 - (x >> 64); require (result <= uint256 (MAX_64x64)); return int128 (result); } /** * Calculate natural exponent of x. Revert on overflow. * * @param x signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function exp (int128 x) internal pure returns (int128) { require (x < 0x400000000000000000); // Overflow if (x < -0x400000000000000000) return 0; // Underflow return exp_2 ( int128 (int256 (x) * 0x171547652B82FE1777D0FFDA0D23A7D12 >> 128)); } /** * Calculate x / y rounding towards zero, where x and y are unsigned 256-bit * integer numbers. Revert on overflow or when y is zero. * * @param x unsigned 256-bit integer number * @param y unsigned 256-bit integer number * @return unsigned 64.64-bit fixed point number */ function divuu (uint256 x, uint256 y) private pure returns (uint128) { require (y != 0); uint256 result; if (x <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF) result = (x << 64) / y; else { uint256 msb = 192; uint256 xc = x >> 192; if (xc >= 0x100000000) { xc >>= 32; msb += 32; } if (xc >= 0x10000) { xc >>= 16; msb += 16; } if (xc >= 0x100) { xc >>= 8; msb += 8; } if (xc >= 0x10) { xc >>= 4; msb += 4; } if (xc >= 0x4) { xc >>= 2; msb += 2; } if (xc >= 0x2) msb += 1; // No need to shift xc anymore result = (x << 255 - msb) / ((y - 1 >> msb - 191) + 1); require (result <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF); uint256 hi = result * (y >> 128); uint256 lo = result * (y & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF); uint256 xh = x >> 192; uint256 xl = x << 64; if (xl < lo) xh -= 1; xl -= lo; // We rely on overflow behavior here lo = hi << 128; if (xl < lo) xh -= 1; xl -= lo; // We rely on overflow behavior here assert (xh == hi >> 128); result += xl / y; } require (result <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF); return uint128 (result); } /** * Calculate x^y assuming 0^0 is 1, where x is unsigned 129.127 fixed point * number and y is unsigned 256-bit integer number. Revert on overflow. * * @param x unsigned 129.127-bit fixed point number * @param y uint256 value * @return unsigned 129.127-bit fixed point number */ function powu (uint256 x, uint256 y) private pure returns (uint256) { if (y == 0) return 0x80000000000000000000000000000000; else if (x == 0) return 0; else { int256 msb = 0; uint256 xc = x; if (xc >= 0x100000000000000000000000000000000) { xc >>= 128; msb += 128; } if (xc >= 0x10000000000000000) { xc >>= 64; msb += 64; } if (xc >= 0x100000000) { xc >>= 32; msb += 32; } if (xc >= 0x10000) { xc >>= 16; msb += 16; } if (xc >= 0x100) { xc >>= 8; msb += 8; } if (xc >= 0x10) { xc >>= 4; msb += 4; } if (xc >= 0x4) { xc >>= 2; msb += 2; } if (xc >= 0x2) msb += 1; // No need to shift xc anymore int256 xe = msb - 127; if (xe > 0) x >>= xe; else x <<= -xe; uint256 result = 0x80000000000000000000000000000000; int256 re = 0; while (y > 0) { if (y & 1 > 0) { result = result * x; y -= 1; re += xe; if (result >= 0x8000000000000000000000000000000000000000000000000000000000000000) { result >>= 128; re += 1; } else result >>= 127; if (re < -127) return 0; // Underflow require (re < 128); // Overflow } else { x = x * x; y >>= 1; xe <<= 1; if (x >= 0x8000000000000000000000000000000000000000000000000000000000000000) { x >>= 128; xe += 1; } else x >>= 127; if (xe < -127) return 0; // Underflow require (xe < 128); // Overflow } } if (re > 0) result <<= re; else if (re < 0) result >>= -re; return result; } } /** * Calculate sqrt (x) rounding down, where x is unsigned 256-bit integer * number. * * @param x unsigned 256-bit integer number * @return unsigned 128-bit integer number */ function sqrtu (uint256 x, uint256 r) private pure returns (uint128) { if (x == 0) return 0; else { require (r > 0); while (true) { uint256 rr = x / r; if (r == rr || r + 1 == rr) return uint128 (r); else if (r == rr + 1) return uint128 (rr); r = r + rr + 1 >> 1; } } } } ////// src/interfaces/IAssimilator.sol // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. /* pragma solidity ^0.5.0; */ interface IAssimilator { function intakeRaw (uint256 amount) external returns (int128); function intakeRawAndGetBalance (uint256 amount) external returns (int128, int128); function intakeNumeraire (int128 amount) external returns (uint256); function outputRaw (address dst, uint256 amount) external returns (int128); function outputRawAndGetBalance (address dst, uint256 amount) external returns (int128, int128); function outputNumeraire (address dst, int128 amount) external returns (uint256); function viewRawAmount (int128) external view returns (uint256); function viewNumeraireAmount (uint256) external view returns (int128); function viewNumeraireBalance (address) external view returns (int128); function viewNumeraireAmountAndBalance (address, uint256) external view returns (int128, int128); } ////// src/Assimilators.sol // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. /* pragma solidity ^0.5.0; */ /* import "./interfaces/IAssimilator.sol"; */ /* import "abdk-libraries-solidity/ABDKMath64x64.sol"; */ library Assimilators { using ABDKMath64x64 for int128; IAssimilator constant iAsmltr = IAssimilator(address(0)); function delegate(address _callee, bytes memory _data) internal returns (bytes memory) { (bool _success, bytes memory returnData_) = _callee.delegatecall(_data); assembly { if eq(_success, 0) { revert(add(returnData_, 0x20), returndatasize()) } } return returnData_; } function viewRawAmount (address _assim, int128 _amt) internal view returns (uint256 amount_) { amount_ = IAssimilator(_assim).viewRawAmount(_amt); } function viewNumeraireAmount (address _assim, uint256 _amt) internal view returns (int128 amt_) { amt_ = IAssimilator(_assim).viewNumeraireAmount(_amt); } function viewNumeraireAmountAndBalance (address _assim, uint256 _amt) internal view returns (int128 amt_, int128 bal_) { ( amt_, bal_ ) = IAssimilator(_assim).viewNumeraireAmountAndBalance(address(this), _amt); } function viewNumeraireBalance (address _assim) internal view returns (int128 bal_) { bal_ = IAssimilator(_assim).viewNumeraireBalance(address(this)); } function intakeRaw (address _assim, uint256 _amt) internal returns (int128 amt_) { bytes memory data = abi.encodeWithSelector(iAsmltr.intakeRaw.selector, _amt); amt_ = abi.decode(delegate(_assim, data), (int128)); } function