Transaction Hash:
Block:
20038650 at Jun-07-2024 08:06:59 AM +UTC
Transaction Fee:
0.003806991942764736 ETH
$9.60
Gas Used:
267,152 Gas / 14.250284268 Gwei
Emitted Events:
138 |
ComposableStablePool.Transfer( from=0x0000000000000000000000000000000000000000, to=ProtocolFeesCollector, value=11988208519713418 )
|
139 |
ComposableStablePool.Transfer( from=0x0000000000000000000000000000000000000000, to=ProtocolFeesCollector, value=66530243964587 )
|
140 |
ComposableStablePool.Transfer( from=[Sender] 0x583a893f1d8f18c7421ed58a96be559c70cd32c0, to=0x0000000000000000000000000000000000000000, value=998833884130510210 )
|
141 |
TransparentUpgradeableProxy.0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef( 0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef, 0x000000000000000000000000ba12222222228d8ba445958a75a0704d566bf2c8, 0x000000000000000000000000583a893f1d8f18c7421ed58a96be559c70cd32c0, 0000000000000000000000000000000000000000000000000deeef2ccbc17db1 )
|
142 |
Vault.PoolBalanceChanged( poolId=848A5564158D84B8A8FB68AB5D004FAE11619A5400000000000000000000066A, liquidityProvider=[Sender] 0x583a893f1d8f18c7421ed58a96be559c70cd32c0, tokens=[0x848a5564158d84b8A8fb68ab5D004Fae11619A54, 0xbf5495Efe5DB9ce00f80364C8B423567e58d2110, 0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee, 0xFAe103DC9cf190eD75350761e95403b7b8aFa6c0], deltas=[0, -1004002742626254257, 0, 0], protocolFeeAmounts=[0, 0, 0, 0] )
|
Account State Difference:
Address | Before | After | State Difference | ||
---|---|---|---|---|---|
0x4838B106...B0BAD5f97
Miner
| (Titan Builder) | 7.979080679799669946 Eth | 7.979108546860514858 Eth | 0.000027867060844912 | |
0x583A893F...c70Cd32C0 |
2.000020939815694167 Eth
Nonce: 91
|
1.996213947872929431 Eth
Nonce: 92
| 0.003806991942764736 | ||
0x848a5564...e11619A54 | |||||
0xBA122222...d566BF2C8 | (Balancer: Vault) | ||||
0xbf5495Ef...7e58d2110 |
Execution Trace
Vault.exitPool( poolId=848A5564158D84B8A8FB68AB5D004FAE11619A5400000000000000000000066A, sender=0x583A893F1d8F18c7421ED58a96Be559c70Cd32C0, recipient=0x583A893F1d8F18c7421ED58a96Be559c70Cd32C0, request=[{name:assets, type:address[], order:1, indexed:false, value:[0x848a5564158d84b8A8fb68ab5D004Fae11619A54, 0xbf5495Efe5DB9ce00f80364C8B423567e58d2110, 0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee, 0xFAe103DC9cf190eD75350761e95403b7b8aFa6c0], valueString:[0x848a5564158d84b8A8fb68ab5D004Fae11619A54, 0xbf5495Efe5DB9ce00f80364C8B423567e58d2110, 0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee, 0xFAe103DC9cf190eD75350761e95403b7b8aFa6c0]}, {name:minAmountsOut, type:uint256[], order:2, indexed:false, value:[0, 998986075223212980, 0, 0], valueString:[0, 998986075223212980, 0, 0]}, {name:userData, type:bytes, order:3, indexed:false, value:0x00000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000DDC9220253905820000000000000000000000000000000000000000000000000000000000000000, valueString:0x00000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000DDC9220253905820000000000000000000000000000000000000000000000000000000000000000}, {name:toInternalBalance, type:bool, order:4, indexed:false, value:false, valueString:False}] )
-
ProtocolFeesCollector.STATICCALL( )
-
ComposableStablePool.onExitPool( poolId=848A5564158D84B8A8FB68AB5D004FAE11619A5400000000000000000000066A, sender=0x583A893F1d8F18c7421ED58a96Be559c70Cd32C0, recipient=0x583A893F1d8F18c7421ED58a96Be559c70Cd32C0, balances=[2596148429268010297148408564842634, 2387290882979167042247, 457646850047481348140, 722768671688844082219], lastChangeBlock=20038209, protocolSwapFeePercentage=500000000000000000, userData=0x00000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000DDC9220253905820000000000000000000000000000000000000000000000000000000000000000 ) => ( [0, 1004002742626254257, 0, 0], [0, 0, 0, 0] )
TransparentUpgradeableProxy.a9059cbb( )
-
EzEthToken.transfer( to=0x583A893F1d8F18c7421ED58a96Be559c70Cd32C0, amount=1004002742626254257 ) => ( True )
-
exitPool[PoolBalances (ln:3547)]
_joinOrExit[PoolBalances (ln:3554)]
ensureInputLengthMatch[PoolBalances (ln:3604)]
_require[InputHelpers (ln:2428)]
_translateToIERC20[PoolBalances (ln:3607)]
_validateTokensAndGetBalances[PoolBalances (ln:3608)]
_getPoolTokens[PoolBalances (ln:3758)]
ensureInputLengthMatch[PoolBalances (ln:3759)]
_require[InputHelpers (ln:2428)]
_require[PoolBalances (ln:3760)]
_require[PoolBalances (ln:3762)]
_callPoolBalanceChange[PoolBalances (ln:3615)]
totalsAndLastChangeBlock[PoolBalances (ln:3655)]
_getPoolAddress[PoolBalances (ln:3656)]
onJoinPool[PoolBalances (ln:3658)]
_getProtocolSwapFeePercentage[PoolBalances (ln:3664)]
onExitPool[PoolBalances (ln:3667)]
_getProtocolSwapFeePercentage[PoolBalances (ln:3673)]
ensureInputLengthMatch[PoolBalances (ln:3676)]
_require[InputHelpers (ln:2428)]
_processJoinPoolTransfers[PoolBalances (ln:3680)]
_require[PoolBalances (ln:3702)]
_receiveAsset[PoolBalances (ln:3705)]
_isETH[PoolBalances (ln:3706)]
add[PoolBalances (ln:3707)]
_payFeeAmount[PoolBalances (ln:3710)]
_translateToIERC20[PoolBalances (ln:3710)]
increaseCash[PoolBalances (ln:3714)]
decreaseCash[PoolBalances (ln:3715)]
_handleRemainingEth[PoolBalances (ln:3718)]
_processExitPoolTransfers[PoolBalances (ln:3681)]
_require[PoolBalances (ln:3737)]
_sendAsset[PoolBalances (ln:3740)]
_payFeeAmount[PoolBalances (ln:3742)]
_translateToIERC20[PoolBalances (ln:3742)]
decreaseCash[PoolBalances (ln:3744)]
add[PoolBalances (ln:3744)]
_getPoolSpecialization[PoolBalances (ln:3617)]
_setTwoTokenPoolCashBalances[PoolBalances (ln:3619)]
_setMinimalSwapInfoPoolBalances[PoolBalances (ln:3621)]
_setGeneralPoolBalances[PoolBalances (ln:3624)]
PoolBalanceChanged[PoolBalances (ln:3627)]
_unsafeCastToInt256[PoolBalances (ln:3632)]
_toPoolBalanceChange[PoolBalances (ln:3554)]
File 1 of 5: Vault
File 2 of 5: ProtocolFeesCollector
File 3 of 5: ComposableStablePool
File 4 of 5: TransparentUpgradeableProxy
File 5 of 5: EzEthToken
// SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "./interfaces/IAuthorizer.sol"; import "./interfaces/IWETH.sol"; import "./VaultAuthorization.sol"; import "./FlashLoans.sol"; import "./Swaps.sol"; /** * @dev The `Vault` is Balancer V2's core contract. A single instance of it exists for the entire network, and it is the * entity used to interact with Pools by Liquidity Providers who join and exit them, Traders who swap, and Asset * Managers who withdraw and deposit tokens. * * The `Vault`'s source code is split among a number of sub-contracts, with the goal of improving readability and making * understanding the system easier. Most sub-contracts have been marked as `abstract` to explicitly indicate that only * the full `Vault` is meant to be deployed. * * Roughly speaking, these are the contents of each sub-contract: * * - `AssetManagers`: Pool token Asset Manager registry, and Asset Manager interactions. * - `Fees`: set and compute protocol fees. * - `FlashLoans`: flash loan transfers and fees. * - `PoolBalances`: Pool joins and exits. * - `PoolRegistry`: Pool registration, ID management, and basic queries. * - `PoolTokens`: Pool token registration and registration, and balance queries. * - `Swaps`: Pool swaps. * - `UserBalance`: manage user balances (Internal Balance operations and external balance transfers) * - `VaultAuthorization`: access control, relayers and signature validation. * * Additionally, the different Pool specializations are handled by the `GeneralPoolsBalance`, * `MinimalSwapInfoPoolsBalance` and `TwoTokenPoolsBalance` sub-contracts, which in turn make use of the * `BalanceAllocation` library. * * The most important goal of the `Vault` is to make token swaps use as little gas as possible. This is reflected in a * multitude of design decisions, from minor things like the format used to store Pool IDs, to major features such as * the different Pool specialization settings. * * Finally, the large number of tasks carried out by the Vault means its bytecode is very large, close to exceeding * the contract size limit imposed by EIP 170 (https://eips.ethereum.org/EIPS/eip-170). Manual tuning of the source code * was required to improve code generation and bring the bytecode size below this limit. This includes extensive * utilization of `internal` functions (particularly inside modifiers), usage of named return arguments, dedicated * storage access methods, dynamic revert reason generation, and usage of inline assembly, to name a few. */ contract Vault is VaultAuthorization, FlashLoans, Swaps { constructor( IAuthorizer authorizer, IWETH weth, uint256 pauseWindowDuration, uint256 bufferPeriodDuration ) VaultAuthorization(authorizer) AssetHelpers(weth) TemporarilyPausable(pauseWindowDuration, bufferPeriodDuration) { // solhint-disable-previous-line no-empty-blocks } function setPaused(bool paused) external override nonReentrant authenticate { _setPaused(paused); } // solhint-disable-next-line func-name-mixedcase function WETH() external view override returns (IWETH) { return _WETH(); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; interface IAuthorizer { /** * @dev Returns true if `account` can perform the action described by `actionId` in the contract `where`. */ function canPerform( bytes32 actionId, address account, address where ) external view returns (bool); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "../../lib/openzeppelin/IERC20.sol"; /** * @dev Interface for the WETH token contract used internally for wrapping and unwrapping, to support * sending and receiving ETH in joins, swaps, and internal balance deposits and withdrawals. */ interface IWETH is IERC20 { function deposit() external payable; function withdraw(uint256 amount) external; } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/helpers/BalancerErrors.sol"; import "../lib/helpers/Authentication.sol"; import "../lib/helpers/TemporarilyPausable.sol"; import "../lib/helpers/BalancerErrors.sol"; import "../lib/helpers/SignaturesValidator.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "./interfaces/IVault.sol"; import "./interfaces/IAuthorizer.sol"; /** * @dev Manages access control of Vault permissioned functions by relying on the Authorizer and signature validation. * * Additionally handles relayer access and approval. */ abstract contract VaultAuthorization is IVault, ReentrancyGuard, Authentication, SignaturesValidator, TemporarilyPausable { // Ideally, we'd store the type hashes as immutable state variables to avoid computing the hash at runtime, but // unfortunately immutable variables cannot be used in assembly, so we just keep the precomputed hashes instead. // _JOIN_TYPE_HASH = keccak256("JoinPool(bytes calldata,address sender,uint256 nonce,uint256 deadline)"); bytes32 private constant _JOIN_TYPE_HASH = 0x3f7b71252bd19113ff48c19c6e004a9bcfcca320a0d74d58e85877cbd7dcae58; // _EXIT_TYPE_HASH = keccak256("ExitPool(bytes calldata,address sender,uint256 nonce,uint256 deadline)"); bytes32 private constant _EXIT_TYPE_HASH = 0x8bbc57f66ea936902f50a71ce12b92c43f3c5340bb40c27c4e90ab84eeae3353; // _SWAP_TYPE_HASH = keccak256("Swap(bytes calldata,address sender,uint256 nonce,uint256 deadline)"); bytes32 private constant _SWAP_TYPE_HASH = 0xe192dcbc143b1e244ad73b813fd3c097b832ad260a157340b4e5e5beda067abe; // _BATCH_SWAP_TYPE_HASH = keccak256("BatchSwap(bytes calldata,address sender,uint256 nonce,uint256 deadline)"); bytes32 private constant _BATCH_SWAP_TYPE_HASH = 0x9bfc43a4d98313c6766986ffd7c916c7481566d9f224c6819af0a53388aced3a; // _SET_RELAYER_TYPE_HASH = // keccak256("SetRelayerApproval(bytes calldata,address sender,uint256 nonce,uint256 deadline)"); bytes32 private constant _SET_RELAYER_TYPE_HASH = 0xa3f865aa351e51cfeb40f5178d1564bb629fe9030b83caf6361d1baaf5b90b5a; IAuthorizer private _authorizer; mapping(address => mapping(address => bool)) private _approvedRelayers; /** * @dev Reverts unless `user` is the caller, or the caller is approved by the Authorizer to call this function (that * is, it is a relayer for that function), and either: * a) `user` approved the caller as a relayer (via `setRelayerApproval`), or * b) a valid signature from them was appended to the calldata. * * Should only be applied to external functions. */ modifier authenticateFor(address user) { _authenticateFor(user); _; } constructor(IAuthorizer authorizer) // The Vault is a singleton, so it simply uses its own address to disambiguate action identifiers. Authentication(bytes32(uint256(address(this)))) SignaturesValidator("Balancer V2 Vault") { _setAuthorizer(authorizer); } function setAuthorizer(IAuthorizer newAuthorizer) external override nonReentrant authenticate { _setAuthorizer(newAuthorizer); } function _setAuthorizer(IAuthorizer newAuthorizer) private { emit AuthorizerChanged(newAuthorizer); _authorizer = newAuthorizer; } function getAuthorizer() external view override returns (IAuthorizer) { return _authorizer; } function setRelayerApproval( address sender, address relayer, bool approved ) external override nonReentrant whenNotPaused authenticateFor(sender) { _approvedRelayers[sender][relayer] = approved; emit RelayerApprovalChanged(relayer, sender, approved); } function hasApprovedRelayer(address user, address relayer) external view override returns (bool) { return _hasApprovedRelayer(user, relayer); } /** * @dev Reverts unless `user` is the caller, or the caller is approved by the Authorizer to call the entry point * function (that is, it is a relayer for that function) and either: * a) `user` approved the caller as a relayer (via `setRelayerApproval`), or * b) a valid signature from them was appended to the calldata. */ function _authenticateFor(address user) internal { if (msg.sender != user) { // In this context, 'permission to call a function' means 'being a relayer for a function'. _authenticateCaller(); // Being a relayer is not sufficient: `user` must have also approved the caller either via // `setRelayerApproval`, or by providing a signature appended to the calldata. if (!_hasApprovedRelayer(user, msg.sender)) { _validateSignature(user, Errors.USER_DOESNT_ALLOW_RELAYER); } } } /** * @dev Returns true if `user` approved `relayer` to act as a relayer for them. */ function _hasApprovedRelayer(address user, address relayer) internal view returns (bool) { return _approvedRelayers[user][relayer]; } function _canPerform(bytes32 actionId, address user) internal view override returns (bool) { // Access control is delegated to the Authorizer. return _authorizer.canPerform(actionId, user, address(this)); } function _typeHash() internal pure override returns (bytes32 hash) { // This is a simple switch-case statement, trivially written in Solidity by chaining else-if statements, but the // assembly implementation results in much denser bytecode. // solhint-disable-next-line no-inline-assembly assembly { // The function selector is located at the first 4 bytes of calldata. We copy the first full calldata // 256 word, and then perform a logical shift to the right, moving the selector to the least significant // 4 bytes. let selector := shr(224, calldataload(0)) // With the selector in the least significant 4 bytes, we can use 4 byte literals with leading zeros, // resulting in dense bytecode (PUSH4 opcodes). switch selector case 0xb95cac28 { hash := _JOIN_TYPE_HASH } case 0x8bdb3913 { hash := _EXIT_TYPE_HASH } case 0x52bbbe29 { hash := _SWAP_TYPE_HASH } case 0x945bcec9 { hash := _BATCH_SWAP_TYPE_HASH } case 0xfa6e671d { hash := _SET_RELAYER_TYPE_HASH } default { hash := 0x0000000000000000000000000000000000000000000000000000000000000000 } } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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/>. // This flash loan provider was based on the Aave protocol's open source // implementation and terminology and interfaces are intentionally kept // similar pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/helpers/BalancerErrors.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./Fees.sol"; import "./interfaces/IFlashLoanRecipient.sol"; /** * @dev Handles Flash Loans through the Vault. Calls the `receiveFlashLoan` hook on the flash loan recipient * contract, which implements the `IFlashLoanRecipient` interface. */ abstract contract FlashLoans is Fees, ReentrancyGuard, TemporarilyPausable { using SafeERC20 for IERC20; function flashLoan( IFlashLoanRecipient recipient, IERC20[] memory tokens, uint256[] memory amounts, bytes memory userData ) external override nonReentrant whenNotPaused { InputHelpers.ensureInputLengthMatch(tokens.length, amounts.length); uint256[] memory feeAmounts = new uint256[](tokens.length); uint256[] memory preLoanBalances = new uint256[](tokens.length); // Used to ensure `tokens` is sorted in ascending order, which ensures token uniqueness. IERC20 previousToken = IERC20(0); for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; uint256 amount = amounts[i]; _require(token > previousToken, token == IERC20(0) ? Errors.ZERO_TOKEN : Errors.UNSORTED_TOKENS); previousToken = token; preLoanBalances[i] = token.balanceOf(address(this)); feeAmounts[i] = _calculateFlashLoanFeeAmount(amount); _require(preLoanBalances[i] >= amount, Errors.INSUFFICIENT_FLASH_LOAN_BALANCE); token.safeTransfer(address(recipient), amount); } recipient.receiveFlashLoan(tokens, amounts, feeAmounts, userData); for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; uint256 preLoanBalance = preLoanBalances[i]; // Checking for loan repayment first (without accounting for fees) makes for simpler debugging, and results // in more accurate revert reasons if the flash loan protocol fee percentage is zero. uint256 postLoanBalance = token.balanceOf(address(this)); _require(postLoanBalance >= preLoanBalance, Errors.INVALID_POST_LOAN_BALANCE); // No need for checked arithmetic since we know the loan was fully repaid. uint256 receivedFeeAmount = postLoanBalance - preLoanBalance; _require(receivedFeeAmount >= feeAmounts[i], Errors.INSUFFICIENT_FLASH_LOAN_FEE_AMOUNT); _payFeeAmount(token, receivedFeeAmount); emit FlashLoan(recipient, token, amounts[i], receivedFeeAmount); } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/math/Math.sol"; import "../lib/helpers/BalancerErrors.sol"; import "../lib/helpers/InputHelpers.sol"; import "../lib/openzeppelin/EnumerableMap.sol"; import "../lib/openzeppelin/EnumerableSet.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeCast.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./PoolBalances.sol"; import "./interfaces/IPoolSwapStructs.sol"; import "./interfaces/IGeneralPool.sol"; import "./interfaces/IMinimalSwapInfoPool.sol"; import "./balances/BalanceAllocation.sol"; /** * Implements the Vault's high-level swap functionality. * * Users can swap tokens with Pools by calling the `swap` and `batchSwap` functions. They need not trust the Pool * contracts to do this: all security checks are made by the Vault. * * The `swap` function executes a single swap, while `batchSwap` can perform multiple swaps in sequence. * In each individual swap, tokens of one kind are sent from the sender to the Pool (this is the 'token in'), * and tokens of another kind are sent from the Pool to the recipient in exchange (this is the 'token out'). * More complex swaps, such as one 'token in' to multiple tokens out can be achieved by batching together * individual swaps. */ abstract contract Swaps is ReentrancyGuard, PoolBalances { using SafeERC20 for IERC20; using EnumerableSet for EnumerableSet.AddressSet; using EnumerableMap for EnumerableMap.IERC20ToBytes32Map; using Math for int256; using Math for uint256; using SafeCast for uint256; using BalanceAllocation for bytes32; function swap( SingleSwap memory singleSwap, FundManagement memory funds, uint256 limit, uint256 deadline ) external payable override nonReentrant whenNotPaused authenticateFor(funds.sender) returns (uint256 amountCalculated) { // The deadline is timestamp-based: it should not be relied upon for sub-minute accuracy. // solhint-disable-next-line not-rely-on-time _require(block.timestamp <= deadline, Errors.SWAP_DEADLINE); // This revert reason is for consistency with `batchSwap`: an equivalent `swap` performed using that function // would result in this error. _require(singleSwap.amount > 0, Errors.UNKNOWN_AMOUNT_IN_FIRST_SWAP); IERC20 tokenIn = _translateToIERC20(singleSwap.assetIn); IERC20 tokenOut = _translateToIERC20(singleSwap.assetOut); _require(tokenIn != tokenOut, Errors.CANNOT_SWAP_SAME_TOKEN); // Initializing each struct field one-by-one uses less gas than setting all at once. IPoolSwapStructs.SwapRequest memory poolRequest; poolRequest.poolId = singleSwap.poolId; poolRequest.kind = singleSwap.kind; poolRequest.tokenIn = tokenIn; poolRequest.tokenOut = tokenOut; poolRequest.amount = singleSwap.amount; poolRequest.userData = singleSwap.userData; poolRequest.from = funds.sender; poolRequest.to = funds.recipient; // The lastChangeBlock field is left uninitialized. uint256 amountIn; uint256 amountOut; (amountCalculated, amountIn, amountOut) = _swapWithPool(poolRequest); _require(singleSwap.kind == SwapKind.GIVEN_IN ? amountOut >= limit : amountIn <= limit, Errors.SWAP_LIMIT); _receiveAsset(singleSwap.assetIn, amountIn, funds.sender, funds.fromInternalBalance); _sendAsset(singleSwap.assetOut, amountOut, funds.recipient, funds.toInternalBalance); // If the asset in is ETH, then `amountIn` ETH was wrapped into WETH. _handleRemainingEth(_isETH(singleSwap.assetIn) ? amountIn : 0); } function batchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds, int256[] memory limits, uint256 deadline ) external payable override nonReentrant whenNotPaused authenticateFor(funds.sender) returns (int256[] memory assetDeltas) { // The deadline is timestamp-based: it should not be relied upon for sub-minute accuracy. // solhint-disable-next-line not-rely-on-time _require(block.timestamp <= deadline, Errors.SWAP_DEADLINE); InputHelpers.ensureInputLengthMatch(assets.length, limits.length); // Perform the swaps, updating the Pool token balances and computing the net Vault asset deltas. assetDeltas = _swapWithPools(swaps, assets, funds, kind); // Process asset deltas, by either transferring assets from the sender (for positive deltas) or to the recipient // (for negative deltas). uint256 wrappedEth = 0; for (uint256 i = 0; i < assets.length; ++i) { IAsset asset = assets[i]; int256 delta = assetDeltas[i]; _require(delta <= limits[i], Errors.SWAP_LIMIT); if (delta > 0) { uint256 toReceive = uint256(delta); _receiveAsset(asset, toReceive, funds.sender, funds.fromInternalBalance); if (_isETH(asset)) { wrappedEth = wrappedEth.add(toReceive); } } else if (delta < 0) { uint256 toSend = uint256(-delta); _sendAsset(asset, toSend, funds.recipient, funds.toInternalBalance); } } // Handle any used and remaining ETH. _handleRemainingEth(wrappedEth); } // For `_swapWithPools` to handle both 'given in' and 'given out' swaps, it internally tracks the 'given' amount // (supplied by the caller), and the 'calculated' amount (returned by the Pool in response to the swap request). /** * @dev Given the two swap tokens and the swap kind, returns which one is the 'given' token (the token whose * amount is supplied by the caller). */ function _tokenGiven( SwapKind kind, IERC20 tokenIn, IERC20 tokenOut ) private pure returns (IERC20) { return kind == SwapKind.GIVEN_IN ? tokenIn : tokenOut; } /** * @dev Given the two swap tokens and the swap kind, returns which one is the 'calculated' token (the token whose * amount is calculated by the Pool). */ function _tokenCalculated( SwapKind kind, IERC20 tokenIn, IERC20 tokenOut ) private pure returns (IERC20) { return kind == SwapKind.GIVEN_IN ? tokenOut : tokenIn; } /** * @dev Returns an ordered pair (amountIn, amountOut) given the 'given' and 'calculated' amounts, and the swap kind. */ function _getAmounts( SwapKind kind, uint256 amountGiven, uint256 amountCalculated ) private pure returns (uint256 amountIn, uint256 amountOut) { if (kind == SwapKind.GIVEN_IN) { (amountIn, amountOut) = (amountGiven, amountCalculated); } else { // SwapKind.GIVEN_OUT (amountIn, amountOut) = (amountCalculated, amountGiven); } } /** * @dev Performs all `swaps`, calling swap hooks on the Pool contracts and updating their balances. Does not cause * any transfer of tokens - instead it returns the net Vault token deltas: positive if the Vault should receive * tokens, and negative if it should send them. */ function _swapWithPools( BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds, SwapKind kind ) private returns (int256[] memory assetDeltas) { assetDeltas = new int256[](assets.length); // These variables could be declared inside the loop, but that causes the compiler to allocate memory on each // loop iteration, increasing gas costs. BatchSwapStep memory batchSwapStep; IPoolSwapStructs.SwapRequest memory poolRequest; // These store data about the previous swap here to implement multihop logic across swaps. IERC20 previousTokenCalculated; uint256 previousAmountCalculated; for (uint256 i = 0; i < swaps.length; ++i) { batchSwapStep = swaps[i]; bool withinBounds = batchSwapStep.assetInIndex < assets.length && batchSwapStep.assetOutIndex < assets.length; _require(withinBounds, Errors.OUT_OF_BOUNDS); IERC20 tokenIn = _translateToIERC20(assets[batchSwapStep.assetInIndex]); IERC20 tokenOut = _translateToIERC20(assets[batchSwapStep.assetOutIndex]); _require(tokenIn != tokenOut, Errors.CANNOT_SWAP_SAME_TOKEN); // Sentinel value for multihop logic if (batchSwapStep.amount == 0) { // When the amount given is zero, we use the calculated amount for the previous swap, as long as the // current swap's given token is the previous calculated token. This makes it possible to swap a // given amount of token A for token B, and then use the resulting token B amount to swap for token C. _require(i > 0, Errors.UNKNOWN_AMOUNT_IN_FIRST_SWAP); bool usingPreviousToken = previousTokenCalculated == _tokenGiven(kind, tokenIn, tokenOut); _require(usingPreviousToken, Errors.MALCONSTRUCTED_MULTIHOP_SWAP); batchSwapStep.amount = previousAmountCalculated; } // Initializing each struct field one-by-one uses less gas than setting all at once poolRequest.poolId = batchSwapStep.poolId; poolRequest.kind = kind; poolRequest.tokenIn = tokenIn; poolRequest.tokenOut = tokenOut; poolRequest.amount = batchSwapStep.amount; poolRequest.userData = batchSwapStep.userData; poolRequest.from = funds.sender; poolRequest.to = funds.recipient; // The lastChangeBlock field is left uninitialized uint256 amountIn; uint256 amountOut; (previousAmountCalculated, amountIn, amountOut) = _swapWithPool(poolRequest); previousTokenCalculated = _tokenCalculated(kind, tokenIn, tokenOut); // Accumulate Vault deltas across swaps assetDeltas[batchSwapStep.assetInIndex] = assetDeltas[batchSwapStep.assetInIndex].add(amountIn.toInt256()); assetDeltas[batchSwapStep.assetOutIndex] = assetDeltas[batchSwapStep.assetOutIndex].sub( amountOut.toInt256() ); } } /** * @dev Performs a swap according to the parameters specified in `request`, calling the Pool's contract hook and * updating the Pool's balance. * * Returns the amount of tokens going into or out of the Vault as a result of this swap, depending on the swap kind. */ function _swapWithPool(IPoolSwapStructs.SwapRequest memory request) private returns ( uint256 amountCalculated, uint256 amountIn, uint256 amountOut ) { // Get the calculated amount from the Pool and update its balances address pool = _getPoolAddress(request.poolId); PoolSpecialization specialization = _getPoolSpecialization(request.poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { amountCalculated = _processTwoTokenPoolSwapRequest(request, IMinimalSwapInfoPool(pool)); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { amountCalculated = _processMinimalSwapInfoPoolSwapRequest(request, IMinimalSwapInfoPool(pool)); } else { // PoolSpecialization.GENERAL amountCalculated = _processGeneralPoolSwapRequest(request, IGeneralPool(pool)); } (amountIn, amountOut) = _getAmounts(request.kind, request.amount, amountCalculated); emit Swap(request.poolId, request.tokenIn, request.tokenOut, amountIn, amountOut); } function _processTwoTokenPoolSwapRequest(IPoolSwapStructs.SwapRequest memory request, IMinimalSwapInfoPool pool) private returns (uint256 amountCalculated) { // For gas efficiency reasons, this function uses low-level knowledge of how Two Token Pool balances are // stored internally, instead of using getters and setters for all operations. ( bytes32 tokenABalance, bytes32 tokenBBalance, TwoTokenPoolBalances storage poolBalances ) = _getTwoTokenPoolSharedBalances(request.poolId, request.tokenIn, request.tokenOut); // We have the two Pool balances, but we don't know which one is 'token in' or 'token out'. bytes32 tokenInBalance; bytes32 tokenOutBalance; // In Two Token Pools, token A has a smaller address than token B if (request.tokenIn < request.tokenOut) { // in is A, out is B tokenInBalance = tokenABalance; tokenOutBalance = tokenBBalance; } else { // in is B, out is A tokenOutBalance = tokenABalance; tokenInBalance = tokenBBalance; } // Perform the swap request and compute the new balances for 'token in' and 'token out' after the swap (tokenInBalance, tokenOutBalance, amountCalculated) = _callMinimalSwapInfoPoolOnSwapHook( request, pool, tokenInBalance, tokenOutBalance ); // We check the token ordering again to create the new shared cash packed struct poolBalances.sharedCash = request.tokenIn < request.tokenOut ? BalanceAllocation.toSharedCash(tokenInBalance, tokenOutBalance) // in is A, out is B : BalanceAllocation.toSharedCash(tokenOutBalance, tokenInBalance); // in is B, out is A } function _processMinimalSwapInfoPoolSwapRequest( IPoolSwapStructs.SwapRequest memory request, IMinimalSwapInfoPool pool ) private returns (uint256 amountCalculated) { bytes32 tokenInBalance = _getMinimalSwapInfoPoolBalance(request.poolId, request.tokenIn); bytes32 tokenOutBalance = _getMinimalSwapInfoPoolBalance(request.poolId, request.tokenOut); // Perform the swap request and compute the new balances for 'token in' and 'token out' after the swap (tokenInBalance, tokenOutBalance, amountCalculated) = _callMinimalSwapInfoPoolOnSwapHook( request, pool, tokenInBalance, tokenOutBalance ); _minimalSwapInfoPoolsBalances[request.poolId][request.tokenIn] = tokenInBalance; _minimalSwapInfoPoolsBalances[request.poolId][request.tokenOut] = tokenOutBalance; } /** * @dev Calls the onSwap hook for a Pool that implements IMinimalSwapInfoPool: both Minimal Swap Info and Two Token * Pools do this. */ function _callMinimalSwapInfoPoolOnSwapHook( IPoolSwapStructs.SwapRequest memory request, IMinimalSwapInfoPool pool, bytes32 tokenInBalance, bytes32 tokenOutBalance ) internal returns ( bytes32 newTokenInBalance, bytes32 newTokenOutBalance, uint256 amountCalculated ) { uint256 tokenInTotal = tokenInBalance.total(); uint256 tokenOutTotal = tokenOutBalance.total(); request.lastChangeBlock = Math.max(tokenInBalance.lastChangeBlock(), tokenOutBalance.lastChangeBlock()); // Perform the swap request callback, and compute the new balances for 'token in' and 'token out' after the swap amountCalculated = pool.onSwap(request, tokenInTotal, tokenOutTotal); (uint256 amountIn, uint256 amountOut) = _getAmounts(request.kind, request.amount, amountCalculated); newTokenInBalance = tokenInBalance.increaseCash(amountIn); newTokenOutBalance = tokenOutBalance.decreaseCash(amountOut); } function _processGeneralPoolSwapRequest(IPoolSwapStructs.SwapRequest memory request, IGeneralPool pool) private returns (uint256 amountCalculated) { bytes32 tokenInBalance; bytes32 tokenOutBalance; // We access both token indexes without checking existence, because we will do it manually immediately after. EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[request.poolId]; uint256 indexIn = poolBalances.unchecked_indexOf(request.tokenIn); uint256 indexOut = poolBalances.unchecked_indexOf(request.tokenOut); if (indexIn == 0 || indexOut == 0) { // The tokens might not be registered because the Pool itself is not registered. We check this to provide a // more accurate revert reason. _ensureRegisteredPool(request.poolId); _revert(Errors.TOKEN_NOT_REGISTERED); } // EnumerableMap stores indices *plus one* to use the zero index as a sentinel value - because these are valid, // we can undo this. indexIn -= 1; indexOut -= 1; uint256 tokenAmount = poolBalances.length(); uint256[] memory currentBalances = new uint256[](tokenAmount); request.lastChangeBlock = 0; for (uint256 i = 0; i < tokenAmount; i++) { // Because the iteration is bounded by `tokenAmount`, and no tokens are registered or deregistered here, we // know `i` is a valid token index and can use `unchecked_valueAt` to save storage reads. bytes32 balance = poolBalances.unchecked_valueAt(i); currentBalances[i] = balance.total(); request.lastChangeBlock = Math.max(request.lastChangeBlock, balance.lastChangeBlock()); if (i == indexIn) { tokenInBalance = balance; } else if (i == indexOut) { tokenOutBalance = balance; } } // Perform the swap request callback and compute the new balances for 'token in' and 'token out' after the swap amountCalculated = pool.onSwap(request, currentBalances, indexIn, indexOut); (uint256 amountIn, uint256 amountOut) = _getAmounts(request.kind, request.amount, amountCalculated); tokenInBalance = tokenInBalance.increaseCash(amountIn); tokenOutBalance = tokenOutBalance.decreaseCash(amountOut); // Because no tokens were registered or deregistered between now or when we retrieved the indexes for // 'token in' and 'token out', we can use `unchecked_setAt` to save storage reads. poolBalances.unchecked_setAt(indexIn, tokenInBalance); poolBalances.unchecked_setAt(indexOut, tokenOutBalance); } // This function is not marked as `nonReentrant` because the underlying mechanism relies on reentrancy function queryBatchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds ) external override returns (int256[] memory) { // In order to accurately 'simulate' swaps, this function actually does perform the swaps, including calling the // Pool hooks and updating balances in storage. However, once it computes the final Vault Deltas, it // reverts unconditionally, returning this array as the revert data. // // By wrapping this reverting call, we can decode the deltas 'returned' and return them as a normal Solidity // function would. The only caveat is the function becomes non-view, but off-chain clients can still call it // via eth_call to get the expected result. // // This technique was inspired by the work from the Gnosis team in the Gnosis Safe contract: // https://github.com/gnosis/safe-contracts/blob/v1.2.0/contracts/GnosisSafe.sol#L265 // // Most of this function is implemented using inline assembly, as the actual work it needs to do is not // significant, and Solidity is not particularly well-suited to generate this behavior, resulting in a large // amount of generated bytecode. if (msg.sender != address(this)) { // We perform an external call to ourselves, forwarding the same calldata. In this call, the else clause of // the preceding if statement will be executed instead. // solhint-disable-next-line avoid-low-level-calls (bool success, ) = address(this).call(msg.data); // solhint-disable-next-line no-inline-assembly assembly { // This call should always revert to decode the actual asset deltas from the revert reason switch success case 0 { // Note we are manually writing the memory slot 0. We can safely overwrite whatever is // stored there as we take full control of the execution and then immediately return. // We copy the first 4 bytes to check if it matches with the expected signature, otherwise // there was another revert reason and we should forward it. returndatacopy(0, 0, 0x04) let error := and(mload(0), 0xffffffff00000000000000000000000000000000000000000000000000000000) // If the first 4 bytes don't match with the expected signature, we forward the revert reason. if eq(eq(error, 0xfa61cc1200000000000000000000000000000000000000000000000000000000), 0) { returndatacopy(0, 0, returndatasize()) revert(0, returndatasize()) } // The returndata contains the signature, followed by the raw memory representation of an array: // length + data. We need to return an ABI-encoded representation of this array. // An ABI-encoded array contains an additional field when compared to its raw memory // representation: an offset to the location of the length. The offset itself is 32 bytes long, // so the smallest value we can use is 32 for the data to be located immediately after it. mstore(0, 32) // We now copy the raw memory array from returndata into memory. Since the offset takes up 32 // bytes, we start copying at address 0x20. We also get rid of the error signature, which takes // the first four bytes of returndata. let size := sub(returndatasize(), 0x04) returndatacopy(0x20, 0x04, size) // We finally return the ABI-encoded array, which has a total length equal to that of the array // (returndata), plus the 32 bytes for the offset. return(0, add(size, 32)) } default { // This call should always revert, but we fail nonetheless if that didn't happen invalid() } } } else { int256[] memory deltas = _swapWithPools(swaps, assets, funds, kind); // solhint-disable-next-line no-inline-assembly assembly { // We will return a raw representation of the array in memory, which is composed of a 32 byte length, // followed by the 32 byte int256 values. Because revert expects a size in bytes, we multiply the array // length (stored at `deltas`) by 32. let size := mul(mload(deltas), 32) // We send one extra value for the error signature "QueryError(int256[])" which is 0xfa61cc12. // We store it in the previous slot to the `deltas` array. We know there will be at least one available // slot due to how the memory scratch space works. // We can safely overwrite whatever is stored in this slot as we will revert immediately after that. mstore(sub(deltas, 0x20), 0x00000000000000000000000000000000000000000000000000000000fa61cc12) let start := sub(deltas, 0x04) // When copying from `deltas` into returndata, we copy an additional 36 bytes to also return the array's // length and the error signature. revert(start, add(size, 36)) } } } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; /** * @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: GPL-3.0-or-later // 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 ^0.7.0; // solhint-disable /** * @dev Reverts if `condition` is false, with a revert reason containing `errorCode`. Only codes up to 999 are * supported. */ function _require(bool condition, uint256 errorCode) pure { if (!condition) _revert(errorCode); } /** * @dev Reverts with a revert reason containing `errorCode`. Only codes up to 999 are supported. */ function _revert(uint256 errorCode) pure { // We're going to dynamically create a revert string based on the error code, with the following format: // 'BAL#{errorCode}' // where the code is left-padded with zeroes to three digits (so they range from 000 to 999). // // We don't have revert strings embedded in the contract to save bytecode size: it takes much less space to store a // number (8 to 16 bits) than the individual string characters. // // The dynamic string creation algorithm that follows could be implemented in Solidity, but assembly allows for a // much denser implementation, again saving bytecode size. Given this function unconditionally reverts, this is a // safe place to rely on it without worrying about how its usage might affect e.g. memory contents. assembly { // First, we need to compute the ASCII representation of the error code. We assume that it is in the 0-999 // range, so we only need to convert three digits. To convert the digits to ASCII, we add 0x30, the value for // the '0' character. let units := add(mod(errorCode, 10), 0x30) errorCode := div(errorCode, 10) let tenths := add(mod(errorCode, 10), 0x30) errorCode := div(errorCode, 10) let hundreds := add(mod(errorCode, 10), 0x30) // With the individual characters, we can now construct the full string. The "BAL#" part is a known constant // (0x42414c23): we simply shift this by 24 (to provide space for the 3 bytes of the error code), and add the // characters to it, each shifted by a multiple of 8. // The revert reason is then shifted left by 200 bits (256 minus the length of the string, 7 characters * 8 bits // per character = 56) to locate it in the most significant part of the 256 slot (the beginning of a byte // array). let revertReason := shl(200, add(0x42414c23000000, add(add(units, shl(8, tenths)), shl(16, hundreds)))) // We can now encode the reason in memory, which can be safely overwritten as we're about to revert. The encoded // message will have the following layout: // [ revert reason identifier ] [ string location offset ] [ string length ] [ string contents ] // The Solidity revert reason identifier is 0x08c739a0, the function selector of the Error(string) function. We // also write zeroes to the next 28 bytes of memory, but those are about to be overwritten. mstore(0x0, 0x08c379a000000000000000000000000000000000000000000000000000000000) // Next is the offset to the location of the string, which will be placed immediately after (20 bytes away). mstore(0x04, 0x0000000000000000000000000000000000000000000000000000000000000020) // The string length is fixed: 7 characters. mstore(0x24, 7) // Finally, the string itself is stored. mstore(0x44, revertReason) // Even if the string is only 7 bytes long, we need to return a full 32 byte slot containing it. The length of // the encoded message is therefore 4 + 32 + 32 + 32 = 100. revert(0, 100) } } library Errors { // Math uint256 internal constant ADD_OVERFLOW = 0; uint256 internal constant SUB_OVERFLOW = 1; uint256 internal constant SUB_UNDERFLOW = 2; uint256 internal constant MUL_OVERFLOW = 3; uint256 internal constant ZERO_DIVISION = 4; uint256 internal constant DIV_INTERNAL = 5; uint256 internal constant X_OUT_OF_BOUNDS = 6; uint256 internal constant Y_OUT_OF_BOUNDS = 7; uint256 internal constant PRODUCT_OUT_OF_BOUNDS = 8; uint256 internal constant INVALID_EXPONENT = 9; // Input uint256 internal constant OUT_OF_BOUNDS = 100; uint256 internal constant UNSORTED_ARRAY = 101; uint256 internal constant UNSORTED_TOKENS = 102; uint256 internal constant INPUT_LENGTH_MISMATCH = 103; uint256 internal constant ZERO_TOKEN = 104; // Shared pools uint256 internal constant MIN_TOKENS = 200; uint256 internal constant MAX_TOKENS = 201; uint256 internal constant MAX_SWAP_FEE_PERCENTAGE = 202; uint256 internal constant MIN_SWAP_FEE_PERCENTAGE = 203; uint256 internal constant MINIMUM_BPT = 204; uint256 internal constant CALLER_NOT_VAULT = 205; uint256 internal constant UNINITIALIZED = 206; uint256 internal constant BPT_IN_MAX_AMOUNT = 207; uint256 internal constant BPT_OUT_MIN_AMOUNT = 208; uint256 internal constant EXPIRED_PERMIT = 209; // Pools uint256 internal constant MIN_AMP = 300; uint256 internal constant MAX_AMP = 301; uint256 internal constant MIN_WEIGHT = 302; uint256 internal constant MAX_STABLE_TOKENS = 303; uint256 internal constant MAX_IN_RATIO = 304; uint256 internal constant MAX_OUT_RATIO = 305; uint256 internal constant MIN_BPT_IN_FOR_TOKEN_OUT = 306; uint256 internal constant MAX_OUT_BPT_FOR_TOKEN_IN = 307; uint256 internal constant NORMALIZED_WEIGHT_INVARIANT = 308; uint256 internal constant INVALID_TOKEN = 309; uint256 internal constant UNHANDLED_JOIN_KIND = 310; uint256 internal constant ZERO_INVARIANT = 311; // Lib uint256 internal constant REENTRANCY = 400; uint256 internal constant SENDER_NOT_ALLOWED = 401; uint256 internal constant PAUSED = 402; uint256 internal constant PAUSE_WINDOW_EXPIRED = 403; uint256 internal constant MAX_PAUSE_WINDOW_DURATION = 404; uint256 internal constant MAX_BUFFER_PERIOD_DURATION = 405; uint256 internal constant INSUFFICIENT_BALANCE = 406; uint256 internal constant INSUFFICIENT_ALLOWANCE = 407; uint256 internal constant ERC20_TRANSFER_FROM_ZERO_ADDRESS = 408; uint256 internal constant ERC20_TRANSFER_TO_ZERO_ADDRESS = 409; uint256 internal constant ERC20_MINT_TO_ZERO_ADDRESS = 410; uint256 internal constant ERC20_BURN_FROM_ZERO_ADDRESS = 411; uint256 internal constant ERC20_APPROVE_FROM_ZERO_ADDRESS = 412; uint256 internal constant ERC20_APPROVE_TO_ZERO_ADDRESS = 413; uint256 internal constant ERC20_TRANSFER_EXCEEDS_ALLOWANCE = 414; uint256 internal constant ERC20_DECREASED_ALLOWANCE_BELOW_ZERO = 415; uint256 internal constant ERC20_TRANSFER_EXCEEDS_BALANCE = 416; uint256 internal constant ERC20_BURN_EXCEEDS_ALLOWANCE = 417; uint256 internal constant SAFE_ERC20_CALL_FAILED = 418; uint256 internal constant ADDRESS_INSUFFICIENT_BALANCE = 419; uint256 internal constant ADDRESS_CANNOT_SEND_VALUE = 420; uint256 internal constant SAFE_CAST_VALUE_CANT_FIT_INT256 = 421; uint256 internal constant GRANT_SENDER_NOT_ADMIN = 422; uint256 internal constant REVOKE_SENDER_NOT_ADMIN = 423; uint256 internal constant RENOUNCE_SENDER_NOT_ALLOWED = 424; uint256 internal constant BUFFER_PERIOD_EXPIRED = 425; // Vault uint256 internal constant INVALID_POOL_ID = 500; uint256 internal constant CALLER_NOT_POOL = 501; uint256 internal constant SENDER_NOT_ASSET_MANAGER = 502; uint256 internal constant USER_DOESNT_ALLOW_RELAYER = 503; uint256 internal constant INVALID_SIGNATURE = 504; uint256 internal constant EXIT_BELOW_MIN = 505; uint256 internal constant JOIN_ABOVE_MAX = 506; uint256 internal constant SWAP_LIMIT = 507; uint256 internal constant SWAP_DEADLINE = 508; uint256 internal constant CANNOT_SWAP_SAME_TOKEN = 509; uint256 internal constant UNKNOWN_AMOUNT_IN_FIRST_SWAP = 510; uint256 internal constant MALCONSTRUCTED_MULTIHOP_SWAP = 511; uint256 internal constant INTERNAL_BALANCE_OVERFLOW = 512; uint256 internal constant INSUFFICIENT_INTERNAL_BALANCE = 513; uint256 internal constant INVALID_ETH_INTERNAL_BALANCE = 514; uint256 internal constant INVALID_POST_LOAN_BALANCE = 515; uint256 internal constant INSUFFICIENT_ETH = 516; uint256 internal constant UNALLOCATED_ETH = 517; uint256 internal constant ETH_TRANSFER = 518; uint256 internal constant CANNOT_USE_ETH_SENTINEL = 519; uint256 internal constant TOKENS_MISMATCH = 520; uint256 internal constant TOKEN_NOT_REGISTERED = 521; uint256 internal constant TOKEN_ALREADY_REGISTERED = 522; uint256 internal constant TOKENS_ALREADY_SET = 523; uint256 internal constant TOKENS_LENGTH_MUST_BE_2 = 524; uint256 internal constant NONZERO_TOKEN_BALANCE = 525; uint256 internal constant BALANCE_TOTAL_OVERFLOW = 526; uint256 internal constant POOL_NO_TOKENS = 527; uint256 internal constant INSUFFICIENT_FLASH_LOAN_BALANCE = 528; // Fees uint256 internal constant SWAP_FEE_PERCENTAGE_TOO_HIGH = 600; uint256 internal constant FLASH_LOAN_FEE_PERCENTAGE_TOO_HIGH = 601; uint256 internal constant INSUFFICIENT_FLASH_LOAN_FEE_AMOUNT = 602; } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "./BalancerErrors.sol"; import "./IAuthentication.sol"; /** * @dev Building block for performing access control on external functions. * * This contract is used via the `authenticate` modifier (or the `_authenticateCaller` function), which can be applied * to external functions to only make them callable by authorized accounts. * * Derived contracts must implement the `_canPerform` function, which holds the actual access control logic. */ abstract contract Authentication is IAuthentication { bytes32 private immutable _actionIdDisambiguator; /** * @dev The main purpose of the `actionIdDisambiguator` is to prevent accidental function selector collisions in * multi contract systems. * * There are two main uses for it: * - if the contract is a singleton, any unique identifier can be used to make the associated action identifiers * unique. The contract's own address is a good option. * - if the contract belongs to a family that shares action identifiers for the same functions, an identifier * shared by the entire family (and no other contract) should be used instead. */ constructor(bytes32 actionIdDisambiguator) { _actionIdDisambiguator = actionIdDisambiguator; } /** * @dev Reverts unless the caller is allowed to call this function. Should only be applied to external functions. */ modifier authenticate() { _authenticateCaller(); _; } /** * @dev Reverts unless the caller is allowed to call the entry point function. */ function _authenticateCaller() internal view { bytes32 actionId = getActionId(msg.sig); _require(_canPerform(actionId, msg.sender), Errors.SENDER_NOT_ALLOWED); } function getActionId(bytes4 selector) public view override returns (bytes32) { // Each external function is dynamically assigned an action identifier as the hash of the disambiguator and the // function selector. Disambiguation is necessary to avoid potential collisions in the function selectors of // multiple contracts. return keccak256(abi.encodePacked(_actionIdDisambiguator, selector)); } function _canPerform(bytes32 actionId, address user) internal view virtual returns (bool); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "./BalancerErrors.sol"; import "./ITemporarilyPausable.sol"; /** * @dev Allows for a contract to be paused during an initial period after deployment, disabling functionality. Can be * used as an emergency switch in case a security vulnerability or threat is identified. * * The contract can only be paused during the Pause Window, a period that starts at deployment. It can also be * unpaused and repaused any number of times during this period. This is intended to serve as a safety measure: it lets * system managers react quickly to potentially dangerous situations, knowing that this action is reversible if careful * analysis later determines there was a false alarm. * * If the contract is paused when the Pause Window finishes, it will remain in the paused state through an additional * Buffer Period, after which it will be automatically unpaused forever. This is to ensure there is always enough time * to react to an emergency, even if the threat is discovered shortly before the Pause Window expires. * * Note that since the contract can only be paused within the Pause Window, unpausing during the Buffer Period is * irreversible. */ abstract contract TemporarilyPausable is ITemporarilyPausable { // The Pause Window and Buffer Period are timestamp-based: they should not be relied upon for sub-minute accuracy. // solhint-disable not-rely-on-time uint256 private constant _MAX_PAUSE_WINDOW_DURATION = 90 days; uint256 private constant _MAX_BUFFER_PERIOD_DURATION = 30 days; uint256 private immutable _pauseWindowEndTime; uint256 private immutable _bufferPeriodEndTime; bool private _paused; constructor(uint256 pauseWindowDuration, uint256 bufferPeriodDuration) { _require(pauseWindowDuration <= _MAX_PAUSE_WINDOW_DURATION, Errors.MAX_PAUSE_WINDOW_DURATION); _require(bufferPeriodDuration <= _MAX_BUFFER_PERIOD_DURATION, Errors.MAX_BUFFER_PERIOD_DURATION); uint256 pauseWindowEndTime = block.timestamp + pauseWindowDuration; _pauseWindowEndTime = pauseWindowEndTime; _bufferPeriodEndTime = pauseWindowEndTime + bufferPeriodDuration; } /** * @dev Reverts if the contract is paused. */ modifier whenNotPaused() { _ensureNotPaused(); _; } /** * @dev Returns the current contract pause status, as well as the end times of the Pause Window and Buffer * Period. */ function getPausedState() external view override returns ( bool paused, uint256 pauseWindowEndTime, uint256 bufferPeriodEndTime ) { paused = !_isNotPaused(); pauseWindowEndTime = _getPauseWindowEndTime(); bufferPeriodEndTime = _getBufferPeriodEndTime(); } /** * @dev Sets the pause state to `paused`. The contract can only be paused until the end of the Pause Window, and * unpaused until the end of the Buffer Period. * * Once the Buffer Period expires, this function reverts unconditionally. */ function _setPaused(bool paused) internal { if (paused) { _require(block.timestamp < _getPauseWindowEndTime(), Errors.PAUSE_WINDOW_EXPIRED); } else { _require(block.timestamp < _getBufferPeriodEndTime(), Errors.BUFFER_PERIOD_EXPIRED); } _paused = paused; emit PausedStateChanged(paused); } /** * @dev Reverts if the contract is paused. */ function _ensureNotPaused() internal view { _require(_isNotPaused(), Errors.PAUSED); } /** * @dev Returns true if the contract is unpaused. * * Once the Buffer Period expires, the gas cost of calling this function is reduced dramatically, as storage is no * longer accessed. */ function _isNotPaused() internal view returns (bool) { // After the Buffer Period, the (inexpensive) timestamp check short-circuits the storage access. return block.timestamp > _getBufferPeriodEndTime() || !_paused; } // These getters lead to reduced bytecode size by inlining the immutable variables in a single place. function _getPauseWindowEndTime() private view returns (uint256) { return _pauseWindowEndTime; } function _getBufferPeriodEndTime() private view returns (uint256) { return _bufferPeriodEndTime; } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "./BalancerErrors.sol"; import "./ISignaturesValidator.sol"; import "../openzeppelin/EIP712.sol"; /** * @dev Utility for signing Solidity function calls. * * This contract relies on the fact that Solidity contracts can be called with extra calldata, and enables * meta-transaction schemes by appending an EIP712 signature of the original calldata at the end. * * Derived contracts must implement the `_typeHash` function to map function selectors to EIP712 structs. */ abstract contract SignaturesValidator is ISignaturesValidator, EIP712 { // The appended data consists of a deadline, plus the [v,r,s] signature. For simplicity, we use a full 256 bit slot // for each of these values, even if 'v' is typically an 8 bit value. uint256 internal constant _EXTRA_CALLDATA_LENGTH = 4 * 32; // Replay attack prevention for each user. mapping(address => uint256) internal _nextNonce; constructor(string memory name) EIP712(name, "1") { // solhint-disable-previous-line no-empty-blocks } function getDomainSeparator() external view override returns (bytes32) { return _domainSeparatorV4(); } function getNextNonce(address user) external view override returns (uint256) { return _nextNonce[user]; } /** * @dev Reverts with `errorCode` unless a valid signature for `user` was appended to the calldata. */ function _validateSignature(address user, uint256 errorCode) internal { uint256 nextNonce = _nextNonce[user]++; _require(_isSignatureValid(user, nextNonce), errorCode); } function _isSignatureValid(address user, uint256 nonce) private view returns (bool) { uint256 deadline = _deadline(); // The deadline is timestamp-based: it should not be relied upon for sub-minute accuracy. // solhint-disable-next-line not-rely-on-time if (deadline < block.timestamp) { return false; } bytes32 typeHash = _typeHash(); if (typeHash == bytes32(0)) { // Prevent accidental signature validation for functions that don't have an associated type hash. return false; } // All type hashes have this format: (bytes calldata, address sender, uint256 nonce, uint256 deadline). bytes32 structHash = keccak256(abi.encode(typeHash, keccak256(_calldata()), msg.sender, nonce, deadline)); bytes32 digest = _hashTypedDataV4(structHash); (uint8 v, bytes32 r, bytes32 s) = _signature(); address recoveredAddress = ecrecover(digest, v, r, s); // ecrecover returns the zero address on recover failure, so we need to handle that explicitly. return recoveredAddress != address(0) && recoveredAddress == user; } /** * @dev Returns the EIP712 type hash for the current entry point function, which can be identified by its function * selector (available as `msg.sig`). * * The type hash must conform to the following format: * <name>(bytes calldata, address sender, uint256 nonce, uint256 deadline) * * If 0x00, all signatures will be considered invalid. */ function _typeHash() internal view virtual returns (bytes32); /** * @dev Extracts the signature deadline from extra calldata. * * This function returns bogus data if no signature is included. */ function _deadline() internal pure returns (uint256) { // The deadline is the first extra argument at the end of the original calldata. return uint256(_decodeExtraCalldataWord(0)); } /** * @dev Extracts the signature parameters from extra calldata. * * This function returns bogus data if no signature is included. This is not a security risk, as that data would not * be considered a valid signature in the first place. */ function _signature() internal pure returns ( uint8 v, bytes32 r, bytes32 s ) { // v, r and s are appended after the signature deadline, in that order. v = uint8(uint256(_decodeExtraCalldataWord(0x20))); r = _decodeExtraCalldataWord(0x40); s = _decodeExtraCalldataWord(0x60); } /** * @dev Returns the original calldata, without the extra bytes containing the signature. * * This function returns bogus data if no signature is included. */ function _calldata() internal pure returns (bytes memory result) { result = msg.data; // A calldata to memory assignment results in memory allocation and copy of contents. if (result.length > _EXTRA_CALLDATA_LENGTH) { // solhint-disable-next-line no-inline-assembly assembly { // We simply overwrite the array length with the reduced one. mstore(result, sub(calldatasize(), _EXTRA_CALLDATA_LENGTH)) } } } /** * @dev Returns a 256 bit word from 'extra' calldata, at some offset from the expected end of the original calldata. * * This function returns bogus data if no signature is included. */ function _decodeExtraCalldataWord(uint256 offset) private pure returns (bytes32 result) { // solhint-disable-next-line no-inline-assembly assembly { result := calldataload(add(sub(calldatasize(), _EXTRA_CALLDATA_LENGTH), offset)) } } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; // Based on the ReentrancyGuard library from OpenZeppelin contracts, altered to reduce bytecode size. // Modifier code is inlined by the compiler, which causes its code to appear multiple times in the codebase. By using // private functions, we achieve the same end result with slightly higher runtime gas costs but reduced bytecode size. /** * @dev Contract module that helps prevent reentrant calls to a function. * * Inheriting from `ReentrancyGuard` will make the {nonReentrant} modifier * available, which can be applied to functions to make sure there are no nested * (reentrant) calls to them. * * Note that because there is a single `nonReentrant` guard, functions marked as * `nonReentrant` may not call one another. This can be worked around by making * those functions `private`, and then adding `external` `nonReentrant` entry * points to them. * * TIP: If you would like to learn more about reentrancy and alternative ways * to protect against it, check out our blog post * https://blog.openzeppelin.com/reentrancy-after-istanbul/[Reentrancy After Istanbul]. */ abstract contract ReentrancyGuard { // Booleans are more expensive than uint256 or any type that takes up a full // word because each write operation emits an extra SLOAD to first read the // slot's contents, replace the bits taken up by the boolean, and then write // back. This is the compiler's defense against contract upgrades and // pointer aliasing, and it cannot be disabled. // The values being non-zero value makes deployment a bit more expensive, // but in exchange the refund on every call to nonReentrant will be lower in // amount. Since refunds are capped to a percentage of the total // transaction's gas, it is best to keep them low in cases like this one, to // increase the likelihood of the full refund coming into effect. uint256 private constant _NOT_ENTERED = 1; uint256 private constant _ENTERED = 2; uint256 private _status; constructor() { _status = _NOT_ENTERED; } /** * @dev Prevents a contract from calling itself, directly or indirectly. * Calling a `nonReentrant` function from another `nonReentrant` * function is not supported. It is possible to prevent this from happening * by making the `nonReentrant` function external, and make it call a * `private` function that does the actual work. */ modifier nonReentrant() { _enterNonReentrant(); _; _exitNonReentrant(); } function _enterNonReentrant() private { // On the first call to nonReentrant, _status will be _NOT_ENTERED _require(_status != _ENTERED, Errors.REENTRANCY); // Any calls to nonReentrant after this point will fail _status = _ENTERED; } function _exitNonReentrant() private { // By storing the original value once again, a refund is triggered (see // https://eips.ethereum.org/EIPS/eip-2200) _status = _NOT_ENTERED; } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 experimental ABIEncoderV2; import "../../lib/openzeppelin/IERC20.sol"; import "./IWETH.sol"; import "./IAsset.sol"; import "./IAuthorizer.sol"; import "./IFlashLoanRecipient.sol"; import "../ProtocolFeesCollector.sol"; import "../../lib/helpers/ISignaturesValidator.sol"; import "../../lib/helpers/ITemporarilyPausable.sol"; pragma solidity ^0.7.0; /** * @dev Full external interface for the Vault core contract - no external or public methods exist in the contract that * don't override one of these declarations. */ interface IVault is ISignaturesValidator, ITemporarilyPausable { // Generalities about the Vault: // // - Whenever documentation refers to 'tokens', it strictly refers to ERC20-compliant token contracts. Tokens are // transferred out of the Vault by calling the `IERC20.transfer` function, and transferred in by calling // `IERC20.transferFrom`. In these cases, the sender must have previously allowed the Vault to use their tokens by // calling `IERC20.approve`. The only deviation from the ERC20 standard that is supported is functions not returning // a boolean value: in these scenarios, a non-reverting call is assumed to be successful. // // - All non-view functions in the Vault are non-reentrant: calling them while another one is mid-execution (e.g. // while execution control is transferred to a token contract during a swap) will result in a revert. View // functions can be called in a re-reentrant way, but doing so might cause them to return inconsistent results. // Contracts calling view functions in the Vault must make sure the Vault has not already been entered. // // - View functions revert if referring to either unregistered Pools, or unregistered tokens for registered Pools. // Authorizer // // Some system actions are permissioned, like setting and collecting protocol fees. This permissioning system exists // outside of the Vault in the Authorizer contract: the Vault simply calls the Authorizer to check if the caller // can perform a given action. /** * @dev Returns the Vault's Authorizer. */ function getAuthorizer() external view returns (IAuthorizer); /** * @dev Sets a new Authorizer for the Vault. The caller must be allowed by the current Authorizer to do this. * * Emits an `AuthorizerChanged` event. */ function setAuthorizer(IAuthorizer newAuthorizer) external; /** * @dev Emitted when a new authorizer is set by `setAuthorizer`. */ event AuthorizerChanged(IAuthorizer indexed newAuthorizer); // Relayers // // Additionally, it is possible for an account to perform certain actions on behalf of another one, using their // Vault ERC20 allowance and Internal Balance. These accounts are said to be 'relayers' for these Vault functions, // and are expected to be smart contracts with sound authentication mechanisms. For an account to be able to wield // this power, two things must occur: // - The Authorizer must grant the account the permission to be a relayer for the relevant Vault function. This // means that Balancer governance must approve each individual contract to act as a relayer for the intended // functions. // - Each user must approve the relayer to act on their behalf. // This double protection means users cannot be tricked into approving malicious relayers (because they will not // have been allowed by the Authorizer via governance), nor can malicious relayers approved by a compromised // Authorizer or governance drain user funds, since they would also need to be approved by each individual user. /** * @dev Returns true if `user` has approved `relayer` to act as a relayer for them. */ function hasApprovedRelayer(address user, address relayer) external view returns (bool); /** * @dev Allows `relayer` to act as a relayer for `sender` if `approved` is true, and disallows it otherwise. * * Emits a `RelayerApprovalChanged` event. */ function setRelayerApproval( address sender, address relayer, bool approved ) external; /** * @dev Emitted every time a relayer is approved or disapproved by `setRelayerApproval`. */ event RelayerApprovalChanged(address indexed relayer, address indexed sender, bool approved); // Internal Balance // // Users can deposit tokens into the Vault, where they are allocated to their Internal Balance, and later // transferred or withdrawn. It can also be used as a source of tokens when joining Pools, as a destination // when exiting them, and as either when performing swaps. This usage of Internal Balance results in greatly reduced // gas costs when compared to relying on plain ERC20 transfers, leading to large savings for frequent users. // // Internal Balance management features batching, which means a single contract call can be used to perform multiple // operations of different kinds, with different senders and recipients, at once. /** * @dev Returns `user`'s Internal Balance for a set of tokens. */ function getInternalBalance(address user, IERC20[] memory tokens) external view returns (uint256[] memory); /** * @dev Performs a set of user balance operations, which involve Internal Balance (deposit, withdraw or transfer) * and plain ERC20 transfers using the Vault's allowance. This last feature is particularly useful for relayers, as * it lets integrators reuse a user's Vault allowance. * * For each operation, if the caller is not `sender`, it must be an authorized relayer for them. */ function manageUserBalance(UserBalanceOp[] memory ops) external payable; /** * @dev Data for `manageUserBalance` operations, which include the possibility for ETH to be sent and received without manual WETH wrapping or unwrapping. */ struct UserBalanceOp { UserBalanceOpKind kind; IAsset asset; uint256 amount; address sender; address payable recipient; } // There are four possible operations in `manageUserBalance`: // // - DEPOSIT_INTERNAL // Increases the Internal Balance of the `recipient` account by transferring tokens from the corresponding // `sender`. The sender must have allowed the Vault to use their tokens via `IERC20.approve()`. // // ETH can be used by passing the ETH sentinel value as the asset and forwarding ETH in the call: it will be wrapped // and deposited as WETH. Any ETH amount remaining will be sent back to the caller (not the sender, which is // relevant for relayers). // // Emits an `InternalBalanceChanged` event. // // // - WITHDRAW_INTERNAL // Decreases the Internal Balance of the `sender` account by transferring tokens to the `recipient`. // // ETH can be used by passing the ETH sentinel value as the asset. This will deduct WETH instead, unwrap it and send // it to the recipient as ETH. // // Emits an `InternalBalanceChanged` event. // // // - TRANSFER_INTERNAL // Transfers tokens from the Internal Balance of the `sender` account to the Internal Balance of `recipient`. // // Reverts if the ETH sentinel value is passed. // // Emits an `InternalBalanceChanged` event. // // // - TRANSFER_EXTERNAL // Transfers tokens from `sender` to `recipient`, using the Vault's ERC20 allowance. This is typically used by // relayers, as it lets them reuse a user's Vault allowance. // // Reverts if the ETH sentinel value is passed. // // Emits an `ExternalBalanceTransfer` event. enum UserBalanceOpKind { DEPOSIT_INTERNAL, WITHDRAW_INTERNAL, TRANSFER_INTERNAL, TRANSFER_EXTERNAL } /** * @dev Emitted when a user's Internal Balance changes, either from calls to `manageUserBalance`, or through * interacting with Pools using Internal Balance. * * Because Internal Balance works exclusively with ERC20 tokens, ETH deposits and withdrawals will use the WETH * address. */ event InternalBalanceChanged(address indexed user, IERC20 indexed token, int256 delta); /** * @dev Emitted when a user's Vault ERC20 allowance is used by the Vault to transfer tokens to an external account. */ event ExternalBalanceTransfer(IERC20 indexed token, address indexed sender, address recipient, uint256 amount); // Pools // // There are three specialization settings for Pools, which allow for cheaper swaps at the cost of reduced // functionality: // // - General: no specialization, suited for all Pools. IGeneralPool is used for swap request callbacks, passing the // balance of all tokens in the Pool. These Pools have the largest swap costs (because of the extra storage reads), // which increase with the number of registered tokens. // // - Minimal Swap Info: IMinimalSwapInfoPool is used instead of IGeneralPool, which saves gas by only passing the // balance of the two tokens involved in the swap. This is suitable for some pricing algorithms, like the weighted // constant product one popularized by Balancer V1. Swap costs are smaller compared to general Pools, and are // independent of the number of registered tokens. // // - Two Token: only allows two tokens to be registered. This achieves the lowest possible swap gas cost. Like // minimal swap info Pools, these are called via IMinimalSwapInfoPool. enum PoolSpecialization { GENERAL, MINIMAL_SWAP_INFO, TWO_TOKEN } /** * @dev Registers the caller account as a Pool with a given specialization setting. Returns the Pool's ID, which * is used in all Pool-related functions. Pools cannot be deregistered, nor can the Pool's specialization be * changed. * * The caller is expected to be a smart contract that implements either `IGeneralPool` or `IMinimalSwapInfoPool`, * depending on the chosen specialization setting. This contract is known as the Pool's contract. * * Note that the same contract may register itself as multiple Pools with unique Pool IDs, or in other words, * multiple Pools may share the same contract. * * Emits a `PoolRegistered` event. */ function registerPool(PoolSpecialization specialization) external returns (bytes32); /** * @dev Emitted when a Pool is registered by calling `registerPool`. */ event PoolRegistered(bytes32 indexed poolId, address indexed poolAddress, PoolSpecialization specialization); /** * @dev Returns a Pool's contract address and specialization setting. */ function getPool(bytes32 poolId) external view returns (address, PoolSpecialization); /** * @dev Registers `tokens` for the `poolId` Pool. Must be called by the Pool's contract. * * Pools can only interact with tokens they have registered. Users join a Pool by transferring registered tokens, * exit by receiving registered tokens, and can only swap registered tokens. * * Each token can only be registered once. For Pools with the Two Token specialization, `tokens` must have a length * of two, that is, both tokens must be registered in the same `registerTokens` call, and they must be sorted in * ascending order. * * The `tokens` and `assetManagers` arrays must have the same length, and each entry in these indicates the Asset * Manager for the corresponding token. Asset Managers can manage a Pool's tokens via `managePoolBalance`, * depositing and withdrawing them directly, and can even set their balance to arbitrary amounts. They are therefore * expected to be highly secured smart contracts with sound design principles, and the decision to register an * Asset Manager should not be made lightly. * * Pools can choose not to assign an Asset Manager to a given token by passing in the zero address. Once an Asset * Manager is set, it cannot be changed except by deregistering the associated token and registering again with a * different Asset Manager. * * Emits a `TokensRegistered` event. */ function registerTokens( bytes32 poolId, IERC20[] memory tokens, address[] memory assetManagers ) external; /** * @dev Emitted when a Pool registers tokens by calling `registerTokens`. */ event TokensRegistered(bytes32 indexed poolId, IERC20[] tokens, address[] assetManagers); /** * @dev Deregisters `tokens` for the `poolId` Pool. Must be called by the Pool's contract. * * Only registered tokens (via `registerTokens`) can be deregistered. Additionally, they must have zero total * balance. For Pools with the Two Token specialization, `tokens` must have a length of two, that is, both tokens * must be deregistered in the same `deregisterTokens` call. * * A deregistered token can be re-registered later on, possibly with a different Asset Manager. * * Emits a `TokensDeregistered` event. */ function deregisterTokens(bytes32 poolId, IERC20[] memory tokens) external; /** * @dev Emitted when a Pool deregisters tokens by calling `deregisterTokens`. */ event TokensDeregistered(bytes32 indexed poolId, IERC20[] tokens); /** * @dev Returns detailed information for a Pool's registered token. * * `cash` is the number of tokens the Vault currently holds for the Pool. `managed` is the number of tokens * withdrawn and held outside the Vault by the Pool's token Asset Manager. The Pool's total balance for `token` * equals the sum of `cash` and `managed`. * * Internally, `cash` and `managed` are stored using 112 bits. No action can ever cause a Pool's token `cash`, * `managed` or `total` balance to be greater than 2^112 - 1. * * `lastChangeBlock` is the number of the block in which `token`'s total balance was last modified (via either a * join, exit, swap, or Asset Manager update). This value is useful to avoid so-called 'sandwich attacks', for * example when developing price oracles. A change of zero (e.g. caused by a swap with amount zero) is considered a * change for this purpose, and will update `lastChangeBlock`. * * `assetManager` is the Pool's token Asset Manager. */ function getPoolTokenInfo(bytes32 poolId, IERC20 token) external view returns ( uint256 cash, uint256 managed, uint256 lastChangeBlock, address assetManager ); /** * @dev Returns a Pool's registered tokens, the total balance for each, and the latest block when *any* of * the tokens' `balances` changed. * * The order of the `tokens` array is the same order that will be used in `joinPool`, `exitPool`, as well as in all * Pool hooks (where applicable). Calls to `registerTokens` and `deregisterTokens` may change this order. * * If a Pool only registers tokens once, and these are sorted in ascending order, they will be stored in the same * order as passed to `registerTokens`. * * Total balances include both tokens held by the Vault and those withdrawn by the Pool's Asset Managers. These are * the amounts used by joins, exits and swaps. For a detailed breakdown of token balances, use `getPoolTokenInfo` * instead. */ function getPoolTokens(bytes32 poolId) external view returns ( IERC20[] memory tokens, uint256[] memory balances, uint256 lastChangeBlock ); /** * @dev Called by users to join a Pool, which transfers tokens from `sender` into the Pool's balance. This will * trigger custom Pool behavior, which will typically grant something in return to `recipient` - often tokenized * Pool shares. * * If the caller is not `sender`, it must be an authorized relayer for them. * * The `assets` and `maxAmountsIn` arrays must have the same length, and each entry indicates the maximum amount * to send for each asset. The amounts to send are decided by the Pool and not the Vault: it just enforces * these maximums. * * If joining a Pool that holds WETH, it is possible to send ETH directly: the Vault will do the wrapping. To enable * this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead of the * WETH address. Note that it is not possible to combine ETH and WETH in the same join. Any excess ETH will be sent * back to the caller (not the sender, which is important for relayers). * * `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when * interacting with Pools that register and deregister tokens frequently. If sending ETH however, the array must be * sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the final * `assets` array might not be sorted. Pools with no registered tokens cannot be joined. * * If `fromInternalBalance` is true, the caller's Internal Balance will be preferred: ERC20 transfers will only * be made for the difference between the requested amount and Internal Balance (if any). Note that ETH cannot be * withdrawn from Internal Balance: attempting to do so will trigger a revert. * * This causes the Vault to call the `IBasePool.onJoinPool` hook on the Pool's contract, where Pools implement * their own custom logic. This typically requires additional information from the user (such as the expected number * of Pool shares). This can be encoded in the `userData` argument, which is ignored by the Vault and passed * directly to the Pool's contract, as is `recipient`. * * Emits a `PoolBalanceChanged` event. */ function joinPool( bytes32 poolId, address sender, address recipient, JoinPoolRequest memory request ) external payable; struct JoinPoolRequest { IAsset[] assets; uint256[] maxAmountsIn; bytes userData; bool fromInternalBalance; } /** * @dev Called by users to exit a Pool, which transfers tokens from the Pool's balance to `recipient`. This will * trigger custom Pool behavior, which will typically ask for something in return from `sender` - often tokenized * Pool shares. The amount of tokens that can be withdrawn is limited by the Pool's `cash` balance (see * `getPoolTokenInfo`). * * If the caller is not `sender`, it must be an authorized relayer for them. * * The `tokens` and `minAmountsOut` arrays must have the same length, and each entry in these indicates the minimum * token amount to receive for each token contract. The amounts to send are decided by the Pool and not the Vault: * it just enforces these minimums. * * If exiting a Pool that holds WETH, it is possible to receive ETH directly: the Vault will do the unwrapping. To * enable this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead * of the WETH address. Note that it is not possible to combine ETH and WETH in the same exit. * * `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when * interacting with Pools that register and deregister tokens frequently. If receiving ETH however, the array must * be sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the * final `assets` array might not be sorted. Pools with no registered tokens cannot be exited. * * If `toInternalBalance` is true, the tokens will be deposited to `recipient`'s Internal Balance. Otherwise, * an ERC20 transfer will be performed. Note that ETH cannot be deposited to Internal Balance: attempting to * do so will trigger a revert. * * `minAmountsOut` is the minimum amount of tokens the user expects to get out of the Pool, for each token in the * `tokens` array. This array must match the Pool's registered tokens. * * This causes the Vault to call the `IBasePool.onExitPool` hook on the Pool's contract, where Pools implement * their own custom logic. This typically requires additional information from the user (such as the expected number * of Pool shares to return). This can be encoded in the `userData` argument, which is ignored by the Vault and * passed directly to the Pool's contract. * * Emits a `PoolBalanceChanged` event. */ function exitPool( bytes32 poolId, address sender, address payable recipient, ExitPoolRequest memory request ) external; struct ExitPoolRequest { IAsset[] assets; uint256[] minAmountsOut; bytes userData; bool toInternalBalance; } /** * @dev Emitted when a user joins or exits a Pool by calling `joinPool` or `exitPool`, respectively. */ event PoolBalanceChanged( bytes32 indexed poolId, address indexed liquidityProvider, IERC20[] tokens, int256[] deltas, uint256[] protocolFeeAmounts ); enum PoolBalanceChangeKind { JOIN, EXIT } // Swaps // // Users can swap tokens with Pools by calling the `swap` and `batchSwap` functions. To do this, // they need not trust Pool contracts in any way: all security checks are made by the Vault. They must however be // aware of the Pools' pricing algorithms in order to estimate the prices Pools will quote. // // The `swap` function executes a single swap, while `batchSwap` can perform multiple swaps in sequence. // In each individual swap, tokens of one kind are sent from the sender to the Pool (this is the 'token in'), // and tokens of another kind are sent from the Pool to the recipient in exchange (this is the 'token out'). // More complex swaps, such as one token in to multiple tokens out can be achieved by batching together // individual swaps. // // There are two swap kinds: // - 'given in' swaps, where the amount of tokens in (sent to the Pool) is known, and the Pool determines (via the // `onSwap` hook) the amount of tokens out (to send to the recipient). // - 'given out' swaps, where the amount of tokens out (received from the Pool) is known, and the Pool determines // (via the `onSwap` hook) the amount of tokens in (to receive from the sender). // // Additionally, it is possible to chain swaps using a placeholder input amount, which the Vault replaces with // the calculated output of the previous swap. If the previous swap was 'given in', this will be the calculated // tokenOut amount. If the previous swap was 'given out', it will use the calculated tokenIn amount. These extended // swaps are known as 'multihop' swaps, since they 'hop' through a number of intermediate tokens before arriving at // the final intended token. // // In all cases, tokens are only transferred in and out of the Vault (or withdrawn from and deposited into Internal // Balance) after all individual swaps have been completed, and the net token balance change computed. This makes // certain swap patterns, such as multihops, or swaps that interact with the same token pair in multiple Pools, cost // much less gas than they would otherwise. // // It also means that under certain conditions it is possible to perform arbitrage by swapping with multiple // Pools in a way that results in net token movement out of the Vault (profit), with no tokens being sent in (only // updating the Pool's internal accounting). // // To protect users from front-running or the market changing rapidly, they supply a list of 'limits' for each token // involved in the swap, where either the maximum number of tokens to send (by passing a positive value) or the // minimum amount of tokens to receive (by passing a negative value) is specified. // // Additionally, a 'deadline' timestamp can also be provided, forcing the swap to fail if it occurs after // this point in time (e.g. if the transaction failed to be included in a block promptly). // // If interacting with Pools that hold WETH, it is possible to both send and receive ETH directly: the Vault will do // the wrapping and unwrapping. To enable this mechanism, the IAsset sentinel value (the zero address) must be // passed in the `assets` array instead of the WETH address. Note that it is possible to combine ETH and WETH in the // same swap. Any excess ETH will be sent back to the caller (not the sender, which is relevant for relayers). // // Finally, Internal Balance can be used when either sending or receiving tokens. enum SwapKind { GIVEN_IN, GIVEN_OUT } /** * @dev Performs a swap with a single Pool. * * If the swap is 'given in' (the number of tokens to send to the Pool is known), it returns the amount of tokens * taken from the Pool, which must be greater than or equal to `limit`. * * If the swap is 'given out' (the number of tokens to take from the Pool is known), it returns the amount of tokens * sent to the Pool, which must be less than or equal to `limit`. * * Internal Balance usage and the recipient are determined by the `funds` struct. * * Emits a `Swap` event. */ function swap( SingleSwap memory singleSwap, FundManagement memory funds, uint256 limit, uint256 deadline ) external payable returns (uint256); /** * @dev Data for a single swap executed by `swap`. `amount` is either `amountIn` or `amountOut` depending on * the `kind` value. * * `assetIn` and `assetOut` are either token addresses, or the IAsset sentinel value for ETH (the zero address). * Note that Pools never interact with ETH directly: it will be wrapped to or unwrapped from WETH by the Vault. * * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be * used to extend swap behavior. */ struct SingleSwap { bytes32 poolId; SwapKind kind; IAsset assetIn; IAsset assetOut; uint256 amount; bytes userData; } /** * @dev Performs a series of swaps with one or multiple Pools. In each individual swap, the caller determines either * the amount of tokens sent to or received from the Pool, depending on the `kind` value. * * Returns an array with the net Vault asset balance deltas. Positive amounts represent tokens (or ETH) sent to the * Vault, and negative amounts represent tokens (or ETH) sent by the Vault. Each delta corresponds to the asset at * the same index in the `assets` array. * * Swaps are executed sequentially, in the order specified by the `swaps` array. Each array element describes a * Pool, the token to be sent to this Pool, the token to receive from it, and an amount that is either `amountIn` or * `amountOut` depending on the swap kind. * * Multihop swaps can be executed by passing an `amount` value of zero for a swap. This will cause the amount in/out * of the previous swap to be used as the amount in for the current one. In a 'given in' swap, 'tokenIn' must equal * the previous swap's `tokenOut`. For a 'given out' swap, `tokenOut` must equal the previous swap's `tokenIn`. * * The `assets` array contains the addresses of all assets involved in the swaps. These are either token addresses, * or the IAsset sentinel value for ETH (the zero address). Each entry in the `swaps` array specifies tokens in and * out by referencing an index in `assets`. Note that Pools never interact with ETH directly: it will be wrapped to * or unwrapped from WETH by the Vault. * * Internal Balance usage, sender, and recipient are determined by the `funds` struct. The `limits` array specifies * the minimum or maximum amount of each token the vault is allowed to transfer. * * `batchSwap` can be used to make a single swap, like `swap` does, but doing so requires more gas than the * equivalent `swap` call. * * Emits `Swap` events. */ function batchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds, int256[] memory limits, uint256 deadline ) external payable returns (int256[] memory); /** * @dev Data for each individual swap executed by `batchSwap`. The asset in and out fields are indexes into the * `assets` array passed to that function, and ETH assets are converted to WETH. * * If `amount` is zero, the multihop mechanism is used to determine the actual amount based on the amount in/out * from the previous swap, depending on the swap kind. * * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be * used to extend swap behavior. */ struct BatchSwapStep { bytes32 poolId; uint256 assetInIndex; uint256 assetOutIndex; uint256 amount; bytes userData; } /** * @dev Emitted for each individual swap performed by `swap` or `batchSwap`. */ event Swap( bytes32 indexed poolId, IERC20 indexed tokenIn, IERC20 indexed tokenOut, uint256 amountIn, uint256 amountOut ); /** * @dev All tokens in a swap are either sent from the `sender` account to the Vault, or from the Vault to the * `recipient` account. * * If the caller is not `sender`, it must be an authorized relayer for them. * * If `fromInternalBalance` is true, the `sender`'s Internal Balance will be preferred, performing an ERC20 * transfer for the difference between the requested amount and the User's Internal Balance (if any). The `sender` * must have allowed the Vault to use their tokens via `IERC20.approve()`. This matches the behavior of * `joinPool`. * * If `toInternalBalance` is true, tokens will be deposited to `recipient`'s internal balance instead of * transferred. This matches the behavior of `exitPool`. * * Note that ETH cannot be deposited to or withdrawn from Internal Balance: attempting to do so will trigger a * revert. */ struct FundManagement { address sender; bool fromInternalBalance; address payable recipient; bool toInternalBalance; } /** * @dev Simulates a call to `batchSwap`, returning an array of Vault asset deltas. Calls to `swap` cannot be * simulated directly, but an equivalent `batchSwap` call can and will yield the exact same result. * * Each element in the array corresponds to the asset at the same index, and indicates the number of tokens (or ETH) * the Vault would take from the sender (if positive) or send to the recipient (if negative). The arguments it * receives are the same that an equivalent `batchSwap` call would receive. * * Unlike `batchSwap`, this function performs no checks on the sender or recipient field in the `funds` struct. * This makes it suitable to be called by off-chain applications via eth_call without needing to hold tokens, * approve them for the Vault, or even know a user's address. * * Note that this function is not 'view' (due to implementation details): the client code must explicitly execute * eth_call instead of eth_sendTransaction. */ function queryBatchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds ) external returns (int256[] memory assetDeltas); // Flash Loans /** * @dev Performs a 'flash loan', sending tokens to `recipient`, executing the `receiveFlashLoan` hook on it, * and then reverting unless the tokens plus a proportional protocol fee have been returned. * * The `tokens` and `amounts` arrays must have the same length, and each entry in these indicates the loan amount * for each token contract. `tokens` must be sorted in ascending order. * * The 'userData' field is ignored by the Vault, and forwarded as-is to `recipient` as part of the * `receiveFlashLoan` call. * * Emits `FlashLoan` events. */ function flashLoan( IFlashLoanRecipient recipient, IERC20[] memory tokens, uint256[] memory amounts, bytes memory userData ) external; /** * @dev Emitted for each individual flash loan performed by `flashLoan`. */ event FlashLoan(IFlashLoanRecipient indexed recipient, IERC20 indexed token, uint256 amount, uint256 feeAmount); // Asset Management // // Each token registered for a Pool can be assigned an Asset Manager, which is able to freely withdraw the Pool's // tokens from the Vault, deposit them, or assign arbitrary values to its `managed` balance (see // `getPoolTokenInfo`). This makes them extremely powerful and dangerous. Even if an Asset Manager only directly // controls one of the tokens in a Pool, a malicious manager could set that token's balance to manipulate the // prices of the other tokens, and then drain the Pool with swaps. The risk of using Asset Managers is therefore // not constrained to the tokens they are managing, but extends to the entire Pool's holdings. // // However, a properly designed Asset Manager smart contract can be safely used for the Pool's benefit, // for example by lending unused tokens out for interest, or using them to participate in voting protocols. // // This concept is unrelated to the IAsset interface. /** * @dev Performs a set of Pool balance operations, which may be either withdrawals, deposits or updates. * * Pool Balance management features batching, which means a single contract call can be used to perform multiple * operations of different kinds, with different Pools and tokens, at once. * * For each operation, the caller must be registered as the Asset Manager for `token` in `poolId`. */ function managePoolBalance(PoolBalanceOp[] memory ops) external; struct PoolBalanceOp { PoolBalanceOpKind kind; bytes32 poolId; IERC20 token; uint256 amount; } /** * Withdrawals decrease the Pool's cash, but increase its managed balance, leaving the total balance unchanged. * * Deposits increase the Pool's cash, but decrease its managed balance, leaving the total balance unchanged. * * Updates don't affect the Pool's cash balance, but because the managed balance changes, it does alter the total. * The external amount can be either increased or decreased by this call (i.e., reporting a gain or a loss). */ enum PoolBalanceOpKind { WITHDRAW, DEPOSIT, UPDATE } /** * @dev Emitted when a Pool's token Asset Manager alters its balance via `managePoolBalance`. */ event PoolBalanceManaged( bytes32 indexed poolId, address indexed assetManager, IERC20 indexed token, int256 cashDelta, int256 managedDelta ); // Protocol Fees // // Some operations cause the Vault to collect tokens in the form of protocol fees, which can then be withdrawn by // permissioned accounts. // // There are two kinds of protocol fees: // // - flash loan fees: charged on all flash loans, as a percentage of the amounts lent. // // - swap fees: a percentage of the fees charged by Pools when performing swaps. For a number of reasons, including // swap gas costs and interface simplicity, protocol swap fees are not charged on each individual swap. Rather, // Pools are expected to keep track of how much they have charged in swap fees, and pay any outstanding debts to the // Vault when they are joined or exited. This prevents users from joining a Pool with unpaid debt, as well as // exiting a Pool in debt without first paying their share. /** * @dev Returns the current protocol fee module. */ function getProtocolFeesCollector() external view returns (ProtocolFeesCollector); /** * @dev Safety mechanism to pause most Vault operations in the event of an emergency - typically detection of an * error in some part of the system. * * The Vault can only be paused during an initial time period, after which pausing is forever disabled. * * While the contract is paused, the following features are disabled: * - depositing and transferring internal balance * - transferring external balance (using the Vault's allowance) * - swaps * - joining Pools * - Asset Manager interactions * * Internal Balance can still be withdrawn, and Pools exited. */ function setPaused(bool paused) external; /** * @dev Returns the Vault's WETH instance. */ function WETH() external view returns (IWETH); // solhint-disable-previous-line func-name-mixedcase } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; interface IAuthentication { /** * @dev Returns the action identifier associated with the external function described by `selector`. */ function getActionId(bytes4 selector) external view returns (bytes32); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; /** * @dev Interface for the TemporarilyPausable helper. */ interface ITemporarilyPausable { /** * @dev Emitted every time the pause state changes by `_setPaused`. */ event PausedStateChanged(bool paused); /** * @dev Returns the current paused state. */ function getPausedState() external view returns ( bool paused, uint256 pauseWindowEndTime, uint256 bufferPeriodEndTime ); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; /** * @dev Interface for the SignatureValidator helper, used to support meta-transactions. */ interface ISignaturesValidator { /** * @dev Returns the EIP712 domain separator. */ function getDomainSeparator() external view returns (bytes32); /** * @dev Returns the next nonce used by an address to sign messages. */ function getNextNonce(address user) external view returns (uint256); } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; /** * @dev https://eips.ethereum.org/EIPS/eip-712[EIP 712] is a standard for hashing and signing of typed structured data. * * The encoding specified in the EIP is very generic, and such a generic implementation in Solidity is not feasible, * thus this contract does not implement the encoding itself. Protocols need to implement the type-specific encoding * they need in their contracts using a combination of `abi.encode` and `keccak256`. * * This contract implements the EIP 712 domain separator ({_domainSeparatorV4}) that is used as part of the encoding * scheme, and the final step of the encoding to obtain the message digest that is then signed via ECDSA * ({_hashTypedDataV4}). * * The implementation of the domain separator was designed to be as efficient as possible while still properly updating * the chain id to protect against replay attacks on an eventual fork of the chain. * * NOTE: This contract implements the version of the encoding known as "v4", as implemented by the JSON RPC method * https://docs.metamask.io/guide/signing-data.html[`eth_signTypedDataV4` in MetaMask]. * * _Available since v3.4._ */ abstract contract EIP712 { /* solhint-disable var-name-mixedcase */ bytes32 private immutable _HASHED_NAME; bytes32 private immutable _HASHED_VERSION; bytes32 private immutable _TYPE_HASH; /* solhint-enable var-name-mixedcase */ /** * @dev Initializes the domain separator and parameter caches. * * The meaning of `name` and `version` is specified in * https://eips.ethereum.org/EIPS/eip-712#definition-of-domainseparator[EIP 712]: * * - `name`: the user readable name of the signing domain, i.e. the name of the DApp or the protocol. * - `version`: the current major version of the signing domain. * * NOTE: These parameters cannot be changed except through a xref:learn::upgrading-smart-contracts.adoc[smart * contract upgrade]. */ constructor(string memory name, string memory version) { _HASHED_NAME = keccak256(bytes(name)); _HASHED_VERSION = keccak256(bytes(version)); _TYPE_HASH = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)"); } /** * @dev Returns the domain separator for the current chain. */ function _domainSeparatorV4() internal view virtual returns (bytes32) { return keccak256(abi.encode(_TYPE_HASH, _HASHED_NAME, _HASHED_VERSION, _getChainId(), address(this))); } /** * @dev Given an already https://eips.ethereum.org/EIPS/eip-712#definition-of-hashstruct[hashed struct], this * function returns the hash of the fully encoded EIP712 message for this domain. * * This hash can be used together with {ECDSA-recover} to obtain the signer of a message. For example: * * ```solidity * bytes32 digest = _hashTypedDataV4(keccak256(abi.encode( * keccak256("Mail(address to,string contents)"), * mailTo, * keccak256(bytes(mailContents)) * ))); * address signer = ECDSA.recover(digest, signature); * ``` */ function _hashTypedDataV4(bytes32 structHash) internal view virtual returns (bytes32) { return keccak256(abi.encodePacked("\\x19\\x01", _domainSeparatorV4(), structHash)); } function _getChainId() private view returns (uint256 chainId) { // Silence state mutability warning without generating bytecode. // See https://github.com/ethereum/solidity/issues/10090#issuecomment-741789128 and // https://github.com/ethereum/solidity/issues/2691 this; // solhint-disable-next-line no-inline-assembly assembly { chainId := chainid() } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; /** * @dev This is an empty interface used to represent either ERC20-conforming token contracts or ETH (using the zero * address sentinel value). We're just relying on the fact that `interface` can be used to declare new address-like * types. * * This concept is unrelated to a Pool's Asset Managers. */ interface IAsset { // solhint-disable-previous-line no-empty-blocks } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; // Inspired by Aave Protocol's IFlashLoanReceiver. import "../../lib/openzeppelin/IERC20.sol"; interface IFlashLoanRecipient { /** * @dev When `flashLoan` is called on the Vault, it invokes the `receiveFlashLoan` hook on the recipient. * * At the time of the call, the Vault will have transferred `amounts` for `tokens` to the recipient. Before this * call returns, the recipient must have transferred `amounts` plus `feeAmounts` for each token back to the * Vault, or else the entire flash loan will revert. * * `userData` is the same value passed in the `IVault.flashLoan` call. */ function receiveFlashLoan( IERC20[] memory tokens, uint256[] memory amounts, uint256[] memory feeAmounts, bytes memory userData ) external; } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/openzeppelin/IERC20.sol"; import "../lib/helpers/InputHelpers.sol"; import "../lib/helpers/Authentication.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./interfaces/IVault.sol"; import "./interfaces/IAuthorizer.sol"; /** * @dev This an auxiliary contract to the Vault, deployed by it during construction. It offloads some of the tasks the * Vault performs to reduce its overall bytecode size. * * The current values for all protocol fee percentages are stored here, and any tokens charged as protocol fees are * sent to this contract, where they may be withdrawn by authorized entities. All authorization tasks are delegated * to the Vault's own authorizer. */ contract ProtocolFeesCollector is Authentication, ReentrancyGuard { using SafeERC20 for IERC20; // Absolute maximum fee percentages (1e18 = 100%, 1e16 = 1%). uint256 private constant _MAX_PROTOCOL_SWAP_FEE_PERCENTAGE = 50e16; // 50% uint256 private constant _MAX_PROTOCOL_FLASH_LOAN_FEE_PERCENTAGE = 1e16; // 1% IVault public immutable vault; // All fee percentages are 18-decimal fixed point numbers. // The swap fee is charged whenever a swap occurs, as a percentage of the fee charged by the Pool. These are not // actually charged on each individual swap: the `Vault` relies on the Pools being honest and reporting fees due // when users join and exit them. uint256 private _swapFeePercentage; // The flash loan fee is charged whenever a flash loan occurs, as a percentage of the tokens lent. uint256 private _flashLoanFeePercentage; event SwapFeePercentageChanged(uint256 newSwapFeePercentage); event FlashLoanFeePercentageChanged(uint256 newFlashLoanFeePercentage); constructor(IVault _vault) // The ProtocolFeesCollector is a singleton, so it simply uses its own address to disambiguate action // identifiers. Authentication(bytes32(uint256(address(this)))) { vault = _vault; } function withdrawCollectedFees( IERC20[] calldata tokens, uint256[] calldata amounts, address recipient ) external nonReentrant authenticate { InputHelpers.ensureInputLengthMatch(tokens.length, amounts.length); for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; uint256 amount = amounts[i]; token.safeTransfer(recipient, amount); } } function setSwapFeePercentage(uint256 newSwapFeePercentage) external authenticate { _require(newSwapFeePercentage <= _MAX_PROTOCOL_SWAP_FEE_PERCENTAGE, Errors.SWAP_FEE_PERCENTAGE_TOO_HIGH); _swapFeePercentage = newSwapFeePercentage; emit SwapFeePercentageChanged(newSwapFeePercentage); } function setFlashLoanFeePercentage(uint256 newFlashLoanFeePercentage) external authenticate { _require( newFlashLoanFeePercentage <= _MAX_PROTOCOL_FLASH_LOAN_FEE_PERCENTAGE, Errors.FLASH_LOAN_FEE_PERCENTAGE_TOO_HIGH ); _flashLoanFeePercentage = newFlashLoanFeePercentage; emit FlashLoanFeePercentageChanged(newFlashLoanFeePercentage); } function getSwapFeePercentage() external view returns (uint256) { return _swapFeePercentage; } function getFlashLoanFeePercentage() external view returns (uint256) { return _flashLoanFeePercentage; } function getCollectedFeeAmounts(IERC20[] memory tokens) external view returns (uint256[] memory feeAmounts) { feeAmounts = new uint256[](tokens.length); for (uint256 i = 0; i < tokens.length; ++i) { feeAmounts[i] = tokens[i].balanceOf(address(this)); } } function getAuthorizer() external view returns (IAuthorizer) { return _getAuthorizer(); } function _canPerform(bytes32 actionId, address account) internal view override returns (bool) { return _getAuthorizer().canPerform(actionId, account, address(this)); } function _getAuthorizer() internal view returns (IAuthorizer) { return vault.getAuthorizer(); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "../openzeppelin/IERC20.sol"; import "./BalancerErrors.sol"; import "../../vault/interfaces/IAsset.sol"; library InputHelpers { function ensureInputLengthMatch(uint256 a, uint256 b) internal pure { _require(a == b, Errors.INPUT_LENGTH_MISMATCH); } function ensureInputLengthMatch( uint256 a, uint256 b, uint256 c ) internal pure { _require(a == b && b == c, Errors.INPUT_LENGTH_MISMATCH); } function ensureArrayIsSorted(IAsset[] memory array) internal pure { address[] memory addressArray; // solhint-disable-next-line no-inline-assembly assembly { addressArray := array } ensureArrayIsSorted(addressArray); } function ensureArrayIsSorted(IERC20[] memory array) internal pure { address[] memory addressArray; // solhint-disable-next-line no-inline-assembly assembly { addressArray := array } ensureArrayIsSorted(addressArray); } function ensureArrayIsSorted(address[] memory array) internal pure { if (array.length < 2) { return; } address previous = array[0]; for (uint256 i = 1; i < array.length; ++i) { address current = array[i]; _require(previous < current, Errors.UNSORTED_ARRAY); previous = current; } } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; import "./IERC20.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 { function safeTransfer( IERC20 token, address to, uint256 value ) internal { _callOptionalReturn(address(token), abi.encodeWithSelector(token.transfer.selector, to, value)); } function safeTransferFrom( IERC20 token, address from, address to, uint256 value ) internal { _callOptionalReturn(address(token), abi.encodeWithSelector(token.transferFrom.selector, from, to, value)); } /** * @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). * * WARNING: `token` is assumed to be a contract: calls to EOAs will *not* revert. */ function _callOptionalReturn(address 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. (bool success, bytes memory returndata) = token.call(data); // If the low-level call didn't succeed we return whatever was returned from it. assembly { if eq(success, 0) { returndatacopy(0, 0, returndatasize()) revert(0, returndatasize()) } } // Finally we check the returndata size is either zero or true - note that this check will always pass for EOAs _require(returndata.length == 0 || abi.decode(returndata, (bool)), Errors.SAFE_ERC20_CALL_FAILED); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/math/FixedPoint.sol"; import "../lib/helpers/BalancerErrors.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./ProtocolFeesCollector.sol"; import "./VaultAuthorization.sol"; import "./interfaces/IVault.sol"; /** * @dev To reduce the bytecode size of the Vault, most of the protocol fee logic is not here, but in the * ProtocolFeesCollector contract. */ abstract contract Fees is IVault { using SafeERC20 for IERC20; ProtocolFeesCollector private immutable _protocolFeesCollector; constructor() { _protocolFeesCollector = new ProtocolFeesCollector(IVault(this)); } function getProtocolFeesCollector() public view override returns (ProtocolFeesCollector) { return _protocolFeesCollector; } /** * @dev Returns the protocol swap fee percentage. */ function _getProtocolSwapFeePercentage() internal view returns (uint256) { return getProtocolFeesCollector().getSwapFeePercentage(); } /** * @dev Returns the protocol fee amount to charge for a flash loan of `amount`. */ function _calculateFlashLoanFeeAmount(uint256 amount) internal view returns (uint256) { // Fixed point multiplication introduces error: we round up, which means in certain scenarios the charged // percentage can be slightly higher than intended. uint256 percentage = getProtocolFeesCollector().getFlashLoanFeePercentage(); return FixedPoint.mulUp(amount, percentage); } function _payFeeAmount(IERC20 token, uint256 amount) internal { if (amount > 0) { token.safeTransfer(address(getProtocolFeesCollector()), amount); } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "./LogExpMath.sol"; import "../helpers/BalancerErrors.sol"; /* solhint-disable private-vars-leading-underscore */ library FixedPoint { uint256 internal constant ONE = 1e18; // 18 decimal places uint256 internal constant MAX_POW_RELATIVE_ERROR = 10000; // 10^(-14) // Minimum base for the power function when the exponent is 'free' (larger than ONE). uint256 internal constant MIN_POW_BASE_FREE_EXPONENT = 0.7e18; function add(uint256 a, uint256 b) internal pure returns (uint256) { // Fixed Point addition is the same as regular checked addition uint256 c = a + b; _require(c >= a, Errors.ADD_OVERFLOW); return c; } function sub(uint256 a, uint256 b) internal pure returns (uint256) { // Fixed Point addition is the same as regular checked addition _require(b <= a, Errors.SUB_OVERFLOW); uint256 c = a - b; return c; } function mulDown(uint256 a, uint256 b) internal pure returns (uint256) { uint256 product = a * b; _require(a == 0 || product / a == b, Errors.MUL_OVERFLOW); return product / ONE; } function mulUp(uint256 a, uint256 b) internal pure returns (uint256) { uint256 product = a * b; _require(a == 0 || product / a == b, Errors.MUL_OVERFLOW); if (product == 0) { return 0; } else { // The traditional divUp formula is: // divUp(x, y) := (x + y - 1) / y // To avoid intermediate overflow in the addition, we distribute the division and get: // divUp(x, y) := (x - 1) / y + 1 // Note that this requires x != 0, which we already tested for. return ((product - 1) / ONE) + 1; } } function divDown(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); if (a == 0) { return 0; } else { uint256 aInflated = a * ONE; _require(aInflated / a == ONE, Errors.DIV_INTERNAL); // mul overflow return aInflated / b; } } function divUp(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); if (a == 0) { return 0; } else { uint256 aInflated = a * ONE; _require(aInflated / a == ONE, Errors.DIV_INTERNAL); // mul overflow // The traditional divUp formula is: // divUp(x, y) := (x + y - 1) / y // To avoid intermediate overflow in the addition, we distribute the division and get: // divUp(x, y) := (x - 1) / y + 1 // Note that this requires x != 0, which we already tested for. return ((aInflated - 1) / b) + 1; } } /** * @dev Returns x^y, assuming both are fixed point numbers, rounding down. The result is guaranteed to not be above * the true value (that is, the error function expected - actual is always positive). */ function powDown(uint256 x, uint256 y) internal pure returns (uint256) { uint256 raw = LogExpMath.pow(x, y); uint256 maxError = add(mulUp(raw, MAX_POW_RELATIVE_ERROR), 1); if (raw < maxError) { return 0; } else { return sub(raw, maxError); } } /** * @dev Returns x^y, assuming both are fixed point numbers, rounding up. The result is guaranteed to not be below * the true value (that is, the error function expected - actual is always negative). */ function powUp(uint256 x, uint256 y) internal pure returns (uint256) { uint256 raw = LogExpMath.pow(x, y); uint256 maxError = add(mulUp(raw, MAX_POW_RELATIVE_ERROR), 1); return add(raw, maxError); } /** * @dev Returns the complement of a value (1 - x), capped to 0 if x is larger than 1. * * Useful when computing the complement for values with some level of relative error, as it strips this error and * prevents intermediate negative values. */ function complement(uint256 x) internal pure returns (uint256) { return (x < ONE) ? (ONE - x) : 0; } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 internal License for more details. // You should have received a copy of the GNU General internal License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; /* solhint-disable */ /** * @dev Exponentiation and logarithm functions for 18 decimal fixed point numbers (both base and exponent/argument). * * Exponentiation and logarithm with arbitrary bases (x^y and log_x(y)) are implemented by conversion to natural * exponentiation and logarithm (where the base is Euler's number). * * @author Fernando Martinelli - @fernandomartinelli * @author Sergio Yuhjtman - @sergioyuhjtman * @author Daniel Fernandez - @dmf7z */ library LogExpMath { // All fixed point multiplications and divisions are inlined. This means we need to divide by ONE when multiplying // two numbers, and multiply by ONE when dividing them. // All arguments and return values are 18 decimal fixed point numbers. int256 constant ONE_18 = 1e18; // Internally, intermediate values are computed with higher precision as 20 decimal fixed point numbers, and in the // case of ln36, 36 decimals. int256 constant ONE_20 = 1e20; int256 constant ONE_36 = 1e36; // The domain of natural exponentiation is bound by the word size and number of decimals used. // // Because internally the result will be stored using 20 decimals, the largest possible result is // (2^255 - 1) / 10^20, which makes the largest exponent ln((2^255 - 1) / 10^20) = 130.700829182905140221. // The smallest possible result is 10^(-18), which makes largest negative argument // ln(10^(-18)) = -41.446531673892822312. // We use 130.0 and -41.0 to have some safety margin. int256 constant MAX_NATURAL_EXPONENT = 130e18; int256 constant MIN_NATURAL_EXPONENT = -41e18; // Bounds for ln_36's argument. Both ln(0.9) and ln(1.1) can be represented with 36 decimal places in a fixed point // 256 bit integer. int256 constant LN_36_LOWER_BOUND = ONE_18 - 1e17; int256 constant LN_36_UPPER_BOUND = ONE_18 + 1e17; uint256 constant MILD_EXPONENT_BOUND = 2**254 / uint256(ONE_20); // 18 decimal constants int256 constant x0 = 128000000000000000000; // 2ˆ7 int256 constant a0 = 38877084059945950922200000000000000000000000000000000000; // eˆ(x0) (no decimals) int256 constant x1 = 64000000000000000000; // 2ˆ6 int256 constant a1 = 6235149080811616882910000000; // eˆ(x1) (no decimals) // 20 decimal constants int256 constant x2 = 3200000000000000000000; // 2ˆ5 int256 constant a2 = 7896296018268069516100000000000000; // eˆ(x2) int256 constant x3 = 1600000000000000000000; // 2ˆ4 int256 constant a3 = 888611052050787263676000000; // eˆ(x3) int256 constant x4 = 800000000000000000000; // 2ˆ3 int256 constant a4 = 298095798704172827474000; // eˆ(x4) int256 constant x5 = 400000000000000000000; // 2ˆ2 int256 constant a5 = 5459815003314423907810; // eˆ(x5) int256 constant x6 = 200000000000000000000; // 2ˆ1 int256 constant a6 = 738905609893065022723; // eˆ(x6) int256 constant x7 = 100000000000000000000; // 2ˆ0 int256 constant a7 = 271828182845904523536; // eˆ(x7) int256 constant x8 = 50000000000000000000; // 2ˆ-1 int256 constant a8 = 164872127070012814685; // eˆ(x8) int256 constant x9 = 25000000000000000000; // 2ˆ-2 int256 constant a9 = 128402541668774148407; // eˆ(x9) int256 constant x10 = 12500000000000000000; // 2ˆ-3 int256 constant a10 = 113314845306682631683; // eˆ(x10) int256 constant x11 = 6250000000000000000; // 2ˆ-4 int256 constant a11 = 106449445891785942956; // eˆ(x11) /** * @dev Exponentiation (x^y) with unsigned 18 decimal fixed point base and exponent. * * Reverts if ln(x) * y is smaller than `MIN_NATURAL_EXPONENT`, or larger than `MAX_NATURAL_EXPONENT`. */ function pow(uint256 x, uint256 y) internal pure returns (uint256) { if (y == 0) { // We solve the 0^0 indetermination by making it equal one. return uint256(ONE_18); } if (x == 0) { return 0; } // Instead of computing x^y directly, we instead rely on the properties of logarithms and exponentiation to // arrive at that result. In particular, exp(ln(x)) = x, and ln(x^y) = y * ln(x). This means // x^y = exp(y * ln(x)). // The ln function takes a signed value, so we need to make sure x fits in the signed 256 bit range. _require(x < 2**255, Errors.X_OUT_OF_BOUNDS); int256 x_int256 = int256(x); // We will compute y * ln(x) in a single step. Depending on the value of x, we can either use ln or ln_36. In // both cases, we leave the division by ONE_18 (due to fixed point multiplication) to the end. // This prevents y * ln(x) from overflowing, and at the same time guarantees y fits in the signed 256 bit range. _require(y < MILD_EXPONENT_BOUND, Errors.Y_OUT_OF_BOUNDS); int256 y_int256 = int256(y); int256 logx_times_y; if (LN_36_LOWER_BOUND < x_int256 && x_int256 < LN_36_UPPER_BOUND) { int256 ln_36_x = ln_36(x_int256); // ln_36_x has 36 decimal places, so multiplying by y_int256 isn't as straightforward, since we can't just // bring y_int256 to 36 decimal places, as it might overflow. Instead, we perform two 18 decimal // multiplications and add the results: one with the first 18 decimals of ln_36_x, and one with the // (downscaled) last 18 decimals. logx_times_y = ((ln_36_x / ONE_18) * y_int256 + ((ln_36_x % ONE_18) * y_int256) / ONE_18); } else { logx_times_y = ln(x_int256) * y_int256; } logx_times_y /= ONE_18; // Finally, we compute exp(y * ln(x)) to arrive at x^y _require( MIN_NATURAL_EXPONENT <= logx_times_y && logx_times_y <= MAX_NATURAL_EXPONENT, Errors.PRODUCT_OUT_OF_BOUNDS ); return uint256(exp(logx_times_y)); } /** * @dev Natural exponentiation (e^x) with signed 18 decimal fixed point exponent. * * Reverts if `x` is smaller than MIN_NATURAL_EXPONENT, or larger than `MAX_NATURAL_EXPONENT`. */ function exp(int256 x) internal pure returns (int256) { _require(x >= MIN_NATURAL_EXPONENT && x <= MAX_NATURAL_EXPONENT, Errors.INVALID_EXPONENT); if (x < 0) { // We only handle positive exponents: e^(-x) is computed as 1 / e^x. We can safely make x positive since it // fits in the signed 256 bit range (as it is larger than MIN_NATURAL_EXPONENT). // Fixed point division requires multiplying by ONE_18. return ((ONE_18 * ONE_18) / exp(-x)); } // First, we use the fact that e^(x+y) = e^x * e^y to decompose x into a sum of powers of two, which we call x_n, // where x_n == 2^(7 - n), and e^x_n = a_n has been precomputed. We choose the first x_n, x0, to equal 2^7 // because all larger powers are larger than MAX_NATURAL_EXPONENT, and therefore not present in the // decomposition. // At the end of this process we will have the product of all e^x_n = a_n that apply, and the remainder of this // decomposition, which will be lower than the smallest x_n. // exp(x) = k_0 * a_0 * k_1 * a_1 * ... + k_n * a_n * exp(remainder), where each k_n equals either 0 or 1. // We mutate x by subtracting x_n, making it the remainder of the decomposition. // The first two a_n (e^(2^7) and e^(2^6)) are too large if stored as 18 decimal numbers, and could cause // intermediate overflows. Instead we store them as plain integers, with 0 decimals. // Additionally, x0 + x1 is larger than MAX_NATURAL_EXPONENT, which means they will not both be present in the // decomposition. // For each x_n, we test if that term is present in the decomposition (if x is larger than it), and if so deduct // it and compute the accumulated product. int256 firstAN; if (x >= x0) { x -= x0; firstAN = a0; } else if (x >= x1) { x -= x1; firstAN = a1; } else { firstAN = 1; // One with no decimal places } // We now transform x into a 20 decimal fixed point number, to have enhanced precision when computing the // smaller terms. x *= 100; // `product` is the accumulated product of all a_n (except a0 and a1), which starts at 20 decimal fixed point // one. Recall that fixed point multiplication requires dividing by ONE_20. int256 product = ONE_20; if (x >= x2) { x -= x2; product = (product * a2) / ONE_20; } if (x >= x3) { x -= x3; product = (product * a3) / ONE_20; } if (x >= x4) { x -= x4; product = (product * a4) / ONE_20; } if (x >= x5) { x -= x5; product = (product * a5) / ONE_20; } if (x >= x6) { x -= x6; product = (product * a6) / ONE_20; } if (x >= x7) { x -= x7; product = (product * a7) / ONE_20; } if (x >= x8) { x -= x8; product = (product * a8) / ONE_20; } if (x >= x9) { x -= x9; product = (product * a9) / ONE_20; } // x10 and x11 are unnecessary here since we have high enough precision already. // Now we need to compute e^x, where x is small (in particular, it is smaller than x9). We use the Taylor series // expansion for e^x: 1 + x + (x^2 / 2!) + (x^3 / 3!) + ... + (x^n / n!). int256 seriesSum = ONE_20; // The initial one in the sum, with 20 decimal places. int256 term; // Each term in the sum, where the nth term is (x^n / n!). // The first term is simply x. term = x; seriesSum += term; // Each term (x^n / n!) equals the previous one times x, divided by n. Since x is a fixed point number, // multiplying by it requires dividing by ONE_20, but dividing by the non-fixed point n values does not. term = ((term * x) / ONE_20) / 2; seriesSum += term; term = ((term * x) / ONE_20) / 3; seriesSum += term; term = ((term * x) / ONE_20) / 4; seriesSum += term; term = ((term * x) / ONE_20) / 5; seriesSum += term; term = ((term * x) / ONE_20) / 6; seriesSum += term; term = ((term * x) / ONE_20) / 7; seriesSum += term; term = ((term * x) / ONE_20) / 8; seriesSum += term; term = ((term * x) / ONE_20) / 9; seriesSum += term; term = ((term * x) / ONE_20) / 10; seriesSum += term; term = ((term * x) / ONE_20) / 11; seriesSum += term; term = ((term * x) / ONE_20) / 12; seriesSum += term; // 12 Taylor terms are sufficient for 18 decimal precision. // We now have the first a_n (with no decimals), and the product of all other a_n present, and the Taylor // approximation of the exponentiation of the remainder (both with 20 decimals). All that remains is to multiply // all three (one 20 decimal fixed point multiplication, dividing by ONE_20, and one integer multiplication), // and then drop two digits to return an 18 decimal value. return (((product * seriesSum) / ONE_20) * firstAN) / 100; } /** * @dev Natural logarithm (ln(a)) with signed 18 decimal fixed point argument. */ function ln(int256 a) internal pure returns (int256) { // The real natural logarithm is not defined for negative numbers or zero. _require(a > 0, Errors.OUT_OF_BOUNDS); if (a < ONE_18) { // Since ln(a^k) = k * ln(a), we can compute ln(a) as ln(a) = ln((1/a)^(-1)) = - ln((1/a)). If a is less // than one, 1/a will be greater than one, and this if statement will not be entered in the recursive call. // Fixed point division requires multiplying by ONE_18. return (-ln((ONE_18 * ONE_18) / a)); } // First, we use the fact that ln^(a * b) = ln(a) + ln(b) to decompose ln(a) into a sum of powers of two, which // we call x_n, where x_n == 2^(7 - n), which are the natural logarithm of precomputed quantities a_n (that is, // ln(a_n) = x_n). We choose the first x_n, x0, to equal 2^7 because the exponential of all larger powers cannot // be represented as 18 fixed point decimal numbers in 256 bits, and are therefore larger than a. // At the end of this process we will have the sum of all x_n = ln(a_n) that apply, and the remainder of this // decomposition, which will be lower than the smallest a_n. // ln(a) = k_0 * x_0 + k_1 * x_1 + ... + k_n * x_n + ln(remainder), where each k_n equals either 0 or 1. // We mutate a by subtracting a_n, making it the remainder of the decomposition. // For reasons related to how `exp` works, the first two a_n (e^(2^7) and e^(2^6)) are not stored as fixed point // numbers with 18 decimals, but instead as plain integers with 0 decimals, so we need to multiply them by // ONE_18 to convert them to fixed point. // For each a_n, we test if that term is present in the decomposition (if a is larger than it), and if so divide // by it and compute the accumulated sum. int256 sum = 0; if (a >= a0 * ONE_18) { a /= a0; // Integer, not fixed point division sum += x0; } if (a >= a1 * ONE_18) { a /= a1; // Integer, not fixed point division sum += x1; } // All other a_n and x_n are stored as 20 digit fixed point numbers, so we convert the sum and a to this format. sum *= 100; a *= 100; // Because further a_n are 20 digit fixed point numbers, we multiply by ONE_20 when dividing by them. if (a >= a2) { a = (a * ONE_20) / a2; sum += x2; } if (a >= a3) { a = (a * ONE_20) / a3; sum += x3; } if (a >= a4) { a = (a * ONE_20) / a4; sum += x4; } if (a >= a5) { a = (a * ONE_20) / a5; sum += x5; } if (a >= a6) { a = (a * ONE_20) / a6; sum += x6; } if (a >= a7) { a = (a * ONE_20) / a7; sum += x7; } if (a >= a8) { a = (a * ONE_20) / a8; sum += x8; } if (a >= a9) { a = (a * ONE_20) / a9; sum += x9; } if (a >= a10) { a = (a * ONE_20) / a10; sum += x10; } if (a >= a11) { a = (a * ONE_20) / a11; sum += x11; } // a is now a small number (smaller than a_11, which roughly equals 1.06). This means we can use a Taylor series // that converges rapidly for values of `a` close to one - the same one used in ln_36. // Let z = (a - 1) / (a + 1). // ln(a) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1)) // Recall that 20 digit fixed point division requires multiplying by ONE_20, and multiplication requires // division by ONE_20. int256 z = ((a - ONE_20) * ONE_20) / (a + ONE_20); int256 z_squared = (z * z) / ONE_20; // num is the numerator of the series: the z^(2 * n + 1) term int256 num = z; // seriesSum holds the accumulated sum of each term in the series, starting with the initial z int256 seriesSum = num; // In each step, the numerator is multiplied by z^2 num = (num * z_squared) / ONE_20; seriesSum += num / 3; num = (num * z_squared) / ONE_20; seriesSum += num / 5; num = (num * z_squared) / ONE_20; seriesSum += num / 7; num = (num * z_squared) / ONE_20; seriesSum += num / 9; num = (num * z_squared) / ONE_20; seriesSum += num / 11; // 6 Taylor terms are sufficient for 36 decimal precision. // Finally, we multiply by 2 (non fixed point) to compute ln(remainder) seriesSum *= 2; // We now have the sum of all x_n present, and the Taylor approximation of the logarithm of the remainder (both // with 20 decimals). All that remains is to sum these two, and then drop two digits to return a 18 decimal // value. return (sum + seriesSum) / 100; } /** * @dev Logarithm (log(arg, base), with signed 18 decimal fixed point base and argument argument. */ function log(int256 arg, int256 base) internal pure returns (int256) { // This performs a simple base change: log(arg, base) = ln(arg) / ln(base). // Both logBase and logArg are computed as 36 decimal fixed point numbers, either by using ln_36, or by // upscaling. int256 logBase; if (LN_36_LOWER_BOUND < base && base < LN_36_UPPER_BOUND) { logBase = ln_36(base); } else { logBase = ln(base) * ONE_18; } int256 logArg; if (LN_36_LOWER_BOUND < arg && arg < LN_36_UPPER_BOUND) { logArg = ln_36(arg); } else { logArg = ln(arg) * ONE_18; } // When dividing, we multiply by ONE_18 to arrive at a result with 18 decimal places return (logArg * ONE_18) / logBase; } /** * @dev High precision (36 decimal places) natural logarithm (ln(x)) with signed 18 decimal fixed point argument, * for x close to one. * * Should only be used if x is between LN_36_LOWER_BOUND and LN_36_UPPER_BOUND. */ function ln_36(int256 x) private pure returns (int256) { // Since ln(1) = 0, a value of x close to one will yield a very small result, which makes using 36 digits // worthwhile. // First, we transform x to a 36 digit fixed point value. x *= ONE_18; // We will use the following Taylor expansion, which converges very rapidly. Let z = (x - 1) / (x + 1). // ln(x) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1)) // Recall that 36 digit fixed point division requires multiplying by ONE_36, and multiplication requires // division by ONE_36. int256 z = ((x - ONE_36) * ONE_36) / (x + ONE_36); int256 z_squared = (z * z) / ONE_36; // num is the numerator of the series: the z^(2 * n + 1) term int256 num = z; // seriesSum holds the accumulated sum of each term in the series, starting with the initial z int256 seriesSum = num; // In each step, the numerator is multiplied by z^2 num = (num * z_squared) / ONE_36; seriesSum += num / 3; num = (num * z_squared) / ONE_36; seriesSum += num / 5; num = (num * z_squared) / ONE_36; seriesSum += num / 7; num = (num * z_squared) / ONE_36; seriesSum += num / 9; num = (num * z_squared) / ONE_36; seriesSum += num / 11; num = (num * z_squared) / ONE_36; seriesSum += num / 13; num = (num * z_squared) / ONE_36; seriesSum += num / 15; // 8 Taylor terms are sufficient for 36 decimal precision. // All that remains is multiplying by 2 (non fixed point). return seriesSum * 2; } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; /** * @dev Wrappers over Solidity's arithmetic operations with added overflow checks. * Adapted from OpenZeppelin's SafeMath library */ library Math { /** * @dev Returns the addition of two unsigned integers of 256 bits, reverting on overflow. */ function add(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a + b; _require(c >= a, Errors.ADD_OVERFLOW); return c; } /** * @dev Returns the addition of two signed integers, reverting on overflow. */ function add(int256 a, int256 b) internal pure returns (int256) { int256 c = a + b; _require((b >= 0 && c >= a) || (b < 0 && c < a), Errors.ADD_OVERFLOW); return c; } /** * @dev Returns the subtraction of two unsigned integers of 256 bits, reverting on overflow. */ function sub(uint256 a, uint256 b) internal pure returns (uint256) { _require(b <= a, Errors.SUB_OVERFLOW); uint256 c = a - b; return c; } /** * @dev Returns the subtraction of two signed integers, reverting on overflow. */ function sub(int256 a, int256 b) internal pure returns (int256) { int256 c = a - b; _require((b >= 0 && c <= a) || (b < 0 && c > a), Errors.SUB_OVERFLOW); return c; } /** * @dev Returns the largest of two numbers of 256 bits. */ function max(uint256 a, uint256 b) internal pure returns (uint256) { return a >= b ? a : b; } /** * @dev Returns the smallest of two numbers of 256 bits. */ function min(uint256 a, uint256 b) internal pure returns (uint256) { return a < b ? a : b; } function mul(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a * b; _require(a == 0 || c / a == b, Errors.MUL_OVERFLOW); return c; } function divDown(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); return a / b; } function divUp(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); if (a == 0) { return 0; } else { return 1 + (a - 1) / b; } } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; // Based on the EnumerableMap library from OpenZeppelin contracts, altered to include the following: // * a map from IERC20 to bytes32 // * entries are stored in mappings instead of arrays, reducing implicit storage reads for out-of-bounds checks // * unchecked_at and unchecked_valueAt, which allow for more gas efficient data reads in some scenarios // * unchecked_indexOf and unchecked_setAt, which allow for more gas efficient data writes in some scenarios // // Additionally, the base private functions that work on bytes32 were removed and replaced with a native implementation // for IERC20 keys, to reduce bytecode size and runtime costs. // We're using non-standard casing for the unchecked functions to differentiate them, so we need to turn off that rule // solhint-disable func-name-mixedcase import "./IERC20.sol"; import "../helpers/BalancerErrors.sol"; /** * @dev Library for managing an enumerable variant of Solidity's * https://solidity.readthedocs.io/en/latest/types.html#mapping-types[`mapping`] * type. * * Maps have the following properties: * * - Entries are added, removed, and checked for existence in constant time * (O(1)). * - Entries are enumerated in O(n). No guarantees are made on the ordering. * * ``` * contract Example { * // Add the library methods * using EnumerableMap for EnumerableMap.UintToAddressMap; * * // Declare a set state variable * EnumerableMap.UintToAddressMap private myMap; * } * ``` */ library EnumerableMap { // The original OpenZeppelin implementation uses a generic Map type with bytes32 keys: this was replaced with // IERC20ToBytes32Map, which uses IERC20 keys natively, resulting in more dense bytecode. struct IERC20ToBytes32MapEntry { IERC20 _key; bytes32 _value; } struct IERC20ToBytes32Map { // Number of entries in the map uint256 _length; // Storage of map keys and values mapping(uint256 => IERC20ToBytes32MapEntry) _entries; // Position of the entry defined by a key in the `entries` array, plus 1 // because index 0 means a key is not in the map. mapping(IERC20 => uint256) _indexes; } /** * @dev Adds a key-value pair to a map, or updates the value for an existing * key. O(1). * * Returns true if the key was added to the map, that is if it was not * already present. */ function set( IERC20ToBytes32Map storage map, IERC20 key, bytes32 value ) internal returns (bool) { // We read and store the key's index to prevent multiple reads from the same storage slot uint256 keyIndex = map._indexes[key]; // Equivalent to !contains(map, key) if (keyIndex == 0) { uint256 previousLength = map._length; map._entries[previousLength] = IERC20ToBytes32MapEntry({ _key: key, _value: value }); map._length = previousLength + 1; // The entry is stored at previousLength, but we add 1 to all indexes // and use 0 as a sentinel value map._indexes[key] = previousLength + 1; return true; } else { map._entries[keyIndex - 1]._value = value; return false; } } /** * @dev Updates the value for an entry, given its key's index. The key index can be retrieved via * {unchecked_indexOf}, and it should be noted that key indices may change when calling {set} or {remove}. O(1). * * This function performs one less storage read than {set}, but it should only be used when `index` is known to be * within bounds. */ function unchecked_setAt( IERC20ToBytes32Map storage map, uint256 index, bytes32 value ) internal { map._entries[index]._value = value; } /** * @dev Removes a key-value pair from a map. O(1). * * Returns true if the key was removed from the map, that is if it was present. */ function remove(IERC20ToBytes32Map storage map, IERC20 key) internal returns (bool) { // We read and store the key's index to prevent multiple reads from the same storage slot uint256 keyIndex = map._indexes[key]; // Equivalent to contains(map, key) if (keyIndex != 0) { // To delete a key-value pair from the _entries pseudo-array in O(1), we swap the entry to delete with the // one at the highest index, and then remove this last entry (sometimes called as 'swap and pop'). // This modifies the order of the pseudo-array, as noted in {at}. uint256 toDeleteIndex = keyIndex - 1; uint256 lastIndex = map._length - 1; // When the entry to delete is the last one, the swap operation is unnecessary. However, since this occurs // so rarely, we still do the swap anyway to avoid the gas cost of adding an 'if' statement. IERC20ToBytes32MapEntry storage lastEntry = map._entries[lastIndex]; // Move the last entry to the index where the entry to delete is map._entries[toDeleteIndex] = lastEntry; // Update the index for the moved entry map._indexes[lastEntry._key] = toDeleteIndex + 1; // All indexes are 1-based // Delete the slot where the moved entry was stored delete map._entries[lastIndex]; map._length = lastIndex; // Delete the index for the deleted slot delete map._indexes[key]; return true; } else { return false; } } /** * @dev Returns true if the key is in the map. O(1). */ function contains(IERC20ToBytes32Map storage map, IERC20 key) internal view returns (bool) { return map._indexes[key] != 0; } /** * @dev Returns the number of key-value pairs in the map. O(1). */ function length(IERC20ToBytes32Map storage map) internal view returns (uint256) { return map._length; } /** * @dev Returns the key-value pair stored at position `index` in the map. O(1). * * Note that there are no guarantees on the ordering of entries inside the * array, and it may change when more entries are added or removed. * * Requirements: * * - `index` must be strictly less than {length}. */ function at(IERC20ToBytes32Map storage map, uint256 index) internal view returns (IERC20, bytes32) { _require(map._length > index, Errors.OUT_OF_BOUNDS); return unchecked_at(map, index); } /** * @dev Same as {at}, except this doesn't revert if `index` it outside of the map (i.e. if it is equal or larger * than {length}). O(1). * * This function performs one less storage read than {at}, but should only be used when `index` is known to be * within bounds. */ function unchecked_at(IERC20ToBytes32Map storage map, uint256 index) internal view returns (IERC20, bytes32) { IERC20ToBytes32MapEntry storage entry = map._entries[index]; return (entry._key, entry._value); } /** * @dev Same as {unchecked_At}, except it only returns the value and not the key (performing one less storage * read). O(1). */ function unchecked_valueAt(IERC20ToBytes32Map storage map, uint256 index) internal view returns (bytes32) { return map._entries[index]._value; } /** * @dev Returns the value associated with `key`. O(1). * * Requirements: * * - `key` must be in the map. Reverts with `errorCode` otherwise. */ function get( IERC20ToBytes32Map storage map, IERC20 key, uint256 errorCode ) internal view returns (bytes32) { uint256 index = map._indexes[key]; _require(index > 0, errorCode); return unchecked_valueAt(map, index - 1); } /** * @dev Returns the index for `key` **plus one**. Does not revert if the key is not in the map, and returns 0 * instead. */ function unchecked_indexOf(IERC20ToBytes32Map storage map, IERC20 key) internal view returns (uint256) { return map._indexes[key]; } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; // Based on the EnumerableSet library from OpenZeppelin contracts, altered to remove the base private functions that // work on bytes32, replacing them with a native implementation for address values, to reduce bytecode size and runtime // costs. // The `unchecked_at` function was also added, which allows for more gas efficient data reads in some scenarios. /** * @dev Library for managing * https://en.wikipedia.org/wiki/Set_(abstract_data_type)[sets] of primitive * types. * * Sets have the following properties: * * - Elements are added, removed, and checked for existence in constant time * (O(1)). * - Elements are enumerated in O(n). No guarantees are made on the ordering. * * ``` * contract Example { * // Add the library methods * using EnumerableSet for EnumerableSet.AddressSet; * * // Declare a set state variable * EnumerableSet.AddressSet private mySet; * } * ``` * * As of v3.3.0, sets of type `bytes32` (`Bytes32Set`), `address` (`AddressSet`) * and `uint256` (`UintSet`) are supported. */ library EnumerableSet { // The original OpenZeppelin implementation uses a generic Set type with bytes32 values: this was replaced with // AddressSet, which uses address keys natively, resulting in more dense bytecode. struct AddressSet { // Storage of set values address[] _values; // Position of the value in the `values` array, plus 1 because index 0 // means a value is not in the set. mapping(address => uint256) _indexes; } /** * @dev Add a value to a set. O(1). * * Returns true if the value was added to the set, that is if it was not * already present. */ function add(AddressSet storage set, address value) internal returns (bool) { if (!contains(set, value)) { set._values.push(value); // The value is stored at length-1, but we add 1 to all indexes // and use 0 as a sentinel value set._indexes[value] = set._values.length; return true; } else { return false; } } /** * @dev Removes a value from a set. O(1). * * Returns true if the value was removed from the set, that is if it was * present. */ function remove(AddressSet storage set, address value) internal returns (bool) { // We read and store the value's index to prevent multiple reads from the same storage slot uint256 valueIndex = set._indexes[value]; if (valueIndex != 0) { // Equivalent to contains(set, value) // To delete an element from the _values array in O(1), we swap the element to delete with the last one in // the array, and then remove the last element (sometimes called as 'swap and pop'). // This modifies the order of the array, as noted in {at}. uint256 toDeleteIndex = valueIndex - 1; uint256 lastIndex = set._values.length - 1; // When the value to delete is the last one, the swap operation is unnecessary. However, since this occurs // so rarely, we still do the swap anyway to avoid the gas cost of adding an 'if' statement. address lastValue = set._values[lastIndex]; // Move the last value to the index where the value to delete is set._values[toDeleteIndex] = lastValue; // Update the index for the moved value set._indexes[lastValue] = toDeleteIndex + 1; // All indexes are 1-based // Delete the slot where the moved value was stored set._values.pop(); // Delete the index for the deleted slot delete set._indexes[value]; return true; } else { return false; } } /** * @dev Returns true if the value is in the set. O(1). */ function contains(AddressSet storage set, address value) internal view returns (bool) { return set._indexes[value] != 0; } /** * @dev Returns the number of values on the set. O(1). */ function length(AddressSet storage set) internal view returns (uint256) { return set._values.length; } /** * @dev Returns the value stored at position `index` in the set. O(1). * * Note that there are no guarantees on the ordering of values inside the * array, and it may change when more values are added or removed. * * Requirements: * * - `index` must be strictly less than {length}. */ function at(AddressSet storage set, uint256 index) internal view returns (address) { _require(set._values.length > index, Errors.OUT_OF_BOUNDS); return unchecked_at(set, index); } /** * @dev Same as {at}, except this doesn't revert if `index` it outside of the set (i.e. if it is equal or larger * than {length}). O(1). * * This function performs one less storage read than {at}, but should only be used when `index` is known to be * within bounds. */ function unchecked_at(AddressSet storage set, uint256 index) internal view returns (address) { return set._values[index]; } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; /** * @dev Wrappers over Solidity's uintXX/intXX casting operators with added overflow * checks. * * Downcasting from uint256/int256 in Solidity does not revert on overflow. This can * easily result in undesired exploitation or bugs, since developers usually * assume that overflows raise errors. `SafeCast` restores this intuition by * reverting the transaction when such 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. * * Can be combined with {SafeMath} and {SignedSafeMath} to extend it to smaller types, by performing * all math on `uint256` and `int256` and then downcasting. */ library SafeCast { /** * @dev Converts an unsigned uint256 into a signed int256. * * Requirements: * * - input must be less than or equal to maxInt256. */ function toInt256(uint256 value) internal pure returns (int256) { _require(value < 2**255, Errors.SAFE_CAST_VALUE_CANT_FIT_INT256); return int256(value); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/math/Math.sol"; import "../lib/helpers/BalancerErrors.sol"; import "../lib/helpers/InputHelpers.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./Fees.sol"; import "./PoolTokens.sol"; import "./UserBalance.sol"; import "./interfaces/IBasePool.sol"; /** * @dev Stores the Asset Managers (by Pool and token), and implements the top level Asset Manager and Pool interfaces, * such as registering and deregistering tokens, joining and exiting Pools, and informational functions like `getPool` * and `getPoolTokens`, delegating to specialization-specific functions as needed. * * `managePoolBalance` handles all Asset Manager interactions. */ abstract contract PoolBalances is Fees, ReentrancyGuard, PoolTokens, UserBalance { using Math for uint256; using SafeERC20 for IERC20; using BalanceAllocation for bytes32; using BalanceAllocation for bytes32[]; function joinPool( bytes32 poolId, address sender, address recipient, JoinPoolRequest memory request ) external payable override whenNotPaused { // This function doesn't have the nonReentrant modifier: it is applied to `_joinOrExit` instead. // Note that `recipient` is not actually payable in the context of a join - we cast it because we handle both // joins and exits at once. _joinOrExit(PoolBalanceChangeKind.JOIN, poolId, sender, payable(recipient), _toPoolBalanceChange(request)); } function exitPool( bytes32 poolId, address sender, address payable recipient, ExitPoolRequest memory request ) external override { // This function doesn't have the nonReentrant modifier: it is applied to `_joinOrExit` instead. _joinOrExit(PoolBalanceChangeKind.EXIT, poolId, sender, recipient, _toPoolBalanceChange(request)); } // This has the exact same layout as JoinPoolRequest and ExitPoolRequest, except the `maxAmountsIn` and // `minAmountsOut` are called `limits`. Internally we use this struct for both since these two functions are quite // similar, but expose the others to callers for clarity. struct PoolBalanceChange { IAsset[] assets; uint256[] limits; bytes userData; bool useInternalBalance; } /** * @dev Converts a JoinPoolRequest into a PoolBalanceChange, with no runtime cost. */ function _toPoolBalanceChange(JoinPoolRequest memory request) private pure returns (PoolBalanceChange memory change) { // solhint-disable-next-line no-inline-assembly assembly { change := request } } /** * @dev Converts an ExitPoolRequest into a PoolBalanceChange, with no runtime cost. */ function _toPoolBalanceChange(ExitPoolRequest memory request) private pure returns (PoolBalanceChange memory change) { // solhint-disable-next-line no-inline-assembly assembly { change := request } } /** * @dev Implements both `joinPool` and `exitPool`, based on `kind`. */ function _joinOrExit( PoolBalanceChangeKind kind, bytes32 poolId, address sender, address payable recipient, PoolBalanceChange memory change ) private nonReentrant withRegisteredPool(poolId) authenticateFor(sender) { // This function uses a large number of stack variables (poolId, sender and recipient, balances, amounts, fees, // etc.), which leads to 'stack too deep' issues. It relies on private functions with seemingly arbitrary // interfaces to work around this limitation. InputHelpers.ensureInputLengthMatch(change.assets.length, change.limits.length); // We first check that the caller passed the Pool's registered tokens in the correct order, and retrieve the // current balance for each. IERC20[] memory tokens = _translateToIERC20(change.assets); bytes32[] memory balances = _validateTokensAndGetBalances(poolId, tokens); // The bulk of the work is done here: the corresponding Pool hook is called, its final balances are computed, // assets are transferred, and fees are paid. ( bytes32[] memory finalBalances, uint256[] memory amountsInOrOut, uint256[] memory paidProtocolSwapFeeAmounts ) = _callPoolBalanceChange(kind, poolId, sender, recipient, change, balances); // All that remains is storing the new Pool balances. PoolSpecialization specialization = _getPoolSpecialization(poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { _setTwoTokenPoolCashBalances(poolId, tokens[0], finalBalances[0], tokens[1], finalBalances[1]); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { _setMinimalSwapInfoPoolBalances(poolId, tokens, finalBalances); } else { // PoolSpecialization.GENERAL _setGeneralPoolBalances(poolId, finalBalances); } bool positive = kind == PoolBalanceChangeKind.JOIN; // Amounts in are positive, out are negative emit PoolBalanceChanged( poolId, sender, tokens, // We can unsafely cast to int256 because balances are actually stored as uint112 _unsafeCastToInt256(amountsInOrOut, positive), paidProtocolSwapFeeAmounts ); } /** * @dev Calls the corresponding Pool hook to get the amounts in/out plus protocol fee amounts, and performs the * associated token transfers and fee payments, returning the Pool's final balances. */ function _callPoolBalanceChange( PoolBalanceChangeKind kind, bytes32 poolId, address sender, address payable recipient, PoolBalanceChange memory change, bytes32[] memory balances ) private returns ( bytes32[] memory finalBalances, uint256[] memory amountsInOrOut, uint256[] memory dueProtocolFeeAmounts ) { (uint256[] memory totalBalances, uint256 lastChangeBlock) = balances.totalsAndLastChangeBlock(); IBasePool pool = IBasePool(_getPoolAddress(poolId)); (amountsInOrOut, dueProtocolFeeAmounts) = kind == PoolBalanceChangeKind.JOIN ? pool.onJoinPool( poolId, sender, recipient, totalBalances, lastChangeBlock, _getProtocolSwapFeePercentage(), change.userData ) : pool.onExitPool( poolId, sender, recipient, totalBalances, lastChangeBlock, _getProtocolSwapFeePercentage(), change.userData ); InputHelpers.ensureInputLengthMatch(balances.length, amountsInOrOut.length, dueProtocolFeeAmounts.length); // The Vault ignores the `recipient` in joins and the `sender` in exits: it is up to the Pool to keep track of // their participation. finalBalances = kind == PoolBalanceChangeKind.JOIN ? _processJoinPoolTransfers(sender, change, balances, amountsInOrOut, dueProtocolFeeAmounts) : _processExitPoolTransfers(recipient, change, balances, amountsInOrOut, dueProtocolFeeAmounts); } /** * @dev Transfers `amountsIn` from `sender`, checking that they are within their accepted limits, and pays * accumulated protocol swap fees. * * Returns the Pool's final balances, which are the current balances plus `amountsIn` minus accumulated protocol * swap fees. */ function _processJoinPoolTransfers( address sender, PoolBalanceChange memory change, bytes32[] memory balances, uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts ) private returns (bytes32[] memory finalBalances) { // We need to track how much of the received ETH was used and wrapped into WETH to return any excess. uint256 wrappedEth = 0; finalBalances = new bytes32[](balances.length); for (uint256 i = 0; i < change.assets.length; ++i) { uint256 amountIn = amountsIn[i]; _require(amountIn <= change.limits[i], Errors.JOIN_ABOVE_MAX); // Receive assets from the sender - possibly from Internal Balance. IAsset asset = change.assets[i]; _receiveAsset(asset, amountIn, sender, change.useInternalBalance); if (_isETH(asset)) { wrappedEth = wrappedEth.add(amountIn); } uint256 feeAmount = dueProtocolFeeAmounts[i]; _payFeeAmount(_translateToIERC20(asset), feeAmount); // Compute the new Pool balances. Note that the fee amount might be larger than `amountIn`, // resulting in an overall decrease of the Pool's balance for a token. finalBalances[i] = (amountIn >= feeAmount) // This lets us skip checked arithmetic ? balances[i].increaseCash(amountIn - feeAmount) : balances[i].decreaseCash(feeAmount - amountIn); } // Handle any used and remaining ETH. _handleRemainingEth(wrappedEth); } /** * @dev Transfers `amountsOut` to `recipient`, checking that they are within their accepted limits, and pays * accumulated protocol swap fees from the Pool. * * Returns the Pool's final balances, which are the current `balances` minus `amountsOut` and fees paid * (`dueProtocolFeeAmounts`). */ function _processExitPoolTransfers( address payable recipient, PoolBalanceChange memory change, bytes32[] memory balances, uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts ) private returns (bytes32[] memory finalBalances) { finalBalances = new bytes32[](balances.length); for (uint256 i = 0; i < change.assets.length; ++i) { uint256 amountOut = amountsOut[i]; _require(amountOut >= change.limits[i], Errors.EXIT_BELOW_MIN); // Send tokens to the recipient - possibly to Internal Balance IAsset asset = change.assets[i]; _sendAsset(asset, amountOut, recipient, change.useInternalBalance); uint256 feeAmount = dueProtocolFeeAmounts[i]; _payFeeAmount(_translateToIERC20(asset), feeAmount); // Compute the new Pool balances. A Pool's token balance always decreases after an exit (potentially by 0). finalBalances[i] = balances[i].decreaseCash(amountOut.add(feeAmount)); } } /** * @dev Returns the total balance for `poolId`'s `expectedTokens`. * * `expectedTokens` must exactly equal the token array returned by `getPoolTokens`: both arrays must have the same * length, elements and order. Additionally, the Pool must have at least one registered token. */ function _validateTokensAndGetBalances(bytes32 poolId, IERC20[] memory expectedTokens) private view returns (bytes32[] memory) { (IERC20[] memory actualTokens, bytes32[] memory balances) = _getPoolTokens(poolId); InputHelpers.ensureInputLengthMatch(actualTokens.length, expectedTokens.length); _require(actualTokens.length > 0, Errors.POOL_NO_TOKENS); for (uint256 i = 0; i < actualTokens.length; ++i) { _require(actualTokens[i] == expectedTokens[i], Errors.TOKENS_MISMATCH); } return balances; } /** * @dev Casts an array of uint256 to int256, setting the sign of the result according to the `positive` flag, * without checking whether the values fit in the signed 256 bit range. */ function _unsafeCastToInt256(uint256[] memory values, bool positive) private pure returns (int256[] memory signedValues) { signedValues = new int256[](values.length); for (uint256 i = 0; i < values.length; i++) { signedValues[i] = positive ? int256(values[i]) : -int256(values[i]); } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../../lib/openzeppelin/IERC20.sol"; import "./IVault.sol"; interface IPoolSwapStructs { // This is not really an interface - it just defines common structs used by other interfaces: IGeneralPool and // IMinimalSwapInfoPool. // // This data structure represents a request for a token swap, where `kind` indicates the swap type ('given in' or // 'given out') which indicates whether or not the amount sent by the pool is known. // // The pool receives `tokenIn` and sends `tokenOut`. `amount` is the number of `tokenIn` tokens the pool will take // in, or the number of `tokenOut` tokens the Pool will send out, depending on the given swap `kind`. // // All other fields are not strictly necessary for most swaps, but are provided to support advanced scenarios in // some Pools. // // `poolId` is the ID of the Pool involved in the swap - this is useful for Pool contracts that implement more than // one Pool. // // The meaning of `lastChangeBlock` depends on the Pool specialization: // - Two Token or Minimal Swap Info: the last block in which either `tokenIn` or `tokenOut` changed its total // balance. // - General: the last block in which *any* of the Pool's registered tokens changed its total balance. // // `from` is the origin address for the funds the Pool receives, and `to` is the destination address // where the Pool sends the outgoing tokens. // // `userData` is extra data provided by the caller - typically a signature from a trusted party. struct SwapRequest { IVault.SwapKind kind; IERC20 tokenIn; IERC20 tokenOut; uint256 amount; // Misc data bytes32 poolId; uint256 lastChangeBlock; address from; address to; bytes userData; } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "./IBasePool.sol"; /** * @dev IPools with the General specialization setting should implement this interface. * * This is called by the Vault when a user calls `IVault.swap` or `IVault.batchSwap` to swap with this Pool. * Returns the number of tokens the Pool will grant to the user in a 'given in' swap, or that the user will * grant to the pool in a 'given out' swap. * * This can often be implemented by a `view` function, since many pricing algorithms don't need to track state * changes in swaps. However, contracts implementing this in non-view functions should check that the caller is * indeed the Vault. */ interface IGeneralPool is IBasePool { function onSwap( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut ) external returns (uint256 amount); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "./IBasePool.sol"; /** * @dev Pool contracts with the MinimalSwapInfo or TwoToken specialization settings should implement this interface. * * This is called by the Vault when a user calls `IVault.swap` or `IVault.batchSwap` to swap with this Pool. * Returns the number of tokens the Pool will grant to the user in a 'given in' swap, or that the user will grant * to the pool in a 'given out' swap. * * This can often be implemented by a `view` function, since many pricing algorithms don't need to track state * changes in swaps. However, contracts implementing this in non-view functions should check that the caller is * indeed the Vault. */ interface IMinimalSwapInfoPool is IBasePool { function onSwap( SwapRequest memory swapRequest, uint256 currentBalanceTokenIn, uint256 currentBalanceTokenOut ) external returns (uint256 amount); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "../../lib/math/Math.sol"; // This library is used to create a data structure that represents a token's balance for a Pool. 'cash' is how many // tokens the Pool has sitting inside of the Vault. 'managed' is how many tokens were withdrawn from the Vault by the // Pool's Asset Manager. 