Contract Name:
LiquidityPoolV1Converter
Contract Source Code:
File 1 of 1 : LiquidityPoolV1Converter
// File: solidity/contracts/utility/interfaces/IOwned.sol
// SPDX-License-Identifier: SEE LICENSE IN LICENSE
pragma solidity 0.6.12;
/*
Owned contract interface
*/
interface IOwned {
// this function isn't since the compiler emits automatically generated getter functions as external
function owner() external view returns (address);
function transferOwnership(address _newOwner) external;
function acceptOwnership() external;
}
// File: solidity/contracts/converter/interfaces/IConverterAnchor.sol
pragma solidity 0.6.12;
/*
Converter Anchor interface
*/
interface IConverterAnchor is IOwned {
}
// File: solidity/contracts/token/interfaces/IERC20Token.sol
pragma solidity 0.6.12;
/*
ERC20 Standard Token interface
*/
interface IERC20Token {
function name() external view returns (string memory);
function symbol() external view returns (string memory);
function decimals() external view returns (uint8);
function totalSupply() external view returns (uint256);
function balanceOf(address _owner) external view returns (uint256);
function allowance(address _owner, address _spender) external view returns (uint256);
function transfer(address _to, uint256 _value) external returns (bool);
function transferFrom(address _from, address _to, uint256 _value) external returns (bool);
function approve(address _spender, uint256 _value) external returns (bool);
}
// File: solidity/contracts/utility/interfaces/IWhitelist.sol
pragma solidity 0.6.12;
/*
Whitelist interface
*/
interface IWhitelist {
function isWhitelisted(address _address) external view returns (bool);
}
// File: solidity/contracts/converter/interfaces/IConverter.sol
pragma solidity 0.6.12;
/*
Converter interface
*/
interface IConverter is IOwned {
function converterType() external pure returns (uint16);
function anchor() external view returns (IConverterAnchor);
function isActive() external view returns (bool);
function targetAmountAndFee(IERC20Token _sourceToken, IERC20Token _targetToken, uint256 _amount) external view returns (uint256, uint256);
function convert(IERC20Token _sourceToken,
IERC20Token _targetToken,
uint256 _amount,
address _trader,
address payable _beneficiary) external payable returns (uint256);
function conversionWhitelist() external view returns (IWhitelist);
function conversionFee() external view returns (uint32);
function maxConversionFee() external view returns (uint32);
function reserveBalance(IERC20Token _reserveToken) external view returns (uint256);
receive() external payable;
function transferAnchorOwnership(address _newOwner) external;
function acceptAnchorOwnership() external;
function setConversionFee(uint32 _conversionFee) external;
function setConversionWhitelist(IWhitelist _whitelist) external;
function withdrawTokens(IERC20Token _token, address _to, uint256 _amount) external;
function withdrawETH(address payable _to) external;
function addReserve(IERC20Token _token, uint32 _ratio) external;
// deprecated, backward compatibility
function token() external view returns (IConverterAnchor);
function transferTokenOwnership(address _newOwner) external;
function acceptTokenOwnership() external;
function connectors(IERC20Token _address) external view returns (uint256, uint32, bool, bool, bool);
function getConnectorBalance(IERC20Token _connectorToken) external view returns (uint256);
function connectorTokens(uint256 _index) external view returns (IERC20Token);
function connectorTokenCount() external view returns (uint16);
}
// File: solidity/contracts/converter/interfaces/IConverterUpgrader.sol
pragma solidity 0.6.12;
/*
Converter Upgrader interface
*/
interface IConverterUpgrader {
function upgrade(bytes32 _version) external;
function upgrade(uint16 _version) external;
}
// File: solidity/contracts/converter/interfaces/IBancorFormula.sol
pragma solidity 0.6.12;
/*
Bancor Formula interface
*/
interface IBancorFormula {
function purchaseTargetAmount(uint256 _supply,
uint256 _reserveBalance,
uint32 _reserveWeight,
uint256 _amount)
external view returns (uint256);
function saleTargetAmount(uint256 _supply,
uint256 _reserveBalance,
uint32 _reserveWeight,
uint256 _amount)
external view returns (uint256);
function crossReserveTargetAmount(uint256 _sourceReserveBalance,
uint32 _sourceReserveWeight,
uint256 _targetReserveBalance,
uint32 _targetReserveWeight,
uint256 _amount)
external view returns (uint256);
function fundCost(uint256 _supply,
uint256 _reserveBalance,
uint32 _reserveRatio,
uint256 _amount)
external view returns (uint256);
function fundSupplyAmount(uint256 _supply,
uint256 _reserveBalance,
uint32 _reserveRatio,
uint256 _amount)
external view returns (uint256);
function liquidateReserveAmount(uint256 _supply,
uint256 _reserveBalance,
uint32 _reserveRatio,
uint256 _amount)
external view returns (uint256);
function balancedWeights(uint256 _primaryReserveStakedBalance,
uint256 _primaryReserveBalance,
uint256 _secondaryReserveBalance,
uint256 _reserveRateNumerator,
uint256 _reserveRateDenominator)
external view returns (uint32, uint32);
}
// File: solidity/contracts/utility/Owned.sol
pragma solidity 0.6.12;
/**
* @dev Provides support and utilities for contract ownership
*/
contract Owned is IOwned {
address public override owner;
address public newOwner;
/**
* @dev triggered when the owner is updated
*
* @param _prevOwner previous owner
* @param _newOwner new owner
*/
event OwnerUpdate(address indexed _prevOwner, address indexed _newOwner);
/**
* @dev initializes a new Owned instance
*/
constructor() public {
owner = msg.sender;
}
// allows execution by the owner only
modifier ownerOnly {
_ownerOnly();
_;
}
// error message binary size optimization
function _ownerOnly() internal view {
require(msg.sender == owner, "ERR_ACCESS_DENIED");
}
/**
* @dev allows transferring the contract ownership
* the new owner still needs to accept the transfer
* can only be called by the contract owner
*
* @param _newOwner new contract owner
*/
function transferOwnership(address _newOwner) public override ownerOnly {
require(_newOwner != owner, "ERR_SAME_OWNER");
newOwner = _newOwner;
}
/**
* @dev used by a new owner to accept an ownership transfer
*/
function acceptOwnership() override public {
require(msg.sender == newOwner, "ERR_ACCESS_DENIED");
emit OwnerUpdate(owner, newOwner);
owner = newOwner;
newOwner = address(0);
}
}
// File: solidity/contracts/utility/Utils.sol
pragma solidity 0.6.12;
/**
* @dev Utilities & Common Modifiers
*/
contract Utils {
// verifies that a value is greater than zero
modifier greaterThanZero(uint256 _value) {
_greaterThanZero(_value);
_;
}
// error message binary size optimization
function _greaterThanZero(uint256 _value) internal pure {
require(_value > 0, "ERR_ZERO_VALUE");
}
// validates an address - currently only checks that it isn't null
modifier validAddress(address _address) {
_validAddress(_address);
_;
}
// error message binary size optimization
function _validAddress(address _address) internal pure {
require(_address != address(0), "ERR_INVALID_ADDRESS");
}
// verifies that the address is different than this contract address
modifier notThis(address _address) {
_notThis(_address);
_;
}
// error message binary size optimization
function _notThis(address _address) internal view {
require(_address != address(this), "ERR_ADDRESS_IS_SELF");
}
}
// File: solidity/contracts/utility/interfaces/IContractRegistry.sol
pragma solidity 0.6.12;
/*
Contract Registry interface
*/
interface IContractRegistry {
function addressOf(bytes32 _contractName) external view returns (address);
}
// File: solidity/contracts/utility/ContractRegistryClient.sol
pragma solidity 0.6.12;
/**
* @dev Base contract for ContractRegistry clients
*/
contract ContractRegistryClient is Owned, Utils {
bytes32 internal constant CONTRACT_REGISTRY = "ContractRegistry";
bytes32 internal constant BANCOR_NETWORK = "BancorNetwork";
bytes32 internal constant BANCOR_FORMULA = "BancorFormula";
bytes32 internal constant CONVERTER_FACTORY = "ConverterFactory";
bytes32 internal constant CONVERSION_PATH_FINDER = "ConversionPathFinder";
bytes32 internal constant CONVERTER_UPGRADER = "BancorConverterUpgrader";
bytes32 internal constant CONVERTER_REGISTRY = "BancorConverterRegistry";
bytes32 internal constant CONVERTER_REGISTRY_DATA = "BancorConverterRegistryData";
bytes32 internal constant BNT_TOKEN = "BNTToken";
bytes32 internal constant BANCOR_X = "BancorX";
bytes32 internal constant BANCOR_X_UPGRADER = "BancorXUpgrader";
bytes32 internal constant CHAINLINK_ORACLE_WHITELIST = "ChainlinkOracleWhitelist";
IContractRegistry public registry; // address of the current contract-registry
IContractRegistry public prevRegistry; // address of the previous contract-registry
bool public onlyOwnerCanUpdateRegistry; // only an owner can update the contract-registry
/**
* @dev verifies that the caller is mapped to the given contract name
*
* @param _contractName contract name
*/
modifier only(bytes32 _contractName) {
_only(_contractName);
_;
}
// error message binary size optimization
function _only(bytes32 _contractName) internal view {
require(msg.sender == addressOf(_contractName), "ERR_ACCESS_DENIED");
}
/**
* @dev initializes a new ContractRegistryClient instance
*
* @param _registry address of a contract-registry contract
*/
constructor(IContractRegistry _registry) internal validAddress(address(_registry)) {
registry = IContractRegistry(_registry);
prevRegistry = IContractRegistry(_registry);
}
/**
* @dev updates to the new contract-registry
*/
function updateRegistry() public {
// verify that this function is permitted
require(msg.sender == owner || !onlyOwnerCanUpdateRegistry, "ERR_ACCESS_DENIED");
// get the new contract-registry
IContractRegistry newRegistry = IContractRegistry(addressOf(CONTRACT_REGISTRY));
// verify that the new contract-registry is different and not zero
require(newRegistry != registry && address(newRegistry) != address(0), "ERR_INVALID_REGISTRY");
// verify that the new contract-registry is pointing to a non-zero contract-registry
require(newRegistry.addressOf(CONTRACT_REGISTRY) != address(0), "ERR_INVALID_REGISTRY");
// save a backup of the current contract-registry before replacing it
prevRegistry = registry;
// replace the current contract-registry with the new contract-registry
registry = newRegistry;
}
/**
* @dev restores the previous contract-registry
*/
function restoreRegistry() public ownerOnly {
// restore the previous contract-registry
registry = prevRegistry;
}
/**
* @dev restricts the permission to update the contract-registry
*
* @param _onlyOwnerCanUpdateRegistry indicates whether or not permission is restricted to owner only
*/
function restrictRegistryUpdate(bool _onlyOwnerCanUpdateRegistry) public ownerOnly {
// change the permission to update the contract-registry
onlyOwnerCanUpdateRegistry = _onlyOwnerCanUpdateRegistry;
}
/**
* @dev returns the address associated with the given contract name
*
* @param _contractName contract name
*
* @return contract address
*/
function addressOf(bytes32 _contractName) internal view returns (address) {
return registry.addressOf(_contractName);
}
}
// File: solidity/contracts/utility/ReentrancyGuard.sol
pragma solidity 0.6.12;
/**
* @dev ReentrancyGuard
*
* The contract provides protection against re-entrancy - calling a function (directly or
* indirectly) from within itself.
