Contract Source Code:
// SPDX-License-Identifier: BSD-4-Clause
/*
* ABDK Math 64.64 Smart Contract Library. Copyright © 2019 by ABDK Consulting.
* Author: Mikhail Vladimirov <[email protected]>
*/
pragma solidity ^0.7.0;
/**
* 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)));
}
/**
* 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));
}
/**
* 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) << uint256 (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 >>= uint256 (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 >>= uint256 (xe);
else x <<= uint256 (-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 <<= uint256 (re);
else if (re < 0) result >>= uint256 (-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) private pure returns (uint128) {
if (x == 0) return 0;
else {
uint256 xx = x;
uint256 r = 1;
if (xx >= 0x100000000000000000000000000000000) { xx >>= 128; r <<= 64; }
if (xx >= 0x10000000000000000) { xx >>= 64; r <<= 32; }
if (xx >= 0x100000000) { xx >>= 32; r <<= 16; }
if (xx >= 0x10000) { xx >>= 16; r <<= 8; }
if (xx >= 0x100) { xx >>= 8; r <<= 4; }
if (xx >= 0x10) { xx >>= 4; r <<= 2; }
if (xx >= 0x8) { r <<= 1; }
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1; // Seven iterations should be enough
uint256 r1 = x / r;
return uint128 (r < r1 ? r : r1);
}
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.2 <0.8.0;
/**
* @dev Collection of functions related to the address type
*/
library Address {
/**
* @dev Returns true if `account` is a contract.
*
* [IMPORTANT]
* ====
* It is unsafe to assume that an address for which this function returns
* false is an externally-owned account (EOA) and not a contract.
*
* Among others, `isContract` will return false for the following
* types of addresses:
*
* - an externally-owned account
* - a contract in construction
* - an address where a contract will be created
* - an address where a contract lived, but was destroyed
* ====
*/
function isContract(address account) internal view returns (bool) {
// This method relies on extcodesize, which returns 0 for contracts in
// construction, since the code is only stored at the end of the
// constructor execution.
uint256 size;
// solhint-disable-next-line no-inline-assembly
assembly { size := extcodesize(account) }
return size > 0;
}
/**
* @dev Replacement for Solidity's `transfer`: sends `amount` wei to
* `recipient`, forwarding all available gas and reverting on errors.
*
* https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost
* of certain opcodes, possibly making contracts go over the 2300 gas limit
* imposed by `transfer`, making them unable to receive funds via
* `transfer`. {sendValue} removes this limitation.
*
* https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more].
*
* IMPORTANT: because control is transferred to `recipient`, care must be
* taken to not create reentrancy vulnerabilities. Consider using
* {ReentrancyGuard} or the
* https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern].
*/
function sendValue(address payable recipient, uint256 amount) internal {
require(address(this).balance >= amount, "Address: insufficient balance");
// solhint-disable-next-line avoid-low-level-calls, avoid-call-value
(bool success, ) = recipient.call{ value: amount }("");
require(success, "Address: unable to send value, recipient may have reverted");
}
/**
* @dev Performs a Solidity function call using a low level `call`. A
* plain`call` is an unsafe replacement for a function call: use this
* function instead.
*
* If `target` reverts with a revert reason, it is bubbled up by this
* function (like regular Solidity function calls).
*
* Returns the raw returned data. To convert to the expected return value,
* use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`].
*
* Requirements:
*
* - `target` must be a contract.
* - calling `target` with `data` must not revert.
*
* _Available since v3.1._
*/
function functionCall(address target, bytes memory data) internal returns (bytes memory) {
return functionCall(target, data, "Address: low-level call failed");
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], but with
* `errorMessage` as a fallback revert reason when `target` reverts.
*
* _Available since v3.1._
*/
function functionCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) {
return functionCallWithValue(target, data, 0, errorMessage);
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
* but also transferring `value` wei to `target`.
*
* Requirements:
*
* - the calling contract must have an ETH balance of at least `value`.
* - the called Solidity function must be `payable`.
*
* _Available since v3.1._
*/
function functionCallWithValue(address target, bytes memory data, uint256 value) internal returns (bytes memory) {
return functionCallWithValue(target, data, value, "Address: low-level call with value failed");
}
/**
* @dev Same as {xref-Address-functionCallWithValue-address-bytes-uint256-}[`functionCallWithValue`], but
* with `errorMessage` as a fallback revert reason when `target` reverts.
*
* _Available since v3.1._
*/
function functionCallWithValue(address target, bytes memory data, uint256 value, string memory errorMessage) internal returns (bytes memory) {
require(address(this).balance >= value, "Address: insufficient balance for call");
require(isContract(target), "Address: call to non-contract");
// solhint-disable-next-line avoid-low-level-calls
(bool success, bytes memory returndata) = target.call{ value: value }(data);
return _verifyCallResult(success, returndata, errorMessage);
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
* but performing a static call.
*
* _Available since v3.3._
*/
function functionStaticCall(address target, bytes memory data) internal view returns (bytes memory) {
return functionStaticCall(target, data, "Address: low-level static call failed");
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`],
* but performing a static call.
*
* _Available since v3.3._
*/
function functionStaticCall(address target, bytes memory data, string memory errorMessage) internal view returns (bytes memory) {
require(isContract(target), "Address: static call to non-contract");
// solhint-disable-next-line avoid-low-level-calls
(bool success, bytes memory returndata) = target.staticcall(data);
return _verifyCallResult(success, returndata, errorMessage);
}
function _verifyCallResult(bool success, bytes memory returndata, string memory errorMessage) private pure returns(bytes memory) {
if (success) {
return returndata;
} else {
// Look for revert reason and bubble it up if present
if (returndata.length > 0) {
// The easiest way to bubble the revert reason is using memory via assembly
// solhint-disable-next-line no-inline-assembly
assembly {
let returndata_size := mload(returndata)
revert(add(32, returndata), returndata_size)
}
} else {
revert(errorMessage);
}
}
}
}
// SPDX-License-Identifier: MIT
// 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 ^0.7.3;
import "./Address.sol";
import "./IAssimilator.sol";
import "./ABDKMath64x64.sol";
library Assimilators {
using ABDKMath64x64 for int128;
using Address for address;
IAssimilator public constant iAsmltr = IAssimilator(address(0));
function delegate(address _callee, bytes memory _data) internal returns (bytes memory) {
require(_callee.isContract(), "Assimilators/callee-is-not-a-contract");
// solhint-disable-next-line
(bool _success, bytes memory returnData_) = _callee.delegatecall(_data);
// solhint-disable-next-line
assembly {
if eq(_success, 0) {
revert(add(returnData_, 0x20), returndatasize())
}
}
return returnData_;
}
function getRate(address _assim) internal view returns (uint256 amount_) {
amount_ = IAssimilator(_assim).getRate();
}
function viewRawAmount(address _assim, int128 _amt) internal view returns (uint256 amount_) {
amount_ = IAssimilator(_assim).viewRawAmount(_amt);
}
function viewRawAmountLPRatio(
address _assim,
uint256 _baseWeight,
uint256 _quoteWeight,
int128 _amount
) internal view returns (uint256 amount_) {
amount_ = IAssimilator(_assim).viewRawAmountLPRatio(_baseWeight, _quoteWeight, address(this), _amount);
}
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 viewNumeraireBalanceLPRatio(
uint256 _baseWeight,
uint256 _quoteWeight,
address _assim
) internal view returns (int128 bal_) {
bal_ = IAssimilator(_assim).viewNumeraireBalanceLPRatio(_baseWeight, _quoteWeight, 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 intakeNumeraireLPRatio(
address _assim,
uint256 _baseWeight,
uint256 _quoteWeight,
int128 _amount
) internal returns (uint256 amt_) {
bytes memory data =
abi.encodeWithSelector(
iAsmltr.intakeNumeraireLPRatio.selector,
_baseWeight,
_quoteWeight,
address(this),
_amount
);
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));
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
/*
* @dev Provides information about the current execution context, including the
* sender of the transaction and its data. While these are generally available
* via msg.sender and msg.data, they should not be accessed in such a direct
* manner, since when dealing with GSN meta-transactions the account sending and
* paying for execution may not be the actual sender (as far as an application
* is concerned).
*
* This contract is only required for intermediate, library-like contracts.
*/
abstract contract Context {
function _msgSender() internal view virtual returns (address payable) {
return msg.sender;
}
function _msgData() internal view virtual returns (bytes memory) {
this; // silence state mutability warning without generating bytecode - see https://github.com/ethereum/solidity/issues/2691
return msg.data;
}
}
// SPDX-License-Identifier: MIT
// 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 ^0.7.3;
import "./ABDKMath64x64.sol";
import "./Orchestrator.sol";
import "./ProportionalLiquidity.sol";
import "./Swaps.sol";
import "./ViewLiquidity.sol";
import "./Storage.sol";
import "./MerkleProver.sol";
import "./IFreeFromUpTo.sol";
library Curves {
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(
uint256 x,
uint256 y,
string memory errorMessage
) private pure returns (uint256 z) {
require((z = x + y) >= x, errorMessage);
}
function sub(
uint256 x,
uint256 y,
string memory errorMessage
) private pure returns (uint256 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(
Storage.Curve storage curve,
address recipient,
uint256 amount
) external returns (bool) {
_transfer(curve, msg.sender, recipient, amount);
return true;
}
/**
* @dev See {IERC20-approve}.
*
* Requirements:
*
* - `spender` cannot be the zero address.