intakeRawAndGetBalance (address _assim, uint256 _amt) internal returns (int128 amt_, int128 bal_) { bytes memory data = abi.encodeWithSelector(iAsmltr.intakeRawAndGetBalance.selector, _amt); ( amt_, bal_ ) = abi.decode(delegate(_assim, data), (int128,int128)); } function intakeNumeraire (address _assim, int128 _amt) internal returns (uint256 amt_) { bytes memory data = abi.encodeWithSelector(iAsmltr.intakeNumeraire.selector, _amt); amt_ = abi.decode(delegate(_assim, data), (uint256)); } function outputRaw (address _assim, address _dst, uint256 _amt) internal returns (int128 amt_ ) { bytes memory data = abi.encodeWithSelector(iAsmltr.outputRaw.selector, _dst, _amt); amt_ = abi.decode(delegate(_assim, data), (int128)); amt_ = amt_.neg(); } function outputRawAndGetBalance (address _assim, address _dst, uint256 _amt) internal returns (int128 amt_, int128 bal_) { bytes memory data = abi.encodeWithSelector(iAsmltr.outputRawAndGetBalance.selector, _dst, _amt); ( amt_, bal_ ) = abi.decode(delegate(_assim, data), (int128,int128)); amt_ = amt_.neg(); } function outputNumeraire (address _assim, address _dst, int128 _amt) internal returns (uint256 amt_) { bytes memory data = abi.encodeWithSelector(iAsmltr.outputNumeraire.selector, _dst, _amt.abs()); amt_ = abi.decode(delegate(_assim, data), (uint256)); } } ////// src/UnsafeMath64x64.sol /* pragma solidity ^0.5.0; */ library UnsafeMath64x64 { /** * Calculate x * y rounding down. * * @param x signed 64.64-bit fixed point number * @param y signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function us_mul (int128 x, int128 y) internal pure returns (int128) { int256 result = int256(x) * y >> 64; return int128 (result); } /** * Calculate x / y rounding towards zero. Revert on overflow or when y is * zero. * * @param x signed 64.64-bit fixed point number * @param y signed 64.64-bit fixed point number * @return signed 64.64-bit fixed point number */ function us_div (int128 x, int128 y) internal pure returns (int128) { int256 result = (int256 (x) << 64) / y; return int128 (result); } } ////// src/PartitionedLiquidity.sol /* pragma solidity ^0.5.0; */ /* import "./Assimilators.sol"; */ /* import "./ShellStorage.sol"; */ /* import "./UnsafeMath64x64.sol"; */ library PartitionedLiquidity { using ABDKMath64x64 for uint; using ABDKMath64x64 for int128; using UnsafeMath64x64 for int128; event PoolPartitioned(bool); event PartitionRedeemed(address indexed token, address indexed redeemer, uint value); int128 constant ONE = 0x10000000000000000; function partition ( ShellStorage.Shell storage shell, mapping (address => ShellStorage.PartitionTicket) storage partitionTickets ) external { uint _length = shell.assets.length; ShellStorage.PartitionTicket storage totalSupplyTicket = partitionTickets[address(this)]; totalSupplyTicket.initialized = true; for (uint i = 0; i < _length; i++) totalSupplyTicket.claims.push(shell.totalSupply); emit PoolPartitioned(true); } function viewPartitionClaims ( ShellStorage.Shell storage shell, mapping (address => ShellStorage.PartitionTicket) storage partitionTickets, address _addr ) external view returns ( uint[] memory claims_ ) { ShellStorage.PartitionTicket storage ticket = partitionTickets[_addr]; if (ticket.initialized) return ticket.claims; uint _length = shell.assets.length; uint[] memory claims_ = new uint[](_length); uint _balance = shell.balances[msg.sender]; for (uint i = 0; i < _length; i++) claims_[i] = _balance; return claims_; } function partitionedWithdraw ( ShellStorage.Shell storage shell, mapping (address => ShellStorage.PartitionTicket) storage partitionTickets, address[] calldata _derivatives, uint[] calldata _withdrawals ) external returns ( uint[] memory ) { uint _length = shell.assets.length; uint _balance = shell.balances[msg.sender]; ShellStorage.PartitionTicket storage totalSuppliesTicket = partitionTickets[address(this)]; ShellStorage.PartitionTicket storage ticket = partitionTickets[msg.sender]; if (!ticket.initialized) { for (uint i = 0; i < _length; i++) ticket.claims.push(_balance); ticket.initialized = true; } _length = _derivatives.length; uint[] memory withdrawals_ = new uint[](_length); for (uint i = 0; i < _length; i++) { ShellStorage.Assimilator memory _assim = shell.assimilators[_derivatives[i]]; require(totalSuppliesTicket.claims[_assim.ix] >= _withdrawals[i], "Shell/burn-exceeds-total-supply"); require(ticket.claims[_assim.ix] >= _withdrawals[i], "Shell/insufficient-balance"); require(_assim.addr != address(0), "Shell/unsupported-asset"); int128 _reserveBalance = Assimilators.viewNumeraireBalance(_assim.addr); int128 _multiplier = _withdrawals[i].divu(1e18) .div(totalSuppliesTicket.claims[_assim.ix].divu(1e18)); totalSuppliesTicket.claims[_assim.ix] = totalSuppliesTicket.claims[_assim.ix] - _withdrawals[i]; ticket.claims[_assim.ix] = ticket.claims[_assim.ix] - _withdrawals[i]; uint _withdrawal = Assimilators.outputNumeraire( _assim.addr, msg.sender, _reserveBalance.mul(_multiplier) ); withdrawals_[i] = _withdrawal; emit PartitionRedeemed(_derivatives[i], msg.sender, withdrawals_[i]); } return withdrawals_; } } ////// src/ProportionalLiquidity.sol /* pragma solidity ^0.5.0; */ /* import "./Assimilators.sol"; */ /* import "./ShellStorage.sol"; */ /* import "./UnsafeMath64x64.sol"; */ /* import "./ShellMath.sol"; */ library ProportionalLiquidity { using ABDKMath64x64 for uint; using ABDKMath64x64 for int128; using UnsafeMath64x64 for int128; event Transfer(address indexed from, address indexed to, uint256 value); int128 constant ONE = 0x10000000000000000; int128 constant ONE_WEI = 0x12; function proportionalDeposit ( ShellStorage.Shell storage shell, uint256 _deposit ) external returns ( uint256 shells_, uint[] memory ) { int128 __deposit = _deposit.divu(1e18); uint _length = shell.assets.length; uint[] memory deposits_ = new uint[](_length); ( int128 _oGLiq, int128[] memory _oBals ) = getGrossLiquidityAndBalances(shell); if (_oGLiq == 0) { for (uint i = 0; i < _length; i++) { deposits_[i] = Assimilators.intakeNumeraire(shell.assets[i].addr, __deposit.mul(shell.weights[i])); } } else { int128 _multiplier = __deposit.div(_oGLiq); for (uint i = 0; i < _length; i++) { deposits_[i] = Assimilators.intakeNumeraire(shell.assets[i].addr, _oBals[i].mul(_multiplier)); } } int128 _totalShells = shell.totalSupply.divu(1e18); int128 _newShells = _totalShells > 0 ? __deposit.div(_oGLiq).mul(_totalShells) : __deposit; requireLiquidityInvariant( shell, _totalShells, _newShells, _oGLiq, _oBals ); mint(shell, msg.sender, shells_ = _newShells.mulu(1e18)); return (shells_, deposits_); } function viewProportionalDeposit ( ShellStorage.Shell storage shell, uint256 _deposit ) external view returns ( uint shells_, uint[] memory ) { int128 __deposit = _deposit.divu(1e18); uint _length = shell.assets.length; ( int128 _oGLiq, int128[] memory _oBals ) = getGrossLiquidityAndBalances(shell); uint[] memory deposits_ = new uint[](_length); if (_oGLiq == 0) { for (uint i = 0; i < _length; i++) { deposits_[i] = Assimilators.viewRawAmount( shell.assets[i].addr, __deposit.mul(shell.weights[i]) ); } } else { int128 _multiplier = __deposit.div(_oGLiq); for (uint i = 0; i < _length; i++) { deposits_[i] = Assimilators.viewRawAmount( shell.assets[i].addr, _oBals[i].mul(_multiplier) ); } } int128 _totalShells = shell.totalSupply.divu(1e18); int128 _newShells = _totalShells > 0 ? __deposit.div(_oGLiq).mul(_totalShells) : __deposit; shells_ = _newShells.mulu(1e18); return ( shells_, deposits_ ); } function proportionalWithdraw ( ShellStorage.Shell storage shell, uint256 _withdrawal ) external returns ( uint[] memory ) { uint _length = shell.assets.length; ( int128 _oGLiq, int128[] memory _oBals ) = getGrossLiquidityAndBalances(shell); uint[] memory withdrawals_ = new uint[](_length); int128 _totalShells = shell.totalSupply.divu(1e18); int128 __withdrawal = _withdrawal.divu(1e18); int128 _multiplier = __withdrawal .mul(ONE - shell.epsilon) .div(_totalShells); for (uint i = 0; i < _length; i++) { withdrawals_[i] = Assimilators.outputNumeraire( shell.assets[i].addr, msg.sender, _oBals[i].mul(_multiplier) ); } requireLiquidityInvariant( shell, _totalShells, __withdrawal.neg(), _oGLiq, _oBals ); burn(shell, msg.sender, _withdrawal); return withdrawals_; } function viewProportionalWithdraw ( ShellStorage.Shell storage shell, uint256 _withdrawal ) external view returns ( uint[] memory ) { uint _length = shell.assets.length; ( int128 _oGLiq, int128[] memory _oBals ) = getGrossLiquidityAndBalances(shell); uint[] memory withdrawals_ = new uint[](_length); int128 _multiplier = _withdrawal.divu(1e18) .mul(ONE - shell.epsilon) .div(shell.totalSupply.divu(1e18)); for (uint i = 0; i < _length; i++) { withdrawals_[i] = Assimilators.viewRawAmount(shell.assets[i].addr, _oBals[i].mul(_multiplier)); } return withdrawals_; } function getGrossLiquidityAndBalances ( ShellStorage.Shell storage shell ) internal view returns ( int128 grossLiquidity_, int128[] memory ) { uint _length = shell.assets.length; int128[] memory balances_ = new int128[](_length); for (uint i = 0; i < _length; i++) { int128 _bal = Assimilators.viewNumeraireBalance(shell.assets[i].addr); balances_[i] = _bal; grossLiquidity_ += _bal; } return (grossLiquidity_, balances_); } function requireLiquidityInvariant ( ShellStorage.Shell storage shell, int128 _shells, int128 _newShells, int128 _oGLiq, int128[] memory _oBals ) private { ( int128 _nGLiq, int128[] memory _nBals ) = getGrossLiquidityAndBalances(shell); int128 _beta = shell.beta; int128 _delta = shell.delta; int128[] memory _weights = shell.weights; int128 _omega = ShellMath.calculateFee(_oGLiq, _oBals, _beta, _delta, _weights); int128 _psi = ShellMath.calculateFee(_nGLiq, _nBals, _beta, _delta, _weights); ShellMath.enforceLiquidityInvariant(_shells, _newShells, _oGLiq, _nGLiq, _omega, _psi); } function burn (ShellStorage.Shell storage shell, address account, uint256 amount) private { shell.balances[account] = burn_sub(shell.balances[account], amount); shell.totalSupply = burn_sub(shell.totalSupply, amount); emit Transfer(msg.sender, address(0), amount); } function mint (ShellStorage.Shell storage shell, address account, uint256 amount) private { shell.totalSupply = mint_add(shell.totalSupply, amount); shell.balances[account] = mint_add(shell.balances[account], amount); emit Transfer(address(0), msg.sender, amount); } function mint_add(uint x, uint y) private pure returns (uint z) { require((z = x + y) >= x, "Shell/mint-overflow"); } function burn_sub(uint x, uint y) private pure returns (uint z) { require((z = x - y) <= x, "Shell/burn-underflow"); } } ////// src/SelectiveLiquidity.sol /* pragma solidity ^0.5.0; */ /* import "./Assimilators.sol"; */ /* import "./ShellStorage.sol"; */ /* import "./ShellMath.sol"; */ /* import "./UnsafeMath64x64.sol"; */ /* import "abdk-libraries-solidity/ABDKMath64x64.sol"; */ library SelectiveLiquidity { using ABDKMath64x64 for int128; using UnsafeMath64x64 for int128; event Transfer(address indexed from, address indexed to, uint256 value); int128 constant ONE = 0x10000000000000000; function selectiveDeposit ( ShellStorage.Shell storage shell, address[] calldata _derivatives, uint[] calldata _amounts, uint _minShells ) external returns ( uint shells_ ) { ( int128 _oGLiq, int128 _nGLiq, int128[] memory _oBals, int128[] memory _nBals ) = getLiquidityDepositData(shell, _derivatives, _amounts); int128 _shells = ShellMath.calculateLiquidityMembrane(shell, _oGLiq, _nGLiq, _oBals, _nBals); shells_ = _shells.mulu(1e18); require(_minShells < shells_, "Shell/under-minimum-shells"); mint(shell, msg.sender, shells_); } function viewSelectiveDeposit ( ShellStorage.Shell storage shell, address[] calldata _derivatives, uint[] calldata _amounts ) external view returns ( uint shells_ ) { ( int128 _oGLiq, int128 _nGLiq, int128[] memory _oBals, int128[] memory _nBals ) = viewLiquidityDepositData(shell, _derivatives, _amounts); int128 _shells = ShellMath.calculateLiquidityMembrane(shell, _oGLiq, _nGLiq, _oBals, _nBals); shells_ = _shells.mulu(1e18); } function selectiveWithdraw ( ShellStorage.Shell storage shell, address[] calldata _derivatives, uint[] calldata _amounts, uint _maxShells ) external returns ( uint256 shells_ ) { ( int128 _oGLiq, int128 _nGLiq, int128[] memory _oBals, int128[] memory _nBals ) = getLiquidityWithdrawData(shell, _derivatives, msg.sender, _amounts); int128 _shells = ShellMath.calculateLiquidityMembrane(shell, _oGLiq, _nGLiq, _oBals, _nBals); _shells = _shells.neg().us_mul(ONE + shell.epsilon); shells_ = _shells.mulu(1e18); require(shells_ < _maxShells, "Shell/above-maximum-shells"); burn(shell, msg.sender, shells_); } function viewSelectiveWithdraw ( ShellStorage.Shell storage shell, address[] calldata _derivatives, uint[] calldata _amounts ) external view returns ( uint shells_ ) { ( int128 _oGLiq, int128 _nGLiq, int128[] memory _oBals, int128[] memory _nBals ) = viewLiquidityWithdrawData(shell, _derivatives, _amounts); int128 _shells = ShellMath.calculateLiquidityMembrane(shell, _oGLiq, _nGLiq, _oBals, _nBals); _shells = _shells.neg().us_mul(ONE + shell.epsilon); shells_ = _shells.mulu(1e18); } function getLiquidityDepositData ( ShellStorage.Shell storage shell, address[] memory _derivatives, uint[] memory _amounts ) private returns ( int128 oGLiq_, int128 nGLiq_, int128[] memory, int128[] memory ) { uint _length = shell.weights.length; int128[] memory oBals_ = new int128[](_length); int128[] memory nBals_ = new int128[](_length); for (uint i = 0; i < _derivatives.length; i++) { ShellStorage.Assimilator memory _assim = shell.assimilators[_derivatives[i]]; require(_assim.addr != address(0), "Shell/unsupported-derivative"); if ( nBals_[_assim.ix] == 0 && 0 == oBals_[_assim.ix]) { ( int128 _amount, int128 _balance ) = Assimilators.intakeRawAndGetBalance(_assim.addr, _amounts[i]); nBals_[_assim.ix] = _balance; oBals_[_assim.ix] = _balance.sub(_amount); } else { int128 _amount = Assimilators.intakeRaw(_assim.addr, _amounts[i]); nBals_[_assim.ix] = nBals_[_assim.ix].add(_amount); } } return completeLiquidityData(shell, oBals_, nBals_); } function getLiquidityWithdrawData ( ShellStorage.Shell storage shell, address[] memory _derivatives, address _rcpnt, uint[] memory _amounts ) private returns ( int128 oGLiq_, int128 nGLiq_, int128[] memory, int128[] memory ) { uint _length = shell.weights.length; int128[] memory oBals_ = new int128[](_length); int128[] memory nBals_ = new int128[](_length); for (uint i = 0; i < _derivatives.length; i++) { ShellStorage.Assimilator memory _assim = shell.assimilators[_derivatives[i]]; require(_assim.addr != address(0), "Shell/unsupported-derivative"); if ( nBals_[_assim.ix] == 0 && 0 == oBals_[_assim.ix]) { ( int128 _amount, int128 _balance ) = Assimilators.outputRawAndGetBalance(_assim.addr, _rcpnt, _amounts[i]); nBals_[_assim.ix] = _balance; oBals_[_assim.ix] = _balance.sub(_amount); } else { int128 _amount = Assimilators.outputRaw(_assim.addr, _rcpnt, _amounts[i]); nBals_[_assim.ix] = nBals_[_assim.ix].add(_amount); } } return completeLiquidityData(shell, oBals_, nBals_); } function viewLiquidityDepositData ( ShellStorage.Shell storage shell, address[] memory _derivatives, uint[] memory _amounts ) private view returns ( int128 oGLiq_, int128 nGLiq_, int128[] memory, int128[] memory ) { uint _length = shell.assets.length; int128[] memory oBals_ = new int128[](_length); int128[] memory nBals_ = new int128[](_length); for (uint i = 0; i < _derivatives.length; i++) { ShellStorage.Assimilator memory _assim = shell.assimilators[_derivatives[i]]; require(_assim.addr != address(0), "Shell/unsupported-derivative"); if ( nBals_[_assim.ix] == 0 && 0 == oBals_[_assim.ix]) { ( int128 _amount, int128 _balance ) = Assimilators.viewNumeraireAmountAndBalance(_assim.addr, _amounts[i]); nBals_[_assim.ix] = _balance.add(_amount); oBals_[_assim.ix] = _balance; } else { int128 _amount = Assimilators.viewNumeraireAmount(_assim.addr, _amounts[i]); nBals_[_assim.ix] = nBals_[_assim.ix].add(_amount); } } return completeLiquidityData(shell, oBals_, nBals_); } function viewLiquidityWithdrawData ( ShellStorage.Shell storage shell, address[] memory _derivatives, uint[] memory _amounts ) private view returns ( int128 oGLiq_, int128 nGLiq_, int128[] memory, int128[] memory ) { uint _length = shell.assets.length; int128[] memory oBals_ = new int128[](_length); int128[] memory nBals_ = new int128[](_length); for (uint i = 0; i < _derivatives.length; i++) { ShellStorage.Assimilator memory _assim = shell.assimilators[_derivatives[i]]; require(_assim.addr != address(0), "Shell/unsupported-derivative"); if ( nBals_[_assim.ix] == 0 && 0 == oBals_[_assim.ix]) { ( int128 _amount, int128 _balance ) = Assimilators.viewNumeraireAmountAndBalance(_assim.addr, _amounts[i]); nBals_[_assim.ix] = _balance.sub(_amount); oBals_[_assim.ix] = _balance; } else { int128 _amount = Assimilators.viewNumeraireAmount(_assim.addr, _amounts[i]); nBals_[_assim.ix] = nBals_[_assim.ix].sub(_amount); } } return completeLiquidityData(shell, oBals_, nBals_); } function completeLiquidityData ( ShellStorage.Shell storage shell, int128[] memory oBals_, int128[] memory nBals_ ) private view returns ( int128 oGLiq_, int128 nGLiq_, int128[] memory, int128[] memory ) { uint _length = oBals_.length; for (uint i = 0; i < _length; i++) { if (oBals_[i] == 0 && 0 == nBals_[i]) { nBals_[i] = oBals_[i] = Assimilators.viewNumeraireBalance(shell.assets[i].addr); } oGLiq_ += oBals_[i]; nGLiq_ += nBals_[i]; } return ( oGLiq_, nGLiq_, oBals_, nBals_ ); } function burn (ShellStorage.Shell storage shell, address account, uint256 amount) private { shell.balances[account] = burn_sub(shell.balances[account], amount); shell.totalSupply = burn_sub(shell.totalSupply, amount); emit Transfer(msg.sender, address(0), amount); } function mint (ShellStorage.Shell storage shell, address account, uint256 amount) private { shell.totalSupply = mint_add(shell.totalSupply, amount); shell.balances[account] = mint_add(shell.balances[account], amount); emit Transfer(address(0), msg.sender, amount); } function mint_add(uint x, uint y) private pure returns (uint z) { require((z = x + y) >= x, "Shell/mint-overflow"); } function burn_sub(uint x, uint y) private pure returns (uint z) { require((z = x - y) <= x, "Shell/burn-underflow"); } } ////// src/Shells.sol // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. /* pragma solidity ^0.5.0; */ /* import "./ShellStorage.sol"; */ /* import "./Assimilators.sol"; */ /* import "abdk-libraries-solidity/ABDKMath64x64.sol"; */ library Shells { using ABDKMath64x64 for int128; event Approval(address indexed _owner, address indexed spender, uint256 value); event Transfer(address indexed from, address indexed to, uint256 value); function add(uint x, uint y, string memory errorMessage) private pure returns (uint z) { require((z = x + y) >= x, errorMessage); } function sub(uint x, uint y, string