'total' is the sum of these two, and represents the Pool's total token balance, including // tokens that are *not* inside of the Vault. // // 'cash' is updated whenever tokens enter and exit the Vault, while 'managed' is only updated if the reason tokens are // moving is due to an Asset Manager action. This is reflected in the different methods available: 'increaseCash' // and 'decreaseCash' for swaps and add/remove liquidity events, and 'cashToManaged' and 'managedToCash' for events // transferring funds to and from the Asset Manager. // // The Vault disallows the Pool's 'cash' from becoming negative. In other words, it can never use any tokens that are // not inside the Vault. // // One of the goals of this library is to store the entire token balance in a single storage slot, which is why we use // 112 bit unsigned integers for 'cash' and 'managed'. For consistency, we also disallow any combination of 'cash' and // 'managed' that yields a 'total' that doesn't fit in 112 bits. // // The remaining 32 bits of the slot are used to store the most recent block when the total balance changed. This // can be used to implement price oracles that are resilient to 'sandwich' attacks. // // We could use a Solidity struct to pack these three values together in a single storage slot, but unfortunately // Solidity only allows for structs to live in either storage, calldata or memory. Because a memory struct still takes // up a slot in the stack (to store its memory location), and because the entire balance fits in a single stack slot // (two 112 bit values plus the 32 bit block), using memory is strictly less gas performant. Therefore, we do manual // packing and unpacking. // // Since we cannot define new types, we rely on bytes32 to represent these values instead, as it doesn't have any // associated arithmetic operations and therefore reduces the chance of misuse. library BalanceAllocation { using Math for uint256; // The 'cash' portion of the balance is stored in the least significant 112 bits of a 256 bit word, while the // 'managed' part uses the following 112 bits. The most significant 32 bits are used to store the block /** * @dev Returns the total amount of Pool tokens, including those that are not currently in the Vault ('managed'). */ function total(bytes32 balance) internal pure returns (uint256) { // Since 'cash' and 'managed' are 112 bit values, we don't need checked arithmetic. Additionally, `toBalance` // ensures that 'total' always fits in 112 bits. return cash(balance) + managed(balance); } /** * @dev Returns the amount of Pool tokens currently in the Vault. */ function cash(bytes32 balance) internal pure returns (uint256) { uint256 mask = 2**(112) - 1; return uint256(balance) & mask; } /** * @dev Returns the amount of Pool tokens that are being managed by an Asset Manager. */ function managed(bytes32 balance) internal pure returns (uint256) { uint256 mask = 2**(112) - 1; return uint256(balance >> 112) & mask; } /** * @dev Returns the last block when the total balance changed. */ function lastChangeBlock(bytes32 balance) internal pure returns (uint256) { uint256 mask = 2**(32) - 1; return uint256(balance >> 224) & mask; } /** * @dev Returns the difference in 'managed' between two balances. */ function managedDelta(bytes32 newBalance, bytes32 oldBalance) internal pure returns (int256) { // Because `managed` is a 112 bit value, we can safely perform unchecked arithmetic in 256 bits. return int256(managed(newBalance)) - int256(managed(oldBalance)); } /** * @dev Returns the total balance for each entry in `balances`, as well as the latest block when the total * balance of *any* of them last changed. */ function totalsAndLastChangeBlock(bytes32[] memory balances) internal pure returns ( uint256[] memory results, uint256 lastChangeBlock_ // Avoid shadowing ) { results = new uint256[](balances.length); lastChangeBlock_ = 0; for (uint256 i = 0; i < results.length; i++) { bytes32 balance = balances[i]; results[i] = total(balance); lastChangeBlock_ = Math.max(lastChangeBlock_, lastChangeBlock(balance)); } } /** * @dev Returns true if `balance`'s 'total' balance is zero. Costs less gas than computing 'total' and comparing * with zero. */ function isZero(bytes32 balance) internal pure returns (bool) { // We simply need to check the least significant 224 bytes of the word: the block does not affect this. uint256 mask = 2**(224) - 1; return (uint256(balance) & mask) == 0; } /** * @dev Returns true if `balance`'s 'total' balance is not zero. Costs less gas than computing 'total' and comparing * with zero. */ function isNotZero(bytes32 balance) internal pure returns (bool) { return !isZero(balance); } /** * @dev Packs together `cash` and `managed` amounts with a block to create a balance value. * * For consistency, this also checks that the sum of `cash` and `managed` (`total`) fits in 112 bits. */ function toBalance( uint256 _cash, uint256 _managed, uint256 _blockNumber ) internal pure returns (bytes32) { uint256 _total = _cash + _managed; // Since both 'cash' and 'managed' are positive integers, by checking that their sum ('total') fits in 112 bits // we are also indirectly checking that both 'cash' and 'managed' themselves fit in 112 bits. _require(_total >= _cash && _total < 2**112, Errors.BALANCE_TOTAL_OVERFLOW); // We assume the block fits in 32 bits - this is expected to hold for at least a few decades. return _pack(_cash, _managed, _blockNumber); } /** * @dev Increases a Pool's 'cash' (and therefore its 'total'). Called when Pool tokens are sent to the Vault (except * for Asset Manager deposits). * * Updates the last total balance change block, even if `amount` is zero. */ function increaseCash(bytes32 balance, uint256 amount) internal view returns (bytes32) { uint256 newCash = cash(balance).add(amount); uint256 currentManaged = managed(balance); uint256 newLastChangeBlock = block.number; return toBalance(newCash, currentManaged, newLastChangeBlock); } /** * @dev Decreases a Pool's 'cash' (and therefore its 'total'). Called when Pool tokens are sent from the Vault * (except for Asset Manager withdrawals). * * Updates the last total balance change block, even if `amount` is zero. */ function decreaseCash(bytes32 balance, uint256 amount) internal view returns (bytes32) { uint256 newCash = cash(balance).sub(amount); uint256 currentManaged = managed(balance); uint256 newLastChangeBlock = block.number; return toBalance(newCash, currentManaged, newLastChangeBlock); } /** * @dev Moves 'cash' into 'managed', leaving 'total' unchanged. Called when an Asset Manager withdraws Pool tokens * from the Vault. */ function cashToManaged(bytes32 balance, uint256 amount) internal pure returns (bytes32) { uint256 newCash = cash(balance).sub(amount); uint256 newManaged = managed(balance).add(amount); uint256 currentLastChangeBlock = lastChangeBlock(balance); return toBalance(newCash, newManaged, currentLastChangeBlock); } /** * @dev Moves 'managed' into 'cash', leaving 'total' unchanged. Called when an Asset Manager deposits Pool tokens * into the Vault. */ function managedToCash(bytes32 balance, uint256 amount) internal pure returns (bytes32) { uint256 newCash = cash(balance).add(amount); uint256 newManaged = managed(balance).sub(amount); uint256 currentLastChangeBlock = lastChangeBlock(balance); return toBalance(newCash, newManaged, currentLastChangeBlock); } /** * @dev Sets 'managed' balance to an arbitrary value, changing 'total'. Called when the Asset Manager reports * profits or losses. It's the Manager's responsibility to provide a meaningful value. * * Updates the last total balance change block, even if `newManaged` is equal to the current 'managed' value. */ function setManaged(bytes32 balance, uint256 newManaged) internal view returns (bytes32) { uint256 currentCash = cash(balance); uint256 newLastChangeBlock = block.number; return toBalance(currentCash, newManaged, newLastChangeBlock); } // Alternative mode for Pools with the Two Token specialization setting // Instead of storing cash and external for each 'token in' a single storage slot, Two Token Pools store the cash // for both tokens in the same slot, and the managed for both in another one. This reduces the gas cost for swaps, // because the only slot that needs to be updated is the one with the cash. However, it also means that managing // balances is more cumbersome, as both tokens need to be read/written at the same time. // // The field with both cash balances packed is called sharedCash, and the one with external amounts is called // sharedManaged. These two are collectively called the 'shared' balance fields. In both of these, the portion // that corresponds to token A is stored in the least significant 112 bits of a 256 bit word, while token B's part // uses the next least significant 112 bits. // // Because only cash is written to during a swap, we store the last total balance change block with the // packed cash fields. Typically Pools have a distinct block per token: in the case of Two Token Pools they // are the same. /** * @dev Extracts the part of the balance that corresponds to token A. This function can be used to decode both * shared cash and managed balances. */ function _decodeBalanceA(bytes32 sharedBalance) private pure returns (uint256) { uint256 mask = 2**(112) - 1; return uint256(sharedBalance) & mask; } /** * @dev Extracts the part of the balance that corresponds to token B. This function can be used to decode both * shared cash and managed balances. */ function _decodeBalanceB(bytes32 sharedBalance) private pure returns (uint256) { uint256 mask = 2**(112) - 1; return uint256(sharedBalance >> 112) & mask; } // To decode the last balance change block, we can simply use the `blockNumber` function. /** * @dev Unpacks the shared token A and token B cash and managed balances into the balance for token A. */ function fromSharedToBalanceA(bytes32 sharedCash, bytes32 sharedManaged) internal pure returns (bytes32) { // Note that we extract the block from the sharedCash field, which is the one that is updated by swaps. // Both token A and token B use the same block return toBalance(_decodeBalanceA(sharedCash), _decodeBalanceA(sharedManaged), lastChangeBlock(sharedCash)); } /** * @dev Unpacks the shared token A and token B cash and managed balances into the balance for token B. */ function fromSharedToBalanceB(bytes32 sharedCash, bytes32 sharedManaged) internal pure returns (bytes32) { // Note that we extract the block from the sharedCash field, which is the one that is updated by swaps. // Both token A and token B use the same block return toBalance(_decodeBalanceB(sharedCash), _decodeBalanceB(sharedManaged), lastChangeBlock(sharedCash)); } /** * @dev Returns the sharedCash shared field, given the current balances for token A and token B. */ function toSharedCash(bytes32 tokenABalance, bytes32 tokenBBalance) internal pure returns (bytes32) { // Both balances are assigned the same block Since it is possible a single one of them has changed (for // example, in an Asset Manager update), we keep the latest (largest) one. uint32 newLastChangeBlock = uint32(Math.max(lastChangeBlock(tokenABalance), lastChangeBlock(tokenBBalance))); return _pack(cash(tokenABalance), cash(tokenBBalance), newLastChangeBlock); } /** * @dev Returns the sharedManaged shared field, given the current balances for token A and token B. */ function toSharedManaged(bytes32 tokenABalance, bytes32 tokenBBalance) internal pure returns (bytes32) { // We don't bother storing a last change block, as it is read from the shared cash field. return _pack(managed(tokenABalance), managed(tokenBBalance), 0); } // Shared functions /** * @dev Packs together two uint112 and one uint32 into a bytes32 */ function _pack( uint256 _leastSignificant, uint256 _midSignificant, uint256 _mostSignificant ) private pure returns (bytes32) { return bytes32((_mostSignificant << 224) + (_midSignificant << 112) + _leastSignificant); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/helpers/BalancerErrors.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "./AssetManagers.sol"; import "./PoolRegistry.sol"; import "./balances/BalanceAllocation.sol"; abstract contract PoolTokens is ReentrancyGuard, PoolRegistry, AssetManagers { using BalanceAllocation for bytes32; using BalanceAllocation for bytes32[]; function registerTokens( bytes32 poolId, IERC20[] memory tokens, address[] memory assetManagers ) external override nonReentrant whenNotPaused onlyPool(poolId) { InputHelpers.ensureInputLengthMatch(tokens.length, assetManagers.length); // Validates token addresses and assigns Asset Managers for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; _require(token != IERC20(0), Errors.INVALID_TOKEN); _poolAssetManagers[poolId][token] = assetManagers[i]; } PoolSpecialization specialization = _getPoolSpecialization(poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { _require(tokens.length == 2, Errors.TOKENS_LENGTH_MUST_BE_2); _registerTwoTokenPoolTokens(poolId, tokens[0], tokens[1]); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { _registerMinimalSwapInfoPoolTokens(poolId, tokens); } else { // PoolSpecialization.GENERAL _registerGeneralPoolTokens(poolId, tokens); } emit TokensRegistered(poolId, tokens, assetManagers); } function deregisterTokens(bytes32 poolId, IERC20[] memory tokens) external override nonReentrant whenNotPaused onlyPool(poolId) { PoolSpecialization specialization = _getPoolSpecialization(poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { _require(tokens.length == 2, Errors.TOKENS_LENGTH_MUST_BE_2); _deregisterTwoTokenPoolTokens(poolId, tokens[0], tokens[1]); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { _deregisterMinimalSwapInfoPoolTokens(poolId, tokens); } else { // PoolSpecialization.GENERAL _deregisterGeneralPoolTokens(poolId, tokens); } // The deregister calls above ensure the total token balance is zero. Therefore it is now safe to remove any // associated Asset Managers, since they hold no Pool balance. for (uint256 i = 0; i < tokens.length; ++i) { delete _poolAssetManagers[poolId][tokens[i]]; } emit TokensDeregistered(poolId, tokens); } function getPoolTokens(bytes32 poolId) external view override withRegisteredPool(poolId) returns ( IERC20[] memory tokens, uint256[] memory balances, uint256 lastChangeBlock ) { bytes32[] memory rawBalances; (tokens, rawBalances) = _getPoolTokens(poolId); (balances, lastChangeBlock) = rawBalances.totalsAndLastChangeBlock(); } function getPoolTokenInfo(bytes32 poolId, IERC20 token) external view override withRegisteredPool(poolId) returns ( uint256 cash, uint256 managed, uint256 lastChangeBlock, address assetManager ) { bytes32 balance; PoolSpecialization specialization = _getPoolSpecialization(poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { balance = _getTwoTokenPoolBalance(poolId, token); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { balance = _getMinimalSwapInfoPoolBalance(poolId, token); } else { // PoolSpecialization.GENERAL balance = _getGeneralPoolBalance(poolId, token); } cash = balance.cash(); managed = balance.managed(); lastChangeBlock = balance.lastChangeBlock(); assetManager = _poolAssetManagers[poolId][token]; } /** * @dev Returns all of `poolId`'s registered tokens, along with their raw balances. */ function _getPoolTokens(bytes32 poolId) internal view returns (IERC20[] memory tokens, bytes32[] memory balances) { PoolSpecialization specialization = _getPoolSpecialization(poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { return _getTwoTokenPoolTokens(poolId); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { return _getMinimalSwapInfoPoolTokens(poolId); } else { // PoolSpecialization.GENERAL return _getGeneralPoolTokens(poolId); } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/helpers/BalancerErrors.sol"; import "../lib/math/Math.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeCast.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./AssetTransfersHandler.sol"; import "./VaultAuthorization.sol"; /** * Implement User Balance interactions, which combine Internal Balance and using the Vault's ERC20 allowance. * * Users can deposit tokens into the Vault, where they are allocated to their Internal Balance, and later * transferred or withdrawn. It can also be used as a source of tokens when joining Pools, as a destination * when exiting them, and as either when performing swaps. This usage of Internal Balance results in greatly reduced * gas costs when compared to relying on plain ERC20 transfers, leading to large savings for frequent users. * * Internal Balance management features batching, which means a single contract call can be used to perform multiple * operations of different kinds, with different senders and recipients, at once. */ abstract contract UserBalance is ReentrancyGuard, AssetTransfersHandler, VaultAuthorization { using Math for uint256; using SafeCast for uint256; using SafeERC20 for IERC20; // Internal Balance for each token, for each account. mapping(address => mapping(IERC20 => uint256)) private _internalTokenBalance; function getInternalBalance(address user, IERC20[] memory tokens) external view override returns (uint256[] memory balances) { balances = new uint256[](tokens.length); for (uint256 i = 0; i < tokens.length; i++) { balances[i] = _getInternalBalance(user, tokens[i]); } } function manageUserBalance(UserBalanceOp[] memory ops) external payable override nonReentrant { // We need to track how much of the received ETH was used and wrapped into WETH to return any excess. uint256 ethWrapped = 0; // Cache for these checks so we only perform them once (if at all). bool checkedCallerIsRelayer = false; bool checkedNotPaused = false; for (uint256 i = 0; i < ops.length; i++) { UserBalanceOpKind kind; IAsset asset; uint256 amount; address sender; address payable recipient; // This destructuring by calling `_validateUserBalanceOp` seems odd, but results in reduced bytecode size. (kind, asset, amount, sender, recipient, checkedCallerIsRelayer) = _validateUserBalanceOp( ops[i], checkedCallerIsRelayer ); if (kind == UserBalanceOpKind.WITHDRAW_INTERNAL) { // Internal Balance withdrawals can always be performed by an authorized account. _withdrawFromInternalBalance(asset, sender, recipient, amount); } else { // All other operations are blocked if the contract is paused. // We cache the result of the pause check and skip it for other operations in this same transaction // (if any). if (!checkedNotPaused) { _ensureNotPaused(); checkedNotPaused = true; } if (kind == UserBalanceOpKind.DEPOSIT_INTERNAL) { _depositToInternalBalance(asset, sender, recipient, amount); // Keep track of all ETH wrapped into WETH as part of a deposit. if (_isETH(asset)) { ethWrapped = ethWrapped.add(amount); } } else { // Transfers don't support ETH. _require(!_isETH(asset), Errors.CANNOT_USE_ETH_SENTINEL); IERC20 token = _asIERC20(asset); if (kind == UserBalanceOpKind.TRANSFER_INTERNAL) { _transferInternalBalance(token, sender, recipient, amount); } else { // TRANSFER_EXTERNAL _transferToExternalBalance(token, sender, recipient, amount); } } } } // Handle any remaining ETH. _handleRemainingEth(ethWrapped); } function _depositToInternalBalance( IAsset asset, address sender, address recipient, uint256 amount ) private { _increaseInternalBalance(recipient, _translateToIERC20(asset), amount); _receiveAsset(asset, amount, sender, false); } function _withdrawFromInternalBalance( IAsset asset, address sender, address payable recipient, uint256 amount ) private { // A partial decrease of Internal Balance is disallowed: `sender` must have the full `amount`. _decreaseInternalBalance(sender, _translateToIERC20(asset), amount, false); _sendAsset(asset, amount, recipient, false); } function _transferInternalBalance( IERC20 token, address sender, address recipient, uint256 amount ) private { // A partial decrease of Internal Balance is disallowed: `sender` must have the full `amount`. _decreaseInternalBalance(sender, token, amount, false); _increaseInternalBalance(recipient, token, amount); } function _transferToExternalBalance( IERC20 token, address sender, address recipient, uint256 amount ) private { if (amount > 0) { token.safeTransferFrom(sender, recipient, amount); emit ExternalBalanceTransfer(token, sender, recipient, amount); } } /** * @dev Increases `account`'s Internal Balance for `token` by `amount`. */ function _increaseInternalBalance( address account, IERC20 token, uint256 amount ) internal override { uint256 currentBalance = _getInternalBalance(account, token); uint256 newBalance = currentBalance.add(amount); _setInternalBalance(account, token, newBalance, amount.toInt256()); } /** * @dev Decreases `account`'s Internal Balance for `token` by `amount`. If `allowPartial` is true, this function * doesn't revert if `account` doesn't have enough balance, and sets it to zero and returns the deducted amount * instead. */ function _decreaseInternalBalance( address account, IERC20 token, uint256 amount, bool allowPartial ) internal override returns (uint256 deducted) { uint256 currentBalance = _getInternalBalance(account, token); _require(allowPartial || (currentBalance >= amount), Errors.INSUFFICIENT_INTERNAL_BALANCE); deducted = Math.min(currentBalance, amount); // By construction, `deducted` is lower or equal to `currentBalance`, so we don't need to use checked // arithmetic. uint256 newBalance = currentBalance - deducted; _setInternalBalance(account, token, newBalance, -(deducted.toInt256())); } /** * @dev Sets `account`'s Internal Balance for `token` to `newBalance`. * * Emits an `InternalBalanceChanged` event. This event includes `delta`, which is the amount the balance increased * (if positive) or decreased (if negative). To avoid reading the current balance in order to compute the delta, * this function relies on the caller providing it directly. */ function _setInternalBalance( address account, IERC20 token, uint256 newBalance, int256 delta ) private { _internalTokenBalance[account][token] = newBalance; emit InternalBalanceChanged(account, token, delta); } /** * @dev Returns `account`'s Internal Balance for `token`. */ function _getInternalBalance(address account, IERC20 token) internal view returns (uint256) { return _internalTokenBalance[account][token]; } /** * @dev Destructures a User Balance operation, validating that the contract caller is allowed to perform it. */ function _validateUserBalanceOp(UserBalanceOp memory op, bool checkedCallerIsRelayer) private view returns ( UserBalanceOpKind, IAsset, uint256, address, address payable, bool ) { // The only argument we need to validate is `sender`, which can only be either the contract caller, or a // relayer approved by `sender`. address sender = op.sender; if (sender != msg.sender) { // We need to check both that the contract caller is a relayer, and that `sender` approved them. // Because the relayer check is global (i.e. independent of `sender`), we cache that result and skip it for // other operations in this same transaction (if any). if (!checkedCallerIsRelayer) { _authenticateCaller(); checkedCallerIsRelayer = true; } _require(_hasApprovedRelayer(sender, msg.sender), Errors.USER_DOESNT_ALLOW_RELAYER); } return (op.kind, op.asset, op.amount, sender, op.recipient, checkedCallerIsRelayer); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "./IVault.sol"; import "./IPoolSwapStructs.sol"; /** * @dev Interface for adding and removing liquidity that all Pool contracts should implement. Note that this is not * the complete Pool contract interface, as it is missing the swap hooks. Pool contracts should also inherit from * either IGeneralPool or IMinimalSwapInfoPool */ interface IBasePool is IPoolSwapStructs { /** * @dev Called by the Vault when a user calls `IVault.joinPool` to add liquidity to this Pool. Returns how many of * each registered token the user should provide, as well as the amount of protocol fees the Pool owes to the Vault. * The Vault will then take tokens from `sender` and add them to the Pool's balances, as well as collect * the reported amount in protocol fees, which the pool should calculate based on `protocolSwapFeePercentage`. * * Protocol fees are reported and charged on join events so that the Pool is free of debt whenever new users join. * * `sender` is the account performing the join (from which tokens will be withdrawn), and `recipient` is the account * designated to receive any benefits (typically pool shares). `currentBalances` contains the total balances * for each token the Pool registered in the Vault, in the same order that `IVault.getPoolTokens` would return. * * `lastChangeBlock` is the last block in which *any* of the Pool's registered tokens last changed its total * balance. * * `userData` contains any pool-specific instructions needed to perform the calculations, such as the type of * join (e.g., proportional given an amount of pool shares, single-asset, multi-asset, etc.) * * Contracts implementing this function should check that the caller is indeed the Vault before performing any * state-changing operations, such as minting pool shares. */ function onJoinPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external returns (uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts); /** * @dev Called by the Vault when a user calls `IVault.exitPool` to remove liquidity from this Pool. Returns how many * tokens the Vault should deduct from the Pool's balances, as well as the amount of protocol fees the Pool owes * to the Vault. The Vault will then take tokens from the Pool's balances and send them to `recipient`, * as well as collect the reported amount in protocol fees, which the Pool should calculate based on * `protocolSwapFeePercentage`. * * Protocol fees are charged on exit events to guarantee that users exiting the Pool have paid their share. * * `sender` is the account performing the exit (typically the pool shareholder), and `recipient` is the account * to which the Vault will send the proceeds. `currentBalances` contains the total token balances for each token * the Pool registered in the Vault, in the same order that `IVault.getPoolTokens` would return. * * `lastChangeBlock` is the last block in which *any* of the Pool's registered tokens last changed its total * balance. * * `userData` contains any pool-specific instructions needed to perform the calculations, such as the type of * exit (e.g., proportional given an amount of pool shares, single-asset, multi-asset, etc.) * * Contracts implementing this function should check that the caller is indeed the Vault before performing any * state-changing operations, such as burning pool shares. */ function onExitPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external returns (uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/math/Math.sol"; import "../lib/helpers/BalancerErrors.sol"; import "../lib/helpers/InputHelpers.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "./UserBalance.sol"; import "./balances/BalanceAllocation.sol"; import "./balances/GeneralPoolsBalance.sol"; import "./balances/MinimalSwapInfoPoolsBalance.sol"; import "./balances/TwoTokenPoolsBalance.sol"; abstract contract AssetManagers is ReentrancyGuard, GeneralPoolsBalance, MinimalSwapInfoPoolsBalance, TwoTokenPoolsBalance { using Math for uint256; using SafeERC20 for IERC20; // Stores the Asset Manager for each token of each Pool. mapping(bytes32 => mapping(IERC20 => address)) internal _poolAssetManagers; function managePoolBalance(PoolBalanceOp[] memory ops) external override nonReentrant whenNotPaused { // This variable could be declared inside the loop, but that causes the compiler to allocate memory on each // loop iteration, increasing gas costs. PoolBalanceOp memory op; for (uint256 i = 0; i < ops.length; ++i) { // By indexing the array only once, we don't spend extra gas in the same bounds check. op = ops[i]; bytes32 poolId = op.poolId; _ensureRegisteredPool(poolId); IERC20 token = op.token; _require(_isTokenRegistered(poolId, token), Errors.TOKEN_NOT_REGISTERED); _require(_poolAssetManagers[poolId][token] == msg.sender, Errors.SENDER_NOT_ASSET_MANAGER); PoolBalanceOpKind kind = op.kind; uint256 amount = op.amount; (int256 cashDelta, int256 managedDelta) = _performPoolManagementOperation(kind, poolId, token, amount); emit PoolBalanceManaged(poolId, msg.sender, token, cashDelta, managedDelta); } } /** * @dev Performs the `kind` Asset Manager operation on a Pool. * * Withdrawals will transfer `amount` tokens to the caller, deposits will transfer `amount` tokens from the caller, * and updates will set the managed balance to `amount`. * * Returns a tuple with the 'cash' and 'managed' balance deltas as a result of this call. */ function _performPoolManagementOperation( PoolBalanceOpKind kind, bytes32 poolId, IERC20 token, uint256 amount ) private returns (int256, int256) { PoolSpecialization specialization = _getPoolSpecialization(poolId); if (kind == PoolBalanceOpKind.WITHDRAW) { return _withdrawPoolBalance(poolId, specialization, token, amount); } else if (kind == PoolBalanceOpKind.DEPOSIT) { return _depositPoolBalance(poolId, specialization, token, amount); } else { // PoolBalanceOpKind.UPDATE return _updateManagedBalance(poolId, specialization, token, amount); } } /** * @dev Moves `amount` tokens from a Pool's 'cash' to 'managed' balance, and transfers them to the caller. * * Returns the 'cash' and 'managed' balance deltas as a result of this call, which will be complementary. */ function _withdrawPoolBalance( bytes32 poolId, PoolSpecialization specialization, IERC20 token, uint256 amount ) private returns (int256 cashDelta, int256 managedDelta) { if (specialization == PoolSpecialization.TWO_TOKEN) { _twoTokenPoolCashToManaged(poolId, token, amount); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { _minimalSwapInfoPoolCashToManaged(poolId, token, amount); } else { // PoolSpecialization.GENERAL _generalPoolCashToManaged(poolId, token, amount); } if (amount > 0) { token.safeTransfer(msg.sender, amount); } // Since 'cash' and 'managed' are stored as uint112, `amount` is guaranteed to also fit in 112 bits. It will // therefore always fit in a 256 bit integer. cashDelta = int256(-amount); managedDelta = int256(amount); } /** * @dev Moves `amount` tokens from a Pool's 'managed' to 'cash' balance, and transfers them from the caller. * * Returns the 'cash' and 'managed' balance deltas as a result of this call, which will be complementary. */ function _depositPoolBalance( bytes32 poolId, PoolSpecialization specialization, IERC20 token, uint256 amount ) private returns (int256 cashDelta, int256 managedDelta) { if (specialization == PoolSpecialization.TWO_TOKEN) { _twoTokenPoolManagedToCash(poolId, token, amount); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { _minimalSwapInfoPoolManagedToCash(poolId, token, amount); } else { // PoolSpecialization.GENERAL _generalPoolManagedToCash(poolId, token, amount); } if (amount > 0) { token.safeTransferFrom(msg.sender, address(this), amount); } // Since 'cash' and 'managed' are stored as uint112, `amount` is guaranteed to also fit in 112 bits. It will // therefore always fit in a 256 bit integer. cashDelta = int256(amount); managedDelta = int256(-amount); } /** * @dev Sets a Pool's 'managed' balance to `amount`. * * Returns the 'cash' and 'managed' balance deltas as a result of this call (the 'cash' delta will always be zero). */ function _updateManagedBalance( bytes32 poolId, PoolSpecialization specialization, IERC20 token, uint256 amount ) private returns (int256 cashDelta, int256 managedDelta) { if (specialization == PoolSpecialization.TWO_TOKEN) { managedDelta = _setTwoTokenPoolManagedBalance(poolId, token, amount); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { managedDelta = _setMinimalSwapInfoPoolManagedBalance(poolId, token, amount); } else { // PoolSpecialization.GENERAL managedDelta = _setGeneralPoolManagedBalance(poolId, token, amount); } cashDelta = 0; } /** * @dev Returns true if `token` is registered for `poolId`. */ function _isTokenRegistered(bytes32 poolId, IERC20 token) private view returns (bool) { PoolSpecialization specialization = _getPoolSpecialization(poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { return _isTwoTokenPoolTokenRegistered(poolId, token); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { return _isMinimalSwapInfoPoolTokenRegistered(poolId, token); } else { // PoolSpecialization.GENERAL return _isGeneralPoolTokenRegistered(poolId, token); } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/helpers/BalancerErrors.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "./VaultAuthorization.sol"; /** * @dev Maintains the Pool ID data structure, implements Pool ID creation and registration, and defines useful modifiers * and helper functions for ensuring correct behavior when working with Pools. */ abstract contract PoolRegistry is ReentrancyGuard, VaultAuthorization { // Each pool is represented by their unique Pool ID. We use `bytes32` for them, for lack of a way to define new // types. mapping(bytes32 => bool) private _isPoolRegistered; // We keep an increasing nonce to make Pool IDs unique. It is interpreted as a `uint80`, but storing it as a // `uint256` results in reduced bytecode on reads and writes due to the lack of masking. uint256 private _nextPoolNonce; /** * @dev Reverts unless `poolId` corresponds to a registered Pool. */ modifier withRegisteredPool(bytes32 poolId) { _ensureRegisteredPool(poolId); _; } /** * @dev Reverts unless `poolId` corresponds to a registered Pool, and the caller is the Pool's contract. */ modifier onlyPool(bytes32 poolId) { _ensurePoolIsSender(poolId); _; } /** * @dev Reverts unless `poolId` corresponds to a registered Pool. */ function _ensureRegisteredPool(bytes32 poolId) internal view { _require(_isPoolRegistered[poolId], Errors.INVALID_POOL_ID); } /** * @dev Reverts unless `poolId` corresponds to a registered Pool, and the caller is the Pool's contract. */ function _ensurePoolIsSender(bytes32 poolId) private view { _ensureRegisteredPool(poolId); _require(msg.sender == _getPoolAddress(poolId), Errors.CALLER_NOT_POOL); } function registerPool(PoolSpecialization specialization) external override nonReentrant whenNotPaused returns (bytes32) { // Each Pool is assigned a unique ID based on an incrementing nonce. This assumes there will never be more than // 2**80 Pools, and the nonce will not overflow. bytes32 poolId = _toPoolId(msg.sender, specialization, uint80(_nextPoolNonce)); _require(!_isPoolRegistered[poolId], Errors.INVALID_POOL_ID); // Should never happen as Pool IDs are unique. _isPoolRegistered[poolId] = true; _nextPoolNonce += 1; // Note that msg.sender is the pool's contract emit PoolRegistered(poolId, msg.sender, specialization); return poolId; } function getPool(bytes32 poolId) external view override withRegisteredPool(poolId) returns (address, PoolSpecialization) { return (_getPoolAddress(poolId), _getPoolSpecialization(poolId)); } /** * @dev Creates a Pool ID. * * These are deterministically created by packing the Pool's contract address and its specialization setting into * the ID. This saves gas by making this data easily retrievable from a Pool ID with no storage accesses. * * Since a single contract can register multiple Pools, a unique nonce must be provided to ensure Pool IDs are * unique. * * Pool IDs have the following layout: * | 20 bytes pool contract address | 2 bytes specialization setting | 10 bytes nonce | * MSB LSB * * 2 bytes for the specialization setting is a bit overkill: there only three of them, which means two bits would * suffice. However, there's nothing else of interest to store in this extra space. */ function _toPoolId( address pool, PoolSpecialization specialization, uint80 nonce ) internal pure returns (bytes32) { bytes32 serialized; serialized |= bytes32(uint256(nonce)); serialized |= bytes32(uint256(specialization)) << (10 * 8); serialized |= bytes32(uint256(pool)) << (12 * 8); return serialized; } /** * @dev Returns the address of a Pool's contract. * * Due to how Pool IDs are created, this is done with no storage accesses and costs little gas. */ function _getPoolAddress(bytes32 poolId) internal pure returns (address) { // 12 byte logical shift left to remove the nonce and specialization setting. We don't need to mask, // since the logical shift already sets the upper bits to zero. return address(uint256(poolId) >> (12 * 8)); } /** * @dev Returns the specialization setting of a Pool. * * Due to how Pool IDs are created, this is done with no storage accesses and costs little gas. */ function _getPoolSpecialization(bytes32 poolId) internal pure returns (PoolSpecialization specialization) { // 10 byte logical shift left to remove the nonce, followed by a 2 byte mask to remove the address. uint256 value = uint256(poolId >> (10 * 8)) & (2**(2 * 8) - 1); // Casting a value into an enum results in a runtime check that reverts unless the value is within the enum's // range. Passing an invalid Pool ID to this function would then result in an obscure revert with no reason // string: we instead perform the check ourselves to help in error diagnosis. // There are three Pool specialization settings: general, minimal swap info and two tokens, which correspond to // values 0, 1 and 2. _require(value < 3, Errors.INVALID_POOL_ID); // Because we have checked that `value` is within the enum range, we can use assembly to skip the runtime check. // solhint-disable-next-line no-inline-assembly assembly { specialization := value } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "../../lib/helpers/BalancerErrors.sol"; import "../../lib/openzeppelin/EnumerableMap.sol"; import "../../lib/openzeppelin/IERC20.sol"; import "./BalanceAllocation.sol"; abstract contract GeneralPoolsBalance { using BalanceAllocation for bytes32; using EnumerableMap for EnumerableMap.IERC20ToBytes32Map; // Data for Pools with the General specialization setting // // These Pools use the IGeneralPool interface, which means the Vault must query the balance for *all* of their // tokens in every swap. If we kept a mapping of token to balance plus a set (array) of tokens, it'd be very gas // intensive to read all token addresses just to then do a lookup on the balance mapping. // // Instead, we use our customized EnumerableMap, which lets us read the N balances in N+1 storage accesses (one for // each token in the Pool), access the index of any 'token in' a single read (required for the IGeneralPool call), // and update an entry's value given its index. // Map of token -> balance pairs for each Pool with this specialization. Many functions rely on storage pointers to // a Pool's EnumerableMap to save gas when computing storage slots. mapping(bytes32 => EnumerableMap.IERC20ToBytes32Map) internal _generalPoolsBalances; /** * @dev Registers a list of tokens in a General Pool. * * This function assumes `poolId` exists and corresponds to the General specialization setting. * * Requirements: * * - `tokens` must not be registered in the Pool * - `tokens` must not contain duplicates */ function _registerGeneralPoolTokens(bytes32 poolId, IERC20[] memory tokens) internal { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; for (uint256 i = 0; i < tokens.length; ++i) { // EnumerableMaps require an explicit initial value when creating a key-value pair: we use zero, the same // value that is found in uninitialized storage, which corresponds to an empty balance. bool added = poolBalances.set(tokens[i], 0); _require(added, Errors.TOKEN_ALREADY_REGISTERED); } } /** * @dev Deregisters a list of tokens in a General Pool. * * This function assumes `poolId` exists and corresponds to the General specialization setting. * * Requirements: * * - `tokens` must be registered in the Pool * - `tokens` must have zero balance in the Vault * - `tokens` must not contain duplicates */ function _deregisterGeneralPoolTokens(bytes32 poolId, IERC20[] memory tokens) internal { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; bytes32 currentBalance = _getGeneralPoolBalance(poolBalances, token); _require(currentBalance.isZero(), Errors.NONZERO_TOKEN_BALANCE); // We don't need to check remove's return value, since _getGeneralPoolBalance already checks that the token // was registered. poolBalances.remove(token); } } /** * @dev Sets the balances of a General Pool's tokens to `balances`. * * WARNING: this assumes `balances` has the same length and order as the Pool's tokens. */ function _setGeneralPoolBalances(bytes32 poolId, bytes32[] memory balances) internal { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; for (uint256 i = 0; i < balances.length; ++i) { // Since we assume all balances are properly ordered, we can simply use `unchecked_setAt` to avoid one less // storage read per token. poolBalances.unchecked_setAt(i, balances[i]); } } /** * @dev Transforms `amount` of `token`'s balance in a General Pool from cash into managed. * * This function assumes `poolId` exists, corresponds to the General specialization setting, and that `token` is * registered for that Pool. */ function _generalPoolCashToManaged( bytes32 poolId, IERC20 token, uint256 amount ) internal { _updateGeneralPoolBalance(poolId, token, BalanceAllocation.cashToManaged, amount); } /** * @dev Transforms `amount` of `token`'s balance in a General Pool from managed into cash. * * This function assumes `poolId` exists, corresponds to the General specialization setting, and that `token` is * registered for that Pool. */ function _generalPoolManagedToCash( bytes32 poolId, IERC20 token, uint256 amount ) internal { _updateGeneralPoolBalance(poolId, token, BalanceAllocation.managedToCash, amount); } /** * @dev Sets `token`'s managed balance in a General Pool to `amount`. * * This function assumes `poolId` exists, corresponds to the General specialization setting, and that `token` is * registered for that Pool. * * Returns the managed balance delta as a result of this call. */ function _setGeneralPoolManagedBalance( bytes32 poolId, IERC20 token, uint256 amount ) internal returns (int256) { return _updateGeneralPoolBalance(poolId, token, BalanceAllocation.setManaged, amount); } /** * @dev Sets `token`'s balance in a General Pool to the result of the `mutation` function when called with the * current balance and `amount`. * * This function assumes `poolId` exists, corresponds to the General specialization setting, and that `token` is * registered for that Pool. * * Returns the managed balance delta as a result of this call. */ function _updateGeneralPoolBalance( bytes32 poolId, IERC20 token, function(bytes32, uint256) returns (bytes32) mutation, uint256 amount ) private returns (int256) { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; bytes32 currentBalance = _getGeneralPoolBalance(poolBalances, token); bytes32 newBalance = mutation(currentBalance, amount); poolBalances.set(token, newBalance); return newBalance.managedDelta(currentBalance); } /** * @dev Returns an array with all the tokens and balances in a General Pool. The order may change when tokens are * registered or deregistered. * * This function assumes `poolId` exists and corresponds to the General specialization setting. */ function _getGeneralPoolTokens(bytes32 poolId) internal view returns (IERC20[] memory tokens, bytes32[] memory balances) { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; tokens = new IERC20[](poolBalances.length()); balances = new bytes32[](tokens.length); for (uint256 i = 0; i < tokens.length; ++i) { // Because the iteration is bounded by `tokens.length`, which matches the EnumerableMap's length, we can use // `unchecked_at` as we know `i` is a valid token index, saving storage reads. (tokens[i], balances[i]) = poolBalances.unchecked_at(i); } } /** * @dev Returns the balance of a token in a General Pool. * * This function assumes `poolId` exists and corresponds to the General specialization setting. * * Requirements: * * - `token` must be registered in the Pool */ function _getGeneralPoolBalance(bytes32 poolId, IERC20 token) internal view returns (bytes32) { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; return _getGeneralPoolBalance(poolBalances, token); } /** * @dev Same as `_getGeneralPoolBalance` but using a Pool's storage pointer, which saves gas in repeated reads and * writes. */ function _getGeneralPoolBalance(EnumerableMap.IERC20ToBytes32Map storage poolBalances, IERC20 token) private view returns (bytes32) { return poolBalances.get(token, Errors.TOKEN_NOT_REGISTERED); } /** * @dev Returns true if `token` is registered in a General Pool. * * This function assumes `poolId` exists and corresponds to the General specialization setting. */ function _isGeneralPoolTokenRegistered(bytes32 poolId, IERC20 token) internal view returns (bool) { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; return poolBalances.contains(token); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../../lib/helpers/BalancerErrors.sol"; import "../../lib/openzeppelin/EnumerableSet.sol"; import "../../lib/openzeppelin/IERC20.sol"; import "./BalanceAllocation.sol"; import "../PoolRegistry.sol"; abstract contract MinimalSwapInfoPoolsBalance is PoolRegistry { using BalanceAllocation for bytes32; using EnumerableSet for EnumerableSet.AddressSet; // Data for Pools with the Minimal Swap Info specialization setting // // These Pools use the IMinimalSwapInfoPool interface, and so the Vault must read the balance of the two tokens // in the swap. The best solution is to use a mapping from token to balance, which lets us read or write any token's // balance in a single storage access. // // We also keep a set of registered tokens. Because tokens with non-zero balance are by definition registered, in // some balance getters we skip checking for token registration if a non-zero balance is found, saving gas by // performing a single read instead of two. mapping(bytes32 => mapping(IERC20 => bytes32)) internal _minimalSwapInfoPoolsBalances; mapping(bytes32 => EnumerableSet.AddressSet) internal _minimalSwapInfoPoolsTokens; /** * @dev Registers a list of tokens in a Minimal Swap Info Pool. * * This function assumes `poolId` exists and corresponds to the Minimal Swap Info specialization setting. * * Requirements: * * - `tokens` must not be registered in the Pool * - `tokens` must not contain duplicates */ function _registerMinimalSwapInfoPoolTokens(bytes32 poolId, IERC20[] memory tokens) internal { EnumerableSet.AddressSet storage poolTokens = _minimalSwapInfoPoolsTokens[poolId]; for (uint256 i = 0; i < tokens.length; ++i) { bool added = poolTokens.add(address(tokens[i])); _require(added, Errors.TOKEN_ALREADY_REGISTERED); // Note that we don't initialize the balance mapping: the default value of zero corresponds to an empty // balance. } } /** * @dev Deregisters a list of tokens in a Minimal Swap Info Pool. * * This function assumes `poolId` exists and corresponds to the Minimal Swap Info specialization setting. * * Requirements: * * - `tokens` must be registered in the Pool * - `tokens` must have zero balance in the Vault * - `tokens` must not contain duplicates */ function _deregisterMinimalSwapInfoPoolTokens(bytes32 poolId, IERC20[] memory tokens) internal { EnumerableSet.AddressSet storage poolTokens = _minimalSwapInfoPoolsTokens[poolId]; for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; _require(_minimalSwapInfoPoolsBalances[poolId][token].isZero(), Errors.NONZERO_TOKEN_BALANCE); // For consistency with other Pool specialization settings, we explicitly reset the balance (which may have // a non-zero last change block). delete _minimalSwapInfoPoolsBalances[poolId][token]; bool removed = poolTokens.remove(address(token)); _require(removed, Errors.TOKEN_NOT_REGISTERED); } } /** * @dev Sets the balances of a Minimal Swap Info Pool's tokens to `balances`. * * WARNING: this assumes `balances` has the same length and order as the Pool's tokens. */ function _setMinimalSwapInfoPoolBalances( bytes32 poolId, IERC20[] memory tokens, bytes32[] memory balances ) internal { for (uint256 i = 0; i < tokens.length; ++i) { _minimalSwapInfoPoolsBalances[poolId][tokens[i]] = balances[i]; } } /** * @dev Transforms `amount` of `token`'s balance in a Minimal Swap Info Pool from cash into managed. * * This function assumes `poolId` exists, corresponds to the Minimal Swap Info specialization setting, and that * `token` is registered for that Pool. */ function _minimalSwapInfoPoolCashToManaged( bytes32 poolId, IERC20 token, uint256 amount ) internal { _updateMinimalSwapInfoPoolBalance(poolId, token, BalanceAllocation.cashToManaged, amount); } /** * @dev Transforms `amount` of `token`'s balance in a Minimal Swap Info Pool from managed into cash. * * This function assumes `poolId` exists, corresponds to the Minimal Swap Info specialization setting, and that * `token` is registered for that Pool. */ function _minimalSwapInfoPoolManagedToCash( bytes32 poolId, IERC20 token, uint256 amount ) internal { _updateMinimalSwapInfoPoolBalance(poolId, token, BalanceAllocation.managedToCash, amount); } /** * @dev Sets `token`'s managed balance in a Minimal Swap Info Pool to `amount`. * * This function assumes `poolId` exists, corresponds to the Minimal Swap Info specialization setting, and that * `token` is registered for that Pool. * * Returns the managed balance delta as a result of this call. */ function _setMinimalSwapInfoPoolManagedBalance( bytes32 poolId, IERC20 token, uint256 amount ) internal returns (int256) { return _updateMinimalSwapInfoPoolBalance(poolId, token, BalanceAllocation.setManaged, amount); } /** * @dev Sets `token`'s balance in a Minimal Swap Info Pool to the result of the `mutation` function when called with * the current balance and `amount`. * * This function assumes `poolId` exists, corresponds to the Minimal Swap Info specialization setting, and that * `token` is registered for that Pool. * * Returns the managed balance delta as a result of this call. */ function _updateMinimalSwapInfoPoolBalance( bytes32 poolId, IERC20 token, function(bytes32, uint256) returns (bytes32) mutation, uint256 amount ) internal returns (int256) { bytes32 currentBalance = _getMinimalSwapInfoPoolBalance(poolId, token); bytes32 newBalance = mutation(currentBalance, amount); _minimalSwapInfoPoolsBalances[poolId][token] = newBalance; return newBalance.managedDelta(currentBalance); } /** * @dev Returns an array with all the tokens and balances in a Minimal Swap Info Pool. The order may change when * tokens are registered or deregistered. * * This function assumes `poolId` exists and corresponds to the Minimal Swap Info specialization setting. */ function _getMinimalSwapInfoPoolTokens(bytes32 poolId) internal view returns (IERC20[] memory tokens, bytes32[] memory balances) { EnumerableSet.AddressSet storage poolTokens = _minimalSwapInfoPoolsTokens[poolId]; tokens = new IERC20[](poolTokens.length()); balances = new bytes32[](tokens.length); for (uint256 i = 0; i < tokens.length; ++i) { // Because the iteration is bounded by `tokens.length`, which matches the EnumerableSet's length, we can use // `unchecked_at` as we know `i` is a valid token index, saving storage reads. IERC20 token = IERC20(poolTokens.unchecked_at(i)); tokens[i] = token; balances[i] = _minimalSwapInfoPoolsBalances[poolId][token]; } } /** * @dev Returns the balance of a token in a Minimal Swap Info Pool. * * Requirements: * * - `poolId` must be a Minimal Swap Info Pool * - `token` must be registered in the Pool */ function _getMinimalSwapInfoPoolBalance(bytes32 poolId, IERC20 token) internal view returns (bytes32) { bytes32 balance = _minimalSwapInfoPoolsBalances[poolId][token]; // A non-zero balance guarantees that the token is registered. If zero, we manually check if the token is // registered in the Pool. Token registration implies that the Pool is registered as well, which lets us save // gas by not performing the check. bool tokenRegistered = balance.isNotZero() || _minimalSwapInfoPoolsTokens[poolId].contains(address(token)); if (!tokenRegistered) { // The token might not be registered because the Pool itself is not registered. We check this to provide a // more accurate revert reason. _ensureRegisteredPool(poolId); _revert(Errors.TOKEN_NOT_REGISTERED); } return balance; } /** * @dev Returns true if `token` is registered in a Minimal Swap Info Pool. * * This function assumes `poolId` exists and corresponds to the Minimal Swap Info specialization setting. */ function _isMinimalSwapInfoPoolTokenRegistered(bytes32 poolId, IERC20 token) internal view returns (bool) { EnumerableSet.AddressSet storage poolTokens = _minimalSwapInfoPoolsTokens[poolId]; return poolTokens.contains(address(token)); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../../lib/helpers/BalancerErrors.sol"; import "../../lib/openzeppelin/IERC20.sol"; import "./BalanceAllocation.sol"; import "../PoolRegistry.sol"; abstract contract TwoTokenPoolsBalance is PoolRegistry { using BalanceAllocation for bytes32; // Data for Pools with the Two Token specialization setting // // These are similar to the Minimal Swap Info Pool case (because the Pool only has two tokens, and therefore there // are only two balances to read), but there's a key difference in how data is stored. Keeping a set makes little // sense, as it will only ever hold two tokens, so we can just store those two directly. // // The gas savings associated with using these Pools come from how token balances are stored: cash amounts for token // A and token B are packed together, as are managed amounts. Because only cash changes in a swap, there's no need // to write to this second storage slot. A single last change block number for both tokens is stored with the packed // cash fields. struct TwoTokenPoolBalances { bytes32 sharedCash; bytes32 sharedManaged; } // We could just keep a mapping from Pool ID to TwoTokenSharedBalances, but there's an issue: we wouldn't know to // which tokens those balances correspond. This would mean having to also check which are registered with the Pool. // // What we do instead to save those storage reads is keep a nested mapping from the token pair hash to the balances // struct. The Pool only has two tokens, so only a single entry of this mapping is set (the one that corresponds to // that pair's hash). // // This has the trade-off of making Vault code that interacts with these Pools cumbersome: both balances must be // accessed at the same time by using both token addresses, and some logic is needed to determine how the pair hash // is computed. We do this by sorting the tokens, calling the token with the lowest numerical address value token A, // and the other one token B. In functions where the token arguments could be either A or B, we use X and Y instead. // // If users query a token pair containing an unregistered token, the Pool will generate a hash for a mapping entry // that was not set, and return zero balances. Non-zero balances are only possible if both tokens in the pair // are registered with the Pool, which means we don't have to check the TwoTokenPoolTokens struct, and can save // storage reads. struct TwoTokenPoolTokens { IERC20 tokenA; IERC20 tokenB; mapping(bytes32 => TwoTokenPoolBalances) balances; } mapping(bytes32 => TwoTokenPoolTokens) private _twoTokenPoolTokens; /** * @dev Registers tokens in a Two Token Pool. * * This function assumes `poolId` exists and corresponds to the Two Token specialization setting. * * Requirements: * * - `tokenX` and `tokenY` must not be the same * - The tokens must be ordered: tokenX < tokenY */ function _registerTwoTokenPoolTokens( bytes32 poolId, IERC20 tokenX, IERC20 tokenY ) internal { // Not technically true since we didn't register yet, but this is consistent with the error messages of other // specialization settings. _require(tokenX != tokenY, Errors.TOKEN_ALREADY_REGISTERED); _require(tokenX < tokenY, Errors.UNSORTED_TOKENS); // A Two Token Pool with no registered tokens is identified by having zero addresses for tokens A and B. TwoTokenPoolTokens storage poolTokens = _twoTokenPoolTokens[poolId]; _require(poolTokens.tokenA == IERC20(0) && poolTokens.tokenB == IERC20(0), Errors.TOKENS_ALREADY_SET); // Since tokenX < tokenY, tokenX is A and tokenY is B poolTokens.tokenA = tokenX; poolTokens.tokenB = tokenY; // Note that we don't initialize the balance mapping: the default value of zero corresponds to an empty // balance. } /** * @dev Deregisters tokens in a Two Token Pool. * * This function assumes `poolId` exists and corresponds to the Two Token specialization setting. * * Requirements: * * - `tokenX` and `tokenY` must be registered in the Pool * - both tokens must have zero balance in the Vault */ function _deregisterTwoTokenPoolTokens( bytes32 poolId, IERC20 tokenX, IERC20 tokenY ) internal { ( bytes32 balanceA, bytes32 balanceB, TwoTokenPoolBalances storage poolBalances ) = _getTwoTokenPoolSharedBalances(poolId, tokenX, tokenY); _require(balanceA.isZero() && balanceB.isZero(), Errors.NONZERO_TOKEN_BALANCE); delete _twoTokenPoolTokens[poolId]; // For consistency with other Pool specialization settings, we explicitly reset the packed cash field (which may // have a non-zero last change block). delete poolBalances.sharedCash; } /** * @dev Sets the cash balances of a Two Token Pool's tokens. * * WARNING: this assumes `tokenA` and `tokenB` are the Pool's two registered tokens, and are in the correct order. */ function _setTwoTokenPoolCashBalances( bytes32 poolId, IERC20 tokenA, bytes32 balanceA, IERC20 tokenB, bytes32 balanceB ) internal { bytes32 pairHash = _getTwoTokenPairHash(tokenA, tokenB); TwoTokenPoolBalances storage poolBalances = _twoTokenPoolTokens[poolId].balances[pairHash]; poolBalances.sharedCash = BalanceAllocation.toSharedCash(balanceA, balanceB); } /** * @dev Transforms `amount` of `token`'s balance in a Two Token Pool from cash into managed. * * This function assumes `poolId` exists, corresponds to the Two Token specialization setting, and that `token` is * registered for that Pool. */ function _twoTokenPoolCashToManaged( bytes32 poolId, IERC20 token, uint256 amount ) internal { _updateTwoTokenPoolSharedBalance(poolId, token, BalanceAllocation.cashToManaged, amount); } /** * @dev Transforms `amount` of `token`'s balance in a Two Token Pool from managed into cash. * * This function assumes `poolId` exists, corresponds to the Two Token specialization setting, and that `token` is * registered for that Pool. */ function _twoTokenPoolManagedToCash( bytes32 poolId, IERC20 token, uint256 amount ) internal { _updateTwoTokenPoolSharedBalance(poolId, token, BalanceAllocation.managedToCash, amount); } /** * @dev Sets `token`'s managed balance in a Two Token Pool to `amount`. * * This function assumes `poolId` exists, corresponds to the Two Token specialization setting, and that `token` is * registered for that Pool. * * Returns the managed balance delta as a result of this call. */ function _setTwoTokenPoolManagedBalance( bytes32 poolId, IERC20 token, uint256 amount ) internal returns (int256) { return _updateTwoTokenPoolSharedBalance(poolId, token, BalanceAllocation.setManaged, amount); } /** * @dev Sets `token`'s balance in a Two Token Pool to the result of the `mutation` function when called with * the current balance and `amount`. * * This function assumes `poolId` exists, corresponds to the Two Token specialization setting, and that `token` is * registered for that Pool. * * Returns the managed balance delta as a result of this call. */ function _updateTwoTokenPoolSharedBalance( bytes32 poolId, IERC20 token, function(bytes32, uint256) returns (bytes32) mutation, uint256 amount ) private returns (int256) { ( TwoTokenPoolBalances storage balances, IERC20 tokenA, bytes32 balanceA, , bytes32 balanceB ) = _getTwoTokenPoolBalances(poolId); int256 delta; if (token == tokenA) { bytes32 newBalance = mutation(balanceA, amount); delta = newBalance.managedDelta(balanceA); balanceA = newBalance; } else { // token == tokenB bytes32 newBalance = mutation(balanceB, amount); delta = newBalance.managedDelta(balanceB); balanceB = newBalance; } balances.sharedCash = BalanceAllocation.toSharedCash(balanceA, balanceB); balances.sharedManaged = BalanceAllocation.toSharedManaged(balanceA, balanceB); return delta; } /* * @dev Returns an array with all the tokens and balances in a Two Token Pool. The order may change when * tokens are registered or deregistered. * * This function assumes `poolId` exists and corresponds to the Two Token specialization setting. */ function _getTwoTokenPoolTokens(bytes32 poolId) internal view returns (IERC20[] memory tokens, bytes32[] memory balances) { (, IERC20 tokenA, bytes32 balanceA, IERC20 tokenB, bytes32 balanceB) = _getTwoTokenPoolBalances(poolId); // Both tokens will either be zero (if unregistered) or non-zero (if registered), but we keep the full check for // clarity. if (tokenA == IERC20(0) || tokenB == IERC20(0)) { return (new IERC20[](0), new bytes32[](0)); } // Note that functions relying on this getter expect tokens to be properly ordered, so we use the (A, B) // ordering. tokens = new IERC20[](2); tokens[0] = tokenA; tokens[1] = tokenB; balances = new bytes32[](2); balances[0] = balanceA; balances[1] = balanceB; } /** * @dev Same as `_getTwoTokenPoolTokens`, except it returns the two tokens and balances directly instead of using * an array, as well as a storage pointer to the `TwoTokenPoolBalances` struct, which can be used to update it * without having to recompute the pair hash and storage slot. */ function _getTwoTokenPoolBalances(bytes32 poolId) private view returns ( TwoTokenPoolBalances storage poolBalances, IERC20 tokenA, bytes32 balanceA, IERC20 tokenB, bytes32 balanceB ) { TwoTokenPoolTokens storage poolTokens = _twoTokenPoolTokens[poolId]; tokenA = poolTokens.tokenA; tokenB = poolTokens.tokenB; bytes32 pairHash = _getTwoTokenPairHash(tokenA, tokenB); poolBalances = poolTokens.balances[pairHash]; bytes32 sharedCash = poolBalances.sharedCash; bytes32 sharedManaged = poolBalances.sharedManaged; balanceA = BalanceAllocation.fromSharedToBalanceA(sharedCash, sharedManaged); balanceB = BalanceAllocation.fromSharedToBalanceB(sharedCash, sharedManaged); } /** * @dev Returns the balance of a token in a Two Token Pool. * * This function assumes `poolId` exists and corresponds to the General specialization setting. * * This function is convenient but not particularly gas efficient, and should be avoided during gas-sensitive * operations, such as swaps. For those, _getTwoTokenPoolSharedBalances provides a more flexible interface. * * Requirements: * * - `token` must be registered in the Pool */ function _getTwoTokenPoolBalance(bytes32 poolId, IERC20 token) internal view returns (bytes32) { // We can't just read the balance of token, because we need to know the full pair in order to compute the pair // hash and access the balance mapping. We therefore rely on `_getTwoTokenPoolBalances`. (, IERC20 tokenA, bytes32 balanceA, IERC20 tokenB, bytes32 balanceB) = _getTwoTokenPoolBalances(poolId); if (token == tokenA) { return balanceA; } else if (token == tokenB) { return balanceB; } else { _revert(Errors.TOKEN_NOT_REGISTERED); } } /** * @dev Returns the balance of the two tokens in a Two Token Pool. * * The returned balances are those of token A and token B, where token A is the lowest of token X and token Y, and * token B the other. * * This function also returns a storage pointer to the TwoTokenPoolBalances struct associated with the token pair, * which can be used to update it without having to recompute the pair hash and storage slot. * * Requirements: * * - `poolId` must be a Minimal Swap Info Pool * - `tokenX` and `tokenY` must be registered in the Pool */ function _getTwoTokenPoolSharedBalances( bytes32 poolId, IERC20 tokenX, IERC20 tokenY ) internal view returns ( bytes32 balanceA, bytes32 balanceB, TwoTokenPoolBalances storage poolBalances ) { (IERC20 tokenA, IERC20 tokenB) = _sortTwoTokens(tokenX, tokenY); bytes32 pairHash = _getTwoTokenPairHash(tokenA, tokenB); poolBalances = _twoTokenPoolTokens[poolId].balances[pairHash]; // Because we're reading balances using the pair hash, if either token X or token Y is not registered then // *both* balance entries will be zero. bytes32 sharedCash = poolBalances.sharedCash; bytes32 sharedManaged = poolBalances.sharedManaged; // A non-zero balance guarantees that both tokens are registered. If zero, we manually check whether each // token is registered in the Pool. Token registration implies that the Pool is registered as well, which // lets us save gas by not performing the check. bool tokensRegistered = sharedCash.isNotZero() || sharedManaged.isNotZero() || (_isTwoTokenPoolTokenRegistered(poolId, tokenA) && _isTwoTokenPoolTokenRegistered(poolId, tokenB)); if (!tokensRegistered) { // The tokens might not be registered because the Pool itself is not registered. We check this to provide a // more accurate revert reason. _ensureRegisteredPool(poolId); _revert(Errors.TOKEN_NOT_REGISTERED); } balanceA = BalanceAllocation.fromSharedToBalanceA(sharedCash, sharedManaged); balanceB = BalanceAllocation.fromSharedToBalanceB(sharedCash, sharedManaged); } /** * @dev Returns true if `token` is registered in a Two Token Pool. * * This function assumes `poolId` exists and corresponds to the Two Token specialization setting. */ function _isTwoTokenPoolTokenRegistered(bytes32 poolId, IERC20 token) internal view returns (bool) { TwoTokenPoolTokens storage poolTokens = _twoTokenPoolTokens[poolId]; // The zero address can never be a registered token. return (token == poolTokens.tokenA || token == poolTokens.tokenB) && token != IERC20(0); } /** * @dev Returns the hash associated with a given token pair. */ function _getTwoTokenPairHash(IERC20 tokenA, IERC20 tokenB) private pure returns (bytes32) { return keccak256(abi.encodePacked(tokenA, tokenB)); } /** * @dev Sorts two tokens in ascending order, returning them as a (tokenA, tokenB) tuple. */ function _sortTwoTokens(IERC20 tokenX, IERC20 tokenY) private pure returns (IERC20, IERC20) { return tokenX < tokenY ? (tokenX, tokenY) : (tokenY, tokenX); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/math/Math.sol"; import "../lib/helpers/BalancerErrors.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/helpers/AssetHelpers.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "../lib/openzeppelin/Address.sol"; import "./interfaces/IWETH.sol"; import "./interfaces/IAsset.sol"; import "./interfaces/IVault.sol"; abstract contract AssetTransfersHandler is AssetHelpers { using SafeERC20 for IERC20; using Address for address payable; /** * @dev Receives `amount` of `asset` from `sender`. If `fromInternalBalance` is true, it first withdraws as much * as possible from Internal Balance, then transfers any remaining amount. * * If `asset` is ETH, `fromInternalBalance` must be false (as ETH cannot be held as internal balance), and the funds * will be wrapped into WETH. * * WARNING: this function does not check that the contract caller has actually supplied any ETH - it is up to the * caller of this function to check that this is true to prevent the Vault from using its own ETH (though the Vault * typically doesn't hold any). */ function _receiveAsset( IAsset asset, uint256 amount, address sender, bool fromInternalBalance ) internal { if (amount == 0) { return; } if (_isETH(asset)) { _require(!fromInternalBalance, Errors.INVALID_ETH_INTERNAL_BALANCE); // The ETH amount to receive is deposited into the WETH contract, which will in turn mint WETH for // the Vault at a 1:1 ratio. // A check for this condition is also introduced by the compiler, but this one provides a revert reason. // Note we're checking for the Vault's total balance, *not* ETH sent in this transaction. _require(address(this).balance >= amount, Errors.INSUFFICIENT_ETH); _WETH().deposit{ value: amount }(); } else { IERC20 token = _asIERC20(asset); if (fromInternalBalance) { // We take as many tokens from Internal Balance as possible: any remaining amounts will be transferred. uint256 deductedBalance = _decreaseInternalBalance(sender, token, amount, true); // Because `deductedBalance` will be always the lesser of the current internal balance // and the amount to decrease, it is safe to perform unchecked arithmetic. amount -= deductedBalance; } if (amount > 0) { token.safeTransferFrom(sender, address(this), amount); } } } /** * @dev Sends `amount` of `asset` to `recipient`. If `toInternalBalance` is true, the asset is deposited as Internal * Balance instead of being transferred. * * If `asset` is ETH, `toInternalBalance` must be false (as ETH cannot be held as internal balance), and the funds * are instead sent directly after unwrapping WETH. */ function _sendAsset( IAsset asset, uint256 amount, address payable recipient, bool toInternalBalance ) internal { if (amount == 0) { return; } if (_isETH(asset)) { // Sending ETH is not as involved as receiving it: the only special behavior is it cannot be // deposited to Internal Balance. _require(!toInternalBalance, Errors.INVALID_ETH_INTERNAL_BALANCE); // First, the Vault withdraws deposited ETH from the WETH contract, by burning the same amount of WETH // from the Vault. This receipt will be handled by the Vault's `receive`. _WETH().withdraw(amount); // Then, the withdrawn ETH is sent to the recipient. recipient.sendValue(amount); } else { IERC20 token = _asIERC20(asset); if (toInternalBalance) { _increaseInternalBalance(recipient, token, amount); } else { token.safeTransfer(recipient, amount); } } } /** * @dev Returns excess ETH back to the contract caller, assuming `amountUsed` has been spent. Reverts * if the caller sent less ETH than `amountUsed`. * * Because the caller might not know exactly how much ETH a Vault action will require, they may send extra. * Note that this excess value is returned *to the contract caller* (msg.sender). If caller and e.g. swap sender are * not the same (because the caller is a relayer for the sender), then it is up to the caller to manage this * returned ETH. */ function _handleRemainingEth(uint256 amountUsed) internal { _require(msg.value >= amountUsed, Errors.INSUFFICIENT_ETH); uint256 excess = msg.value - amountUsed; if (excess > 0) { msg.sender.sendValue(excess); } } /** * @dev Enables the Vault to receive ETH. This is required for it to be able to unwrap WETH, which sends ETH to the * caller. * * Any ETH sent to the Vault outside of the WETH unwrapping mechanism would be forever locked inside the Vault, so * we prevent that from happening. Other mechanisms used to send ETH to the Vault (such as being the recipient of an * ETH swap, Pool exit or withdrawal, contract self-destruction, or receiving the block mining reward) will result * in locked funds, but are not otherwise a security or soundness issue. This check only exists as an attempt to * prevent user error. */ receive() external payable { _require(msg.sender == address(_WETH()), Errors.ETH_TRANSFER); } // This contract uses virtual internal functions instead of inheriting from the modules that implement them (in // this case UserBalance) in order to decouple it from the rest of the system and enable standalone testing by // implementing these with mocks. function _increaseInternalBalance( address account, IERC20 token, uint256 amount ) internal virtual; function _decreaseInternalBalance( address account, IERC20 token, uint256 amount, bool capped ) internal virtual returns (uint256); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "../openzeppelin/IERC20.sol"; import "../../vault/interfaces/IAsset.sol"; import "../../vault/interfaces/IWETH.sol"; abstract contract AssetHelpers { // solhint-disable-next-line var-name-mixedcase IWETH private immutable _weth; // Sentinel value used to indicate WETH with wrapping/unwrapping semantics. The zero address is a good choice for // multiple reasons: it is cheap to pass as a calldata argument, it is a known invalid token and non-contract, and // it is an address Pools cannot register as a token. address private constant _ETH = address(0); constructor(IWETH weth) { _weth = weth; } // solhint-disable-next-line func-name-mixedcase function _WETH() internal view returns (IWETH) { return _weth; } /** * @dev Returns true if `asset` is the sentinel value that represents ETH. */ function _isETH(IAsset asset) internal pure returns (bool) { return address(asset) == _ETH; } /** * @dev Translates `asset` into an equivalent IERC20 token address. If `asset` represents ETH, it will be translated * to the WETH contract. */ function _translateToIERC20(IAsset asset) internal view returns (IERC20) { return _isETH(asset) ? _WETH() : _asIERC20(asset); } /** * @dev Same as `_translateToIERC20(IAsset)`, but for an entire array. */ function _translateToIERC20(IAsset[] memory assets) internal view returns (IERC20[] memory) { IERC20[] memory tokens = new IERC20[](assets.length); for (uint256 i = 0; i < assets.length; ++i) { tokens[i] = _translateToIERC20(assets[i]); } return tokens; } /** * @dev Interprets `asset` as an IERC20 token. This function should only be called on `asset` if `_isETH` previously * returned false for it, that is, if `asset` is guaranteed not to be the ETH sentinel value. */ function _asIERC20(IAsset asset) internal pure returns (IERC20) { return IERC20(address(asset)); } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; /** * @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, Errors.ADDRESS_INSUFFICIENT_BALANCE); // solhint-disable-next-line avoid-low-level-calls, avoid-call-value (bool success, ) = recipient.call{ value: amount }(""); _require(success, Errors.ADDRESS_CANNOT_SEND_VALUE); } }
File 2 of 5: ProtocolFeesCollector
// SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/openzeppelin/IERC20.sol"; import "../lib/helpers/InputHelpers.sol"; import "../lib/helpers/Authentication.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./interfaces/IVault.sol"; import "./interfaces/IAuthorizer.sol"; /** * @dev This an auxiliary contract to the Vault, deployed by it during construction. It offloads some of the tasks the * Vault performs to reduce its overall bytecode size. * * The current values for all protocol fee percentages are stored here, and any tokens charged as protocol fees are * sent to this contract, where they may be withdrawn by authorized entities. All authorization tasks are delegated * to the Vault's own authorizer. */ contract ProtocolFeesCollector is Authentication, ReentrancyGuard { using SafeERC20 for IERC20; // Absolute maximum fee percentages (1e18 = 100%, 1e16 = 1%). uint256 private constant _MAX_PROTOCOL_SWAP_FEE_PERCENTAGE = 50e16; // 50% uint256 private constant _MAX_PROTOCOL_FLASH_LOAN_FEE_PERCENTAGE = 1e16; // 1% IVault public immutable vault; // All fee percentages are 18-decimal fixed point numbers. // The swap fee is charged whenever a swap occurs, as a percentage of the fee charged by the Pool. These are not // actually charged on each individual swap: the `Vault` relies on the Pools being honest and reporting fees due // when users join and exit them. uint256 private _swapFeePercentage; // The flash loan fee is charged whenever a flash loan occurs, as a percentage of the tokens lent. uint256 private _flashLoanFeePercentage; event SwapFeePercentageChanged(uint256 newSwapFeePercentage); event FlashLoanFeePercentageChanged(uint256 newFlashLoanFeePercentage); constructor(IVault _vault) // The ProtocolFeesCollector is a singleton, so it simply uses its own address to disambiguate action // identifiers. Authentication(bytes32(uint256(address(this)))) { vault = _vault; } function withdrawCollectedFees( IERC20[] calldata tokens, uint256[] calldata amounts, address recipient ) external nonReentrant authenticate { InputHelpers.ensureInputLengthMatch(tokens.length, amounts.length); for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; uint256 amount = amounts[i]; token.safeTransfer(recipient, amount); } } function setSwapFeePercentage(uint256 newSwapFeePercentage) external authenticate { _require(newSwapFeePercentage <= _MAX_PROTOCOL_SWAP_FEE_PERCENTAGE, Errors.SWAP_FEE_PERCENTAGE_TOO_HIGH); _swapFeePercentage = newSwapFeePercentage; emit SwapFeePercentageChanged(newSwapFeePercentage); } function setFlashLoanFeePercentage(uint256 newFlashLoanFeePercentage) external authenticate { _require( newFlashLoanFeePercentage <= _MAX_PROTOCOL_FLASH_LOAN_FEE_PERCENTAGE, Errors.FLASH_LOAN_FEE_PERCENTAGE_TOO_HIGH ); _flashLoanFeePercentage = newFlashLoanFeePercentage; emit FlashLoanFeePercentageChanged(newFlashLoanFeePercentage); } function getSwapFeePercentage() external view returns (uint256) { return _swapFeePercentage; } function getFlashLoanFeePercentage() external view returns (uint256) { return _flashLoanFeePercentage; } function getCollectedFeeAmounts(IERC20[] memory tokens) external view returns (uint256[] memory feeAmounts) { feeAmounts = new uint256[](tokens.length); for (uint256 i = 0; i < tokens.length; ++i) { feeAmounts[i] = tokens[i].balanceOf(address(this)); } } function getAuthorizer() external view returns (IAuthorizer) { return _getAuthorizer(); } function _canPerform(bytes32 actionId, address account) internal view override returns (bool) { return _getAuthorizer().canPerform(actionId, account, address(this)); } function _getAuthorizer() internal view returns (IAuthorizer) { return vault.getAuthorizer(); } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; /** * @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: GPL-3.0-or-later // 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 ^0.7.0; import "../openzeppelin/IERC20.sol"; import "./BalancerErrors.sol"; import "../../vault/interfaces/IAsset.sol"; library InputHelpers { function ensureInputLengthMatch(uint256 a, uint256 b) internal pure { _require(a == b, Errors.INPUT_LENGTH_MISMATCH); } function ensureInputLengthMatch( uint256 a, uint256 b, uint256 c ) internal pure { _require(a == b && b == c, Errors.INPUT_LENGTH_MISMATCH); } function ensureArrayIsSorted(IAsset[] memory array) internal pure { address[] memory addressArray; // solhint-disable-next-line no-inline-assembly assembly { addressArray := array } ensureArrayIsSorted(addressArray); } function ensureArrayIsSorted(IERC20[] memory array) internal pure { address[] memory addressArray; // solhint-disable-next-line no-inline-assembly assembly { addressArray := array } ensureArrayIsSorted(addressArray); } function ensureArrayIsSorted(address[] memory array) internal pure { if (array.length < 2) { return; } address previous = array[0]; for (uint256 i = 1; i < array.length; ++i) { address current = array[i]; _require(previous < current, Errors.UNSORTED_ARRAY); previous = current; } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "./BalancerErrors.sol"; import "./IAuthentication.sol"; /** * @dev Building block for performing access control on external functions. * * This contract is used via the `authenticate` modifier (or the `_authenticateCaller` function), which can be applied * to external functions to only make them callable by authorized accounts. * * Derived contracts must implement the `_canPerform` function, which holds the actual access control logic. */ abstract contract Authentication is IAuthentication { bytes32 private immutable _actionIdDisambiguator; /** * @dev The main purpose of the `actionIdDisambiguator` is to prevent accidental function selector collisions in * multi contract systems. * * There are two main uses for it: * - if the contract is a singleton, any unique identifier can be used to make the associated action identifiers * unique. The contract's own address is a good option. * - if the contract belongs to a family that shares action identifiers for the same functions, an identifier * shared by the entire family (and no other contract) should be used instead. */ constructor(bytes32 actionIdDisambiguator) { _actionIdDisambiguator = actionIdDisambiguator; } /** * @dev Reverts unless the caller is allowed to call this function. Should only be applied to external functions. */ modifier authenticate() { _authenticateCaller(); _; } /** * @dev Reverts unless the caller is allowed to call the entry point function. */ function _authenticateCaller() internal view { bytes32 actionId = getActionId(msg.sig); _require(_canPerform(actionId, msg.sender), Errors.SENDER_NOT_ALLOWED); } function getActionId(bytes4 selector) public view override returns (bytes32) { // Each external function is dynamically assigned an action identifier as the hash of the disambiguator and the // function selector. Disambiguation is necessary to avoid potential collisions in the function selectors of // multiple contracts. return keccak256(abi.encodePacked(_actionIdDisambiguator, selector)); } function _canPerform(bytes32 actionId, address user) internal view virtual returns (bool); } // SPDX-License-Identifier: MIT // Based on the ReentrancyGuard library from OpenZeppelin Contracts, altered to reduce bytecode size. // Modifier code is inlined by the compiler, which causes its code to appear multiple times in the codebase. By using // private functions, we achieve the same end result with slightly higher runtime gas costs, but reduced bytecode size. pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; /** * @dev Contract module that helps prevent reentrant calls to a function. * * Inheriting from `ReentrancyGuard` will make the {nonReentrant} modifier * available, which can be applied to functions to make sure there are no nested * (reentrant) calls to them. * * Note that because there is a single `nonReentrant` guard, functions marked as * `nonReentrant` may not call one another. This can be worked around by making * those functions `private`, and then adding `external` `nonReentrant` entry * points to them. * * TIP: If you would like to learn more about reentrancy and alternative ways * to protect against it, check out our blog post * https://blog.openzeppelin.com/reentrancy-after-istanbul/[Reentrancy After Istanbul]. */ abstract contract ReentrancyGuard { // Booleans are more expensive than uint256 or any type that takes up a full // word because each write operation emits an extra SLOAD to first read the // slot's contents, replace the bits taken up by the boolean, and then write // back. This is the compiler's defense against contract upgrades and // pointer aliasing, and it cannot be disabled. // The values being non-zero value makes deployment a bit more expensive, // but in exchange the refund on every call to nonReentrant will be lower in // amount. Since refunds are capped to a percentage of the total // transaction's gas, it is best to keep them low in cases like this one, to // increase the likelihood of the full refund coming into effect. uint256 private constant _NOT_ENTERED = 1; uint256 private constant _ENTERED = 2; uint256 private _status; constructor() { _status = _NOT_ENTERED; } /** * @dev Prevents a contract from calling itself, directly or indirectly. * Calling a `nonReentrant` function from another `nonReentrant` * function is not supported. It is possible to prevent this from happening * by making the `nonReentrant` function external, and make it call a * `private` function that does the actual work. */ modifier nonReentrant() { _enterNonReentrant(); _; _exitNonReentrant(); } function _enterNonReentrant() private { // On the first call to nonReentrant, _status will be _NOT_ENTERED _require(_status != _ENTERED, Errors.REENTRANCY); // Any calls to nonReentrant after this point will fail _status = _ENTERED; } function _exitNonReentrant() private { // By storing the original value once again, a refund is triggered (see // https://eips.ethereum.org/EIPS/eip-2200) _status = _NOT_ENTERED; } } // SPDX-License-Identifier: MIT // Based on the ReentrancyGuard library from OpenZeppelin Contracts, altered to reduce gas costs. // The `safeTransfer` and `safeTransferFrom` functions assume that `token` is a contract (an account with code), and // work differently from the OpenZeppelin version if it is not. pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; import "./IERC20.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 { function safeTransfer( IERC20 token, address to, uint256 value ) internal { _callOptionalReturn(address(token), abi.encodeWithSelector(token.transfer.selector, to, value)); } function safeTransferFrom( IERC20 token, address from, address to, uint256 value ) internal { _callOptionalReturn(address(token), abi.encodeWithSelector(token.transferFrom.selector, from, to, value)); } /** * @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). * * WARNING: `token` is assumed to be a contract: calls to EOAs will *not* revert. */ function _callOptionalReturn(address 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. (bool success, bytes memory returndata) = token.call(data); // If the low-level call didn't succeed we return whatever was returned from it. assembly { if eq(success, 0) { returndatacopy(0, 0, returndatasize()) revert(0, returndatasize()) } } // Finally we check the returndata size is either zero or true - note that this check will always pass for EOAs _require(returndata.length == 0 || abi.decode(returndata, (bool)), Errors.SAFE_ERC20_CALL_FAILED); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 experimental ABIEncoderV2; import "../../lib/openzeppelin/IERC20.sol"; import "./IWETH.sol"; import "./IAsset.sol"; import "./IAuthorizer.sol"; import "./IFlashLoanRecipient.sol"; import "../ProtocolFeesCollector.sol"; import "../../lib/helpers/ISignaturesValidator.sol"; import "../../lib/helpers/ITemporarilyPausable.sol"; pragma solidity ^0.7.0; /** * @dev Full external interface for the Vault core contract - no external or public methods exist in the contract that * don't override one of these declarations. */ interface IVault is ISignaturesValidator, ITemporarilyPausable { // Generalities about the Vault: // // - Whenever documentation refers to 'tokens', it strictly refers to ERC20-compliant token contracts. Tokens are // transferred out of the Vault by calling the `IERC20.transfer` function, and transferred in by calling // `IERC20.transferFrom`. In these cases, the sender must have previously allowed the Vault to use their tokens by // calling `IERC20.approve`. The only deviation from the ERC20 standard that is supported is functions not returning // a boolean value: in these scenarios, a non-reverting call is assumed to be successful. // // - All non-view functions in the Vault are non-reentrant: calling them while another one is mid-execution (e.g. // while execution control is transferred to a token contract during a swap) will result in a revert. View // functions can be called in a re-reentrant way, but doing so might cause them to return inconsistent results. // Contracts calling view functions in the Vault must make sure the Vault has not already been entered. // // - View functions revert if referring to either unregistered Pools, or unregistered tokens for registered Pools. // Authorizer // // Some system actions are permissioned, like setting and collecting protocol fees. This permissioning system exists // outside of the Vault in the Authorizer contract: the Vault simply calls the Authorizer to check if the caller // can perform a given action. /** * @dev Returns the Vault's Authorizer. */ function getAuthorizer() external view returns (IAuthorizer); /** * @dev Sets a new Authorizer for the Vault. The caller must be allowed by the current Authorizer to do this. * * Emits an `AuthorizerChanged` event. */ function setAuthorizer(IAuthorizer newAuthorizer) external; /** * @dev Emitted when a new authorizer is set by `setAuthorizer`. */ event AuthorizerChanged(IAuthorizer indexed newAuthorizer); // Relayers // // Additionally, it is possible for an account to perform certain actions on behalf of another one, using their // Vault ERC20 allowance and Internal Balance. These accounts are said to be 'relayers' for these Vault functions, // and are expected to be smart contracts with sound authentication mechanisms. For an account to be able to wield // this power, two things must occur: // - The Authorizer must grant the account the permission to be a relayer for the relevant Vault function. This // means that Balancer governance must approve each individual contract to act as a relayer for the intended // functions. // - Each user must approve the relayer to act on their behalf. // This double protection means users cannot be tricked into approving malicious relayers (because they will not // have been allowed by the Authorizer via governance), nor can malicious relayers approved by a compromised // Authorizer or governance drain user funds, since they would also need to be approved by each individual user. /** * @dev Returns true if `user` has approved `relayer` to act as a relayer for them. */ function hasApprovedRelayer(address user, address relayer) external view returns (bool); /** * @dev Allows `relayer` to act as a relayer for `sender` if `approved` is true, and disallows it otherwise. * * Emits a `RelayerApprovalChanged` event. */ function setRelayerApproval( address sender, address relayer, bool approved ) external; /** * @dev Emitted every time a relayer is approved or disapproved by `setRelayerApproval`. */ event RelayerApprovalChanged(address indexed relayer, address indexed sender, bool approved); // Internal Balance // // Users can deposit tokens into the Vault, where they are allocated to their Internal Balance, and later // transferred or withdrawn. It can also be used as a source of tokens when joining Pools, as a destination // when exiting them, and as either when performing swaps. This usage of Internal Balance results in greatly reduced // gas costs when compared to relying on plain ERC20 transfers, leading to large savings for frequent users. // // Internal Balance management features batching, which means a single contract call can be used to perform multiple // operations of different kinds, with different senders and recipients, at once. /** * @dev Returns `user`'s Internal Balance for a set of tokens. */ function getInternalBalance(address user, IERC20[] memory tokens) external view returns (uint256[] memory); /** * @dev Performs a set of user balance operations, which involve Internal Balance (deposit, withdraw or transfer) * and plain ERC20 transfers using the Vault's allowance. This last feature is particularly useful for relayers, as * it lets integrators reuse a user's Vault allowance. * * For each operation, if the caller is not `sender`, it must be an authorized relayer for them. */ function manageUserBalance(UserBalanceOp[] memory ops) external payable; /** * @dev Data for `manageUserBalance` operations, which include the possibility for ETH to be sent and received without manual WETH wrapping or unwrapping. */ struct UserBalanceOp { UserBalanceOpKind kind; IAsset asset; uint256 amount; address sender; address payable recipient; } // There are four possible operations in `manageUserBalance`: // // - DEPOSIT_INTERNAL // Increases the Internal Balance of the `recipient` account by transferring tokens from the corresponding // `sender`. The sender must have allowed the Vault to use their tokens via `IERC20.approve()`. // // ETH can be used by passing the ETH sentinel value as the asset and forwarding ETH in the call: it will be wrapped // and deposited as WETH. Any ETH amount remaining will be sent back to the caller (not the sender, which is // relevant for relayers). // // Emits an `InternalBalanceChanged` event. // // // - WITHDRAW_INTERNAL // Decreases the Internal Balance of the `sender` account by transferring tokens to the `recipient`. // // ETH can be used by passing the ETH sentinel value as the asset. This will deduct WETH instead, unwrap it and send // it to the recipient as ETH. // // Emits an `InternalBalanceChanged` event. // // // - TRANSFER_INTERNAL // Transfers tokens from the Internal Balance of the `sender` account to the Internal Balance of `recipient`. // // Reverts if the ETH sentinel value is passed. // // Emits an `InternalBalanceChanged` event. // // // - TRANSFER_EXTERNAL // Transfers tokens from `sender` to `recipient`, using the Vault's ERC20 allowance. This is typically used by // relayers, as it lets them reuse a user's Vault allowance. // // Reverts if the ETH sentinel value is passed. // // Emits an `ExternalBalanceTransfer` event. enum UserBalanceOpKind { DEPOSIT_INTERNAL, WITHDRAW_INTERNAL, TRANSFER_INTERNAL, TRANSFER_EXTERNAL } /** * @dev Emitted when a user's Internal Balance changes, either from calls to `manageUserBalance`, or through * interacting with Pools using Internal Balance. * * Because Internal Balance works exclusively with ERC20 tokens, ETH deposits and withdrawals will use the WETH * address. */ event InternalBalanceChanged(address indexed user, IERC20 indexed token, int256 delta); /** * @dev Emitted when a user's Vault ERC20 allowance is used by the Vault to transfer tokens to an external account. */ event ExternalBalanceTransfer(IERC20 indexed token, address indexed sender, address recipient, uint256 amount); // Pools // // There are three specialization settings for Pools, which allow for cheaper swaps at the cost of reduced // functionality: // // - General: no specialization, suited for all Pools. IGeneralPool is used for swap request callbacks, passing the // balance of all tokens in the Pool. These Pools have the largest swap costs (because of the extra storage reads), // which increase with the number of registered tokens. // // - Minimal Swap Info: IMinimalSwapInfoPool is used instead of IGeneralPool, which saves gas by only passing the // balance of the two tokens involved in the swap. This is suitable for some pricing algorithms, like the weighted // constant product one popularized by Balancer V1. Swap costs are smaller compared to general Pools, and are // independent of the number of registered tokens. // // - Two Token: only allows two tokens to be registered. This achieves the lowest possible swap gas cost. Like // minimal swap info Pools, these are called via IMinimalSwapInfoPool. enum PoolSpecialization { GENERAL, MINIMAL_SWAP_INFO, TWO_TOKEN } /** * @dev Registers the caller account as a Pool with a given specialization setting. Returns the Pool's ID, which * is used in all Pool-related functions. Pools cannot be deregistered, nor can the Pool's specialization be * changed. * * The caller is expected to be a smart contract that implements either `IGeneralPool` or `IMinimalSwapInfoPool`, * depending on the chosen specialization setting. This contract is known as the Pool's contract. * * Note that the same contract may register itself as multiple Pools with unique Pool IDs, or in other words, * multiple Pools may share the same contract. * * Emits a `PoolRegistered` event. */ function registerPool(PoolSpecialization specialization) external returns (bytes32); /** * @dev Emitted when a Pool is registered by calling `registerPool`. */ event PoolRegistered(bytes32 indexed poolId, address indexed poolAddress, PoolSpecialization specialization); /** * @dev Returns a Pool's contract address and specialization setting. */ function getPool(bytes32 poolId) external view returns (address, PoolSpecialization); /** * @dev Registers `tokens` for the `poolId` Pool. Must be called by the Pool's contract. * * Pools can only interact with tokens they have registered. Users join a Pool by transferring registered tokens, * exit by receiving registered tokens, and can only swap registered tokens. * * Each token can only be registered once. For Pools with the Two Token specialization, `tokens` must have a length * of two, that is, both tokens must be registered in the same `registerTokens` call, and they must be sorted in * ascending order. * * The `tokens` and `assetManagers` arrays must have the same length, and each entry in these indicates the Asset * Manager for the corresponding token. Asset Managers can manage a Pool's tokens via `managePoolBalance`, * depositing and withdrawing them directly, and can even set their balance to arbitrary amounts. They are therefore * expected to be highly secured smart contracts with sound design principles, and the decision to register an * Asset Manager should not be made lightly. * * Pools can choose not to assign an Asset Manager to a given token by passing in the zero address. Once an Asset * Manager is set, it cannot be changed except by deregistering the associated token and registering again with a * different Asset Manager. * * Emits a `TokensRegistered` event. */ function registerTokens( bytes32 poolId, IERC20[] memory tokens, address[] memory assetManagers ) external; /** * @dev Emitted when a Pool registers tokens by calling `registerTokens`. */ event TokensRegistered(bytes32 indexed poolId, IERC20[] tokens, address[] assetManagers); /** * @dev Deregisters `tokens` for the `poolId` Pool. Must be called by the Pool's contract. * * Only registered tokens (via `registerTokens`) can be deregistered. Additionally, they must have zero total * balance. For Pools with the Two Token specialization, `tokens` must have a length of two, that is, both tokens * must be deregistered in the same `deregisterTokens` call. * * A deregistered token can be re-registered later on, possibly with a different Asset Manager. * * Emits a `TokensDeregistered` event. */ function deregisterTokens(bytes32 poolId, IERC20[] memory tokens) external; /** * @dev Emitted when a Pool deregisters tokens by calling `deregisterTokens`. */ event TokensDeregistered(bytes32 indexed poolId, IERC20[] tokens); /** * @dev Returns detailed information for a Pool's registered token. * * `cash` is the number of tokens the Vault currently holds for the Pool. `managed` is the number of tokens * withdrawn and held outside the Vault by the Pool's token Asset Manager. The Pool's total balance for `token` * equals the sum of `cash` and `managed`. * * Internally, `cash` and `managed` are stored using 112 bits. No action can ever cause a Pool's token `cash`, * `managed` or `total` balance to be greater than 2^112 - 1. * * `lastChangeBlock` is the number of the block in which `token`'s total balance was last modified (via either a * join, exit, swap, or Asset Manager update). This value is useful to avoid so-called 'sandwich attacks', for * example when developing price oracles. A change of zero (e.g. caused by a swap with amount zero) is considered a * change for this purpose, and will update `lastChangeBlock`. * * `assetManager` is the Pool's token Asset Manager. */ function getPoolTokenInfo(bytes32 poolId, IERC20 token) external view returns ( uint256 cash, uint256 managed, uint256 lastChangeBlock, address assetManager ); /** * @dev Returns a Pool's registered tokens, the total balance for each, and the latest block when *any* of * the tokens' `balances` changed. * * The order of the `tokens` array is the same order that will be used in `joinPool`, `exitPool`, as well as in all * Pool hooks (where applicable). Calls to `registerTokens` and `deregisterTokens` may change this order. * * If a Pool only registers tokens once, and these are sorted in ascending order, they will be stored in the same * order as passed to `registerTokens`. * * Total balances include both tokens held by the Vault and those withdrawn by the Pool's Asset Managers. These are * the amounts used by joins, exits and swaps. For a detailed breakdown of token balances, use `getPoolTokenInfo` * instead. */ function getPoolTokens(bytes32 poolId) external view returns ( IERC20[] memory tokens, uint256[] memory balances, uint256 lastChangeBlock ); /** * @dev Called by users to join a Pool, which transfers tokens from `sender` into the Pool's balance. This will * trigger custom Pool behavior, which will typically grant something in return to `recipient` - often tokenized * Pool shares. * * If the caller is not `sender`, it must be an authorized relayer for them. * * The `assets` and `maxAmountsIn` arrays must have the same length, and each entry indicates the maximum amount * to send for each asset. The amounts to send are decided by the Pool and not the Vault: it just enforces * these maximums. * * If joining a Pool that holds WETH, it is possible to send ETH directly: the Vault will do the wrapping. To enable * this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead of the * WETH address. Note that it is not possible to combine ETH and WETH in the same join. Any excess ETH will be sent * back to the caller (not the sender, which is important for relayers). * * `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when * interacting with Pools that register and deregister tokens frequently. If sending ETH however, the array must be * sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the final * `assets` array might not be sorted. Pools with no registered tokens cannot be joined. * * If `fromInternalBalance` is true, the caller's Internal Balance will be preferred: ERC20 transfers will only * be made for the difference between the requested amount and Internal Balance (if any). Note that ETH cannot be * withdrawn from Internal Balance: attempting to do so will trigger a revert. * * This causes the Vault to call the `IBasePool.onJoinPool` hook on the Pool's contract, where Pools implement * their own custom logic. This typically requires additional information from the user (such as the expected number * of Pool shares). This can be encoded in the `userData` argument, which is ignored by the Vault and passed * directly to the Pool's contract, as is `recipient`. * * Emits a `PoolBalanceChanged` event. */ function joinPool( bytes32 poolId, address sender, address recipient, JoinPoolRequest memory request ) external payable; struct JoinPoolRequest { IAsset[] assets; uint256[] maxAmountsIn; bytes userData; bool fromInternalBalance; } /** * @dev Called by users to exit a Pool, which transfers tokens from the Pool's balance to `recipient`. This will * trigger custom Pool behavior, which will typically ask for something in return from `sender` - often tokenized * Pool shares. The amount of tokens that can be withdrawn is limited by the Pool's `cash` balance (see * `getPoolTokenInfo`). * * If the caller is not `sender`, it must be an authorized relayer for them. * * The `tokens` and `minAmountsOut` arrays must have the same length, and each entry in these indicates the minimum * token amount to receive for each token contract. The amounts to send are decided by the Pool and not the Vault: * it just enforces these minimums. * * If exiting a Pool that holds WETH, it is possible to receive ETH directly: the Vault will do the unwrapping. To * enable this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead * of the WETH address. Note that it is not possible to combine ETH and WETH in the same exit. * * `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when * interacting with Pools that register and deregister tokens frequently. If receiving ETH however, the array must * be sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the * final `assets` array might not be sorted. Pools with no registered tokens cannot be exited. * * If `toInternalBalance` is true, the tokens will be deposited to `recipient`'s Internal Balance. Otherwise, * an ERC20 transfer will be performed. Note that ETH cannot be deposited to Internal Balance: attempting to * do so will trigger a revert. * * `minAmountsOut` is the minimum amount of tokens the user expects to get out of the Pool, for each token in the * `tokens` array. This array must match the Pool's registered tokens. * * This causes the Vault to call the `IBasePool.onExitPool` hook on the Pool's contract, where Pools implement * their own custom logic. This typically requires additional information from the user (such as the expected number * of Pool shares to return). This can be encoded in the `userData` argument, which is ignored by the Vault and * passed directly to the Pool's contract. * * Emits a `PoolBalanceChanged` event. */ function exitPool( bytes32 poolId, address sender, address payable recipient, ExitPoolRequest memory request ) external; struct ExitPoolRequest { IAsset[] assets; uint256[] minAmountsOut; bytes userData; bool toInternalBalance; } /** * @dev Emitted when a user joins or exits a Pool by calling `joinPool` or `exitPool`, respectively. */ event PoolBalanceChanged( bytes32 indexed poolId, address indexed liquidityProvider, IERC20[] tokens, int256[] deltas, uint256[] protocolFeeAmounts ); enum PoolBalanceChangeKind { JOIN, EXIT } // Swaps // // Users can swap tokens with Pools by calling the `swap` and `batchSwap` functions. To do this, // they need not trust Pool contracts in any way: all security checks are made by the Vault. They must however be // aware of the Pools' pricing algorithms in order to estimate the prices Pools will quote. // // The `swap` function executes a single swap, while `batchSwap` can perform multiple swaps in sequence. // In each individual swap, tokens of one kind are sent from the sender to the Pool (this is the 'token in'), // and tokens of another kind are sent from the Pool to the recipient in exchange (this is the 'token out'). // More complex swaps, such as one token in to multiple tokens out can be achieved by batching together // individual swaps. // // There are two swap kinds: // - 'given in' swaps, where the amount of tokens in (sent to the Pool) is known, and the Pool determines (via the // `onSwap` hook) the amount of tokens out (to send to the recipient). // - 'given out' swaps, where the amount of tokens out (received from the Pool) is known, and the Pool determines // (via the `onSwap` hook) the amount of tokens in (to receive from the sender). // // Additionally, it is possible to chain swaps using a placeholder input amount, which the Vault replaces with // the calculated output of the previous swap. If the previous swap was 'given in', this will be the calculated // tokenOut amount. If the previous swap was 'given out', it will use the calculated tokenIn amount. These extended // swaps are known as 'multihop' swaps, since they 'hop' through a number of intermediate tokens before arriving at // the final intended token. // // In all cases, tokens are only transferred in and out of the Vault (or withdrawn from and deposited into Internal // Balance) after all individual swaps have been completed, and the net token balance change computed. This makes // certain swap patterns, such as multihops, or swaps that interact with the same token pair in multiple Pools, cost // much less gas than they would otherwise. // // It also means that under certain conditions it is possible to perform arbitrage by swapping with multiple // Pools in a way that results in net token movement out of the Vault (profit), with no tokens being sent in (only // updating the Pool's internal accounting). // // To protect users from front-running or the market changing rapidly, they supply a list of 'limits' for each token // involved in the swap, where either the maximum number of tokens to send (by passing a positive value) or the // minimum amount of tokens to receive (by passing a negative value) is specified. // // Additionally, a 'deadline' timestamp can also be provided, forcing the swap to fail if it occurs after // this point in time (e.g. if the transaction failed to be included in a block promptly). // // If interacting with Pools that hold WETH, it is possible to both send and receive ETH directly: the Vault will do // the wrapping and unwrapping. To enable this mechanism, the IAsset sentinel value (the zero address) must be // passed in the `assets` array instead of the WETH address. Note that it is possible to combine ETH and WETH in the // same swap. Any excess ETH will be sent back to the caller (not the sender, which is relevant for relayers). // // Finally, Internal Balance can be used when either sending or receiving tokens. enum SwapKind { GIVEN_IN, GIVEN_OUT } /** * @dev Performs a swap with a single Pool. * * If the swap is 'given in' (the number of tokens to send to the Pool is known), it returns the amount of tokens * taken from the Pool, which must be greater than or equal to `limit`. * * If the swap is 'given out' (the number of tokens to take from the Pool is known), it returns the amount of tokens * sent to the Pool, which must be less than or equal to `limit`. * * Internal Balance usage and the recipient are determined by the `funds` struct. * * Emits a `Swap` event. */ function swap( SingleSwap memory singleSwap, FundManagement memory funds, uint256 limit, uint256 deadline ) external payable returns (uint256); /** * @dev Data for a single swap executed by `swap`. `amount` is either `amountIn` or `amountOut` depending on * the `kind` value. * * `assetIn` and `assetOut` are either token addresses, or the IAsset sentinel value for ETH (the zero address). * Note that Pools never interact with ETH directly: it will be wrapped to or unwrapped from WETH by the Vault. * * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be * used to extend swap behavior. */ struct SingleSwap { bytes32 poolId; SwapKind kind; IAsset assetIn; IAsset assetOut; uint256 amount; bytes userData; } /** * @dev Performs a series of swaps with one or multiple Pools. In each individual swap, the caller determines either * the amount of tokens sent to or received from the Pool, depending on the `kind` value. * * Returns an array with the net Vault asset balance deltas. Positive amounts represent tokens (or ETH) sent to the * Vault, and negative amounts represent tokens (or ETH) sent by the Vault. Each delta corresponds to the asset at * the same index in the `assets` array. * * Swaps are executed sequentially, in the order specified by the `swaps` array. Each array element describes a * Pool, the token to be sent to this Pool, the token to receive from it, and an amount that is either `amountIn` or * `amountOut` depending on the swap kind. * * Multihop swaps can be executed by passing an `amount` value of zero for a swap. This will cause the amount in/out * of the previous swap to be used as the amount in for the current one. In a 'given in' swap, 'tokenIn' must equal * the previous swap's `tokenOut`. For a 'given out' swap, `tokenOut` must equal the previous swap's `tokenIn`. * * The `assets` array contains the addresses of all assets involved in the swaps. These are either token addresses, * or the IAsset sentinel value for ETH (the zero address). Each entry in the `swaps` array specifies tokens in and * out by referencing an index in `assets`. Note that Pools never interact with ETH directly: it will be wrapped to * or unwrapped from WETH by the Vault. * * Internal Balance usage, sender, and recipient are determined by the `funds` struct. The `limits` array specifies * the minimum or maximum amount of each token the vault is allowed to transfer. * * `batchSwap` can be used to make a single swap, like `swap` does, but doing so requires more gas than the * equivalent `swap` call. * * Emits `Swap` events. */ function batchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds, int256[] memory limits, uint256 deadline ) external payable returns (int256[] memory); /** * @dev Data for each individual swap executed by `batchSwap`. The asset in and out fields are indexes into the * `assets` array passed to that function, and ETH assets are converted to WETH. * * If `amount` is zero, the multihop mechanism is used to determine the actual amount based on the amount in/out * from the previous swap, depending on the swap kind. * * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be * used to extend swap behavior. */ struct BatchSwapStep { bytes32 poolId; uint256 assetInIndex; uint256 assetOutIndex; uint256 amount; bytes userData; } /** * @dev Emitted for each individual swap performed by `swap` or `batchSwap`. */ event Swap( bytes32 indexed poolId, IERC20 indexed tokenIn, IERC20 indexed tokenOut, uint256 amountIn, uint256 amountOut ); /** * @dev All tokens in a swap are either sent from the `sender` account to the Vault, or from the Vault to the * `recipient` account. * * If the caller is not `sender`, it must be an authorized relayer for them. * * If `fromInternalBalance` is true, the `sender`'s Internal Balance will be preferred, performing an ERC20 * transfer for the difference between the requested amount and the User's Internal Balance (if any). The `sender` * must have allowed the Vault to use their tokens via `IERC20.approve()`. This matches the behavior of * `joinPool`. * * If `toInternalBalance` is true, tokens will be deposited to `recipient`'s internal balance instead of * transferred. This matches the behavior of `exitPool`. * * Note that ETH cannot be deposited to or withdrawn from Internal Balance: attempting to do so will trigger a * revert. */ struct FundManagement { address sender; bool fromInternalBalance; address payable recipient; bool toInternalBalance; } /** * @dev Simulates a call to `batchSwap`, returning an array of Vault asset deltas. Calls to `swap` cannot be * simulated directly, but an equivalent `batchSwap` call can and will yield the exact same result. * * Each element in the array corresponds to the asset at the same index, and indicates the number of tokens (or ETH) * the Vault would take from the sender (if positive) or send to the recipient (if negative). The arguments it * receives are the same that an equivalent `batchSwap` call would receive. * * Unlike `batchSwap`, this function performs no checks on the sender or recipient field in the `funds` struct. * This makes it suitable to be called by off-chain applications via eth_call without needing to hold tokens, * approve them for the Vault, or even know a user's address. * * Note that this function is not 'view' (due to implementation details): the client code must explicitly execute * eth_call instead of eth_sendTransaction. */ function queryBatchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds ) external returns (int256[] memory assetDeltas); // Flash Loans /** * @dev Performs a 'flash loan', sending tokens to `recipient`, executing the `receiveFlashLoan` hook on it, * and then reverting unless the tokens plus a proportional protocol fee have been returned. * * The `tokens` and `amounts` arrays must have the same length, and each entry in these indicates the loan amount * for each token contract. `tokens` must be sorted in ascending order. * * The 'userData' field is ignored by the Vault, and forwarded as-is to `recipient` as part of the * `receiveFlashLoan` call. * * Emits `FlashLoan` events. */ function flashLoan( IFlashLoanRecipient recipient, IERC20[] memory tokens, uint256[] memory amounts, bytes memory userData ) external; /** * @dev Emitted for each individual flash loan performed by `flashLoan`. */ event FlashLoan(IFlashLoanRecipient indexed recipient, IERC20 indexed token, uint256 amount, uint256 feeAmount); // Asset Management // // Each token registered for a Pool can be assigned an Asset Manager, which is able to freely withdraw the Pool's // tokens from the Vault, deposit them, or assign arbitrary values to its `managed` balance (see // `getPoolTokenInfo`). This makes them extremely powerful and dangerous. Even if an Asset Manager only directly // controls one of the tokens in a Pool, a malicious manager could set that token's balance to manipulate the // prices of the other tokens, and then drain the Pool with swaps. The risk of using Asset Managers is therefore // not constrained to the tokens they are managing, but extends to the entire Pool's holdings. // // However, a properly designed Asset Manager smart contract can be safely used for the Pool's benefit, // for example by lending unused tokens out for interest, or using them to participate in voting protocols. // // This concept is unrelated to the IAsset interface. /** * @dev Performs a set of Pool balance operations, which may be either withdrawals, deposits or updates. * * Pool Balance management features batching, which means a single contract call can be used to perform multiple * operations of different kinds, with different Pools and tokens, at once. * * For each operation, the caller must be registered as the Asset Manager for `token` in `poolId`. */ function managePoolBalance(PoolBalanceOp[] memory ops) external; struct PoolBalanceOp { PoolBalanceOpKind kind; bytes32 poolId; IERC20 token; uint256 amount; } /** * Withdrawals decrease the Pool's cash, but increase its managed balance, leaving the total balance unchanged. * * Deposits increase the Pool's cash, but decrease its managed balance, leaving the total balance unchanged. * * Updates don't affect the Pool's cash balance, but because the managed balance changes, it does alter the total. * The external amount can be either increased or decreased by this call (i.e., reporting a gain or a loss). */ enum PoolBalanceOpKind { WITHDRAW, DEPOSIT, UPDATE } /** * @dev Emitted when a Pool's token Asset Manager alters its balance via `managePoolBalance`. */ event PoolBalanceManaged( bytes32 indexed poolId, address indexed assetManager, IERC20 indexed token, int256 cashDelta, int256 managedDelta ); // Protocol Fees // // Some operations cause the Vault to collect tokens in the form of protocol fees, which can then be withdrawn by // permissioned accounts. // // There are two kinds of protocol fees: // // - flash loan fees: charged on all flash loans, as a percentage of the amounts lent. // // - swap fees: a percentage of the fees charged by Pools when performing swaps. For a number of reasons, including // swap gas costs and interface simplicity, protocol swap fees are not charged on each individual swap. Rather, // Pools are expected to keep track of how much they have charged in swap fees, and pay any outstanding debts to the // Vault when they are joined or exited. This prevents users from joining a Pool with unpaid debt, as well as // exiting a Pool in debt without first paying their share. /** * @dev Returns the current protocol fee module. */ function getProtocolFeesCollector() external view returns (ProtocolFeesCollector); /** * @dev Safety mechanism to pause most Vault operations in the event of an emergency - typically detection of an * error in some part of the system. * * The Vault can only be paused during an initial time period, after which pausing is forever disabled. * * While the contract is paused, the following features are disabled: * - depositing and transferring internal balance * - transferring external balance (using the Vault's allowance) * - swaps * - joining Pools * - Asset Manager interactions * * Internal Balance can still be withdrawn, and Pools exited. */ function setPaused(bool paused) external; /** * @dev Returns the Vault's WETH instance. */ function WETH() external view returns (IWETH); // solhint-disable-previous-line func-name-mixedcase } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; interface IAuthorizer { /** * @dev Returns true if `account` can perform the action described by `actionId` in the contract `where`. */ function canPerform( bytes32 actionId, address account, address where ) external view returns (bool); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; // solhint-disable /** * @dev Reverts if `condition` is false, with a revert reason containing `errorCode`. Only codes up to 999 are * supported. */ function _require(bool condition, uint256 errorCode) pure { if (!condition) _revert(errorCode); } /** * @dev Reverts with a revert reason containing `errorCode`. Only codes up to 999 are supported. */ function _revert(uint256 errorCode) pure { // We're going to dynamically create a revert string based on the error code, with the following format: // 'BAL#{errorCode}' // where the code is left-padded with zeroes to three digits (so they range from 000 to 999). // // We don't have revert strings embedded in the contract to save bytecode size: it takes much less space to store a // number (8 to 16 bits) than the individual string characters. // // The dynamic string creation algorithm that follows could be implemented in Solidity, but assembly allows for a // much denser implementation, again saving bytecode size. Given this function unconditionally reverts, this is a // safe place to rely on it without worrying about how its usage might affect e.g. memory contents. assembly { // First, we need to compute the ASCII representation of the error code. We assume that it is in the 0-999 // range, so we only need to convert three digits. To convert the digits to ASCII, we add 0x30, the value for // the '0' character. let units := add(mod(errorCode, 10), 0x30) errorCode := div(errorCode, 10) let tenths := add(mod(errorCode, 10), 0x30) errorCode := div(errorCode, 10) let hundreds := add(mod(errorCode, 10), 0x30) // With the individual characters, we can now construct the full string. The "BAL#" part is a known constant // (0x42414c23): we simply shift this by 24 (to provide space for the 3 bytes of the error code), and add the // characters to it, each shifted by a multiple of 8. // The revert reason is then shifted left by 200 bits (256 minus the length of the string, 7 characters * 8 bits // per character = 56) to locate it in the most significant part of the 256 slot (the beginning of a byte // array). let revertReason := shl(200, add(0x42414c23000000, add(add(units, shl(8, tenths)), shl(16, hundreds)))) // We can now encode the reason in memory, which can be safely overwritten as we're about to revert. The encoded // message will have the following layout: // [ revert reason identifier ] [ string location offset ] [ string length ] [ string contents ] // The Solidity revert reason identifier is 0x08c739a0, the function selector of the Error(string) function. We // also write zeroes to the next 28 bytes of memory, but those are about to be overwritten. mstore(0x0, 0x08c379a000000000000000000000000000000000000000000000000000000000) // Next is the offset to the location of the string, which will be placed immediately after (20 bytes away). mstore(0x04, 0x0000000000000000000000000000000000000000000000000000000000000020) // The string length is fixed: 7 characters. mstore(0x24, 7) // Finally, the string itself is stored. mstore(0x44, revertReason) // Even if the string is only 7 bytes long, we need to return a full 32 byte slot containing it. The length of // the encoded message is therefore 4 + 32 + 32 + 32 = 100. revert(0, 100) } } library Errors { // Math uint256 internal constant ADD_OVERFLOW = 0; uint256 internal constant SUB_OVERFLOW = 1; uint256 internal constant SUB_UNDERFLOW = 2; uint256 internal constant MUL_OVERFLOW = 3; uint256 internal constant ZERO_DIVISION = 4; uint256 internal constant DIV_INTERNAL = 5; uint256 internal constant X_OUT_OF_BOUNDS = 6; uint256 internal constant Y_OUT_OF_BOUNDS = 7; uint256 internal constant PRODUCT_OUT_OF_BOUNDS = 8; uint256 internal constant INVALID_EXPONENT = 9; // Input uint256 internal constant OUT_OF_BOUNDS = 100; uint256 internal constant UNSORTED_ARRAY = 101; uint256 internal constant UNSORTED_TOKENS = 102; uint256 internal constant INPUT_LENGTH_MISMATCH = 103; uint256 internal constant ZERO_TOKEN = 104; // Shared pools uint256 internal constant MIN_TOKENS = 200; uint256 internal constant MAX_TOKENS = 201; uint256 internal constant MAX_SWAP_FEE_PERCENTAGE = 202; uint256 internal constant MIN_SWAP_FEE_PERCENTAGE = 203; uint256 internal constant MINIMUM_BPT = 204; uint256 internal constant CALLER_NOT_VAULT = 205; uint256 internal constant UNINITIALIZED = 206; uint256 internal constant BPT_IN_MAX_AMOUNT = 207; uint256 internal constant BPT_OUT_MIN_AMOUNT = 208; uint256 internal constant EXPIRED_PERMIT = 209; // Pools uint256 internal constant MIN_AMP = 300; uint256 internal constant MAX_AMP = 301; uint256 internal constant MIN_WEIGHT = 302; uint256 internal constant MAX_STABLE_TOKENS = 303; uint256 internal constant MAX_IN_RATIO = 304; uint256 internal constant MAX_OUT_RATIO = 305; uint256 internal constant MIN_BPT_IN_FOR_TOKEN_OUT = 306; uint256 internal constant MAX_OUT_BPT_FOR_TOKEN_IN = 307; uint256 internal constant NORMALIZED_WEIGHT_INVARIANT = 308; uint256 internal constant INVALID_TOKEN = 309; uint256 internal constant UNHANDLED_JOIN_KIND = 310; uint256 internal constant ZERO_INVARIANT = 311; uint256 internal constant ORACLE_INVALID_SECONDS_QUERY = 312; uint256 internal constant ORACLE_NOT_INITIALIZED = 313; uint256 internal constant ORACLE_QUERY_TOO_OLD = 314; uint256 internal constant ORACLE_INVALID_INDEX = 315; uint256 internal constant ORACLE_BAD_SECS = 316; // Lib uint256 internal constant REENTRANCY = 400; uint256 internal constant SENDER_NOT_ALLOWED = 401; uint256 internal constant PAUSED = 402; uint256 internal constant PAUSE_WINDOW_EXPIRED = 403; uint256 internal constant MAX_PAUSE_WINDOW_DURATION = 404; uint256 internal constant MAX_BUFFER_PERIOD_DURATION = 405; uint256 internal constant INSUFFICIENT_BALANCE = 406; uint256 internal constant INSUFFICIENT_ALLOWANCE = 407; uint256 internal constant ERC20_TRANSFER_FROM_ZERO_ADDRESS = 408; uint256 internal constant ERC20_TRANSFER_TO_ZERO_ADDRESS = 409; uint256 internal constant ERC20_MINT_TO_ZERO_ADDRESS = 410; uint256 internal constant ERC20_BURN_FROM_ZERO_ADDRESS = 411; uint256 internal constant ERC20_APPROVE_FROM_ZERO_ADDRESS = 412; uint256 internal constant ERC20_APPROVE_TO_ZERO_ADDRESS = 413; uint256 internal constant ERC20_TRANSFER_EXCEEDS_ALLOWANCE = 414; uint256 internal constant ERC20_DECREASED_ALLOWANCE_BELOW_ZERO = 415; uint256 internal constant ERC20_TRANSFER_EXCEEDS_BALANCE = 416; uint256 internal constant ERC20_BURN_EXCEEDS_ALLOWANCE = 417; uint256 internal constant SAFE_ERC20_CALL_FAILED = 418; uint256 internal constant ADDRESS_INSUFFICIENT_BALANCE = 419; uint256 internal constant ADDRESS_CANNOT_SEND_VALUE = 420; uint256 internal constant SAFE_CAST_VALUE_CANT_FIT_INT256 = 421; uint256 internal constant GRANT_SENDER_NOT_ADMIN = 422; uint256 internal constant REVOKE_SENDER_NOT_ADMIN = 423; uint256 internal constant RENOUNCE_SENDER_NOT_ALLOWED = 424; uint256 internal constant BUFFER_PERIOD_EXPIRED = 425; // Vault uint256 internal constant INVALID_POOL_ID = 500; uint256 internal constant CALLER_NOT_POOL = 501; uint256 internal constant SENDER_NOT_ASSET_MANAGER = 502; uint256 internal constant USER_DOESNT_ALLOW_RELAYER = 503; uint256 internal constant INVALID_SIGNATURE = 504; uint256 internal constant EXIT_BELOW_MIN = 505; uint256 internal constant JOIN_ABOVE_MAX = 506; uint256 internal constant SWAP_LIMIT = 507; uint256 internal constant SWAP_DEADLINE = 508; uint256 internal constant CANNOT_SWAP_SAME_TOKEN = 509; uint256 internal constant UNKNOWN_AMOUNT_IN_FIRST_SWAP = 510; uint256 internal constant MALCONSTRUCTED_MULTIHOP_SWAP = 511; uint256 internal constant INTERNAL_BALANCE_OVERFLOW = 512; uint256 internal constant INSUFFICIENT_INTERNAL_BALANCE = 513; uint256 internal constant INVALID_ETH_INTERNAL_BALANCE = 514; uint256 internal constant INVALID_POST_LOAN_BALANCE = 515; uint256 internal constant INSUFFICIENT_ETH = 516; uint256 internal constant UNALLOCATED_ETH = 517; uint256 internal constant ETH_TRANSFER = 518; uint256 internal constant CANNOT_USE_ETH_SENTINEL = 519; uint256 internal constant TOKENS_MISMATCH = 520; uint256 internal constant TOKEN_NOT_REGISTERED = 521; uint256 internal constant TOKEN_ALREADY_REGISTERED = 522; uint256 internal constant TOKENS_ALREADY_SET = 523; uint256 internal constant TOKENS_LENGTH_MUST_BE_2 = 524; uint256 internal constant NONZERO_TOKEN_BALANCE = 525; uint256 internal constant BALANCE_TOTAL_OVERFLOW = 526; uint256 internal constant POOL_NO_TOKENS = 527; uint256 internal constant INSUFFICIENT_FLASH_LOAN_BALANCE = 528; // Fees uint256 internal constant SWAP_FEE_PERCENTAGE_TOO_HIGH = 600; uint256 internal constant FLASH_LOAN_FEE_PERCENTAGE_TOO_HIGH = 601; uint256 internal constant INSUFFICIENT_FLASH_LOAN_FEE_AMOUNT = 602; } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; /** * @dev This is an empty interface used to represent either ERC20-conforming token contracts or ETH (using the zero * address sentinel value). We're just relying on the fact that `interface` can be used to declare new address-like * types. * * This concept is unrelated to a Pool's Asset Managers. */ interface IAsset { // solhint-disable-previous-line no-empty-blocks } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; interface IAuthentication { /** * @dev Returns the action identifier associated with the external function described by `selector`. */ function getActionId(bytes4 selector) external view returns (bytes32); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "../../lib/openzeppelin/IERC20.sol"; /** * @dev Interface for the WETH token contract used internally for wrapping and unwrapping, to support * sending and receiving ETH in joins, swaps, and internal balance deposits and withdrawals. */ interface IWETH is IERC20 { function deposit() external payable; function withdraw(uint256 amount) external; } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; // Inspired by Aave Protocol's IFlashLoanReceiver. import "../../lib/openzeppelin/IERC20.sol"; interface IFlashLoanRecipient { /** * @dev When `flashLoan` is called on the Vault, it invokes the `receiveFlashLoan` hook on the recipient. * * At the time of the call, the Vault will have transferred `amounts` for `tokens` to the recipient. Before this * call returns, the recipient must have transferred `amounts` plus `feeAmounts` for each token back to the * Vault, or else the entire flash loan will revert. * * `userData` is the same value passed in the `IVault.flashLoan` call. */ function receiveFlashLoan( IERC20[] memory tokens, uint256[] memory amounts, uint256[] memory feeAmounts, bytes memory userData ) external; } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; /** * @dev Interface for the SignatureValidator helper, used to support meta-transactions. */ interface ISignaturesValidator { /** * @dev Returns the EIP712 domain separator. */ function getDomainSeparator() external view returns (bytes32); /** * @dev Returns the next nonce used by an address to sign messages. */ function getNextNonce(address user) external view returns (uint256); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; /** * @dev Interface for the TemporarilyPausable helper. */ interface ITemporarilyPausable { /** * @dev Emitted every time the pause state changes by `_setPaused`. */ event PausedStateChanged(bool paused); /** * @dev Returns the current paused state. */ function getPausedState() external view returns ( bool paused, uint256 pauseWindowEndTime, uint256 bufferPeriodEndTime ); }
File 3 of 5: ComposableStablePool
// SPDX-License-Identifier: GPL-3.0-or-later // 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 >=0.7.0 <0.9.0; /** * @notice Simple interface to retrieve the version of a deployed contract. */ interface IVersion { /** * @dev Returns a JSON representation of the contract version containing name, version number and task ID. */ function version() external view returns (string memory); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 experimental ABIEncoderV2; import "../solidity-utils/openzeppelin/IERC20.sol"; import "../solidity-utils/helpers/IAuthentication.sol"; import "../solidity-utils/helpers/ISignaturesValidator.sol"; import "../solidity-utils/helpers/ITemporarilyPausable.sol"; import "../solidity-utils/misc/IWETH.sol"; import "./IAsset.sol"; import "./IAuthorizer.sol"; import "./IFlashLoanRecipient.sol"; import "./IProtocolFeesCollector.sol"; pragma solidity ^0.7.0; /** * @dev Full external interface for the Vault core contract - no external or public methods exist in the contract that * don't override one of these declarations. */ interface IVault is ISignaturesValidator, ITemporarilyPausable, IAuthentication { // Generalities about the Vault: // // - Whenever documentation refers to 'tokens', it strictly refers to ERC20-compliant token contracts. Tokens are // transferred out of the Vault by calling the `IERC20.transfer` function, and transferred in by calling // `IERC20.transferFrom`. In these cases, the sender must have previously allowed the Vault to use their tokens by // calling `IERC20.approve`. The only deviation from the ERC20 standard that is supported is functions not returning // a boolean value: in these scenarios, a non-reverting call is assumed to be successful. // // - All non-view functions in the Vault are non-reentrant: calling them while another one is mid-execution (e.g. // while execution control is transferred to a token contract during a swap) will result in a revert. View // functions can be called in a re-reentrant way, but doing so might cause them to return inconsistent results. // Contracts calling view functions in the Vault must make sure the Vault has not already been entered. // // - View functions revert if referring to either unregistered Pools, or unregistered tokens for registered Pools. // Authorizer // // Some system actions are permissioned, like setting and collecting protocol fees. This permissioning system exists // outside of the Vault in the Authorizer contract: the Vault simply calls the Authorizer to check if the caller // can perform a given action. /** * @dev Returns the Vault's Authorizer. */ function getAuthorizer() external view returns (IAuthorizer); /** * @dev Sets a new Authorizer for the Vault. The caller must be allowed by the current Authorizer to do this. * * Emits an `AuthorizerChanged` event. */ function setAuthorizer(IAuthorizer newAuthorizer) external; /** * @dev Emitted when a new authorizer is set by `setAuthorizer`. */ event AuthorizerChanged(IAuthorizer indexed newAuthorizer); // Relayers // // Additionally, it is possible for an account to perform certain actions on behalf of another one, using their // Vault ERC20 allowance and Internal Balance. These accounts are said to be 'relayers' for these Vault functions, // and are expected to be smart contracts with sound authentication mechanisms. For an account to be able to wield // this power, two things must occur: // - The Authorizer must grant the account the permission to be a relayer for the relevant Vault function. This // means that Balancer governance must approve each individual contract to act as a relayer for the intended // functions. // - Each user must approve the relayer to act on their behalf. // This double protection means users cannot be tricked into approving malicious relayers (because they will not // have been allowed by the Authorizer via governance), nor can malicious relayers approved by a compromised // Authorizer or governance drain user funds, since they would also need to be approved by each individual user. /** * @dev Returns true if `user` has approved `relayer` to act as a relayer for them. */ function hasApprovedRelayer(address user, address relayer) external view returns (bool); /** * @dev Allows `relayer` to act as a relayer for `sender` if `approved` is true, and disallows it otherwise. * * Emits a `RelayerApprovalChanged` event. */ function setRelayerApproval( address sender, address relayer, bool approved ) external; /** * @dev Emitted every time a relayer is approved or disapproved by `setRelayerApproval`. */ event RelayerApprovalChanged(address indexed relayer, address indexed sender, bool approved); // Internal Balance // // Users can deposit tokens into the Vault, where they are allocated to their Internal Balance, and later // transferred or withdrawn. It can also be used as a source of tokens when joining Pools, as a destination // when exiting them, and as either when performing swaps. This usage of Internal Balance results in greatly reduced // gas costs when compared to relying on plain ERC20 transfers, leading to large savings for frequent users. // // Internal Balance management features batching, which means a single contract call can be used to perform multiple // operations of different kinds, with different senders and recipients, at once. /** * @dev Returns `user`'s Internal Balance for a set of tokens. */ function getInternalBalance(address user, IERC20[] memory tokens) external view returns (uint256[] memory); /** * @dev Performs a set of user balance operations, which involve Internal Balance (deposit, withdraw or transfer) * and plain ERC20 transfers using the Vault's allowance. This last feature is particularly useful for relayers, as * it lets integrators reuse a user's Vault allowance. * * For each operation, if the caller is not `sender`, it must be an authorized relayer for them. */ function manageUserBalance(UserBalanceOp[] memory ops) external payable; /** * @dev Data for `manageUserBalance` operations, which include the possibility for ETH to be sent and received without manual WETH wrapping or unwrapping. */ struct UserBalanceOp { UserBalanceOpKind kind; IAsset asset; uint256 amount; address sender; address payable recipient; } // There are four possible operations in `manageUserBalance`: // // - DEPOSIT_INTERNAL // Increases the Internal Balance of the `recipient` account by transferring tokens from the corresponding // `sender`. The sender must have allowed the Vault to use their tokens via `IERC20.approve()`. // // ETH can be used by passing the ETH sentinel value as the asset and forwarding ETH in the call: it will be wrapped // and deposited as WETH. Any ETH amount remaining will be sent back to the caller (not the sender, which is // relevant for relayers). // // Emits an `InternalBalanceChanged` event. // // // - WITHDRAW_INTERNAL // Decreases the Internal Balance of the `sender` account by transferring tokens to the `recipient`. // // ETH can be used by passing the ETH sentinel value as the asset. This will deduct WETH instead, unwrap it and send // it to the recipient as ETH. // // Emits an `InternalBalanceChanged` event. // // // - TRANSFER_INTERNAL // Transfers tokens from the Internal Balance of the `sender` account to the Internal Balance of `recipient`. // // Reverts if the ETH sentinel value is passed. // // Emits an `InternalBalanceChanged` event. // // // - TRANSFER_EXTERNAL // Transfers tokens from `sender` to `recipient`, using the Vault's ERC20 allowance. This is typically used by // relayers, as it lets them reuse a user's Vault allowance. // // Reverts if the ETH sentinel value is passed. // // Emits an `ExternalBalanceTransfer` event. enum UserBalanceOpKind { DEPOSIT_INTERNAL, WITHDRAW_INTERNAL, TRANSFER_INTERNAL, TRANSFER_EXTERNAL } /** * @dev Emitted when a user's Internal Balance changes, either from calls to `manageUserBalance`, or through * interacting with Pools using Internal Balance. * * Because Internal Balance works exclusively with ERC20 tokens, ETH deposits and withdrawals will use the WETH * address. */ event InternalBalanceChanged(address indexed user, IERC20 indexed token, int256 delta); /** * @dev Emitted when a user's Vault ERC20 allowance is used by the Vault to transfer tokens to an external account. */ event ExternalBalanceTransfer(IERC20 indexed token, address indexed sender, address recipient, uint256 amount); // Pools // // There are three specialization settings for Pools, which allow for cheaper swaps at the cost of reduced // functionality: // // - General: no specialization, suited for all Pools. IGeneralPool is used for swap request callbacks, passing the // balance of all tokens in the Pool. These Pools have the largest swap costs (because of the extra storage reads), // which increase with the number of registered tokens. // // - Minimal Swap Info: IMinimalSwapInfoPool is used instead of IGeneralPool, which saves gas by only passing the // balance of the two tokens involved in the swap. This is suitable for some pricing algorithms, like the weighted // constant product one popularized by Balancer V1. Swap costs are smaller compared to general Pools, and are // independent of the number of registered tokens. // // - Two Token: only allows two tokens to be registered. This achieves the lowest possible swap gas cost. Like // minimal swap info Pools, these are called via IMinimalSwapInfoPool. enum PoolSpecialization { GENERAL, MINIMAL_SWAP_INFO, TWO_TOKEN } /** * @dev Registers the caller account as a Pool with a given specialization setting. Returns the Pool's ID, which * is used in all Pool-related functions. Pools cannot be deregistered, nor can the Pool's specialization be * changed. * * The caller is expected to be a smart contract that implements either `IGeneralPool` or `IMinimalSwapInfoPool`, * depending on the chosen specialization setting. This contract is known as the Pool's contract. * * Note that the same contract may register itself as multiple Pools with unique Pool IDs, or in other words, * multiple Pools may share the same contract. * * Emits a `PoolRegistered` event. */ function registerPool(PoolSpecialization specialization) external returns (bytes32); /** * @dev Emitted when a Pool is registered by calling `registerPool`. */ event PoolRegistered(bytes32 indexed poolId, address indexed poolAddress, PoolSpecialization specialization); /** * @dev Returns a Pool's contract address and specialization setting. */ function getPool(bytes32 poolId) external view returns (address, PoolSpecialization); /** * @dev Registers `tokens` for the `poolId` Pool. Must be called by the Pool's contract. * * Pools can only interact with tokens they have registered. Users join a Pool by transferring registered tokens, * exit by receiving registered tokens, and can only swap registered tokens. * * Each token can only be registered once. For Pools with the Two Token specialization, `tokens` must have a length * of two, that is, both tokens must be registered in the same `registerTokens` call, and they must be sorted in * ascending order. * * The `tokens` and `assetManagers` arrays must have the same length, and each entry in these indicates the Asset * Manager for the corresponding token. Asset Managers can manage a Pool's tokens via `managePoolBalance`, * depositing and withdrawing them directly, and can even set their balance to arbitrary amounts. They are therefore * expected to be highly secured smart contracts with sound design principles, and the decision to register an * Asset Manager should not be made lightly. * * Pools can choose not to assign an Asset Manager to a given token by passing in the zero address. Once an Asset * Manager is set, it cannot be changed except by deregistering the associated token and registering again with a * different Asset Manager. * * Emits a `TokensRegistered` event. */ function registerTokens( bytes32 poolId, IERC20[] memory tokens, address[] memory assetManagers ) external; /** * @dev Emitted when a Pool registers tokens by calling `registerTokens`. */ event TokensRegistered(bytes32 indexed poolId, IERC20[] tokens, address[] assetManagers); /** * @dev Deregisters `tokens` for the `poolId` Pool. Must be called by the Pool's contract. * * Only registered tokens (via `registerTokens`) can be deregistered. Additionally, they must have zero total * balance. For Pools with the Two Token specialization, `tokens` must have a length of two, that is, both tokens * must be deregistered in the same `deregisterTokens` call. * * A deregistered token can be re-registered later on, possibly with a different Asset Manager. * * Emits a `TokensDeregistered` event. */ function deregisterTokens(bytes32 poolId, IERC20[] memory tokens) external; /** * @dev Emitted when a Pool deregisters tokens by calling `deregisterTokens`. */ event TokensDeregistered(bytes32 indexed poolId, IERC20[] tokens); /** * @dev Returns detailed information for a Pool's registered token. * * `cash` is the number of tokens the Vault currently holds for the Pool. `managed` is the number of tokens * withdrawn and held outside the Vault by the Pool's token Asset Manager. The Pool's total balance for `token` * equals the sum of `cash` and `managed`. * * Internally, `cash` and `managed` are stored using 112 bits. No action can ever cause a Pool's token `cash`, * `managed` or `total` balance to be greater than 2^112 - 1. * * `lastChangeBlock` is the number of the block in which `token`'s total balance was last modified (via either a * join, exit, swap, or Asset Manager update). This value is useful to avoid so-called 'sandwich attacks', for * example when developing price oracles. A change of zero (e.g. caused by a swap with amount zero) is considered a * change for this purpose, and will update `lastChangeBlock`. * * `assetManager` is the Pool's token Asset Manager. */ function getPoolTokenInfo(bytes32 poolId, IERC20 token) external view returns ( uint256 cash, uint256 managed, uint256 lastChangeBlock, address assetManager ); /** * @dev Returns a Pool's registered tokens, the total balance for each, and the latest block when *any* of * the tokens' `balances` changed. * * The order of the `tokens` array is the same order that will be used in `joinPool`, `exitPool`, as well as in all * Pool hooks (where applicable). Calls to `registerTokens` and `deregisterTokens` may change this order. * * If a Pool only registers tokens once, and these are sorted in ascending order, they will be stored in the same * order as passed to `registerTokens`. * * Total balances include both tokens held by the Vault and those withdrawn by the Pool's Asset Managers. These are * the amounts used by joins, exits and swaps. For a detailed breakdown of token balances, use `getPoolTokenInfo` * instead. */ function getPoolTokens(bytes32 poolId) external view returns ( IERC20[] memory tokens, uint256[] memory balances, uint256 lastChangeBlock ); /** * @dev Called by users to join a Pool, which transfers tokens from `sender` into the Pool's balance. This will * trigger custom Pool behavior, which will typically grant something in return to `recipient` - often tokenized * Pool shares. * * If the caller is not `sender`, it must be an authorized relayer for them. * * The `assets` and `maxAmountsIn` arrays must have the same length, and each entry indicates the maximum amount * to send for each asset. The amounts to send are decided by the Pool and not the Vault: it just enforces * these maximums. * * If joining a Pool that holds WETH, it is possible to send ETH directly: the Vault will do the wrapping. To enable * this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead of the * WETH address. Note that it is not possible to combine ETH and WETH in the same join. Any excess ETH will be sent * back to the caller (not the sender, which is important for relayers). * * `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when * interacting with Pools that register and deregister tokens frequently. If sending ETH however, the array must be * sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the final * `assets` array might not be sorted. Pools with no registered tokens cannot be joined. * * If `fromInternalBalance` is true, the caller's Internal Balance will be preferred: ERC20 transfers will only * be made for the difference between the requested amount and Internal Balance (if any). Note that ETH cannot be * withdrawn from Internal Balance: attempting to do so will trigger a revert. * * This causes the Vault to call the `IBasePool.onJoinPool` hook on the Pool's contract, where Pools implement * their own custom logic. This typically requires additional information from the user (such as the expected number * of Pool shares). This can be encoded in the `userData` argument, which is ignored by the Vault and passed * directly to the Pool's contract, as is `recipient`. * * Emits a `PoolBalanceChanged` event. */ function joinPool( bytes32 poolId, address sender, address recipient, JoinPoolRequest memory request ) external payable; struct JoinPoolRequest { IAsset[] assets; uint256[] maxAmountsIn; bytes userData; bool fromInternalBalance; } /** * @dev Called by users to exit a Pool, which transfers tokens from the Pool's balance to `recipient`. This will * trigger custom Pool behavior, which will typically ask for something in return from `sender` - often tokenized * Pool shares. The amount of tokens that can be withdrawn is limited by the Pool's `cash` balance (see * `getPoolTokenInfo`). * * If the caller is not `sender`, it must be an authorized relayer for them. * * The `tokens` and `minAmountsOut` arrays must have the same length, and each entry in these indicates the minimum * token amount to receive for each token contract. The amounts to send are decided by the Pool and not the Vault: * it just enforces these minimums. * * If exiting a Pool that holds WETH, it is possible to receive ETH directly: the Vault will do the unwrapping. To * enable this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead * of the WETH address. Note that it is not possible to combine ETH and WETH in the same exit. * * `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when * interacting with Pools that register and deregister tokens frequently. If receiving ETH however, the array must * be sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the * final `assets` array might not be sorted. Pools with no registered tokens cannot be exited. * * If `toInternalBalance` is true, the tokens will be deposited to `recipient`'s Internal Balance. Otherwise, * an ERC20 transfer will be performed. Note that ETH cannot be deposited to Internal Balance: attempting to * do so will trigger a revert. * * `minAmountsOut` is the minimum amount of tokens the user expects to get out of the Pool, for each token in the * `tokens` array. This array must match the Pool's registered tokens. * * This causes the Vault to call the `IBasePool.onExitPool` hook on the Pool's contract, where Pools implement * their own custom logic. This typically requires additional information from the user (such as the expected number * of Pool shares to return). This can be encoded in the `userData` argument, which is ignored by the Vault and * passed directly to the Pool's contract. * * Emits a `PoolBalanceChanged` event. */ function exitPool( bytes32 poolId, address sender, address payable recipient, ExitPoolRequest memory request ) external; struct ExitPoolRequest { IAsset[] assets; uint256[] minAmountsOut; bytes userData; bool toInternalBalance; } /** * @dev Emitted when a user joins or exits a Pool by calling `joinPool` or `exitPool`, respectively. */ event PoolBalanceChanged( bytes32 indexed poolId, address indexed liquidityProvider, IERC20[] tokens, int256[] deltas, uint256[] protocolFeeAmounts ); enum PoolBalanceChangeKind { JOIN, EXIT } // Swaps // // Users can swap tokens with Pools by calling the `swap` and `batchSwap` functions. To do this, // they need not trust Pool contracts in any way: all security checks are made by the Vault. They must however be // aware of the Pools' pricing algorithms in order to estimate the prices Pools will quote. // // The `swap` function executes a single swap, while `batchSwap` can perform multiple swaps in sequence. // In each individual swap, tokens of one kind are sent from the sender to the Pool (this is the 'token in'), // and tokens of another kind are sent from the Pool to the recipient in exchange (this is the 'token out'). // More complex swaps, such as one token in to multiple tokens out can be achieved by batching together // individual swaps. // // There are two swap kinds: // - 'given in' swaps, where the amount of tokens in (sent to the Pool) is known, and the Pool determines (via the // `onSwap` hook) the amount of tokens out (to send to the recipient). // - 'given out' swaps, where the amount of tokens out (received from the Pool) is known, and the Pool determines // (via the `onSwap` hook) the amount of tokens in (to receive from the sender). // // Additionally, it is possible to chain swaps using a placeholder input amount, which the Vault replaces with // the calculated output of the previous swap. If the previous swap was 'given in', this will be the calculated // tokenOut amount. If the previous swap was 'given out', it will use the calculated tokenIn amount. These extended // swaps are known as 'multihop' swaps, since they 'hop' through a number of intermediate tokens before arriving at // the final intended token. // // In all cases, tokens are only transferred in and out of the Vault (or withdrawn from and deposited into Internal // Balance) after all individual swaps have been completed, and the net token balance change computed. This makes // certain swap patterns, such as multihops, or swaps that interact with the same token pair in multiple Pools, cost // much less gas than they would otherwise. // // It also means that under certain conditions it is possible to perform arbitrage by swapping with multiple // Pools in a way that results in net token movement out of the Vault (profit), with no tokens being sent in (only // updating the Pool's internal accounting). // // To protect users from front-running or the market changing rapidly, they supply a list of 'limits' for each token // involved in the swap, where either the maximum number of tokens to send (by passing a positive value) or the // minimum amount of tokens to receive (by passing a negative value) is specified. // // Additionally, a 'deadline' timestamp can also be provided, forcing the swap to fail if it occurs after // this point in time (e.g. if the transaction failed to be included in a block promptly). // // If interacting with Pools that hold WETH, it is possible to both send and receive ETH directly: the Vault will do // the wrapping and unwrapping. To enable this mechanism, the IAsset sentinel value (the zero address) must be // passed in the `assets` array instead of the WETH address. Note that it is possible to combine ETH and WETH in the // same swap. Any excess ETH will be sent back to the caller (not the sender, which is relevant for relayers). // // Finally, Internal Balance can be used when either sending or receiving tokens. enum SwapKind { GIVEN_IN, GIVEN_OUT } /** * @dev Performs a swap with a single Pool. * * If the swap is 'given in' (the number of tokens to send to the Pool is known), it returns the amount of tokens * taken from the Pool, which must be greater than or equal to `limit`. * * If the swap is 'given out' (the number of tokens to take from the Pool is known), it returns the amount of tokens * sent to the Pool, which must be less than or equal to `limit`. * * Internal Balance usage and the recipient are determined by the `funds` struct. * * Emits a `Swap` event. */ function swap( SingleSwap memory singleSwap, FundManagement memory funds, uint256 limit, uint256 deadline ) external payable returns (uint256); /** * @dev Data for a single swap executed by `swap`. `amount` is either `amountIn` or `amountOut` depending on * the `kind` value. * * `assetIn` and `assetOut` are either token addresses, or the IAsset sentinel value for ETH (the zero address). * Note that Pools never interact with ETH directly: it will be wrapped to or unwrapped from WETH by the Vault. * * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be * used to extend swap behavior. */ struct SingleSwap { bytes32 poolId; SwapKind kind; IAsset assetIn; IAsset assetOut; uint256 amount; bytes userData; } /** * @dev Performs a series of swaps with one or multiple Pools. In each individual swap, the caller determines either * the amount of tokens sent to or received from the Pool, depending on the `kind` value. * * Returns an array with the net Vault asset balance deltas. Positive amounts represent tokens (or ETH) sent to the * Vault, and negative amounts represent tokens (or ETH) sent by the Vault. Each delta corresponds to the asset at * the same index in the `assets` array. * * Swaps are executed sequentially, in the order specified by the `swaps` array. Each array element describes a * Pool, the token to be sent to this Pool, the token to receive from it, and an amount that is either `amountIn` or * `amountOut` depending on the swap kind. * * Multihop swaps can be executed by passing an `amount` value of zero for a swap. This will cause the amount in/out * of the previous swap to be used as the amount in for the current one. In a 'given in' swap, 'tokenIn' must equal * the previous swap's `tokenOut`. For a 'given out' swap, `tokenOut` must equal the previous swap's `tokenIn`. * * The `assets` array contains the addresses of all assets involved in the swaps. These are either token addresses, * or the IAsset sentinel value for ETH (the zero address). Each entry in the `swaps` array specifies tokens in and * out by referencing an index in `assets`. Note that Pools never interact with ETH directly: it will be wrapped to * or unwrapped from WETH by the Vault. * * Internal Balance usage, sender, and recipient are determined by the `funds` struct. The `limits` array specifies * the minimum or maximum amount of each token the vault is allowed to transfer. * * `batchSwap` can be used to make a single swap, like `swap` does, but doing so requires more gas than the * equivalent `swap` call. * * Emits `Swap` events. */ function batchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds, int256[] memory limits, uint256 deadline ) external payable returns (int256[] memory); /** * @dev Data for each individual swap executed by `batchSwap`. The asset in and out fields are indexes into the * `assets` array passed to that function, and ETH assets are converted to WETH. * * If `amount` is zero, the multihop mechanism is used to determine the actual amount based on the amount in/out * from the previous swap, depending on the swap kind. * * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be * used to extend swap behavior. */ struct BatchSwapStep { bytes32 poolId; uint256 assetInIndex; uint256 assetOutIndex; uint256 amount; bytes userData; } /** * @dev Emitted for each individual swap performed by `swap` or `batchSwap`. */ event Swap( bytes32 indexed poolId, IERC20 indexed tokenIn, IERC20 indexed tokenOut, uint256 amountIn, uint256 amountOut ); /** * @dev All tokens in a swap are either sent from the `sender` account to the Vault, or from the Vault to the * `recipient` account. * * If the caller is not `sender`, it must be an authorized relayer for them. * * If `fromInternalBalance` is true, the `sender`'s Internal Balance will be preferred, performing an ERC20 * transfer for the difference between the requested amount and the User's Internal Balance (if any). The `sender` * must have allowed the Vault to use their tokens via `IERC20.approve()`. This matches the behavior of * `joinPool`. * * If `toInternalBalance` is true, tokens will be deposited to `recipient`'s internal balance instead of * transferred. This matches the behavior of `exitPool`. * * Note that ETH cannot be deposited to or withdrawn from Internal Balance: attempting to do so will trigger a * revert. */ struct FundManagement { address sender; bool fromInternalBalance; address payable recipient; bool toInternalBalance; } /** * @dev Simulates a call to `batchSwap`, returning an array of Vault asset deltas. Calls to `swap` cannot be * simulated directly, but an equivalent `batchSwap` call can and will yield the exact same result. * * Each element in the array corresponds to the asset at the same index, and indicates the number of tokens (or ETH) * the Vault would take from the sender (if positive) or send to the recipient (if negative). The arguments it * receives are the same that an equivalent `batchSwap` call would receive. * * Unlike `batchSwap`, this function performs no checks on the sender or recipient field in the `funds` struct. * This makes it suitable to be called by off-chain applications via eth_call without needing to hold tokens, * approve them for the Vault, or even know a user's address. * * Note that this function is not 'view' (due to implementation details): the client code must explicitly execute * eth_call instead of eth_sendTransaction. */ function queryBatchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds ) external returns (int256[] memory assetDeltas); // Flash Loans /** * @dev Performs a 'flash loan', sending tokens to `recipient`, executing the `receiveFlashLoan` hook on it, * and then reverting unless the tokens plus a proportional protocol fee have been returned. * * The `tokens` and `amounts` arrays must have the same length, and each entry in these indicates the loan amount * for each token contract. `tokens` must be sorted in ascending order. * * The 'userData' field is ignored by the Vault, and forwarded as-is to `recipient` as part of the * `receiveFlashLoan` call. * * Emits `FlashLoan` events. */ function flashLoan( IFlashLoanRecipient recipient, IERC20[] memory tokens, uint256[] memory amounts, bytes memory userData ) external; /** * @dev Emitted for each individual flash loan performed by `flashLoan`. */ event FlashLoan(IFlashLoanRecipient indexed recipient, IERC20 indexed token, uint256 amount, uint256 feeAmount); // Asset Management // // Each token registered for a Pool can be assigned an Asset Manager, which is able to freely withdraw the Pool's // tokens from the Vault, deposit them, or assign arbitrary values to its `managed` balance (see // `getPoolTokenInfo`). This makes them extremely powerful and dangerous. Even if an Asset Manager only directly // controls one of the tokens in a Pool, a malicious manager could set that token's balance to manipulate the // prices of the other tokens, and then drain the Pool with swaps. The risk of using Asset Managers is therefore // not constrained to the tokens they are managing, but extends to the entire Pool's holdings. // // However, a properly designed Asset Manager smart contract can be safely used for the Pool's benefit, // for example by lending unused tokens out for interest, or using them to participate in voting protocols. // // This concept is unrelated to the IAsset interface. /** * @dev Performs a set of Pool balance operations, which may be either withdrawals, deposits or updates. * * Pool Balance management features batching, which means a single contract call can be used to perform multiple * operations of different kinds, with different Pools and tokens, at once. * * For each operation, the caller must be registered as the Asset Manager for `token` in `poolId`. */ function managePoolBalance(PoolBalanceOp[] memory ops) external; struct PoolBalanceOp { PoolBalanceOpKind kind; bytes32 poolId; IERC20 token; uint256 amount; } /** * Withdrawals decrease the Pool's cash, but increase its managed balance, leaving the total balance unchanged. * * Deposits increase the Pool's cash, but decrease its managed balance, leaving the total balance unchanged. * * Updates don't affect the Pool's cash balance, but because the managed balance changes, it does alter the total. * The external amount can be either increased or decreased by this call (i.e., reporting a gain or a loss). */ enum PoolBalanceOpKind { WITHDRAW, DEPOSIT, UPDATE } /** * @dev Emitted when a Pool's token Asset Manager alters its balance via `managePoolBalance`. */ event PoolBalanceManaged( bytes32 indexed poolId, address indexed assetManager, IERC20 indexed token, int256 cashDelta, int256 managedDelta ); // Protocol Fees // // Some operations cause the Vault to collect tokens in the form of protocol fees, which can then be withdrawn by // permissioned accounts. // // There are two kinds of protocol fees: // // - flash loan fees: charged on all flash loans, as a percentage of the amounts lent. // // - swap fees: a percentage of the fees charged by Pools when performing swaps. For a number of reasons, including // swap gas costs and interface simplicity, protocol swap fees are not charged on each individual swap. Rather, // Pools are expected to keep track of how much they have charged in swap fees, and pay any outstanding debts to the // Vault when they are joined or exited. This prevents users from joining a Pool with unpaid debt, as well as // exiting a Pool in debt without first paying their share. /** * @dev Returns the current protocol fee module. */ function getProtocolFeesCollector() external view returns (IProtocolFeesCollector); /** * @dev Safety mechanism to pause most Vault operations in the event of an emergency - typically detection of an * error in some part of the system. * * The Vault can only be paused during an initial time period, after which pausing is forever disabled. * * While the contract is paused, the following features are disabled: * - depositing and transferring internal balance * - transferring external balance (using the Vault's allowance) * - swaps * - joining Pools * - Asset Manager interactions * * Internal Balance can still be withdrawn, and Pools exited. */ function setPaused(bool paused) external; /** * @dev Returns the Vault's WETH instance. */ function WETH() external view returns (IWETH); // solhint-disable-previous-line func-name-mixedcase } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "@balancer-labs/v2-interfaces/contracts/pool-stable/StablePoolUserData.sol"; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; import "@balancer-labs/v2-interfaces/contracts/standalone-utils/IProtocolFeePercentagesProvider.sol"; import "@balancer-labs/v2-interfaces/contracts/pool-utils/IRateProvider.sol"; import "@balancer-labs/v2-interfaces/contracts/pool-utils/IVersion.