*/
function approve(
Storage.Curve storage curve,
address spender,
uint256 amount
) external returns (bool) {
_approve(curve, 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(
Storage.Curve storage curve,
address sender,
address recipient,
uint256 amount
) external returns (bool) {
_transfer(curve, sender, recipient, amount);
_approve(
curve,
sender,
msg.sender,
sub(curve.allowances[sender][msg.sender], amount, "Curve/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(
Storage.Curve storage curve,
address spender,
uint256 addedValue
) external returns (bool) {
_approve(
curve,
msg.sender,
spender,
add(curve.allowances[msg.sender][spender], addedValue, "Curve/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(
Storage.Curve storage curve,
address spender,
uint256 subtractedValue
) external returns (bool) {
_approve(
curve,
msg.sender,
spender,
sub(curve.allowances[msg.sender][spender], subtractedValue, "Curve/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(
Storage.Curve storage curve,
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");
curve.balances[sender] = sub(curve.balances[sender], amount, "Curve/insufficient-balance");
curve.balances[recipient] = add(curve.balances[recipient], amount, "Curve/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(
Storage.Curve storage curve,
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");
curve.allowances[_owner][spender] = amount;
emit Approval(_owner, spender, amount);
}
}
contract Curve is Storage, MerkleProver {
using SafeMath for uint256;
event Approval(address indexed _owner, address indexed spender, uint256 value);
event ParametersSet(uint256 alpha, uint256 beta, uint256 delta, uint256 epsilon, uint256 lambda);
event AssetIncluded(address indexed numeraire, address indexed reserve, uint256 weight);
event AssimilatorIncluded(
address indexed derivative,
address indexed numeraire,
address indexed reserve,
address assimilator
);
event PartitionRedeemed(address indexed token, address indexed redeemer, uint256 value);
event OwnershipTransfered(address indexed previousOwner, address indexed newOwner);
event FrozenSet(bool isFrozen);
event EmergencyAlarm(bool isEmergency);
event WhitelistingStopped();
event Trade(
address indexed trader,
address indexed origin,
address indexed target,
uint256 originAmount,
uint256 targetAmount
);
event Transfer(address indexed from, address indexed to, uint256 value);
modifier onlyOwner() {
require(msg.sender == owner, "Curve/caller-is-not-owner");
_;
}
modifier nonReentrant() {
require(notEntered, "Curve/re-entered");
notEntered = false;
_;
notEntered = true;
}
modifier transactable() {
require(!frozen, "Curve/frozen-only-allowing-proportional-withdraw");
_;
}
modifier isEmergency() {
require(emergency, "Curve/emergency-only-allowing-emergency-proportional-withdraw");
_;
}
modifier deadline(uint256 _deadline) {
require(block.timestamp < _deadline, "Curve/tx-deadline-passed");
_;
}
modifier inWhitelistingStage() {
require(whitelistingStage, "Curve/whitelist-stage-on-going");
_;
}
modifier notInWhitelistingStage() {
require(!whitelistingStage, "Curve/whitelist-stage-stopped");
_;
}
constructor(
string memory _name,
string memory _symbol,
address[] memory _assets,
uint256[] memory _assetWeights
) {
owner = msg.sender;
name = _name;
symbol = _symbol;
emit OwnershipTransfered(address(0), msg.sender);
Orchestrator.initialize(curve, numeraires, reserves, derivatives, _assets, _assetWeights);
}
/// @notice sets the parameters for the pool
/// @param _alpha the value for alpha (halt threshold) must be less than or equal to 1 and greater than 0
/// @param _beta the value for beta must be less than alpha and greater than 0
/// @param _feeAtHalt the maximum value for the fee at the halt point
/// @param _epsilon the base fee for the pool
/// @param _lambda the value for lambda must be less than or equal to 1 and greater than zero
function setParams(
uint256 _alpha,
uint256 _beta,
uint256 _feeAtHalt,
uint256 _epsilon,
uint256 _lambda
) external onlyOwner {
Orchestrator.setParams(curve, _alpha, _beta, _feeAtHalt, _epsilon, _lambda);
}
/// @notice excludes an assimilator from the curve
/// @param _derivative the address of the assimilator to exclude
function excludeDerivative(address _derivative) external onlyOwner {
for (uint256 i = 0; i < numeraires.length; i++) {
if (_derivative == numeraires[i]) revert("Curve/cannot-delete-numeraire");
if (_derivative == reserves[i]) revert("Curve/cannot-delete-reserve");
}
delete curve.assimilators[_derivative];
}
/// @notice view the current parameters of the curve
/// @return alpha_ the current alpha value
/// beta_ the current beta value
/// delta_ the current delta value
/// epsilon_ the current epsilon value
/// lambda_ the current lambda value
/// omega_ the current omega value
function viewCurve()
external
view
returns (
uint256 alpha_,
uint256 beta_,
uint256 delta_,
uint256 epsilon_,
uint256 lambda_
)
{
return Orchestrator.viewCurve(curve);
}
function turnOffWhitelisting() external onlyOwner {
emit WhitelistingStopped();
whitelistingStage = false;
}
function setEmergency(bool _emergency) external onlyOwner {
emit EmergencyAlarm(_emergency);
emergency = _emergency;
}
function setFrozen(bool _toFreezeOrNotToFreeze) external onlyOwner {
emit FrozenSet(_toFreezeOrNotToFreeze);
frozen = _toFreezeOrNotToFreeze;
}
function transferOwnership(address _newOwner) external onlyOwner {
require(_newOwner != address(0), "Curve/new-owner-cannot-be-zeroth-address");
emit OwnershipTransfered(owner, _newOwner);
owner = _newOwner;
}
/// @notice swap a dynamic origin amount for a fixed target amount
/// @param _origin the address of the origin
/// @param _target the address of the target
/// @param _originAmount the origin amount
/// @param _minTargetAmount the minimum target amount
/// @param _deadline deadline in block number after which the trade will not execute
/// @return targetAmount_ the amount of target that has been swapped for the origin amount
function originSwap(
address _origin,
address _target,
uint256 _originAmount,
uint256 _minTargetAmount,
uint256 _deadline
) external deadline(_deadline) transactable nonReentrant returns (uint256 targetAmount_) {
targetAmount_ = Swaps.originSwap(curve, _origin, _target, _originAmount, msg.sender);
require(targetAmount_ >= _minTargetAmount, "Curve/below-min-target-amount");
}
/// @notice view how much target amount a fixed origin amount will swap for
/// @param _origin the address of the origin
/// @param _target the address of the target
/// @param _originAmount the origin amount
/// @return targetAmount_ the target amount that would have been swapped for the origin amount
function viewOriginSwap(
address _origin,
address _target,
uint256 _originAmount
) external view transactable returns (uint256 targetAmount_) {
targetAmount_ = Swaps.viewOriginSwap(curve, _origin, _target, _originAmount);
}
/// @notice swap a dynamic origin amount for a fixed target amount
/// @param _origin the address of the origin
/// @param _target the address of the target
/// @param _maxOriginAmount the maximum origin amount
/// @param _targetAmount the target amount
/// @param _deadline deadline in block number after which the trade will not execute
/// @return originAmount_ the amount of origin that has been swapped for the target
function targetSwap(
address _origin,
address _target,
uint256 _maxOriginAmount,
uint256 _targetAmount,
uint256 _deadline
) external deadline(_deadline) transactable nonReentrant returns (uint256 originAmount_) {
originAmount_ = Swaps.targetSwap(curve, _origin, _target, _targetAmount, msg.sender);
require(originAmount_ <= _maxOriginAmount, "Curve/above-max-origin-amount");
}
/// @notice view how much of the origin currency the target currency will take
/// @param _origin the address of the origin
/// @param _target the address of the target
/// @param _targetAmount the target amount
/// @return originAmount_ the amount of target that has been swapped for the origin
function viewTargetSwap(
address _origin,
address _target,
uint256 _targetAmount
) external view transactable returns (uint256 originAmount_) {
originAmount_ = Swaps.viewTargetSwap(curve, _origin, _target, _targetAmount);
}
/// @notice deposit into the pool with no slippage from the numeraire assets the pool supports
/// @param index Index corresponding to the merkleProof
/// @param account Address coorresponding to the merkleProof
/// @param amount Amount coorresponding to the merkleProof, should always be 1
/// @param merkleProof Merkle proof
/// @param _deposit the full amount you want to deposit into the pool which will be divided up evenly amongst
/// the numeraire assets of the pool
/// @return (the amount of curves you receive in return for your deposit,
/// the amount deposited for each numeraire)
function depositWithWhitelist(
uint256 index,
address account,
uint256 amount,
bytes32[] calldata merkleProof,
uint256 _deposit,
uint256 _deadline
) external deadline(_deadline) transactable nonReentrant inWhitelistingStage returns (uint256, uint256[] memory) {
require(isWhitelisted(index, account, amount, merkleProof), "Curve/not-whitelisted");
require(msg.sender == account, "Curve/not-approved-user");
(uint256 curvesMinted_, uint256[] memory deposits_) =
ProportionalLiquidity.proportionalDeposit(curve, _deposit);
whitelistedDeposited[msg.sender] = whitelistedDeposited[msg.sender].add(curvesMinted_);
// 10k max deposit
if (whitelistedDeposited[msg.sender] > 10000e18) {
revert("Curve/exceed-whitelist-maximum-deposit");
}
return (curvesMinted_, deposits_);
}
/// @notice deposit into the pool with no slippage from the numeraire assets the pool supports
/// @param _deposit the full amount you want to deposit into the pool which will be divided up evenly amongst
/// the numeraire assets of the pool
/// @return (the amount of curves you receive in return for your deposit,
/// the amount deposited for each numeraire)
function deposit(uint256 _deposit, uint256 _deadline)
external
deadline(_deadline)
transactable
nonReentrant
notInWhitelistingStage
returns (uint256, uint256[] memory)
{
// (curvesMinted_, deposits_)
return ProportionalLiquidity.proportionalDeposit(curve, _deposit);
}
/// @notice view deposits and curves minted a given deposit would return
/// @param _deposit the full amount of stablecoins you want to deposit. Divided evenly according to the
/// prevailing proportions of the numeraire assets of the pool
/// @return (the amount of curves you receive in return for your deposit,
/// the amount deposited for each numeraire)
function viewDeposit(uint256 _deposit) external view transactable returns (uint256, uint256[] memory) {
// curvesToMint_, depositsToMake_
return ProportionalLiquidity.viewProportionalDeposit(curve, _deposit);
}
/// @notice Emergency withdraw tokens in the event that the oracle somehow bugs out
/// and no one is able to withdraw due to the invariant check
/// @param _curvesToBurn the full amount you want to withdraw from the pool which will be withdrawn from evenly amongst the
/// numeraire assets of the pool
/// @return withdrawals_ the amonts of numeraire assets withdrawn from the pool
function emergencyWithdraw(uint256 _curvesToBurn, uint256 _deadline)
external