*/
contract ReentrancyGuard {
uint256 private constant UNLOCKED = 1;
uint256 private constant LOCKED = 2;
// LOCKED while protected code is being executed, UNLOCKED otherwise
uint256 private state = UNLOCKED;
/**
* @dev ensures instantiation only by sub-contracts
*/
constructor() internal {}
// protects a function against reentrancy attacks
modifier protected() {
_protected();
state = LOCKED;
_;
state = UNLOCKED;
}
// error message binary size optimization
function _protected() internal view {
require(state == UNLOCKED, "ERR_REENTRANCY");
}
}
// File: solidity/contracts/utility/SafeMath.sol
pragma solidity 0.6.12;
/**
* @dev Library for basic math operations with overflow/underflow protection
*/
library SafeMath {
/**
* @dev returns the sum of _x and _y, reverts if the calculation overflows
*
* @param _x value 1
* @param _y value 2
*
* @return sum
*/
function add(uint256 _x, uint256 _y) internal pure returns (uint256) {
uint256 z = _x + _y;
require(z >= _x, "ERR_OVERFLOW");
return z;
}
/**
* @dev returns the difference of _x minus _y, reverts if the calculation underflows
*
* @param _x minuend
* @param _y subtrahend
*
* @return difference
*/
function sub(uint256 _x, uint256 _y) internal pure returns (uint256) {
require(_x >= _y, "ERR_UNDERFLOW");
return _x - _y;
}
/**
* @dev returns the product of multiplying _x by _y, reverts if the calculation overflows
*
* @param _x factor 1
* @param _y factor 2
*
* @return product
*/
function mul(uint256 _x, uint256 _y) internal pure returns (uint256) {
// gas optimization
if (_x == 0)
return 0;
uint256 z = _x * _y;
require(z / _x == _y, "ERR_OVERFLOW");
return z;
}
/**
* @dev Integer division of two numbers truncating the quotient, reverts on division by zero.
*
* @param _x dividend
* @param _y divisor
*
* @return quotient
*/
function div(uint256 _x, uint256 _y) internal pure returns (uint256) {
require(_y > 0, "ERR_DIVIDE_BY_ZERO");
uint256 c = _x / _y;
return c;
}
}
// File: solidity/contracts/utility/TokenHandler.sol
pragma solidity 0.6.12;
contract TokenHandler {
bytes4 private constant APPROVE_FUNC_SELECTOR = bytes4(keccak256("approve(address,uint256)"));
bytes4 private constant TRANSFER_FUNC_SELECTOR = bytes4(keccak256("transfer(address,uint256)"));
bytes4 private constant TRANSFER_FROM_FUNC_SELECTOR = bytes4(keccak256("transferFrom(address,address,uint256)"));
/**
* @dev executes the ERC20 token's `approve` function and reverts upon failure
* the main purpose of this function is to prevent a non standard ERC20 token
* from failing silently
*
* @param _token ERC20 token address
* @param _spender approved address
* @param _value allowance amount
*/
function safeApprove(IERC20Token _token, address _spender, uint256 _value) internal {
(bool success, bytes memory data) = address(_token).call(abi.encodeWithSelector(APPROVE_FUNC_SELECTOR, _spender, _value));
require(success && (data.length == 0 || abi.decode(data, (bool))), 'ERR_APPROVE_FAILED');
}
/**
* @dev executes the ERC20 token's `transfer` function and reverts upon failure
* the main purpose of this function is to prevent a non standard ERC20 token
* from failing silently
*
* @param _token ERC20 token address
* @param _to target address
* @param _value transfer amount
*/
function safeTransfer(IERC20Token _token, address _to, uint256 _value) internal {
(bool success, bytes memory data) = address(_token).call(abi.encodeWithSelector(TRANSFER_FUNC_SELECTOR, _to, _value));
require(success && (data.length == 0 || abi.decode(data, (bool))), 'ERR_TRANSFER_FAILED');
}
/**
* @dev executes the ERC20 token's `transferFrom` function and reverts upon failure
* the main purpose of this function is to prevent a non standard ERC20 token
* from failing silently
*
* @param _token ERC20 token address
* @param _from source address
* @param _to target address
* @param _value transfer amount
*/
function safeTransferFrom(IERC20Token _token, address _from, address _to, uint256 _value) internal {
(bool success, bytes memory data) = address(_token).call(abi.encodeWithSelector(TRANSFER_FROM_FUNC_SELECTOR, _from, _to, _value));
require(success && (data.length == 0 || abi.decode(data, (bool))), 'ERR_TRANSFER_FROM_FAILED');
}
}
// File: solidity/contracts/utility/interfaces/ITokenHolder.sol
pragma solidity 0.6.12;
/*
Token Holder interface
*/
interface ITokenHolder is IOwned {
function withdrawTokens(IERC20Token _token, address _to, uint256 _amount) external;
}
// File: solidity/contracts/utility/TokenHolder.sol
pragma solidity 0.6.12;
/**
* @dev We consider every contract to be a 'token holder' since it's currently not possible
* for a contract to deny receiving tokens.
*
* The TokenHolder's contract sole purpose is to provide a safety mechanism that allows
* the owner to send tokens that were sent to the contract by mistake back to their sender.
*
* Note that we use the non standard ERC-20 interface which has no return value for transfer
* in order to support both non standard as well as standard token contracts.
* see https://github.com/ethereum/solidity/issues/4116
*/
contract TokenHolder is ITokenHolder, TokenHandler, Owned, Utils {
/**
* @dev withdraws tokens held by the contract and sends them to an account
* can only be called by the owner
*
* @param _token ERC20 token contract address
* @param _to account to receive the new amount
* @param _amount amount to withdraw
*/
function withdrawTokens(IERC20Token _token, address _to, uint256 _amount)
public
virtual
override
ownerOnly
validAddress(address(_token))
validAddress(_to)
notThis(_to)
{
safeTransfer(_token, _to, _amount);
}
}
// File: solidity/contracts/token/interfaces/IEtherToken.sol
pragma solidity 0.6.12;
/*
Ether Token interface
*/
interface IEtherToken is IERC20Token {
function deposit() external payable;
function withdraw(uint256 _amount) external;
function depositTo(address _to) external payable;
function withdrawTo(address payable _to, uint256 _amount) external;
}
// File: solidity/contracts/bancorx/interfaces/IBancorX.sol
pragma solidity 0.6.12;
interface IBancorX {
function token() external view returns (IERC20Token);
function xTransfer(bytes32 _toBlockchain, bytes32 _to, uint256 _amount, uint256 _id) external;
function getXTransferAmount(uint256 _xTransferId, address _for) external view returns (uint256);
}
// File: solidity/contracts/converter/ConverterBase.sol
pragma solidity 0.6.12;
/**
* @dev ConverterBase
*
* The converter contains the main logic for conversions between different ERC20 tokens.