memory errorMessage) private pure returns (uint z) { require((z = x - y) <= x, errorMessage); } /** * @dev See {IERC20-transfer}. * * Requirements: * * - `recipient` cannot be the zero address. * - the caller must have a balance of at least `amount`. */ function transfer(ShellStorage.Shell storage shell, address recipient, uint256 amount) external returns (bool) { _transfer(shell, msg.sender, recipient, amount); return true; } /** * @dev See {IERC20-approve}. * * Requirements: * * - `spender` cannot be the zero address. */ function approve(ShellStorage.Shell storage shell, address spender, uint256 amount) external returns (bool) { _approve(shell, msg.sender, 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}; * * Requirements: * - `sender` and `recipient` cannot be the zero address. * - `sender` must have a balance of at least `amount`. * - the caller must have allowance for `sender`'s tokens of at least * `amount` */ function transferFrom(ShellStorage.Shell storage shell, address sender, address recipient, uint256 amount) external returns (bool) { _transfer(shell, msg.sender, recipient, amount); _approve(shell, sender, msg.sender, sub(shell.allowances[sender][msg.sender], amount, "Shell/insufficient-allowance")); 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(ShellStorage.Shell storage shell, address spender, uint256 addedValue) external returns (bool) { _approve(shell, msg.sender, spender, add(shell.allowances[msg.sender][spender], addedValue, "Shell/approval-overflow")); 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(ShellStorage.Shell storage shell, address spender, uint256 subtractedValue) external returns (bool) { _approve(shell, msg.sender, spender, sub(shell.allowances[msg.sender][spender], subtractedValue, "Shell/allowance-decrease-underflow")); return true; } /** * @dev Moves tokens `amount` from `sender` to `recipient`. * * This is public function is equivalent to {transfer}, and can be used to * e.g. implement automatic token fees, slashing mechanisms, etc. * * Emits a {Transfer} event. * * Requirements: * * - `sender` cannot be the zero address. * - `recipient` cannot be the zero address. * - `sender` must have a balance of at least `amount`. */ function _transfer(ShellStorage.Shell storage shell, address sender, address recipient, uint256 amount) private { require(sender != address(0), "ERC20: transfer from the zero address"); require(recipient != address(0), "ERC20: transfer to the zero address"); shell.balances[sender] = sub(shell.balances[sender], amount, "Shell/insufficient-balance"); shell.balances[recipient] = add(shell.balances[recipient], amount, "Shell/transfer-overflow"); emit Transfer(sender, recipient, amount); } /** * @dev Sets `amount` as the allowance of `spender` over the `_owner`s tokens. * * This is public 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(ShellStorage.Shell storage shell, address _owner, address spender, uint256 amount) private { require(_owner != address(0), "ERC20: approve from the zero address"); require(spender != address(0), "ERC20: approve to the zero address"); shell.allowances[_owner][spender] = amount; emit Approval(_owner, spender, amount); } } ////// src/Swaps.sol /* pragma solidity ^0.5.0; */ /* import "./Assimilators.sol"; */ /* import "./ShellStorage.sol"; */ /* import "./ShellMath.sol"; */ /* import "./UnsafeMath64x64.sol"; */ /* import "abdk-libraries-solidity/ABDKMath64x64.sol"; */ library Swaps { using ABDKMath64x64 for int128; using UnsafeMath64x64 for int128; event Trade(address indexed trader, address indexed origin, address indexed target, uint256 originAmount, uint256 targetAmount); int128 constant ONE = 0x10000000000000000; function getOriginAndTarget ( ShellStorage.Shell storage shell, address _o, address _t ) private view returns ( ShellStorage.Assimilator memory, ShellStorage.Assimilator memory ) { ShellStorage.Assimilator memory o_ = shell.assimilators[_o]; ShellStorage.Assimilator memory t_ = shell.assimilators[_t]; require(o_.addr != address(0), "Shell/origin-not-supported"); require(t_.addr != address(0), "Shell/target-not-supported"); return ( o_, t_ ); } function originSwap ( ShellStorage.Shell storage shell, address _origin, address _target, uint256 _originAmount, address _recipient ) external returns ( uint256 tAmt_ ) { ( ShellStorage.Assimilator memory _o, ShellStorage.Assimilator memory _t ) = getOriginAndTarget(shell, _origin, _target); if (_o.ix == _t.ix) return Assimilators.outputNumeraire(_t.addr, _recipient, Assimilators.intakeRaw(_o.addr, _originAmount)); ( int128 _amt, int128 _oGLiq, int128 _nGLiq, int128[] memory _oBals, int128[] memory _nBals ) = getOriginSwapData(shell, _o.ix, _t.ix, _o.addr, _originAmount); _amt = ShellMath.calculateTrade(shell, _oGLiq, _nGLiq, _oBals, _nBals, _amt, _t.ix); _amt = _amt.us_mul(ONE - shell.epsilon); tAmt_ = Assimilators.outputNumeraire(_t.addr, _recipient, _amt); emit Trade(msg.sender, _origin, _target, _originAmount, tAmt_); } function viewOriginSwap ( ShellStorage.Shell storage shell, address _origin, address _target, uint256 _originAmount ) external view returns ( uint256 tAmt_ ) { ( ShellStorage.Assimilator memory _o, ShellStorage.Assimilator memory _t ) = getOriginAndTarget(shell, _origin, _target); if (_o.ix == _t.ix) return Assimilators.viewRawAmount(_t.addr, Assimilators.viewNumeraireAmount(_o.addr, _originAmount)); ( int128 _amt, int128 _oGLiq, int128 _nGLiq, int128[] memory _nBals, int128[] memory _oBals ) = viewOriginSwapData(shell, _o.ix, _t.ix, _originAmount, _o.addr); _amt = ShellMath.calculateTrade(shell, _oGLiq, _nGLiq, _oBals, _nBals, _amt, _t.ix); _amt = _amt.us_mul(ONE - shell.epsilon); tAmt_ = Assimilators.viewRawAmount(_t.addr, _amt.abs()); } function targetSwap ( ShellStorage.Shell storage shell, address _origin, address _target, uint256 _targetAmount, address _recipient ) external returns ( uint256 oAmt_ ) { ( ShellStorage.Assimilator memory _o, ShellStorage.Assimilator memory _t ) = getOriginAndTarget(shell, _origin, _target); if (_o.ix == _t.ix) return Assimilators.intakeNumeraire(_o.addr, Assimilators.outputRaw(_t.addr, _recipient, _targetAmount)); ( int128 _amt, int128 _oGLiq, int128 _nGLiq, int128[] memory _oBals, int128[] memory _nBals) = getTargetSwapData(shell, _t.ix, _o.ix, _t.addr, _recipient, _targetAmount); _amt = ShellMath.calculateTrade(shell, _oGLiq, _nGLiq, _oBals, _nBals, _amt, _o.ix); _amt = _amt.us_mul(ONE + shell.epsilon); oAmt_ = Assimilators.intakeNumeraire(_o.addr, _amt); emit Trade(msg.sender, _origin, _target, oAmt_, _targetAmount); } function viewTargetSwap ( ShellStorage.Shell storage shell, address _origin, address _target, uint256 _targetAmount ) external view returns ( uint256 oAmt_ ) { ( ShellStorage.Assimilator memory _o, ShellStorage.Assimilator memory _t ) = getOriginAndTarget(shell, _origin, _target); if (_o.ix == _t.ix) return Assimilators.viewRawAmount(_o.addr, Assimilators.viewNumeraireAmount(_t.addr, _targetAmount)); ( int128 _amt, int128 _oGLiq, int128 _nGLiq, int128[] memory _nBals, int128[] memory _oBals ) = viewTargetSwapData(shell, _t.ix, _o.ix, _targetAmount, _t.addr); _amt = ShellMath.calculateTrade(shell, _oGLiq, _nGLiq, _oBals, _nBals, _amt, _o.ix); _amt = _amt.us_mul(ONE + shell.epsilon); oAmt_ = Assimilators.viewRawAmount(_o.addr, _amt); } function getOriginSwapData ( ShellStorage.Shell storage shell, uint _inputIx, uint _outputIx, address _assim, uint _amt ) private returns ( int128 amt_, int128 oGLiq_, int128 nGLiq_, int128[] memory, int128[] memory ) { uint _length = shell.assets.length; int128[] memory oBals_ = new int128[](_length); int128[] memory nBals_ = new int128[](_length); ShellStorage.Assimilator[] memory _reserves = shell.assets; for (uint i = 0; i < _length; i++) { if (i != _inputIx) nBals_[i] = oBals_[i] = Assimilators.viewNumeraireBalance(_reserves[i].addr); else { int128 _bal; ( amt_, _bal ) = Assimilators.intakeRawAndGetBalance(_assim, _amt); oBals_[i] = _bal.sub(amt_); nBals_[i] = _bal; } oGLiq_ += oBals_[i]; nGLiq_ += nBals_[i]; } nGLiq_ = nGLiq_.sub(amt_); nBals_[_outputIx] = ABDKMath64x64.sub(nBals_[_outputIx], amt_); return ( amt_, oGLiq_, nGLiq_, oBals_, nBals_ ); } function getTargetSwapData ( ShellStorage.Shell storage shell, uint _inputIx, uint _outputIx, address _assim, address _recipient, uint _amt ) private returns ( int128 amt_, int128 oGLiq_, int128 nGLiq_, int128[] memory, int128[] memory ) { uint _length = shell.assets.length; int128[] memory oBals_ = new int128[](_length); int128[] memory nBals_ = new int128[](_length); ShellStorage.Assimilator[] memory _reserves = shell.assets; for (uint i = 0; i < _length; i++) { if (i != _inputIx) nBals_[i] = oBals_[i] = Assimilators.viewNumeraireBalance(_reserves[i].addr); else { int128 _bal; ( amt_, _bal ) = Assimilators.outputRawAndGetBalance(_assim, _recipient, _amt); oBals_[i] = _bal.sub(amt_); nBals_[i] = _bal; } oGLiq_ += oBals_[i]; nGLiq_ += nBals_[i]; } nGLiq_ = nGLiq_.sub(amt_); nBals_[_outputIx] = ABDKMath64x64.sub(nBals_[_outputIx], amt_); return ( amt_, oGLiq_, nGLiq_, oBals_, nBals_ ); } function viewOriginSwapData ( ShellStorage.Shell storage shell, uint _inputIx, uint _outputIx, uint _amt, address _assim ) private view returns ( int128 amt_, int128 oGLiq_, int128 nGLiq_, int128[] memory, int128[] memory ) { uint _length = shell.assets.length; int128[] memory nBals_ = new int128[](_length); int128[] memory oBals_ = new int128[](_length); for (uint i = 0; i < _length; i++) { if (i != _inputIx) nBals_[i] = oBals_[i] = Assimilators.viewNumeraireBalance(shell.assets[i].addr); else { int128 _bal; ( amt_, _bal ) = Assimilators.viewNumeraireAmountAndBalance(_assim, _amt); oBals_[i] = _bal; nBals_[i] = _bal.add(amt_); } oGLiq_ += oBals_[i]; nGLiq_ += nBals_[i]; } nGLiq_ = nGLiq_.sub(amt_); nBals_[_outputIx] = ABDKMath64x64.sub(nBals_[_outputIx], amt_); return ( amt_, oGLiq_, nGLiq_, nBals_, oBals_ ); } function viewTargetSwapData ( ShellStorage.Shell storage shell, uint _inputIx, uint _outputIx, uint _amt, address _assim ) private view returns ( int128 amt_, int128 oGLiq_, int128 nGLiq_, int128[] memory, int128[] memory ) { uint _length = shell.assets.length; int128[] memory nBals_ = new int128[](_length); int128[] memory oBals_ = new int128[](_length); for (uint i = 0; i < _length; i++) { if (i != _inputIx) nBals_[i] = oBals_[i] = Assimilators.viewNumeraireBalance(shell.assets[i].addr); else { int128 _bal; ( amt_, _bal ) = Assimilators.viewNumeraireAmountAndBalance(_assim, _amt); amt_ = amt_.neg(); oBals_[i] = _bal; nBals_[i] = _bal.add(amt_); } oGLiq_ += oBals_[i]; nGLiq_ += nBals_[i]; } nGLiq_ = nGLiq_.sub(amt_); nBals_[_outputIx] = ABDKMath64x64.sub(nBals_[_outputIx], amt_); return ( amt_, oGLiq_, nGLiq_, nBals_, oBals_ ); } } ////// src/ViewLiquidity.sol // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. /* pragma solidity ^0.5.0; */ /* import "./ShellStorage.sol"; */ /* import "./Assimilators.sol"; */ /* import "abdk-libraries-solidity/ABDKMath64x64.sol"; */ library ViewLiquidity { using ABDKMath64x64 for int128; function viewLiquidity ( ShellStorage.Shell storage shell ) external view returns ( uint total_, uint[] memory individual_ ) { uint _length = shell.assets.length; uint[] memory individual_ = new uint[](_length); uint total_; for (uint i = 0; i < _length; i++) { uint _liquidity = Assimilators.viewNumeraireBalance(shell.assets[i].addr).mulu(1e18); total_ += _liquidity; individual_[i] = _liquidity; } return (total_, individual_); } } ////// src/ShellStorage.sol // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. /* pragma solidity ^0.5.0; */ /* import "abdk-libraries-solidity/ABDKMath64x64.sol"; */ /* import "./Orchestrator.sol"; */ /* import "./PartitionedLiquidity.sol"; */ /* import "./ProportionalLiquidity.sol"; */ /* import "./SelectiveLiquidity.sol"; */ /* import "./Shells.sol"; */ /* import "./Swaps.sol"; */ /* import "./ViewLiquidity.sol"; */ contract ShellStorage { address public owner; string public constant name = "Shells"; string public constant symbol = "SHL"; uint8 public constant decimals = 18; Shell public shell; struct Shell { int128 alpha; int128 beta; int128 delta; int128 epsilon; int128 lambda; int128[] weights; uint totalSupply; Assimilator[] assets; mapping (address => Assimilator) assimilators; mapping (address => uint) balances; mapping (address => mapping (address => uint)) allowances; } struct Assimilator { address addr; uint8 ix; } mapping (address => PartitionTicket) public partitionTickets; struct PartitionTicket { uint[] claims; bool initialized; } address[] public derivatives; address[] public