isEmergency
deadline(_deadline)
nonReentrant
returns (uint256[] memory withdrawals_)
{
return ProportionalLiquidity.emergencyProportionalWithdraw(curve, _curvesToBurn);
}
/// @notice withdrawas amount of curve tokens from the the pool equally from the numeraire assets of the pool with no slippage
/// @param _curvesToBurn the full amount you want to withdraw from the pool which will be withdrawn from evenly amongst the
/// numeraire assets of the pool
/// @return withdrawals_ the amonts of numeraire assets withdrawn from the pool
function withdraw(uint256 _curvesToBurn, uint256 _deadline)
external
deadline(_deadline)
nonReentrant
returns (uint256[] memory withdrawals_)
{
if (whitelistingStage) {
whitelistedDeposited[msg.sender] = whitelistedDeposited[msg.sender].sub(_curvesToBurn);
}
return ProportionalLiquidity.proportionalWithdraw(curve, _curvesToBurn);
}
/// @notice views the withdrawal information from the pool
/// @param _curvesToBurn the full amount you want to withdraw from the pool which will be withdrawn from evenly amongst the
/// numeraire assets of the pool
/// @return the amonnts of numeraire assets withdrawn from the pool
function viewWithdraw(uint256 _curvesToBurn) external view transactable returns (uint256[] memory) {
return ProportionalLiquidity.viewProportionalWithdraw(curve, _curvesToBurn);
}
function supportsInterface(bytes4 _interface) public pure returns (bool supports_) {
supports_ =
this.supportsInterface.selector == _interface || // erc165
bytes4(0x7f5828d0) == _interface || // eip173
bytes4(0x36372b07) == _interface; // erc20
}
/// @notice transfers curve tokens
/// @param _recipient the address of where to send the curve tokens
/// @param _amount the amount of curve tokens to send
/// @return success_ the success bool of the call
function transfer(address _recipient, uint256 _amount) public nonReentrant returns (bool success_) {
success_ = Curves.transfer(curve, _recipient, _amount);
}
/// @notice transfers curve tokens from one address to another address
/// @param _sender the account from which the curve tokens will be sent
/// @param _recipient the account to which the curve tokens will be sent
/// @param _amount the amount of curve tokens to transfer
/// @return success_ the success bool of the call
function transferFrom(
address _sender,
address _recipient,
uint256 _amount
) public nonReentrant returns (bool success_) {
success_ = Curves.transferFrom(curve, _sender, _recipient, _amount);
}
/// @notice approves a user to spend curve tokens on their behalf
/// @param _spender the account to allow to spend from msg.sender
/// @param _amount the amount to specify the spender can spend
/// @return success_ the success bool of this call
function approve(address _spender, uint256 _amount) public nonReentrant returns (bool success_) {
success_ = Curves.approve(curve, _spender, _amount);
}
/// @notice view the curve token balance of a given account
/// @param _account the account to view the balance of
/// @return balance_ the curve token ballance of the given account
function balanceOf(address _account) public view returns (uint256 balance_) {
balance_ = curve.balances[_account];
}
/// @notice views the total curve supply of the pool
/// @return totalSupply_ the total supply of curve tokens
function totalSupply() public view returns (uint256 totalSupply_) {
totalSupply_ = curve.totalSupply;
}
/// @notice views the total allowance one address has to spend from another address
/// @param _owner the address of the owner
/// @param _spender the address of the spender
/// @return allowance_ the amount the owner has allotted the spender
function allowance(address _owner, address _spender) public view returns (uint256 allowance_) {
allowance_ = curve.allowances[_owner][_spender];
}
/// @notice views the total amount of liquidity in the curve in numeraire value and format - 18 decimals
/// @return total_ the total value in the curve
/// @return individual_ the individual values in the curve
function liquidity() public view returns (uint256 total_, uint256[] memory individual_) {
return ViewLiquidity.viewLiquidity(curve);
}
/// @notice view the assimilator address for a derivative
/// @return assimilator_ the assimilator address
function assimilator(address _derivative) public view returns (address assimilator_) {
assimilator_ = curve.assimilators[_derivative].addr;
}
}
// SPDX-License-Identifier: MIT
// 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 disstributed 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 ^0.7.3;
// Finds new Curves! logs their addresses and provides `isCurve(address) -> (bool)`
import "./Curve.sol";
import "./IFreeFromUpTo.sol";
import "./Ownable.sol";
contract CurveFactory is Ownable {
event NewCurve(address indexed caller, bytes32 indexed id, address indexed curve);
mapping(bytes32 => address) public curves;
function getCurve(address _baseCurrency, address _quoteCurrency) external view returns (address) {
bytes32 curveId = keccak256(abi.encode(_baseCurrency, _quoteCurrency));
return (curves[curveId]);
}
function newCurve(
string memory _name,
string memory _symbol,
address _baseCurrency,
address _quoteCurrency,
uint256 _baseWeight,
uint256 _quoteWeight,
address _baseAssimilator,
address _quoteAssimilator
) public onlyOwner returns (Curve) {
bytes32 curveId = keccak256(abi.encode(_baseCurrency, _quoteCurrency));
if (curves[curveId] != address(0)) revert("CurveFactory/currency-pair-already-exists");
address[] memory _assets = new address[](10);
uint256[] memory _assetWeights = new uint256[](2);
// Base Currency
_assets[0] = _baseCurrency;
_assets[1] = _baseAssimilator;
_assets[2] = _baseCurrency;
_assets[3] = _baseAssimilator;
_assets[4] = _baseCurrency;
// Quote Currency (typically USDC)
_assets[5] = _quoteCurrency;
_assets[6] = _quoteAssimilator;
_assets[7] = _quoteCurrency;
_assets[8] = _quoteAssimilator;
_assets[9] = _quoteCurrency;
// Weights
_assetWeights[0] = _baseWeight;
_assetWeights[1] = _quoteWeight;
// New curve
Curve curve = new Curve(_name, _symbol, _assets, _assetWeights);
curve.transferOwnership(msg.sender);
curves[curveId] = address(curve);
emit NewCurve(msg.sender, curveId, address(curve));
return curve;
}
}
// SPDX-License-Identifier: MIT
// 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 ^0.7.3;
import "./Storage.sol";
import "./UnsafeMath64x64.sol";
import "./ABDKMath64x64.sol";
library CurveMath {
int128 private constant ONE = 0x10000000000000000;
int128 private constant MAX = 0x4000000000000000; // .25 in layman's terms
int128 private constant MAX_DIFF = -0x10C6F7A0B5EE;
int128 private constant ONE_WEI = 0x12;
using ABDKMath64x64 for int128;
using UnsafeMath64x64 for int128;
using ABDKMath64x64 for uint256;
// This is used to prevent stack too deep errors
function calculateFee(
int128 _gLiq,
int128[] memory _bals,
Storage.Curve storage curve,
int128[] memory _weights
) internal view returns (int128 psi_) {
int128 _beta = curve.beta;
int128 _delta = curve.delta;
psi_ = calculateFee(_gLiq, _bals, _beta, _delta, _weights);
}
function calculateFee(
int128 _gLiq,
int128[] memory _bals,
int128 _beta,
int128 _delta,
int128[] memory _weights
) internal pure returns (int128 psi_) {
uint256 _length = _bals.length;
for (uint256 i = 0; i < _length; i++) {
int128 _ideal = _gLiq.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.mul(ONE - _beta);
if (_bal < _threshold) {
int128 _feeMargin = _threshold - _bal;
fee_ = _feeMargin.div(_ideal);
fee_ = fee_.mul(_delta);
if (fee_ > MAX) fee_ = MAX;
fee_ = fee_.mul(_feeMargin);
} else fee_ = 0;
} else {
int128 _threshold = _ideal.mul(ONE + _beta);
if (_bal > _threshold) {
int128 _feeMargin = _bal - _threshold;
fee_ = _feeMargin.div(_ideal);
fee_ = fee_.mul(_delta);
if (fee_ > MAX) fee_ = MAX;
fee_ = fee_.mul(_feeMargin);
} else fee_ = 0;
}
}
function calculateTrade(
Storage.Curve storage curve,
int128 _oGLiq,
int128 _nGLiq,
int128[] memory _oBals,
int128[] memory _nBals,
int128 _inputAmt,
uint256 _outputIndex
) internal view returns (int128 outputAmt_) {
outputAmt_ = -_inputAmt;
int128 _lambda = curve.lambda;
int128[] memory _weights = curve.weights;
int128 _omega = calculateFee(_oGLiq, _oBals, curve, _weights);
int128 _psi;
for (uint256 i = 0; i < 32; i++) {
_psi = calculateFee(_nGLiq, _nBals, curve, _weights);
int128 prevAmount;
{
prevAmount = outputAmt_;
outputAmt_ = _omega < _psi ? -(_inputAmt + _omega - _psi) : -(_inputAmt + _lambda.mul(_omega - _psi));
}
if (outputAmt_ / 1e13 == prevAmount / 1e13) {
_nGLiq = _oGLiq + _inputAmt + outputAmt_;
_nBals[_outputIndex] = _oBals[_outputIndex] + outputAmt_;
enforceHalts(curve, _oGLiq, _nGLiq, _oBals, _nBals, _weights);
enforceSwapInvariant(_oGLiq, _omega, _nGLiq, _psi);
return outputAmt_;
} else {
_nGLiq = _oGLiq + _inputAmt + outputAmt_;
_nBals[_outputIndex] = _oBals[_outputIndex].add(outputAmt_);
}
}
revert("Curve/swap-convergence-failed");
}
function calculateLiquidityMembrane(
Storage.Curve storage curve,
int128 _oGLiq,
int128 _nGLiq,
int128[] memory _oBals,
int128[] memory _nBals
) internal view returns (int128 curves_) {
enforceHalts(curve, _oGLiq, _nGLiq, _oBals, _nBals, curve.weights);
int128 _omega;
int128 _psi;
{
int128 _beta = curve.beta;
int128 _delta = curve.delta;
int128[] memory _weights = curve.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 = curve.totalSupply.divu(1e18);
int128 _curveMultiplier;
if (_totalShells == 0) {
curves_ = _nGLiq.sub(_psi);
} else if (_feeDiff >= 0) {
_curveMultiplier = _liqDiff.sub(_feeDiff).div(_oUtil);
} else {
_curveMultiplier = _liqDiff.sub(curve.lambda.mul(_feeDiff));
_curveMultiplier = _curveMultiplier.div(_oUtil);
}
if (_totalShells != 0) {
curves_ = _totalShells.mul(_curveMultiplier);
enforceLiquidityInvariant(_totalShells, curves_, _oGLiq, _nGLiq, _omega, _psi);
}
}
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, "Curve/swap-invariant-violation");
}
function enforceLiquidityInvariant(
int128 _totalShells,
int128 _newShells,
int128 _oGLiq,
int128 _nGLiq,
int128 _omega,
int128 _psi
) internal pure {
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, "Curve/liquidity-invariant-violation");
}
function enforceHalts(
Storage.Curve storage curve,
int128 _oGLiq,
int128 _nGLiq,
int128[] memory _oBals,
int128[] memory _nBals,
int128[] memory _weights
) private view {
uint256 _length = _nBals.length;
int128 _alpha = curve.alpha;
for (uint256 i = 0; i < _length; i++) {
int128 _nIdeal = _nGLiq.mul(_weights[i]);
if (_nBals[i] > _nIdeal) {
int128 _upperAlpha = ONE + _alpha;
int128 _nHalt = _nIdeal.mul(_upperAlpha);
if (_nBals[i] > _nHalt) {
int128 _oHalt = _oGLiq.mul(_weights[i]).mul(_upperAlpha);
if (_oBals[i] < _oHalt) revert("Curve/upper-halt");
if (_nBals[i] - _nHalt > _oBals[i] - _oHalt) revert("Curve/upper-halt");
}
} else {
int128 _lowerAlpha = ONE - _alpha;
int128 _nHalt = _nIdeal.mul(_lowerAlpha);
if (_nBals[i] < _nHalt) {
int128 _oHalt = _oGLiq.mul(_weights[i]);
_oHalt = _oHalt.mul(_lowerAlpha);
if (_oBals[i] > _oHalt) revert("Curve/lower-halt");
if (_nHalt - _nBals[i] > _oHalt - _oBals[i]) revert("Curve/lower-halt");
}
}
}
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
import "./Context.sol";
import "./IERC20.sol";
import "./SafeMath.sol";
/**
* @dev Implementation of the {IERC20} interface.