*
* It is also the upgradable part of the mechanism (note that upgrades are opt-in).
*
* The anchor must be set on construction and cannot be changed afterwards.
* Wrappers are provided for some of the anchor's functions, for easier access.
*
* Once the converter accepts ownership of the anchor, it becomes the anchor's sole controller
* and can execute any of its functions.
*
* To upgrade the converter, anchor ownership must be transferred to a new converter, along with
* any relevant data.
*
* Note that the converter can transfer anchor ownership to a new converter that
* doesn't allow upgrades anymore, for finalizing the relationship between the converter
* and the anchor.
*
* Converter types (defined as uint16 type) -
* 0 = liquid token converter
* 1 = liquidity pool v1 converter
* 2 = liquidity pool v2 converter
*
* Note that converters don't currently support tokens with transfer fees.
*/
abstract contract ConverterBase is IConverter, TokenHandler, TokenHolder, ContractRegistryClient, ReentrancyGuard {
using SafeMath for uint256;
uint32 internal constant PPM_RESOLUTION = 1000000;
IERC20Token internal constant ETH_RESERVE_ADDRESS = IERC20Token(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE);
struct Reserve {
uint256 balance; // reserve balance
uint32 weight; // reserve weight, represented in ppm, 1-1000000
bool deprecated1; // deprecated
bool deprecated2; // deprecated
bool isSet; // true if the reserve is valid, false otherwise
}
/**
* @dev version number
*/
uint16 public constant version = 41;
IConverterAnchor public override anchor; // converter anchor contract
IWhitelist public override conversionWhitelist; // whitelist contract with list of addresses that are allowed to use the converter
IERC20Token[] public reserveTokens; // ERC20 standard token addresses (prior version 17, use 'connectorTokens' instead)
mapping (IERC20Token => Reserve) public reserves; // reserve token addresses -> reserve data (prior version 17, use 'connectors' instead)
uint32 public reserveRatio = 0; // ratio between the reserves and the market cap, equal to the total reserve weights
uint32 public override maxConversionFee = 0; // maximum conversion fee for the lifetime of the contract,
// represented in ppm, 0...1000000 (0 = no fee, 100 = 0.01%, 1000000 = 100%)
uint32 public override conversionFee = 0; // current conversion fee, represented in ppm, 0...maxConversionFee
bool public constant conversionsEnabled = true; // deprecated, backward compatibility
/**
* @dev triggered when the converter is activated
*
* @param _type converter type
* @param _anchor converter anchor
* @param _activated true if the converter was activated, false if it was deactivated
*/
event Activation(uint16 indexed _type, IConverterAnchor indexed _anchor, bool indexed _activated);
/**
* @dev triggered when a conversion between two tokens occurs
*
* @param _fromToken source ERC20 token
* @param _toToken target ERC20 token
* @param _trader wallet that initiated the trade
* @param _amount amount converted, in the source token
* @param _return amount returned, minus conversion fee
* @param _conversionFee conversion fee
*/
event Conversion(
IERC20Token indexed _fromToken,
IERC20Token indexed _toToken,
address indexed _trader,
uint256 _amount,
uint256 _return,
int256 _conversionFee
);
/**
* @dev triggered when the rate between two tokens in the converter changes
* note that the event might be dispatched for rate updates between any two tokens in the converter
* note that prior to version 28, you should use the 'PriceDataUpdate' event instead
*
* @param _token1 address of the first token
* @param _token2 address of the second token
* @param _rateN rate of 1 unit of `_token1` in `_token2` (numerator)
* @param _rateD rate of 1 unit of `_token1` in `_token2` (denominator)
*/
event TokenRateUpdate(
IERC20Token indexed _token1,
IERC20Token indexed _token2,
uint256 _rateN,
uint256 _rateD
);
/**
* @dev triggered when the conversion fee is updated
*
* @param _prevFee previous fee percentage, represented in ppm
* @param _newFee new fee percentage, represented in ppm
*/
event ConversionFeeUpdate(uint32 _prevFee, uint32 _newFee);
/**
* @dev used by sub-contracts to initialize a new converter
*
* @param _anchor anchor governed by the converter
* @param _registry address of a contract registry contract
* @param _maxConversionFee maximum conversion fee, represented in ppm
*/
constructor(
IConverterAnchor _anchor,
IContractRegistry _registry,
uint32 _maxConversionFee
)
validAddress(address(_anchor))
ContractRegistryClient(_registry)
internal
validConversionFee(_maxConversionFee)
{
anchor = _anchor;
maxConversionFee = _maxConversionFee;
}
// ensures that the converter is active
modifier active() {
_active();
_;
}
// error message binary size optimization
function _active() internal view {
require(isActive(), "ERR_INACTIVE");
}
// ensures that the converter is not active
modifier inactive() {
_inactive();
_;
}
// error message binary size optimization
function _inactive() internal view {
require(!isActive(), "ERR_ACTIVE");
}
// validates a reserve token address - verifies that the address belongs to one of the reserve tokens
modifier validReserve(IERC20Token _address) {
_validReserve(_address);
_;
}
// error message binary size optimization
function _validReserve(IERC20Token _address) internal view {
require(reserves[_address].isSet, "ERR_INVALID_RESERVE");
}
// validates conversion fee
modifier validConversionFee(uint32 _conversionFee) {
_validConversionFee(_conversionFee);
_;
}
// error message binary size optimization
function _validConversionFee(uint32 _conversionFee) internal pure {
require(_conversionFee <= PPM_RESOLUTION, "ERR_INVALID_CONVERSION_FEE");
}
// validates reserve weight
modifier validReserveWeight(uint32 _weight) {
_validReserveWeight(_weight);
_;
}
// error message binary size optimization
function _validReserveWeight(uint32 _weight) internal pure {
require(_weight > 0 && _weight <= PPM_RESOLUTION, "ERR_INVALID_RESERVE_WEIGHT");
}
// overrides interface declaration
function converterType() public pure virtual override returns (uint16);
// overrides interface declaration
function targetAmountAndFee(IERC20Token _sourceToken, IERC20Token _targetToken, uint256 _amount)
public
view
virtual
override
returns (uint256, uint256);
/**
* @dev deposits ether
* can only be called if the converter has an ETH reserve
*/
receive() external override payable {
require(reserves[ETH_RESERVE_ADDRESS].isSet, "ERR_INVALID_RESERVE"); // require(hasETHReserve(), "ERR_INVALID_RESERVE");
// a workaround for a problem when running solidity-coverage
// see https://github.com/sc-forks/solidity-coverage/issues/487
}
/**
* @dev withdraws ether
* can only be called by the owner if the converter is inactive or by upgrader contract
* can only be called after the upgrader contract has accepted the ownership of this contract
* can only be called if the converter has an ETH reserve
*
* @param _to address to send the ETH to
*/
function withdrawETH(address payable _to)
public
override
protected
ownerOnly
validReserve(ETH_RESERVE_ADDRESS)
{
address converterUpgrader = addressOf(CONVERTER_UPGRADER);
// verify that the converter is inactive or that the owner is the upgrader contract
require(!isActive() || owner == converterUpgrader, "ERR_ACCESS_DENIED");
_to.transfer(address(this).balance);
// sync the ETH reserve balance
syncReserveBalance(ETH_RESERVE_ADDRESS);
}
/**
* @dev checks whether or not the converter version is 28 or higher
*
* @return true, since the converter version is 28 or higher
*/
function isV28OrHigher() public pure returns (bool) {
return true;
}
/**
* @dev allows the owner to update & enable the conversion whitelist contract address
* when set, only addresses that are whitelisted are actually allowed to use the converter
* note that the whitelist check is actually done by the BancorNetwork contract
*
* @param _whitelist address of a whitelist contract
*/
function setConversionWhitelist(IWhitelist _whitelist)
public
override
ownerOnly
notThis(address(_whitelist))
{
conversionWhitelist = _whitelist;
}
/**
* @dev returns true if the converter is active, false otherwise
*
* @return true if the converter is active, false otherwise
*/
function isActive() public view virtual override returns (bool) {
return anchor.owner() == address(this);
}
/**
* @dev transfers the anchor ownership
* the new owner needs to accept the transfer
* can only be called by the converter upgrder while the upgrader is the owner
* note that prior to version 28, you should use 'transferAnchorOwnership' instead
*
* @param _newOwner new token owner
*/
function transferAnchorOwnership(address _newOwner)
public
override
ownerOnly
only(CONVERTER_UPGRADER)
{
anchor.transferOwnership(_newOwner);
}
/**
* @dev accepts ownership of the anchor after an ownership transfer
* most converters are also activated as soon as they accept the anchor ownership
* can only be called by the contract owner
* note that prior to version 28, you should use 'acceptTokenOwnership' instead
*/
function acceptAnchorOwnership() public virtual override ownerOnly {
// verify the the converter has at least one reserve
require(reserveTokenCount() > 0, "ERR_INVALID_RESERVE_COUNT");
anchor.acceptOwnership();
syncReserveBalances();
}
/**
* @dev updates the current conversion fee
* can only be called by the contract owner