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/ERC20Helpers.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol"; import "@balancer-labs/v2-pool-utils/contracts/BaseGeneralPool.sol"; import "@balancer-labs/v2-pool-utils/contracts/rates/PriceRateCache.sol"; import "./ComposableStablePoolStorage.sol"; import "./ComposableStablePoolRates.sol"; import "./ComposableStablePoolStorage.sol"; import "./ComposableStablePoolRates.sol"; import "./ComposableStablePoolProtocolFees.sol"; import "./StablePoolAmplification.sol"; import "./StableMath.sol"; /** * @dev StablePool with preminted BPT and rate providers for each token, allowing for e.g. wrapped tokens with a known * price ratio, such as Compound's cTokens. * * BPT is preminted on Pool initialization and registered as one of the Pool's tokens, allowing for swaps to behave as * single-token joins or exits (by swapping a token for BPT). We also support regular joins and exits, which can mint * and burn BPT. * * Preminted BPT is deposited in the Vault as the initial balance of the Pool, and doesn't belong to any entity until * transferred out of the Pool. The Pool's arithmetic behaves as if it didn't exist, and the BPT total supply is not * a useful value: we rely on the 'virtual supply' (how much BPT is actually owned outside the Vault) instead. */ contract ComposableStablePool is IRateProvider, IVersion, BaseGeneralPool, StablePoolAmplification, ComposableStablePoolRates, ComposableStablePoolProtocolFees { using FixedPoint for uint256; using PriceRateCache for bytes32; using StablePoolUserData for bytes; using BasePoolUserData for bytes; // The maximum imposed by the Vault, which stores balances in a packed format, is 2**(112) - 1. // We are preminting half of that value (rounded up). uint256 private constant _PREMINTED_TOKEN_BALANCE = 2**(111); string private _version; // The constructor arguments are received in a struct to work around stack-too-deep issues struct NewPoolParams { IVault vault; IProtocolFeePercentagesProvider protocolFeeProvider; string name; string symbol; IERC20[] tokens; IRateProvider[] rateProviders; uint256[] tokenRateCacheDurations; bool exemptFromYieldProtocolFeeFlag; uint256 amplificationParameter; uint256 swapFeePercentage; uint256 pauseWindowDuration; uint256 bufferPeriodDuration; address owner; string version; } constructor(NewPoolParams memory params) BasePool( params.vault, IVault.PoolSpecialization.GENERAL, params.name, params.symbol, _insertSorted(params.tokens, IERC20(this)), new address[](params.tokens.length + 1), params.swapFeePercentage, params.pauseWindowDuration, params.bufferPeriodDuration, params.owner ) StablePoolAmplification(params.amplificationParameter) ComposableStablePoolStorage(_extractStorageParams(params)) ComposableStablePoolRates(_extractRatesParams(params)) ProtocolFeeCache(params.protocolFeeProvider, ProtocolFeeCache.DELEGATE_PROTOCOL_SWAP_FEES_SENTINEL) { _version = params.version; } // Translate parameters to avoid stack-too-deep issues in the constructor function _extractRatesParams(NewPoolParams memory params) private pure returns (ComposableStablePoolRates.RatesParams memory) { return ComposableStablePoolRates.RatesParams({ tokens: params.tokens, rateProviders: params.rateProviders, tokenRateCacheDurations: params.tokenRateCacheDurations }); } // Translate parameters to avoid stack-too-deep issues in the constructor function _extractStorageParams(NewPoolParams memory params) private view returns (ComposableStablePoolStorage.StorageParams memory) { return ComposableStablePoolStorage.StorageParams({ registeredTokens: _insertSorted(params.tokens, IERC20(this)), tokenRateProviders: params.rateProviders, exemptFromYieldProtocolFeeFlag: params.exemptFromYieldProtocolFeeFlag }); } function version() external view override returns (string memory) { return _version; } /** * @notice Return the minimum BPT balance, required to avoid minimum token balances. * @dev This amount is minted and immediately burned on pool initialization, so that the total supply * (and therefore post-exit token balances), can never be zero. This keeps the math well-behaved when * liquidity is low. (It also provides an easy way to check whether a pool has been initialized, to * ensure this is only done once.) */ function getMinimumBpt() external pure returns (uint256) { return _getMinimumBpt(); } // BasePool hook /** * @dev Override base pool hook invoked before any swap, join, or exit to ensure rates are updated before * the operation. */ function _beforeSwapJoinExit() internal override { super._beforeSwapJoinExit(); // Before the scaling factors are read, we must update the cached rates, as those will be used to compute the // scaling factors. // Note that this is not done in a recovery mode exit (since _beforeSwapjoinExit() is not called under those // conditions), but this is fine as recovery mode exits are unaffected by scaling factors anyway. _cacheTokenRatesIfNecessary(); } // Swap Hooks /** * @dev Override this hook called by the base class `onSwap`, to check whether we are doing a regular swap, * or a swap involving BPT, which is equivalent to a single token join or exit. Since one of the Pool's * tokens is the preminted BPT, we need to handle swaps where BPT is involved separately. * * At this point, the balances are unscaled. The indices are coming from the Vault, so they are indices into * the array of registered tokens (including BPT). * * If this is a swap involving BPT, call `_swapWithBpt`, which computes the amountOut using the swapFeePercentage * and charges protocol fees, in the same manner as single token join/exits. Otherwise, perform the default * processing for a regular swap. */ function _swapGivenIn( SwapRequest memory swapRequest, uint256[] memory registeredBalances, uint256 registeredIndexIn, uint256 registeredIndexOut, uint256[] memory scalingFactors ) internal virtual override returns (uint256) { return (swapRequest.tokenIn == IERC20(this) || swapRequest.tokenOut == IERC20(this)) ? _swapWithBpt(swapRequest, registeredBalances, registeredIndexIn, registeredIndexOut, scalingFactors) : super._swapGivenIn( swapRequest, registeredBalances, registeredIndexIn, registeredIndexOut, scalingFactors ); } /** * @dev Override this hook called by the base class `onSwap`, to check whether we are doing a regular swap, * or a swap involving BPT, which is equivalent to a single token join or exit. Since one of the Pool's * tokens is the preminted BPT, we need to handle swaps where BPT is involved separately. * * At this point, the balances are unscaled. The indices and balances are coming from the Vault, so they * refer to the full set of registered tokens (including BPT). * * If this is a swap involving BPT, call `_swapWithBpt`, which computes the amountOut using the swapFeePercentage * and charges protocol fees, in the same manner as single token join/exits. Otherwise, perform the default * processing for a regular swap. */ function _swapGivenOut( SwapRequest memory swapRequest, uint256[] memory registeredBalances, uint256 registeredIndexIn, uint256 registeredIndexOut, uint256[] memory scalingFactors ) internal virtual override returns (uint256) { return (swapRequest.tokenIn == IERC20(this) || swapRequest.tokenOut == IERC20(this)) ? _swapWithBpt(swapRequest, registeredBalances, registeredIndexIn, registeredIndexOut, scalingFactors) : super._swapGivenOut( swapRequest, registeredBalances, registeredIndexIn, registeredIndexOut, scalingFactors ); } /** * @dev This is called from the base class `_swapGivenIn`, so at this point the amount has been adjusted * for swap fees, and balances have had scaling applied. This will only be called for regular (non-BPT) swaps, * so forward to `onRegularSwap`. */ function _onSwapGivenIn( SwapRequest memory request, uint256[] memory registeredBalances, uint256 registeredIndexIn, uint256 registeredIndexOut ) internal virtual override returns (uint256) { return _onRegularSwap( true, // given in request.amount, registeredBalances, registeredIndexIn, registeredIndexOut ); } /** * @dev This is called from the base class `_swapGivenOut`, so at this point the amount has been adjusted * for swap fees, and balances have had scaling applied. This will only be called for regular (non-BPT) swaps, * so forward to `onRegularSwap`. */ function _onSwapGivenOut( SwapRequest memory request, uint256[] memory registeredBalances, uint256 registeredIndexIn, uint256 registeredIndexOut ) internal virtual override returns (uint256) { return _onRegularSwap( false, // given out request.amount, registeredBalances, registeredIndexIn, registeredIndexOut ); } /** * @dev Perform a swap between non-BPT tokens. Scaling and fee adjustments have been performed upstream, so * all we need to do here is calculate the price quote, depending on the direction of the swap. */ function _onRegularSwap( bool isGivenIn, uint256 amountGiven, uint256[] memory registeredBalances, uint256 registeredIndexIn, uint256 registeredIndexOut ) private view returns (uint256) { // Adjust indices and balances for BPT token uint256[] memory balances = _dropBptItem(registeredBalances); uint256 indexIn = _skipBptIndex(registeredIndexIn); uint256 indexOut = _skipBptIndex(registeredIndexOut); (uint256 currentAmp, ) = _getAmplificationParameter(); uint256 invariant = StableMath._calculateInvariant(currentAmp, balances); if (isGivenIn) { return StableMath._calcOutGivenIn(currentAmp, balances, indexIn, indexOut, amountGiven, invariant); } else { return StableMath._calcInGivenOut(currentAmp, balances, indexIn, indexOut, amountGiven, invariant); } } /** * @dev Perform a swap involving the BPT token, equivalent to a single-token join or exit. As with the standard * joins and swaps, we first pay any protocol fees pending from swaps that occurred since the previous join or * exit, then perform the operation (joinSwap or exitSwap), and finally store the "post operation" invariant and * amp, which establishes the new basis for protocol fees. * * At this point, the scaling factors (including rates) have been computed by the base class, but not yet applied * to the balances. */ function _swapWithBpt( SwapRequest memory swapRequest, uint256[] memory registeredBalances, uint256 registeredIndexIn, uint256 registeredIndexOut, uint256[] memory scalingFactors ) private returns (uint256) { bool isGivenIn = swapRequest.kind == IVault.SwapKind.GIVEN_IN; _upscaleArray(registeredBalances, scalingFactors); swapRequest.amount = _upscale( swapRequest.amount, scalingFactors[isGivenIn ? registeredIndexIn : registeredIndexOut] ); ( uint256 preJoinExitSupply, uint256[] memory balances, uint256 currentAmp, uint256 preJoinExitInvariant ) = _beforeJoinExit(registeredBalances); // These calls mutate `balances` so that it holds the post join-exit balances. (uint256 amountCalculated, uint256 postJoinExitSupply) = registeredIndexOut == getBptIndex() ? _doJoinSwap( isGivenIn, swapRequest.amount, balances, _skipBptIndex(registeredIndexIn), currentAmp, preJoinExitSupply, preJoinExitInvariant ) : _doExitSwap( isGivenIn, swapRequest.amount, balances, _skipBptIndex(registeredIndexOut), currentAmp, preJoinExitSupply, preJoinExitInvariant ); _updateInvariantAfterJoinExit( currentAmp, balances, preJoinExitInvariant, preJoinExitSupply, postJoinExitSupply ); return isGivenIn ? _downscaleDown(amountCalculated, scalingFactors[registeredIndexOut]) // Amount out, round down : _downscaleUp(amountCalculated, scalingFactors[registeredIndexIn]); // Amount in, round up } /** * @dev This mutates `balances` so that they become the post-joinswap balances. The StableMath interfaces * are different depending on the swap direction, so we forward to the appropriate low-level join function. */ function _doJoinSwap( bool isGivenIn, uint256 amount, uint256[] memory balances, uint256 indexIn, uint256 currentAmp, uint256 actualSupply, uint256 preJoinExitInvariant ) internal view returns (uint256, uint256) { return isGivenIn ? _joinSwapExactTokenInForBptOut( amount, balances, indexIn, currentAmp, actualSupply, preJoinExitInvariant ) : _joinSwapExactBptOutForTokenIn( amount, balances, indexIn, currentAmp, actualSupply, preJoinExitInvariant ); } /** * @dev Since this is a join, we know the tokenOut is BPT. Since it is GivenIn, we know the tokenIn amount, * and must calculate the BPT amount out. * We are moving preminted BPT out of the Vault, which increases the virtual supply. */ function _joinSwapExactTokenInForBptOut( uint256 amountIn, uint256[] memory balances, uint256 indexIn, uint256 currentAmp, uint256 actualSupply, uint256 preJoinExitInvariant ) internal view returns (uint256, uint256) { // The StableMath function was created with joins in mind, so it expects a full amounts array. We create an // empty one and only set the amount for the token involved. uint256[] memory amountsIn = new uint256[](balances.length); amountsIn[indexIn] = amountIn; uint256 bptOut = StableMath._calcBptOutGivenExactTokensIn( currentAmp, balances, amountsIn, actualSupply, preJoinExitInvariant, getSwapFeePercentage() ); balances[indexIn] = balances[indexIn].add(amountIn); uint256 postJoinExitSupply = actualSupply.add(bptOut); return (bptOut, postJoinExitSupply); } /** * @dev Since this is a join, we know the tokenOut is BPT. Since it is GivenOut, we know the BPT amount, * and must calculate the token amount in. * We are moving preminted BPT out of the Vault, which increases the virtual supply. */ function _joinSwapExactBptOutForTokenIn( uint256 bptOut, uint256[] memory balances, uint256 indexIn, uint256 currentAmp, uint256 actualSupply, uint256 preJoinExitInvariant ) internal view returns (uint256, uint256) { uint256 amountIn = StableMath._calcTokenInGivenExactBptOut( currentAmp, balances, indexIn, bptOut, actualSupply, preJoinExitInvariant, getSwapFeePercentage() ); balances[indexIn] = balances[indexIn].add(amountIn); uint256 postJoinExitSupply = actualSupply.add(bptOut); return (amountIn, postJoinExitSupply); } /** * @dev This mutates balances so that they become the post-exitswap balances. The StableMath interfaces are * different depending on the swap direction, so we forward to the appropriate low-level exit function. */ function _doExitSwap( bool isGivenIn, uint256 amount, uint256[] memory balances, uint256 indexOut, uint256 currentAmp, uint256 actualSupply, uint256 preJoinExitInvariant ) internal view returns (uint256, uint256) { return isGivenIn ? _exitSwapExactBptInForTokenOut( amount, balances, indexOut, currentAmp, actualSupply, preJoinExitInvariant ) : _exitSwapExactTokenOutForBptIn( amount, balances, indexOut, currentAmp, actualSupply, preJoinExitInvariant ); } /** * @dev Since this is an exit, we know the tokenIn is BPT. Since it is GivenIn, we know the BPT amount, * and must calculate the token amount out. * We are moving BPT out of circulation and into the Vault, which decreases the virtual supply. */ function _exitSwapExactBptInForTokenOut( uint256 bptAmount, uint256[] memory balances, uint256 indexOut, uint256 currentAmp, uint256 actualSupply, uint256 preJoinExitInvariant ) internal view returns (uint256, uint256) { uint256 amountOut = StableMath._calcTokenOutGivenExactBptIn( currentAmp, balances, indexOut, bptAmount, actualSupply, preJoinExitInvariant, getSwapFeePercentage() ); balances[indexOut] = balances[indexOut].sub(amountOut); uint256 postJoinExitSupply = actualSupply.sub(bptAmount); return (amountOut, postJoinExitSupply); } /** * @dev Since this is an exit, we know the tokenIn is BPT. Since it is GivenOut, we know the token amount out, * and must calculate the BPT amount in. * We are moving BPT out of circulation and into the Vault, which decreases the virtual supply. */ function _exitSwapExactTokenOutForBptIn( uint256 amountOut, uint256[] memory balances, uint256 indexOut, uint256 currentAmp, uint256 actualSupply, uint256 preJoinExitInvariant ) internal view returns (uint256, uint256) { // The StableMath function was created with exits in mind, so it expects a full amounts array. We create an // empty one and only set the amount for the token involved. uint256[] memory amountsOut = new uint256[](balances.length); amountsOut[indexOut] = amountOut; uint256 bptAmount = StableMath._calcBptInGivenExactTokensOut( currentAmp, balances, amountsOut, actualSupply, preJoinExitInvariant, getSwapFeePercentage() ); balances[indexOut] = balances[indexOut].sub(amountOut); uint256 postJoinExitSupply = actualSupply.sub(bptAmount); return (bptAmount, postJoinExitSupply); } // Join Hooks /** * Since this Pool has preminted BPT which is stored in the Vault, it cannot simply be minted at construction. * * We take advantage of the fact that StablePools have an initialization step where BPT is minted to the first * account joining them, and perform both actions at once. By minting the entire BPT supply for the initial joiner * and then pulling all tokens except those due the joiner, we arrive at the desired state of the Pool holding all * BPT except the joiner's. */ function _onInitializePool( bytes32, address sender, address, uint256[] memory scalingFactors, bytes memory userData ) internal override returns (uint256, uint256[] memory) { StablePoolUserData.JoinKind kind = userData.joinKind(); _require(kind == StablePoolUserData.JoinKind.INIT, Errors.UNINITIALIZED); // AmountsIn usually does not include the BPT token; initialization is the one time it has to. uint256[] memory amountsInIncludingBpt = userData.initialAmountsIn(); InputHelpers.ensureInputLengthMatch(amountsInIncludingBpt.length, scalingFactors.length); _upscaleArray(amountsInIncludingBpt, scalingFactors); (uint256 amp, ) = _getAmplificationParameter(); uint256[] memory amountsIn = _dropBptItem(amountsInIncludingBpt); uint256 invariantAfterJoin = StableMath._calculateInvariant(amp, amountsIn); // Set the initial BPT to the value of the invariant uint256 bptAmountOut = invariantAfterJoin; // BasePool will mint bptAmountOut for the sender: we then also mint the remaining BPT to make up the total // supply, and have the Vault pull those tokens from the sender as part of the join. // We are only minting half of the maximum value - already an amount many orders of magnitude greater than any // conceivable real liquidity - to allow for minting new BPT as a result of regular joins. // // Note that the sender need not approve BPT for the Vault as the Vault already has infinite BPT allowance for // all accounts. uint256 initialBpt = _PREMINTED_TOKEN_BALANCE.sub(bptAmountOut); _mintPoolTokens(sender, initialBpt); amountsInIncludingBpt[getBptIndex()] = initialBpt; // Initialization is still a join, so we need to do post-join work. _updatePostJoinExit(amp, invariantAfterJoin); return (bptAmountOut, amountsInIncludingBpt); } /** * @dev Base pool hook called from `onJoinPool`. Forward to `onJoinExitPool` with `isJoin` set to true. */ function _onJoinPool( bytes32, address, address, uint256[] memory registeredBalances, uint256, uint256, uint256[] memory scalingFactors, bytes memory userData ) internal override returns (uint256, uint256[] memory) { return _onJoinExitPool(true, registeredBalances, scalingFactors, userData); } /** * @dev Base pool hook called from `onExitPool`. Forward to `onJoinExitPool` with `isJoin` set to false. * Note that recovery mode exits do not call `_onExitPool`. */ function _onExitPool( bytes32, address, address, uint256[] memory registeredBalances, uint256, uint256, uint256[] memory scalingFactors, bytes memory userData ) internal override returns (uint256, uint256[] memory) { return _onJoinExitPool(false, registeredBalances, scalingFactors, userData); } /** * @dev Pay protocol fees before the operation, and call `_updateInvariantAfterJoinExit` afterward, to establish * the new basis for protocol fees. */ function _onJoinExitPool( bool isJoin, uint256[] memory registeredBalances, uint256[] memory scalingFactors, bytes memory userData ) internal returns (uint256, uint256[] memory) { ( uint256 preJoinExitSupply, uint256[] memory balances, uint256 currentAmp, uint256 preJoinExitInvariant ) = _beforeJoinExit(registeredBalances); function(uint256[] memory, uint256, uint256, uint256, uint256[] memory, bytes memory) internal view returns (uint256, uint256[] memory) _doJoinOrExit = (isJoin ? _doJoin : _doExit); (uint256 bptAmount, uint256[] memory amountsDelta) = _doJoinOrExit( balances, currentAmp, preJoinExitSupply, preJoinExitInvariant, scalingFactors, userData ); // Unlike joinswaps, explicit joins do not mutate balances into the post join-exit balances so we must perform // this mutation here. function(uint256, uint256) internal pure returns (uint256) _addOrSub = isJoin ? FixedPoint.add : FixedPoint.sub; _mutateAmounts(balances, amountsDelta, _addOrSub); uint256 postJoinExitSupply = _addOrSub(preJoinExitSupply, bptAmount); // Pass in the post-join balances to reset the protocol fee basis. // We are minting bptAmount, increasing the total (and virtual) supply post-join _updateInvariantAfterJoinExit( currentAmp, balances, preJoinExitInvariant, preJoinExitSupply, postJoinExitSupply ); // For clarity and simplicity, arrays used and computed in lower level functions do not include BPT. // But the amountsIn array passed back to the Vault must include BPT, so we add it back in here. return (bptAmount, _addBptItem(amountsDelta, 0)); } /** * @dev Pay any due protocol fees and calculate values necessary for performing the join/exit. */ function _beforeJoinExit(uint256[] memory registeredBalances) internal returns ( uint256, uint256[] memory, uint256, uint256 ) { (uint256 lastJoinExitAmp, uint256 lastPostJoinExitInvariant) = getLastJoinExitData(); ( uint256 preJoinExitSupply, uint256[] memory balances, uint256 oldAmpPreJoinExitInvariant ) = _payProtocolFeesBeforeJoinExit(registeredBalances, lastJoinExitAmp, lastPostJoinExitInvariant); // If the amplification factor is the same as it was during the last join/exit then we can reuse the // value calculated using the "old" amplification factor. If not, then we have to calculate this now. (uint256 currentAmp, ) = _getAmplificationParameter(); uint256 preJoinExitInvariant = currentAmp == lastJoinExitAmp ? oldAmpPreJoinExitInvariant : StableMath._calculateInvariant(currentAmp, balances); return (preJoinExitSupply, balances, currentAmp, preJoinExitInvariant); } /** * @dev Support single- and multi-token joins, plus explicit proportional joins. */ function _doJoin( uint256[] memory balances, uint256 currentAmp, uint256 preJoinExitSupply, uint256 preJoinExitInvariant, uint256[] memory scalingFactors, bytes memory userData ) internal view returns (uint256, uint256[] memory) { StablePoolUserData.JoinKind kind = userData.joinKind(); if (kind == StablePoolUserData.JoinKind.EXACT_TOKENS_IN_FOR_BPT_OUT) { return _joinExactTokensInForBPTOut( preJoinExitSupply, preJoinExitInvariant, currentAmp, balances, scalingFactors, userData ); } else if (kind == StablePoolUserData.JoinKind.ALL_TOKENS_IN_FOR_EXACT_BPT_OUT) { return _joinAllTokensInForExactBptOut(preJoinExitSupply, balances, userData); } else if (kind == StablePoolUserData.JoinKind.TOKEN_IN_FOR_EXACT_BPT_OUT) { return _joinTokenInForExactBPTOut(preJoinExitSupply, preJoinExitInvariant, currentAmp, balances, userData); } else { _revert(Errors.UNHANDLED_JOIN_KIND); } } /** * @dev Proportional join. Pays no swap fees. */ function _joinAllTokensInForExactBptOut( uint256 actualSupply, uint256[] memory balances, bytes memory userData ) private pure returns (uint256, uint256[] memory) { uint256 bptAmountOut = userData.allTokensInForExactBptOut(); uint256[] memory amountsIn = StableMath._computeProportionalAmountsIn(balances, bptAmountOut, actualSupply); return (bptAmountOut, amountsIn); } /** * @dev Multi-token join. Joins with proportional amounts will pay no protocol fees. */ function _joinExactTokensInForBPTOut( uint256 actualSupply, uint256 preJoinExitInvariant, uint256 currentAmp, uint256[] memory balances, uint256[] memory scalingFactors, bytes memory userData ) private view returns (uint256, uint256[] memory) { (uint256[] memory amountsIn, uint256 minBPTAmountOut) = userData.exactTokensInForBptOut(); InputHelpers.ensureInputLengthMatch(balances.length, amountsIn.length); // The user-provided amountsIn is unscaled, so we address that. _upscaleArray(amountsIn, _dropBptItem(scalingFactors)); uint256 bptAmountOut = StableMath._calcBptOutGivenExactTokensIn( currentAmp, balances, amountsIn, actualSupply, preJoinExitInvariant, getSwapFeePercentage() ); _require(bptAmountOut >= minBPTAmountOut, Errors.BPT_OUT_MIN_AMOUNT); return (bptAmountOut, amountsIn); } /** * @dev Single-token join, equivalent to swapping a pool token for BPT. */ function _joinTokenInForExactBPTOut( uint256 actualSupply, uint256 preJoinExitInvariant, uint256 currentAmp, uint256[] memory balances, bytes memory userData ) private view returns (uint256, uint256[] memory) { // Since this index is sent in from the user, we interpret it as NOT including the BPT token. (uint256 bptAmountOut, uint256 tokenIndex) = userData.tokenInForExactBptOut(); // Note that there is no maximum amountIn parameter: this is handled by `IVault.joinPool`. // Balances are passed through from the Vault hook, and include BPT _require(tokenIndex < balances.length, Errors.OUT_OF_BOUNDS); // We join with a single token, so initialize amountsIn with zeros. uint256[] memory amountsIn = new uint256[](balances.length); // And then assign the result to the selected token. amountsIn[tokenIndex] = StableMath._calcTokenInGivenExactBptOut( currentAmp, balances, tokenIndex, bptAmountOut, actualSupply, preJoinExitInvariant, getSwapFeePercentage() ); return (bptAmountOut, amountsIn); } // Exit Hooks /** * @dev Support single- and multi-token exits, plus explicit proportional exits (in addition to the * recovery mode exit). */ function _doExit( uint256[] memory balances, uint256 currentAmp, uint256 preJoinExitSupply, uint256 preJoinExitInvariant, uint256[] memory scalingFactors, bytes memory userData ) internal view returns (uint256, uint256[] memory) { StablePoolUserData.ExitKind kind = userData.exitKind(); if (kind == StablePoolUserData.ExitKind.BPT_IN_FOR_EXACT_TOKENS_OUT) { return _exitBPTInForExactTokensOut( preJoinExitSupply, preJoinExitInvariant, currentAmp, balances, scalingFactors, userData ); } else if (kind == StablePoolUserData.ExitKind.EXACT_BPT_IN_FOR_ALL_TOKENS_OUT) { return _exitExactBPTInForTokensOut(preJoinExitSupply, balances, userData); } else if (kind == StablePoolUserData.ExitKind.EXACT_BPT_IN_FOR_ONE_TOKEN_OUT) { return _exitExactBPTInForTokenOut(preJoinExitSupply, preJoinExitInvariant, currentAmp, balances, userData); } else { _revert(Errors.UNHANDLED_EXIT_KIND); } } /** * @dev Proportional exit. Pays no swap fees. This is functionally equivalent to the recovery mode exit, * except this doesn't skip protocol fee collection, calling rate providers, etc., and doesn't require * recovery mode to be enabled. */ function _exitExactBPTInForTokensOut( uint256 actualSupply, uint256[] memory balances, bytes memory userData ) private pure returns (uint256, uint256[] memory) { uint256 bptAmountIn = userData.exactBptInForTokensOut(); uint256[] memory amountsOut = _computeProportionalAmountsOut(balances, actualSupply, bptAmountIn); return (bptAmountIn, amountsOut); } /** * @dev Multi-token exit. Proportional exits will pay no protocol fees. */ function _exitBPTInForExactTokensOut( uint256 actualSupply, uint256 preJoinExitInvariant, uint256 currentAmp, uint256[] memory balances, uint256[] memory scalingFactors, bytes memory userData ) private view returns (uint256, uint256[] memory) { (uint256[] memory amountsOut, uint256 maxBPTAmountIn) = userData.bptInForExactTokensOut(); InputHelpers.ensureInputLengthMatch(amountsOut.length, balances.length); // The user-provided amountsIn is unscaled, so we address that. _upscaleArray(amountsOut, _dropBptItem(scalingFactors)); uint256 bptAmountIn = StableMath._calcBptInGivenExactTokensOut( currentAmp, balances, amountsOut, actualSupply, preJoinExitInvariant, getSwapFeePercentage() ); _require(bptAmountIn <= maxBPTAmountIn, Errors.BPT_IN_MAX_AMOUNT); return (bptAmountIn, amountsOut); } /** * @dev Single-token exit, equivalent to swapping BPT for a pool token. */ function _exitExactBPTInForTokenOut( uint256 actualSupply, uint256 preJoinExitInvariant, uint256 currentAmp, uint256[] memory balances, bytes memory userData ) private view returns (uint256, uint256[] memory) { // Since this index is sent in from the user, we interpret it as NOT including the BPT token (uint256 bptAmountIn, uint256 tokenIndex) = userData.exactBptInForTokenOut(); // Note that there is no minimum amountOut parameter: this is handled by `IVault.exitPool`. _require(tokenIndex < balances.length, Errors.OUT_OF_BOUNDS); // We exit in a single token, so initialize amountsOut with zeros uint256[] memory amountsOut = new uint256[](balances.length); // And then assign the result to the selected token. amountsOut[tokenIndex] = StableMath._calcTokenOutGivenExactBptIn( currentAmp, balances, tokenIndex, bptAmountIn, actualSupply, preJoinExitInvariant, getSwapFeePercentage() ); return (bptAmountIn, amountsOut); } /** * @dev We cannot use the default RecoveryMode implementation here, since we need to account for the BPT token. */ function _doRecoveryModeExit( uint256[] memory registeredBalances, uint256, bytes memory userData ) internal virtual override returns (uint256, uint256[] memory) { // Since this Pool uses preminted BPT, we need to replace the total supply with the virtual total supply, and // adjust the balances array by removing BPT from it. // Note that we don't compute the actual supply, which would require a lot of complex calculations and // interactions with external components. This is fine because virtual and actual supply are the same while // recovery mode is enabled (since all protocol fees are forfeit and the fee percentages zeroed out). (uint256 virtualSupply, uint256[] memory balances) = _dropBptItemFromBalances(registeredBalances); (uint256 bptAmountIn, uint256[] memory amountsOut) = super._doRecoveryModeExit( balances, virtualSupply, userData ); // The vault requires an array including BPT, so add it back in here. return (bptAmountIn, _addBptItem(amountsOut, 0)); } // BPT rate /** * Many functions require accessing multiple internal values that might at first seem unrelated, but are actually * quite intertwined, and computed at the same time for optimal performance (since calculating some of them also * yields intermediate results useful for other queries). This helper function returns many of these values, * greatly reducing bytecode size. * * The return values are: * @return balances - The current upscaled token balances (not including BPT) * @return virtualSupply - The Pool's virtual supply * @return protocolFeeAmount - The amount of unpaid protocol fees in BPT * @return lastJoinExitAmp - The Pool's amplification factor at the last join or exit operation * @return currentInvariantWithLastJoinExitAmp - The invariant of the current balances, calculated using the * amplification factor at the last join or exit operation. */ function _getSupplyAndFeesData() private view returns ( uint256[] memory balances, uint256 virtualSupply, uint256 protocolFeeAmount, uint256 lastJoinExitAmp, uint256 currentInvariantWithLastJoinExitAmp ) { // First we query the Vault for current registered balances (which includes preminted BPT), to then calculate // the current scaled balances and virtual supply. (, uint256[] memory registeredBalances, ) = getVault().getPoolTokens(getPoolId()); _upscaleArray(registeredBalances, _scalingFactors()); (virtualSupply, balances) = _dropBptItemFromBalances(registeredBalances); // Now we need to calculate any BPT due in the form of protocol fees. This requires data from the last join or // exit operation. `lastJoinExitAmp` can be useful in the scenario in which the amplification factor has not // changed, meaning this old value is equal to the current value. uint256 lastPostJoinExitInvariant; (lastJoinExitAmp, lastPostJoinExitInvariant) = getLastJoinExitData(); // Computing the protocol ownership percentage also yields the invariant using the old amplification factor. If // it has not changed, then this is also the current invariant. uint256 expectedProtocolOwnershipPercentage; ( expectedProtocolOwnershipPercentage, currentInvariantWithLastJoinExitAmp ) = _getProtocolPoolOwnershipPercentage(balances, lastJoinExitAmp, lastPostJoinExitInvariant); protocolFeeAmount = ProtocolFees.bptForPoolOwnershipPercentage( virtualSupply, expectedProtocolOwnershipPercentage ); } /** * @dev This function returns the appreciation of BPT relative to the underlying tokens, as an 18 decimal fixed * point number. It is simply the ratio of the invariant to the BPT supply. * * The total supply is initialized to equal the invariant, so this value starts at one. During Pool operation the * invariant always grows and shrinks either proportionally to the total supply (in scenarios with no price impact, * e.g. proportional joins), or grows faster and shrinks more slowly than it (whenever swap fees are collected or * the token rates increase). Therefore, the rate is a monotonically increasing function. * * WARNING: since this function reads balances directly from the Vault, it is potentially subject to manipulation * via reentrancy if called within a Vault context (i.e. in the middle of a join or an exit). It is up to the * caller to ensure that the function is safe to call. * * This may happen e.g. if one of the tokens in the Pool contains some form of callback behavior in the * `transferFrom` function (like ERC777 tokens do). These tokens are strictly incompatible with the * Vault and Pool design, and are not safe to be used. * * There are also other situations where calling this function is unsafe. See * https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference. * * To call this function safely, attempt to trigger the reentrancy guard in the Vault by calling a non-reentrant * function before calling `getRate`. That will make the transaction revert in an unsafe context. * (See `whenNotInVaultContext` in `ComposableStablePoolRates`). */ function getRate() external view virtual override returns (uint256) { // We need to compute the current invariant and actual total supply. The latter includes protocol fees that have // accrued but are not yet minted: in calculating these we'll actually end up fetching most of the data we need // for the invariant. ( uint256[] memory balances, uint256 virtualSupply, uint256 protocolFeeAmount, uint256 lastJoinExitAmp, uint256 currentInvariantWithLastJoinExitAmp ) = _getSupplyAndFeesData(); // Due protocol fees will be minted at the next join or exit, so we can simply add them to the current virtual // supply to get the actual supply. uint256 actualTotalSupply = virtualSupply.add(protocolFeeAmount); // All that's missing now is the invariant. We have the balances required to calculate it already, but still // need the current amplification factor. (uint256 currentAmp, ) = _getAmplificationParameter(); // It turns out that the process for due protocol fee calculation involves computing the current invariant, // except using the amplification factor at the last join or exit. This would typically not be terribly useful, // but since the amplification factor only changes rarely there is high probability of its current value being // the same as it was in the last join or exit. If that is the case, then we can skip the costly invariant // computation altogether. uint256 currentInvariant = (currentAmp == lastJoinExitAmp) ? currentInvariantWithLastJoinExitAmp : StableMath._calculateInvariant(currentAmp, balances); // With the current invariant and actual total supply, we can compute the rate as a fixed-point number. return currentInvariant.divDown(actualTotalSupply); } /** * @dev Returns the effective BPT supply. * * In other pools, this would be the same as `totalSupply`, but there are two key differences here: * - this pool pre-mints BPT and holds it in the Vault as a token, and as such we need to subtract the Vault's * balance to get the total "circulating supply". This is called the 'virtualSupply'. * - the Pool owes debt to the Protocol in the form of unminted BPT, which will be minted immediately before the * next join or exit. We need to take these into account since, even if they don't yet exist, they will * effectively be included in any Pool operation that involves BPT. * * In the vast majority of cases, this function should be used instead of `totalSupply()`. * * **IMPORTANT NOTE**: calling this function within a Vault context (i.e. in the middle of a join or an exit) is * potentially unsafe, since the returned value is manipulable. It is up to the caller to ensure safety. * * This is because this function calculates the invariant, which requires the state of the pool to be in sync * with the state of the Vault. That condition may not be true in the middle of a join or an exit. * * To call this function safely, attempt to trigger the reentrancy guard in the Vault by calling a non-reentrant * function before calling `getActualSupply`. That will make the transaction revert in an unsafe context. * (See `whenNotInVaultContext` in `ComposableStablePoolRates`). * * See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference. */ function getActualSupply() external view returns (uint256) { (, uint256 virtualSupply, uint256 protocolFeeAmount, , ) = _getSupplyAndFeesData(); return virtualSupply.add(protocolFeeAmount); } /** * @dev This function will revert when called within a Vault context (i.e. in the middle of a join or an exit). * * This function depends on the invariant value, which may be calculated incorrectly in the middle of a join or * an exit, because the state of the pool could be out of sync with the state of the Vault. The modifier * `whenNotInVaultContext` prevents calling this function (and in turn, the external * `updateProtocolFeePercentageCache`) in such a context. * * See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference. */ function _beforeProtocolFeeCacheUpdate() internal override whenNotInVaultContext { // The `getRate()` function depends on the actual supply, which in turn depends on the cached protocol fee // percentages. Changing these would therefore result in the rate changing, which is not acceptable as this is a // sensitive value. // Because of this, we pay any due protocol fees *before* updating the cache, making it so that the new // percentages only affect future operation of the Pool, and not past fees. As a result, `getRate()` is // unaffected by the cached protocol fee percentages changing. // Given that this operation is state-changing and relatively complex, we only allow it as long as the Pool is // not paused. _ensureNotPaused(); // We need to calculate the amount of unminted BPT that represents protocol fees to then pay those. This yields // some auxiliary values that turn out to also be useful for the rest of the tasks we want to perform. ( uint256[] memory balances, , uint256 protocolFeeAmount, uint256 lastJoinExitAmp, uint256 currentInvariantWithLastJoinExitAmp ) = _getSupplyAndFeesData(); if (protocolFeeAmount > 0) { _payProtocolFees(protocolFeeAmount); } // With the fees paid, we now need to calculate the current invariant so we can store it alongside the current // amplification factor, marking the Pool as free of protocol debt. (uint256 currentAmp, ) = _getAmplificationParameter(); // It turns out that the process for due protocol fee calculation involves computing the current invariant, // except using the amplification factor at the last join or exit. This would typically not be terribly useful, // but since the amplification factor only changes rarely there is high probability of its current value being // the same as it was in the last join or exit. If that is the case, then we can skip the costly invariant // computation altogether. uint256 currentInvariant = (currentAmp == lastJoinExitAmp) ? currentInvariantWithLastJoinExitAmp : StableMath._calculateInvariant(currentAmp, balances); _updatePostJoinExit(currentAmp, currentInvariant); } /** * @dev This function will revert when called within a Vault context (i.e. in the middle of a join or an exit). * * This function depends on the invariant value, which may be calculated incorrectly in the middle of a join or * an exit, because the state of the pool could be out of sync with the state of the Vault. * * The modifier `whenNotInVaultContext` prevents calling this function (and in turn, the external * `disableRecoveryMode`) in such a context. * * See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference. */ function _onDisableRecoveryMode() internal override whenNotInVaultContext { // Enabling recovery mode short-circuits protocol fee computations, forcefully returning a zero percentage, // increasing the return value of `getRate()` and effectively forfeiting due protocol fees. // Therefore, when exiting recovery mode we store the current invariant and the amplification factor used to // compute it, marking the Pool as free of protocol debt. Otherwise it'd be possible for debt to be // retroactively accrued, which would be incorrect and could lead to the value of `getRate` decreasing. (, uint256[] memory registeredBalances, ) = getVault().getPoolTokens(getPoolId()); _upscaleArray(registeredBalances, _scalingFactors()); uint256[] memory balances = _dropBptItem(registeredBalances); (uint256 currentAmp, ) = _getAmplificationParameter(); uint256 currentInvariant = StableMath._calculateInvariant(currentAmp, balances); _updatePostJoinExit(currentAmp, currentInvariant); } // Helpers /** * @dev Mutates `amounts` by applying `mutation` with each entry in `arguments`. * * Equivalent to `amounts = amounts.map(mutation)`. */ function _mutateAmounts( uint256[] memory toMutate, uint256[] memory arguments, function(uint256, uint256) pure returns (uint256) mutation ) private pure { uint256 length = toMutate.length; InputHelpers.ensureInputLengthMatch(length, arguments.length); for (uint256 i = 0; i < length; ++i) { toMutate[i] = mutation(toMutate[i], arguments[i]); } } // Permissioned functions /** * @dev Inheritance rules still require us to override this in the most derived contract, even though * it only calls super. */ function _isOwnerOnlyAction(bytes32 actionId) internal view virtual override( // Our inheritance pattern creates a small diamond that requires explicitly listing the parents here. // Each parent calls the `super` version, so linearization ensures all implementations are called. BasePool, ComposableStablePoolProtocolFees, StablePoolAmplification, ComposableStablePoolRates ) returns (bool) { return super._isOwnerOnlyAction(actionId); } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; /** * @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: GPL-3.0-or-later // 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 ^0.7.0; interface IAuthentication { /** * @dev Returns the action identifier associated with the external function described by `selector`. */ function getActionId(bytes4 selector) external view returns (bytes32); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; /** * @dev Interface for the SignatureValidator helper, used to support meta-transactions. */ interface ISignaturesValidator { /** * @dev Returns the EIP712 domain separator. */ function getDomainSeparator() external view returns (bytes32); /** * @dev Returns the next nonce used by an address to sign messages. */ function getNextNonce(address user) external view returns (uint256); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; /** * @dev Interface for the TemporarilyPausable helper. */ interface ITemporarilyPausable { /** * @dev Emitted every time the pause state changes by `_setPaused`. */ event PausedStateChanged(bool paused); /** * @dev Returns the current paused state. */ function getPausedState() external view returns ( bool paused, uint256 pauseWindowEndTime, uint256 bufferPeriodEndTime ); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "../openzeppelin/IERC20.sol"; /** * @dev Interface for WETH9. * See https://github.com/gnosis/canonical-weth/blob/0dd1ea3e295eef916d0c6223ec63141137d22d67/contracts/WETH9.sol */ interface IWETH is IERC20 { function deposit() external payable; function withdraw(uint256 amount) external; } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; /** * @dev This is an empty interface used to represent either ERC20-conforming token contracts or ETH (using the zero * address sentinel value). We're just relying on the fact that `interface` can be used to declare new address-like * types. * * This concept is unrelated to a Pool's Asset Managers. */ interface IAsset { // solhint-disable-previous-line no-empty-blocks } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; interface IAuthorizer { /** * @dev Returns true if `account` can perform the action described by `actionId` in the contract `where`. */ function canPerform( bytes32 actionId, address account, address where ) external view returns (bool); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; // Inspired by Aave Protocol's IFlashLoanReceiver. import "../solidity-utils/openzeppelin/IERC20.sol"; interface IFlashLoanRecipient { /** * @dev When `flashLoan` is called on the Vault, it invokes the `receiveFlashLoan` hook on the recipient. * * At the time of the call, the Vault will have transferred `amounts` for `tokens` to the recipient. Before this * call returns, the recipient must have transferred `amounts` plus `feeAmounts` for each token back to the * Vault, or else the entire flash loan will revert. * * `userData` is the same value passed in the `IVault.flashLoan` call. */ function receiveFlashLoan( IERC20[] memory tokens, uint256[] memory amounts, uint256[] memory feeAmounts, bytes memory userData ) external; } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../solidity-utils/openzeppelin/IERC20.sol"; import "./IVault.sol"; import "./IAuthorizer.sol"; interface IProtocolFeesCollector { event SwapFeePercentageChanged(uint256 newSwapFeePercentage); event FlashLoanFeePercentageChanged(uint256 newFlashLoanFeePercentage); function withdrawCollectedFees( IERC20[] calldata tokens, uint256[] calldata amounts, address recipient ) external; function setSwapFeePercentage(uint256 newSwapFeePercentage) external; function setFlashLoanFeePercentage(uint256 newFlashLoanFeePercentage) external; function getSwapFeePercentage() external view returns (uint256); function getFlashLoanFeePercentage() external view returns (uint256); function getCollectedFeeAmounts(IERC20[] memory tokens) external view returns (uint256[] memory feeAmounts); function getAuthorizer() external view returns (IAuthorizer); function vault() external view returns (IVault); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; /** * @dev Source of truth for all Protocol Fee percentages, that is, how much the protocol charges certain actions. Some * of these values may also be retrievable from other places (such as the swap fee percentage), but this is the * preferred source nonetheless. */ interface IProtocolFeePercentagesProvider { // All fee percentages are 18-decimal fixed point numbers, so e.g. 1e18 = 100% and 1e16 = 1%. // Emitted when a new fee type is registered. event ProtocolFeeTypeRegistered(uint256 indexed feeType, string name, uint256 maximumPercentage); // Emitted when the value of a fee type changes. // IMPORTANT: it is possible for a third party to modify the SWAP and FLASH_LOAN fee type values directly in the // ProtocolFeesCollector, which will result in this event not being emitted despite their value changing. Such usage // of the ProtocolFeesCollector is however discouraged: all state-changing interactions with it should originate in // this contract. event ProtocolFeePercentageChanged(uint256 indexed feeType, uint256 percentage); /** * @dev Registers a new fee type in the system, making it queryable via `getFeeTypePercentage` and `getFeeTypeName`, * as well as configurable via `setFeeTypePercentage`. * * `feeType` can be any arbitrary value (that is not in use). * * It is not possible to de-register fee types, nor change their name or maximum value. */ function registerFeeType( uint256 feeType, string memory name, uint256 maximumValue, uint256 initialValue ) external; /** * @dev Returns true if `feeType` has been registered and can be queried. */ function isValidFeeType(uint256 feeType) external view returns (bool); /** * @dev Returns true if `value` is a valid percentage value for `feeType`. */ function isValidFeeTypePercentage(uint256 feeType, uint256 value) external view returns (bool); /** * @dev Sets the percentage value for `feeType` to `newValue`. * * IMPORTANT: it is possible for a third party to modify the SWAP and FLASH_LOAN fee type values directly in the * ProtocolFeesCollector, without invoking this function. This will result in the `ProtocolFeePercentageChanged` * event not being emitted despite their value changing. Such usage of the ProtocolFeesCollector is however * discouraged: only this contract should be granted permission to call `setSwapFeePercentage` and * `setFlashLoanFeePercentage`. */ function setFeeTypePercentage(uint256 feeType, uint256 newValue) external; /** * @dev Returns the current percentage value for `feeType`. This is the preferred mechanism for querying these - * whenever possible, use this fucntion instead of e.g. querying the ProtocolFeesCollector. */ function getFeeTypePercentage(uint256 feeType) external view returns (uint256); /** * @dev Returns `feeType`'s maximum value. */ function getFeeTypeMaximumPercentage(uint256 feeType) external view returns (uint256); /** * @dev Returns `feeType`'s name. */ function getFeeTypeName(uint256 feeType) external view returns (string memory); } library ProtocolFeeType { // This list is not exhaustive - more fee types can be added to the system. It is expected for this list to be // extended with new fee types as they are registered, to keep them all in one place and reduce // likelihood of user error. // solhint-disable private-vars-leading-underscore uint256 internal constant SWAP = 0; uint256 internal constant FLASH_LOAN = 1; uint256 internal constant YIELD = 2; uint256 internal constant AUM = 3; // solhint-enable private-vars-leading-underscore } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; // solhint-disable /** * @dev Reverts if `condition` is false, with a revert reason containing `errorCode`. Only codes up to 999 are * supported. * Uses the default 'BAL' prefix for the error code */ function _require(bool condition, uint256 errorCode) pure { if (!condition) _revert(errorCode); } /** * @dev Reverts if `condition` is false, with a revert reason containing `errorCode`. Only codes up to 999 are * supported. */ function _require(bool condition, uint256 errorCode, bytes3 prefix) pure { if (!condition) _revert(errorCode, prefix); } /** * @dev Reverts with a revert reason containing `errorCode`. Only codes up to 999 are supported. * Uses the default 'BAL' prefix for the error code */ function _revert(uint256 errorCode) pure { _revert(errorCode, 0x42414c); // This is the raw byte representation of "BAL" } /** * @dev Reverts with a revert reason containing `errorCode`. Only codes up to 999 are supported. */ function _revert(uint256 errorCode, bytes3 prefix) pure { uint256 prefixUint = uint256(uint24(prefix)); // We're going to dynamically create a revert string based on the error code, with the following format: // 'BAL#{errorCode}' // where the code is left-padded with zeroes to three digits (so they range from 000 to 999). // // We don't have revert strings embedded in the contract to save bytecode size: it takes much less space to store a // number (8 to 16 bits) than the individual string characters. // // The dynamic string creation algorithm that follows could be implemented in Solidity, but assembly allows for a // much denser implementation, again saving bytecode size. Given this function unconditionally reverts, this is a // safe place to rely on it without worrying about how its usage might affect e.g. memory contents. assembly { // First, we need to compute the ASCII representation of the error code. We assume that it is in the 0-999 // range, so we only need to convert three digits. To convert the digits to ASCII, we add 0x30, the value for // the '0' character. let units := add(mod(errorCode, 10), 0x30) errorCode := div(errorCode, 10) let tenths := add(mod(errorCode, 10), 0x30) errorCode := div(errorCode, 10) let hundreds := add(mod(errorCode, 10), 0x30) // With the individual characters, we can now construct the full string. // We first append the '#' character (0x23) to the prefix. In the case of 'BAL', it results in 0x42414c23 ('BAL#') // Then, we shift this by 24 (to provide space for the 3 bytes of the error code), and add the // characters to it, each shifted by a multiple of 8. // The revert reason is then shifted left by 200 bits (256 minus the length of the string, 7 characters * 8 bits // per character = 56) to locate it in the most significant part of the 256 slot (the beginning of a byte // array). let formattedPrefix := shl(24, add(0x23, shl(8, prefixUint))) let revertReason := shl(200, add(formattedPrefix, add(add(units, shl(8, tenths)), shl(16, hundreds)))) // We can now encode the reason in memory, which can be safely overwritten as we're about to revert. The encoded // message will have the following layout: // [ revert reason identifier ] [ string location offset ] [ string length ] [ string contents ] // The Solidity revert reason identifier is 0x08c739a0, the function selector of the Error(string) function. We // also write zeroes to the next 28 bytes of memory, but those are about to be overwritten. mstore(0x0, 0x08c379a000000000000000000000000000000000000000000000000000000000) // Next is the offset to the location of the string, which will be placed immediately after (20 bytes away). mstore(0x04, 0x0000000000000000000000000000000000000000000000000000000000000020) // The string length is fixed: 7 characters. mstore(0x24, 7) // Finally, the string itself is stored. mstore(0x44, revertReason) // Even if the string is only 7 bytes long, we need to return a full 32 byte slot containing it. The length of // the encoded message is therefore 4 + 32 + 32 + 32 = 100. revert(0, 100) } } library Errors { // Math uint256 internal constant ADD_OVERFLOW = 0; uint256 internal constant SUB_OVERFLOW = 1; uint256 internal constant SUB_UNDERFLOW = 2; uint256 internal constant MUL_OVERFLOW = 3; uint256 internal constant ZERO_DIVISION = 4; uint256 internal constant DIV_INTERNAL = 5; uint256 internal constant X_OUT_OF_BOUNDS = 6; uint256 internal constant Y_OUT_OF_BOUNDS = 7; uint256 internal constant PRODUCT_OUT_OF_BOUNDS = 8; uint256 internal constant INVALID_EXPONENT = 9; // Input uint256 internal constant OUT_OF_BOUNDS = 100; uint256 internal constant UNSORTED_ARRAY = 101; uint256 internal constant UNSORTED_TOKENS = 102; uint256 internal constant INPUT_LENGTH_MISMATCH = 103; uint256 internal constant ZERO_TOKEN = 104; // Shared pools uint256 internal constant MIN_TOKENS = 200; uint256 internal constant MAX_TOKENS = 201; uint256 internal constant MAX_SWAP_FEE_PERCENTAGE = 202; uint256 internal constant MIN_SWAP_FEE_PERCENTAGE = 203; uint256 internal constant MINIMUM_BPT = 204; uint256 internal constant CALLER_NOT_VAULT = 205; uint256 internal constant UNINITIALIZED = 206; uint256 internal constant BPT_IN_MAX_AMOUNT = 207; uint256 internal constant BPT_OUT_MIN_AMOUNT = 208; uint256 internal constant EXPIRED_PERMIT = 209; uint256 internal constant NOT_TWO_TOKENS = 210; uint256 internal constant DISABLED = 211; // Pools uint256 internal constant MIN_AMP = 300; uint256 internal constant MAX_AMP = 301; uint256 internal constant MIN_WEIGHT = 302; uint256 internal constant MAX_STABLE_TOKENS = 303; uint256 internal constant MAX_IN_RATIO = 304; uint256 internal constant MAX_OUT_RATIO = 305; uint256 internal constant MIN_BPT_IN_FOR_TOKEN_OUT = 306; uint256 internal constant MAX_OUT_BPT_FOR_TOKEN_IN = 307; uint256 internal constant NORMALIZED_WEIGHT_INVARIANT = 308; uint256 internal constant INVALID_TOKEN = 309; uint256 internal constant UNHANDLED_JOIN_KIND = 310; uint256 internal constant ZERO_INVARIANT = 311; uint256 internal constant ORACLE_INVALID_SECONDS_QUERY = 312; uint256 internal constant ORACLE_NOT_INITIALIZED = 313; uint256 internal constant ORACLE_QUERY_TOO_OLD = 314; uint256 internal constant ORACLE_INVALID_INDEX = 315; uint256 internal constant ORACLE_BAD_SECS = 316; uint256 internal constant AMP_END_TIME_TOO_CLOSE = 317; uint256 internal constant AMP_ONGOING_UPDATE = 318; uint256 internal constant AMP_RATE_TOO_HIGH = 319; uint256 internal constant AMP_NO_ONGOING_UPDATE = 320; uint256 internal constant STABLE_INVARIANT_DIDNT_CONVERGE = 321; uint256 internal constant STABLE_GET_BALANCE_DIDNT_CONVERGE = 322; uint256 internal constant RELAYER_NOT_CONTRACT = 323; uint256 internal constant BASE_POOL_RELAYER_NOT_CALLED = 324; uint256 internal constant REBALANCING_RELAYER_REENTERED = 325; uint256 internal constant GRADUAL_UPDATE_TIME_TRAVEL = 326; uint256 internal constant SWAPS_DISABLED = 327; uint256 internal constant CALLER_IS_NOT_LBP_OWNER = 328; uint256 internal constant PRICE_RATE_OVERFLOW = 329; uint256 internal constant INVALID_JOIN_EXIT_KIND_WHILE_SWAPS_DISABLED = 330; uint256 internal constant WEIGHT_CHANGE_TOO_FAST = 331; uint256 internal constant LOWER_GREATER_THAN_UPPER_TARGET = 332; uint256 internal constant UPPER_TARGET_TOO_HIGH = 333; uint256 internal constant UNHANDLED_BY_LINEAR_POOL = 334; uint256 internal constant OUT_OF_TARGET_RANGE = 335; uint256 internal constant UNHANDLED_EXIT_KIND = 336; uint256 internal constant UNAUTHORIZED_EXIT = 337; uint256 internal constant MAX_MANAGEMENT_SWAP_FEE_PERCENTAGE = 338; uint256 internal constant UNHANDLED_BY_MANAGED_POOL = 339; uint256 internal constant UNHANDLED_BY_PHANTOM_POOL = 340; uint256 internal constant TOKEN_DOES_NOT_HAVE_RATE_PROVIDER = 341; uint256 internal constant INVALID_INITIALIZATION = 342; uint256 internal constant OUT_OF_NEW_TARGET_RANGE = 343; uint256 internal constant FEATURE_DISABLED = 344; uint256 internal constant UNINITIALIZED_POOL_CONTROLLER = 345; uint256 internal constant SET_SWAP_FEE_DURING_FEE_CHANGE = 346; uint256 internal constant SET_SWAP_FEE_PENDING_FEE_CHANGE = 347; uint256 internal constant CHANGE_TOKENS_DURING_WEIGHT_CHANGE = 348; uint256 internal constant CHANGE_TOKENS_PENDING_WEIGHT_CHANGE = 349; uint256 internal constant MAX_WEIGHT = 350; uint256 internal constant UNAUTHORIZED_JOIN = 351; uint256 internal constant MAX_MANAGEMENT_AUM_FEE_PERCENTAGE = 352; uint256 internal constant FRACTIONAL_TARGET = 353; // Lib uint256 internal constant REENTRANCY = 400; uint256 internal constant SENDER_NOT_ALLOWED = 401; uint256 internal constant PAUSED = 402; uint256 internal constant PAUSE_WINDOW_EXPIRED = 403; uint256 internal constant MAX_PAUSE_WINDOW_DURATION = 404; uint256 internal constant MAX_BUFFER_PERIOD_DURATION = 405; uint256 internal constant INSUFFICIENT_BALANCE = 406; uint256 internal constant INSUFFICIENT_ALLOWANCE = 407; uint256 internal constant ERC20_TRANSFER_FROM_ZERO_ADDRESS = 408; uint256 internal constant ERC20_TRANSFER_TO_ZERO_ADDRESS = 409; uint256 internal constant ERC20_MINT_TO_ZERO_ADDRESS = 410; uint256 internal constant ERC20_BURN_FROM_ZERO_ADDRESS = 411; uint256 internal constant ERC20_APPROVE_FROM_ZERO_ADDRESS = 412; uint256 internal constant ERC20_APPROVE_TO_ZERO_ADDRESS = 413; uint256 internal constant ERC20_TRANSFER_EXCEEDS_ALLOWANCE = 414; uint256 internal constant ERC20_DECREASED_ALLOWANCE_BELOW_ZERO = 415; uint256 internal constant ERC20_TRANSFER_EXCEEDS_BALANCE = 416; uint256 internal constant ERC20_BURN_EXCEEDS_ALLOWANCE = 417; uint256 internal constant SAFE_ERC20_CALL_FAILED = 418; uint256 internal constant ADDRESS_INSUFFICIENT_BALANCE = 419; uint256 internal constant ADDRESS_CANNOT_SEND_VALUE = 420; uint256 internal constant SAFE_CAST_VALUE_CANT_FIT_INT256 = 421; uint256 internal constant GRANT_SENDER_NOT_ADMIN = 422; uint256 internal constant REVOKE_SENDER_NOT_ADMIN = 423; uint256 internal constant RENOUNCE_SENDER_NOT_ALLOWED = 424; uint256 internal constant BUFFER_PERIOD_EXPIRED = 425; uint256 internal constant CALLER_IS_NOT_OWNER = 426; uint256 internal constant NEW_OWNER_IS_ZERO = 427; uint256 internal constant CODE_DEPLOYMENT_FAILED = 428; uint256 internal constant CALL_TO_NON_CONTRACT = 429; uint256 internal constant LOW_LEVEL_CALL_FAILED = 430; uint256 internal constant NOT_PAUSED = 431; uint256 internal constant ADDRESS_ALREADY_ALLOWLISTED = 432; uint256 internal constant ADDRESS_NOT_ALLOWLISTED = 433; uint256 internal constant ERC20_BURN_EXCEEDS_BALANCE = 434; uint256 internal constant INVALID_OPERATION = 435; uint256 internal constant CODEC_OVERFLOW = 436; uint256 internal constant IN_RECOVERY_MODE = 437; uint256 internal constant NOT_IN_RECOVERY_MODE = 438; uint256 internal constant INDUCED_FAILURE = 439; uint256 internal constant EXPIRED_SIGNATURE = 440; uint256 internal constant MALFORMED_SIGNATURE = 441; uint256 internal constant SAFE_CAST_VALUE_CANT_FIT_UINT64 = 442; uint256 internal constant UNHANDLED_FEE_TYPE = 443; // Vault uint256 internal constant INVALID_POOL_ID = 500; uint256 internal constant CALLER_NOT_POOL = 501; uint256 internal constant SENDER_NOT_ASSET_MANAGER = 502; uint256 internal constant USER_DOESNT_ALLOW_RELAYER = 503; uint256 internal constant INVALID_SIGNATURE = 504; uint256 internal constant EXIT_BELOW_MIN = 505; uint256 internal constant JOIN_ABOVE_MAX = 506; uint256 internal constant SWAP_LIMIT = 507; uint256 internal constant SWAP_DEADLINE = 508; uint256 internal constant CANNOT_SWAP_SAME_TOKEN = 509; uint256 internal constant UNKNOWN_AMOUNT_IN_FIRST_SWAP = 510; uint256 internal constant MALCONSTRUCTED_MULTIHOP_SWAP = 511; uint256 internal constant INTERNAL_BALANCE_OVERFLOW = 512; uint256 internal constant INSUFFICIENT_INTERNAL_BALANCE = 513; uint256 internal constant INVALID_ETH_INTERNAL_BALANCE = 514; uint256 internal constant INVALID_POST_LOAN_BALANCE = 515; uint256 internal constant INSUFFICIENT_ETH = 516; uint256 internal constant UNALLOCATED_ETH = 517; uint256 internal constant ETH_TRANSFER = 518; uint256 internal constant CANNOT_USE_ETH_SENTINEL = 519; uint256 internal constant TOKENS_MISMATCH = 520; uint256 internal constant TOKEN_NOT_REGISTERED = 521; uint256 internal constant TOKEN_ALREADY_REGISTERED = 522; uint256 internal constant TOKENS_ALREADY_SET = 523; uint256 internal constant TOKENS_LENGTH_MUST_BE_2 = 524; uint256 internal constant NONZERO_TOKEN_BALANCE = 525; uint256 internal constant BALANCE_TOTAL_OVERFLOW = 526; uint256 internal constant POOL_NO_TOKENS = 527; uint256 internal constant INSUFFICIENT_FLASH_LOAN_BALANCE = 528; // Fees uint256 internal constant SWAP_FEE_PERCENTAGE_TOO_HIGH = 600; uint256 internal constant FLASH_LOAN_FEE_PERCENTAGE_TOO_HIGH = 601; uint256 internal constant INSUFFICIENT_FLASH_LOAN_FEE_AMOUNT = 602; uint256 internal constant AUM_FEE_PERCENTAGE_TOO_HIGH = 603; // Misc uint256 internal constant UNIMPLEMENTED = 998; uint256 internal constant SHOULD_NOT_HAPPEN = 999; } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/IAuthentication.sol"; /** * @dev Building block for performing access control on external functions. * * This contract is used via the `authenticate` modifier (or the `_authenticateCaller` function), which can be applied * to external functions to only make them callable by authorized accounts. * * Derived contracts must implement the `_canPerform` function, which holds the actual access control logic. */ abstract contract Authentication is IAuthentication { bytes32 private immutable _actionIdDisambiguator; /** * @dev The main purpose of the `actionIdDisambiguator` is to prevent accidental function selector collisions in * multi contract systems. * * There are two main uses for it: * - if the contract is a singleton, any unique identifier can be used to make the associated action identifiers * unique. The contract's own address is a good option. * - if the contract belongs to a family that shares action identifiers for the same functions, an identifier * shared by the entire family (and no other contract) should be used instead. */ constructor(bytes32 actionIdDisambiguator) { _actionIdDisambiguator = actionIdDisambiguator; } /** * @dev Reverts unless the caller is allowed to call this function. Should only be applied to external functions. */ modifier authenticate() { _authenticateCaller(); _; } /** * @dev Reverts unless the caller is allowed to call the entry point function. */ function _authenticateCaller() internal view { bytes32 actionId = getActionId(msg.sig); _require(_canPerform(actionId, msg.sender), Errors.SENDER_NOT_ALLOWED); } function getActionId(bytes4 selector) public view override returns (bytes32) { // Each external function is dynamically assigned an action identifier as the hash of the disambiguator and the // function selector. Disambiguation is necessary to avoid potential collisions in the function selectors of // multiple contracts. return keccak256(abi.encodePacked(_actionIdDisambiguator, selector)); } function _canPerform(bytes32 actionId, address user) internal view virtual returns (bool); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; library StablePoolUserData { enum JoinKind { INIT, EXACT_TOKENS_IN_FOR_BPT_OUT, TOKEN_IN_FOR_EXACT_BPT_OUT, ALL_TOKENS_IN_FOR_EXACT_BPT_OUT } enum ExitKind { EXACT_BPT_IN_FOR_ONE_TOKEN_OUT, BPT_IN_FOR_EXACT_TOKENS_OUT, EXACT_BPT_IN_FOR_ALL_TOKENS_OUT } function joinKind(bytes memory self) internal pure returns (JoinKind) { return abi.decode(self, (JoinKind)); } function exitKind(bytes memory self) internal pure returns (ExitKind) { return abi.decode(self, (ExitKind)); } // Joins function initialAmountsIn(bytes memory self) internal pure returns (uint256[] memory amountsIn) { (, amountsIn) = abi.decode(self, (JoinKind, uint256[])); } function exactTokensInForBptOut(bytes memory self) internal pure returns (uint256[] memory amountsIn, uint256 minBPTAmountOut) { (, amountsIn, minBPTAmountOut) = abi.decode(self, (JoinKind, uint256[], uint256)); } function tokenInForExactBptOut(bytes memory self) internal pure returns (uint256 bptAmountOut, uint256 tokenIndex) { (, bptAmountOut, tokenIndex) = abi.decode(self, (JoinKind, uint256, uint256)); } function allTokensInForExactBptOut(bytes memory self) internal pure returns (uint256 bptAmountOut) { (, bptAmountOut) = abi.decode(self, (JoinKind, uint256)); } // Exits function exactBptInForTokenOut(bytes memory self) internal pure returns (uint256 bptAmountIn, uint256 tokenIndex) { (, bptAmountIn, tokenIndex) = abi.decode(self, (ExitKind, uint256, uint256)); } function exactBptInForTokensOut(bytes memory self) internal pure returns (uint256 bptAmountIn) { (, bptAmountIn) = abi.decode(self, (ExitKind, uint256)); } function bptInForExactTokensOut(bytes memory self) internal pure returns (uint256[] memory amountsOut, uint256 maxBPTAmountIn) { (, amountsOut, maxBPTAmountIn) = abi.decode(self, (ExitKind, uint256[], uint256)); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; interface IRateProvider { /** * @dev Returns an 18 decimal fixed point number that is the exchange rate of the token to some other underlying * token. The meaning of this rate depends on the context. */ function getRate() external view returns (uint256); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; import "./LogExpMath.sol"; /* solhint-disable private-vars-leading-underscore */ library FixedPoint { uint256 internal constant ONE = 1e18; // 18 decimal places uint256 internal constant TWO = 2 * ONE; uint256 internal constant FOUR = 4 * ONE; uint256 internal constant MAX_POW_RELATIVE_ERROR = 10000; // 10^(-14) // Minimum base for the power function when the exponent is 'free' (larger than ONE). uint256 internal constant MIN_POW_BASE_FREE_EXPONENT = 0.7e18; function add(uint256 a, uint256 b) internal pure returns (uint256) { // Fixed Point addition is the same as regular checked addition uint256 c = a + b; _require(c >= a, Errors.ADD_OVERFLOW); return c; } function sub(uint256 a, uint256 b) internal pure returns (uint256) { // Fixed Point addition is the same as regular checked addition _require(b <= a, Errors.SUB_OVERFLOW); uint256 c = a - b; return c; } function mulDown(uint256 a, uint256 b) internal pure returns (uint256) { uint256 product = a * b; _require(a == 0 || product / a == b, Errors.MUL_OVERFLOW); return product / ONE; } function mulUp(uint256 a, uint256 b) internal pure returns (uint256) { uint256 product = a * b; _require(a == 0 || product / a == b, Errors.MUL_OVERFLOW); if (product == 0) { return 0; } else { // The traditional divUp formula is: // divUp(x, y) := (x + y - 1) / y // To avoid intermediate overflow in the addition, we distribute the division and get: // divUp(x, y) := (x - 1) / y + 1 // Note that this requires x != 0, which we already tested for. return ((product - 1) / ONE) + 1; } } function divDown(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); if (a == 0) { return 0; } else { uint256 aInflated = a * ONE; _require(aInflated / a == ONE, Errors.DIV_INTERNAL); // mul overflow return aInflated / b; } } function divUp(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); if (a == 0) { return 0; } else { uint256 aInflated = a * ONE; _require(aInflated / a == ONE, Errors.DIV_INTERNAL); // mul overflow // The traditional divUp formula is: // divUp(x, y) := (x + y - 1) / y // To avoid intermediate overflow in the addition, we distribute the division and get: // divUp(x, y) := (x - 1) / y + 1 // Note that this requires x != 0, which we already tested for. return ((aInflated - 1) / b) + 1; } } /** * @dev Returns x^y, assuming both are fixed point numbers, rounding down. The result is guaranteed to not be above * the true value (that is, the error function expected - actual is always positive). */ function powDown(uint256 x, uint256 y) internal pure returns (uint256) { // Optimize for when y equals 1.0, 2.0 or 4.0, as those are very simple to implement and occur often in 50/50 // and 80/20 Weighted Pools if (y == ONE) { return x; } else if (y == TWO) { return mulDown(x, x); } else if (y == FOUR) { uint256 square = mulDown(x, x); return mulDown(square, square); } else { uint256 raw = LogExpMath.pow(x, y); uint256 maxError = add(mulUp(raw, MAX_POW_RELATIVE_ERROR), 1); if (raw < maxError) { return 0; } else { return sub(raw, maxError); } } } /** * @dev Returns x^y, assuming both are fixed point numbers, rounding up. The result is guaranteed to not be below * the true value (that is, the error function expected - actual is always negative). */ function powUp(uint256 x, uint256 y) internal pure returns (uint256) { // Optimize for when y equals 1.0, 2.0 or 4.0, as those are very simple to implement and occur often in 50/50 // and 80/20 Weighted Pools if (y == ONE) { return x; } else if (y == TWO) { return mulUp(x, x); } else if (y == FOUR) { uint256 square = mulUp(x, x); return mulUp(square, square); } else { uint256 raw = LogExpMath.pow(x, y); uint256 maxError = add(mulUp(raw, MAX_POW_RELATIVE_ERROR), 1); return add(raw, maxError); } } /** * @dev Returns the complement of a value (1 - x), capped to 0 if x is larger than 1. * * Useful when computing the complement for values with some level of relative error, as it strips this error and * prevents intermediate negative values. */ function complement(uint256 x) internal pure returns (uint256) { return (x < ONE) ? (ONE - x) : 0; } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; /** * @dev Wrappers over Solidity's arithmetic operations with added overflow checks. * Adapted from OpenZeppelin's SafeMath library. */ library Math { /** * @dev Returns the absolute value of a signed integer. */ function abs(int256 a) internal pure returns (uint256) { return a > 0 ? uint256(a) : uint256(-a); } /** * @dev Returns the addition of two unsigned integers of 256 bits, reverting on overflow. */ function add(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a + b; _require(c >= a, Errors.ADD_OVERFLOW); return c; } /** * @dev Returns the addition of two signed integers, reverting on overflow. */ function add(int256 a, int256 b) internal pure returns (int256) { int256 c = a + b; _require((b >= 0 && c >= a) || (b < 0 && c < a), Errors.ADD_OVERFLOW); return c; } /** * @dev Returns the subtraction of two unsigned integers of 256 bits, reverting on overflow. */ function sub(uint256 a, uint256 b) internal pure returns (uint256) { _require(b <= a, Errors.SUB_OVERFLOW); uint256 c = a - b; return c; } /** * @dev Returns the subtraction of two signed integers, reverting on overflow. */ function sub(int256 a, int256 b) internal pure returns (int256) { int256 c = a - b; _require((b >= 0 && c <= a) || (b < 0 && c > a), Errors.SUB_OVERFLOW); return c; } /** * @dev Returns the largest of two numbers of 256 bits. */ function max(uint256 a, uint256 b) internal pure returns (uint256) { return a >= b ? a : b; } /** * @dev Returns the smallest of two numbers of 256 bits. */ function min(uint256 a, uint256 b) internal pure returns (uint256) { return a < b ? a : b; } function mul(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a * b; _require(a == 0 || c / a == b, Errors.MUL_OVERFLOW); return c; } function div( uint256 a, uint256 b, bool roundUp ) internal pure returns (uint256) { return roundUp ? divUp(a, b) : divDown(a, b); } function divDown(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); return a / b; } function divUp(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); if (a == 0) { return 0; } else { return 1 + (a - 1) / b; } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/openzeppelin/IERC20.sol"; import "@balancer-labs/v2-interfaces/contracts/vault/IAsset.sol"; // solhint-disable function _asIAsset(IERC20[] memory tokens) pure returns (IAsset[] memory assets) { // solhint-disable-next-line no-inline-assembly assembly { assets := tokens } } function _sortTokens( IERC20 tokenA, IERC20 tokenB, IERC20 tokenC ) pure returns (IERC20[] memory tokens) { (uint256 indexTokenA, uint256 indexTokenB, uint256 indexTokenC) = _getSortedTokenIndexes(tokenA, tokenB, tokenC); tokens = new IERC20[](3); tokens[indexTokenA] = tokenA; tokens[indexTokenB] = tokenB; tokens[indexTokenC] = tokenC; } function _insertSorted(IERC20[] memory tokens, IERC20 token) pure returns (IERC20[] memory sorted) { sorted = new IERC20[](tokens.length + 1); if (tokens.length == 0) { sorted[0] = token; return sorted; } uint256 i; for (i = tokens.length; i > 0 && tokens[i - 1] > token; i--) sorted[i] = tokens[i - 1]; for (uint256 j = 0; j < i; j++) sorted[j] = tokens[j]; sorted[i] = token; } function _appendToken(IERC20[] memory tokens, IERC20 newToken) pure returns (IERC20[] memory newTokens) { uint256 numTokens = tokens.length; newTokens = new IERC20[](numTokens + 1); for (uint256 i = 0; i < numTokens; ++i) newTokens[i] = tokens[i]; newTokens[numTokens] = newToken; } function _findTokenIndex(IERC20[] memory tokens, IERC20 token) pure returns (uint256) { // Note that while we know tokens are initially sorted, we cannot assume this will hold throughout // the pool's lifetime, as pools with mutable tokens can append and remove tokens in any order. uint256 tokensLength = tokens.length; for (uint256 i = 0; i < tokensLength; i++) { if (tokens[i] == token) { return i; } } _revert(Errors.INVALID_TOKEN); } function _getSortedTokenIndexes( IERC20 tokenA, IERC20 tokenB, IERC20 tokenC ) pure returns ( uint256 indexTokenA, uint256 indexTokenB, uint256 indexTokenC ) { if (tokenA < tokenB) { if (tokenB < tokenC) { // (tokenA, tokenB, tokenC) return (0, 1, 2); } else if (tokenA < tokenC) { // (tokenA, tokenC, tokenB) return (0, 2, 1); } else { // (tokenC, tokenA, tokenB) return (1, 2, 0); } } else { // tokenB < tokenA if (tokenC < tokenB) { // (tokenC, tokenB, tokenA) return (2, 1, 0); } else if (tokenC < tokenA) { // (tokenB, tokenC, tokenA) return (2, 0, 1); } else { // (tokenB, tokenA, tokenC) return (1, 0, 2); } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/openzeppelin/IERC20.sol"; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; library InputHelpers { function ensureInputLengthMatch(uint256 a, uint256 b) internal pure { _require(a == b, Errors.INPUT_LENGTH_MISMATCH); } function ensureInputLengthMatch( uint256 a, uint256 b, uint256 c ) internal pure { _require(a == b && b == c, Errors.INPUT_LENGTH_MISMATCH); } function ensureArrayIsSorted(IERC20[] memory array) internal pure { address[] memory addressArray; // solhint-disable-next-line no-inline-assembly assembly { addressArray := array } ensureArrayIsSorted(addressArray); } function ensureArrayIsSorted(address[] memory array) internal pure { if (array.length < 2) { return; } address previous = array[0]; for (uint256 i = 1; i < array.length; ++i) { address current = array[i]; _require(previous < current, Errors.UNSORTED_ARRAY); previous = current; } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "@balancer-labs/v2-interfaces/contracts/vault/IGeneralPool.sol"; import "./BasePool.sol"; /** * @dev Extension of `BasePool`, adding a handler for `IGeneralPool.onSwap`. * * Derived contracts must call `BasePool`'s constructor, and implement `_onSwapGivenIn` and `_onSwapGivenOut` along with * `BasePool`'s virtual functions. Inheriting from this contract lets derived contracts choose the General * specialization setting. */ abstract contract BaseGeneralPool is IGeneralPool, BasePool { // Swap Hooks function onSwap( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut ) external override onlyVault(swapRequest.poolId) returns (uint256) { _beforeSwapJoinExit(); _validateIndexes(indexIn, indexOut, _getTotalTokens()); uint256[] memory scalingFactors = _scalingFactors(); return swapRequest.kind == IVault.SwapKind.GIVEN_IN ? _swapGivenIn(swapRequest, balances, indexIn, indexOut, scalingFactors) : _swapGivenOut(swapRequest, balances, indexIn, indexOut, scalingFactors); } function _swapGivenIn( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut, uint256[] memory scalingFactors ) internal virtual returns (uint256) { // Fees are subtracted before scaling, to reduce the complexity of the rounding direction analysis. swapRequest.amount = _subtractSwapFeeAmount(swapRequest.amount); _upscaleArray(balances, scalingFactors); swapRequest.amount = _upscale(swapRequest.amount, scalingFactors[indexIn]); uint256 amountOut = _onSwapGivenIn(swapRequest, balances, indexIn, indexOut); // amountOut tokens are exiting the Pool, so we round down. return _downscaleDown(amountOut, scalingFactors[indexOut]); } function _swapGivenOut( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut, uint256[] memory scalingFactors ) internal virtual returns (uint256) { _upscaleArray(balances, scalingFactors); swapRequest.amount = _upscale(swapRequest.amount, scalingFactors[indexOut]); uint256 amountIn = _onSwapGivenOut(swapRequest, balances, indexIn, indexOut); // amountIn tokens are entering the Pool, so we round up. amountIn = _downscaleUp(amountIn, scalingFactors[indexIn]); // Fees are added after scaling happens, to reduce the complexity of the rounding direction analysis. return _addSwapFeeAmount(amountIn); } /* * @dev Called when a swap with the Pool occurs, where the amount of tokens entering the Pool is known. * * Returns the amount of tokens that will be taken from the Pool in return. * * All amounts inside `swapRequest` and `balances` are upscaled. The swap fee has already been deducted from * `swapRequest.amount`. * * The return value is also considered upscaled, and will be downscaled (rounding down) before returning it to the * Vault. */ function _onSwapGivenIn( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut ) internal virtual returns (uint256); /* * @dev Called when a swap with the Pool occurs, where the amount of tokens exiting the Pool is known. * * Returns the amount of tokens that will be granted to the Pool in return. * * All amounts inside `swapRequest` and `balances` are upscaled. * * The return value is also considered upscaled, and will be downscaled (rounding up) before applying the swap fee * and returning it to the Vault. */ function _onSwapGivenOut( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut ) internal virtual returns (uint256); function _validateIndexes( uint256 indexIn, uint256 indexOut, uint256 limit ) private pure { _require(indexIn < limit && indexOut < limit, Errors.OUT_OF_BOUNDS); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol"; /** * Price rate caches are used to avoid querying the price rate for a token every time we need to work with it. It is * useful for slow changing rates, such as those that arise from interest-bearing tokens (e.g. waDAI into DAI). * * The cache data is packed into a single bytes32 value with the following structure: * [ 32 bits | 32 bits | 96 bits | 96 bits ] * [ expires | duration | old rate | current rate ] * |MSB LSB| * * 'rate' is an 18 decimal fixed point number, supporting rates of up to ~3e10. 