*
* This implementation is agnostic to the way tokens are created. This means
* that a supply mechanism has to be added in a derived contract using {_mint}.
* For a generic mechanism see {ERC20PresetMinterPauser}.
*
* TIP: For a detailed writeup see our guide
* https://forum.zeppelin.solutions/t/how-to-implement-erc20-supply-mechanisms/226[How
* to implement supply mechanisms].
*
* We have followed general OpenZeppelin guidelines: functions revert instead
* of returning `false` on failure. This behavior is nonetheless conventional
* and does not conflict with the expectations of ERC20 applications.
*
* Additionally, an {Approval} event is emitted on calls to {transferFrom}.
* This allows applications to reconstruct the allowance for all accounts just
* by listening to said events. Other implementations of the EIP may not emit
* these events, as it isn't required by the specification.
*
* Finally, the non-standard {decreaseAllowance} and {increaseAllowance}
* functions have been added to mitigate the well-known issues around setting
* allowances. See {IERC20-approve}.
*/
contract ERC20 is Context, IERC20 {
using SafeMath for uint256;
mapping (address => uint256) private _balances;
mapping (address => mapping (address => uint256)) private _allowances;
uint256 private _totalSupply;
string private _name;
string private _symbol;
uint8 private _decimals;
/**
* @dev Sets the values for {name} and {symbol}, initializes {decimals} with
* a default value of 18.
*
* To select a different value for {decimals}, use {_setupDecimals}.
*
* All three of these values are immutable: they can only be set once during
* construction.
*/
constructor (string memory name_, string memory symbol_) public {
_name = name_;
_symbol = symbol_;
_decimals = 18;
}
/**
* @dev Returns the name of the token.
*/
function name() public view returns (string memory) {
return _name;
}
/**
* @dev Returns the symbol of the token, usually a shorter version of the
* name.
*/
function symbol() public view returns (string memory) {
return _symbol;
}
/**
* @dev Returns the number of decimals used to get its user representation.
* For example, if `decimals` equals `2`, a balance of `505` tokens should
* be displayed to a user as `5,05` (`505 / 10 ** 2`).
*
* Tokens usually opt for a value of 18, imitating the relationship between
* Ether and Wei. This is the value {ERC20} uses, unless {_setupDecimals} is
* called.
*
* NOTE: This information is only used for _display_ purposes: it in
* no way affects any of the arithmetic of the contract, including
* {IERC20-balanceOf} and {IERC20-transfer}.
*/
function decimals() public view returns (uint8) {
return _decimals;
}
/**
* @dev See {IERC20-totalSupply}.
*/
function totalSupply() public view override returns (uint256) {
return _totalSupply;
}
/**
* @dev See {IERC20-balanceOf}.
*/
function balanceOf(address account) public view override returns (uint256) {
return _balances[account];
}
/**
* @dev See {IERC20-transfer}.
*
* Requirements:
*
* - `recipient` cannot be the zero address.
* - the caller must have a balance of at least `amount`.
*/
function transfer(address recipient, uint256 amount) public virtual override returns (bool) {
_transfer(_msgSender(), recipient, amount);
return true;
}
/**
* @dev See {IERC20-allowance}.
*/
function allowance(address owner, address spender) public view virtual override returns (uint256) {
return _allowances[owner][spender];
}
/**
* @dev See {IERC20-approve}.
*
* Requirements:
*
* - `spender` cannot be the zero address.
*/
function approve(address spender, uint256 amount) public virtual override returns (bool) {
_approve(_msgSender(), 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(address sender, address recipient, uint256 amount) public virtual override returns (bool) {
_transfer(sender, recipient, amount);
_approve(sender, _msgSender(), _allowances[sender][_msgSender()].sub(amount, "ERC20: transfer amount exceeds 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(address spender, uint256 addedValue) public virtual returns (bool) {
_approve(_msgSender(), spender, _allowances[_msgSender()][spender].add(addedValue));
return true;
}
/**
* @dev Atomically decreases the allowance granted to `spender` by the caller.
*
* This is an alternative to {approve} that can be used as a mitigation for
* problems described in {IERC20-approve}.
*
* Emits an {Approval} event indicating the updated allowance.
*
* Requirements:
*
* - `spender` cannot be the zero address.
* - `spender` must have allowance for the caller of at least
* `subtractedValue`.
*/
function decreaseAllowance(address spender, uint256 subtractedValue) public virtual returns (bool) {
_approve(_msgSender(), spender, _allowances[_msgSender()][spender].sub(subtractedValue, "ERC20: decreased allowance below zero"));
return true;
}
/**
* @dev Moves tokens `amount` from `sender` to `recipient`.
*
* This is internal function is equivalent to {transfer}, and can be used to
* e.g. implement automatic token fees, slashing mechanisms, etc.
*
* Emits a {Transfer} event.
*
* Requirements:
*
* - `sender` cannot be the zero address.
* - `recipient` cannot be the zero address.
* - `sender` must have a balance of at least `amount`.
*/
function _transfer(address sender, address recipient, uint256 amount) internal virtual {
require(sender != address(0), "ERC20: transfer from the zero address");
require(recipient != address(0), "ERC20: transfer to the zero address");
_beforeTokenTransfer(sender, recipient, amount);
_balances[sender] = _balances[sender].sub(amount, "ERC20: transfer amount exceeds balance");
_balances[recipient] = _balances[recipient].add(amount);
emit Transfer(sender, recipient, amount);
}
/** @dev Creates `amount` tokens and assigns them to `account`, increasing
* the total supply.
*
* Emits a {Transfer} event with `from` set to the zero address.
*
* Requirements:
*
* - `to` cannot be the zero address.
*/
function _mint(address account, uint256 amount) internal virtual {
require(account != address(0), "ERC20: mint to the zero address");
_beforeTokenTransfer(address(0), account, amount);
_totalSupply = _totalSupply.add(amount);
_balances[account] = _balances[account].add(amount);
emit Transfer(address(0), account, amount);
}
/**
* @dev Destroys `amount` tokens from `account`, reducing the
* total supply.
*
* Emits a {Transfer} event with `to` set to the zero address.
*
* Requirements:
*
* - `account` cannot be the zero address.
* - `account` must have at least `amount` tokens.
*/
function _burn(address account, uint256 amount) internal virtual {
require(account != address(0), "ERC20: burn from the zero address");
_beforeTokenTransfer(account, address(0), amount);
_balances[account] = _balances[account].sub(amount, "ERC20: burn amount exceeds balance");
_totalSupply = _totalSupply.sub(amount);
emit Transfer(account, address(0), amount);
}
/**
* @dev Sets `amount` as the allowance of `spender` over the `owner` s tokens.
*
* This internal function is equivalent to `approve`, and can be used to
* e.g. set automatic allowances for certain subsystems, etc.
*
* Emits an {Approval} event.
*
* Requirements:
*
* - `owner` cannot be the zero address.
* - `spender` cannot be the zero address.
*/
function _approve(address owner, address spender, uint256 amount) internal virtual {
require(owner != address(0), "ERC20: approve from the zero address");
require(spender != address(0), "ERC20: approve to the zero address");
_allowances[owner][spender] = amount;
emit Approval(owner, spender, amount);
}
/**
* @dev Sets {decimals} to a value other than the default one of 18.
*
* WARNING: This function should only be called from the constructor. Most
* applications that interact with token contracts will not expect
* {decimals} to ever change, and may work incorrectly if it does.
*/
function _setupDecimals(uint8 decimals_) internal {
_decimals = decimals_;
}
/**
* @dev Hook that is called before any transfer of tokens. This includes
* minting and burning.
*
* Calling conditions:
*
* - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens
* will be to transferred to `to`.
* - when `from` is zero, `amount` tokens will be minted for `to`.
* - when `to` is zero, `amount` of ``from``'s tokens will be burned.
* - `from` and `to` are never both zero.
*
* To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks].
*/
function _beforeTokenTransfer(address from, address to, uint256 amount) internal virtual { }
}
// SPDX-License-Identifier: MIT
// 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 ^0.7.3;
interface IAssimilator {
function getRate() external view returns (uint256);
function intakeRaw(uint256 amount) external returns (int128);
function intakeRawAndGetBalance(uint256 amount) external returns (int128, int128);
function intakeNumeraire(int128 amount) external returns (uint256);
function intakeNumeraireLPRatio(
uint256,
uint256,
address,
int128
) 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 viewRawAmountLPRatio(
uint256,
uint256,
address,
int128
) external view returns (uint256);
function viewNumeraireAmount(uint256) external view returns (int128);
function viewNumeraireBalanceLPRatio(
uint256,
uint256,
address
) external view returns (int128);
function viewNumeraireBalance(address) external view returns (int128);
function viewNumeraireAmountAndBalance(address, uint256) external view returns (int128, int128);
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
/**
* @dev Interface of the ERC20 standard as defined in the EIP.
*/
interface IERC20 {
/**
* @dev Returns the amount of tokens in existence.
*/
function totalSupply() external view returns (uint256);
/**
* @dev Returns the amount of tokens owned by `account`.
*/
function balanceOf(address account) external view returns (uint256);
/**
* @dev Moves `amount` tokens from the caller's account to `recipient`.
*
* Returns a boolean value indicating whether the operation succeeded.
*
* Emits a {Transfer} event.
*/
function transfer(address recipient, uint256 amount) external returns (bool);
/**
* @dev Returns the remaining number of tokens that `spender` will be
* allowed to spend on behalf of `owner` through {transferFrom}. This is
* zero by default.
*
* This value changes when {approve} or {transferFrom} are called.
*/
function allowance(address owner, address spender) external view returns (uint256);
/**
* @dev Sets `amount` as the allowance of `spender` over the caller's tokens.
*
* Returns a boolean value indicating whether the operation succeeded.
*
* IMPORTANT: Beware that changing an allowance with this method brings the risk
* that someone may use both the old and the new allowance by unfortunate
* transaction ordering. One possible solution to mitigate this race
* condition is to first reduce the spender's allowance to 0 and set the
* desired value afterwards:
* https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729
*
* Emits an {Approval} event.
*/
function approve(address spender, uint256 amount) external returns (bool);
/**
* @dev Moves `amount` tokens from `sender` to `recipient` using the
* allowance mechanism. `amount` is then deducted from the caller's
* allowance.