*
* @param _conversionFee new conversion fee, represented in ppm
*/
function setConversionFee(uint32 _conversionFee) public override ownerOnly {
require(_conversionFee <= maxConversionFee, "ERR_INVALID_CONVERSION_FEE");
emit ConversionFeeUpdate(conversionFee, _conversionFee);
conversionFee = _conversionFee;
}
/**
* @dev withdraws tokens held by the converter and sends them to an account
* can only be called by the owner
* note that reserve tokens can only be withdrawn by the owner while the converter is inactive
* unless the owner is the converter upgrader contract
*
* @param _token ERC20 token contract address
* @param _to account to receive the new amount
* @param _amount amount to withdraw
*/
function withdrawTokens(IERC20Token _token, address _to, uint256 _amount)
public
override(IConverter, TokenHolder)
protected
ownerOnly
{
address converterUpgrader = addressOf(CONVERTER_UPGRADER);
// if the token is not a reserve token, allow withdrawal
// otherwise verify that the converter is inactive or that the owner is the upgrader contract
require(!reserves[_token].isSet || !isActive() || owner == converterUpgrader, "ERR_ACCESS_DENIED");
super.withdrawTokens(_token, _to, _amount);
// if the token is a reserve token, sync the reserve balance
if (reserves[_token].isSet)
syncReserveBalance(_token);
}
/**
* @dev upgrades the converter to the latest version
* can only be called by the owner
* note that the owner needs to call acceptOwnership on the new converter after the upgrade
*/
function upgrade() public ownerOnly {
IConverterUpgrader converterUpgrader = IConverterUpgrader(addressOf(CONVERTER_UPGRADER));
// trigger de-activation event
emit Activation(converterType(), anchor, false);
transferOwnership(address(converterUpgrader));
converterUpgrader.upgrade(version);
acceptOwnership();
}
/**
* @dev returns the number of reserve tokens defined
* note that prior to version 17, you should use 'connectorTokenCount' instead
*
* @return number of reserve tokens
*/
function reserveTokenCount() public view returns (uint16) {
return uint16(reserveTokens.length);
}
/**
* @dev defines a new reserve token for the converter
* can only be called by the owner while the converter is inactive
*
* @param _token address of the reserve token
* @param _weight reserve weight, represented in ppm, 1-1000000
*/
function addReserve(IERC20Token _token, uint32 _weight)
public
virtual
override
ownerOnly
inactive
validAddress(address(_token))
notThis(address(_token))
validReserveWeight(_weight)
{
// validate input
require(address(_token) != address(anchor) && !reserves[_token].isSet, "ERR_INVALID_RESERVE");
require(_weight <= PPM_RESOLUTION - reserveRatio, "ERR_INVALID_RESERVE_WEIGHT");
require(reserveTokenCount() < uint16(-1), "ERR_INVALID_RESERVE_COUNT");
Reserve storage newReserve = reserves[_token];
newReserve.balance = 0;
newReserve.weight = _weight;
newReserve.isSet = true;
reserveTokens.push(_token);
reserveRatio += _weight;
}
/**
* @dev returns the reserve's weight
* added in version 28
*
* @param _reserveToken reserve token contract address
*
* @return reserve weight
*/
function reserveWeight(IERC20Token _reserveToken)
public
view
validReserve(_reserveToken)
returns (uint32)
{
return reserves[_reserveToken].weight;
}
/**
* @dev returns the reserve's balance
* note that prior to version 17, you should use 'getConnectorBalance' instead
*
* @param _reserveToken reserve token contract address
*
* @return reserve balance
*/
function reserveBalance(IERC20Token _reserveToken)
public
override
view
validReserve(_reserveToken)
returns (uint256)
{
return reserves[_reserveToken].balance;
}
/**
* @dev checks whether or not the converter has an ETH reserve
*
* @return true if the converter has an ETH reserve, false otherwise
*/
function hasETHReserve() public view returns (bool) {
return reserves[ETH_RESERVE_ADDRESS].isSet;
}
/**
* @dev converts a specific amount of source tokens to target tokens
* can only be called by the bancor network contract
*
* @param _sourceToken source ERC20 token
* @param _targetToken target ERC20 token
* @param _amount amount of tokens to convert (in units of the source token)
* @param _trader address of the caller who executed the conversion
* @param _beneficiary wallet to receive the conversion result
*
* @return amount of tokens received (in units of the target token)
*/
function convert(IERC20Token _sourceToken, IERC20Token _targetToken, uint256 _amount, address _trader, address payable _beneficiary)
public
override
payable
protected
only(BANCOR_NETWORK)
returns (uint256)
{
// validate input
require(_sourceToken != _targetToken, "ERR_SAME_SOURCE_TARGET");
// if a whitelist is set, verify that both and trader and the beneficiary are whitelisted
require(address(conversionWhitelist) == address(0) ||
(conversionWhitelist.isWhitelisted(_trader) && conversionWhitelist.isWhitelisted(_beneficiary)),
"ERR_NOT_WHITELISTED");
return doConvert(_sourceToken, _targetToken, _amount, _trader, _beneficiary);
}
/**
* @dev converts a specific amount of source tokens to target tokens
* called by ConverterBase and allows the inherited contracts to implement custom conversion logic
*
* @param _sourceToken source ERC20 token
* @param _targetToken target ERC20 token
* @param _amount amount of tokens to convert (in units of the source token)
* @param _trader address of the caller who executed the conversion
* @param _beneficiary wallet to receive the conversion result
*
* @return amount of tokens received (in units of the target token)
*/
function doConvert(
IERC20Token _sourceToken,
IERC20Token _targetToken,
uint256 _amount,
address _trader,
address payable _beneficiary)
internal
virtual
returns (uint256);
/**
* @dev returns the conversion fee for a given target amount
*
* @param _targetAmount target amount
*
* @return conversion fee
*/
function calculateFee(uint256 _targetAmount) internal view returns (uint256) {
return _targetAmount.mul(conversionFee).div(PPM_RESOLUTION);
}
/**
* @dev syncs the stored reserve balance for a given reserve with the real reserve balance
*
* @param _reserveToken address of the reserve token
*/
function syncReserveBalance(IERC20Token _reserveToken) internal validReserve(_reserveToken) {
if (_reserveToken == ETH_RESERVE_ADDRESS)
reserves[_reserveToken].balance = address(this).balance;
else
reserves[_reserveToken].balance = _reserveToken.balanceOf(address(this));
}
/**
* @dev syncs all stored reserve balances
*/
function syncReserveBalances() internal {
uint256 reserveCount = reserveTokens.length;
for (uint256 i = 0; i < reserveCount; i++)
syncReserveBalance(reserveTokens[i]);
}
/**
* @dev helper, dispatches the Conversion event
*
* @param _sourceToken source ERC20 token
* @param _targetToken target ERC20 token
* @param _trader address of the caller who executed the conversion
* @param _amount amount purchased/sold (in the source token)
* @param _returnAmount amount returned (in the target token)
*/
function dispatchConversionEvent(
IERC20Token _sourceToken,
IERC20Token _targetToken,
address _trader,
uint256 _amount,
uint256 _returnAmount,
uint256 _feeAmount)
internal
{
// fee amount is converted to 255 bits -
// negative amount means the fee is taken from the source token, positive amount means its taken from the target token
// currently the fee is always taken from the target token
// since we convert it to a signed number, we first ensure that it's capped at 255 bits to prevent overflow
assert(_feeAmount < 2 ** 255);
emit Conversion(_sourceToken, _targetToken, _trader, _amount, _returnAmount, int256(_feeAmount));
}
/**
* @dev deprecated since version 28, backward compatibility - use only for earlier versions
*/
function token() public view override returns (IConverterAnchor) {
return anchor;
}
/**
* @dev deprecated, backward compatibility
*/
function transferTokenOwnership(address _newOwner) public override ownerOnly {
transferAnchorOwnership(_newOwner);
}
/**
* @dev deprecated, backward compatibility
*/
function acceptTokenOwnership() public override ownerOnly {
acceptAnchorOwnership();
}
/**
* @dev deprecated, backward compatibility
*/
function connectors(IERC20Token _address) public view override returns (uint256, uint32, bool, bool, bool) {
Reserve memory reserve = reserves[_address];
return(reserve.balance, reserve.weight, false, false, reserve.isSet);
}
/**
* @dev deprecated, backward compatibility
*/
function connectorTokens(uint256 _index) public view override returns (IERC20Token) {
return ConverterBase.reserveTokens[_index];
}
/**
* @dev deprecated, backward compatibility
*/
function connectorTokenCount() public view override returns (uint16) {
return reserveTokenCount();
}
/**
* @dev deprecated, backward compatibility
*/
function getConnectorBalance(IERC20Token _connectorToken) public view override returns (uint256) {
return reserveBalance(_connectorToken);
}
/**
* @dev deprecated, backward compatibility
*/
function getReturn(IERC20Token _sourceToken, IERC20Token _targetToken, uint256 _amount) public view returns (uint256, uint256) {
return targetAmountAndFee(_sourceToken, _targetToken, _amount);
}
}
// File: solidity/contracts/converter/LiquidityPoolConverter.sol
pragma solidity 0.6.12;
/**
* @dev Liquidity Pool Converter
*
* The liquidity pool converter is the base contract for specific types of converters that
* manage liquidity pools.