'expires' is a Unix timestamp, and * 'duration' is expressed in seconds. */ library PriceRateCache { using WordCodec for bytes32; uint256 private constant _CURRENT_PRICE_RATE_OFFSET = 0; uint256 private constant _OLD_PRICE_RATE_OFFSET = 96; uint256 private constant _PRICE_RATE_CACHE_DURATION_OFFSET = 192; uint256 private constant _PRICE_RATE_CACHE_EXPIRES_OFFSET = 224; uint256 private constant _RATE_BIT_LENGTH = 96; uint256 private constant _DURATION_BIT_LENGTH = 32; /** * @dev Returns the current rate in the price rate cache. */ function getCurrentRate(bytes32 cache) internal pure returns (uint256) { return cache.decodeUint(_CURRENT_PRICE_RATE_OFFSET, _RATE_BIT_LENGTH); } /** * @dev Returns the old rate in the price rate cache. */ function getOldRate(bytes32 cache) internal pure returns (uint256) { return cache.decodeUint(_OLD_PRICE_RATE_OFFSET, _RATE_BIT_LENGTH); } /** * @dev Copies the current rate to the old rate. */ function updateOldRate(bytes32 cache) internal pure returns (bytes32) { return cache.insertUint(getCurrentRate(cache), _OLD_PRICE_RATE_OFFSET, _RATE_BIT_LENGTH); } /** * @dev Returns the duration of a price rate cache. */ function getDuration(bytes32 cache) internal pure returns (uint256) { return cache.decodeUint(_PRICE_RATE_CACHE_DURATION_OFFSET, _DURATION_BIT_LENGTH); } /** * @dev Returns the duration and expiration time of a price rate cache. */ function getTimestamps(bytes32 cache) internal pure returns (uint256 duration, uint256 expires) { duration = getDuration(cache); expires = cache.decodeUint(_PRICE_RATE_CACHE_EXPIRES_OFFSET, _DURATION_BIT_LENGTH); } /** * @dev Encodes rate and duration into a price rate cache. The expiration time is computed automatically, counting * from the current time. */ function updateRateAndDuration( bytes32 cache, uint256 rate, uint256 duration ) internal view returns (bytes32) { _require(rate >> _RATE_BIT_LENGTH == 0, Errors.PRICE_RATE_OVERFLOW); // solhint-disable not-rely-on-time return cache .insertUint(rate, _CURRENT_PRICE_RATE_OFFSET, _RATE_BIT_LENGTH) .insertUint(duration, _PRICE_RATE_CACHE_DURATION_OFFSET, _DURATION_BIT_LENGTH) .insertUint(block.timestamp + duration, _PRICE_RATE_CACHE_EXPIRES_OFFSET, _DURATION_BIT_LENGTH); } /** * @dev Update the current rate in a price rate cache. */ function updateCurrentRate(bytes32 cache, uint256 rate) internal pure returns (bytes32) { _require(rate >> _RATE_BIT_LENGTH == 0, Errors.PRICE_RATE_OVERFLOW); return cache.insertUint(rate, _CURRENT_PRICE_RATE_OFFSET, _RATE_BIT_LENGTH); } /** * @dev Update the duration (and expiration) in a price rate cache. */ function updateDuration(bytes32 cache, uint256 duration) internal view returns (bytes32) { return cache.insertUint(duration, _PRICE_RATE_CACHE_DURATION_OFFSET, _DURATION_BIT_LENGTH).insertUint( block.timestamp + duration, _PRICE_RATE_CACHE_EXPIRES_OFFSET, _DURATION_BIT_LENGTH ); } /** * @dev Returns rate, duration and expiration time of a price rate cache. */ function decode(bytes32 cache) internal pure returns ( uint256 rate, uint256 duration, uint256 expires ) { rate = getCurrentRate(cache); (duration, expires) = getTimestamps(cache); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/openzeppelin/IERC20.sol"; import "@balancer-labs/v2-interfaces/contracts/pool-utils/IRateProvider.sol"; import "@balancer-labs/v2-pool-utils/contracts/BasePool.sol"; import "./StableMath.sol"; abstract contract ComposableStablePoolStorage is BasePool { using FixedPoint for uint256; using WordCodec for bytes32; struct StorageParams { IERC20[] registeredTokens; IRateProvider[] tokenRateProviders; bool exemptFromYieldProtocolFeeFlag; } // This minimum refers not to the total tokens, but rather to the non-BPT tokens. The minimum value for _totalTokens // is therefore _MIN_NON_BPT_TOKENS + 1. uint256 private constant _MIN_NON_BPT_TOKENS = 2; // The Pool will register n+1 tokens, where n are the actual tokens in the Pool, and the other one is the BPT // itself. uint256 private immutable _totalTokens; // The index of BPT in the tokens and balances arrays, i.e. its index when calling IVault.registerTokens(). uint256 private immutable _bptIndex; // These are the registered tokens: one of them will be the BPT. IERC20 private immutable _token0; IERC20 private immutable _token1; IERC20 private immutable _token2; IERC20 private immutable _token3; IERC20 private immutable _token4; IERC20 private immutable _token5; // All token balances are normalized to behave as if the token had 18 decimals. We assume a token's decimals will // not change throughout its lifetime, and store the corresponding scaling factor for each at construction time. // These factors are always greater than or equal to one: tokens with more than 18 decimals are not supported. uint256 internal immutable _scalingFactor0; uint256 internal immutable _scalingFactor1; uint256 internal immutable _scalingFactor2; uint256 internal immutable _scalingFactor3; uint256 internal immutable _scalingFactor4; uint256 internal immutable _scalingFactor5; // Rate Providers accommodate tokens with a known price ratio, such as Compound's cTokens. IRateProvider internal immutable _rateProvider0; IRateProvider internal immutable _rateProvider1; IRateProvider internal immutable _rateProvider2; IRateProvider internal immutable _rateProvider3; IRateProvider internal immutable _rateProvider4; IRateProvider internal immutable _rateProvider5; // This is a bitmap which allows querying whether a token at a particular index: // - has a rate provider associated with it. // - is exempt from yield protocol fees. // This is required as the data stored in this bitmap is computed from values in immutable storage, // without this bitmap we would have to manually search through token by token to reach these values. // The data structure is as follows: // // [ unused | rate provider flags | exemption flags ] // [ 244 bits | 6 bits | 6 bits ] bytes32 private immutable _rateProviderInfoBitmap; // Indicates whether all the tokens from the pool are exempt from yield protocol fee or not. bool private immutable _exemptFromYieldProtocolFee; uint256 private constant _RATE_PROVIDER_FLAGS_OFFSET = 6; constructor(StorageParams memory params) { // BasePool checks that the Pool has at least two tokens, but since one of them is the BPT (this contract), we // need to check ourselves that there are at least creator-supplied tokens (i.e. the minimum number of total // tokens for this contract is actually three, including the BPT). uint256 totalTokens = params.registeredTokens.length; _require(totalTokens > _MIN_NON_BPT_TOKENS, Errors.MIN_TOKENS); InputHelpers.ensureInputLengthMatch(totalTokens - 1, params.tokenRateProviders.length); _totalTokens = totalTokens; // Immutable variables cannot be initialized inside an if statement, so we must do conditional assignments _token0 = params.registeredTokens[0]; _token1 = params.registeredTokens[1]; _token2 = params.registeredTokens[2]; _token3 = totalTokens > 3 ? params.registeredTokens[3] : IERC20(0); _token4 = totalTokens > 4 ? params.registeredTokens[4] : IERC20(0); _token5 = totalTokens > 5 ? params.registeredTokens[5] : IERC20(0); _scalingFactor0 = _computeScalingFactor(params.registeredTokens[0]); _scalingFactor1 = _computeScalingFactor(params.registeredTokens[1]); _scalingFactor2 = _computeScalingFactor(params.registeredTokens[2]); _scalingFactor3 = totalTokens > 3 ? _computeScalingFactor(params.registeredTokens[3]) : 0; _scalingFactor4 = totalTokens > 4 ? _computeScalingFactor(params.registeredTokens[4]) : 0; _scalingFactor5 = totalTokens > 5 ? _computeScalingFactor(params.registeredTokens[5]) : 0; // The Vault keeps track of all Pool tokens in a specific order: we need to know what the index of BPT is in // this ordering to be able to identify it when balances arrays are received. Since the tokens array is sorted, // we need to find the correct BPT index in the array returned by `_insertSorted()`. // See `IVault.getPoolTokens()` for more information regarding token ordering. uint256 bptIndex; for ( bptIndex = params.registeredTokens.length - 1; bptIndex > 0 && params.registeredTokens[bptIndex] > IERC20(this); bptIndex-- ) { // solhint-disable-previous-line no-empty-blocks } _bptIndex = bptIndex; // The rate providers are stored as immutable state variables, and for simplicity when accessing those we'll // reference them by token index in the full base tokens plus BPT set (i.e. the tokens the Pool registers). Due // to immutable variables requiring an explicit assignment instead of defaulting to an empty value, it is // simpler to create a new memory array with the values we want to assign to the immutable state variables. IRateProvider[] memory rateProviders = new IRateProvider[](params.registeredTokens.length); bytes32 rateProviderInfoBitmap; // The exemptFromYieldFlag should never be set on a token without a rate provider. // This would cause division by zero errors downstream. for (uint256 i = 0; i < params.registeredTokens.length; ++i) { if (i < bptIndex) { rateProviders[i] = params.tokenRateProviders[i]; } else if (i != bptIndex) { rateProviders[i] = params.tokenRateProviders[i - 1]; } else { // do nothing for i == bptIndex continue; } // Store whether token has rate provider rateProviderInfoBitmap = rateProviderInfoBitmap.insertBool( rateProviders[i] != IRateProvider(0), _RATE_PROVIDER_FLAGS_OFFSET + i ); // Store whether token is exempt from yield fees (only with rate providers). if (params.exemptFromYieldProtocolFeeFlag && rateProviders[i] != IRateProvider(0)) { rateProviderInfoBitmap = rateProviderInfoBitmap.insertBool(true, i); } } // Either all tokens are exempt, or none of them are. This is defined by the input parameter. _exemptFromYieldProtocolFee = params.exemptFromYieldProtocolFeeFlag; // Immutable variables cannot be initialized inside an if statement, so we must do conditional assignments _rateProvider0 = rateProviders[0]; _rateProvider1 = rateProviders[1]; _rateProvider2 = rateProviders[2]; _rateProvider3 = (rateProviders.length > 3) ? rateProviders[3] : IRateProvider(0); _rateProvider4 = (rateProviders.length > 4) ? rateProviders[4] : IRateProvider(0); _rateProvider5 = (rateProviders.length > 5) ? rateProviders[5] : IRateProvider(0); _rateProviderInfoBitmap = rateProviderInfoBitmap; } // Tokens function _getTotalTokens() internal view virtual override returns (uint256) { return _totalTokens; } function _getMaxTokens() internal pure override returns (uint256) { // The BPT will be one of the Pool tokens, but it is unaffected by the Stable 5 token limit. return StableMath._MAX_STABLE_TOKENS + 1; } function getBptIndex() public view returns (uint256) { return _bptIndex; } function _getTokenIndex(IERC20 token) internal view returns (uint256) { if (token == _token0) return 0; if (token == _token1) return 1; if (token == _token2) return 2; if (token == _token3) return 3; if (token == _token4) return 4; if (token == _token5) return 5; _revert(Errors.INVALID_TOKEN); } function _scalingFactor(IERC20) internal view virtual override returns (uint256) { // We never use a single token's scaling factor by itself, we always process the entire array at once. // Therefore we don't bother providing an implementation for this. _revert(Errors.UNIMPLEMENTED); } // Index helpers // Convert from an index into an array including BPT (the Vault's registered token list), to an index // into an array excluding BPT (usually from user input, such as amountsIn/Out). // `index` must not be the BPT token index itself. function _skipBptIndex(uint256 index) internal view returns (uint256) { // Currently this is never called with an index passed in from user input, so this check // should not be necessary. Included for completion (and future proofing). _require(index != getBptIndex(), Errors.OUT_OF_BOUNDS); return index < getBptIndex() ? index : index.sub(1); } /** * @dev Remove the item at `_bptIndex` from an arbitrary array (e.g., amountsIn). */ function _dropBptItem(uint256[] memory amounts) internal view returns (uint256[] memory) { uint256[] memory amountsWithoutBpt = new uint256[](amounts.length - 1); for (uint256 i = 0; i < amountsWithoutBpt.length; i++) { amountsWithoutBpt[i] = amounts[i < getBptIndex() ? i : i + 1]; } return amountsWithoutBpt; } /** * @dev Same as `_dropBptItem`, except the virtual supply is also returned, and `balances` is assumed to be the * current Pool balances (including BPT). */ function _dropBptItemFromBalances(uint256[] memory registeredBalances) internal view returns (uint256, uint256[] memory) { return (_getVirtualSupply(registeredBalances[getBptIndex()]), _dropBptItem(registeredBalances)); } // Convert from an index into an array excluding BPT (usually from user input, such as amountsIn/Out), // to an index into an array including BPT (the Vault's registered token list). // `index` must not be the BPT token index itself, if it is the last element, and the result must be // in the range of registered tokens. function _addBptIndex(uint256 index) internal view returns (uint256 registeredIndex) { // This can be called from an index passed in from user input. registeredIndex = index < getBptIndex() ? index : index.add(1); // TODO: `indexWithBpt != getBptIndex()` follows from above line and so can be removed. _require(registeredIndex < _totalTokens && registeredIndex != getBptIndex(), Errors.OUT_OF_BOUNDS); } /** * @dev Take an array of arbitrary values the size of the token set without BPT, and insert the given * bptAmount at the bptIndex location. * * The caller is responsible for ensuring the `amounts` input array is sized properly; this function * performs no checks. */ function _addBptItem(uint256[] memory amounts, uint256 bptAmount) internal view returns (uint256[] memory registeredTokenAmounts) { registeredTokenAmounts = new uint256[](amounts.length + 1); for (uint256 i = 0; i < registeredTokenAmounts.length; i++) { registeredTokenAmounts[i] = i == getBptIndex() ? bptAmount : amounts[i < getBptIndex() ? i : i - 1]; } } // Rate Providers function _getScalingFactor(uint256 index) internal view returns (uint256) { if (index == 0) return _scalingFactor0; if (index == 1) return _scalingFactor1; if (index == 2) return _scalingFactor2; if (index == 3) return _scalingFactor3; if (index == 4) return _scalingFactor4; if (index == 5) return _scalingFactor5; else { _revert(Errors.INVALID_TOKEN); } } /** * @dev Returns the rate providers configured for each token (in the same order as registered). */ function getRateProviders() external view returns (IRateProvider[] memory) { uint256 totalTokens = _getTotalTokens(); IRateProvider[] memory providers = new IRateProvider[](totalTokens); for (uint256 i = 0; i < totalTokens; ++i) { providers[i] = _getRateProvider(i); } return providers; } function _getRateProvider(uint256 index) internal view returns (IRateProvider) { if (index == 0) return _rateProvider0; if (index == 1) return _rateProvider1; if (index == 2) return _rateProvider2; if (index == 3) return _rateProvider3; if (index == 4) return _rateProvider4; if (index == 5) return _rateProvider5; else { _revert(Errors.INVALID_TOKEN); } } /** * @notice Return true if the token at this index has a rate provider */ function _hasRateProvider(uint256 tokenIndex) internal view returns (bool) { return _rateProviderInfoBitmap.decodeBool(_RATE_PROVIDER_FLAGS_OFFSET + tokenIndex); } /** * @notice Return true if all tokens are exempt from yield fees. */ function isExemptFromYieldProtocolFee() public view returns (bool) { return _exemptFromYieldProtocolFee; } /** * @dev Returns whether the token is exempt from protocol fees on the yield. * If the BPT token is passed in (which doesn't make much sense, but shouldn't fail, * since it is a valid pool token), the corresponding flag will be false. */ function isTokenExemptFromYieldProtocolFee(IERC20 token) external view returns (bool) { return _exemptFromYieldProtocolFee && _hasRateProvider(_getTokenIndex(token)); } // Virtual Supply /** * @dev Returns the number of tokens in circulation. * * WARNING: in the vast majority of cases this is not a useful value, since it does not include the debt the Pool * accrued in the form of unminted BPT for the ProtocolFeesCollector. Look into `getActualSupply()` and how that's * different. * * In other pools, this would be the same as `totalSupply`, but since this pool pre-mints BPT and holds it in the * Vault as a token, we need to subtract the Vault's balance to get the total "circulating supply". Both the * totalSupply and Vault balance can change. If users join or exit using swaps, some of the preminted BPT are * exchanged, so the Vault's balance increases after joins and decreases after exits. If users call the regular * joins/exit functions, the totalSupply can change as BPT are minted for joins or burned for exits. */ function _getVirtualSupply(uint256 bptBalance) internal view returns (uint256) { // The initial amount of BPT pre-minted is _PREMINTED_TOKEN_BALANCE, and it goes entirely to the pool balance in // the vault. So the virtualSupply (the amount of BPT supply in circulation) is defined as: // virtualSupply = totalSupply() - _balances[_bptIndex] return totalSupply().sub(bptBalance); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/openzeppelin/IERC20.sol"; import "@balancer-labs/v2-interfaces/contracts/pool-utils/IRateProvider.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/ERC20Helpers.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol"; import "@balancer-labs/v2-pool-utils/contracts/rates/PriceRateCache.sol"; import "./ComposableStablePoolStorage.sol"; abstract contract ComposableStablePoolRates is ComposableStablePoolStorage { using PriceRateCache for bytes32; using FixedPoint for uint256; struct RatesParams { IERC20[] tokens; IRateProvider[] rateProviders; uint256[] tokenRateCacheDurations; } // Token rate caches are used to avoid querying the price rate for a token every time we need to work with it. // The "old rate" field is used for precise protocol fee calculation, to ensure that token yield is only // "taxed" once. The data structure is as follows: // // [ expires | duration | old rate | current rate ] // [ uint32 | uint32 | uint96 | uint96 ] // Since we never need just one cache but all of them at once, instead of making the mapping go from token address // to cache, we go from token index (including BPT), i.e. an array. We use a mapping however instead of a native // array to skip the extra read associated with the out-of-bounds check, as we have cheaper ways to guarantee the // indices are valid. mapping(uint256 => bytes32) internal _tokenRateCaches; event TokenRateCacheUpdated(uint256 indexed tokenIndex, uint256 rate); event TokenRateProviderSet(uint256 indexed tokenIndex, IRateProvider indexed provider, uint256 cacheDuration); constructor(RatesParams memory rateParams) { InputHelpers.ensureInputLengthMatch( rateParams.tokens.length, rateParams.rateProviders.length, rateParams.tokenRateCacheDurations.length ); IERC20[] memory registeredTokens = _insertSorted(rateParams.tokens, IERC20(this)); uint256 bptIndex; for ( bptIndex = registeredTokens.length - 1; bptIndex > 0 && registeredTokens[bptIndex] > IERC20(this); bptIndex-- ) { // solhint-disable-previous-line no-empty-blocks } uint256 skipBpt = 0; for (uint256 i = 0; i < rateParams.tokens.length; i++) { if (i == bptIndex) { skipBpt = 1; } uint256 k = i + skipBpt; if (rateParams.rateProviders[i] != IRateProvider(0)) { _updateTokenRateCache(k, rateParams.rateProviders[i], rateParams.tokenRateCacheDurations[i]); emit TokenRateProviderSet(k, rateParams.rateProviders[i], rateParams.tokenRateCacheDurations[i]); // Initialize the old rates as well, in case they are referenced before the first join. _updateOldRate(k); } } } /** * @dev Ensure we are not in a Vault context when this function is called, by attempting a no-op internal * balance operation. If we are already in a Vault transaction (e.g., a swap, join, or exit), the Vault's * reentrancy protection will cause this function to revert. * * The exact function call doesn't really matter: we're just trying to trigger the Vault reentrancy check * (and not hurt anything in case it works). An empty operation array with no specific operation at all works * for that purpose, and is also the least expensive in terms of gas and bytecode size. * * Use this modifier with any function that can cause a state change in a pool and is either public itself, * or called by a public function *outside* a Vault operation (e.g., join, exit, or swap). * See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference. */ modifier whenNotInVaultContext() { _ensureNotInVaultContext(); _; } /** * @dev Reverts if called in the middle of a Vault operation; has no effect otherwise. */ function _ensureNotInVaultContext() private { IVault.UserBalanceOp[] memory noop = new IVault.UserBalanceOp[](0); getVault().manageUserBalance(noop); } /** * @dev Updates the old rate for the token at `index` (including BPT). Assumes `index` is valid. */ function _updateOldRate(uint256 index) internal { bytes32 cache = _tokenRateCaches[index]; _tokenRateCaches[index] = cache.updateOldRate(); } /** * @dev Returns the rate for a given token. All token rates are fixed-point values with 18 decimals. * If there is no rate provider for the provided token, it returns FixedPoint.ONE. */ function getTokenRate(IERC20 token) external view returns (uint256) { return _getTokenRate(_getTokenIndex(token)); } function _getTokenRate(uint256 index) internal view virtual returns (uint256) { // We optimize for the scenario where all tokens have rate providers, except the BPT (which never has a rate // provider). Therefore, we return early if `token` is the BPT, and otherwise optimistically read the cache // expecting that it will not be empty (instead of e.g. fetching the provider to avoid a cache read, since // we don't need the provider at all). if (index == getBptIndex()) { return FixedPoint.ONE; } bytes32 tokenRateCache = _tokenRateCaches[index]; return tokenRateCache == bytes32(0) ? FixedPoint.ONE : tokenRateCache.getCurrentRate(); } /** * @dev Returns the cached value for token's rate. Reverts if the token doesn't belong to the pool or has no rate * provider. */ function getTokenRateCache(IERC20 token) external view returns ( uint256 rate, uint256 oldRate, uint256 duration, uint256 expires ) { bytes32 cache = _tokenRateCaches[_getTokenIndex(token)]; // A zero cache indicates that the token doesn't have a rate provider associated with it. _require(cache != bytes32(0), Errors.TOKEN_DOES_NOT_HAVE_RATE_PROVIDER); rate = cache.getCurrentRate(); oldRate = cache.getOldRate(); (duration, expires) = cache.getTimestamps(); } /** * @dev Sets a new duration for a token rate cache. * Note this function also updates the current cached value. * * This function will revert when called within a Vault context (i.e. in the middle of a join or an exit). * * This function depends on `getRate` via the rate provider, which may be calculated incorrectly in the middle of a * join or an exit because the state of the pool could be out of sync with the state of the Vault. * * It will also revert if there was no rate provider set initially. * * See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference. * * @param duration Number of seconds until the current token rate is fetched again. */ function setTokenRateCacheDuration(IERC20 token, uint256 duration) external authenticate whenNotInVaultContext { uint256 index = _getTokenIndex(token); IRateProvider provider = _getRateProvider(index); _require(address(provider) != address(0), Errors.TOKEN_DOES_NOT_HAVE_RATE_PROVIDER); _updateTokenRateCache(index, provider, duration); emit TokenRateProviderSet(index, provider, duration); } /** * @dev Forces a rate cache hit for a token. * * This function will revert when called within a Vault context (i.e. in the middle of a join or an exit). * * This function depends on `getRate` via the rate provider, which may be calculated incorrectly in the middle of a * join or an exit because the state of the pool could be out of sync with the state of the Vault. * * It will also revert if the requested token does not have an associated rate provider. * * See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference. */ function updateTokenRateCache(IERC20 token) external whenNotInVaultContext { uint256 index = _getTokenIndex(token); IRateProvider provider = _getRateProvider(index); _require(address(provider) != address(0), Errors.TOKEN_DOES_NOT_HAVE_RATE_PROVIDER); uint256 duration = _tokenRateCaches[index].getDuration(); _updateTokenRateCache(index, provider, duration); } /** * @dev Internal function to update a token rate cache for a known provider and duration. * It trusts the given values, and does not perform any checks. */ function _updateTokenRateCache( uint256 index, IRateProvider provider, uint256 duration ) internal virtual { uint256 rate = provider.getRate(); bytes32 cache = _tokenRateCaches[index]; _tokenRateCaches[index] = cache.updateRateAndDuration(rate, duration); emit TokenRateCacheUpdated(index, rate); } /** * @dev Caches the rates of all tokens if necessary */ function _cacheTokenRatesIfNecessary() internal { uint256 totalTokens = _getTotalTokens(); for (uint256 i = 0; i < totalTokens; ++i) { _cacheTokenRateIfNecessary(i); } } /** * @dev Caches the rate for a token if necessary. It ignores the call if there is no provider set. */ function _cacheTokenRateIfNecessary(uint256 index) internal { // We optimize for the scenario where all tokens have rate providers, except the BPT (which never has a rate // provider). Therefore, we return early if token is BPT, and otherwise optimistically read the cache expecting // that it will not be empty (instead of e.g. fetching the provider to avoid a cache read in situations where // we might not need the provider if the cache is still valid). if (index == getBptIndex()) return; bytes32 cache = _tokenRateCaches[index]; if (cache != bytes32(0)) { (uint256 duration, uint256 expires) = cache.getTimestamps(); if (block.timestamp > expires) { // solhint-disable-previous-line not-rely-on-time _updateTokenRateCache(index, _getRateProvider(index), duration); } } } // To compute the yield protocol fees, we need the oldRate for all tokens, even if the exempt flag is not set. // We do need to ensure the token has a rate provider before updating; otherwise it will not be in the cache. function _updateOldRates() internal { uint256 totalTokens = _getTotalTokens(); for (uint256 i = 0; i < totalTokens; ++i) { if (_hasRateProvider(i)) _updateOldRate(i); } } /** * @dev Apply the token ratios to a set of balances, only if they have a rate provider. * The `balances` array is assumed to not include BPT to ensure that token indices align. */ function _getAdjustedBalances(uint256[] memory balances) internal view returns (uint256[] memory) { uint256 totalTokensWithoutBpt = balances.length; uint256[] memory adjustedBalances = new uint256[](totalTokensWithoutBpt); for (uint256 i = 0; i < totalTokensWithoutBpt; ++i) { uint256 skipBptIndex = i >= getBptIndex() ? i + 1 : i; adjustedBalances[i] = _hasRateProvider(skipBptIndex) ? _adjustedBalance(balances[i], _tokenRateCaches[skipBptIndex]) : balances[i]; } return adjustedBalances; } // Compute balance * oldRate/currentRate, doing division last to minimize rounding error. function _adjustedBalance(uint256 balance, bytes32 cache) private pure returns (uint256) { return Math.divDown(Math.mul(balance, cache.getOldRate()), cache.getCurrentRate()); } // Scaling Factors /** * @dev Overrides scaling factor getter to compute the tokens' rates. */ function _scalingFactors() internal view virtual override returns (uint256[] memory) { // There is no need to check the arrays length since both are based on `_getTotalTokens` uint256 totalTokens = _getTotalTokens(); uint256[] memory scalingFactors = new uint256[](totalTokens); for (uint256 i = 0; i < totalTokens; ++i) { scalingFactors[i] = _getScalingFactor(i).mulDown(_getTokenRate(i)); } return scalingFactors; } /** * @dev Overrides only owner action to allow setting the cache duration for the token rates */ function _isOwnerOnlyAction(bytes32 actionId) internal view virtual override returns (bool) { return (actionId == getActionId(this.setTokenRateCacheDuration.selector)) || super._isOwnerOnlyAction(actionId); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol"; import "@balancer-labs/v2-pool-utils/contracts/protocol-fees/ProtocolFeeCache.sol"; import "@balancer-labs/v2-pool-utils/contracts/protocol-fees/InvariantGrowthProtocolSwapFees.sol"; import "./ComposableStablePoolStorage.sol"; import "./ComposableStablePoolRates.sol"; import "./StableMath.sol"; abstract contract ComposableStablePoolProtocolFees is ComposableStablePoolStorage, ComposableStablePoolRates, ProtocolFeeCache { using FixedPoint for uint256; using WordCodec for bytes32; // To track protocol fees, we measure and store the value of the invariant after every join and exit. // All invariant growth that happens between join and exit events is due to swap fees and yield. // For selected tokens, we exclude the yield portion from the computation. // Because the invariant depends on the amplification parameter, and this value may change over time, we should only // compare invariants that were computed using the same value. We therefore store both values together. // // These values reside in the same storage slot. The amplification factor is bound by _MAX_AMP * _AMP_PRECISION, or // 5e6, which fits in 23 bits. We use all remaining bits for the invariant: this is more than enough, as the // invariant is proportional to the total supply, which is capped at 112 bits. // The data structure is as follows: // // [ last join-exit amplification | last post join-exit invariant ] // [ 23 bits | 233 bits ] bytes32 private _lastJoinExitData; uint256 private constant _LAST_POST_JOIN_EXIT_INVARIANT_OFFSET = 0; uint256 private constant _LAST_POST_JOIN_EXIT_INVARIANT_SIZE = 233; uint256 private constant _LAST_JOIN_EXIT_AMPLIFICATION_OFFSET = _LAST_POST_JOIN_EXIT_INVARIANT_OFFSET + _LAST_POST_JOIN_EXIT_INVARIANT_SIZE; uint256 private constant _LAST_JOIN_EXIT_AMPLIFICATION_SIZE = 23; /** * @dev Calculates due protocol fees originating from accumulated swap fees and yield of non-exempt tokens, pays * them by minting BPT, and returns the actual supply and current balances. * * We also return the current invariant computed using the amplification factor at the last join or exit, which can * be useful to skip computations in scenarios where the amplification factor is not changing. */ function _payProtocolFeesBeforeJoinExit( uint256[] memory registeredBalances, uint256 lastJoinExitAmp, uint256 lastPostJoinExitInvariant ) internal returns ( uint256, uint256[] memory, uint256 ) { (uint256 virtualSupply, uint256[] memory balances) = _dropBptItemFromBalances(registeredBalances); // First, we'll compute what percentage of the Pool the protocol should own due to charging protocol fees on // swap fees and yield. ( uint256 expectedProtocolOwnershipPercentage, uint256 currentInvariantWithLastJoinExitAmp ) = _getProtocolPoolOwnershipPercentage(balances, lastJoinExitAmp, lastPostJoinExitInvariant); // Now that we know what percentage of the Pool's current value the protocol should own, we can compute how // much BPT we need to mint to get to this state. Since we're going to mint BPT for the protocol, the value // of each BPT is going to be reduced as all LPs get diluted. uint256 protocolFeeAmount = ProtocolFees.bptForPoolOwnershipPercentage( virtualSupply, expectedProtocolOwnershipPercentage ); if (protocolFeeAmount > 0) { _payProtocolFees(protocolFeeAmount); } // We pay fees before a join or exit to ensure the pool is debt-free. This increases the virtual supply (making // it match the actual supply). // // For this addition to overflow, `totalSupply` would also have already overflowed. return (virtualSupply + protocolFeeAmount, balances, currentInvariantWithLastJoinExitAmp); } function _getProtocolPoolOwnershipPercentage( uint256[] memory balances, uint256 lastJoinExitAmp, uint256 lastPostJoinExitInvariant ) internal view returns (uint256, uint256) { // We compute three invariants, adjusting the balances of tokens that have rate providers by undoing the current // rate adjustment and then applying the old rate. This is equivalent to multiplying by old rate / current rate. // // In all cases we compute invariants with the last join-exit amplification factor, so that changes to the // amplification are not translated into changes to the invariant. Since amplification factor changes are both // infrequent and slow, they should have little effect on the pool balances, making this a very good // approximation. // // With this technique we obtain an invariant that does not include yield at all, meaning any growth will be due // exclusively to swap fees. We call this the 'swap fee growth invariant'. // A second invariant will exclude the yield of exempt tokens, and therefore include both swap fees and // non-exempt yield. This is called the 'non exempt growth invariant'. // Finally, a third invariant includes the yield of all tokens by using only the current rates. We call this the // 'total growth invariant', since it includes both swap fee growth, non-exempt yield growth and exempt yield // growth. If the last join-exit amplification equals the current one, this invariant equals the current // invariant. ( uint256 swapFeeGrowthInvariant, uint256 totalNonExemptGrowthInvariant, uint256 totalGrowthInvariant ) = _getGrowthInvariants(balances, lastJoinExitAmp, lastPostJoinExitInvariant); // By comparing the invariant increase attributable to each source of growth to the total growth invariant, // we can calculate how much of the current Pool value originates from that source, and then apply the // corresponding protocol fee percentage to that amount. // We have two sources of growth: swap fees, and non-exempt yield. As we illustrate graphically below: // // growth due to swap fees = (swap fee growth invariant - last post join-exit invariant) // growth due to non-exempt yield = (non-exempt growth invariant - swap fee growth invariant) // // These can be converted to additive percentages by normalizing against the total growth invariant value: // growth due to swap fees / total growth invariant = % pool ownership due from swap fees // growth due to non-exempt yield / total growth invariant = % pool ownership due from non-exempt yield // // ┌───────────────────────┐ ──┐ // │ exempt yield │ │ total growth invariant // ├───────────────────────┤ │ ──┐ // │ non-exempt yield │ │ │ non-exempt growth invariant // ├───────────────────────┤ │ │ ──┐ // │ swap fees │ │ │ │ swap fee growth invariant // ├───────────────────────┤ │ │ │ ──┐ // │ original value │ │ │ │ │ last post join-exit invariant // └───────────────────────┘ ──┘ ──┘ ──┘ ──┘ // // Each invariant should be larger than its precedessor. In case any rounding error results in them being // smaller, we adjust the subtraction to equal 0. // Note: in the unexpected scenario where the rates of the tokens shrink over time instead of growing (i.e. if // the yield is negative), the non-exempt growth invariant might actually be *smaller* than the swap fee growth // invariant, and the total growth invariant might be *smaller* than the non-exempt growth invariant. Depending // on the order in which swaps, joins/exits and rate changes happen, as well as their relative magnitudes, it is // possible for the Pool to either pay more or less protocol fees than it should. // This patched version handles these edge cases gracefully, as it 1) forcibly bounds the swap fee growth // invariant between the total growth and last post join-exit invariant; 2) enforces "all or nothing" exempt // flags, which constrains the non-exempt growth invariant to be equal to either the total growth or swap // fee growth invariant. // // Furthermore, the protocol ownership percentage is hard-coded to zero (so protocol fees will be zero), // if the total growth invariant has gone *down* since the last join or exit, which is possible if rates // declined. Together, these measures ensure protocol fee amounts will be bound by the non-manipulable // swap fee growth, or zero in any pathological situations. // If the total invariant decreased or stayed the same, there is no growth to split between swap and yield fees. if (totalGrowthInvariant <= lastPostJoinExitInvariant) { return (0, totalGrowthInvariant); } // By now, the following inequality applies: // totalGrowthInvariant >= totalNonExemptGrowthInvariant >= swapFeeGrowthInvariant >= lastPostJoinExitInvariant // So these differences are safe to execute; their lower bound is 0 and they will not overflow. uint256 swapFeeGrowthInvariantDelta = swapFeeGrowthInvariant - lastPostJoinExitInvariant; uint256 nonExemptYieldGrowthInvariantDelta = totalNonExemptGrowthInvariant - swapFeeGrowthInvariant; // We can now derive what percentage of the Pool's total value each invariant delta represents by dividing by // the total growth invariant. These values, multiplied by the protocol fee percentage for each growth type, // represent the percentage of Pool ownership the protocol should have due to each source. uint256 protocolSwapFeePercentage = swapFeeGrowthInvariantDelta.divDown(totalGrowthInvariant).mulDown( getProtocolFeePercentageCache(ProtocolFeeType.SWAP) ); uint256 protocolYieldPercentage = nonExemptYieldGrowthInvariantDelta.divDown(totalGrowthInvariant).mulDown( getProtocolFeePercentageCache(ProtocolFeeType.YIELD) ); // These percentages can then be simply added to compute the total protocol Pool ownership percentage. // This is naturally bounded above by FixedPoint.ONE so this addition cannot overflow. return (protocolSwapFeePercentage + protocolYieldPercentage, totalGrowthInvariant); } /** * @dev Returns total growth invariant and swap / yield invariant approximations. * The calculated invariants are bounded such that: * * - if totalGrowthInvariant <= lastPostJoinExitInvariant, the total value has decreased, so we can skip all * other invariant calculations and just return `totalGrowthInvariant` for all. Protocol fees should be zero * in this case, so callers using this to compute fees must also check for this, and return zero for the * protocol ownership percentage. * * - Otherwise, totalGrowthInvariant >= totalNonExemptGrowthInvariant >= * swapFeeGrowthInvariant >= lastPostJoinExitInvariant * This was previously an assumption, but is now ensured by the logic in this function. */ function _getGrowthInvariants( uint256[] memory balances, uint256 lastJoinExitAmp, uint256 lastPostJoinExitInvariant ) internal view returns ( uint256 swapFeeGrowthInvariant, uint256 totalNonExemptGrowthInvariant, uint256 totalGrowthInvariant ) { // Total growth invariant is always calculated with the current (scaled / unadjusted) balances. totalGrowthInvariant = StableMath._calculateInvariant(lastJoinExitAmp, balances); // If total invariant decreased, calculating the other approximations is unnecessary. if (totalGrowthInvariant <= lastPostJoinExitInvariant) { return (totalGrowthInvariant, totalGrowthInvariant, totalGrowthInvariant); } // Swap fee invariant is calculated with adjusted balances, to discount the yield. swapFeeGrowthInvariant = StableMath._calculateInvariant( lastJoinExitAmp, _getAdjustedBalances(balances) // Adjust all token balances with rate providers. ); // The `swapFeeGrowthInvariant` cannot ever be outside the bounds: // totalGrowthInvariant >= swapFeeGrowthInvariant >= lastPostJoinExitInvariant swapFeeGrowthInvariant = Math.min(totalGrowthInvariant, swapFeeGrowthInvariant); // Set upper bound. swapFeeGrowthInvariant = Math.max(lastPostJoinExitInvariant, swapFeeGrowthInvariant); // Set lower bound. // The only two accepted possibilities are either all tokens exempt, or none tokens exempt. // totalNonExemptGrowthInvariant will either be totalGrowthInvariant or swapFeeGrowthInvariant. // At this point, // - totalGrowthInvariant > lastPostJoinExitInvariant // - totalGrowthInvariant >= swapFeeGrowthInvariant >= lastPostJoinExitInvariant // So the complete inequality will apply by the end of this function: // totalGrowthInvariant >= totalNonExemptGrowthInvariant >= swapFeeGrowthInvariant >= lastPostJoinExitInvariant if (isExemptFromYieldProtocolFee()) { // If no tokens are charged fees on yield, then the non-exempt growth is equal to the swap fee growth - no // yield fees will be collected. totalNonExemptGrowthInvariant = swapFeeGrowthInvariant; } else { // If there are no tokens with fee-exempt yield, then the total non-exempt growth will equal the total // growth: all yield growth is non-exempt. There's also no point in adjusting balances, since we // already know none are exempt. totalNonExemptGrowthInvariant = totalGrowthInvariant; } } /** * @dev Store the latest invariant based on the adjusted balances after the join or exit, using current rates. * Also cache the amp factor, so that the invariant is not affected by amp updates between joins and exits. * * Pay protocol fees due on any current join or exit swap. */ function _updateInvariantAfterJoinExit( uint256 currentAmp, uint256[] memory balances, uint256 preJoinExitInvariant, uint256 preJoinExitSupply, uint256 postJoinExitSupply ) internal { // `_payProtocolFeesBeforeJoinExit` paid protocol fees accumulated between the previous and current // join or exit, while this code pays any protocol fees due on the current join or exit. // The amp and rates are constant during a single transaction, so it doesn't matter if there // is an ongoing amp change, and we can ignore yield. // Compute the growth ratio between the pre- and post-join/exit balances. // Note that the pre-join/exit invariant is *not* the invariant from the last join, // but computed from the balances before this particular join/exit. uint256 postJoinExitInvariant = StableMath._calculateInvariant(currentAmp, balances); // Compute the portion of the invariant increase due to fees uint256 supplyGrowthRatio = postJoinExitSupply.divDown(preJoinExitSupply); uint256 feelessInvariant = preJoinExitInvariant.mulDown(supplyGrowthRatio); // The postJoinExitInvariant should always be greater than the feelessInvariant (since the invariant and total // supply move proportionally outside of fees, which the postJoinInvariant includes and the feelessInvariant // does not). However, in the unexpected case in which due to rounding errors this is not true, we simply skip // further computation of protocol fees. if (postJoinExitInvariant > feelessInvariant) { uint256 invariantDeltaFromFees = postJoinExitInvariant - feelessInvariant; // To convert to a percentage of pool ownership, multiply by the rate, // then normalize against the final invariant uint256 protocolOwnershipPercentage = Math.divDown( Math.mul(invariantDeltaFromFees, getProtocolFeePercentageCache(ProtocolFeeType.SWAP)), postJoinExitInvariant ); if (protocolOwnershipPercentage > 0) { uint256 protocolFeeAmount = ProtocolFees.bptForPoolOwnershipPercentage( postJoinExitSupply, protocolOwnershipPercentage ); _payProtocolFees(protocolFeeAmount); } } _updatePostJoinExit(currentAmp, postJoinExitInvariant); } /** * @dev Update the stored values of the amp and final post-join/exit invariant, to reset the basis for protocol * swap fees. Also copy the current rates to the old rates, to establish the new protocol yield basis for protocol * yield fees. */ function _updatePostJoinExit(uint256 currentAmp, uint256 postJoinExitInvariant) internal { _lastJoinExitData = WordCodec.encodeUint(currentAmp, _LAST_JOIN_EXIT_AMPLIFICATION_OFFSET, _LAST_JOIN_EXIT_AMPLIFICATION_SIZE) | WordCodec.encodeUint( postJoinExitInvariant, _LAST_POST_JOIN_EXIT_INVARIANT_OFFSET, _LAST_POST_JOIN_EXIT_INVARIANT_SIZE ); _updateOldRates(); } /** * @notice Return the amplification factor and invariant as of the most recent join or exit (including BPT swaps) */ function getLastJoinExitData() public view returns (uint256 lastJoinExitAmplification, uint256 lastPostJoinExitInvariant) { bytes32 rawData = _lastJoinExitData; lastJoinExitAmplification = rawData.decodeUint( _LAST_JOIN_EXIT_AMPLIFICATION_OFFSET, _LAST_JOIN_EXIT_AMPLIFICATION_SIZE ); lastPostJoinExitInvariant = rawData.decodeUint( _LAST_POST_JOIN_EXIT_INVARIANT_OFFSET, _LAST_POST_JOIN_EXIT_INVARIANT_SIZE ); } /** * @dev Inheritance rules still require us to override this in the most derived contract, even though * it only calls super. */ function _isOwnerOnlyAction(bytes32 actionId) internal view virtual override( // Our inheritance pattern creates a small diamond that requires explicitly listing the parents here. // Each parent calls the `super` version, so linearization ensures all implementations are called. BasePool, BasePoolAuthorization, ComposableStablePoolRates ) returns (bool) { return super._isOwnerOnlyAction(actionId); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-pool-utils/contracts/BasePoolAuthorization.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol"; import "./StableMath.sol"; abstract contract StablePoolAmplification is BasePoolAuthorization { using WordCodec for bytes32; // This contract uses timestamps to slowly update its Amplification parameter over time. These changes must occur // over a minimum time period much larger than the blocktime, making timestamp manipulation a non-issue. // solhint-disable not-rely-on-time // Amplification factor changes must happen over a minimum period of one day, and can at most divide or multiply the // current value by 2 every day. // WARNING: this only limits *a single* amplification change to have a maximum rate of change of twice the original // value daily. It is possible to perform multiple amplification changes in sequence to increase this value more // rapidly: for example, by doubling the value every day it can increase by a factor of 8 over three days (2^3). uint256 private constant _MIN_UPDATE_TIME = 1 days; uint256 private constant _MAX_AMP_UPDATE_DAILY_RATE = 2; // The amplification data structure is as follows: // [ 64 bits | 64 bits | 64 bits | 64 bits ] // [ end time | start time | end value | start value ] // |MSB LSB| uint256 private constant _AMP_START_VALUE_OFFSET = 0; uint256 private constant _AMP_END_VALUE_OFFSET = 64; uint256 private constant _AMP_START_TIME_OFFSET = 128; uint256 private constant _AMP_END_TIME_OFFSET = 192; uint256 private constant _AMP_VALUE_BIT_LENGTH = 64; uint256 private constant _AMP_TIMESTAMP_BIT_LENGTH = 64; bytes32 private _packedAmplificationData; event AmpUpdateStarted(uint256 startValue, uint256 endValue, uint256 startTime, uint256 endTime); event AmpUpdateStopped(uint256 currentValue); constructor(uint256 amplificationParameter) { _require(amplificationParameter >= StableMath._MIN_AMP, Errors.MIN_AMP); _require(amplificationParameter <= StableMath._MAX_AMP, Errors.MAX_AMP); uint256 initialAmp = Math.mul(amplificationParameter, StableMath._AMP_PRECISION); _setAmplificationData(initialAmp); } function getAmplificationParameter() external view returns ( uint256 value, bool isUpdating, uint256 precision ) { (value, isUpdating) = _getAmplificationParameter(); precision = StableMath._AMP_PRECISION; } // Return the current amp value, which will be an interpolation if there is an ongoing amp update. // Also return a flag indicating whether there is an ongoing update. function _getAmplificationParameter() internal view returns (uint256 value, bool isUpdating) { (uint256 startValue, uint256 endValue, uint256 startTime, uint256 endTime) = _getAmplificationData(); // Note that block.timestamp >= startTime, since startTime is set to the current time when an update starts if (block.timestamp < endTime) { isUpdating = true; // We can skip checked arithmetic as: // - block.timestamp is always larger or equal to startTime // - endTime is always larger than startTime // - the value delta is bounded by the largest amplification parameter, which never causes the // multiplication to overflow. // This also means that the following computation will never revert nor yield invalid results. if (endValue > startValue) { value = startValue + ((endValue - startValue) * (block.timestamp - startTime)) / (endTime - startTime); } else { value = startValue - ((startValue - endValue) * (block.timestamp - startTime)) / (endTime - startTime); } } else { isUpdating = false; value = endValue; } } // Unpack and return all amplification-related parameters. function _getAmplificationData() private view returns ( uint256 startValue, uint256 endValue, uint256 startTime, uint256 endTime ) { startValue = _packedAmplificationData.decodeUint(_AMP_START_VALUE_OFFSET, _AMP_VALUE_BIT_LENGTH); endValue = _packedAmplificationData.decodeUint(_AMP_END_VALUE_OFFSET, _AMP_VALUE_BIT_LENGTH); startTime = _packedAmplificationData.decodeUint(_AMP_START_TIME_OFFSET, _AMP_TIMESTAMP_BIT_LENGTH); endTime = _packedAmplificationData.decodeUint(_AMP_END_TIME_OFFSET, _AMP_TIMESTAMP_BIT_LENGTH); } /** * @dev Begin changing the amplification parameter to `rawEndValue` over time. The value will change linearly until * `endTime` is reached, when it will be `rawEndValue`. * * NOTE: Internally, the amplification parameter is represented using higher precision. The values returned by * `getAmplificationParameter` have to be corrected to account for this when comparing to `rawEndValue`. */ function startAmplificationParameterUpdate(uint256 rawEndValue, uint256 endTime) external authenticate { _require(rawEndValue >= StableMath._MIN_AMP, Errors.MIN_AMP); _require(rawEndValue <= StableMath._MAX_AMP, Errors.MAX_AMP); uint256 duration = Math.sub(endTime, block.timestamp); _require(duration >= _MIN_UPDATE_TIME, Errors.AMP_END_TIME_TOO_CLOSE); (uint256 currentValue, bool isUpdating) = _getAmplificationParameter(); _require(!isUpdating, Errors.AMP_ONGOING_UPDATE); uint256 endValue = Math.mul(rawEndValue, StableMath._AMP_PRECISION); // daily rate = (endValue / currentValue) / duration * 1 day // We perform all multiplications first to not reduce precision, and round the division up as we want to avoid // large rates. Note that these are regular integer multiplications and divisions, not fixed point. uint256 dailyRate = endValue > currentValue ? Math.divUp(Math.mul(1 days, endValue), Math.mul(currentValue, duration)) : Math.divUp(Math.mul(1 days, currentValue), Math.mul(endValue, duration)); _require(dailyRate <= _MAX_AMP_UPDATE_DAILY_RATE, Errors.AMP_RATE_TOO_HIGH); _setAmplificationData(currentValue, endValue, block.timestamp, endTime); } /** * @dev Stops the amplification parameter change process, keeping the current value. */ function stopAmplificationParameterUpdate() external authenticate { (uint256 currentValue, bool isUpdating) = _getAmplificationParameter(); _require(isUpdating, Errors.AMP_NO_ONGOING_UPDATE); _setAmplificationData(currentValue); } function _setAmplificationData(uint256 value) private { _storeAmplificationData(value, value, block.timestamp, block.timestamp); emit AmpUpdateStopped(value); } function _setAmplificationData( uint256 startValue, uint256 endValue, uint256 startTime, uint256 endTime ) private { _storeAmplificationData(startValue, endValue, startTime, endTime); emit AmpUpdateStarted(startValue, endValue, startTime, endTime); } function _storeAmplificationData( uint256 startValue, uint256 endValue, uint256 startTime, uint256 endTime ) private { _packedAmplificationData = WordCodec.encodeUint(startValue, _AMP_START_VALUE_OFFSET, _AMP_VALUE_BIT_LENGTH) | WordCodec.encodeUint(endValue, _AMP_END_VALUE_OFFSET, _AMP_VALUE_BIT_LENGTH) | WordCodec.encodeUint(startTime, _AMP_START_TIME_OFFSET, _AMP_TIMESTAMP_BIT_LENGTH) | WordCodec.encodeUint(endTime, _AMP_END_TIME_OFFSET, _AMP_TIMESTAMP_BIT_LENGTH); } // Permissioned functions /** * @dev Overrides only owner action to allow setting the cache duration for the token rates */ function _isOwnerOnlyAction(bytes32 actionId) internal view virtual override returns (bool) { return (actionId == getActionId(this.startAmplificationParameterUpdate.selector)) || (actionId == getActionId(this.stopAmplificationParameterUpdate.selector)) || super._isOwnerOnlyAction(actionId); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol"; // These functions start with an underscore, as if they were part of a contract and not a library. At some point this // should be fixed. Additionally, some variables have non mixed case names (e.g. P_D) that relate to the mathematical // derivations. // solhint-disable private-vars-leading-underscore, var-name-mixedcase library StableMath { using FixedPoint for uint256; uint256 internal constant _MIN_AMP = 1; uint256 internal constant _MAX_AMP = 5000; uint256 internal constant _AMP_PRECISION = 1e3; uint256 internal constant _MAX_STABLE_TOKENS = 5; // Note on unchecked arithmetic: // This contract performs a large number of additions, subtractions, multiplications and divisions, often inside // loops. Since many of these operations are gas-sensitive (as they happen e.g. during a swap), it is important to // not make any unnecessary checks. We rely on a set of invariants to avoid having to use checked arithmetic (the // Math library), including: // - the number of tokens is bounded by _MAX_STABLE_TOKENS // - the amplification parameter is bounded by _MAX_AMP * _AMP_PRECISION, which fits in 23 bits // - the token balances are bounded by 2^112 (guaranteed by the Vault) times 1e18 (the maximum scaling factor), // which fits in 172 bits // // This means e.g. we can safely multiply a balance by the amplification parameter without worrying about overflow. // About swap fees on joins and exits: // Any join or exit that is not perfectly balanced (e.g. all single token joins or exits) is mathematically // equivalent to a perfectly balanced join or exit followed by a series of swaps. Since these swaps would charge // swap fees, it follows that (some) joins and exits should as well. // On these operations, we split the token amounts in 'taxable' and 'non-taxable' portions, where the 'taxable' part // is the one to which swap fees are applied. // Computes the invariant given the current balances, using the Newton-Raphson approximation. // The amplification parameter equals: A n^(n-1) // See: https://github.com/curvefi/curve-contract/blob/b0bbf77f8f93c9c5f4e415bce9cd71f0cdee960e/contracts/pool-templates/base/SwapTemplateBase.vy#L206 // solhint-disable-previous-line max-line-length function _calculateInvariant(uint256 amplificationParameter, uint256[] memory balances) internal pure returns (uint256) { /********************************************************************************************** // invariant // // D = invariant D^(n+1) // // A = amplification coefficient A n^n S + D = A D n^n + ----------- // // S = sum of balances n^n P // // P = product of balances // // n = number of tokens // **********************************************************************************************/ // Always round down, to match Vyper's arithmetic (which always truncates). uint256 sum = 0; // S in the Curve version uint256 numTokens = balances.length; for (uint256 i = 0; i < numTokens; i++) { sum = sum.add(balances[i]); } if (sum == 0) { return 0; } uint256 prevInvariant; // Dprev in the Curve version uint256 invariant = sum; // D in the Curve version uint256 ampTimesTotal = amplificationParameter * numTokens; // Ann in the Curve version for (uint256 i = 0; i < 255; i++) { uint256 D_P = invariant; for (uint256 j = 0; j < numTokens; j++) { // (D_P * invariant) / (balances[j] * numTokens) D_P = Math.divDown(Math.mul(D_P, invariant), Math.mul(balances[j], numTokens)); } prevInvariant = invariant; invariant = Math.divDown( Math.mul( // (ampTimesTotal * sum) / AMP_PRECISION + D_P * numTokens (Math.divDown(Math.mul(ampTimesTotal, sum), _AMP_PRECISION).add(Math.mul(D_P, numTokens))), invariant ), // ((ampTimesTotal - _AMP_PRECISION) * invariant) / _AMP_PRECISION + (numTokens + 1) * D_P ( Math.divDown(Math.mul((ampTimesTotal - _AMP_PRECISION), invariant), _AMP_PRECISION).add( Math.mul((numTokens + 1), D_P) ) ) ); if (invariant > prevInvariant) { if (invariant - prevInvariant <= 1) { return invariant; } } else if (prevInvariant - invariant <= 1) { return invariant; } } _revert(Errors.STABLE_INVARIANT_DIDNT_CONVERGE); } // Computes how many tokens can be taken out of a pool if `tokenAmountIn` are sent, given the current balances. // The amplification parameter equals: A n^(n-1) function _calcOutGivenIn( uint256 amplificationParameter, uint256[] memory balances, uint256 tokenIndexIn, uint256 tokenIndexOut, uint256 tokenAmountIn, uint256 invariant ) internal pure returns (uint256) { /************************************************************************************************************** // outGivenIn token x for y - polynomial equation to solve // // ay = amount out to calculate // // by = balance token out // // y = by - ay (finalBalanceOut) // // D = invariant D D^(n+1) // // A = amplification coefficient y^2 + ( S - ---------- - D) * y - ------------- = 0 // // n = number of tokens (A * n^n) A * n^2n * P // // S = sum of final balances but y // // P = product of final balances but y // **************************************************************************************************************/ // Amount out, so we round down overall. balances[tokenIndexIn] = balances[tokenIndexIn].add(tokenAmountIn); uint256 finalBalanceOut = _getTokenBalanceGivenInvariantAndAllOtherBalances( amplificationParameter, balances, invariant, tokenIndexOut ); // No need to use checked arithmetic since `tokenAmountIn` was actually added to the same balance right before // calling `_getTokenBalanceGivenInvariantAndAllOtherBalances` which doesn't alter the balances array. balances[tokenIndexIn] = balances[tokenIndexIn] - tokenAmountIn; return balances[tokenIndexOut].sub(finalBalanceOut).sub(1); } // Computes how many tokens must be sent to a pool if `tokenAmountOut` are sent given the // current balances, using the Newton-Raphson approximation. // The amplification parameter equals: A n^(n-1) function _calcInGivenOut( uint256 amplificationParameter, uint256[] memory balances, uint256 tokenIndexIn, uint256 tokenIndexOut, uint256 tokenAmountOut, uint256 invariant ) internal pure returns (uint256) { /************************************************************************************************************** // inGivenOut token x for y - polynomial equation to solve // // ax = amount in to calculate // // bx = balance token in // // x = bx + ax (finalBalanceIn) // // D = invariant D D^(n+1) // // A = amplification coefficient x^2 + ( S - ---------- - D) * x - ------------- = 0 // // n = number of tokens (A * n^n) A * n^2n * P // // S = sum of final balances but x // // P = product of final balances but x // **************************************************************************************************************/ // Amount in, so we round up overall. balances[tokenIndexOut] = balances[tokenIndexOut].sub(tokenAmountOut); uint256 finalBalanceIn = _getTokenBalanceGivenInvariantAndAllOtherBalances( amplificationParameter, balances, invariant, tokenIndexIn ); // No need to use checked arithmetic since `tokenAmountOut` was actually subtracted from the same balance right // before calling `_getTokenBalanceGivenInvariantAndAllOtherBalances` which doesn't alter the balances array. balances[tokenIndexOut] = balances[tokenIndexOut] + tokenAmountOut; return finalBalanceIn.sub(balances[tokenIndexIn]).add(1); } function _calcBptOutGivenExactTokensIn( uint256 amp, uint256[] memory balances, uint256[] memory amountsIn, uint256 bptTotalSupply, uint256 currentInvariant, uint256 swapFeePercentage ) internal pure returns (uint256) { // BPT out, so we round down overall. // First loop calculates the sum of all token balances, which will be used to calculate // the current weights of each token, relative to this sum uint256 sumBalances = 0; for (uint256 i = 0; i < balances.length; i++) { sumBalances = sumBalances.add(balances[i]); } // Calculate the weighted balance ratio without considering fees uint256[] memory balanceRatiosWithFee = new uint256[](amountsIn.length); // The weighted sum of token balance ratios with fee uint256 invariantRatioWithFees = 0; for (uint256 i = 0; i < balances.length; i++) { uint256 currentWeight = balances[i].divDown(sumBalances); balanceRatiosWithFee[i] = balances[i].add(amountsIn[i]).divDown(balances[i]); invariantRatioWithFees = invariantRatioWithFees.add(balanceRatiosWithFee[i].mulDown(currentWeight)); } // Second loop calculates new amounts in, taking into account the fee on the percentage excess uint256[] memory newBalances = new uint256[](balances.length); for (uint256 i = 0; i < balances.length; i++) { uint256 amountInWithoutFee; // Check if the balance ratio is greater than the ideal ratio to charge fees or not if (balanceRatiosWithFee[i] > invariantRatioWithFees) { uint256 nonTaxableAmount = balances[i].mulDown(invariantRatioWithFees.sub(FixedPoint.ONE)); uint256 taxableAmount = amountsIn[i].sub(nonTaxableAmount); // No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50% amountInWithoutFee = nonTaxableAmount.add(taxableAmount.mulDown(FixedPoint.ONE - swapFeePercentage)); } else { amountInWithoutFee = amountsIn[i]; } newBalances[i] = balances[i].add(amountInWithoutFee); } uint256 newInvariant = _calculateInvariant(amp, newBalances); uint256 invariantRatio = newInvariant.divDown(currentInvariant); // If the invariant didn't increase for any reason, we simply don't mint BPT if (invariantRatio > FixedPoint.ONE) { return bptTotalSupply.mulDown(invariantRatio - FixedPoint.ONE); } else { return 0; } } function _calcTokenInGivenExactBptOut( uint256 amp, uint256[] memory balances, uint256 tokenIndex, uint256 bptAmountOut, uint256 bptTotalSupply, uint256 currentInvariant, uint256 swapFeePercentage ) internal pure returns (uint256) { // Token in, so we round up overall. uint256 newInvariant = bptTotalSupply.add(bptAmountOut).divUp(bptTotalSupply).mulUp(currentInvariant); // Calculate amount in without fee. uint256 newBalanceTokenIndex = _getTokenBalanceGivenInvariantAndAllOtherBalances( amp, balances, newInvariant, tokenIndex ); uint256 amountInWithoutFee = newBalanceTokenIndex.sub(balances[tokenIndex]); // First calculate the sum of all token balances, which will be used to calculate // the current weight of each token uint256 sumBalances = 0; for (uint256 i = 0; i < balances.length; i++) { sumBalances = sumBalances.add(balances[i]); } // We can now compute how much extra balance is being deposited and used in virtual swaps, and charge swap fees // accordingly. uint256 currentWeight = balances[tokenIndex].divDown(sumBalances); uint256 taxablePercentage = currentWeight.complement(); uint256 taxableAmount = amountInWithoutFee.mulUp(taxablePercentage); uint256 nonTaxableAmount = amountInWithoutFee.sub(taxableAmount); // No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50% return nonTaxableAmount.add(taxableAmount.divUp(FixedPoint.ONE - swapFeePercentage)); } /* Flow of calculations: amountsTokenOut -> amountsOutProportional -> amountOutPercentageExcess -> amountOutBeforeFee -> newInvariant -> amountBPTIn */ function _calcBptInGivenExactTokensOut( uint256 amp, uint256[] memory balances, uint256[] memory amountsOut, uint256 bptTotalSupply, uint256 currentInvariant, uint256 swapFeePercentage ) internal pure returns (uint256) { // BPT in, so we round up overall. // First loop calculates the sum of all token balances, which will be used to calculate // the current weights of each token relative to this sum uint256 sumBalances = 0; for (uint256 i = 0; i < balances.length; i++) { sumBalances = sumBalances.add(balances[i]); } // Calculate the weighted balance ratio without considering fees uint256[] memory balanceRatiosWithoutFee = new uint256[](amountsOut.length); uint256 invariantRatioWithoutFees = 0; for (uint256 i = 0; i < balances.length; i++) { uint256 currentWeight = balances[i].divUp(sumBalances); balanceRatiosWithoutFee[i] = balances[i].sub(amountsOut[i]).divUp(balances[i]); invariantRatioWithoutFees = invariantRatioWithoutFees.add(balanceRatiosWithoutFee[i].mulUp(currentWeight)); } // Second loop calculates new amounts in, taking into account the fee on the percentage excess uint256[] memory newBalances = new uint256[](balances.length); for (uint256 i = 0; i < balances.length; i++) { // Swap fees are typically charged on 'token in', but there is no 'token in' here, so we apply it to // 'token out'. This results in slightly larger price impact. uint256 amountOutWithFee; if (invariantRatioWithoutFees > balanceRatiosWithoutFee[i]) { uint256 nonTaxableAmount = balances[i].mulDown(invariantRatioWithoutFees.complement()); uint256 taxableAmount = amountsOut[i].sub(nonTaxableAmount); // No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50% amountOutWithFee = nonTaxableAmount.add(taxableAmount.divUp(FixedPoint.ONE - swapFeePercentage)); } else { amountOutWithFee = amountsOut[i]; } newBalances[i] = balances[i].sub(amountOutWithFee); } uint256 newInvariant = _calculateInvariant(amp, newBalances); uint256 invariantRatio = newInvariant.divDown(currentInvariant); // return amountBPTIn return bptTotalSupply.mulUp(invariantRatio.complement()); } function _calcTokenOutGivenExactBptIn( uint256 amp, uint256[] memory balances, uint256 tokenIndex, uint256 bptAmountIn, uint256 bptTotalSupply, uint256 currentInvariant, uint256 swapFeePercentage ) internal pure returns (uint256) { // Token out, so we round down overall. uint256 newInvariant = bptTotalSupply.sub(bptAmountIn).divUp(bptTotalSupply).mulUp(currentInvariant); // Calculate amount out without fee uint256 newBalanceTokenIndex = _getTokenBalanceGivenInvariantAndAllOtherBalances( amp, balances, newInvariant, tokenIndex ); uint256 amountOutWithoutFee = balances[tokenIndex].sub(newBalanceTokenIndex); // First calculate the sum of all token balances, which will be used to calculate // the current weight of each token uint256 sumBalances = 0; for (uint256 i = 0; i < balances.length; i++) { sumBalances = sumBalances.add(balances[i]); } // We can now compute how much excess balance is being withdrawn as a result of the virtual swaps, which result // in swap fees. uint256 currentWeight = balances[tokenIndex].divDown(sumBalances); uint256 taxablePercentage = currentWeight.complement(); // Swap fees are typically charged on 'token in', but there is no 'token in' here, so we apply it // to 'token out'. This results in slightly larger price impact. Fees are rounded up. uint256 taxableAmount = amountOutWithoutFee.mulUp(taxablePercentage); uint256 nonTaxableAmount = amountOutWithoutFee.sub(taxableAmount); // No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50% return nonTaxableAmount.add(taxableAmount.mulDown(FixedPoint.ONE - swapFeePercentage)); } // This function calculates the balance of a given token (tokenIndex) // given all the other balances and the invariant function _getTokenBalanceGivenInvariantAndAllOtherBalances( uint256 amplificationParameter, uint256[] memory balances, uint256 invariant, uint256 tokenIndex ) internal pure returns (uint256) { // Rounds result up overall uint256 ampTimesTotal = amplificationParameter * balances.length; uint256 sum = balances[0]; uint256 P_D = balances[0] * balances.length; for (uint256 j = 1; j < balances.length; j++) { P_D = Math.divDown(Math.mul(Math.mul(P_D, balances[j]), balances.length), invariant); sum = sum.add(balances[j]); } // No need to use safe math, based on the loop above `sum` is greater than or equal to `balances[tokenIndex]` sum = sum - balances[tokenIndex]; uint256 inv2 = Math.mul(invariant, invariant); // We remove the balance from c by multiplying it uint256 c = Math.mul( Math.mul(Math.divUp(inv2, Math.mul(ampTimesTotal, P_D)), _AMP_PRECISION), balances[tokenIndex] ); uint256 b = sum.add(Math.mul(Math.divDown(invariant, ampTimesTotal), _AMP_PRECISION)); // We iterate to find the balance uint256 prevTokenBalance = 0; // We multiply the first iteration outside the loop with the invariant to set the value of the // initial approximation. uint256 tokenBalance = Math.divUp(inv2.add(c), invariant.add(b)); for (uint256 i = 0; i < 255; i++) { prevTokenBalance = tokenBalance; tokenBalance = Math.divUp( Math.mul(tokenBalance, tokenBalance).add(c), Math.mul(tokenBalance, 2).add(b).sub(invariant) ); if (tokenBalance > prevTokenBalance) { if (tokenBalance - prevTokenBalance <= 1) { return tokenBalance; } } else if (prevTokenBalance - tokenBalance <= 1) { return tokenBalance; } } _revert(Errors.STABLE_GET_BALANCE_DIDNT_CONVERGE); } function _computeProportionalAmountsIn( uint256[] memory balances, uint256 bptAmountOut, uint256 totalBPT ) internal pure returns (uint256[] memory) { /************************************************************************************ // tokensInForExactBptOut // // (per token) // // aI = amountIn / bptOut \\ // // b = balance aI = b * | ------------ | // // bptOut = bptAmountOut \\ totalBPT / // // bpt = totalBPT // ************************************************************************************/ // Tokens in, so we round up overall. uint256 bptRatio = bptAmountOut.divUp(totalBPT); uint256[] memory amountsIn = new uint256[](balances.length); for (uint256 i = 0; i < balances.length; i++) { amountsIn[i] = balances[i].mulUp(bptRatio); } return amountsIn; } } // SPDX-License-Identifier: MIT // Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated // documentation files (the “Software”), to deal in the Software without restriction, including without limitation the // rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to // permit persons to whom the Software is furnished to do so, subject to the following conditions: // The above copyright notice and this permission notice shall be included in all copies or substantial portions of the // Software. // THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE // WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR // COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR // OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. pragma solidity ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; /* solhint-disable */ /** * @dev Exponentiation and logarithm functions for 18 decimal fixed point numbers (both base and exponent/argument). * * Exponentiation and logarithm with arbitrary bases (x^y and log_x(y)) are implemented by conversion to natural * exponentiation and logarithm (where the base is Euler's number). * * @author Fernando Martinelli - @fernandomartinelli * @author Sergio Yuhjtman - @sergioyuhjtman * @author Daniel Fernandez - @dmf7z */ library LogExpMath { // All fixed point multiplications and divisions are inlined. This means we need to divide by ONE when multiplying // two numbers, and multiply by ONE when dividing them. // All arguments and return values are 18 decimal fixed point numbers. int256 constant ONE_18 = 1e18; // Internally, intermediate values are computed with higher precision as 20 decimal fixed point numbers, and in the // case of ln36, 36 decimals. int256 constant ONE_20 = 1e20; int256 constant ONE_36 = 1e36; // The domain of natural exponentiation is bound by the word size and number of decimals used. // // Because internally the result will be stored using 20 decimals, the largest possible result is // (2^255 - 1) / 10^20, which makes the largest exponent ln((2^255 - 1) / 10^20) = 130.700829182905140221. // The smallest possible result is 10^(-18), which makes largest negative argument // ln(10^(-18)) = -41.446531673892822312. // We use 130.0 and -41.0 to have some safety margin. int256 constant MAX_NATURAL_EXPONENT = 130e18; int256 constant MIN_NATURAL_EXPONENT = -41e18; // Bounds for ln_36's argument. Both ln(0.9) and ln(1.1) can be represented with 36 decimal places in a fixed point // 256 bit integer. int256 constant LN_36_LOWER_BOUND = ONE_18 - 1e17; int256 constant LN_36_UPPER_BOUND = ONE_18 + 1e17; uint256 constant MILD_EXPONENT_BOUND = 2**254 / uint256(ONE_20); // 18 decimal constants int256 constant x0 = 128000000000000000000; // 2ˆ7 int256 constant a0 = 38877084059945950922200000000000000000000000000000000000; // eˆ(x0) (no decimals) int256 constant x1 = 64000000000000000000; // 2ˆ6 int256 constant a1 = 6235149080811616882910000000; // eˆ(x1) (no decimals) // 20 decimal constants int256 constant x2 = 3200000000000000000000; // 2ˆ5 int256 constant a2 = 7896296018268069516100000000000000; // eˆ(x2) int256 constant x3 = 1600000000000000000000; // 2ˆ4 int256 constant a3 = 888611052050787263676000000; // eˆ(x3) int256 constant x4 = 800000000000000000000; // 2ˆ3 int256 constant a4 = 298095798704172827474000; // eˆ(x4) int256 constant x5 = 400000000000000000000; // 2ˆ2 int256 constant a5 = 5459815003314423907810; // eˆ(x5) int256 constant x6 = 200000000000000000000; // 2ˆ1 int256 constant a6 = 738905609893065022723; // eˆ(x6) int256 constant x7 = 100000000000000000000; // 2ˆ0 int256 constant a7 = 271828182845904523536; // eˆ(x7) int256 constant x8 = 50000000000000000000; // 2ˆ-1 int256 constant a8 = 164872127070012814685; // eˆ(x8) int256 constant x9 = 25000000000000000000; // 2ˆ-2 int256 constant a9 = 128402541668774148407; // eˆ(x9) int256 constant x10 = 12500000000000000000; // 2ˆ-3 int256 constant a10 = 113314845306682631683; // eˆ(x10) int256 constant x11 = 6250000000000000000; // 2ˆ-4 int256 constant a11 = 106449445891785942956; // eˆ(x11) /** * @dev Exponentiation (x^y) with unsigned 18 decimal fixed point base and exponent. * * Reverts if ln(x) * y is smaller than `MIN_NATURAL_EXPONENT`, or larger than `MAX_NATURAL_EXPONENT`. */ function pow(uint256 x, uint256 y) internal pure returns (uint256) { if (y == 0) { // We solve the 0^0 indetermination by making it equal one. return uint256(ONE_18); } if (x == 0) { return 0; } // Instead of computing x^y directly, we instead rely on the properties of logarithms and exponentiation to // arrive at that result. In particular, exp(ln(x)) = x, and ln(x^y) = y * ln(x). This means // x^y = exp(y * ln(x)). // The ln function takes a signed value, so we need to make sure x fits in the signed 256 bit range. _require(x >> 255 == 0, Errors.X_OUT_OF_BOUNDS); int256 x_int256 = int256(x); // We will compute y * ln(x) in a single step. Depending on the value of x, we can either use ln or ln_36. In // both cases, we leave the division by ONE_18 (due to fixed point multiplication) to the end. // This prevents y * ln(x) from overflowing, and at the same time guarantees y fits in the signed 256 bit range. _require(y < MILD_EXPONENT_BOUND, Errors.Y_OUT_OF_BOUNDS); int256 y_int256 = int256(y); int256 logx_times_y; if (LN_36_LOWER_BOUND < x_int256 && x_int256 < LN_36_UPPER_BOUND) { int256 ln_36_x = _ln_36(x_int256); // ln_36_x has 36 decimal places, so multiplying by y_int256 isn't as straightforward, since we can't just // bring y_int256 to 36 decimal places, as it might overflow. Instead, we perform two 18 decimal // multiplications and add the results: one with the first 18 decimals of ln_36_x, and one with the // (downscaled) last 18 decimals. logx_times_y = ((ln_36_x / ONE_18) * y_int256 + ((ln_36_x % ONE_18) * y_int256) / ONE_18); } else { logx_times_y = _ln(x_int256) * y_int256; } logx_times_y /= ONE_18; // Finally, we compute exp(y * ln(x)) to arrive at x^y _require( MIN_NATURAL_EXPONENT <= logx_times_y && logx_times_y <= MAX_NATURAL_EXPONENT, Errors.PRODUCT_OUT_OF_BOUNDS ); return uint256(exp(logx_times_y)); } /** * @dev Natural exponentiation (e^x) with signed 18 decimal fixed point exponent. * * Reverts if `x` is smaller than MIN_NATURAL_EXPONENT, or larger than `MAX_NATURAL_EXPONENT`. */ function exp(int256 x) internal pure returns (int256) { _require(x >= MIN_NATURAL_EXPONENT && x <= MAX_NATURAL_EXPONENT, Errors.INVALID_EXPONENT); if (x < 0) { // We only handle positive exponents: e^(-x) is computed as 1 / e^x. We can safely make x positive since it // fits in the signed 256 bit range (as it is larger than MIN_NATURAL_EXPONENT). // Fixed point division requires multiplying by ONE_18. return ((ONE_18 * ONE_18) / exp(-x)); } // First, we use the fact that e^(x+y) = e^x * e^y to decompose x into a sum of powers of two, which we call x_n, // where x_n == 2^(7 - n), and e^x_n = a_n has been precomputed. We choose the first x_n, x0, to equal 2^7 // because all larger powers are larger than MAX_NATURAL_EXPONENT, and therefore not present in the // decomposition. // At the end of this process we will have the product of all e^x_n = a_n that apply, and the remainder of this // decomposition, which will be lower than the smallest x_n. // exp(x) = k_0 * a_0 * k_1 * a_1 * ... + k_n * a_n * exp(remainder), where each k_n equals either 0 or 1. // We mutate x by subtracting x_n, making it the remainder of the decomposition. // The first two a_n (e^(2^7) and e^(2^6)) are too large if stored as 18 decimal numbers, and could cause // intermediate overflows. Instead we store them as plain integers, with 0 decimals. // Additionally, x0 + x1 is larger than MAX_NATURAL_EXPONENT, which means they will not both be present in the // decomposition. // For each x_n, we test if that term is present in the decomposition (if x is larger than it), and if so deduct // it and compute the accumulated product. int256 firstAN; if (x >= x0) { x -= x0; firstAN = a0; } else if (x >= x1) { x -= x1; firstAN = a1; } else { firstAN = 1; // One with no decimal places } // We now transform x into a 20 decimal fixed point number, to have enhanced precision when computing the // smaller terms. x *= 100; // `product` is the accumulated product of all a_n (except a0 and a1), which starts at 20 decimal fixed point // one. Recall that fixed point multiplication requires dividing by ONE_20. int256 product = ONE_20; if (x >= x2) { x -= x2; product = (product * a2) / ONE_20; } if (x >= x3) { x -= x3; product = (product * a3) / ONE_20; } if (x >= x4) { x -= x4; product = (product * a4) / ONE_20; } if (x >= x5) { x -= x5; product = (product * a5) / ONE_20; } if (x >= x6) { x -= x6; product = (product * a6) / ONE_20; } if (x >= x7) { x -= x7; product = (product * a7) / ONE_20; } if (x >= x8) { x -= x8; product = (product * a8) / ONE_20; } if (x >= x9) { x -= x9; product = (product * a9) / ONE_20; } // x10 and x11 are unnecessary here since we have high enough precision already. // Now we need to compute e^x, where x is small (in particular, it is smaller than x9). We use the Taylor series // expansion for e^x: 1 + x + (x^2 / 2!) + (x^3 / 3!) + ... + (x^n / n!). int256 seriesSum = ONE_20; // The initial one in the sum, with 20 decimal places. int256 term; // Each term in the sum, where the nth term is (x^n / n!). // The first term is simply x. term = x; seriesSum += term; // Each term (x^n / n!) equals the previous one times x, divided by n. Since x is a fixed point number, // multiplying by it requires dividing by ONE_20, but dividing by the non-fixed point n values does not. term = ((term * x) / ONE_20) / 2; seriesSum += term; term = ((term * x) / ONE_20) / 3; seriesSum += term; term = ((term * x) / ONE_20) / 4; seriesSum += term; term = ((term * x) / ONE_20) / 5; seriesSum += term; term = ((term * x) / ONE_20) / 6; seriesSum += term; term = ((term * x) / ONE_20) / 7; seriesSum += term; term = ((term * x) / ONE_20) / 8; seriesSum += term; term = ((term * x) / ONE_20) / 9; seriesSum += term; term = ((term * x) / ONE_20) / 10; seriesSum += term; term = ((term * x) / ONE_20) / 11; seriesSum += term; term = ((term * x) / ONE_20) / 12; seriesSum += term; // 12 Taylor terms are sufficient for 18 decimal precision. // We now have the first a_n (with no decimals), and the product of all other a_n present, and the Taylor // approximation of the exponentiation of the remainder (both with 20 decimals). All that remains is to multiply // all three (one 20 decimal fixed point multiplication, dividing by ONE_20, and one integer multiplication), // and then drop two digits to return an 18 decimal value. return (((product * seriesSum) / ONE_20) * firstAN) / 100; } /** * @dev Logarithm (log(arg, base), with signed 18 decimal fixed point base and argument. */ function log(int256 arg, int256 base) internal pure returns (int256) { // This performs a simple base change: log(arg, base) = ln(arg) / ln(base). // Both logBase and logArg are computed as 36 decimal fixed point numbers, either by using ln_36, or by // upscaling. int256 logBase; if (LN_36_LOWER_BOUND < base && base < LN_36_UPPER_BOUND) { logBase = _ln_36(base); } else { logBase = _ln(base) * ONE_18; } int256 logArg; if (LN_36_LOWER_BOUND < arg && arg < LN_36_UPPER_BOUND) { logArg = _ln_36(arg); } else { logArg = _ln(arg) * ONE_18; } // When dividing, we multiply by ONE_18 to arrive at a result with 18 decimal places return (logArg * ONE_18) / logBase; } /** * @dev Natural logarithm (ln(a)) with signed 18 decimal fixed point argument. */ function ln(int256 a) internal pure returns (int256) { // The real natural logarithm is not defined for negative numbers or zero. _require(a > 0, Errors.OUT_OF_BOUNDS); if (LN_36_LOWER_BOUND < a && a < LN_36_UPPER_BOUND) { return _ln_36(a) / ONE_18; } else { return _ln(a); } } /** * @dev Internal natural logarithm (ln(a)) with signed 18 decimal fixed point argument. */ function _ln(int256 a) private pure returns (int256) { if (a < ONE_18) { // Since ln(a^k) = k * ln(a), we can compute ln(a) as ln(a) = ln((1/a)^(-1)) = - ln((1/a)). If a is less // than one, 1/a will be greater than one, and this if statement will not be entered in the recursive call. // Fixed point division requires multiplying by ONE_18. return (-_ln((ONE_18 * ONE_18) / a)); } // First, we use the fact that ln^(a * b) = ln(a) + ln(b) to decompose ln(a) into a sum of powers of two, which // we call x_n, where x_n == 2^(7 - n), which are the natural logarithm of precomputed quantities a_n (that is, // ln(a_n) = x_n). We choose the first x_n, x0, to equal 2^7 because the exponential of all larger powers cannot // be represented as 18 fixed point decimal numbers in 256 bits, and are therefore larger than a. // At the end of this process we will have the sum of all x_n = ln(a_n) that apply, and the remainder of this // decomposition, which will be lower than the smallest a_n. // ln(a) = k_0 * x_0 + k_1 * x_1 + ... + k_n * x_n + ln(remainder), where each k_n equals either 0 or 1. // We mutate a by subtracting a_n, making it the remainder of the decomposition. // For reasons related to how `exp` works, the first two a_n (e^(2^7) and e^(2^6)) are not stored as fixed point // numbers with 18 decimals, but instead as plain integers with 0 decimals, so we need to multiply them by // ONE_18 to convert them to fixed point. // For each a_n, we test if that term is present in the decomposition (if a is larger than it), and if so divide // by it and compute the accumulated sum. int256 sum = 0; if (a >= a0 * ONE_18) { a /= a0; // Integer, not fixed point division sum += x0; } if (a >= a1 * ONE_18) { a /= a1; // Integer, not fixed point division sum += x1; } // All other a_n and x_n are stored as 20 digit fixed point numbers, so we convert the sum and a to this format. sum *= 100; a *= 100; // Because further a_n are 20 digit fixed point numbers, we multiply by ONE_20 when dividing by them. if (a >= a2) { a = (a * ONE_20) / a2; sum += x2; } if (a >= a3) { a = (a * ONE_20) / a3; sum += x3; } if (a >= a4) { a = (a * ONE_20) / a4; sum += x4; } if (a >= a5) { a = (a * ONE_20) / a5; sum += x5; } if (a >= a6) { a = (a * ONE_20) / a6; sum += x6; } if (a >= a7) { a = (a * ONE_20) / a7; sum += x7; } if (a >= a8) { a = (a * ONE_20) / a8; sum += x8; } if (a >= a9) { a = (a * ONE_20) / a9; sum += x9; } if (a >= a10) { a = (a * ONE_20) / a10; sum += x10; } if (a >= a11) { a = (a * ONE_20) / a11; sum += x11; } // a is now a small number (smaller than a_11, which roughly equals 1.06). This means we can use a Taylor series // that converges rapidly for values of `a` close to one - the same one used in ln_36. // Let z = (a - 1) / (a + 1). // ln(a) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1)) // Recall that 20 digit fixed point division requires multiplying by ONE_20, and multiplication requires // division by ONE_20. int256 z = ((a - ONE_20) * ONE_20) / (a + ONE_20); int256 z_squared = (z * z) / ONE_20; // num is the numerator of the series: the z^(2 * n + 1) term int256 num = z; // seriesSum holds the accumulated sum of each term in the series, starting with the initial z int256 seriesSum = num; // In each step, the numerator is multiplied by z^2 num = (num * z_squared) / ONE_20; seriesSum += num / 3; num = (num * z_squared) / ONE_20; seriesSum += num / 5; num = (num * z_squared) / ONE_20; seriesSum += num / 7; num = (num * z_squared) / ONE_20; seriesSum += num / 9; num = (num * z_squared) / ONE_20; seriesSum += num / 11; // 6 Taylor terms are sufficient for 36 decimal precision. // Finally, we multiply by 2 (non fixed point) to compute ln(remainder) seriesSum *= 2; // We now have the sum of all x_n present, and the Taylor approximation of the logarithm of the remainder (both // with 20 decimals). All that remains is to sum these two, and then drop two digits to return a 18 decimal // value. return (sum + seriesSum) / 100; } /** * @dev Intrnal high precision (36 decimal places) natural logarithm (ln(x)) with signed 18 decimal fixed point argument, * for x close to one. * * Should only be used if x is between LN_36_LOWER_BOUND and LN_36_UPPER_BOUND. */ function _ln_36(int256 x) private pure returns (int256) { // Since ln(1) = 0, a value of x close to one will yield a very small result, which makes using 36 digits // worthwhile. // First, we transform x to a 36 digit fixed point value. x *= ONE_18; // We will use the following Taylor expansion, which converges very rapidly. Let z = (x - 1) / (x + 1). // ln(x) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1)) // Recall that 36 digit fixed point division requires multiplying by ONE_36, and multiplication requires // division by ONE_36. int256 z = ((x - ONE_36) * ONE_36) / (x + ONE_36); int256 z_squared = (z * z) / ONE_36; // num is the numerator of the series: the z^(2 * n + 1) term int256 num = z; // seriesSum holds the accumulated sum of each term in the series, starting with the initial z int256 seriesSum = num; // In each step, the numerator is multiplied by z^2 num = (num * z_squared) / ONE_36; seriesSum += num / 3; num = (num * z_squared) / ONE_36; seriesSum += num / 5; num = (num * z_squared) / ONE_36; seriesSum += num / 7; num = (num * z_squared) / ONE_36; seriesSum += num / 9; num = (num * z_squared) / ONE_36; seriesSum += num / 11; num = (num * z_squared) / ONE_36; seriesSum += num / 13; num = (num * z_squared) / ONE_36; seriesSum += num / 15; // 8 Taylor terms are sufficient for 36 decimal precision. // All that remains is multiplying by 2 (non fixed point). return seriesSum * 2; } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "./IBasePool.sol"; /** * @dev IPools with the General specialization setting should implement this interface. * * This is called by the Vault when a user calls `IVault.swap` or `IVault.batchSwap` to swap with this Pool. * Returns the number of tokens the Pool will grant to the user in a 'given in' swap, or that the user will * grant to the pool in a 'given out' swap. * * This can often be implemented by a `view` function, since many pricing algorithms don't need to track state * changes in swaps. However, contracts implementing this in non-view functions should check that the caller is * indeed the Vault. */ interface IGeneralPool is IBasePool { function onSwap( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut ) external returns (uint256 amount); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "@balancer-labs/v2-interfaces/contracts/pool-utils/IAssetManager.sol"; import "@balancer-labs/v2-interfaces/contracts/pool-utils/IControlledPool.sol"; import "@balancer-labs/v2-interfaces/contracts/vault/IVault.sol"; import "@balancer-labs/v2-interfaces/contracts/vault/IBasePool.