*
* Returns a boolean value indicating whether the operation succeeded.
*
* Emits a {Transfer} event.
*/
function transferFrom(address sender, address recipient, uint256 amount) external returns (bool);
/**
* @dev Emitted when `value` tokens are moved from one account (`from`) to
* another (`to`).
*
* Note that `value` may be zero.
*/
event Transfer(address indexed from, address indexed to, uint256 value);
/**
* @dev Emitted when the allowance of a `spender` for an `owner` is set by
* a call to {approve}. `value` is the new allowance.
*/
event Approval(address indexed owner, address indexed spender, uint256 value);
}
// SPDX-License-Identifier: MIT
// 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 ^0.7.3;
interface IFreeFromUpTo {
function freeFromUpTo(address from, uint256 value) external returns (uint256 freed);
}
// SPDX-License-Identifier: MIT
// 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 ^0.7.3;
interface IOracle {
function acceptOwnership() external;
function accessController() external view returns (address);
function aggregator() external view returns (address);
function confirmAggregator(address _aggregator) external;
function decimals() external view returns (uint8);
function description() external view returns (string memory);
function getAnswer(uint256 _roundId) external view returns (int256);
function getRoundData(uint80 _roundId)
external
view
returns (
uint80 roundId,
int256 answer,
uint256 startedAt,
uint256 updatedAt,
uint80 answeredInRound
);
function getTimestamp(uint256 _roundId) external view returns (uint256);
function latestAnswer() external view returns (int256);
function latestRound() external view returns (uint256);
function latestRoundData()
external
view
returns (
uint80 roundId,
int256 answer,
uint256 startedAt,
uint256 updatedAt,
uint80 answeredInRound
);
function latestTimestamp() external view returns (uint256);
function owner() external view returns (address);
function phaseAggregators(uint16) external view returns (address);
function phaseId() external view returns (uint16);
function proposeAggregator(address _aggregator) external;
function proposedAggregator() external view returns (address);
function proposedGetRoundData(uint80 _roundId)
external
view
returns (
uint80 roundId,
int256 answer,
uint256 startedAt,
uint256 updatedAt,
uint80 answeredInRound
);
function proposedLatestRoundData()
external
view
returns (
uint80 roundId,
int256 answer,
uint256 startedAt,
uint256 updatedAt,
uint80 answeredInRound
);
function setController(address _accessController) external;
function transferOwnership(address _to) external;
function version() external view returns (uint256);
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
/**
* @dev These functions deal with verification of Merkle trees (hash trees),
*/
library MerkleProof {
/**
* @dev Returns true if a `leaf` can be proved to be a part of a Merkle tree
* defined by `root`. For this, a `proof` must be provided, containing
* sibling hashes on the branch from the leaf to the root of the tree. Each
* pair of leaves and each pair of pre-images are assumed to be sorted.
*/
function verify(bytes32[] memory proof, bytes32 root, bytes32 leaf) internal pure returns (bool) {
bytes32 computedHash = leaf;
for (uint256 i = 0; i < proof.length; i++) {
bytes32 proofElement = proof[i];
if (computedHash <= proofElement) {
// Hash(current computed hash + current element of the proof)
computedHash = keccak256(abi.encodePacked(computedHash, proofElement));
} else {
// Hash(current element of the proof + current computed hash)
computedHash = keccak256(abi.encodePacked(proofElement, computedHash));
}
}
// Check if the computed hash (root) is equal to the provided root
return computedHash == root;
}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.3;
import "./MerkleProof.sol";
contract MerkleProver {
bytes32 public immutable merkleRoot = bytes32(0xf4dbd0fb1957570029a847490cb3d731a45962072953ba7da80ff132ccd97d51);
function isWhitelisted(
uint256 index,
address account,
uint256 amount,
bytes32[] calldata merkleProof
) public view returns (bool) {
// Verify the merkle proof.
bytes32 node = keccak256(abi.encodePacked(index, account, amount));
return MerkleProof.verify(merkleProof, merkleRoot, node);
}
}
// SPDX-License-Identifier: MIT
// 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 ^0.7.3;
import "./ERC20.sol";
import "./SafeERC20.sol";
import "./ABDKMath64x64.sol";
import "./Storage.sol";
import "./CurveMath.sol";
library Orchestrator {
using SafeERC20 for IERC20;
using ABDKMath64x64 for int128;
using ABDKMath64x64 for uint256;
int128 private constant ONE_WEI = 0x12;
event ParametersSet(uint256 alpha, uint256 beta, uint256 delta, uint256 epsilon, uint256 lambda);
event AssetIncluded(address indexed numeraire, address indexed reserve, uint256 weight);
event AssimilatorIncluded(
address indexed derivative,
address indexed numeraire,
address indexed reserve,
address assimilator
);
function setParams(
Storage.Curve storage curve,
uint256 _alpha,
uint256 _beta,
uint256 _feeAtHalt,
uint256 _epsilon,
uint256 _lambda
) external {
require(0 < _alpha && _alpha < 1e18, "Curve/parameter-invalid-alpha");
require(_beta < _alpha, "Curve/parameter-invalid-beta");
require(_feeAtHalt <= 5e17, "Curve/parameter-invalid-max");
require(_epsilon <= 1e16, "Curve/parameter-invalid-epsilon");
require(_lambda <= 1e18, "Curve/parameter-invalid-lambda");
int128 _omega = getFee(curve);
curve.alpha = (_alpha + 1).divu(1e18);
curve.beta = (_beta + 1).divu(1e18);
curve.delta = (_feeAtHalt).divu(1e18).div(uint256(2).fromUInt().mul(curve.alpha.sub(curve.beta))) + ONE_WEI;
curve.epsilon = (_epsilon + 1).divu(1e18);
curve.lambda = (_lambda + 1).divu(1e18);
int128 _psi = getFee(curve);
require(_omega >= _psi, "Curve/parameters-increase-fee");
emit ParametersSet(_alpha, _beta, curve.delta.mulu(1e18), _epsilon, _lambda);
}
function getFee(Storage.Curve storage curve) private view returns (int128 fee_) {
int128 _gLiq;
// Always pairs
int128[] memory _bals = new int128[](2);
for (uint256 i = 0; i < _bals.length; i++) {
int128 _bal = Assimilators.viewNumeraireBalance(curve.assets[i].addr);
_bals[i] = _bal;
_gLiq += _bal;
}
fee_ = CurveMath.calculateFee(_gLiq, _bals, curve.beta, curve.delta, curve.weights);
}
function initialize(
Storage.Curve storage curve,
address[] storage numeraires,
address[] storage reserves,
address[] storage derivatives,
address[] calldata _assets,
uint256[] calldata _assetWeights
) external {
require(_assetWeights.length == 2, "Curve/assetWeights-must-be-length-two");
require(_assets.length % 5 == 0, "Curve/assets-must-be-divisible-by-five");
for (uint256 i = 0; i < _assetWeights.length; i++) {
uint256 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(
curve,
_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]
);
}
}
function includeAsset(
Storage.Curve storage curve,
address _numeraire,
address _numeraireAssim,
address _reserve,
address _reserveAssim,
address _reserveApproveTo,
uint256 _weight
) private {
require(_numeraire != address(0), "Curve/numeraire-cannot-be-zeroth-address");
require(_numeraireAssim != address(0), "Curve/numeraire-assimilator-cannot-be-zeroth-address");
require(_reserve != address(0), "Curve/reserve-cannot-be-zeroth-address");
require(_reserveAssim != address(0), "Curve/reserve-assimilator-cannot-be-zeroth-address");
require(_weight < 1e18, "Curve/weight-must-be-less-than-one");
if (_numeraire != _reserve) IERC20(_numeraire).safeApprove(_reserveApproveTo, uint256(-1));
Storage.Assimilator storage _numeraireAssimilator = curve.assimilators[_numeraire];
_numeraireAssimilator.addr = _numeraireAssim;
_numeraireAssimilator.ix = uint8(curve.assets.length);
Storage.Assimilator storage _reserveAssimilator = curve.assimilators[_reserve];
_reserveAssimilator.addr = _reserveAssim;
_reserveAssimilator.ix = uint8(curve.assets.length);
int128 __weight = _weight.divu(1e18).add(uint256(1).divu(1e18));
curve.weights.push(__weight);
curve.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(
Storage.Curve storage curve,
address _derivative,
address _numeraire,
address _reserve,
address _assimilator,
address _derivativeApproveTo
) private {
require(_derivative != address(0), "Curve/derivative-cannot-be-zeroth-address");
require(_numeraire != address(0), "Curve/numeraire-cannot-be-zeroth-address");
require(_reserve != address(0), "Curve/numeraire-cannot-be-zeroth-address");
require(_assimilator != address(0), "Curve/assimilator-cannot-be-zeroth-address");
IERC20(_numeraire).safeApprove(_derivativeApproveTo, uint256(-1));
Storage.Assimilator storage _numeraireAssim = curve.assimilators[_numeraire];
curve.assimilators[_derivative] = Storage.Assimilator(_assimilator, _numeraireAssim.ix);
emit AssimilatorIncluded(_derivative, _numeraire, _reserve, _assimilator);
}
function viewCurve(Storage.Curve storage curve)
external
view
returns (
uint256 alpha_,
uint256 beta_,
uint256 delta_,
uint256 epsilon_,
uint256 lambda_
)
{
alpha_ = curve.alpha.mulu(1e18);
beta_ = curve.beta.mulu(1e18);
delta_ = curve.delta.mulu(1e18);
epsilon_ = curve.epsilon.mulu(1e18);
lambda_ = curve.lambda.mulu(1e18);
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
import "./Context.sol";
/**
* @dev Contract module which provides a basic access control mechanism, where
* there is an account (an owner) that can be granted exclusive access to
* specific functions.
*
* By default, the owner account will be the one that deploys the contract. This
* can later be changed with {transferOwnership}.
*
* This module is used through inheritance. It will make available the modifier
* `onlyOwner`, which can be applied to your functions to restrict their use to
* the owner.
*/
abstract contract Ownable is Context {
address private _owner;
event OwnershipTransferred(address indexed previousOwner, address indexed newOwner);
/**
* @dev Initializes the contract setting the deployer as the initial owner.
*/
constructor () internal {
address msgSender = _msgSender();
_owner = msgSender;
emit OwnershipTransferred(address(0), msgSender);
}
/**
* @dev Returns the address of the current owner.
*/
function owner() public view returns (address) {
return _owner;
}
/**
* @dev Throws if called by any account other than the owner.
*/
modifier onlyOwner() {
require(_owner == _msgSender(), "Ownable: caller is not the owner");
_;
}
/**
* @dev Leaves the contract without owner. It will not be possible to call
* `onlyOwner` functions anymore. Can only be called by the current owner.