*
* Liquidity pools have 2 reserves or more and they allow converting between them.
*
* Note that TokenRateUpdate events are dispatched for pool tokens as well.
* The pool token is the first token in the event in that case.
*/
abstract contract LiquidityPoolConverter is ConverterBase {
/**
* @dev triggered after liquidity is added
*
* @param _provider liquidity provider
* @param _reserveToken reserve token address
* @param _amount reserve token amount
* @param _newBalance reserve token new balance
* @param _newSupply pool token new supply
*/
event LiquidityAdded(
address indexed _provider,
IERC20Token indexed _reserveToken,
uint256 _amount,
uint256 _newBalance,
uint256 _newSupply
);
/**
* @dev triggered after liquidity is removed
*
* @param _provider liquidity provider
* @param _reserveToken reserve token address
* @param _amount reserve token amount
* @param _newBalance reserve token new balance
* @param _newSupply pool token new supply
*/
event LiquidityRemoved(
address indexed _provider,
IERC20Token indexed _reserveToken,
uint256 _amount,
uint256 _newBalance,
uint256 _newSupply
);
/**
* @dev initializes a new LiquidityPoolConverter instance
*
* @param _anchor anchor governed by the converter
* @param _registry address of a contract registry contract
* @param _maxConversionFee maximum conversion fee, represented in ppm
*/
constructor(
IConverterAnchor _anchor,
IContractRegistry _registry,
uint32 _maxConversionFee
)
ConverterBase(_anchor, _registry, _maxConversionFee)
internal
{
}
/**
* @dev accepts ownership of the anchor after an ownership transfer
* also activates the converter
* can only be called by the contract owner
* note that prior to version 28, you should use 'acceptTokenOwnership' instead
*/
function acceptAnchorOwnership() public virtual override {
// verify that the converter has at least 2 reserves
require(reserveTokenCount() > 1, "ERR_INVALID_RESERVE_COUNT");
super.acceptAnchorOwnership();
}
}
// File: solidity/contracts/token/interfaces/IDSToken.sol
pragma solidity 0.6.12;
/*
DSToken interface
*/
interface IDSToken is IConverterAnchor, IERC20Token {
function issue(address _to, uint256 _amount) external;
function destroy(address _from, uint256 _amount) external;
}
// File: solidity/contracts/utility/Math.sol
pragma solidity 0.6.12;
/**
* @dev Library for complex math operations
*/
library Math {
using SafeMath for uint256;
/**
* @dev returns the largest integer smaller than or equal to the square root of a positive integer
*
* @param _num a positive integer
*
* @return the largest integer smaller than or equal to the square root of the positive integer
*/
function floorSqrt(uint256 _num) internal pure returns (uint256) {
uint256 x = _num / 2 + 1;
uint256 y = (x + _num / x) / 2;
while (x > y) {
x = y;
y = (x + _num / x) / 2;
}
return x;
}
/**
* @dev computes a reduced-scalar ratio
*
* @param _n ratio numerator
* @param _d ratio denominator
* @param _max maximum desired scalar
*
* @return ratio's numerator and denominator
*/
function reducedRatio(uint256 _n, uint256 _d, uint256 _max) internal pure returns (uint256, uint256) {
if (_n > _max || _d > _max)
return normalizedRatio(_n, _d, _max);
return (_n, _d);
}
/**
* @dev computes "scale * a / (a + b)" and "scale * b / (a + b)".
*/
function normalizedRatio(uint256 _a, uint256 _b, uint256 _scale) internal pure returns (uint256, uint256) {
if (_a == _b)
return (_scale / 2, _scale / 2);
if (_a < _b)
return accurateRatio(_a, _b, _scale);
(uint256 y, uint256 x) = accurateRatio(_b, _a, _scale);
return (x, y);
}
/**
* @dev computes "scale * a / (a + b)" and "scale * b / (a + b)", assuming that "a < b".
*/
function accurateRatio(uint256 _a, uint256 _b, uint256 _scale) internal pure returns (uint256, uint256) {
uint256 maxVal = uint256(-1) / _scale;
if (_a > maxVal) {
uint256 c = _a / (maxVal + 1) + 1;
_a /= c;
_b /= c;
}
uint256 x = roundDiv(_a * _scale, _a.add(_b));
uint256 y = _scale - x;
return (x, y);
}
/**
* @dev computes the nearest integer to a given quotient without overflowing or underflowing.
*/
function roundDiv(uint256 _n, uint256 _d) internal pure returns (uint256) {
return _n / _d + _n % _d / (_d - _d / 2);
}
/**
* @dev returns the average number of decimal digits in a given list of positive integers
*
* @param _values list of positive integers
*
* @return the average number of decimal digits in the given list of positive integers
*/
function geometricMean(uint256[] memory _values) internal pure returns (uint256) {
uint256 numOfDigits = 0;
uint256 length = _values.length;
for (uint256 i = 0; i < length; i++)
numOfDigits += decimalLength(_values[i]);
return uint256(10) ** (roundDivUnsafe(numOfDigits, length) - 1);
}
/**
* @dev returns the number of decimal digits in a given positive integer
*
* @param _x positive integer
*
* @return the number of decimal digits in the given positive integer
*/
function decimalLength(uint256 _x) internal pure returns (uint256) {
uint256 y = 0;
for (uint256 x = _x; x > 0; x /= 10)
y++;
return y;
}
/**
* @dev returns the nearest integer to a given quotient
* the computation is overflow-safe assuming that the input is sufficiently small
*
* @param _n quotient numerator
* @param _d quotient denominator
*
* @return the nearest integer to the given quotient
*/
function roundDivUnsafe(uint256 _n, uint256 _d) internal pure returns (uint256) {
return (_n + _d / 2) / _d;
}
}
// File: solidity/contracts/utility/Types.sol
pragma solidity 0.6.12;
/**
* @dev Provides types that can be used by various contracts
*/
struct Fraction {
uint256 n; // numerator
uint256 d; // denominator
}
// File: solidity/contracts/converter/types/liquidity-pool-v1/LiquidityPoolV1Converter.sol
pragma solidity 0.6.12;
/**
* @dev Liquidity Pool v1 Converter
*
* The liquidity pool v1 converter is a specialized version of a converter that manages
* a classic bancor liquidity pool.
*
* Even though pools can have many reserves, the standard pool configuration
* is 2 reserves with 50%/50% weights.