numeraires; address[] public reserves; bool public partitioned = false; bool public frozen = false; bool internal notEntered = true; } ////// src/ShellMath.sol // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. /* pragma solidity ^0.5.0; */ /* import "./Assimilators.sol"; */ /* import "./UnsafeMath64x64.sol"; */ /* import "./ShellStorage.sol"; */ /* import "abdk-libraries-solidity/ABDKMath64x64.sol"; */ library ShellMath { int128 constant ONE = 0x10000000000000000; int128 constant MAX = 0x4000000000000000; // .25 in layman's terms int128 constant MAX_DIFF = -0x10C6F7A0B5EE; int128 constant ONE_WEI = 0x12; using ABDKMath64x64 for int128; using UnsafeMath64x64 for int128; using ABDKMath64x64 for uint256; function calculateFee ( int128 _gLiq, int128[] memory _bals, int128 _beta, int128 _delta, int128[] memory _weights ) internal pure returns (int128 psi_) { uint _length = _bals.length; for (uint i = 0; i < _length; i++) { int128 _ideal = _gLiq.us_mul(_weights[i]); psi_ += calculateMicroFee(_bals[i], _ideal, _beta, _delta); } } function calculateMicroFee ( int128 _bal, int128 _ideal, int128 _beta, int128 _delta ) private pure returns (int128 fee_) { if (_bal < _ideal) { int128 _threshold = _ideal.us_mul(ONE - _beta); if (_bal < _threshold) { int128 _feeMargin = _threshold - _bal; fee_ = _feeMargin.us_div(_ideal); fee_ = fee_.us_mul(_delta); if (fee_ > MAX) fee_ = MAX; fee_ = fee_.us_mul(_feeMargin); } else fee_ = 0; } else { int128 _threshold = _ideal.us_mul(ONE + _beta); if (_bal > _threshold) { int128 _feeMargin = _bal - _threshold; fee_ = _feeMargin.us_div(_ideal); fee_ = fee_.us_mul(_delta); if (fee_ > MAX) fee_ = MAX; fee_ = fee_.us_mul(_feeMargin); } else fee_ = 0; } } function calculateTrade ( ShellStorage.Shell storage shell, int128 _oGLiq, int128 _nGLiq, int128[] memory _oBals, int128[] memory _nBals, int128 _inputAmt, uint _outputIndex ) internal view returns (int128 outputAmt_) { outputAmt_ = - _inputAmt; int128 _lambda = shell.lambda; int128 _beta = shell.beta; int128 _delta = shell.delta; int128[] memory _weights = shell.weights; int128 _omega = calculateFee(_oGLiq, _oBals, _beta, _delta, _weights); int128 _psi; for (uint i = 0; i < 32; i++) { _psi = calculateFee(_nGLiq, _nBals, _beta, _delta, _weights); if (( outputAmt_ = _omega < _psi ? - ( _inputAmt + _omega - _psi ) : - ( _inputAmt + _lambda.us_mul(_omega - _psi) ) ) / 1e13 == outputAmt_ / 1e13 ) { _nGLiq = _oGLiq + _inputAmt + outputAmt_; _nBals[_outputIndex] = _oBals[_outputIndex] + outputAmt_; enforceHalts(shell, _oGLiq, _nGLiq, _oBals, _nBals, _weights); enforceSwapInvariant(_oGLiq, _omega, _nGLiq, _psi); return outputAmt_; } else { _nGLiq = _oGLiq + _inputAmt + outputAmt_; _nBals[_outputIndex] = _oBals[_outputIndex].add(outputAmt_); } } revert("Shell/swap-convergence-failed"); } function enforceSwapInvariant ( int128 _oGLiq, int128 _omega, int128 _nGLiq, int128 _psi ) private pure { int128 _nextUtil = _nGLiq - _psi; int128 _prevUtil = _oGLiq - _omega; int128 _diff = _nextUtil - _prevUtil; require(0 < _diff || _diff >= MAX_DIFF, "Shell/swap-invariant-violation"); } function calculateLiquidityMembrane ( ShellStorage.Shell storage shell, int128 _oGLiq, int128 _nGLiq, int128[] memory _oBals, int128[] memory _nBals ) internal view returns (int128 shells_) { enforceHalts(shell, _oGLiq, _nGLiq, _oBals, _nBals, shell.weights); int128 _omega; int128 _psi; { int128 _beta = shell.beta; int128 _delta = shell.delta; int128[] memory _weights = shell.weights; _omega = calculateFee(_oGLiq, _oBals, _beta, _delta, _weights); _psi = calculateFee(_nGLiq, _nBals, _beta, _delta, _weights); } int128 _feeDiff = _psi.sub(_omega); int128 _liqDiff = _nGLiq.sub(_oGLiq); int128 _oUtil = _oGLiq.sub(_omega); int128 _totalShells = shell.totalSupply.divu(1e18); int128 _shellMultiplier; if (_totalShells == 0) { shells_ = _nGLiq.sub(_psi); } else if (_feeDiff >= 0) { _shellMultiplier = _liqDiff.sub(_feeDiff).div(_oUtil); } else { _shellMultiplier = _liqDiff.sub(shell.lambda.mul(_feeDiff)); _shellMultiplier = _shellMultiplier.div(_oUtil); } if (_totalShells != 0) { shells_ = _totalShells.us_mul(_shellMultiplier); enforceLiquidityInvariant(_totalShells, shells_, _oGLiq, _nGLiq, _omega, _psi); } } function enforceLiquidityInvariant ( int128 _totalShells, int128 _newShells, int128 _oGLiq, int128 _nGLiq, int128 _omega, int128 _psi ) internal view { if (_totalShells == 0 || 0 == _totalShells + _newShells) return; int128 _prevUtilPerShell = _oGLiq .sub(_omega) .div(_totalShells); int128 _nextUtilPerShell = _nGLiq .sub(_psi) .div(_totalShells.add(_newShells)); int128 _diff = _nextUtilPerShell - _prevUtilPerShell; require(0 < _diff || _diff >= MAX_DIFF, "Shell/liquidity-invariant-violation"); } function enforceHalts ( ShellStorage.Shell storage shell, int128 _oGLiq, int128 _nGLiq, int128[] memory _oBals, int128[] memory _nBals, int128[] memory _weights ) private view { uint256 _length = _nBals.length; int128 _alpha = shell.alpha; for (uint i = 0; i < _length; i++) { int128 _nIdeal = _nGLiq.us_mul(_weights[i]); if (_nBals[i] > _nIdeal) { int128 _upperAlpha = ONE + _alpha; int128 _nHalt = _nIdeal.us_mul(_upperAlpha); if (_nBals[i] > _nHalt){ int128 _oHalt = _oGLiq.us_mul(_weights[i]).us_mul(_upperAlpha); if (_oBals[i] < _oHalt) revert("Shell/upper-halt"); if (_nBals[i] - _nHalt > _oBals[i] - _oHalt) revert("Shell/upper-halt"); } } else { int128 _lowerAlpha = ONE - _alpha; int128 _nHalt = _nIdeal.us_mul(_lowerAlpha); if (_nBals[i] < _nHalt){ int128 _oHalt = _oGLiq.us_mul(_weights[i]).us_mul(_lowerAlpha); if (_oBals[i] > _oHalt) revert("Shell/lower-halt"); if (_nHalt - _nBals[i] > _oHalt - _oBals[i]) revert("Shell/lower-halt"); } } } } } ////// src/Orchestrator.sol // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. /* pragma solidity ^0.5.0; */ /* import "./Assimilators.sol"; */ /* import "./ShellMath.sol"; */ /* import "./ShellStorage.sol"; */ /* import "abdk-libraries-solidity/ABDKMath64x64.sol"; */ library Orchestrator { using ABDKMath64x64 for int128; using ABDKMath64x64 for uint256; int128 constant ONE_WEI = 0x12; event ParametersSet(uint256 alpha, uint256 beta, uint256 delta, uint256 epsilon, uint256 lambda); event AssetIncluded(address indexed numeraire, address indexed reserve, uint weight); event AssimilatorIncluded(address indexed derivative, address