*
* NOTE: Renouncing ownership will leave the contract without an owner,
* thereby removing any functionality that is only available to the owner.
*/
function renounceOwnership() public virtual onlyOwner {
emit OwnershipTransferred(_owner, address(0));
_owner = address(0);
}
/**
* @dev Transfers ownership of the contract to a new account (`newOwner`).
* Can only be called by the current owner.
*/
function transferOwnership(address newOwner) public virtual onlyOwner {
require(newOwner != address(0), "Ownable: new owner is the zero address");
emit OwnershipTransferred(_owner, newOwner);
_owner = newOwner;
}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.3;
import "./Assimilators.sol";
import "./Storage.sol";
import "./UnsafeMath64x64.sol";
import "./ABDKMath64x64.sol";
import "./CurveMath.sol";
library ProportionalLiquidity {
using ABDKMath64x64 for uint256;
using ABDKMath64x64 for int128;
using UnsafeMath64x64 for int128;
event Transfer(address indexed from, address indexed to, uint256 value);
int128 public constant ONE = 0x10000000000000000;
int128 public constant ONE_WEI = 0x12;
function proportionalDeposit(Storage.Curve storage curve, uint256 _deposit)
external
returns (uint256 curves_, uint256[] memory)
{
int128 __deposit = _deposit.divu(1e18);
uint256 _length = curve.assets.length;
uint256[] memory deposits_ = new uint256[](_length);
(int128 _oGLiq, int128[] memory _oBals) = getGrossLiquidityAndBalancesForDeposit(curve);
// Needed to calculate liquidity invariant
(int128 _oGLiqProp, int128[] memory _oBalsProp) = getGrossLiquidityAndBalances(curve);
// No liquidity, oracle sets the ratio
if (_oGLiq == 0) {
for (uint256 i = 0; i < _length; i++) {
// Variable here to avoid stack-too-deep errors
int128 _d = __deposit.mul(curve.weights[i]);
deposits_[i] = Assimilators.intakeNumeraire(curve.assets[i].addr, _d.add(ONE_WEI));
}
} else {
// We already have an existing pool ratio
// which must be respected
int128 _multiplier = __deposit.div(_oGLiq);
uint256 _baseWeight = curve.weights[0].mulu(1e18);
uint256 _quoteWeight = curve.weights[1].mulu(1e18);
for (uint256 i = 0; i < _length; i++) {
deposits_[i] = Assimilators.intakeNumeraireLPRatio(
curve.assets[i].addr,
_baseWeight,
_quoteWeight,
_oBals[i].mul(_multiplier).add(ONE_WEI)
);
}
}
int128 _totalShells = curve.totalSupply.divu(1e18);
int128 _newShells = __deposit;
if (_totalShells > 0) {
_newShells = __deposit.div(_oGLiq);
_newShells = _newShells.mul(_totalShells);
}
requireLiquidityInvariant(curve, _totalShells, _newShells, _oGLiqProp, _oBalsProp);
mint(curve, msg.sender, curves_ = _newShells.mulu(1e18));
return (curves_, deposits_);
}
function viewProportionalDeposit(Storage.Curve storage curve, uint256 _deposit)
external
view
returns (uint256 curves_, uint256[] memory)
{
int128 __deposit = _deposit.divu(1e18);
uint256 _length = curve.assets.length;
(int128 _oGLiq, int128[] memory _oBals) = getGrossLiquidityAndBalancesForDeposit(curve);
uint256[] memory deposits_ = new uint256[](_length);
// No liquidity
if (_oGLiq == 0) {
for (uint256 i = 0; i < _length; i++) {
deposits_[i] = Assimilators.viewRawAmount(
curve.assets[i].addr,
__deposit.mul(curve.weights[i]).add(ONE_WEI)
);
}
} else {
// We already have an existing pool ratio
// this must be respected
int128 _multiplier = __deposit.div(_oGLiq);
uint256 _baseWeight = curve.weights[0].mulu(1e18);
uint256 _quoteWeight = curve.weights[1].mulu(1e18);
// Deposits into the pool is determined by existing LP ratio
for (uint256 i = 0; i < _length; i++) {
deposits_[i] = Assimilators.viewRawAmountLPRatio(
curve.assets[i].addr,
_baseWeight,
_quoteWeight,
_oBals[i].mul(_multiplier).add(ONE_WEI)
);
}
}
int128 _totalShells = curve.totalSupply.divu(1e18);
int128 _newShells = __deposit;
if (_totalShells > 0) {
_newShells = __deposit.div(_oGLiq);
_newShells = _newShells.mul(_totalShells);
}
curves_ = _newShells.mulu(1e18);
return (curves_, deposits_);
}
function emergencyProportionalWithdraw(Storage.Curve storage curve, uint256 _withdrawal)
external
returns (uint256[] memory)
{
uint256 _length = curve.assets.length;
(, int128[] memory _oBals) = getGrossLiquidityAndBalances(curve);
uint256[] memory withdrawals_ = new uint256[](_length);
int128 _totalShells = curve.totalSupply.divu(1e18);
int128 __withdrawal = _withdrawal.divu(1e18);
int128 _multiplier = __withdrawal.div(_totalShells);
for (uint256 i = 0; i < _length; i++) {
withdrawals_[i] = Assimilators.outputNumeraire(
curve.assets[i].addr,
msg.sender,
_oBals[i].mul(_multiplier)
);
}
burn(curve, msg.sender, _withdrawal);
return withdrawals_;
}
function proportionalWithdraw(Storage.Curve storage curve, uint256 _withdrawal)
external
returns (uint256[] memory)
{
uint256 _length = curve.assets.length;
(int128 _oGLiq, int128[] memory _oBals) = getGrossLiquidityAndBalances(curve);
uint256[] memory withdrawals_ = new uint256[](_length);
int128 _totalShells = curve.totalSupply.divu(1e18);
int128 __withdrawal = _withdrawal.divu(1e18);
int128 _multiplier = __withdrawal.div(_totalShells);
for (uint256 i = 0; i < _length; i++) {
withdrawals_[i] = Assimilators.outputNumeraire(
curve.assets[i].addr,
msg.sender,
_oBals[i].mul(_multiplier)
);
}
requireLiquidityInvariant(curve, _totalShells, __withdrawal.neg(), _oGLiq, _oBals);
burn(curve, msg.sender, _withdrawal);
return withdrawals_;
}
function viewProportionalWithdraw(Storage.Curve storage curve, uint256 _withdrawal)
external
view
returns (uint256[] memory)
{
uint256 _length = curve.assets.length;
(, int128[] memory _oBals) = getGrossLiquidityAndBalances(curve);
uint256[] memory withdrawals_ = new uint256[](_length);
int128 _multiplier = _withdrawal.divu(1e18).div(curve.totalSupply.divu(1e18));
for (uint256 i = 0; i < _length; i++) {
withdrawals_[i] = Assimilators.viewRawAmount(curve.assets[i].addr, _oBals[i].mul(_multiplier));
}
return withdrawals_;
}
function getGrossLiquidityAndBalancesForDeposit(Storage.Curve storage curve)
internal
view
returns (int128 grossLiquidity_, int128[] memory)
{
uint256 _length = curve.assets.length;
int128[] memory balances_ = new int128[](_length);
uint256 _baseWeight = curve.weights[0].mulu(1e18);
uint256 _quoteWeight = curve.weights[1].mulu(1e18);
for (uint256 i = 0; i < _length; i++) {
int128 _bal = Assimilators.viewNumeraireBalanceLPRatio(_baseWeight, _quoteWeight, curve.assets[i].addr);
balances_[i] = _bal;
grossLiquidity_ += _bal;
}
return (grossLiquidity_, balances_);
}
function getGrossLiquidityAndBalances(Storage.Curve storage curve)
internal
view
returns (int128 grossLiquidity_, int128[] memory)
{
uint256 _length = curve.assets.length;
int128[] memory balances_ = new int128[](_length);
for (uint256 i = 0; i < _length; i++) {
int128 _bal = Assimilators.viewNumeraireBalance(curve.assets[i].addr);
balances_[i] = _bal;
grossLiquidity_ += _bal;
}
return (grossLiquidity_, balances_);
}
function requireLiquidityInvariant(
Storage.Curve storage curve,
int128 _curves,
int128 _newShells,
int128 _oGLiq,
int128[] memory _oBals
) private view {
(int128 _nGLiq, int128[] memory _nBals) = getGrossLiquidityAndBalances(curve);
int128 _beta = curve.beta;
int128 _delta = curve.delta;
int128[] memory _weights = curve.weights;
int128 _omega = CurveMath.calculateFee(_oGLiq, _oBals, _beta, _delta, _weights);
int128 _psi = CurveMath.calculateFee(_nGLiq, _nBals, _beta, _delta, _weights);
CurveMath.enforceLiquidityInvariant(_curves, _newShells, _oGLiq, _nGLiq, _omega, _psi);
}
function burn(
Storage.Curve storage curve,
address account,
uint256 amount
) private {
curve.balances[account] = burnSub(curve.balances[account], amount);
curve.totalSupply = burnSub(curve.totalSupply, amount);
emit Transfer(msg.sender, address(0), amount);
}
function mint(
Storage.Curve storage curve,
address account,
uint256 amount
) private {
curve.totalSupply = mintAdd(curve.totalSupply, amount);
curve.balances[account] = mintAdd(curve.balances[account], amount);
emit Transfer(address(0), msg.sender, amount);
}
function mintAdd(uint256 x, uint256 y) private pure returns (uint256 z) {
require((z = x + y) >= x, "Curve/mint-overflow");
}
function burnSub(uint256 x, uint256 y) private pure returns (uint256 z) {
require((z = x - y) <= x, "Curve/burn-underflow");
}
}
// SPDX-License-Identifier: MIT
// 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 ^0.7.3;
import "./CurveFactory.sol";
import "./Curve.sol";
import "./SafeMath.sol";
import "./IERC20.sol";
import "./SafeERC20.sol";
// Simplistic router that assumes USD is the only quote currency for
contract Router {
using SafeMath for uint256;
using SafeERC20 for IERC20;
address public factory;
constructor(address _factory) {
require(_factory != address(0), "Curve/factory-cannot-be-zeroth-address");
factory = _factory;
}
/// @notice view how much target amount a fixed origin amount will swap for
/// @param _quoteCurrency the address of the quote currency (usually USDC)
/// @param _origin the address of the origin
/// @param _target the address of the target
/// @param _originAmount the origin amount
/// @return targetAmount_ the amount of target that will be returned
function viewOriginSwap(
address _quoteCurrency,
address _origin,
address _target,
uint256 _originAmount
) external view returns (uint256 targetAmount_) {
// If its an immediate pair then just swap directly on it
address curve0 = CurveFactory(factory).curves(keccak256(abi.encode(_origin, _target)));
if (_origin == _quoteCurrency) {
curve0 = CurveFactory(factory).curves(keccak256(abi.encode(_target, _origin)));
}
if (curve0 != address(0)) {
targetAmount_ = Curve(curve0).viewOriginSwap(_origin, _target, _originAmount);
return targetAmount_;
}
// Otherwise go through the quote currency
curve0 = CurveFactory(factory).curves(keccak256(abi.encode(_origin, _quoteCurrency)));
address curve1 = CurveFactory(factory).curves(keccak256(abi.encode(_target, _quoteCurrency)));
if (curve0 != address(0) && curve1 != address(0)) {
uint256 _quoteAmount = Curve(curve0).viewOriginSwap(_origin, _quoteCurrency, _originAmount);
targetAmount_ = Curve(curve1).viewOriginSwap(_quoteCurrency, _target, _quoteAmount);
return targetAmount_;
}
revert("Router/No-path");
}
/// @notice swap a dynamic origin amount for a fixed target amount
/// @param _quoteCurrency the address of the quote currency (usually USDC)