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/TemporarilyPausable.sol"; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol"; import "./BalancerPoolToken.sol"; import "./BasePoolAuthorization.sol"; import "./RecoveryMode.sol"; // solhint-disable max-states-count /** * @notice Reference implementation for the base layer of a Pool contract. * @dev Reference implementation for the base layer of a Pool contract that manages a single Pool with optional * Asset Managers, an admin-controlled swap fee percentage, and an emergency pause mechanism. * * This Pool pays protocol fees by minting BPT directly to the ProtocolFeeCollector instead of using the * `dueProtocolFees` return value. This results in the underlying tokens continuing to provide liquidity * for traders, while still keeping gas usage to a minimum since only a single token (the BPT) is transferred. * * Note that neither swap fees nor the pause mechanism are used by this contract. They are passed through so that * derived contracts can use them via the `_addSwapFeeAmount` and `_subtractSwapFeeAmount` functions, and the * `whenNotPaused` modifier. * * No admin permissions are checked here: instead, this contract delegates that to the Vault's own Authorizer. * * Because this contract doesn't implement the swap hooks, derived contracts should generally inherit from * BaseGeneralPool or BaseMinimalSwapInfoPool. Otherwise, subclasses must inherit from the corresponding interfaces * and implement the swap callbacks themselves. */ abstract contract BasePool is IBasePool, IControlledPool, BasePoolAuthorization, BalancerPoolToken, TemporarilyPausable, RecoveryMode { using WordCodec for bytes32; using FixedPoint for uint256; using BasePoolUserData for bytes; uint256 private constant _MIN_TOKENS = 2; uint256 private constant _DEFAULT_MINIMUM_BPT = 1e6; // 1e18 corresponds to 1.0, or a 100% fee uint256 private constant _MIN_SWAP_FEE_PERCENTAGE = 1e12; // 0.0001% uint256 private constant _MAX_SWAP_FEE_PERCENTAGE = 1e17; // 10% - this fits in 64 bits // `_miscData` is a storage slot that can be used to store unrelated pieces of information. All pools store the // recovery mode flag and swap fee percentage, but `miscData` can be extended to store more pieces of information. // The most signficant bit is reserved for the recovery mode flag, and the swap fee percentage is stored in // the next most significant 63 bits, leaving the remaining 192 bits free to store any other information derived // pools might need. // // This slot is preferred for gas-sensitive operations as it is read in all joins, swaps and exits, // and therefore warm. // [ recovery | swap fee | available ] // [ 1 bit | 63 bits | 192 bits ] // [ MSB LSB ] bytes32 private _miscData; uint256 private constant _SWAP_FEE_PERCENTAGE_OFFSET = 192; uint256 private constant _RECOVERY_MODE_BIT_OFFSET = 255; // A fee can never be larger than FixedPoint.ONE, which fits in 60 bits, so 63 is more than enough. uint256 private constant _SWAP_FEE_PERCENTAGE_BIT_LENGTH = 63; bytes32 private immutable _poolId; // Note that this value is immutable in the Vault, so we can make it immutable here and save gas IProtocolFeesCollector private immutable _protocolFeesCollector; event SwapFeePercentageChanged(uint256 swapFeePercentage); constructor( IVault vault, IVault.PoolSpecialization specialization, string memory name, string memory symbol, IERC20[] memory tokens, address[] memory assetManagers, uint256 swapFeePercentage, uint256 pauseWindowDuration, uint256 bufferPeriodDuration, address owner ) // Base Pools are expected to be deployed using factories. By using the factory address as the action // disambiguator, we make all Pools deployed by the same factory share action identifiers. This allows for // simpler management of permissions (such as being able to manage granting the 'set fee percentage' action in // any Pool created by the same factory), while still making action identifiers unique among different factories // if the selectors match, preventing accidental errors. Authentication(bytes32(uint256(msg.sender))) BalancerPoolToken(name, symbol, vault) BasePoolAuthorization(owner) TemporarilyPausable(pauseWindowDuration, bufferPeriodDuration) { _require(tokens.length >= _MIN_TOKENS, Errors.MIN_TOKENS); _require(tokens.length <= _getMaxTokens(), Errors.MAX_TOKENS); // The Vault only requires the token list to be ordered for the Two Token Pools specialization. However, // to make the developer experience consistent, we are requiring this condition for all the native pools. // Also, since these Pools will register tokens only once, we can ensure the Pool tokens will follow the same // order. We rely on this property to make Pools simpler to write, as it lets us assume that the // order of token-specific parameters (such as token weights) will not change. InputHelpers.ensureArrayIsSorted(tokens); _setSwapFeePercentage(swapFeePercentage); bytes32 poolId = vault.registerPool(specialization); vault.registerTokens(poolId, tokens, assetManagers); // Set immutable state variables - these cannot be read from during construction _poolId = poolId; _protocolFeesCollector = vault.getProtocolFeesCollector(); } // Getters / Setters /** * @notice Return the pool id. */ function getPoolId() public view override returns (bytes32) { return _poolId; } function _getTotalTokens() internal view virtual returns (uint256); function _getMaxTokens() internal pure virtual returns (uint256); /** * @dev Returns the minimum BPT supply. This amount is minted to the zero address during initialization, effectively * locking it. * * This is useful to make sure Pool initialization happens only once, but derived Pools can change this value (even * to zero) by overriding this function. */ function _getMinimumBpt() internal pure virtual returns (uint256) { return _DEFAULT_MINIMUM_BPT; } /** * @notice Return the current value of the swap fee percentage. * @dev This is stored in `_miscData`. */ function getSwapFeePercentage() public view virtual override returns (uint256) { return _miscData.decodeUint(_SWAP_FEE_PERCENTAGE_OFFSET, _SWAP_FEE_PERCENTAGE_BIT_LENGTH); } /** * @notice Return the ProtocolFeesCollector contract. * @dev This is immutable, and retrieved from the Vault on construction. (It is also immutable in the Vault.) */ function getProtocolFeesCollector() public view returns (IProtocolFeesCollector) { return _protocolFeesCollector; } /** * @notice Set the swap fee percentage. * @dev This is a permissioned function, and disabled if the pool is paused. The swap fee must be within the * bounds set by MIN_SWAP_FEE_PERCENTAGE/MAX_SWAP_FEE_PERCENTAGE. Emits the SwapFeePercentageChanged event. */ function setSwapFeePercentage(uint256 swapFeePercentage) public virtual override authenticate whenNotPaused { _setSwapFeePercentage(swapFeePercentage); } function _setSwapFeePercentage(uint256 swapFeePercentage) internal virtual { _require(swapFeePercentage >= _getMinSwapFeePercentage(), Errors.MIN_SWAP_FEE_PERCENTAGE); _require(swapFeePercentage <= _getMaxSwapFeePercentage(), Errors.MAX_SWAP_FEE_PERCENTAGE); _miscData = _miscData.insertUint( swapFeePercentage, _SWAP_FEE_PERCENTAGE_OFFSET, _SWAP_FEE_PERCENTAGE_BIT_LENGTH ); emit SwapFeePercentageChanged(swapFeePercentage); } function _getMinSwapFeePercentage() internal pure virtual returns (uint256) { return _MIN_SWAP_FEE_PERCENTAGE; } function _getMaxSwapFeePercentage() internal pure virtual returns (uint256) { return _MAX_SWAP_FEE_PERCENTAGE; } /** * @notice Returns whether the pool is in Recovery Mode. */ function inRecoveryMode() public view override returns (bool) { return _miscData.decodeBool(_RECOVERY_MODE_BIT_OFFSET); } /** * @dev Sets the recoveryMode state, and emits the corresponding event. */ function _setRecoveryMode(bool enabled) internal virtual override { _miscData = _miscData.insertBool(enabled, _RECOVERY_MODE_BIT_OFFSET); emit RecoveryModeStateChanged(enabled); // Some pools need to update their state when leaving recovery mode to ensure proper functioning of the Pool. // We do not allow an `_onEnableRecoveryMode()` hook as this may jeopardize the ability to enable Recovery mode. if (!enabled) _onDisableRecoveryMode(); } /** * @dev Performs any necessary actions on the disabling of Recovery Mode. * This is usually to reset any fee collection mechanisms to ensure that they operate correctly going forward. */ function _onDisableRecoveryMode() internal virtual {} /** * @notice Set the asset manager parameters for the given token. * @dev This is a permissioned function, unavailable when the pool is paused. * The details of the configuration data are set by each Asset Manager. (For an example, see * `RewardsAssetManager`.) */ function setAssetManagerPoolConfig(IERC20 token, bytes memory poolConfig) public virtual override authenticate whenNotPaused { _setAssetManagerPoolConfig(token, poolConfig); } function _setAssetManagerPoolConfig(IERC20 token, bytes memory poolConfig) private { bytes32 poolId = getPoolId(); (, , , address assetManager) = getVault().getPoolTokenInfo(poolId, token); IAssetManager(assetManager).setConfig(poolId, poolConfig); } /** * @notice Pause the pool: an emergency action which disables all pool functions. * @dev This is a permissioned function that will only work during the Pause Window set during pool factory * deployment (see `TemporarilyPausable`). */ function pause() external authenticate { _setPaused(true); } /** * @notice Reverse a `pause` operation, and restore a pool to normal functionality. * @dev This is a permissioned function that will only work on a paused pool within the Buffer Period set during * pool factory deployment (see `TemporarilyPausable`). Note that any paused pools will automatically unpause * after the Buffer Period expires. */ function unpause() external authenticate { _setPaused(false); } function _isOwnerOnlyAction(bytes32 actionId) internal view virtual override returns (bool) { return (actionId == getActionId(this.setSwapFeePercentage.selector)) || (actionId == getActionId(this.setAssetManagerPoolConfig.selector)) || super._isOwnerOnlyAction(actionId); } function _getMiscData() internal view returns (bytes32) { return _miscData; } /** * @dev Inserts data into the least-significant 192 bits of the misc data storage slot. * Note that the remaining 64 bits are used for the swap fee percentage and cannot be overloaded. */ function _setMiscData(bytes32 newData) internal { _miscData = _miscData.insertBits192(newData, 0); } // Join / Exit Hooks modifier onlyVault(bytes32 poolId) { _require(msg.sender == address(getVault()), Errors.CALLER_NOT_VAULT); _require(poolId == getPoolId(), Errors.INVALID_POOL_ID); _; } /** * @notice Vault hook for adding liquidity to a pool (including the first time, "initializing" the pool). * @dev This function can only be called from the Vault, from `joinPool`. */ function onJoinPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) { _beforeSwapJoinExit(); uint256[] memory scalingFactors = _scalingFactors(); if (totalSupply() == 0) { (uint256 bptAmountOut, uint256[] memory amountsIn) = _onInitializePool( poolId, sender, recipient, scalingFactors, userData ); // On initialization, we lock _getMinimumBpt() by minting it for the zero address. This BPT acts as a // minimum as it will never be burned, which reduces potential issues with rounding, and also prevents the // Pool from ever being fully drained. _require(bptAmountOut >= _getMinimumBpt(), Errors.MINIMUM_BPT); _mintPoolTokens(address(0), _getMinimumBpt()); _mintPoolTokens(recipient, bptAmountOut - _getMinimumBpt()); // amountsIn are amounts entering the Pool, so we round up. _downscaleUpArray(amountsIn, scalingFactors); return (amountsIn, new uint256[](balances.length)); } else { _upscaleArray(balances, scalingFactors); (uint256 bptAmountOut, uint256[] memory amountsIn) = _onJoinPool( poolId, sender, recipient, balances, lastChangeBlock, inRecoveryMode() ? 0 : protocolSwapFeePercentage, // Protocol fees are disabled while in recovery mode scalingFactors, userData ); // Note we no longer use `balances` after calling `_onJoinPool`, which may mutate it. _mintPoolTokens(recipient, bptAmountOut); // amountsIn are amounts entering the Pool, so we round up. _downscaleUpArray(amountsIn, scalingFactors); // This Pool ignores the `dueProtocolFees` return value, so we simply return a zeroed-out array. return (amountsIn, new uint256[](balances.length)); } } /** * @notice Vault hook for removing liquidity from a pool. * @dev This function can only be called from the Vault, from `exitPool`. */ function onExitPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) { uint256[] memory amountsOut; uint256 bptAmountIn; // When a user calls `exitPool`, this is the first point of entry from the Vault. // We first check whether this is a Recovery Mode exit - if so, we proceed using this special lightweight exit // mechanism which avoids computing any complex values, interacting with external contracts, etc., and generally // should always work, even if the Pool's mathematics or a dependency break down. if (userData.isRecoveryModeExitKind()) { // This exit kind is only available in Recovery Mode. _ensureInRecoveryMode(); // Note that we don't upscale balances nor downscale amountsOut - we don't care about scaling factors during // a recovery mode exit. (bptAmountIn, amountsOut) = _doRecoveryModeExit(balances, totalSupply(), userData); } else { // Note that we only call this if we're not in a recovery mode exit. _beforeSwapJoinExit(); uint256[] memory scalingFactors = _scalingFactors(); _upscaleArray(balances, scalingFactors); (bptAmountIn, amountsOut) = _onExitPool( poolId, sender, recipient, balances, lastChangeBlock, inRecoveryMode() ? 0 : protocolSwapFeePercentage, // Protocol fees are disabled while in recovery mode scalingFactors, userData ); // amountsOut are amounts exiting the Pool, so we round down. _downscaleDownArray(amountsOut, scalingFactors); } // Note we no longer use `balances` after calling `_onExitPool`, which may mutate it. _burnPoolTokens(sender, bptAmountIn); // This Pool ignores the `dueProtocolFees` return value, so we simply return a zeroed-out array. return (amountsOut, new uint256[](balances.length)); } // Query functions /** * @notice "Dry run" `onJoinPool`. * @dev Returns the amount of BPT that would be granted to `recipient` if the `onJoinPool` hook were called by the * Vault with the same arguments, along with the number of tokens `sender` would have to supply. * * This function is not meant to be called directly, but rather from a helper contract that fetches current Vault * data, such as the protocol swap fee percentage and Pool balances. * * Like `IVault.queryBatchSwap`, this function is not view due to internal implementation details: the caller must * explicitly use eth_call instead of eth_sendTransaction. */ function queryJoin( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external override returns (uint256 bptOut, uint256[] memory amountsIn) { InputHelpers.ensureInputLengthMatch(balances.length, _getTotalTokens()); _queryAction( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, userData, _onJoinPool, _downscaleUpArray ); // The `return` opcode is executed directly inside `_queryAction`, so execution never reaches this statement, // and we don't need to return anything here - it just silences compiler warnings. return (bptOut, amountsIn); } /** * @notice "Dry run" `onExitPool`. * @dev Returns the amount of BPT that would be burned from `sender` if the `onExitPool` hook were called by the * Vault with the same arguments, along with the number of tokens `recipient` would receive. * * This function is not meant to be called directly, but rather from a helper contract that fetches current Vault * data, such as the protocol swap fee percentage and Pool balances. * * Like `IVault.queryBatchSwap`, this function is not view due to internal implementation details: the caller must * explicitly use eth_call instead of eth_sendTransaction. */ function queryExit( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external override returns (uint256 bptIn, uint256[] memory amountsOut) { InputHelpers.ensureInputLengthMatch(balances.length, _getTotalTokens()); _queryAction( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, userData, _onExitPool, _downscaleDownArray ); // The `return` opcode is executed directly inside `_queryAction`, so execution never reaches this statement, // and we don't need to return anything here - it just silences compiler warnings. return (bptIn, amountsOut); } // Internal hooks to be overridden by derived contracts - all token amounts (except BPT) in these interfaces are // upscaled. /** * @dev Called when the Pool is joined for the first time; that is, when the BPT total supply is zero. * * Returns the amount of BPT to mint, and the token amounts the Pool will receive in return. * * Minted BPT will be sent to `recipient`, except for _getMinimumBpt(), which will be deducted from this amount and * sent to the zero address instead. This will cause that BPT to remain forever locked there, preventing total BTP * from ever dropping below that value, and ensuring `_onInitializePool` can only be called once in the entire * Pool's lifetime. * * The tokens granted to the Pool will be transferred from `sender`. These amounts are considered upscaled and will * be downscaled (rounding up) before being returned to the Vault. */ function _onInitializePool( bytes32 poolId, address sender, address recipient, uint256[] memory scalingFactors, bytes memory userData ) internal virtual returns (uint256 bptAmountOut, uint256[] memory amountsIn); /** * @dev Called whenever the Pool is joined after the first initialization join (see `_onInitializePool`). * * Returns the amount of BPT to mint, the token amounts that the Pool will receive in return, and the number of * tokens to pay in protocol swap fees. * * Implementations of this function might choose to mutate the `balances` array to save gas (e.g. when * performing intermediate calculations, such as subtraction of due protocol fees). This can be done safely. * * Minted BPT will be sent to `recipient`. * * The tokens granted to the Pool will be transferred from `sender`. These amounts are considered upscaled and will * be downscaled (rounding up) before being returned to the Vault. * * Due protocol swap fees will be taken from the Pool's balance in the Vault (see `IBasePool.onJoinPool`). These * amounts are considered upscaled and will be downscaled (rounding down) before being returned to the Vault. */ function _onJoinPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, uint256[] memory scalingFactors, bytes memory userData ) internal virtual returns (uint256 bptAmountOut, uint256[] memory amountsIn); /** * @dev Called whenever the Pool is exited. * * Returns the amount of BPT to burn, the token amounts for each Pool token that the Pool will grant in return, and * the number of tokens to pay in protocol swap fees. * * Implementations of this function might choose to mutate the `balances` array to save gas (e.g. when * performing intermediate calculations, such as subtraction of due protocol fees). This can be done safely. * * BPT will be burnt from `sender`. * * The Pool will grant tokens to `recipient`. These amounts are considered upscaled and will be downscaled * (rounding down) before being returned to the Vault. * * Due protocol swap fees will be taken from the Pool's balance in the Vault (see `IBasePool.onExitPool`). These * amounts are considered upscaled and will be downscaled (rounding down) before being returned to the Vault. */ function _onExitPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, uint256[] memory scalingFactors, bytes memory userData ) internal virtual returns (uint256 bptAmountIn, uint256[] memory amountsOut); /** * @dev Called at the very beginning of swaps, joins and exits, even before the scaling factors are read. Derived * contracts can extend this implementation to perform any state-changing operations they might need (including e.g. * updating the scaling factors), * * The only scenario in which this function is not called is during a recovery mode exit. This makes it safe to * perform non-trivial computations or interact with external dependencies here, as recovery mode will not be * affected. * * Since this contract does not implement swaps, derived contracts must also make sure this function is called on * swap handlers. */ function _beforeSwapJoinExit() internal virtual { // All joins, exits and swaps are disabled (except recovery mode exits). _ensureNotPaused(); } // Internal functions /** * @dev Pays protocol fees by minting `bptAmount` to the Protocol Fee Collector. */ function _payProtocolFees(uint256 bptAmount) internal { _mintPoolTokens(address(getProtocolFeesCollector()), bptAmount); } /** * @dev Adds swap fee amount to `amount`, returning a higher value. */ function _addSwapFeeAmount(uint256 amount) internal view returns (uint256) { // This returns amount + fee amount, so we round up (favoring a higher fee amount). return amount.divUp(getSwapFeePercentage().complement()); } /** * @dev Subtracts swap fee amount from `amount`, returning a lower value. */ function _subtractSwapFeeAmount(uint256 amount) internal view returns (uint256) { // This returns amount - fee amount, so we round up (favoring a higher fee amount). uint256 feeAmount = amount.mulUp(getSwapFeePercentage()); return amount.sub(feeAmount); } // Scaling /** * @dev Returns a scaling factor that, when multiplied to a token amount for `token`, normalizes its balance as if * it had 18 decimals. */ function _computeScalingFactor(IERC20 token) internal view returns (uint256) { if (address(token) == address(this)) { return FixedPoint.ONE; } // Tokens that don't implement the `decimals` method are not supported. uint256 tokenDecimals = ERC20(address(token)).decimals(); // Tokens with more than 18 decimals are not supported. uint256 decimalsDifference = Math.sub(18, tokenDecimals); return FixedPoint.ONE * 10**decimalsDifference; } /** * @dev Returns the scaling factor for one of the Pool's tokens. Reverts if `token` is not a token registered by the * Pool. * * All scaling factors are fixed-point values with 18 decimals, to allow for this function to be overridden by * derived contracts that need to apply further scaling, making these factors potentially non-integer. * * The largest 'base' scaling factor (i.e. in tokens with less than 18 decimals) is 10**18, which in fixed-point is * 10**36. This value can be multiplied with a 112 bit Vault balance with no overflow by a factor of ~1e7, making * even relatively 'large' factors safe to use. * * The 1e7 figure is the result of 2**256 / (1e18 * 1e18 * 2**112). */ function _scalingFactor(IERC20 token) internal view virtual returns (uint256); /** * @dev Same as `_scalingFactor()`, except for all registered tokens (in the same order as registered). The Vault * will always pass balances in this order when calling any of the Pool hooks. */ function _scalingFactors() internal view virtual returns (uint256[] memory); function getScalingFactors() external view override returns (uint256[] memory) { return _scalingFactors(); } /** * @dev Applies `scalingFactor` to `amount`, resulting in a larger or equal value depending on whether it needed * scaling or not. */ function _upscale(uint256 amount, uint256 scalingFactor) internal pure returns (uint256) { // Upscale rounding wouldn't necessarily always go in the same direction: in a swap for example the balance of // token in should be rounded up, and that of token out rounded down. This is the only place where we round in // the same direction for all amounts, as the impact of this rounding is expected to be minimal (and there's no // rounding error unless `_scalingFactor()` is overriden). return FixedPoint.mulDown(amount, scalingFactor); } /** * @dev Same as `_upscale`, but for an entire array. This function does not return anything, but instead *mutates* * the `amounts` array. */ function _upscaleArray(uint256[] memory amounts, uint256[] memory scalingFactors) internal pure { uint256 length = amounts.length; InputHelpers.ensureInputLengthMatch(length, scalingFactors.length); for (uint256 i = 0; i < length; ++i) { amounts[i] = FixedPoint.mulDown(amounts[i], scalingFactors[i]); } } /** * @dev Reverses the `scalingFactor` applied to `amount`, resulting in a smaller or equal value depending on * whether it needed scaling or not. The result is rounded down. */ function _downscaleDown(uint256 amount, uint256 scalingFactor) internal pure returns (uint256) { return FixedPoint.divDown(amount, scalingFactor); } /** * @dev Same as `_downscaleDown`, but for an entire array. This function does not return anything, but instead * *mutates* the `amounts` array. */ function _downscaleDownArray(uint256[] memory amounts, uint256[] memory scalingFactors) internal pure { uint256 length = amounts.length; InputHelpers.ensureInputLengthMatch(length, scalingFactors.length); for (uint256 i = 0; i < length; ++i) { amounts[i] = FixedPoint.divDown(amounts[i], scalingFactors[i]); } } /** * @dev Reverses the `scalingFactor` applied to `amount`, resulting in a smaller or equal value depending on * whether it needed scaling or not. The result is rounded up. */ function _downscaleUp(uint256 amount, uint256 scalingFactor) internal pure returns (uint256) { return FixedPoint.divUp(amount, scalingFactor); } /** * @dev Same as `_downscaleUp`, but for an entire array. This function does not return anything, but instead * *mutates* the `amounts` array. */ function _downscaleUpArray(uint256[] memory amounts, uint256[] memory scalingFactors) internal pure { uint256 length = amounts.length; InputHelpers.ensureInputLengthMatch(length, scalingFactors.length); for (uint256 i = 0; i < length; ++i) { amounts[i] = FixedPoint.divUp(amounts[i], scalingFactors[i]); } } function _getAuthorizer() internal view override returns (IAuthorizer) { // Access control management is delegated to the Vault's Authorizer. This lets Balancer Governance manage which // accounts can call permissioned functions: for example, to perform emergency pauses. // If the owner is delegated, then *all* permissioned functions, including `setSwapFeePercentage`, will be under // Governance control. return getVault().getAuthorizer(); } function _queryAction( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData, function(bytes32, address, address, uint256[] memory, uint256, uint256, uint256[] memory, bytes memory) internal returns (uint256, uint256[] memory) _action, function(uint256[] memory, uint256[] memory) internal view _downscaleArray ) private { // This uses the same technique used by the Vault in queryBatchSwap. Refer to that function for a detailed // explanation. if (msg.sender != address(this)) { // We perform an external call to ourselves, forwarding the same calldata. In this call, the else clause of // the preceding if statement will be executed instead. // solhint-disable-next-line avoid-low-level-calls (bool success, ) = address(this).call(msg.data); // solhint-disable-next-line no-inline-assembly assembly { // This call should always revert to decode the bpt and token amounts from the revert reason switch success case 0 { // Note we are manually writing the memory slot 0. We can safely overwrite whatever is // stored there as we take full control of the execution and then immediately return. // We copy the first 4 bytes to check if it matches with the expected signature, otherwise // there was another revert reason and we should forward it. returndatacopy(0, 0, 0x04) let error := and(mload(0), 0xffffffff00000000000000000000000000000000000000000000000000000000) // If the first 4 bytes don't match with the expected signature, we forward the revert reason. if eq(eq(error, 0x43adbafb00000000000000000000000000000000000000000000000000000000), 0) { returndatacopy(0, 0, returndatasize()) revert(0, returndatasize()) } // The returndata contains the signature, followed by the raw memory representation of the // `bptAmount` and `tokenAmounts` (array: length + data). We need to return an ABI-encoded // representation of these. // An ABI-encoded response will include one additional field to indicate the starting offset of // the `tokenAmounts` array. The `bptAmount` will be laid out in the first word of the // returndata. // // In returndata: // [ signature ][ bptAmount ][ tokenAmounts length ][ tokenAmounts values ] // [ 4 bytes ][ 32 bytes ][ 32 bytes ][ (32 * length) bytes ] // // We now need to return (ABI-encoded values): // [ bptAmount ][ tokeAmounts offset ][ tokenAmounts length ][ tokenAmounts values ] // [ 32 bytes ][ 32 bytes ][ 32 bytes ][ (32 * length) bytes ] // We copy 32 bytes for the `bptAmount` from returndata into memory. // Note that we skip the first 4 bytes for the error signature returndatacopy(0, 0x04, 32) // The offsets are 32-bytes long, so the array of `tokenAmounts` will start after // the initial 64 bytes. mstore(0x20, 64) // We now copy the raw memory array for the `tokenAmounts` from returndata into memory. // Since bpt amount and offset take up 64 bytes, we start copying at address 0x40. We also // skip the first 36 bytes from returndata, which correspond to the signature plus bpt amount. returndatacopy(0x40, 0x24, sub(returndatasize(), 36)) // We finally return the ABI-encoded uint256 and the array, which has a total length equal to // the size of returndata, plus the 32 bytes of the offset but without the 4 bytes of the // error signature. return(0, add(returndatasize(), 28)) } default { // This call should always revert, but we fail nonetheless if that didn't happen invalid() } } } else { // This imitates the relevant parts of the bodies of onJoin and onExit. Since they're not virtual, we know // that their implementations will match this regardless of what derived contracts might do. _beforeSwapJoinExit(); uint256[] memory scalingFactors = _scalingFactors(); _upscaleArray(balances, scalingFactors); (uint256 bptAmount, uint256[] memory tokenAmounts) = _action( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, scalingFactors, userData ); _downscaleArray(tokenAmounts, scalingFactors); // solhint-disable-next-line no-inline-assembly assembly { // We will return a raw representation of `bptAmount` and `tokenAmounts` in memory, which is composed of // a 32-byte uint256, followed by a 32-byte for the array length, and finally the 32-byte uint256 values // Because revert expects a size in bytes, we multiply the array length (stored at `tokenAmounts`) by 32 let size := mul(mload(tokenAmounts), 32) // We store the `bptAmount` in the previous slot to the `tokenAmounts` array. We can make sure there // will be at least one available slot due to how the memory scratch space works. // We can safely overwrite whatever is stored in this slot as we will revert immediately after that. let start := sub(tokenAmounts, 0x20) mstore(start, bptAmount) // We send one extra value for the error signature "QueryError(uint256,uint256[])" which is 0x43adbafb // We use the previous slot to `bptAmount`. mstore(sub(start, 0x20), 0x0000000000000000000000000000000000000000000000000000000043adbafb) start := sub(start, 0x04) // When copying from `tokenAmounts` into returndata, we copy the additional 68 bytes to also return // the `bptAmount`, the array 's length, and the error signature. revert(start, add(size, 68)) } } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "./IVault.sol"; import "./IPoolSwapStructs.sol"; /** * @dev Interface for adding and removing liquidity that all Pool contracts should implement. Note that this is not * the complete Pool contract interface, as it is missing the swap hooks. Pool contracts should also inherit from * either IGeneralPool or IMinimalSwapInfoPool */ interface IBasePool is IPoolSwapStructs { /** * @dev Called by the Vault when a user calls `IVault.joinPool` to add liquidity to this Pool. Returns how many of * each registered token the user should provide, as well as the amount of protocol fees the Pool owes to the Vault. * The Vault will then take tokens from `sender` and add them to the Pool's balances, as well as collect * the reported amount in protocol fees, which the pool should calculate based on `protocolSwapFeePercentage`. * * Protocol fees are reported and charged on join events so that the Pool is free of debt whenever new users join. * * `sender` is the account performing the join (from which tokens will be withdrawn), and `recipient` is the account * designated to receive any benefits (typically pool shares). `balances` contains the total balances * for each token the Pool registered in the Vault, in the same order that `IVault.getPoolTokens` would return. * * `lastChangeBlock` is the last block in which *any* of the Pool's registered tokens last changed its total * balance. * * `userData` contains any pool-specific instructions needed to perform the calculations, such as the type of * join (e.g., proportional given an amount of pool shares, single-asset, multi-asset, etc.) * * Contracts implementing this function should check that the caller is indeed the Vault before performing any * state-changing operations, such as minting pool shares. */ function onJoinPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external returns (uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts); /** * @dev Called by the Vault when a user calls `IVault.exitPool` to remove liquidity from this Pool. Returns how many * tokens the Vault should deduct from the Pool's balances, as well as the amount of protocol fees the Pool owes * to the Vault. The Vault will then take tokens from the Pool's balances and send them to `recipient`, * as well as collect the reported amount in protocol fees, which the Pool should calculate based on * `protocolSwapFeePercentage`. * * Protocol fees are charged on exit events to guarantee that users exiting the Pool have paid their share. * * `sender` is the account performing the exit (typically the pool shareholder), and `recipient` is the account * to which the Vault will send the proceeds. `balances` contains the total token balances for each token * the Pool registered in the Vault, in the same order that `IVault.getPoolTokens` would return. * * `lastChangeBlock` is the last block in which *any* of the Pool's registered tokens last changed its total * balance. * * `userData` contains any pool-specific instructions needed to perform the calculations, such as the type of * exit (e.g., proportional given an amount of pool shares, single-asset, multi-asset, etc.) * * Contracts implementing this function should check that the caller is indeed the Vault before performing any * state-changing operations, such as burning pool shares. */ function onExitPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external returns (uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts); /** * @dev Returns this Pool's ID, used when interacting with the Vault (to e.g. join the Pool or swap with it). */ function getPoolId() external view returns (bytes32); /** * @dev Returns the current swap fee percentage as a 18 decimal fixed point number, so e.g. 1e17 corresponds to a * 10% swap fee. */ function getSwapFeePercentage() external view returns (uint256); /** * @dev Returns the scaling factors of each of the Pool's tokens. This is an implementation detail that is typically * not relevant for outside parties, but which might be useful for some types of Pools. */ function getScalingFactors() external view returns (uint256[] memory); function queryJoin( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external returns (uint256 bptOut, uint256[] memory amountsIn); function queryExit( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external returns (uint256 bptIn, uint256[] memory amountsOut); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../solidity-utils/openzeppelin/IERC20.sol"; import "./IVault.sol"; interface IPoolSwapStructs { // This is not really an interface - it just defines common structs used by other interfaces: IGeneralPool and // IMinimalSwapInfoPool. // // This data structure represents a request for a token swap, where `kind` indicates the swap type ('given in' or // 'given out') which indicates whether or not the amount sent by the pool is known. // // The pool receives `tokenIn` and sends `tokenOut`. `amount` is the number of `tokenIn` tokens the pool will take // in, or the number of `tokenOut` tokens the Pool will send out, depending on the given swap `kind`. // // All other fields are not strictly necessary for most swaps, but are provided to support advanced scenarios in // some Pools. // // `poolId` is the ID of the Pool involved in the swap - this is useful for Pool contracts that implement more than // one Pool. // // The meaning of `lastChangeBlock` depends on the Pool specialization: // - Two Token or Minimal Swap Info: the last block in which either `tokenIn` or `tokenOut` changed its total // balance. // - General: the last block in which *any* of the Pool's registered tokens changed its total balance. // // `from` is the origin address for the funds the Pool receives, and `to` is the destination address // where the Pool sends the outgoing tokens. // // `userData` is extra data provided by the caller - typically a signature from a trusted party. struct SwapRequest { IVault.SwapKind kind; IERC20 tokenIn; IERC20 tokenOut; uint256 amount; // Misc data bytes32 poolId; uint256 lastChangeBlock; address from; address to; bytes userData; } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; pragma experimental ABIEncoderV2; import "../solidity-utils/openzeppelin/IERC20.sol"; interface IAssetManager { /** * @notice Emitted when asset manager is rebalanced */ event Rebalance(bytes32 poolId); /** * @notice Sets the config */ function setConfig(bytes32 poolId, bytes calldata config) external; /** * Note: No function to read the asset manager config is included in IAssetManager * as the signature is expected to vary between asset manager implementations */ /** * @notice Returns the asset manager's token */ function getToken() external view returns (IERC20); /** * @return the current assets under management of this asset manager */ function getAUM(bytes32 poolId) external view returns (uint256); /** * @return poolCash - The up-to-date cash balance of the pool * @return poolManaged - The up-to-date managed balance of the pool */ function getPoolBalances(bytes32 poolId) external view returns (uint256 poolCash, uint256 poolManaged); /** * @return The difference in tokens between the target investment * and the currently invested amount (i.e. the amount that can be invested) */ function maxInvestableBalance(bytes32 poolId) external view returns (int256); /** * @notice Updates the Vault on the value of the pool's investment returns */ function updateBalanceOfPool(bytes32 poolId) external; /** * @notice Determines whether the pool should rebalance given the provided balances */ function shouldRebalance(uint256 cash, uint256 managed) external view returns (bool); /** * @notice Rebalances funds between the pool and the asset manager to maintain target investment percentage. * @param poolId - the poolId of the pool to be rebalanced * @param force - a boolean representing whether a rebalance should be forced even when the pool is near balance */ function rebalance(bytes32 poolId, bool force) external; /** * @notice allows an authorized rebalancer to remove capital to facilitate large withdrawals * @param poolId - the poolId of the pool to withdraw funds back to * @param amount - the amount of tokens to withdraw back to the pool */ function capitalOut(bytes32 poolId, uint256 amount) external; } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "../solidity-utils/openzeppelin/IERC20.sol"; interface IControlledPool { function setSwapFeePercentage(uint256 swapFeePercentage) external; function setAssetManagerPoolConfig(IERC20 token, bytes memory poolConfig) external; } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; import "../math/Math.sol"; /** * @dev Library for encoding and decoding values stored inside a 256 bit word. Typically used to pack multiple values in * a single storage slot, saving gas by performing less storage accesses. * * Each value is defined by its size and the least significant bit in the word, also known as offset. For example, two * 128 bit values may be encoded in a word by assigning one an offset of 0, and the other an offset of 128. * * We could use Solidity structs to pack values together in a single storage slot instead of relying on a custom and * error-prone library, but unfortunately Solidity only allows for structs to live in either storage, calldata or * memory. Because a memory struct uses not just memory but also a slot in the stack (to store its memory location), * using memory for word-sized values (i.e. of 256 bits or less) is strictly less gas performant, and doesn't even * prevent stack-too-deep issues. This is compounded by the fact that Balancer contracts typically are memory-intensive, * and the cost of accesing memory increases quadratically with the number of allocated words. Manual packing and * unpacking is therefore the preferred approach. */ library WordCodec { // Masks are values with the least significant N bits set. They can be used to extract an encoded value from a word, // or to insert a new one replacing the old. uint256 private constant _MASK_1 = 2**(1) - 1; uint256 private constant _MASK_192 = 2**(192) - 1; // In-place insertion /** * @dev Inserts an unsigned integer of bitLength, shifted by an offset, into a 256 bit word, * replacing the old value. Returns the new word. */ function insertUint( bytes32 word, uint256 value, uint256 offset, uint256 bitLength ) internal pure returns (bytes32) { _validateEncodingParams(value, offset, bitLength); uint256 mask = (1 << bitLength) - 1; bytes32 clearedWord = bytes32(uint256(word) & ~(mask << offset)); return clearedWord | bytes32(value << offset); } /** * @dev Inserts a signed integer shifted by an offset into a 256 bit word, replacing the old value. Returns * the new word. * * Assumes `value` can be represented using `bitLength` bits. */ function insertInt( bytes32 word, int256 value, uint256 offset, uint256 bitLength ) internal pure returns (bytes32) { _validateEncodingParams(value, offset, bitLength); uint256 mask = (1 << bitLength) - 1; bytes32 clearedWord = bytes32(uint256(word) & ~(mask << offset)); // Integer values need masking to remove the upper bits of negative values. return clearedWord | bytes32((uint256(value) & mask) << offset); } // Encoding /** * @dev Encodes an unsigned integer shifted by an offset. Ensures value fits within * `bitLength` bits. * * The return value can be ORed bitwise with other encoded values to form a 256 bit word. */ function encodeUint( uint256 value, uint256 offset, uint256 bitLength ) internal pure returns (bytes32) { _validateEncodingParams(value, offset, bitLength); return bytes32(value << offset); } /** * @dev Encodes a signed integer shifted by an offset. * * The return value can be ORed bitwise with other encoded values to form a 256 bit word. */ function encodeInt( int256 value, uint256 offset, uint256 bitLength ) internal pure returns (bytes32) { _validateEncodingParams(value, offset, bitLength); uint256 mask = (1 << bitLength) - 1; // Integer values need masking to remove the upper bits of negative values. return bytes32((uint256(value) & mask) << offset); } // Decoding /** * @dev Decodes and returns an unsigned integer with `bitLength` bits, shifted by an offset, from a 256 bit word. */ function decodeUint( bytes32 word, uint256 offset, uint256 bitLength ) internal pure returns (uint256) { return uint256(word >> offset) & ((1 << bitLength) - 1); } /** * @dev Decodes and returns a signed integer with `bitLength` bits, shifted by an offset, from a 256 bit word. */ function decodeInt( bytes32 word, uint256 offset, uint256 bitLength ) internal pure returns (int256) { int256 maxInt = int256((1 << (bitLength - 1)) - 1); uint256 mask = (1 << bitLength) - 1; int256 value = int256(uint256(word >> offset) & mask); // In case the decoded value is greater than the max positive integer that can be represented with bitLength // bits, we know it was originally a negative integer. Therefore, we mask it to restore the sign in the 256 bit // representation. return value > maxInt ? (value | int256(~mask)) : value; } // Special cases /** * @dev Decodes and returns a boolean shifted by an offset from a 256 bit word. */ function decodeBool(bytes32 word, uint256 offset) internal pure returns (bool) { return (uint256(word >> offset) & _MASK_1) == 1; } /** * @dev Inserts a 192 bit value shifted by an offset into a 256 bit word, replacing the old value. * Returns the new word. * * Assumes `value` can be represented using 192 bits. */ function insertBits192( bytes32 word, bytes32 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_192 << offset)); return clearedWord | bytes32((uint256(value) & _MASK_192) << offset); } /** * @dev Inserts a boolean value shifted by an offset into a 256 bit word, replacing the old value. Returns the new * word. */ function insertBool( bytes32 word, bool value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_1 << offset)); return clearedWord | bytes32(uint256(value ? 1 : 0) << offset); } // Helpers function _validateEncodingParams( uint256 value, uint256 offset, uint256 bitLength ) private pure { _require(offset < 256, Errors.OUT_OF_BOUNDS); // We never accept 256 bit values (which would make the codec pointless), and the larger the offset the smaller // the maximum bit length. _require(bitLength >= 1 && bitLength <= Math.min(255, 256 - offset), Errors.OUT_OF_BOUNDS); // Testing unsigned values for size is straightforward: their upper bits must be cleared. _require(value >> bitLength == 0, Errors.CODEC_OVERFLOW); } function _validateEncodingParams( int256 value, uint256 offset, uint256 bitLength ) private pure { _require(offset < 256, Errors.OUT_OF_BOUNDS); // We never accept 256 bit values (which would make the codec pointless), and the larger the offset the smaller // the maximum bit length. _require(bitLength >= 1 && bitLength <= Math.min(255, 256 - offset), Errors.OUT_OF_BOUNDS); // Testing signed values for size is a bit more involved. if (value >= 0) { // For positive values, we can simply check that the upper bits are clear. Notice we remove one bit from the // length for the sign bit. _require(value >> (bitLength - 1) == 0, Errors.CODEC_OVERFLOW); } else { // Negative values can receive the same treatment by making them positive, with the caveat that the range // for negative values in two's complement supports one more value than for the positive case. _require(Math.abs(value + 1) >> (bitLength - 1) == 0, Errors.CODEC_OVERFLOW); } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/ITemporarilyPausable.sol"; /** * @dev Allows for a contract to be paused during an initial period after deployment, disabling functionality. Can be * used as an emergency switch in case a security vulnerability or threat is identified. * * The contract can only be paused during the Pause Window, a period that starts at deployment. It can also be * unpaused and repaused any number of times during this period. This is intended to serve as a safety measure: it lets * system managers react quickly to potentially dangerous situations, knowing that this action is reversible if careful * analysis later determines there was a false alarm. * * If the contract is paused when the Pause Window finishes, it will remain in the paused state through an additional * Buffer Period, after which it will be automatically unpaused forever. This is to ensure there is always enough time * to react to an emergency, even if the threat is discovered shortly before the Pause Window expires. * * Note that since the contract can only be paused within the Pause Window, unpausing during the Buffer Period is * irreversible. */ abstract contract TemporarilyPausable is ITemporarilyPausable { // The Pause Window and Buffer Period are timestamp-based: they should not be relied upon for sub-minute accuracy. // solhint-disable not-rely-on-time uint256 private constant _MAX_PAUSE_WINDOW_DURATION = 90 days; uint256 private constant _MAX_BUFFER_PERIOD_DURATION = 30 days; uint256 private immutable _pauseWindowEndTime; uint256 private immutable _bufferPeriodEndTime; bool private _paused; constructor(uint256 pauseWindowDuration, uint256 bufferPeriodDuration) { _require(pauseWindowDuration <= _MAX_PAUSE_WINDOW_DURATION, Errors.MAX_PAUSE_WINDOW_DURATION); _require(bufferPeriodDuration <= _MAX_BUFFER_PERIOD_DURATION, Errors.MAX_BUFFER_PERIOD_DURATION); uint256 pauseWindowEndTime = block.timestamp + pauseWindowDuration; _pauseWindowEndTime = pauseWindowEndTime; _bufferPeriodEndTime = pauseWindowEndTime + bufferPeriodDuration; } /** * @dev Reverts if the contract is paused. */ modifier whenNotPaused() { _ensureNotPaused(); _; } /** * @dev Returns the current contract pause status, as well as the end times of the Pause Window and Buffer * Period. */ function getPausedState() external view override returns ( bool paused, uint256 pauseWindowEndTime, uint256 bufferPeriodEndTime ) { paused = !_isNotPaused(); pauseWindowEndTime = _getPauseWindowEndTime(); bufferPeriodEndTime = _getBufferPeriodEndTime(); } /** * @dev Sets the pause state to `paused`. The contract can only be paused until the end of the Pause Window, and * unpaused until the end of the Buffer Period. * * Once the Buffer Period expires, this function reverts unconditionally. */ function _setPaused(bool paused) internal { if (paused) { _require(block.timestamp < _getPauseWindowEndTime(), Errors.PAUSE_WINDOW_EXPIRED); } else { _require(block.timestamp < _getBufferPeriodEndTime(), Errors.BUFFER_PERIOD_EXPIRED); } _paused = paused; emit PausedStateChanged(paused); } /** * @dev Reverts if the contract is paused. */ function _ensureNotPaused() internal view { _require(_isNotPaused(), Errors.PAUSED); } /** * @dev Reverts if the contract is not paused. */ function _ensurePaused() internal view { _require(!_isNotPaused(), Errors.NOT_PAUSED); } /** * @dev Returns true if the contract is unpaused. * * Once the Buffer Period expires, the gas cost of calling this function is reduced dramatically, as storage is no * longer accessed. */ function _isNotPaused() internal view returns (bool) { // After the Buffer Period, the (inexpensive) timestamp check short-circuits the storage access. return block.timestamp > _getBufferPeriodEndTime() || !_paused; } // These getters lead to reduced bytecode size by inlining the immutable variables in a single place. function _getPauseWindowEndTime() private view returns (uint256) { return _pauseWindowEndTime; } function _getBufferPeriodEndTime() private view returns (uint256) { return _bufferPeriodEndTime; } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/openzeppelin/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 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_) { _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}. The total supply should only be read using this function * * Can be overridden by derived contracts to store the total supply in a different way (e.g. packed with other * storage values). */ function totalSupply() public view virtual override returns (uint256) { return _totalSupply; } /** * @dev Sets a new value for the total supply. It should only be set using this function. * * * Can be overridden by derived contracts to store the total supply in a different way (e.g. packed with other * storage values). */ function _setTotalSupply(uint256 value) internal virtual { _totalSupply = value; } /** * @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(msg.sender, 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(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( address sender, address recipient, uint256 amount ) public virtual override returns (bool) { _transfer(sender, recipient, amount); _approve( sender, msg.sender, _allowances[sender][msg.sender].sub(amount, Errors.ERC20_TRANSFER_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(msg.sender, spender, _allowances[msg.sender][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( msg.sender, spender, _allowances[msg.sender][spender].sub(subtractedValue, Errors.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), Errors.ERC20_TRANSFER_FROM_ZERO_ADDRESS); _require(recipient != address(0), Errors.ERC20_TRANSFER_TO_ZERO_ADDRESS); _beforeTokenTransfer(sender, recipient, amount); _balances[sender] = _balances[sender].sub(amount, Errors.ERC20_TRANSFER_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 { _beforeTokenTransfer(address(0), account, amount); _setTotalSupply(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), Errors.ERC20_BURN_FROM_ZERO_ADDRESS); _beforeTokenTransfer(account, address(0), amount); _balances[account] = _balances[account].sub(amount, Errors.ERC20_BURN_EXCEEDS_BALANCE); _setTotalSupply(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 { _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 { // solhint-disable-previous-line no-empty-blocks } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/vault/IVault.sol"; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20Permit.sol"; /** * @title Highly opinionated token implementation * @author Balancer Labs * @dev * - Includes functions to increase and decrease allowance as a workaround * for the well-known issue with `approve`: * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729 * - Allows for 'infinite allowance', where an allowance of 0xff..ff is not * decreased by calls to transferFrom * - Lets a token holder use `transferFrom` to send their own tokens, * without first setting allowance * - Emits 'Approval' events whenever allowance is changed by `transferFrom` * - Assigns infinite allowance for all token holders to the Vault */ contract BalancerPoolToken is ERC20Permit { IVault private immutable _vault; constructor( string memory tokenName, string memory tokenSymbol, IVault vault ) ERC20(tokenName, tokenSymbol) ERC20Permit(tokenName) { _vault = vault; } function getVault() public view returns (IVault) { return _vault; } // Overrides /** * @dev Override to grant the Vault infinite allowance, causing for Pool Tokens to not require approval. * * This is sound as the Vault already provides authorization mechanisms when initiation token transfers, which this * contract inherits. */ function allowance(address owner, address spender) public view override returns (uint256) { if (spender == address(getVault())) { return uint256(-1); } else { return super.allowance(owner, spender); } } /** * @dev Override to allow for 'infinite allowance' and let the token owner use `transferFrom` with no self-allowance */ function transferFrom( address sender, address recipient, uint256 amount ) public override returns (bool) { uint256 currentAllowance = allowance(sender, msg.sender); _require(msg.sender == sender || currentAllowance >= amount, Errors.ERC20_TRANSFER_EXCEEDS_ALLOWANCE); _transfer(sender, recipient, amount); if (msg.sender != sender && currentAllowance != uint256(-1)) { // Because of the previous require, we know that if msg.sender != sender then currentAllowance >= amount _approve(sender, msg.sender, currentAllowance - amount); } return true; } /** * @dev Override to allow decreasing allowance by more than the current amount (setting it to zero) */ function decreaseAllowance(address spender, uint256 amount) public override returns (bool) { uint256 currentAllowance = allowance(msg.sender, spender); if (amount >= currentAllowance) { _approve(msg.sender, spender, 0); } else { // No risk of underflow due to if condition _approve(msg.sender, spender, currentAllowance - amount); } return true; } // Internal functions function _mintPoolTokens(address recipient, uint256 amount) internal { _mint(recipient, amount); } function _burnPoolTokens(address sender, uint256 amount) internal { _burn(sender, amount); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/vault/IAuthorizer.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/Authentication.sol"; /** * @dev Base authorization layer implementation for Pools. * * The owner account can call some of the permissioned functions - access control of the rest is delegated to the * Authorizer. Note that this owner is immutable: more sophisticated permission schemes, such as multiple ownership, * granular roles, etc., could be built on top of this by making the owner a smart contract. * * Access control of all other permissioned functions is delegated to an Authorizer. It is also possible to delegate * control of *all* permissioned functions to the Authorizer by setting the owner address to `_DELEGATE_OWNER`. */ abstract contract BasePoolAuthorization is Authentication { address private immutable _owner; address private constant _DELEGATE_OWNER = 0xBA1BA1ba1BA1bA1bA1Ba1BA1ba1BA1bA1ba1ba1B; constructor(address owner) { _owner = owner; } function getOwner() public view returns (address) { return _owner; } function getAuthorizer() external view returns (IAuthorizer) { return _getAuthorizer(); } function _canPerform(bytes32 actionId, address account) internal view override returns (bool) { if ((getOwner() != _DELEGATE_OWNER) && _isOwnerOnlyAction(actionId)) { // Only the owner can perform "owner only" actions, unless the owner is delegated. return msg.sender == getOwner(); } else { // Non-owner actions are always processed via the Authorizer, as "owner only" ones are when delegated. return _getAuthorizer().canPerform(actionId, account, address(this)); } } function _isOwnerOnlyAction(bytes32) internal view virtual returns (bool) { return false; } function _getAuthorizer() internal view virtual returns (IAuthorizer); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; import "@balancer-labs/v2-interfaces/contracts/pool-utils/BasePoolUserData.sol"; import "@balancer-labs/v2-interfaces/contracts/pool-utils/IRecoveryMode.