*/
contract LiquidityPoolV1Converter is LiquidityPoolConverter {
using Math for *;
IEtherToken internal etherToken = IEtherToken(0xc0829421C1d260BD3cB3E0F06cfE2D52db2cE315);
uint256 internal constant MAX_RATE_FACTOR_LOWER_BOUND = 1e30;
// the period of time taken into account when calculating the recent averate rate
uint256 private constant AVERAGE_RATE_PERIOD = 10 minutes;
// true if the pool is a 2 reserves / 50%/50% weights pool, false otherwise
bool public isStandardPool = false;
// only used in standard pools
Fraction public prevAverageRate; // average rate after the previous conversion (1 reserve token 0 in reserve token 1 units)
uint256 public prevAverageRateUpdateTime; // last time when the previous rate was updated (in seconds)
/**
* @dev triggered after a conversion with new price data
* deprecated, use `TokenRateUpdate` from version 28 and up
*
* @param _connectorToken reserve token
* @param _tokenSupply pool token supply
* @param _connectorBalance reserve balance
* @param _connectorWeight reserve weight
*/
event PriceDataUpdate(
IERC20Token indexed _connectorToken,
uint256 _tokenSupply,
uint256 _connectorBalance,
uint32 _connectorWeight
);
/**
* @dev initializes a new LiquidityPoolV1Converter instance
*
* @param _token pool token governed by the converter
* @param _registry address of a contract registry contract
* @param _maxConversionFee maximum conversion fee, represented in ppm
*/
constructor(
IDSToken _token,
IContractRegistry _registry,
uint32 _maxConversionFee
)
LiquidityPoolConverter(_token, _registry, _maxConversionFee)
public
{
}
/**
* @dev returns the converter type
*
* @return see the converter types in the the main contract doc
*/
function converterType() public pure override returns (uint16) {
return 1;
}
/**
* @dev accepts ownership of the anchor after an ownership transfer
* also activates the converter
* can only be called by the contract owner
* note that prior to version 28, you should use 'acceptTokenOwnership' instead
*/
function acceptAnchorOwnership() public override ownerOnly {
super.acceptAnchorOwnership();
emit Activation(converterType(), anchor, true);
}
/**
* @dev defines a new reserve token for the converter
* can only be called by the owner while the converter is inactive
*
* @param _token address of the reserve token
* @param _weight reserve weight, represented in ppm, 1-1000000
*/
function addReserve(IERC20Token _token, uint32 _weight) public override ownerOnly {
super.addReserve(_token, _weight);
isStandardPool =
reserveTokens.length == 2 &&
reserves[reserveTokens[0]].weight == PPM_RESOLUTION / 2 &&
reserves[reserveTokens[1]].weight == PPM_RESOLUTION / 2;
}
/**
* @dev returns the expected target amount of converting one reserve to another along with the fee
*
* @param _sourceToken contract address of the source reserve token
* @param _targetToken contract address of the target reserve token
* @param _amount amount of tokens received from the user
*
* @return expected target amount
* @return expected fee
*/
function targetAmountAndFee(IERC20Token _sourceToken, IERC20Token _targetToken, uint256 _amount)
public
view
override
active
validReserve(_sourceToken)
validReserve(_targetToken)
returns (uint256, uint256)
{
// validate input
require(_sourceToken != _targetToken, "ERR_SAME_SOURCE_TARGET");
uint256 amount = IBancorFormula(addressOf(BANCOR_FORMULA)).crossReserveTargetAmount(
reserveBalance(_sourceToken),
reserves[_sourceToken].weight,
reserveBalance(_targetToken),
reserves[_targetToken].weight,
_amount
);
// return the amount minus the conversion fee and the conversion fee
uint256 fee = calculateFee(amount);
return (amount - fee, fee);
}
/**
* @dev converts a specific amount of source tokens to target tokens
* can only be called by the bancor network contract
*
* @param _sourceToken source ERC20 token
* @param _targetToken target ERC20 token
* @param _amount amount of tokens to convert (in units of the source token)
* @param _trader address of the caller who executed the conversion
* @param _beneficiary wallet to receive the conversion result
*
* @return amount of tokens received (in units of the target token)
*/
function doConvert(IERC20Token _sourceToken, IERC20Token _targetToken, uint256 _amount, address _trader, address payable _beneficiary)
internal
override
returns (uint256)
{
// update the recent average rate
if (isStandardPool && prevAverageRateUpdateTime < time()) {
prevAverageRate = recentAverageRate();
prevAverageRateUpdateTime = time();
}
// get expected target amount and fee
(uint256 amount, uint256 fee) = targetAmountAndFee(_sourceToken, _targetToken, _amount);
// ensure that the trade gives something in return
require(amount != 0, "ERR_ZERO_TARGET_AMOUNT");
// ensure that the trade won't deplete the reserve balance
assert(amount < reserveBalance(_targetToken));
// ensure that the input amount was already deposited
if (_sourceToken == ETH_RESERVE_ADDRESS)
require(msg.value == _amount, "ERR_ETH_AMOUNT_MISMATCH");
else
require(msg.value == 0 && _sourceToken.balanceOf(address(this)).sub(reserveBalance(_sourceToken)) >= _amount, "ERR_INVALID_AMOUNT");
// sync the reserve balances
syncReserveBalance(_sourceToken);
reserves[_targetToken].balance = reserves[_targetToken].balance.sub(amount);
// transfer funds to the beneficiary in the to reserve token
if (_targetToken == ETH_RESERVE_ADDRESS)
_beneficiary.transfer(amount);
else
safeTransfer(_targetToken, _beneficiary, amount);
// dispatch the conversion event
dispatchConversionEvent(_sourceToken, _targetToken, _trader, _amount, amount, fee);
// dispatch rate updates
dispatchTokenRateUpdateEvents(_sourceToken, _targetToken);
return amount;
}
/**
* @dev returns the recent average rate of 1 `_token` in the other reserve token units
* note that the rate can only be queried for reserves in a standard pool
*
* @param _token token to get the rate for
* @return recent average rate between the reserves (numerator)
* @return recent average rate between the reserves (denominator)
*/
function recentAverageRate(IERC20Token _token) external view returns (uint256, uint256) {
// verify that the pool is standard
require(isStandardPool, "ERR_NON_STANDARD_POOL");
// get the recent average rate of reserve 0
Fraction memory rate = recentAverageRate();
if (_token == reserveTokens[0]) {
return (rate.n, rate.d);
}
return (rate.d, rate.n);
}
/**
* @dev returns the recent average rate of 1 reserve token 0 in reserve token 1 units
*
* @return recent average rate between the reserves
*/
function recentAverageRate() internal view returns (Fraction memory) {
// get the elapsed time since the previous average rate was calculated
uint256 timeElapsed = time() - prevAverageRateUpdateTime;
// if the previous average rate was calculated in the current block, return it
if (timeElapsed == 0) {
return prevAverageRate;
}
// get the current rate between the reserves
uint256 currentRateN = reserves[reserveTokens[1]].balance;
uint256 currentRateD = reserves[reserveTokens[0]].balance;
// if the previous average rate was calculated a while ago, the average rate is equal to the current rate
if (timeElapsed >= AVERAGE_RATE_PERIOD) {
return Fraction({ n: currentRateN, d: currentRateD });
}
// given N as the sampling window, the new rate is calculated according to the following formula:
// newRate = prevAverageRate + timeElapsed * [currentRate - prevAverageRate] / N
// calculate the numerator and the denumerator of the new rate
Fraction memory prevAverage = prevAverageRate;
uint256 x = prevAverage.d.mul(currentRateN);
uint256 y = prevAverage.n.mul(currentRateD);
// since we know that timeElapsed < AVERAGE_RATE_PERIOD, we can avoid using SafeMath:
uint256 newRateN = y.mul(AVERAGE_RATE_PERIOD - timeElapsed).add(x.mul(timeElapsed));
uint256 newRateD = prevAverage.d.mul(currentRateD).mul(AVERAGE_RATE_PERIOD);
(newRateN, newRateD) = Math.reducedRatio(newRateN, newRateD, MAX_RATE_FACTOR_LOWER_BOUND);
return Fraction({ n: newRateN, d: newRateD });
}
/**
* @dev increases the pool's liquidity and mints new shares in the pool to the caller
* note that prior to version 28, you should use 'fund' instead
*
* @param _reserveTokens address of each reserve token
* @param _reserveAmounts amount of each reserve token
* @param _minReturn token minimum return-amount
*
* @return amount of pool tokens issued
*/
function addLiquidity(IERC20Token[] memory _reserveTokens, uint256[] memory _reserveAmounts, uint256 _minReturn)
public
payable
protected
active
returns (uint256)
{
// verify the user input
verifyLiquidityInput(_reserveTokens, _reserveAmounts, _minReturn);
// if one of the reserves is ETH, then verify that the input amount of ETH is equal to the input value of ETH
for (uint256 i = 0; i < _reserveTokens.length; i++)
if (_reserveTokens[i] == ETH_RESERVE_ADDRESS)
require(_reserveAmounts[i] == msg.value, "ERR_ETH_AMOUNT_MISMATCH");
// if the input value of ETH is larger than zero, then verify that one of the reserves is ETH