indexed numeraire, address indexed reserve, address assimilator); function setParams ( ShellStorage.Shell storage shell, uint256 _alpha, uint256 _beta, uint256 _feeAtHalt, uint256 _epsilon, uint256 _lambda ) external { require(0 < _alpha && _alpha < 1e18, "Shell/parameter-invalid-alpha"); require(0 <= _beta && _beta < _alpha, "Shell/parameter-invalid-beta"); require(_feeAtHalt <= .5e18, "Shell/parameter-invalid-max"); require(0 <= _epsilon && _epsilon <= .01e18, "Shell/parameter-invalid-epsilon"); require(0 <= _lambda && _lambda <= 1e18, "Shell/parameter-invalid-lambda"); int128 _omega = getFee(shell); shell.alpha = (_alpha + 1).divu(1e18); shell.beta = (_beta + 1).divu(1e18); shell.delta = ( _feeAtHalt ).divu(1e18).div(uint(2).fromUInt().mul(shell.alpha.sub(shell.beta))) + ONE_WEI; shell.epsilon = (_epsilon + 1).divu(1e18); shell.lambda = (_lambda + 1).divu(1e18); int128 _psi = getFee(shell); require(_omega >= _psi, "Shell/parameters-increase-fee"); emit ParametersSet(_alpha, _beta, shell.delta.mulu(1e18), _epsilon, _lambda); } function getFee ( ShellStorage.Shell storage shell ) private view returns ( int128 fee_ ) { int128 _gLiq; int128[] memory _bals = new int128[](shell.assets.length); for (uint i = 0; i < _bals.length; i++) { int128 _bal = Assimilators.viewNumeraireBalance(shell.assets[i].addr); _bals[i] = _bal; _gLiq += _bal; } fee_ = ShellMath.calculateFee(_gLiq, _bals, shell.beta, shell.delta, shell.weights); } function initialize ( ShellStorage.Shell storage shell, address[] storage numeraires, address[] storage reserves, address[] storage derivatives, address[] calldata _assets, uint[] calldata _assetWeights, address[] calldata _derivativeAssimilators ) external { for (uint i = 0; i < _assetWeights.length; i++) { uint ix = i*5; numeraires.push(_assets[ix]); derivatives.push(_assets[ix]); reserves.push(_assets[2+ix]); if (_assets[ix] != _assets[2+ix]) derivatives.push(_assets[2+ix]); includeAsset( shell, _assets[ix], // numeraire _assets[1+ix], // numeraire assimilator _assets[2+ix], // reserve _assets[3+ix], // reserve assimilator _assets[4+ix], // reserve approve to _assetWeights[i] ); } for (uint i = 0; i < _derivativeAssimilators.length / 5; i++) { uint ix = i * 5; derivatives.push(_derivativeAssimilators[ix]); includeAssimilator( shell, _derivativeAssimilators[ix], // derivative _derivativeAssimilators[1+ix], // numeraire _derivativeAssimilators[2+ix], // reserve _derivativeAssimilators[3+ix], // assimilator _derivativeAssimilators[4+ix] // derivative approve to ); } } function includeAsset ( ShellStorage.Shell storage shell, address _numeraire, address _numeraireAssim, address _reserve, address _reserveAssim, address _reserveApproveTo, uint256 _weight ) private { require(_numeraire != address(0), "Shell/numeraire-cannot-be-zeroth-adress"); require(_numeraireAssim != address(0), "Shell/numeraire-assimilator-cannot-be-zeroth-adress"); require(_reserve != address(0), "Shell/reserve-cannot-be-zeroth-adress"); require(_reserveAssim != address(0), "Shell/reserve-assimilator-cannot-be-zeroth-adress"); require(_weight < 1e18, "Shell/weight-must-be-less-than-one"); if (_numeraire != _reserve) safeApprove(_numeraire, _reserveApproveTo, uint(-1)); ShellStorage.Assimilator storage _numeraireAssimilator = shell.assimilators[_numeraire]; _numeraireAssimilator.addr = _numeraireAssim; _numeraireAssimilator.ix = uint8(shell.assets.length); ShellStorage.Assimilator storage _reserveAssimilator = shell.assimilators[_reserve]; _reserveAssimilator.addr = _reserveAssim; _reserveAssimilator.ix = uint8(shell.assets.length); int128 __weight = _weight.divu(1e18).add(uint256(1).divu(1e18)); shell.weights.push(__weight); shell.assets.push(_numeraireAssimilator); emit AssetIncluded(_numeraire, _reserve, _weight); emit AssimilatorIncluded(_numeraire, _numeraire, _reserve, _numeraireAssim); if (_numeraireAssim != _reserveAssim) { emit AssimilatorIncluded(_reserve, _numeraire, _reserve, _reserveAssim); } } function includeAssimilator ( ShellStorage.Shell storage shell, address _derivative, address _numeraire, address _reserve, address _assimilator, address _derivativeApproveTo ) private { require(_derivative != address(0), "Shell/derivative-cannot-be-zeroth-address"); require(_numeraire != address(0), "Shell/numeraire-cannot-be-zeroth-address"); require(_reserve != address(0), "Shell/numeraire-cannot-be-zeroth-address"); require(_assimilator != address(0), "Shell/assimilator-cannot-be-zeroth-address"); safeApprove(_numeraire, _derivativeApproveTo, uint(-1)); ShellStorage.Assimilator storage _numeraireAssim = shell.assimilators[_numeraire]; shell.assimilators[_derivative] = ShellStorage.Assimilator(_assimilator, _numeraireAssim.ix); emit AssimilatorIncluded(_derivative, _numeraire, _reserve, _assimilator); } function safeApprove ( address _token, address _spender, uint256 _value ) private { ( bool success, bytes memory returndata ) = _token.call(abi.encodeWithSignature("approve(address,uint256)", _spender, _value)); require(success, "SafeERC20: low-level call failed"); } function viewShell ( ShellStorage.Shell storage shell ) external view returns ( uint alpha_, uint beta_, uint delta_, uint epsilon_, uint lambda_ ) { alpha_ = shell.alpha.mulu(1e18); beta_ = shell.beta.mulu(1e18); delta_ = shell.delta.mulu(1e18); epsilon_ = shell.epsilon.mulu(1e18); lambda_ = shell.lambda.mulu(1e18); } }
Contract Security Audit
- No Contract Security Audit Submitted- Submit Audit Here
Contract ABI
API[{"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":"from","type":"address"},{"indexed":true,"internalType":"address","name":"to","type":"address"},{"indexed":false,"internalType":"uint256","name":"value","type":"uint256"}],"name":"Transfer","type":"event"}]
Contract Creation Code
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Deployed Bytecode
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Deployed Bytecode Sourcemap
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Swarm Source
bzzr://5f04fe3af2c931eb7f201fe645401e2f74eb72a60220c1442bb28ed6c9fbb221
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Multichain Portfolio | 34 Chains
Chain | Token | Portfolio % | Price | Amount | Value |
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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.