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "./BasePoolAuthorization.sol"; /** * @notice Handle storage and state changes for pools that support "Recovery Mode". * * @dev This is intended to provide a safe way to exit any pool during some kind of emergency, to avoid locking funds * in the event the pool enters a non-functional state (i.e., some code that normally runs during exits is causing * them to revert). * * Recovery Mode is *not* the same as pausing the pool. The pause function is only available during a short window * after factory deployment. Pausing can only be intentionally reversed during a buffer period, and the contract * will permanently unpause itself thereafter. Paused pools are completely disabled, in a kind of suspended animation, * until they are voluntarily or involuntarily unpaused. * * By contrast, a privileged account - typically a governance multisig - can place a pool in Recovery Mode at any * time, and it is always reversible. The pool is *not* disabled while in this mode: though of course whatever * condition prompted the transition to Recovery Mode has likely effectively disabled some functions. Rather, * a special "clean" exit is enabled, which runs the absolute minimum code necessary to exit proportionally. * In particular, stable pools do not attempt to compute the invariant (which is a complex, iterative calculation * that can fail in extreme circumstances), and no protocol fees are collected. * * It is critical to ensure that turning on Recovery Mode would do no harm, if activated maliciously or in error. */ abstract contract RecoveryMode is IRecoveryMode, BasePoolAuthorization { using FixedPoint for uint256; using BasePoolUserData for bytes; /** * @dev Reverts if the contract is in Recovery Mode. */ modifier whenNotInRecoveryMode() { _ensureNotInRecoveryMode(); _; } /** * @notice Enable recovery mode, which enables a special safe exit path for LPs. * @dev Does not otherwise affect pool operations (beyond deferring payment of protocol fees), though some pools may * perform certain operations in a "safer" manner that is less likely to fail, in an attempt to keep the pool * running, even in a pathological state. Unlike the Pause operation, which is only available during a short window * after factory deployment, Recovery Mode can always be enabled. */ function enableRecoveryMode() external override authenticate { _setRecoveryMode(true); } /** * @notice Disable recovery mode, which disables the special safe exit path for LPs. * @dev Protocol fees are not paid while in Recovery Mode, so it should only remain active for as long as strictly * necessary. * * This function will revert when called within a Vault context (i.e. in the middle of a join or an exit). * * This function depends on the invariant value, which may be calculated incorrectly in the middle of a join or * an exit, because the state of the pool could be out of sync with the state of the Vault. * `_onDisableRecoveryMode` will revert when called from such a context for composable stable pools, effectively * protecting this function. * * See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference. */ function disableRecoveryMode() external override authenticate { _setRecoveryMode(false); } // Defer implementation for functions that require storage /** * @notice Override to check storage and return whether the pool is in Recovery Mode */ function inRecoveryMode() public view virtual override returns (bool); /** * @dev Override to update storage and emit the event * * No complex code or external calls that could fail should be placed in the implementations, * which could jeopardize the ability to enable and disable Recovery Mode. */ function _setRecoveryMode(bool enabled) internal virtual; /** * @dev Reverts if the contract is not in Recovery Mode. */ function _ensureInRecoveryMode() internal view { _require(inRecoveryMode(), Errors.NOT_IN_RECOVERY_MODE); } /** * @dev Reverts if the contract is in Recovery Mode. */ function _ensureNotInRecoveryMode() internal view { _require(!inRecoveryMode(), Errors.IN_RECOVERY_MODE); } /** * @dev A minimal proportional exit, suitable as is for most pools: though not for pools with preminted BPT * or other special considerations. Designed to be overridden if a pool needs to do extra processing, * such as scaling a stored invariant, or caching the new total supply. * * No complex code or external calls should be made in derived contracts that override this! */ function _doRecoveryModeExit( uint256[] memory balances, uint256 totalSupply, bytes memory userData ) internal virtual returns (uint256, uint256[] memory) { uint256 bptAmountIn = userData.recoveryModeExit(); uint256[] memory amountsOut = _computeProportionalAmountsOut(balances, totalSupply, bptAmountIn); return (bptAmountIn, amountsOut); } function _computeProportionalAmountsOut( uint256[] memory balances, uint256 totalSupply, uint256 bptAmountIn ) internal pure returns (uint256[] memory amountsOut) { /********************************************************************************************** // exactBPTInForTokensOut // // (per token) // // aO = tokenAmountOut / bptIn \\ // // b = tokenBalance a0 = b * | --------------------- | // // bptIn = bptAmountIn \\ bptTotalSupply / // // bpt = bptTotalSupply // **********************************************************************************************/ // Since we're computing an amount out, we round down overall. This means rounding down on both the // multiplication and division. uint256 bptRatio = bptAmountIn.divDown(totalSupply); amountsOut = new uint256[](balances.length); for (uint256 i = 0; i < balances.length; i++) { amountsOut[i] = balances[i].mulDown(bptRatio); } } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; /** * @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, Errors.ADD_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, Errors.SUB_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, uint256 errorCode ) internal pure returns (uint256) { _require(b <= a, errorCode); uint256 c = a - b; return c; } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/openzeppelin/IERC20Permit.sol"; import "./ERC20.sol"; import "../helpers/EOASignaturesValidator.sol"; /** * @dev Implementation of the ERC20 Permit extension allowing approvals to be made via signatures, as defined in * https://eips.ethereum.org/EIPS/eip-2612[EIP-2612]. * * Adds the {permit} method, which can be used to change an account's ERC20 allowance (see {IERC20-allowance}) by * presenting a message signed by the account. By not relying on `{IERC20-approve}`, the token holder account doesn't * need to send a transaction, and thus is not required to hold Ether at all. * * _Available since v3.4._ */ abstract contract ERC20Permit is ERC20, IERC20Permit, EOASignaturesValidator { // solhint-disable-next-line var-name-mixedcase bytes32 private constant _PERMIT_TYPEHASH = keccak256( "Permit(address owner,address spender,uint256 value,uint256 nonce,uint256 deadline)" ); /** * @dev Initializes the {EIP712} domain separator using the `name` parameter, and setting `version` to `"1"`. * * It's a good idea to use the same `name` that is defined as the ERC20 token name. */ constructor(string memory name) EIP712(name, "1") { // solhint-disable-previous-line no-empty-blocks } /** * @dev See {IERC20Permit-permit}. */ function permit( address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s ) public virtual override { bytes32 structHash = keccak256( abi.encode(_PERMIT_TYPEHASH, owner, spender, value, getNextNonce(owner), deadline) ); _ensureValidSignature(owner, structHash, _toArraySignature(v, r, s), deadline, Errors.INVALID_SIGNATURE); _approve(owner, spender, value); } /** * @dev See {IERC20Permit-nonces}. */ function nonces(address owner) public view override returns (uint256) { return getNextNonce(owner); } /** * @dev See {IERC20Permit-DOMAIN_SEPARATOR}. */ // solhint-disable-next-line func-name-mixedcase function DOMAIN_SEPARATOR() external view override returns (bytes32) { return getDomainSeparator(); } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; /** * @dev Interface of the ERC20 Permit extension allowing approvals to be made via signatures, as defined in * https://eips.ethereum.org/EIPS/eip-2612[EIP-2612]. * * Adds the {permit} method, which can be used to change an account's ERC20 allowance (see {IERC20-allowance}) by * presenting a message signed by the account. By not relying on `{IERC20-approve}`, the token holder account doesn't * need to send a transaction, and thus is not required to hold Ether at all. */ interface IERC20Permit { /** * @dev Sets `value` as the allowance of `spender` over `owner`'s tokens, * given `owner`'s signed approval. * * IMPORTANT: The same issues {IERC20-approve} has related to transaction * ordering also apply here. * * Emits an {Approval} event. * * Requirements: * * - `spender` cannot be the zero address. * - `deadline` must be a timestamp in the future. * - `v`, `r` and `s` must be a valid `secp256k1` signature from `owner` * over the EIP712-formatted function arguments. * - the signature must use ``owner``'s current nonce (see {nonces}). * * For more information on the signature format, see the * https://eips.ethereum.org/EIPS/eip-2612#specification[relevant EIP * section]. */ function permit( address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s ) external; /** * @dev Returns the current nonce for `owner`. This value must be * included whenever a signature is generated for {permit}. * * Every successful call to {permit} increases ``owner``'s nonce by one. This * prevents a signature from being used multiple times. */ function nonces(address owner) external view returns (uint256); /** * @dev Returns the domain separator used in the encoding of the signature for `permit`, as defined by {EIP712}. */ // solhint-disable-next-line func-name-mixedcase function DOMAIN_SEPARATOR() external view returns (bytes32); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/ISignaturesValidator.sol"; import "../openzeppelin/EIP712.sol"; /** * @dev Utility for signing Solidity function calls. */ abstract contract EOASignaturesValidator is ISignaturesValidator, EIP712 { // Replay attack prevention for each account. mapping(address => uint256) internal _nextNonce; function getDomainSeparator() public view override returns (bytes32) { return _domainSeparatorV4(); } function getNextNonce(address account) public view override returns (uint256) { return _nextNonce[account]; } function _ensureValidSignature( address account, bytes32 structHash, bytes memory signature, uint256 errorCode ) internal { return _ensureValidSignature(account, structHash, signature, type(uint256).max, errorCode); } function _ensureValidSignature( address account, bytes32 structHash, bytes memory signature, uint256 deadline, uint256 errorCode ) internal { bytes32 digest = _hashTypedDataV4(structHash); _require(_isValidSignature(account, digest, signature), errorCode); // We could check for the deadline before validating the signature, but this leads to saner error processing (as // we only care about expired deadlines if the signature is correct) and only affects the gas cost of the revert // scenario, which will only occur infrequently, if ever. // The deadline is timestamp-based: it should not be relied upon for sub-minute accuracy. // solhint-disable-next-line not-rely-on-time _require(deadline >= block.timestamp, Errors.EXPIRED_SIGNATURE); // We only advance the nonce after validating the signature. This is irrelevant for this module, but it can be // important in derived contracts that override _isValidSignature (e.g. SignaturesValidator), as we want for // the observable state to still have the current nonce as the next valid one. _nextNonce[account] += 1; } function _isValidSignature( address account, bytes32 digest, bytes memory signature ) internal view virtual returns (bool) { _require(signature.length == 65, Errors.MALFORMED_SIGNATURE); bytes32 r; bytes32 s; uint8 v; // ecrecover takes the r, s and v signature parameters, and the only way to get them is to use assembly. // solhint-disable-next-line no-inline-assembly assembly { r := mload(add(signature, 0x20)) s := mload(add(signature, 0x40)) v := byte(0, mload(add(signature, 0x60))) } address recoveredAddress = ecrecover(digest, v, r, s); // ecrecover returns the zero address on recover failure, so we need to handle that explicitly. return (recoveredAddress != address(0) && recoveredAddress == account); } function _toArraySignature( uint8 v, bytes32 r, bytes32 s ) internal pure returns (bytes memory) { bytes memory signature = new bytes(65); // solhint-disable-next-line no-inline-assembly assembly { mstore(add(signature, 32), r) mstore(add(signature, 64), s) mstore8(add(signature, 96), v) } return signature; } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; /** * @dev https://eips.ethereum.org/EIPS/eip-712[EIP 712] is a standard for hashing and signing of typed structured data. * * The encoding specified in the EIP is very generic, and such a generic implementation in Solidity is not feasible, * thus this contract does not implement the encoding itself. Protocols need to implement the type-specific encoding * they need in their contracts using a combination of `abi.encode` and `keccak256`. * * This contract implements the EIP 712 domain separator ({_domainSeparatorV4}) that is used as part of the encoding * scheme, and the final step of the encoding to obtain the message digest that is then signed via ECDSA * ({_hashTypedDataV4}). * * The implementation of the domain separator was designed to be as efficient as possible while still properly updating * the chain id to protect against replay attacks on an eventual fork of the chain. * * NOTE: This contract implements the version of the encoding known as "v4", as implemented by the JSON RPC method * https://docs.metamask.io/guide/signing-data.html[`eth_signTypedDataV4` in MetaMask]. * * _Available since v3.4._ */ abstract contract EIP712 { /* solhint-disable var-name-mixedcase */ bytes32 private immutable _HASHED_NAME; bytes32 private immutable _HASHED_VERSION; bytes32 private immutable _TYPE_HASH; /* solhint-enable var-name-mixedcase */ /** * @dev Initializes the domain separator and parameter caches. * * The meaning of `name` and `version` is specified in * https://eips.ethereum.org/EIPS/eip-712#definition-of-domainseparator[EIP 712]: * * - `name`: the user readable name of the signing domain, i.e. the name of the DApp or the protocol. * - `version`: the current major version of the signing domain. * * NOTE: These parameters cannot be changed except through a xref:learn::upgrading-smart-contracts.adoc[smart * contract upgrade]. */ constructor(string memory name, string memory version) { _HASHED_NAME = keccak256(bytes(name)); _HASHED_VERSION = keccak256(bytes(version)); _TYPE_HASH = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)"); } /** * @dev Returns the domain separator for the current chain. */ function _domainSeparatorV4() internal view virtual returns (bytes32) { return keccak256(abi.encode(_TYPE_HASH, _HASHED_NAME, _HASHED_VERSION, _getChainId(), address(this))); } /** * @dev Given an already https://eips.ethereum.org/EIPS/eip-712#definition-of-hashstruct[hashed struct], this * function returns the hash of the fully encoded EIP712 message for this domain. * * This hash can be used together with {ECDSA-recover} to obtain the signer of a message. For example: * * ```solidity * bytes32 digest = _hashTypedDataV4(keccak256(abi.encode( * keccak256("Mail(address to,string contents)"), * mailTo, * keccak256(bytes(mailContents)) * ))); * address signer = ECDSA.recover(digest, signature); * ``` */ function _hashTypedDataV4(bytes32 structHash) internal view virtual returns (bytes32) { return keccak256(abi.encodePacked("\\x19\\x01", _domainSeparatorV4(), structHash)); } function _getChainId() private view returns (uint256 chainId) { // Silence state mutability warning without generating bytecode. // See https://github.com/ethereum/solidity/issues/10090#issuecomment-741789128 and // https://github.com/ethereum/solidity/issues/2691 this; // solhint-disable-next-line no-inline-assembly assembly { chainId := chainid() } } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; library BasePoolUserData { // Special ExitKind for all pools, used in Recovery Mode. Use the max 8-bit value to prevent conflicts // with future additions to the ExitKind enums (or any front-end code that maps to existing values) uint8 public constant RECOVERY_MODE_EXIT_KIND = 255; // Return true if this is the special exit kind. function isRecoveryModeExitKind(bytes memory self) internal pure returns (bool) { // Check for the "no data" case, or abi.decode would revert return self.length > 0 && abi.decode(self, (uint8)) == RECOVERY_MODE_EXIT_KIND; } // Parse the bptAmountIn out of the userData function recoveryModeExit(bytes memory self) internal pure returns (uint256 bptAmountIn) { (, bptAmountIn) = abi.decode(self, (uint8, uint256)); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; /** * @dev Interface for the RecoveryMode module. */ interface IRecoveryMode { /** * @dev Emitted when the Recovery Mode status changes. */ event RecoveryModeStateChanged(bool enabled); /** * @notice Enables Recovery Mode in the Pool, disabling protocol fee collection and allowing for safe proportional * exits with low computational complexity and no dependencies. */ function enableRecoveryMode() external; /** * @notice Disables Recovery Mode in the Pool, restoring protocol fee collection and disallowing proportional exits. */ function disableRecoveryMode() external; /** * @notice Returns true if the Pool is in Recovery Mode. */ function inRecoveryMode() external view returns (bool); } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; import "@balancer-labs/v2-interfaces/contracts/standalone-utils/IProtocolFeePercentagesProvider.sol"; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/SafeCast.sol"; import "../RecoveryMode.sol"; /** * @dev The Vault does not provide the protocol swap fee percentage in swap hooks (as swaps don't typically need this * value), so for swaps that need this value, we would have to to fetch it ourselves from the * ProtocolFeePercentagesProvider. Additionally, other protocol fee types (such as Yield or AUM) can only be obtained * by making said call. * * However, these values change so rarely that it doesn't make sense to perform the required calls to get the current * values in every single user interaction. Instead, we keep a local copy that can be permissionlessly updated by anyone * with the real value. We also pack these values together, performing a single storage read to get them all. * * When initialized with a special sentinel value, the swap fee is delegated, meaning the mutable protocol swap fee * cache is set to the current value stored in the ProtocolFeePercentagesProvider, and can be updated by anyone with a * call to `updateProtocolFeePercentageCache`. Any other value means the protocol swap fee is fixed, so it is instead * stored in the immutable `_fixedProtocolSwapFeePercentage`. */ abstract contract ProtocolFeeCache is RecoveryMode { using SafeCast for uint256; IProtocolFeePercentagesProvider private immutable _protocolFeeProvider; // Protocol Fee Percentages can never be larger than 100% (1e18), which fits in ~59 bits, so using 64 for each type // is sufficient. struct FeeTypeCache { uint64 swapFee; uint64 yieldFee; uint64 aumFee; } FeeTypeCache private _cache; event ProtocolFeePercentageCacheUpdated(uint256 indexed feeType, uint256 protocolFeePercentage); // Swap fees can be set to a fixed value at construction, or delegated to the ProtocolFeePercentagesProvider if // passing the special sentinel value. uint256 public constant DELEGATE_PROTOCOL_SWAP_FEES_SENTINEL = type(uint256).max; bool private immutable _delegatedProtocolSwapFees; // Only valid when `_delegatedProtocolSwapFees` is false uint256 private immutable _fixedProtocolSwapFeePercentage; constructor(IProtocolFeePercentagesProvider protocolFeeProvider, uint256 protocolSwapFeePercentage) { // Protocol swap fees are delegated to the value reported by the ProtocolFeePercentagesProvider if the sentinel // value is passed. bool delegatedProtocolSwapFees = protocolSwapFeePercentage == DELEGATE_PROTOCOL_SWAP_FEES_SENTINEL; _delegatedProtocolSwapFees = delegatedProtocolSwapFees; _protocolFeeProvider = protocolFeeProvider; _updateProtocolFeeCache(protocolFeeProvider, ProtocolFeeType.YIELD); _updateProtocolFeeCache(protocolFeeProvider, ProtocolFeeType.AUM); if (delegatedProtocolSwapFees) { _updateProtocolFeeCache(protocolFeeProvider, ProtocolFeeType.SWAP); } else { _require( protocolSwapFeePercentage <= protocolFeeProvider.getFeeTypeMaximumPercentage(ProtocolFeeType.SWAP), Errors.SWAP_FEE_PERCENTAGE_TOO_HIGH ); // We cannot set `_fixedProtocolSwapFeePercentage` here due to it being immutable so instead we must set it // in the main function scope with a value based on whether protocol fees are delegated. // Emit an event as we do in `_updateProtocolFeeCache` to appear the same to offchain indexers. emit ProtocolFeePercentageCacheUpdated(ProtocolFeeType.SWAP, protocolSwapFeePercentage); } // As `_fixedProtocolSwapFeePercentage` is immutable we must set a value, but just set to zero if it's not used. _fixedProtocolSwapFeePercentage = delegatedProtocolSwapFees ? 0 : protocolSwapFeePercentage; } /** * @dev Returns the cached protocol fee percentage. If `getProtocolSwapFeeDelegation()` is false, this value is * immutable for swap fee queries. Alternatively, it will track the global fee percentage set in the * ProtocolFeePercentagesProvider. */ function getProtocolFeePercentageCache(uint256 feeType) public view returns (uint256) { if (inRecoveryMode()) { return 0; } if (feeType == ProtocolFeeType.SWAP) { return getProtocolSwapFeeDelegation() ? _cache.swapFee : _fixedProtocolSwapFeePercentage; } else if (feeType == ProtocolFeeType.YIELD) { return _cache.yieldFee; } else if (feeType == ProtocolFeeType.AUM) { return _cache.aumFee; } else { _revert(Errors.UNHANDLED_FEE_TYPE); } } /** * @dev Can be called by anyone to update the cached fee percentages (swap fee is only updated when delegated). * Updates the cache to the latest value set by governance. * * This function will revert when called within a Vault context (i.e. in the middle of a join or an exit). * * This function depends on the invariant value, which may be calculated incorrectly in the middle of a join or * an exit, because the state of the pool could be out of sync with the state of the Vault. * `_beforeProtocolFeeCacheUpdate` will revert when called from such a context for composable stable pools, * effectively protecting this function. * * See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference. */ function updateProtocolFeePercentageCache() external { _beforeProtocolFeeCacheUpdate(); if (getProtocolSwapFeeDelegation()) { _updateProtocolFeeCache(_protocolFeeProvider, ProtocolFeeType.SWAP); } _updateProtocolFeeCache(_protocolFeeProvider, ProtocolFeeType.YIELD); _updateProtocolFeeCache(_protocolFeeProvider, ProtocolFeeType.AUM); } /** * @dev Override in derived contracts to perform some action before the cache is updated. This is typically relevant * to Pools that incur protocol debt between operations. To avoid altering the amount due retroactively, this debt * needs to be paid before the fee percentages change. */ function _beforeProtocolFeeCacheUpdate() internal virtual {} /** * @dev Returns whether this Pool tracks protocol swap fee changes in the IProtocolFeePercentagesProvider. */ function getProtocolSwapFeeDelegation() public view returns (bool) { return _delegatedProtocolSwapFees; } function _updateProtocolFeeCache(IProtocolFeePercentagesProvider protocolFeeProvider, uint256 feeType) private { uint256 currentValue = protocolFeeProvider.getFeeTypePercentage(feeType); if (feeType == ProtocolFeeType.SWAP) { _cache.swapFee = currentValue.toUint64(); } else if (feeType == ProtocolFeeType.YIELD) { _cache.yieldFee = currentValue.toUint64(); } else if (feeType == ProtocolFeeType.AUM) { _cache.aumFee = currentValue.toUint64(); } else { _revert(Errors.UNHANDLED_FEE_TYPE); } emit ProtocolFeePercentageCacheUpdated(feeType, currentValue); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol"; import "./ProtocolFees.sol"; library InvariantGrowthProtocolSwapFees { using FixedPoint for uint256; function getProtocolOwnershipPercentage( uint256 invariantGrowthRatio, uint256 supplyGrowthRatio, uint256 protocolSwapFeePercentage ) internal pure returns (uint256) { // Joins and exits are symmetrical; for simplicity, we consider a join, where the invariant and supply // both increase. // |-------------------------|-- original invariant * invariantGrowthRatio // | increase from fees | // |-------------------------|-- original invariant * supply growth ratio (fee-less invariant) // | | // | increase from balances | // |-------------------------|-- original invariant // | | // | | |------------------|-- currentSupply // | | | BPT minted | // | | |------------------|-- previousSupply // | original invariant | | original supply | // |_________________________| |__________________| // // If the join is proportional, the invariant and supply will likewise increase proportionally, // so the growth ratios (invariantGrowthRatio / supplyGrowthRatio) will be equal. In this case, we do not charge // any protocol fees. // We also charge no protocol fees in the case where `invariantGrowthRatio < supplyGrowthRatio` to avoid // potential underflows, however this should only occur in extremely low volume actions due solely to rounding // error. if ((supplyGrowthRatio >= invariantGrowthRatio) || (protocolSwapFeePercentage == 0)) return 0; // If the join is non-proportional, the supply increase will be proportionally less than the invariant increase, // since the BPT minted will be based on fewer tokens (because swap fees are not included). So the supply growth // is due entirely to the balance changes, while the invariant growth also includes swap fees. // // To isolate the amount of increase by fees then, we multiply the original invariant by the supply growth // ratio to get the "feeless invariant". The difference between the final invariant and this value is then // the amount of the invariant due to fees, which we convert to a percentage by normalizing against the // final invariant. This is expressed as the expression below: // // invariantGrowthFromFees = currentInvariant - supplyGrowthRatio * previousInvariant // // We then divide through by current invariant so the LHS can be identified as the fraction of the pool which // is made up of accumulated swap fees. // // swapFeesPercentage = 1 - supplyGrowthRatio * previousInvariant / currentInvariant // // We then define `invariantGrowthRatio` in a similar fashion to `supplyGrowthRatio` to give the result: // // swapFeesPercentage = 1 - supplyGrowthRatio / invariantGrowthRatio // // Using this form allows us to consider only the ratios of the two invariants, rather than their absolute // values: a useful property, as this is sometimes easier than calculating the full invariant twice. // We've already checked that `supplyGrowthRatio` is smaller than `invariantGrowthRatio`, and hence their ratio // smaller than FixedPoint.ONE, allowing for unchecked arithmetic. uint256 swapFeesPercentage = FixedPoint.ONE - supplyGrowthRatio.divDown(invariantGrowthRatio); // We then multiply by the protocol swap fee percentage to get the fraction of the pool which the protocol // should own once fees have been collected. return swapFeesPercentage.mulDown(protocolSwapFeePercentage); } function calcDueProtocolFees( uint256 invariantGrowthRatio, uint256 previousSupply, uint256 currentSupply, uint256 protocolSwapFeePercentage ) internal pure returns (uint256) { uint256 protocolOwnershipPercentage = getProtocolOwnershipPercentage( invariantGrowthRatio, currentSupply.divDown(previousSupply), protocolSwapFeePercentage ); return ProtocolFees.bptForPoolOwnershipPercentage(currentSupply, protocolOwnershipPercentage); } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol"; /** * @dev Wrappers over Solidity's uintXX/intXX casting operators with added overflow * checks. * * Downcasting from uint256/int256 in Solidity does not revert on overflow. This can * easily result in undesired exploitation or bugs, since developers usually * assume that overflows raise errors. `SafeCast` restores this intuition by * reverting the transaction when such 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. * * Can be combined with {SafeMath} and {SignedSafeMath} to extend it to smaller types, by performing * all math on `uint256` and `int256` and then downcasting. */ library SafeCast { /** * @dev Converts an unsigned uint256 into a signed int256. * * Requirements: * * - input must be less than or equal to maxInt256. */ function toInt256(uint256 value) internal pure returns (int256) { _require(value >> 255 == 0, Errors.SAFE_CAST_VALUE_CANT_FIT_INT256); return int256(value); } /** * @dev Converts an unsigned uint256 into an unsigned uint64. * * Requirements: * * - input must be less than or equal to maxUint64. */ function toUint64(uint256 value) internal pure returns (uint64) { _require(value <= type(uint64).max, Errors.SAFE_CAST_VALUE_CANT_FIT_UINT64); return uint64(value); } } // SPDX-License-Identifier: GPL-3.0-or-later // 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 ^0.7.0; import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol"; library ProtocolFees { using FixedPoint for uint256; /** * @dev Calculates the amount of BPT necessary to give ownership of a given percentage of the Pool. * Note that this function reverts if `poolPercentage` >= 100%, it's expected that the caller will enforce this. * @param totalSupply - The total supply of the pool prior to minting BPT. * @param poolOwnershipPercentage - The desired ownership percentage of the pool to have as a result of minting BPT. * @return bptAmount - The amount of BPT to mint such that it is `poolPercentage` of the resultant total supply. */ function bptForPoolOwnershipPercentage(uint256 totalSupply, uint256 poolOwnershipPercentage) internal pure returns (uint256) { // If we mint some amount `bptAmount` of BPT then the percentage ownership of the pool this grants is given by: // `poolOwnershipPercentage = bptAmount / (totalSupply + bptAmount)`. // Solving for `bptAmount`, we arrive at: // `bptAmount = totalSupply * poolOwnershipPercentage / (1 - poolOwnershipPercentage)`. return Math.divDown(Math.mul(totalSupply, poolOwnershipPercentage), poolOwnershipPercentage.complement()); } }
File 4 of 5: TransparentUpgradeableProxy
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.5.0-rc.0) (interfaces/draft-IERC1822.sol) pragma solidity ^0.8.0; /** * @dev ERC1822: Universal Upgradeable Proxy Standard (UUPS) documents a method for upgradeability through a simplified * proxy whose upgrades are fully controlled by the current implementation. */ interface IERC1822Proxiable { /** * @dev Returns the storage slot that the proxiable contract assumes is being used to store the implementation * address. * * IMPORTANT: A proxy pointing at a proxiable contract should not be considered proxiable itself, because this risks * bricking a proxy that upgrades to it, by delegating to itself until out of gas. Thus it is critical that this * function revert if invoked through a proxy. */ function proxiableUUID() external view returns (bytes32); } // SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (proxy/ERC1967/ERC1967Proxy.sol) pragma solidity ^0.8.0; import "../Proxy.sol"; import "./ERC1967Upgrade.sol"; /** * @dev This contract implements an upgradeable proxy. It is upgradeable because calls are delegated to an * implementation address that can be changed. This address is stored in storage in the location specified by * https://eips.ethereum.org/EIPS/eip-1967[EIP1967], so that it doesn't conflict with the storage layout of the * implementation behind the proxy. */ contract ERC1967Proxy is Proxy, ERC1967Upgrade { /** * @dev Initializes the upgradeable proxy with an initial implementation specified by `_logic`. * * If `_data` is nonempty, it's used as data in a delegate call to `_logic`. This will typically be an encoded * function call, and allows initializating the storage of the proxy like a Solidity constructor. */ constructor(address _logic, bytes memory _data) payable { assert(_IMPLEMENTATION_SLOT == bytes32(uint256(keccak256("eip1967.proxy.implementation")) - 1)); _upgradeToAndCall(_logic, _data, false); } /** * @dev Returns the current implementation address. */ function _implementation() internal view virtual override returns (address impl) { return ERC1967Upgrade._getImplementation(); } } // SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.5.0-rc.0) (proxy/ERC1967/ERC1967Upgrade.sol) pragma solidity ^0.8.2; import "../beacon/IBeacon.sol"; import "../../interfaces/draft-IERC1822.sol"; import "../../utils/Address.sol"; import "../../utils/StorageSlot.sol"; /** * @dev This abstract contract provides getters and event emitting update functions for * https://eips.ethereum.org/EIPS/eip-1967[EIP1967] slots. * * _Available since v4.1._ * * @custom:oz-upgrades-unsafe-allow delegatecall */ abstract contract ERC1967Upgrade { // This is the keccak-256 hash of "eip1967.proxy.rollback" subtracted by 1 bytes32 private constant _ROLLBACK_SLOT = 0x4910fdfa16fed3260ed0e7147f7cc6da11a60208b5b9406d12a635614ffd9143; /** * @dev Storage slot with the address of the current implementation. * This is the keccak-256 hash of "eip1967.proxy.implementation" subtracted by 1, and is * validated in the constructor. */ bytes32 internal constant _IMPLEMENTATION_SLOT = 0x360894a13ba1a3210667c828492db98dca3e2076cc3735a920a3ca505d382bbc; /** * @dev Emitted when the implementation is upgraded. */ event Upgraded(address indexed implementation); /** * @dev Returns the current implementation address. */ function _getImplementation() internal view returns (address) { return StorageSlot.getAddressSlot(_IMPLEMENTATION_SLOT).value; } /** * @dev Stores a new address in the EIP1967 implementation slot. */ function _setImplementation(address newImplementation) private { require(Address.isContract(newImplementation), "ERC1967: new implementation is not a contract"); StorageSlot.getAddressSlot(_IMPLEMENTATION_SLOT).value = newImplementation; } /** * @dev Perform implementation upgrade * * Emits an {Upgraded} event. */ function _upgradeTo(address newImplementation) internal { _setImplementation(newImplementation); emit Upgraded(newImplementation); } /** * @dev Perform implementation upgrade with additional setup call. * * Emits an {Upgraded} event. */ function _upgradeToAndCall( address newImplementation, bytes memory data, bool forceCall ) internal { _upgradeTo(newImplementation); if (data.length > 0 || forceCall) { Address.functionDelegateCall(newImplementation, data); } } /** * @dev Perform implementation upgrade with security checks for UUPS proxies, and additional setup call. * * Emits an {Upgraded} event. */ function _upgradeToAndCallUUPS( address newImplementation, bytes memory data, bool forceCall ) internal { // Upgrades from old implementations will perform a rollback test. This test requires the new // implementation to upgrade back to the old, non-ERC1822 compliant, implementation. Removing // this special case will break upgrade paths from old UUPS implementation to new ones. if (StorageSlot.getBooleanSlot(_ROLLBACK_SLOT).value) { _setImplementation(newImplementation); } else { try IERC1822Proxiable(newImplementation).proxiableUUID() returns (bytes32 slot) { require(slot == _IMPLEMENTATION_SLOT, "ERC1967Upgrade: unsupported proxiableUUID"); } catch { revert("ERC1967Upgrade: new implementation is not UUPS"); } _upgradeToAndCall(newImplementation, data, forceCall); } } /** * @dev Storage slot with the admin of the contract. * This is the keccak-256 hash of "eip1967.proxy.admin" subtracted by 1, and is * validated in the constructor. */ bytes32 internal constant _ADMIN_SLOT = 0xb53127684a568b3173ae13b9f8a6016e243e63b6e8ee1178d6a717850b5d6103; /** * @dev Emitted when the admin account has changed. */ event AdminChanged(address previousAdmin, address newAdmin); /** * @dev Returns the current admin. */ function _getAdmin() internal view virtual returns (address) { return StorageSlot.getAddressSlot(_ADMIN_SLOT).value; } /** * @dev Stores a new address in the EIP1967 admin slot. */ function _setAdmin(address newAdmin) private { require(newAdmin != address(0), "ERC1967: new admin is the zero address"); StorageSlot.getAddressSlot(_ADMIN_SLOT).value = newAdmin; } /** * @dev Changes the admin of the proxy. * * Emits an {AdminChanged} event. */ function _changeAdmin(address newAdmin) internal { emit AdminChanged(_getAdmin(), newAdmin); _setAdmin(newAdmin); } /** * @dev The storage slot of the UpgradeableBeacon contract which defines the implementation for this proxy. * This is bytes32(uint256(keccak256('eip1967.proxy.beacon')) - 1)) and is validated in the constructor. */ bytes32 internal constant _BEACON_SLOT = 0xa3f0ad74e5423aebfd80d3ef4346578335a9a72aeaee59ff6cb3582b35133d50; /** * @dev Emitted when the beacon is upgraded. */ event BeaconUpgraded(address indexed beacon); /** * @dev Returns the current beacon. */ function _getBeacon() internal view returns (address) { return StorageSlot.getAddressSlot(_BEACON_SLOT).value; } /** * @dev Stores a new beacon in the EIP1967 beacon slot. */ function _setBeacon(address newBeacon) private { require(Address.isContract(newBeacon), "ERC1967: new beacon is not a contract"); require(Address.isContract(IBeacon(newBeacon).implementation()), "ERC1967: beacon implementation is not a contract"); StorageSlot.getAddressSlot(_BEACON_SLOT).value = newBeacon; } /** * @dev Perform beacon upgrade with additional setup call. Note: This upgrades the address of the beacon, it does * not upgrade the implementation contained in the beacon (see {UpgradeableBeacon-_setImplementation} for that). * * Emits a {BeaconUpgraded} event. */ function _upgradeBeaconToAndCall( address newBeacon, bytes memory data, bool forceCall ) internal { _setBeacon(newBeacon); emit BeaconUpgraded(newBeacon); if (data.length > 0 || forceCall) { Address.functionDelegateCall(IBeacon(newBeacon).implementation(), data); } } } // SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.5.0-rc.0) (proxy/Proxy.sol) pragma solidity ^0.8.0; /** * @dev This abstract contract provides a fallback function that delegates all calls to another contract using the EVM * instruction `delegatecall`. We refer to the second contract as the _implementation_ behind the proxy, and it has to * be specified by overriding the virtual {_implementation} function. * * Additionally, delegation to the implementation can be triggered manually through the {_fallback} function, or to a * different contract through the {_delegate} function. * * The success and return data of the delegated call will be returned back to the caller of the proxy. */ abstract contract Proxy { /** * @dev Delegates the current call to `implementation`. * * This function does not return to its internal call site, it will return directly to the external caller. */ function _delegate(address implementation) internal virtual { assembly { // Copy msg.data. We take full control of memory in this inline assembly // block because it will not return to Solidity code. We overwrite the // Solidity scratch pad at memory position 0. calldatacopy(0, 0, calldatasize()) // Call the implementation. // out and outsize are 0 because we don't know the size yet. let result := delegatecall(gas(), implementation, 0, calldatasize(), 0, 0) // Copy the returned data. returndatacopy(0, 0, returndatasize()) switch result // delegatecall returns 0 on error. case 0 { revert(0, returndatasize()) } default { return(0, returndatasize()) } } } /** * @dev This is a virtual function that should be overriden so it returns the address to which the fallback function * and {_fallback} should delegate. */ function _implementation() internal view virtual returns (address); /** * @dev Delegates the current call to the address returned by `_implementation()`. * * This function does not return to its internall call site, it will return directly to the external caller. */ function _fallback() internal virtual { _beforeFallback(); _delegate(_implementation()); } /** * @dev Fallback function that delegates calls to the address returned by `_implementation()`. Will run if no other * function in the contract matches the call data. */ fallback() external payable virtual { _fallback(); } /** * @dev Fallback function that delegates calls to the address returned by `_implementation()`. Will run if call data * is empty. */ receive() external payable virtual { _fallback(); } /** * @dev Hook that is called before falling back to the implementation. Can happen as part of a manual `_fallback` * call, or as part of the Solidity `fallback` or `receive` functions. * * If overriden should call `super._beforeFallback()`. */ function _beforeFallback() internal virtual {} } // SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (proxy/beacon/IBeacon.sol) pragma solidity ^0.8.0; /** * @dev This is the interface that {BeaconProxy} expects of its beacon. */ interface IBeacon { /** * @dev Must return an address that can be used as a delegate call target. * * {BeaconProxy} will check that this address is a contract. */ function implementation() external view returns (address); } // SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (proxy/transparent/TransparentUpgradeableProxy.sol) pragma solidity ^0.8.0; import "../ERC1967/ERC1967Proxy.sol"; /** * @dev This contract implements a proxy that is upgradeable by an admin. * * To avoid https://medium.com/nomic-labs-blog/malicious-backdoors-in-ethereum-proxies-62629adf3357[proxy selector * clashing], which can potentially be used in an attack, this contract uses the * https://blog.openzeppelin.com/the-transparent-proxy-pattern/[transparent proxy pattern]. This pattern implies two * things that go hand in hand: * * 1. If any account other than the admin calls the proxy, the call will be forwarded to the implementation, even if * that call matches one of the admin functions exposed by the proxy itself. * 2. If the admin calls the proxy, it can access the admin functions, but its calls will never be forwarded to the * implementation. If the admin tries to call a function on the implementation it will fail with an error that says * "admin cannot fallback to proxy target". * * These properties mean that the admin account can only be used for admin actions like upgrading the proxy or changing * the admin, so it's best if it's a dedicated account that is not used for anything else. This will avoid headaches due * to sudden errors when trying to call a function from the proxy implementation. * * Our recommendation is for the dedicated account to be an instance of the {ProxyAdmin} contract. If set up this way, * you should think of the `ProxyAdmin` instance as the real administrative interface of your proxy. */ contract TransparentUpgradeableProxy is ERC1967Proxy { /** * @dev Initializes an upgradeable proxy managed by `_admin`, backed by the implementation at `_logic`, and * optionally initialized with `_data` as explained in {ERC1967Proxy-constructor}. */ constructor( address _logic, address admin_, bytes memory _data ) payable ERC1967Proxy(_logic, _data) { assert(_ADMIN_SLOT == bytes32(uint256(keccak256("eip1967.proxy.admin")) - 1)); _changeAdmin(admin_); } /** * @dev Modifier used internally that will delegate the call to the implementation unless the sender is the admin. */ modifier ifAdmin() { if (msg.sender == _getAdmin()) { _; } else { _fallback(); } } /** * @dev Returns the current admin. * * NOTE: Only the admin can call this function. See {ProxyAdmin-getProxyAdmin}. * * TIP: To get this value clients can read directly from the storage slot shown below (specified by EIP1967) using the * https://eth.wiki/json-rpc/API#eth_getstorageat[`eth_getStorageAt`] RPC call. * `0xb53127684a568b3173ae13b9f8a6016e243e63b6e8ee1178d6a717850b5d6103` */ function admin() external ifAdmin returns (address admin_) { admin_ = _getAdmin(); } /** * @dev Returns the current implementation. * * NOTE: Only the admin can call this function. See {ProxyAdmin-getProxyImplementation}. * * TIP: To get this value clients can read directly from the storage slot shown below (specified by EIP1967) using the * https://eth.wiki/json-rpc/API#eth_getstorageat[`eth_getStorageAt`] RPC call. * `0x360894a13ba1a3210667c828492db98dca3e2076cc3735a920a3ca505d382bbc` */ function implementation() external ifAdmin returns (address implementation_) { implementation_ = _implementation(); } /** * @dev Changes the admin of the proxy. * * Emits an {AdminChanged} event. * * NOTE: Only the admin can call this function. See {ProxyAdmin-changeProxyAdmin}. */ function changeAdmin(address newAdmin) external virtual ifAdmin { _changeAdmin(newAdmin); } /** * @dev Upgrade the implementation of the proxy. * * NOTE: Only the admin can call this function. See {ProxyAdmin-upgrade}. */ function upgradeTo(address newImplementation) external ifAdmin { _upgradeToAndCall(newImplementation, bytes(""), false); } /** * @dev Upgrade the implementation of the proxy, and then call a function from the new implementation as specified * by `data`, which should be an encoded function call. This is useful to initialize new storage variables in the * proxied contract. * * NOTE: Only the admin can call this function. See {ProxyAdmin-upgradeAndCall}. */ function upgradeToAndCall(address newImplementation, bytes calldata data) external payable ifAdmin { _upgradeToAndCall(newImplementation, data, true); } /** * @dev Returns the current admin. */ function _admin() internal view virtual returns (address) { return _getAdmin(); } /** * @dev Makes sure the admin cannot access the fallback function. See {Proxy-_beforeFallback}. */ function _beforeFallback() internal virtual override { require(msg.sender != _getAdmin(), "TransparentUpgradeableProxy: admin cannot fallback to proxy target"); super._beforeFallback(); } } // SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.5.0-rc.0) (utils/Address.sol) pragma solidity ^0.8.1; /** * @dev Collection of functions related to the address type */ library Address { /** * @dev Returns true if `account` is a contract. * * [IMPORTANT] * ==== * It is unsafe to assume that an address for which this function returns * false is an externally-owned account (EOA) and not a contract. * * Among others, `isContract` will return false for the following * types of addresses: * * - an externally-owned account * - a contract in construction * - an address where a contract will be created * - an address where a contract lived, but was destroyed * ==== * * [IMPORTANT] * ==== * You shouldn't rely on `isContract` to protect against flash loan attacks! * * Preventing calls from contracts is highly discouraged. It breaks composability, breaks support for smart wallets * like Gnosis Safe, and does not provide security since it can be circumvented by calling from a contract * constructor. * ==== */ function isContract(address account) internal view returns (bool) { // This method relies on extcodesize/address.code.length, which returns 0 // for contracts in construction, since the code is only stored at the end // of the constructor execution. return account.code.length > 0; } /** * @dev Replacement for Solidity's `transfer`: sends `amount` wei to * `recipient`, forwarding all available gas and reverting on errors. * * https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost * of certain opcodes, possibly making contracts go over the 2300 gas limit * imposed by `transfer`, making them unable to receive funds via * `transfer`. {sendValue} removes this limitation. * * https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more]. * * IMPORTANT: because control is transferred to `recipient`, care must be * taken to not create reentrancy vulnerabilities. Consider using * {ReentrancyGuard} or the * https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern]. */ function sendValue(address payable recipient, uint256 amount) internal { require(address(this).balance >= amount, "Address: insufficient balance"); (bool success, ) = recipient.call{value: amount}(""); require(success, "Address: unable to send value, recipient may have reverted"); } /** * @dev Performs a Solidity function call using a low level `call`. A * plain `call` is an unsafe replacement for a function call: use this * function instead. * * If `target` reverts with a revert reason, it is bubbled up by this * function (like regular Solidity function calls). * * Returns the raw returned data. To convert to the expected return value, * use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`]. * * Requirements: * * - `target` must be a contract. * - calling `target` with `data` must not revert. * * _Available since v3.1._ */ function functionCall(address target, bytes memory data) internal returns (bytes memory) { return 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"); (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"); (bool success, bytes memory returndata) = target.staticcall(data); return verifyCallResult(success, returndata, errorMessage); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], * but performing a delegate call. * * _Available since v3.4._ */ function functionDelegateCall(address target, bytes memory data) internal returns (bytes memory) { return functionDelegateCall(target, data, "Address: low-level delegate call failed"); } /** * @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`], * but performing a delegate call. * * _Available since v3.4._ */ function functionDelegateCall( address target, bytes memory data, string memory errorMessage ) internal returns (bytes memory) { require(isContract(target), "Address: delegate call to non-contract"); (bool success, bytes memory returndata) = target.delegatecall(data); return verifyCallResult(success, returndata, errorMessage); } /** * @dev Tool to verifies that a low level call was successful, and revert if it wasn't, either by bubbling the * revert reason using the provided one. * * _Available since v4.3._ */ function verifyCallResult( bool success, bytes memory returndata, string memory errorMessage ) internal pure returns (bytes memory) { if (success) { return returndata; } else { // 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 assembly { let returndata_size := mload(returndata) revert(add(32, returndata), returndata_size) } } else { revert(errorMessage); } } } } // SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (utils/StorageSlot.sol) pragma solidity ^0.8.0; /** * @dev Library for reading and writing primitive types to specific storage slots. * * Storage slots are often used to avoid storage conflict when dealing with upgradeable contracts. * This library helps with reading and writing to such slots without the need for inline assembly. * * The functions in this library return Slot structs that contain a `value` member that can be used to read or write. * * Example usage to set ERC1967 implementation slot: * ``` * contract ERC1967 { * bytes32 internal constant _IMPLEMENTATION_SLOT = 0x360894a13ba1a3210667c828492db98dca3e2076cc3735a920a3ca505d382bbc; * * function _getImplementation() internal view returns (address) { * return StorageSlot.getAddressSlot(_IMPLEMENTATION_SLOT).value; * } * * function _setImplementation(address newImplementation) internal { * require(Address.isContract(newImplementation), "ERC1967: new implementation is not a contract"); * StorageSlot.getAddressSlot(_IMPLEMENTATION_SLOT).value = newImplementation; * } * } * ``` * * _Available since v4.1 for `address`, `bool`, `bytes32`, and `uint256`._ */ library StorageSlot { struct AddressSlot { address value; } struct BooleanSlot { bool value; } struct Bytes32Slot { bytes32 value; } struct Uint256Slot { uint256 value; } /** * @dev Returns an `AddressSlot` with member `value` located at `slot`. */ function getAddressSlot(bytes32 slot) internal pure returns (AddressSlot storage r) { assembly { r.slot := slot } } /** * @dev Returns an `BooleanSlot` with member `value` located at `slot`. */ function getBooleanSlot(bytes32 slot) internal pure returns (BooleanSlot storage r) { assembly { r.slot := slot } } /** * @dev Returns an `Bytes32Slot` with member `value` located at `slot`. */ function getBytes32Slot(bytes32 slot) internal pure returns (Bytes32Slot storage r) { assembly { r.slot := slot } } /** * @dev Returns an `Uint256Slot` with member `value` located at `slot`. */ function getUint256Slot(bytes32 slot) internal pure returns (Uint256Slot storage r) { assembly { r.slot := slot } } }
File 5 of 5: EzEthToken
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.9.0) (proxy/utils/Initializable.sol) pragma solidity ^0.8.2; import "../../utils/AddressUpgradeable.sol"; /** * @dev This is a base contract to aid in writing upgradeable contracts, or any kind of contract that will be deployed * behind a proxy. Since proxied contracts do not make use of a constructor, it's common to move constructor logic to an * external initializer function, usually called `initialize`. It then becomes necessary to protect this initializer * function so it can only be called once. The {initializer} modifier provided by this contract will have this effect. * * The initialization functions use a version number. Once a version number is used, it is consumed and cannot be * reused. This mechanism prevents re-execution of each "step" but allows the creation of new initialization steps in * case an upgrade adds a module that needs to be initialized. * * For example: * * [.hljs-theme-light.nopadding] * ```solidity * contract MyToken is ERC20Upgradeable { * function initialize() initializer public { * __ERC20_init("MyToken", "MTK"); * } * } * * contract MyTokenV2 is MyToken, ERC20PermitUpgradeable { * function initializeV2() reinitializer(2) public { * __ERC20Permit_init("MyToken"); * } * } * ``` * * TIP: To avoid leaving the proxy in an uninitialized state, the initializer function should be called as early as * possible by providing the encoded function call as the `_data` argument to {ERC1967Proxy-constructor}. * * CAUTION: When used with inheritance, manual care must be taken to not invoke a parent initializer twice, or to ensure * that all initializers are idempotent. This is not verified automatically as constructors are by Solidity. * * [CAUTION] * ==== * Avoid leaving a contract uninitialized. * * An uninitialized contract can be taken over by an attacker. This applies to both a proxy and its implementation * contract, which may impact the proxy. To prevent the implementation contract from being used, you should invoke * the {_disableInitializers} function in the constructor to automatically lock it when it is deployed: * * [.hljs-theme-light.nopadding] * ``` * /// @custom:oz-upgrades-unsafe-allow constructor * constructor() { * _disableInitializers(); * } * ``` * ==== */ abstract contract Initializable { /** * @dev Indicates that the contract has been initialized. * @custom:oz-retyped-from bool */ uint8 private _initialized; /** * @dev Indicates that the contract is in the process of being initialized. */ bool private _initializing; /** * @dev Triggered when the contract has been initialized or reinitialized. */ event Initialized(uint8 version); /** * @dev A modifier that defines a protected initializer function that can be invoked at most once. In its scope, * `onlyInitializing` functions can be used to initialize parent contracts. * * Similar to `reinitializer(1)`, except that functions marked with `initializer` can be nested in the context of a * constructor. * * Emits an {Initialized} event. */ modifier initializer() { bool isTopLevelCall = !_initializing; require( (isTopLevelCall && _initialized < 1) || (!AddressUpgradeable.isContract(address(this)) && _initialized == 1), "Initializable: contract is already initialized" ); _initialized = 1; if (isTopLevelCall) { _initializing = true; } _; if (isTopLevelCall) { _initializing = false; emit Initialized(1); } } /** * @dev A modifier that defines a protected reinitializer function that can be invoked at most once, and only if the * contract hasn't been initialized to a greater version before. In its scope, `onlyInitializing` functions can be * used to initialize parent contracts. * * A reinitializer may be used after the original initialization step. This is essential to configure modules that * are added through upgrades and that require initialization. * * When `version` is 1, this modifier is similar to `initializer`, except that functions marked with `reinitializer` * cannot be nested. If one is invoked in the context of another, execution will revert. * * Note that versions can jump in increments greater than 1; this implies that if multiple reinitializers coexist in * a contract, executing them in the right order is up to the developer or operator. * * WARNING: setting the version to 255 will prevent any future reinitialization. * * Emits an {Initialized} event. */ modifier reinitializer(uint8 version) { require(!_initializing && _initialized < version, "Initializable: contract is already initialized"); _initialized = version; _initializing = true; _; _initializing = false; emit Initialized(version); } /** * @dev Modifier to protect an initialization function so that it can only be invoked by functions with the * {initializer} and {reinitializer} modifiers, directly or indirectly. */ modifier onlyInitializing() { require(_initializing, "Initializable: contract is not initializing"); _; } /** * @dev Locks the contract, preventing any future reinitialization. This cannot be part of an initializer call. * Calling this in the constructor of a contract will prevent that contract from being initialized or reinitialized * to any version. It is recommended to use this to lock implementation contracts that are designed to be called * through proxies. * * Emits an {Initialized} event the first time it is successfully executed. */ function _disableInitializers() internal virtual { require(!_initializing, "Initializable: contract is initializing"); if (_initialized != type(uint8).max) { _initialized = type(uint8).max; emit Initialized(type(uint8).max); } } /** * @dev Returns the highest version that has been initialized. See {reinitializer}. */ function _getInitializedVersion() internal view returns (uint8) { return _initialized; } /** * @dev Returns `true` if the contract is currently initializing. See {onlyInitializing}. */ function _isInitializing() internal view returns (bool) { return _initializing; } } // SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.9.0) (token/ERC20/ERC20.sol) pragma solidity ^0.8.0; import "./IERC20Upgradeable.sol"; import "./extensions/IERC20MetadataUpgradeable.sol"; import "../../utils/ContextUpgradeable.sol"; import "../../proxy/utils/Initializable.sol"; /** * @dev Implementation of the {IERC20} interface. * * This implementation is agnostic to the way tokens are created. This means * that a supply mechanism has to be added in a derived contract using {_mint}. * For a generic mechanism see {ERC20PresetMinterPauser}. * * TIP: For a detailed writeup see our guide * https://forum.openzeppelin.com/t/how-to-implement-erc20-supply-mechanisms/226[How * to implement supply mechanisms]. * * The default value of {decimals} is 18. To change this, you should override * this function so it returns a different value. * * We have followed general OpenZeppelin Contracts guidelines: functions revert * instead returning `false` on failure. This behavior is nonetheless * conventional and does not conflict with the expectations of ERC20 * applications. * * Additionally, an {Approval} event is emitted on calls to {transferFrom}. * This allows applications to reconstruct the allowance for all accounts just * by listening to said events. Other implementations of the EIP may not emit * these events, as it isn't required by the specification. * * Finally, the non-standard {decreaseAllowance} and {increaseAllowance} * functions have been added to mitigate the well-known issues around setting * allowances. See {IERC20-approve}. */ contract ERC20Upgradeable is Initializable, ContextUpgradeable, IERC20Upgradeable, IERC20MetadataUpgradeable { mapping(address => uint256) private _balances; mapping(address => mapping(address => uint256)) private _allowances; uint256 private _totalSupply; string private _name; string private _symbol; /** * @dev Sets the values for {name} and {symbol}. * * All two of these values are immutable: they can only be set once during * construction. */ function __ERC20_init(string memory name_, string memory symbol_) internal onlyInitializing { __ERC20_init_unchained(name_, symbol_); } function __ERC20_init_unchained(string memory name_, string memory symbol_) internal onlyInitializing { _name = name_; _symbol = symbol_; } /** * @dev Returns the name of the token. */ function name() public view virtual override returns (string memory) { return _name; } /** * @dev Returns the symbol of the token, usually a shorter version of the * name. */ function symbol() public view virtual override returns (string memory) { return _symbol; } /** * @dev Returns the number of decimals used to get its user representation. * For example, if `decimals` equals `2`, a balance of `505` tokens should * be displayed to a user as `5.05` (`505 / 10 ** 2`). * * Tokens usually opt for a value of 18, imitating the relationship between * Ether and Wei. This is the default value returned by this function, unless * it's overridden. * * NOTE: This information is only used for _display_ purposes: it in * no way affects any of the arithmetic of the contract, including * {IERC20-balanceOf} and {IERC20-transfer}. */ function decimals() public view virtual override returns (uint8) { return 18; } /** * @dev See {IERC20-totalSupply}. */ function totalSupply() public view virtual override returns (uint256) { return _totalSupply; } /** * @dev See {IERC20-balanceOf}. */ function balanceOf(address account) public view virtual override returns (uint256) { return _balances[account]; } /** * @dev See {IERC20-transfer}. * * Requirements: * * - `to` cannot be the zero address. * - the caller must have a balance of at least `amount`. */ function transfer(address to, uint256 amount) public virtual override returns (bool) { address owner = _msgSender(); _transfer(owner, to, amount); return true; } /** * @dev See {IERC20-allowance}. */ function allowance(address owner, address spender) public view virtual override returns (uint256) { return _allowances[owner][spender]; } /** * @dev See {IERC20-approve}. * * NOTE: If `amount` is the maximum `uint256`, the allowance is not updated on * `transferFrom`. This is semantically equivalent to an infinite approval. * * Requirements: * * - `spender` cannot be the zero address. */ function approve(address spender, uint256 amount) public virtual override returns (bool) { address owner = _msgSender(); _approve(owner, spender, amount); return true; } /** * @dev See {IERC20-transferFrom}. * * Emits an {Approval} event indicating the updated allowance. This is not * required by the EIP. See the note at the beginning of {ERC20}. * * NOTE: Does not update the allowance if the current allowance * is the maximum `uint256`. * * Requirements: * * - `from` and `to` cannot be the zero address. * - `from` must have a balance of at least `amount`. * - the caller must have allowance for ``from``'s tokens of at least * `amount`. */ function transferFrom(address from, address to, uint256 amount) public virtual override returns (bool) { address spender = _msgSender(); _spendAllowance(from, spender, amount); _transfer(from, to, amount); return true; } /** * @dev Atomically increases the allowance granted to `spender` by the caller. * * This is an alternative to {approve} that can be used as a mitigation for * problems described in {IERC20-approve}. * * Emits an {Approval} event indicating the updated allowance. * * Requirements: * * - `spender` cannot be the zero address. */ function increaseAllowance(address spender, uint256 addedValue) public virtual returns (bool) { address owner = _msgSender(); _approve(owner, spender, allowance(owner, spender) + addedValue); return true; } /** * @dev Atomically decreases the allowance granted to `spender` by the caller. * * This is an alternative to {approve} that can be used as a mitigation for * problems described in {IERC20-approve}. * * Emits an {Approval} event indicating the updated allowance. * * Requirements: * * - `spender` cannot be the zero address. * - `spender` must have allowance for the caller of at least * `subtractedValue`. */ function decreaseAllowance(address spender, uint256 subtractedValue) public virtual returns (bool) { address owner = _msgSender(); uint256 currentAllowance = allowance(owner, spender); require(currentAllowance >= subtractedValue, "ERC20: decreased allowance below zero"); unchecked { _approve(owner, spender, currentAllowance - subtractedValue); } return true; } /** * @dev Moves `amount` of tokens from `from` to `to`. * * This internal function is equivalent to {transfer}, and can be used to * e.g. implement automatic token fees, slashing mechanisms, etc. * * Emits a {Transfer} event. * * Requirements: * * - `from` cannot be the zero address. * - `to` cannot be the zero address. * - `from` must have a balance of at least `amount`. */ function _transfer(address from, address to, uint256 amount) internal virtual { require(from != address(0), "ERC20: transfer from the zero address"); require(to != address(0), "ERC20: transfer to the zero address"); _beforeTokenTransfer(from, to, amount); uint256 fromBalance = _balances[from]; require(fromBalance >= amount, "ERC20: transfer amount exceeds balance"); unchecked { _balances[from] = fromBalance - amount; // Overflow not possible: the sum of all balances is capped by totalSupply, and the sum is preserved by // decrementing then incrementing. _balances[to] += amount; } emit Transfer(from, to, amount); _afterTokenTransfer(from, to, amount); } /** @dev Creates `amount` tokens and assigns them to `account`, increasing * the total supply. * * Emits a {Transfer} event with `from` set to the zero address. * * Requirements: * * - `account` cannot be the zero address. */ function _mint(address account, uint256 amount) internal virtual { require(account != address(0), "ERC20: mint to the zero address"); _beforeTokenTransfer(address(0), account, amount); _totalSupply += amount; unchecked { // Overflow not possible: balance + amount is at most totalSupply + amount, which is checked above. _balances[account] += amount; } emit Transfer(address(0), account, amount); _afterTokenTransfer(address(0), account, amount); } /** * @dev Destroys `amount` tokens from `account`, reducing the * total supply. * * Emits a {Transfer} event with `to` set to the zero address. * * Requirements: * * - `account` cannot be the zero address. * - `account` must have at least `amount` tokens. */ function _burn(address account, uint256 amount) internal virtual { require(account != address(0), "ERC20: burn from the zero address"); _beforeTokenTransfer(account, address(0), amount); uint256 accountBalance = _balances[account]; require(accountBalance >= amount, "ERC20: burn amount exceeds balance"); unchecked { _balances[account] = accountBalance - amount; // Overflow not possible: amount <= accountBalance <= totalSupply. _totalSupply -= amount; } emit Transfer(account, address(0), amount); _afterTokenTransfer(account, address(0), amount); } /** * @dev Sets `amount` as the allowance of `spender` over the `owner` s tokens. * * This internal function is equivalent to `approve`, and can be used to * e.g. set automatic allowances for certain subsystems, etc. * * Emits an {Approval} event. * * Requirements: * * - `owner` cannot be the zero address. * - `spender` cannot be the zero address. */ function _approve(address owner, address spender, uint256 amount) internal virtual { require(owner != address(0), "ERC20: approve from the zero address"); require(spender != address(0), "ERC20: approve to the zero address"); _allowances[owner][spender] = amount; emit Approval(owner, spender, amount); } /** * @dev Updates `owner` s allowance for `spender` based on spent `amount`. * * Does not update the allowance amount in case of infinite allowance. * Revert if not enough allowance is available. * * Might emit an {Approval} event. */ function _spendAllowance(address owner, address spender, uint256 amount) internal virtual { uint256 currentAllowance = allowance(owner, spender); if (currentAllowance != type(uint256).max) { require(currentAllowance >= amount, "ERC20: insufficient allowance"); unchecked { _approve(owner, spender, currentAllowance - amount); } } } /** * @dev Hook that is called before any transfer of tokens. This includes * minting and burning. * * Calling conditions: * * - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens * will be transferred to `to`. * - when `from` is zero, `amount` tokens will be minted for `to`. * - when `to` is zero, `amount` of ``from``'s tokens will be burned. * - `from` and `to` are never both zero. * * To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks]. */ function _beforeTokenTransfer(address from, address to, uint256 amount) internal virtual {} /** * @dev Hook that is called after any transfer of tokens. This includes * minting and burning. * * Calling conditions: * * - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens * has been transferred to `to`. * - when `from` is zero, `amount` tokens have been minted for `to`. * - when `to` is zero, `amount` of ``from``'s tokens have been burned. * - `from` and `to` are never both zero. * * To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks]. */ function _afterTokenTransfer(address from, address to, uint256 amount) internal virtual {} /** * @dev This empty reserved space is put in place to allow future versions to add new * variables without shifting down storage in the inheritance chain. * See https://docs.openzeppelin.com/contracts/4.x/upgradeable#storage_gaps */ uint256[45] private __gap; } // SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (token/ERC20/extensions/IERC20Metadata.sol) pragma solidity ^0.8.0; import "../IERC20Upgradeable.sol"; /** * @dev Interface for the optional metadata functions from the ERC20 standard. * * _Available since v4.1._ */ interface IERC20MetadataUpgradeable is IERC20Upgradeable { /** * @dev Returns the name of the token. */ function name() external view returns (string memory); /** * @dev Returns the symbol of the token. */ function symbol() external view returns (string memory); /** * @dev Returns the decimals places of the token. */ function decimals() external view returns (uint8); } // SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.9.0) (token/ERC20/IERC20.sol) pragma solidity ^0.8.0; /** * @dev Interface of the ERC20 standard as defined in the EIP. */ interface IERC20Upgradeable { /** * @dev Emitted when `value` tokens are moved from one account (`from`) to * another (`to`). * * Note that `value` may be zero. */ event Transfer(address indexed from, address indexed to, uint256 value); /** * @dev Emitted when the allowance of a `spender` for an `owner` is set by * a call to {approve}. `value` is the new allowance. */ event Approval(address indexed owner, address indexed spender, uint256 value); /** * @dev Returns the amount of tokens in existence. */ function totalSupply() external view returns (uint256); /** * @dev Returns the amount of tokens owned by `account`. */ function balanceOf(address account) external view returns (uint256); /** * @dev Moves `amount` tokens from the caller's account to `to`. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transfer(address to, uint256 amount) external returns (bool); /** * @dev Returns the remaining number of tokens that `spender` will be * allowed to spend on behalf of `owner` through {transferFrom}. This is * zero by default. * * This value changes when {approve} or {transferFrom} are called. */ function allowance(address owner, address spender) external view returns (uint256); /** * @dev Sets `amount` as the allowance of `spender` over the caller's tokens. * * Returns a boolean value indicating whether the operation succeeded. * * IMPORTANT: Beware that changing an allowance with this method brings the risk * that someone may use both the old and the new allowance by unfortunate * transaction ordering. One possible solution to mitigate this race * condition is to first reduce the spender's allowance to 0 and set the * desired value afterwards: * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729 * * Emits an {Approval} event. */ function approve(address spender, uint256 amount) external returns (bool); /** * @dev Moves `amount` tokens from `from` to `to` using the * allowance mechanism. `amount` is then deducted from the caller's * allowance. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transferFrom(address from, address to, uint256 amount) external returns (bool); } // SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.9.0) (utils/Address.sol) pragma solidity ^0.8.1; /** * @dev Collection of functions related to the address type */ library AddressUpgradeable { /** * @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 * * Furthermore, `isContract` will also return true if the target contract within * the same transaction is already scheduled for destruction by `SELFDESTRUCT`, * which only has an effect at the end of a transaction. * ==== * * [IMPORTANT] * ==== * You shouldn't rely on `isContract` to protect against flash loan attacks! * * Preventing calls from contracts is highly discouraged. It breaks composability, breaks support for smart wallets * like Gnosis Safe, and does not provide security since it can be circumvented by calling from a contract * constructor. * ==== */ function isContract(address account) internal view returns (bool) { // This method relies on extcodesize/address.code.length, which returns 0 // for contracts in construction, since the code is only stored at the end // of the constructor execution. return account.code.length > 0; } /** * @dev Replacement for Solidity's `transfer`: sends `amount` wei to * `recipient`, forwarding all available gas and reverting on errors. * * https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost * of certain opcodes, possibly making contracts go over the 2300 gas limit * imposed by `transfer`, making them unable to receive funds via * `transfer`. {sendValue} removes this limitation. * * https://consensys.net/diligence/blog/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/v0.8.0/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern]. */ function sendValue(address payable recipient, uint256 amount) internal { require(address(this).balance >= amount, "Address: insufficient balance"); (bool success, ) = recipient.call{value: amount}(""); require(success, "Address: unable to send value, recipient may have reverted"); } /** * @dev Performs a Solidity function call using a low level `call`. A * plain `call` is an unsafe replacement for a function call: use this * function instead. * * If `target` reverts with a revert reason, it is bubbled up by this * function (like regular Solidity function calls). * * Returns the raw returned data. To convert to the expected return value, * use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`]. * * Requirements: * * - `target` must be a contract. * - calling `target` with `data` must not revert. * * _Available since v3.1._ */ function functionCall(address target, bytes memory data) internal returns (bytes memory) { return functionCallWithValue(target, data, 0, "Address: low-level call failed"); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], but with * `errorMessage` as a fallback revert reason when `target` reverts. * * _Available since v3.1._ */ function functionCall( address target, bytes memory data, string memory errorMessage ) internal returns (bytes memory) { return functionCallWithValue(target, data, 0, errorMessage); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], * but also transferring `value` wei to `target`. * * Requirements: * * - the calling contract must have an ETH balance of at least `value`. * - the called Solidity function must be `payable`. * * _Available since v3.1._ */ function functionCallWithValue(address target, bytes memory data, uint256 value) internal returns (bytes memory) { return functionCallWithValue(target, data, value, "Address: low-level call with value failed"); } /** * @dev Same as {xref-Address-functionCallWithValue-address-bytes-uint256-}[`functionCallWithValue`], but * with `errorMessage` as a fallback revert reason when `target` reverts. * * _Available since v3.1._ */ function functionCallWithValue( address target, bytes memory data, uint256 value, string memory errorMessage ) internal returns (bytes memory) { require(address(this).balance >= value, "Address: insufficient balance for call"); (bool success, bytes memory returndata) = target.call{value: value}(data); return verifyCallResultFromTarget(target, success, returndata, errorMessage); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], * but performing a static call. * * _Available since v3.3._ */ function functionStaticCall(address target, bytes memory data) internal view returns (bytes memory) { return functionStaticCall(target, data, "Address: low-level static call failed"); } /** * @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`], * but performing a static call. * * _Available since v3.3._ */ function functionStaticCall( address target, bytes memory data, string memory errorMessage ) internal view returns (bytes memory) { (bool success, bytes memory returndata) = target.staticcall(data); return verifyCallResultFromTarget(target, success, returndata, errorMessage); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], * but performing a delegate call. * * _Available since v3.4._ */ function functionDelegateCall(address target, bytes memory data) internal returns (bytes memory) { return functionDelegateCall(target, data, "Address: low-level delegate call failed"); } /** * @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`], * but performing a delegate call. * * _Available since v3.4._ */ function functionDelegateCall( address target, bytes memory data, string memory errorMessage ) internal returns (bytes memory) { (bool success, bytes memory returndata) = target.delegatecall(data); return verifyCallResultFromTarget(target, success, returndata, errorMessage); } /** * @dev Tool to verify that a low level call to smart-contract was successful, and revert (either by bubbling * the revert reason or using the provided one) in case of unsuccessful call or if target was not a contract. * * _Available since v4.8._ */ function verifyCallResultFromTarget( address target, bool success, bytes memory returndata, string memory errorMessage ) internal view returns (bytes memory) { if (success) { if (returndata.length == 0) { // only check isContract if the call was successful and the return data is empty // otherwise we already know that it was a contract require(isContract(target), "Address: call to non-contract"); } return returndata; } else { _revert(returndata, errorMessage); } } /** * @dev Tool to verify that a low level call was successful, and revert if it wasn't, either by bubbling the * revert reason or using the provided one. * * _Available since v4.3._ */ function verifyCallResult( bool success, bytes memory returndata, string memory errorMessage ) internal pure returns (bytes memory) { if (success) { return returndata; } else { _revert(returndata, errorMessage); } } function _revert(bytes memory returndata, string memory errorMessage) private pure { // Look for revert reason and bubble it up if present if (returndata.length > 0) { // The easiest way to bubble the revert reason is using memory via assembly /// @solidity memory-safe-assembly assembly { let returndata_size := mload(returndata) revert(add(32, returndata), returndata_size) } } else { revert(errorMessage); } } } // SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (utils/Context.sol) pragma solidity ^0.8.0; import "../proxy/utils/Initializable.sol"; /** * @dev Provides information about the current execution context, including the * sender of the transaction and its data. While these are generally available * via msg.sender and msg.data, they should not be accessed in such a direct * manner, since when dealing with meta-transactions the account sending and * paying for execution may not be the actual sender (as far as an application * is concerned). * * This contract is only required for intermediate, library-like contracts. */ abstract contract ContextUpgradeable is Initializable { function __Context_init() internal onlyInitializing { } function __Context_init_unchained() internal onlyInitializing { } function _msgSender() internal view virtual returns (address) { return msg.sender; } function _msgData() internal view virtual returns (bytes calldata) { return msg.data; } /** * @dev This empty reserved space is put in place to allow future versions to add new * variables without shifting down storage in the inheritance chain. * See https://docs.openzeppelin.com/contracts/4.x/upgradeable#storage_gaps */ uint256[50] private __gap; } // SPDX-License-Identifier: BUSL-1.1 pragma solidity 0.8.19; /// @dev Error for 0x0 address inputs error InvalidZeroInput(); /// @dev Error for already added items to a list error AlreadyAdded(); /// @dev Error for not found items in a list error NotFound(); /// @dev Error for hitting max TVL error MaxTVLReached(); /// @dev Error for caller not having permissions error NotRestakeManagerAdmin(); /// @dev Error for call not coming from deposit queue contract error NotDepositQueue(); /// @dev Error for contract being paused error ContractPaused(); /// @dev Error for exceeding max basis points (100%) error OverMaxBasisPoints(); /// @dev Error for invalid token decimals for collateral tokens (must be 18) error InvalidTokenDecimals(uint8 expected, uint8 actual); /// @dev Error when withdraw is already completed error WithdrawAlreadyCompleted(); /// @dev Error when a different address tries to complete withdraw error NotOriginalWithdrawCaller(address expectedCaller); /// @dev Error when caller does not have OD admin role error NotOperatorDelegatorAdmin(); /// @dev Error when caller does not have Oracle Admin role error NotOracleAdmin(); /// @dev Error when caller is not RestakeManager contract error NotRestakeManager(); /// @dev Errror when caller does not have ETH Restake Admin role error NotNativeEthRestakeAdmin(); /// @dev Error when delegation address was already set - cannot be set again error DelegateAddressAlreadySet(); /// @dev Error when caller does not have ERC20 Rewards Admin role error NotERC20RewardsAdmin(); /// @dev Error when ending ETH fails error TransferFailed(); /// @dev Error when caller does not have ETH Minter Burner Admin role error NotEzETHMinterBurner(); /// @dev Error when caller does not have Token Admin role error NotTokenAdmin(); /// @dev Error when price oracle is not configured error OracleNotFound(); /// @dev Error when price oracle data is stale error OraclePriceExpired(); /// @dev Error when array lengths do not match error MismatchedArrayLengths(); /// @dev Error when caller does not have Deposit Withdraw Pauser role error NotDepositWithdrawPauser();//SPDX-License-Identifier: MIT pragma solidity 0.8.19; interface IRoleManager { /// @dev Determines if the specified address has permissions to manage RoleManager /// @param potentialAddress Address to check function isRoleManagerAdmin(address potentialAddress) external view returns (bool); /// @dev Determines if the specified address has permission to mint or burn ezETH tokens /// @param potentialAddress Address to check function isEzETHMinterBurner(address potentialAddress) external view returns (bool); /// @dev Determines if the specified address has permission to update config on the OperatorDelgator Contracts /// @param potentialAddress Address to check function isOperatorDelegatorAdmin(address potentialAddress) external view returns (bool); /// @dev Determines if the specified address has permission to update config on the Oracle Contract config /// @param potentialAddress Address to check function isOracleAdmin(address potentialAddress) external view returns (bool); /// @dev Determines if the specified address has permission to update config on the Restake Manager /// @param potentialAddress Address to check function isRestakeManagerAdmin(address potentialAddress) external view returns (bool); /// @dev Determines if the specified address has permission to update config on the Token Contract /// @param potentialAddress Address to check function isTokenAdmin(address potentialAddress) external view returns (bool); /// @dev Determines if the specified address has permission to trigger restaking of native ETH /// @param potentialAddress Address to check function isNativeEthRestakeAdmin(address potentialAddress) external view returns (bool); /// @dev Determines if the specified address has permission to sweep and deposit ERC20 Rewards /// @param potentialAddress Address to check function isERC20RewardsAdmin(address potentialAddress) external view returns (bool); /// @dev Determines if the specified address has permission to pause deposits and withdraws /// @param potentialAddress Address to check function isDepositWithdrawPauser(address potentialAddress) external view returns (bool); } // SPDX-License-Identifier: BUSL-1.1 pragma solidity ^0.8.9; import "@openzeppelin/contracts-upgradeable/token/ERC20/ERC20Upgradeable.sol"; import "@openzeppelin/contracts-upgradeable/proxy/utils/Initializable.sol"; import "./IEzEthToken.sol"; import "../Permissions/IRoleManager.sol"; import "./EzEthTokenStorage.sol"; import "../Errors/Errors.sol"; /// @dev This contract is the ezETH ERC20 token /// Ownership of the collateral in the protocol is tracked by the ezETH token contract EzEthToken is Initializable, ERC20Upgradeable, IEzEthToken, EzEthTokenStorageV1 { /// @dev Allows only a whitelisted address to mint or burn ezETH tokens modifier onlyMinterBurner() { if(!roleManager.isEzETHMinterBurner(msg.sender)) revert NotEzETHMinterBurner(); _; } /// @dev Allows only a whitelisted address to pause or unpause the token modifier onlyTokenAdmin() { if(!roleManager.isTokenAdmin(msg.sender)) revert NotTokenAdmin(); _; } /// @dev Prevents implementation contract from being initialized. /// @custom:oz-upgrades-unsafe-allow constructor constructor() { _disableInitializers(); } /// @dev Initializes the contract with initial vars function initialize(IRoleManager _roleManager) public initializer { if(address(_roleManager) == address(0x0)) revert InvalidZeroInput(); __ERC20_init("ezETH", "Renzo Restaked ETH"); roleManager = _roleManager; } /// @dev Allows minter/burner to mint new ezETH tokens to an address function mint(address to, uint256 amount) external onlyMinterBurner { _mint(to, amount); } /// @dev Allows minter/burner to burn ezETH tokens from an address function burn(address from, uint256 amount) external onlyMinterBurner { _burn(from, amount); } /// @dev Sets the paused flag function setPaused(bool _paused) external onlyTokenAdmin { paused = _paused; } /// @dev function _beforeTokenTransfer(address from, address to, uint256 amount) internal virtual override { super._beforeTokenTransfer(from, to, amount); // If not paused return success if (!paused) { return; } // If paused, only minting and burning should be allowed if (from != address(0) && to != address(0)) { revert ContractPaused(); } } /** * @dev Returns the name of the token. */ function name() public view virtual override returns (string memory) { return "Renzo Restaked ETH"; } /** * @dev Returns the symbol of the token, usually a shorter version of the * name. */ function symbol() public view virtual override returns (string memory) { return "ezETH"; } } //SPDX-License-Identifier: MIT pragma solidity 0.8.19; import "../Permissions/IRoleManager.sol"; /// @title EzEthTokenStorage /// @dev This contract will hold all local variables for the Contract /// When upgrading the protocol, inherit from this contract on the V2 version and change the /// StorageManager to inherit from the later version. This ensures there are no storage layout /// corruptions when upgrading. contract EzEthTokenStorageV1 { /// @dev reference to the RoleManager contract IRoleManager public roleManager; /// @dev flag to control whether transfers are paused bool public paused; } /// On the next version of the protocol, if new variables are added, put them in the below /// contract and use this as the inheritance chain. /** contract EzEthTokenStorageV2 is EzEthTokenStorageV1 { address newVariable; } */ // SPDX-License-Identifier: BUSL-1.1 pragma solidity ^0.8.9; import "@openzeppelin/contracts-upgradeable/token/ERC20/IERC20Upgradeable.sol"; interface IEzEthToken is IERC20Upgradeable { function mint(address to, uint256 amount) external; function burn(address from, uint256 amount) external; }