if (msg.value > 0) {
require(reserves[ETH_RESERVE_ADDRESS].isSet, "ERR_NO_ETH_RESERVE");
}
// get the total supply
uint256 totalSupply = IDSToken(address(anchor)).totalSupply();
// transfer from the user an equally-worth amount of each one of the reserve tokens
uint256 amount = addLiquidityToPool(_reserveTokens, _reserveAmounts, totalSupply);
// verify that the equivalent amount of tokens is equal to or larger than the user's expectation
require(amount >= _minReturn, "ERR_RETURN_TOO_LOW");
// issue the tokens to the user
IDSToken(address(anchor)).issue(msg.sender, amount);
// return the amount of pool tokens issued
return amount;
}
/**
* @dev decreases the pool's liquidity and burns the caller's shares in the pool
* note that prior to version 28, you should use 'liquidate' instead
*
* @param _amount token amount
* @param _reserveTokens address of each reserve token
* @param _reserveMinReturnAmounts minimum return-amount of each reserve token
*
* @return the amount of each reserve token granted for the given amount of pool tokens
*/
function removeLiquidity(uint256 _amount, IERC20Token[] memory _reserveTokens, uint256[] memory _reserveMinReturnAmounts)
public
protected
active
returns (uint256[] memory)
{
// verify the user input
verifyLiquidityInput(_reserveTokens, _reserveMinReturnAmounts, _amount);
// get the total supply BEFORE destroying the user tokens
uint256 totalSupply = IDSToken(address(anchor)).totalSupply();
// destroy the user tokens
IDSToken(address(anchor)).destroy(msg.sender, _amount);
// transfer to the user an equivalent amount of each one of the reserve tokens
return removeLiquidityFromPool(_reserveTokens, _reserveMinReturnAmounts, totalSupply, _amount);
}
/**
* @dev increases the pool's liquidity and mints new shares in the pool to the caller
* for example, if the caller increases the supply by 10%,
* then it will cost an amount equal to 10% of each reserve token balance
* note that starting from version 28, you should use 'addLiquidity' instead
*
* @param _amount amount to increase the supply by (in the pool token)
*
* @return amount of pool tokens issued
*/
function fund(uint256 _amount)
public
payable
protected
returns (uint256)
{
syncReserveBalances();
reserves[ETH_RESERVE_ADDRESS].balance = reserves[ETH_RESERVE_ADDRESS].balance.sub(msg.value);
uint256 supply = IDSToken(address(anchor)).totalSupply();
IBancorFormula formula = IBancorFormula(addressOf(BANCOR_FORMULA));
// iterate through the reserve tokens and transfer a percentage equal to the weight between
// _amount and the total supply in each reserve from the caller to the converter
uint256 reserveCount = reserveTokens.length;
for (uint256 i = 0; i < reserveCount; i++) {
IERC20Token reserveToken = reserveTokens[i];
uint256 rsvBalance = reserves[reserveToken].balance;
uint256 reserveAmount = formula.fundCost(supply, rsvBalance, reserveRatio, _amount);
// transfer funds from the caller in the reserve token
if (reserveToken == ETH_RESERVE_ADDRESS) {
if (msg.value > reserveAmount) {
msg.sender.transfer(msg.value - reserveAmount);
}
else if (msg.value < reserveAmount) {
require(msg.value == 0, "ERR_INVALID_ETH_VALUE");
safeTransferFrom(etherToken, msg.sender, address(this), reserveAmount);
etherToken.withdraw(reserveAmount);
}
}
else {
safeTransferFrom(reserveToken, msg.sender, address(this), reserveAmount);
}
// sync the reserve balance
uint256 newReserveBalance = rsvBalance.add(reserveAmount);
reserves[reserveToken].balance = newReserveBalance;
uint256 newPoolTokenSupply = supply.add(_amount);
// dispatch liquidity update for the pool token/reserve
emit LiquidityAdded(msg.sender, reserveToken, reserveAmount, newReserveBalance, newPoolTokenSupply);
// dispatch the `TokenRateUpdate` event for the pool token
dispatchPoolTokenRateUpdateEvent(newPoolTokenSupply, reserveToken, newReserveBalance, reserves[reserveToken].weight);
}
// issue new funds to the caller in the pool token
IDSToken(address(anchor)).issue(msg.sender, _amount);
// return the amount of pool tokens issued
return _amount;
}
/**
* @dev decreases the pool's liquidity and burns the caller's shares in the pool
* for example, if the holder sells 10% of the supply,
* then they will receive 10% of each reserve token balance in return
* note that starting from version 28, you should use 'removeLiquidity' instead
*
* @param _amount amount to liquidate (in the pool token)
*
* @return the amount of each reserve token granted for the given amount of pool tokens
*/
function liquidate(uint256 _amount)
public
protected
returns (uint256[] memory)
{
require(_amount > 0, "ERR_ZERO_AMOUNT");
uint256 totalSupply = IDSToken(address(anchor)).totalSupply();
IDSToken(address(anchor)).destroy(msg.sender, _amount);
uint256[] memory reserveMinReturnAmounts = new uint256[](reserveTokens.length);
for (uint256 i = 0; i < reserveMinReturnAmounts.length; i++)
reserveMinReturnAmounts[i] = 1;
return removeLiquidityFromPool(reserveTokens, reserveMinReturnAmounts, totalSupply, _amount);
}
/**
* @dev given the amount of one of the reserve tokens to add liquidity of,
* returns the required amount of each one of the other reserve tokens
* since an empty pool can be funded with any list of non-zero input amounts,
* this function assumes that the pool is not empty (has already been funded)
*
* @param _reserveTokens address of each reserve token
* @param _reserveTokenIndex index of the relevant reserve token
* @param _reserveAmount amount of the relevant reserve token
*
* @return the required amount of each one of the reserve tokens
*/
function addLiquidityCost(IERC20Token[] memory _reserveTokens, uint256 _reserveTokenIndex, uint256 _reserveAmount)
public
view
returns (uint256[] memory)
{
uint256[] memory reserveAmounts = new uint256[](_reserveTokens.length);
uint256 totalSupply = IDSToken(address(anchor)).totalSupply();
IBancorFormula formula = IBancorFormula(addressOf(BANCOR_FORMULA));
uint256 amount = formula.fundSupplyAmount(totalSupply, reserves[_reserveTokens[_reserveTokenIndex]].balance, reserveRatio, _reserveAmount);
for (uint256 i = 0; i < reserveAmounts.length; i++)
reserveAmounts[i] = formula.fundCost(totalSupply, reserves[_reserveTokens[i]].balance, reserveRatio, amount);
return reserveAmounts;
}
/**
* @dev given the amount of one of the reserve tokens to add liquidity of,
* returns the amount of pool tokens entitled for it
* since an empty pool can be funded with any list of non-zero input amounts,
* this function assumes that the pool is not empty (has already been funded)
*
* @param _reserveToken address of the reserve token
* @param _reserveAmount amount of the reserve token
*
* @return the amount of pool tokens entitled
*/
function addLiquidityReturn(IERC20Token _reserveToken, uint256 _reserveAmount)
public
view
returns (uint256)
{
uint256 totalSupply = IDSToken(address(anchor)).totalSupply();
IBancorFormula formula = IBancorFormula(addressOf(BANCOR_FORMULA));
return formula.fundSupplyAmount(totalSupply, reserves[_reserveToken].balance, reserveRatio, _reserveAmount);
}
/**
* @dev returns the amount of each reserve token entitled for a given amount of pool tokens
*
* @param _amount amount of pool tokens
* @param _reserveTokens address of each reserve token
*
* @return the amount of each reserve token entitled for the given amount of pool tokens
*/
function removeLiquidityReturn(uint256 _amount, IERC20Token[] memory _reserveTokens)
public
view
returns (uint256[] memory)
{
uint256 totalSupply = IDSToken(address(anchor)).totalSupply();
IBancorFormula formula = IBancorFormula(addressOf(BANCOR_FORMULA));
return removeLiquidityReserveAmounts(_amount, _reserveTokens, totalSupply, formula);
}
/**
* @dev verifies that a given array of tokens is identical to the converter's array of reserve tokens
* we take this input in order to allow specifying the corresponding reserve amounts in any order
*
* @param _reserveTokens array of reserve tokens
* @param _reserveAmounts array of reserve amounts
* @param _amount token amount
*/
function verifyLiquidityInput(IERC20Token[] memory _reserveTokens, uint256[] memory _reserveAmounts, uint256 _amount)
private
view
{
uint256 i;
uint256 j;
uint256 length = reserveTokens.length;
require(length == _reserveTokens.length, "ERR_INVALID_RESERVE");
require(length == _reserveAmounts.length, "ERR_INVALID_AMOUNT");
for (i = 0; i < length; i++) {
// verify that every input reserve token is included in the reserve tokens
require(reserves[_reserveTokens[i]].isSet, "ERR_INVALID_RESERVE");
for (j = 0; j < length; j++) {
if (reserveTokens[i] == _reserveTokens[j])
break;
}
// verify that every reserve token is included in the input reserve tokens
require(j < length, "ERR_INVALID_RESERVE");
// verify that every input reserve token amount is larger than zero
require(_reserveAmounts[i] > 0, "ERR_INVALID_AMOUNT");
}
// verify that the input token amount is larger than zero
require(_amount > 0, "ERR_ZERO_AMOUNT");
}
/**