/// @param _origin the address of the origin
/// @param _target the address of the target
/// @param _originAmount the origin amount
/// @param _minTargetAmount the minimum target amount
/// @param _deadline deadline in block number after which the trade will not execute
/// @return targetAmount_ the amount of target that has been swapped for the origin amount
function originSwap(
address _quoteCurrency,
address _origin,
address _target,
uint256 _originAmount,
uint256 _minTargetAmount,
uint256 _deadline
) public returns (uint256 targetAmount_) {
IERC20(_origin).safeTransferFrom(msg.sender, address(this), _originAmount);
// If its an immediate pair then just swap directly on it
address curve0 = CurveFactory(factory).curves(keccak256(abi.encode(_origin, _target)));
if (_origin == _quoteCurrency) {
curve0 = CurveFactory(factory).curves(keccak256(abi.encode(_target, _origin)));
}
if (curve0 != address(0)) {
IERC20(_origin).safeApprove(curve0, _originAmount);
targetAmount_ = Curve(curve0).originSwap(_origin, _target, _originAmount, _minTargetAmount, _deadline);
IERC20(_target).safeTransfer(msg.sender, targetAmount_);
return targetAmount_;
}
// Otherwise go through the quote currency
curve0 = CurveFactory(factory).curves(keccak256(abi.encode(_origin, _quoteCurrency)));
address curve1 = CurveFactory(factory).curves(keccak256(abi.encode(_target, _quoteCurrency)));
if (curve0 != address(0) && curve1 != address(0)) {
IERC20(_origin).safeApprove(curve0, _originAmount);
uint256 _quoteAmount = Curve(curve0).originSwap(_origin, _quoteCurrency, _originAmount, 0, _deadline);
IERC20(_quoteCurrency).safeApprove(curve1, _quoteAmount);
targetAmount_ = Curve(curve1).originSwap(
_quoteCurrency,
_target,
_quoteAmount,
_minTargetAmount,
_deadline
);
IERC20(_target).safeTransfer(msg.sender, targetAmount_);
return targetAmount_;
}
revert("Router/No-path");
}
/// @notice view how much of the origin currency the target currency will take
/// @param _quoteCurrency the address of the quote currency (usually USDC)
/// @param _origin the address of the origin
/// @param _target the address of the target
/// @param _targetAmount the target amount
/// @return originAmount_ the amount of target that has been swapped for the origin
function viewTargetSwap(
address _quoteCurrency,
address _origin,
address _target,
uint256 _targetAmount
) public view returns (uint256 originAmount_) {
// If its an immediate pair then just swap directly on it
address curve0 = CurveFactory(factory).curves(keccak256(abi.encode(_origin, _target)));
if (_origin == _quoteCurrency) {
curve0 = CurveFactory(factory).curves(keccak256(abi.encode(_target, _origin)));
}
if (curve0 != address(0)) {
originAmount_ = Curve(curve0).viewTargetSwap(_origin, _target, _targetAmount);
return originAmount_;
}
// Otherwise go through the quote currency
curve0 = CurveFactory(factory).curves(keccak256(abi.encode(_target, _quoteCurrency)));
address curve1 = CurveFactory(factory).curves(keccak256(abi.encode(_origin, _quoteCurrency)));
if (curve0 != address(0) && curve1 != address(0)) {
uint256 _quoteAmount = Curve(curve0).viewTargetSwap(_quoteCurrency, _target, _targetAmount);
originAmount_ = Curve(curve1).viewTargetSwap(_origin, _quoteCurrency, _quoteAmount);
return originAmount_;
}
revert("Router/No-path");
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
import "./IERC20.sol";
import "./SafeMath.sol";
import "./Address.sol";
/**
* @title SafeERC20
* @dev Wrappers around ERC20 operations that throw on failure (when the token
* contract returns false). Tokens that return no value (and instead revert or
* throw on failure) are also supported, non-reverting calls are assumed to be
* successful.
* To use this library you can add a `using SafeERC20 for IERC20;` statement to your contract,
* which allows you to call the safe operations as `token.safeTransfer(...)`, etc.
*/
library SafeERC20 {
using SafeMath for uint256;
using Address for address;
function safeTransfer(IERC20 token, address to, uint256 value) internal {
_callOptionalReturn(token, abi.encodeWithSelector(token.transfer.selector, to, value));
}
function safeTransferFrom(IERC20 token, address from, address to, uint256 value) internal {
_callOptionalReturn(token, abi.encodeWithSelector(token.transferFrom.selector, from, to, value));
}
/**
* @dev Deprecated. This function has issues similar to the ones found in
* {IERC20-approve}, and its usage is discouraged.
*
* Whenever possible, use {safeIncreaseAllowance} and
* {safeDecreaseAllowance} instead.
*/
function safeApprove(IERC20 token, address spender, uint256 value) internal {
// safeApprove should only be called when setting an initial allowance,
// or when resetting it to zero. To increase and decrease it, use
// 'safeIncreaseAllowance' and 'safeDecreaseAllowance'
// solhint-disable-next-line max-line-length
require((value == 0) || (token.allowance(address(this), spender) == 0),
"SafeERC20: approve from non-zero to non-zero allowance"
);
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, value));
}
function safeIncreaseAllowance(IERC20 token, address spender, uint256 value) internal {
uint256 newAllowance = token.allowance(address(this), spender).add(value);
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance));
}
function safeDecreaseAllowance(IERC20 token, address spender, uint256 value) internal {
uint256 newAllowance = token.allowance(address(this), spender).sub(value, "SafeERC20: decreased allowance below zero");
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance));
}
/**
* @dev Imitates a Solidity high-level call (i.e. a regular function call to a contract), relaxing the requirement
* on the return value: the return value is optional (but if data is returned, it must not be false).
* @param token The token targeted by the call.
* @param data The call data (encoded using abi.encode or one of its variants).
*/
function _callOptionalReturn(IERC20 token, bytes memory data) private {
// We need to perform a low level call here, to bypass Solidity's return data size checking mechanism, since
// we're implementing it ourselves. We use {Address.functionCall} to perform this call, which verifies that
// the target address contains contract code and also asserts for success in the low-level call.
bytes memory returndata = address(token).functionCall(data, "SafeERC20: low-level call failed");
if (returndata.length > 0) { // Return data is optional
// solhint-disable-next-line max-line-length
require(abi.decode(returndata, (bool)), "SafeERC20: ERC20 operation did not succeed");
}
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
/**
* @dev Wrappers over Solidity's arithmetic operations with added overflow
* checks.
*
* Arithmetic operations in Solidity wrap on overflow. This can easily result
* in bugs, because programmers usually assume that an overflow raises an
* error, which is the standard behavior in high level programming languages.
* `SafeMath` restores this intuition by reverting the transaction when an
* operation overflows.
*
* Using this library instead of the unchecked operations eliminates an entire
* class of bugs, so it's recommended to use it always.
*/
library SafeMath {
/**
* @dev Returns the addition of two unsigned integers, reverting on
* overflow.
*
* Counterpart to Solidity's `+` operator.
*
* Requirements:
*
* - Addition cannot overflow.
*/
function add(uint256 a, uint256 b) internal pure returns (uint256) {
uint256 c = a + b;
require(c >= a, "SafeMath: addition overflow");
return c;
}
/**
* @dev Returns the subtraction of two unsigned integers, reverting on
* overflow (when the result is negative).
*
* Counterpart to Solidity's `-` operator.
*
* Requirements:
*
* - Subtraction cannot overflow.
*/
function sub(uint256 a, uint256 b) internal pure returns (uint256) {
return sub(a, b, "SafeMath: subtraction overflow");
}
/**
* @dev Returns the subtraction of two unsigned integers, reverting with custom message on
* overflow (when the result is negative).
*
* Counterpart to Solidity's `-` operator.
*
* Requirements:
*
* - Subtraction cannot overflow.
*/
function sub(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
require(b <= a, errorMessage);
uint256 c = a - b;
return c;
}
/**
* @dev Returns the multiplication of two unsigned integers, reverting on
* overflow.
*
* Counterpart to Solidity's `*` operator.
*
* Requirements:
*
* - Multiplication cannot overflow.
*/
function mul(uint256 a, uint256 b) internal pure returns (uint256) {
// Gas optimization: this is cheaper than requiring 'a' not being zero, but the
// benefit is lost if 'b' is also tested.
// See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522
if (a == 0) {
return 0;
}
uint256 c = a * b;
require(c / a == b, "SafeMath: multiplication overflow");
return c;
}
/**
* @dev Returns the integer division of two unsigned integers. Reverts on
* division by zero. The result is rounded towards zero.
*
* Counterpart to Solidity's `/` operator. Note: this function uses a
* `revert` opcode (which leaves remaining gas untouched) while Solidity
* uses an invalid opcode to revert (consuming all remaining gas).
*
* Requirements:
*
* - The divisor cannot be zero.
*/
function div(uint256 a, uint256 b) internal pure returns (uint256) {
return div(a, b, "SafeMath: division by zero");
}
/**
* @dev Returns the integer division of two unsigned integers. Reverts with custom message on
* division by zero. The result is rounded towards zero.
*
* Counterpart to Solidity's `/` operator. Note: this function uses a
* `revert` opcode (which leaves remaining gas untouched) while Solidity
* uses an invalid opcode to revert (consuming all remaining gas).
*
* Requirements:
*
* - The divisor cannot be zero.
*/
function div(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
require(b > 0, errorMessage);
uint256 c = a / b;
// assert(a == b * c + a % b); // There is no case in which this doesn't hold
return c;
}
/**
* @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),
* Reverts when dividing by zero.
*
* Counterpart to Solidity's `%` operator. This function uses a `revert`
* opcode (which leaves remaining gas untouched) while Solidity uses an
* invalid opcode to revert (consuming all remaining gas).
*
* Requirements:
*
* - The divisor cannot be zero.
*/
function mod(uint256 a, uint256 b) internal pure returns (uint256) {
return mod(a, b, "SafeMath: modulo by zero");
}
/**
* @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),
* Reverts with custom message when dividing by zero.
*
* Counterpart to Solidity's `%` operator. This function uses a `revert`
* opcode (which leaves remaining gas untouched) while Solidity uses an
* invalid opcode to revert (consuming all remaining gas).
*
* Requirements:
*
* - The divisor cannot be zero.
*/
function mod(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
require(b != 0, errorMessage);
return a % b;
}
}
// SPDX-License-Identifier: MIT
// 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 ^0.7.3;
import "./IOracle.sol";
import "./Assimilators.sol";
contract Storage {
struct Curve {
// Curve parameters
int128 alpha;
int128 beta;
int128 delta;
int128 epsilon;
int128 lambda;
int128[] weights;
// Assets and their assimilators
Assimilator[] assets;
mapping(address => Assimilator) assimilators;
// Oracles to determine the price
// Note that 0'th index should always be USDC 1e18
// Oracle's pricing should be denominated in Currency/USDC
mapping(address => IOracle) oracles;
// ERC20 Interface
uint256 totalSupply;
mapping(address => uint256) balances;
mapping(address => mapping(address => uint256)) allowances;
}
struct Assimilator {
address addr;
uint8 ix;
}
// Curve parameters
Curve public curve;
// Ownable
address public owner;
string public name;
string public symbol;
uint8 public constant decimals = 18;
address[] public derivatives;
address[] public numeraires;
address[] public reserves;
// Curve operational state
bool public frozen = false;
bool public emergency = false;
bool public whitelistingStage = true;
bool internal notEntered = true;
mapping(address => uint256) public whitelistedDeposited;
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.3;
import "./Assimilators.sol";
import "./Storage.sol";
import "./CurveMath.sol";
import "./UnsafeMath64x64.sol";
import "./ABDKMath64x64.sol";
import "./SafeMath.sol";
library Swaps {
using ABDKMath64x64 for int128;
using UnsafeMath64x64 for int128;
using ABDKMath64x64 for uint256;
using SafeMath for uint256;
event Trade(
address indexed trader,
address indexed origin,
address indexed target,
uint256 originAmount,
uint256 targetAmount
);
int128 public constant ONE = 0x10000000000000000;
function getOriginAndTarget(
Storage.Curve storage curve,
address _o,
address _t
) private view returns (Storage.Assimilator memory, Storage.Assimilator memory) {
Storage.Assimilator memory o_ = curve.assimilators[_o];
Storage.Assimilator memory t_ = curve.assimilators[_t];
require(o_.addr != address(0), "Curve/origin-not-supported");
require(t_.addr != address(0), "Curve/target-not-supported");
return (o_, t_);
}
function originSwap(
Storage.Curve storage curve,
address _origin,
address _target,
uint256 _originAmount,
address _recipient
) external returns (uint256 tAmt_) {
(Storage.Assimilator memory _o, Storage.Assimilator memory _t) = getOriginAndTarget(curve, _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(curve, _o.ix, _t.ix, _o.addr, _originAmount);
_amt = CurveMath.calculateTrade(curve, _oGLiq, _nGLiq, _oBals, _nBals, _amt, _t.ix);
_amt = _amt.us_mul(ONE - curve.epsilon);
tAmt_ = Assimilators.outputNumeraire(_t.addr, _recipient, _amt);
emit Trade(msg.sender, _origin, _target, _originAmount, tAmt_);
}
function viewOriginSwap(
Storage.Curve storage curve,
address _origin,
address _target,
uint256 _originAmount
) external view returns (uint256 tAmt_) {
(Storage.Assimilator memory _o, Storage.Assimilator memory _t) = getOriginAndTarget(curve, _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(curve, _o.ix, _t.ix, _originAmount, _o.addr);
_amt = CurveMath.calculateTrade(curve, _oGLiq, _nGLiq, _oBals, _nBals, _amt, _t.ix);
_amt = _amt.us_mul(ONE - curve.epsilon);
tAmt_ = Assimilators.viewRawAmount(_t.addr, _amt.abs());
}
function targetSwap(
Storage.Curve storage curve,
address _origin,
address _target,
uint256 _targetAmount,
address _recipient
) external returns (uint256 oAmt_) {
(Storage.Assimilator memory _o, Storage.Assimilator memory _t) = getOriginAndTarget(curve, _origin, _target);
if (_o.ix == _t.ix)
return Assimilators.intakeNumeraire(_o.addr, Assimilators.outputRaw(_t.addr, _recipient, _targetAmount));
// If the origin is the quote currency (i.e. usdc)
// we need to make sure to massage the _targetAmount
// by dividing it by the exchange rate (so it gets
// multiplied later to reach the same target amount).
// Inelegant solution, but this way we don't need to
// re-write large chunks of the code-base
// curve.assets[1].addr = quoteCurrency
// no variable assignment due to stack too deep
if (curve.assets[1].addr == _o.addr) {
_targetAmount = _targetAmount.mul(1e8).div(Assimilators.getRate(_t.addr));
}
(int128 _amt, int128 _oGLiq, int128 _nGLiq, int128[] memory _oBals, int128[] memory _nBals) =
getTargetSwapData(curve, _t.ix, _o.ix, _t.addr, _recipient, _targetAmount);
_amt = CurveMath.calculateTrade(curve, _oGLiq, _nGLiq, _oBals, _nBals, _amt, _o.ix);
// If the origin is the quote currency (i.e. usdc)
// we need to make sure to massage the _amt too
// curve.assets[1].addr = quoteCurrency
if (curve.assets[1].addr == _o.addr) {
_amt = _amt.mul(Assimilators.getRate(_t.addr).divu(1e8));
}
_amt = _amt.us_mul(ONE + curve.epsilon);
oAmt_ = Assimilators.intakeNumeraire(_o.addr, _amt);
emit Trade(msg.sender, _origin, _target, oAmt_, _targetAmount);
}
function viewTargetSwap(
Storage.Curve storage curve,
address _origin,
address _target,
uint256 _targetAmount
) external view returns (uint256 oAmt_) {
(Storage.Assimilator memory _o, Storage.Assimilator memory _t) = getOriginAndTarget(curve, _origin, _target);
if (_o.ix == _t.ix)
return Assimilators.viewRawAmount(_o.addr, Assimilators.viewNumeraireAmount(_t.addr, _targetAmount));
// If the origin is the quote currency (i.e. usdc)
// we need to make sure to massage the _targetAmount
// by dividing it by the exchange rate (so it gets
// multiplied later to reach the same target amount).
// Inelegant solution, but this way we don't need to
// re-write large chunks of the code-base
// curve.assets[1].addr = quoteCurrency
// no variable assignment due to stack too deep
if (curve.assets[1].addr == _o.addr) {
_targetAmount = _targetAmount.mul(1e8).div(Assimilators.getRate(_t.addr));
}
(int128 _amt, int128 _oGLiq, int128 _nGLiq, int128[] memory _nBals, int128[] memory _oBals) =
viewTargetSwapData(curve, _t.ix, _o.ix, _targetAmount, _t.addr);
_amt = CurveMath.calculateTrade(curve, _oGLiq, _nGLiq, _oBals, _nBals, _amt, _o.ix);
// If the origin is the quote currency (i.e. usdc)
// we need to make sure to massage the _amt too
// curve.assets[1].addr = quoteCurrency
if (curve.assets[1].addr == _o.addr) {
_amt = _amt.mul(Assimilators.getRate(_t.addr).divu(1e8));
}
_amt = _amt.us_mul(ONE + curve.epsilon);
oAmt_ = Assimilators.viewRawAmount(_o.addr, _amt);
}
function getOriginSwapData(
Storage.Curve storage curve,
uint256 _inputIx,
uint256 _outputIx,
address _assim,
uint256 _amt
)
private
returns (
int128 amt_,
int128 oGLiq_,
int128 nGLiq_,
int128[] memory,
int128[] memory
)
{
uint256 _length = curve.assets.length;
int128[] memory oBals_ = new int128[](_length);
int128[] memory nBals_ = new int128[](_length);
Storage.Assimilator[] memory _reserves = curve.assets;
for (uint256 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(
Storage.Curve storage curve,
uint256 _inputIx,
uint256 _outputIx,
address _assim,
address _recipient,
uint256 _amt
)
private
returns (
int128 amt_,
int128 oGLiq_,
int128 nGLiq_,
int128[] memory,
int128[] memory
)
{
uint256 _length = curve.assets.length;
int128[] memory oBals_ = new int128[](_length);
int128[] memory nBals_ = new int128[](_length);
Storage.Assimilator[] memory _reserves = curve.assets;
for (uint256 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(
Storage.Curve storage curve,
uint256 _inputIx,
uint256 _outputIx,
uint256 _amt,
address _assim
)
private
view
returns (
int128 amt_,
int128 oGLiq_,
int128 nGLiq_,
int128[] memory,
int128[] memory
)
{
uint256 _length = curve.assets.length;
int128[] memory nBals_ = new int128[](_length);
int128[] memory oBals_ = new int128[](_length);
for (uint256 i = 0; i < _length; i++) {
if (i != _inputIx) nBals_[i] = oBals_[i] = Assimilators.viewNumeraireBalance(curve.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(
Storage.Curve storage curve,
uint256 _inputIx,
uint256 _outputIx,
uint256 _amt,
address _assim
)
private
view
returns (
int128 amt_,
int128 oGLiq_,
int128 nGLiq_,
int128[] memory,
int128[] memory
)
{
uint256 _length = curve.assets.length;
int128[] memory nBals_ = new int128[](_length);
int128[] memory oBals_ = new int128[](_length);
for (uint256 i = 0; i < _length; i++) {
if (i != _inputIx) nBals_[i] = oBals_[i] = Assimilators.viewNumeraireBalance(curve.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_);
}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.3;
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);
}
}
// SPDX-License-Identifier: MIT
// 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 ^0.7.3;
import "./Storage.sol";
import "./Assimilators.sol";
import "./ABDKMath64x64.sol";
library ViewLiquidity {
using ABDKMath64x64 for int128;
function viewLiquidity(Storage.Curve storage curve)
external
view
returns (uint256 total_, uint256[] memory individual_)
{
uint256 _length = curve.assets.length;
individual_ = new uint256[](_length);
for (uint256 i = 0; i < _length; i++) {
uint256 _liquidity = Assimilators.viewNumeraireBalance(curve.assets[i].addr).mulu(1e18);
total_ += _liquidity;
individual_[i] = _liquidity;
}
return (total_, individual_);
}
}