* @dev adds liquidity (reserve) to the pool
*
* @param _reserveTokens address of each reserve token
* @param _reserveAmounts amount of each reserve token
* @param _totalSupply token total supply
*
* @return amount of pool tokens issued
*/
function addLiquidityToPool(IERC20Token[] memory _reserveTokens, uint256[] memory _reserveAmounts, uint256 _totalSupply)
private
returns (uint256)
{
if (_totalSupply == 0)
return addLiquidityToEmptyPool(_reserveTokens, _reserveAmounts);
return addLiquidityToNonEmptyPool(_reserveTokens, _reserveAmounts, _totalSupply);
}
/**
* @dev adds liquidity (reserve) to the pool when it's empty
*
* @param _reserveTokens address of each reserve token
* @param _reserveAmounts amount of each reserve token
*
* @return amount of pool tokens issued
*/
function addLiquidityToEmptyPool(IERC20Token[] memory _reserveTokens, uint256[] memory _reserveAmounts)
private
returns (uint256)
{
// calculate the geometric-mean of the reserve amounts approved by the user
uint256 amount = Math.geometricMean(_reserveAmounts);
// transfer each one of the reserve amounts from the user to the pool
for (uint256 i = 0; i < _reserveTokens.length; i++) {
IERC20Token reserveToken = _reserveTokens[i];
uint256 reserveAmount = _reserveAmounts[i];
if (reserveToken != ETH_RESERVE_ADDRESS) // ETH has already been transferred as part of the transaction
safeTransferFrom(reserveToken, msg.sender, address(this), reserveAmount);
reserves[reserveToken].balance = reserveAmount;
emit LiquidityAdded(msg.sender, reserveToken, reserveAmount, reserveAmount, amount);
// dispatch the `TokenRateUpdate` event for the pool token
dispatchPoolTokenRateUpdateEvent(amount, reserveToken, reserveAmount, reserves[reserveToken].weight);
}
// return the amount of pool tokens issued
return amount;
}
/**
* @dev adds liquidity (reserve) to the pool when it's not empty
*
* @param _reserveTokens address of each reserve token
* @param _reserveAmounts amount of each reserve token
* @param _totalSupply token total supply
*
* @return amount of pool tokens issued
*/
function addLiquidityToNonEmptyPool(IERC20Token[] memory _reserveTokens, uint256[] memory _reserveAmounts, uint256 _totalSupply)
private
returns (uint256)
{
syncReserveBalances();
reserves[ETH_RESERVE_ADDRESS].balance = reserves[ETH_RESERVE_ADDRESS].balance.sub(msg.value);
IBancorFormula formula = IBancorFormula(addressOf(BANCOR_FORMULA));
uint256 amount = getMinShare(formula, _totalSupply, _reserveTokens, _reserveAmounts);
uint256 newPoolTokenSupply = _totalSupply.add(amount);
for (uint256 i = 0; i < _reserveTokens.length; i++) {
IERC20Token reserveToken = _reserveTokens[i];
uint256 rsvBalance = reserves[reserveToken].balance;
uint256 reserveAmount = formula.fundCost(_totalSupply, rsvBalance, reserveRatio, amount);
require(reserveAmount > 0, "ERR_ZERO_TARGET_AMOUNT");
assert(reserveAmount <= _reserveAmounts[i]);
// transfer each one of the reserve amounts from the user to the pool
if (reserveToken != ETH_RESERVE_ADDRESS) // ETH has already been transferred as part of the transaction
safeTransferFrom(reserveToken, msg.sender, address(this), reserveAmount);
else if (_reserveAmounts[i] > reserveAmount) // transfer the extra amount of ETH back to the user
msg.sender.transfer(_reserveAmounts[i] - reserveAmount);
uint256 newReserveBalance = rsvBalance.add(reserveAmount);
reserves[reserveToken].balance = newReserveBalance;
emit LiquidityAdded(msg.sender, reserveToken, reserveAmount, newReserveBalance, newPoolTokenSupply);
// dispatch the `TokenRateUpdate` event for the pool token
dispatchPoolTokenRateUpdateEvent(newPoolTokenSupply, reserveToken, newReserveBalance, reserves[reserveToken].weight);
}
// return the amount of pool tokens issued
return amount;
}
/**
* @dev returns the amount of each reserve token entitled for a given amount of pool tokens
*
* @param _amount amount of pool tokens
* @param _reserveTokens address of each reserve token
* @param _totalSupply token total supply
* @param _formula formula contract
*
* @return the amount of each reserve token entitled for the given amount of pool tokens
*/
function removeLiquidityReserveAmounts(uint256 _amount, IERC20Token[] memory _reserveTokens, uint256 _totalSupply, IBancorFormula _formula)
private
view
returns (uint256[] memory)
{
uint256[] memory reserveAmounts = new uint256[](_reserveTokens.length);
for (uint256 i = 0; i < reserveAmounts.length; i++)
reserveAmounts[i] = _formula.liquidateReserveAmount(_totalSupply, reserves[_reserveTokens[i]].balance, reserveRatio, _amount);
return reserveAmounts;
}
/**
* @dev removes liquidity (reserve) from the pool
*
* @param _reserveTokens address of each reserve token
* @param _reserveMinReturnAmounts minimum return-amount of each reserve token
* @param _totalSupply token total supply
* @param _amount token amount
*
* @return the amount of each reserve token granted for the given amount of pool tokens
*/
function removeLiquidityFromPool(IERC20Token[] memory _reserveTokens, uint256[] memory _reserveMinReturnAmounts, uint256 _totalSupply, uint256 _amount)
private
returns (uint256[] memory)
{
syncReserveBalances();
IBancorFormula formula = IBancorFormula(addressOf(BANCOR_FORMULA));
uint256 newPoolTokenSupply = _totalSupply.sub(_amount);
uint256[] memory reserveAmounts = removeLiquidityReserveAmounts(_amount, _reserveTokens, _totalSupply, formula);
for (uint256 i = 0; i < _reserveTokens.length; i++) {
IERC20Token reserveToken = _reserveTokens[i];
uint256 reserveAmount = reserveAmounts[i];
require(reserveAmount >= _reserveMinReturnAmounts[i], "ERR_ZERO_TARGET_AMOUNT");
uint256 newReserveBalance = reserves[reserveToken].balance.sub(reserveAmount);
reserves[reserveToken].balance = newReserveBalance;
// transfer each one of the reserve amounts from the pool to the user
if (reserveToken == ETH_RESERVE_ADDRESS)
msg.sender.transfer(reserveAmount);
else
safeTransfer(reserveToken, msg.sender, reserveAmount);
emit LiquidityRemoved(msg.sender, reserveToken, reserveAmount, newReserveBalance, newPoolTokenSupply);
// dispatch the `TokenRateUpdate` event for the pool token
dispatchPoolTokenRateUpdateEvent(newPoolTokenSupply, reserveToken, newReserveBalance, reserves[reserveToken].weight);
}
// return the amount of each reserve token granted for the given amount of pool tokens
return reserveAmounts;
}
function getMinShare(IBancorFormula formula, uint256 _totalSupply, IERC20Token[] memory _reserveTokens, uint256[] memory _reserveAmounts) private view returns (uint256) {
uint256 minIndex = 0;
for (uint256 i = 1; i < _reserveTokens.length; i++) {
if (_reserveAmounts[i].mul(reserves[_reserveTokens[minIndex]].balance) < _reserveAmounts[minIndex].mul(reserves[_reserveTokens[i]].balance))
minIndex = i;
}
return formula.fundSupplyAmount(_totalSupply, reserves[_reserveTokens[minIndex]].balance, reserveRatio, _reserveAmounts[minIndex]);
}
/**
* @dev dispatches token rate update events for the reserve tokens and the pool token
*
* @param _sourceToken address of the source reserve token
* @param _targetToken address of the target reserve token
*/
function dispatchTokenRateUpdateEvents(IERC20Token _sourceToken, IERC20Token _targetToken) private {
uint256 poolTokenSupply = IDSToken(address(anchor)).totalSupply();
uint256 sourceReserveBalance = reserveBalance(_sourceToken);
uint256 targetReserveBalance = reserveBalance(_targetToken);
uint32 sourceReserveWeight = reserves[_sourceToken].weight;
uint32 targetReserveWeight = reserves[_targetToken].weight;
// dispatch token rate update event for the reserve tokens
uint256 rateN = targetReserveBalance.mul(sourceReserveWeight);
uint256 rateD = sourceReserveBalance.mul(targetReserveWeight);
emit TokenRateUpdate(_sourceToken, _targetToken, rateN, rateD);
// dispatch token rate update events for the pool token
dispatchPoolTokenRateUpdateEvent(poolTokenSupply, _sourceToken, sourceReserveBalance, sourceReserveWeight);
dispatchPoolTokenRateUpdateEvent(poolTokenSupply, _targetToken, targetReserveBalance, targetReserveWeight);
// dispatch price data update events (deprecated events)
emit PriceDataUpdate(_sourceToken, poolTokenSupply, sourceReserveBalance, sourceReserveWeight);
emit PriceDataUpdate(_targetToken, poolTokenSupply, targetReserveBalance, targetReserveWeight);
}
/**
* @dev dispatches token rate update event for the pool token
*
* @param _poolTokenSupply total pool token supply
* @param _reserveToken address of the reserve token
* @param _reserveBalance reserve balance
* @param _reserveWeight reserve weight
*/
function dispatchPoolTokenRateUpdateEvent(uint256 _poolTokenSupply, IERC20Token _reserveToken, uint256 _reserveBalance, uint32 _reserveWeight) private {
emit TokenRateUpdate(IDSToken(address(anchor)), _reserveToken, _reserveBalance.mul(PPM_RESOLUTION), _poolTokenSupply.mul(_reserveWeight));
}
/**
* @dev returns the current time
* utility to allow overrides for tests
*/
function time() internal view virtual returns (uint256) {
return now;
}
}